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Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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Last 12 months: 11,189,330
Last 30 days: 1,059,940

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SSRN eLibrary Search Results
JEL Code: G1
12,993,675 Total downloads
Showing Papers 26,351 - 26,400 of 36,709
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Incl. Electronic Paper A Model-Independent Measure of Aggregate Idiosyncratic Risk
Turan G. Bali , Nusret Cakici and Haim Levy
Georgetown University - Robert Emmett McDonough School of Business , Fordham University - Graduate School of Business and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 16, 2005
Last Revised: February 27, 2012
Working Paper Series
600 downloads

Incl. Electronic Paper Contextual Fundamentals, Models, and Active Management
 Eric H. Sorensen , Ronald Hua and Edward E. Qian
PanAgora Asset Management , PanAgora Asset Management and PanAgora Asset Management
Date Posted: March 16, 2005
Working Paper Series
1125 downloads

Incl. Electronic Paper Estimating the Intertemporal Capital Asset Pricing Model with Cross-Sectional Consistency
 Turan G. Bali and Liuren Wu
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 16, 2005
Working Paper Series
654 downloads

Incl. Electronic Paper Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
 Paul J. Irvine and Jeffrey Pontiff
University of Georgia - Department of Banking and Finance and Boston College - Department of Finance
Date Posted: March 16, 2005
Working Paper Series
723 downloads

Incl. Electronic Paper On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle
AFA 2006 Boston Meetings Paper
 Long Chen , Pierre Collin-Dufresne and Robert S. Goldstein
Cheung Kong Graduate School of Business , Columbia Business School - Finance and Economics and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: March 16, 2005
Last Revised: July 01, 2011
Working Paper Series
1115 downloads

Incl. Electronic Paper Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates
ECB Working Paper No. 977, FRB of St. Louis Working Paper No. 2004-010A
 Massimo Guidolin and Daniel L. Thornton
Bocconi University - Department of Finance and Federal Reserve Bank of St. Louis - Research Division
Date Posted: March 16, 2005
Working Paper Series
232 downloads

Incl. Electronic Paper Private Benefits of Control, Ownership, and the Cross-Listing Decision
ECGI - Finance Working Paper No. 77/2005, Dice Center Working Paper No. 2005-2
 Craig Doidge , George Andrew Karolyi , Rene M. Stulz , Karl V. Lins and Darius P. Miller
University of Toronto - Rotman School of Management , Cornell University - Johnson Graduate School of Management , Ohio State University (OSU) - Department of Finance , University of Utah - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: March 16, 2005
Working Paper Series
1524 downloads

Incl. Electronic Paper Securities Trading and Settlement in Europe: Issues and Outlook
Current Issues in Economics and Finance, Vol. 8, No. 4, April 2002
 Linda S. Goldberg , John Kambhu , Asani Sarkar , James M. Mahoney and Lawrence J. Radecki
Federal Reserve Bank of New York , Federal Reserve Bank of New York , Federal Reserve Bank of New York , Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: March 16, 2005
Accepted Paper Series
421 downloads

Incl. Electronic Paper The Consolidation of European Stock Exchanges
Current Issues in Economics and Finance, Vol. 8, No. 6, June 2002
 James McAndrews and Christodoulos Stefanadis
Federal Reserve Bank of New York and University of Piraeus (and University of Arizona)
Date Posted: March 16, 2005
Accepted Paper Series
524 downloads

Incl. Electronic Paper Expected Default Probabilities in Structural Models: Empirical Evidence

 Kanak Patel and Ricardo Pereira
University of Cambridge - Department of Land Economy and University of Cambridge - Magdalene College
Date Posted: March 15, 2005
Working Paper Series
224 downloads

Incl. Electronic Paper Little Guys, Liquidity, and the Informational Efficiency of Price: Evidence from the Tokyo Stock Exchange on the Effects of Small Investor Participation
AFA 2006 Boston Meetings Paper
 Hee-Joon Ahn , Jun Cai , Yasushi Hamao and Michael Melvin
SungKyunKwan University , City University of Hong Kong (CityUHK) - Department of Economics & Finance , University of Southern California - Marshall School of Business - Finance and Business Economics Department and BlackRock
Date Posted: March 15, 2005
Working Paper Series
387 downloads

Incl. Electronic Paper The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach
 Laurent Deville and Fabrice Riva
Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG) and French National Center for Scientific Research (CNRS) - Lille - Economics & Management (LEM) - Centre National de la Recherche Scientifique (UMR CNRS 8179)
Date Posted: March 15, 2005
Working Paper Series
184 downloads

Incl. Electronic Paper Variance Dynamics: Joint Evidence from Options and High-Frequency Returns
 Liuren Wu
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 15, 2005
Working Paper Series
694 downloads

Incl. Electronic Paper Who Gambles in the Stock Market?
AFA 2006 Boston Meetings Paper, Journal of Finance, Forthcoming, EFA 2005 Moscow Meetings Paper
 Alok Kumar
University of Miami - School of Business Administration
Date Posted: March 15, 2005
Last Revised: September 06, 2008
Accepted Paper Series
1418 downloads

Acquirers' Abnormal Returns and the Non-Big 4 Auditor Clientele Effect
Journal of Accounting and Economics, Forthcoming
 Henock Louis
Pennsylvania State University - Smeal College of Business
Date Posted: March 14, 2005
Accepted Paper Series

Incl. Electronic Paper CEO Turnover and Bondholder Wealth
Journal of Banking and Finance, Vol. 33, No. 3, 2009
 John C. Adams and Sattar Mansi
University of Texas at Arlington and Virginia Polytechnic Institute & State University
Date Posted: March 14, 2005
Last Revised: June 19, 2012
Working Paper Series
487 downloads

Incl. Electronic Paper Scope for Credit Risk Diversification
IEPR Working Paper No. 05.18
 M. Hashem Pesaran , Samuel Gregory Hanson and Til Schuermann
University of Southern California , Harvard Business School and Oliver Wyman
Date Posted: March 14, 2005
Working Paper Series
280 downloads

Incl. Electronic Paper The Law and Economics of IPO Favoritism and Regulatory Spin
Southwestern Law Review, Vol. 33, p. 185, 2004
 Ely R. Levy
Hofstra University - Maurice A. Deane School of Law
Date Posted: March 14, 2005
Accepted Paper Series
204 downloads

Incl. Electronic Paper The Repurchase Agreement Refined: GCF Repo
Current Issues in Economics and Finance, Vol. 9, No. 6, June 2003
 Michael J. Fleming and Kenneth Garbade
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: March 14, 2005
Accepted Paper Series
805 downloads

Incl. Electronic Paper What Moves Sovereign Bond Markets? The Effects of Economic News on U.S. and German Yields
Current Issues in Economics and Finance, Vol. 9, No. 9, September 2003
 Linda S. Goldberg and Deborah Leonard
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: March 14, 2005
Accepted Paper Series
481 downloads

Incl. Electronic Paper Who Should Recover What in a Securities Fraud Class Action?
U of Maryland Legal Studies Research Paper No. 2005-32
 Richard A. Booth
Villanova University School of Law
Date Posted: March 14, 2005
Working Paper Series
568 downloads

Incl. Electronic Paper Windfall Awards Under PSLRA
U of Maryland Legal Studies Research Paper No. 2005-33
 Richard A. Booth
Villanova University School of Law
Date Posted: March 14, 2005
Accepted Paper Series
174 downloads

Incl. Electronic Paper Linear and Nonlinear Dependence Models of Stock Market Returns
 Andreia Teixeira Dionisio , Diana Mendes , Rui Menezes and Jacinto Vidigal da Silva
Universidade de Évora - Department of Management , Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - Department of Quantitative Methods , Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - Department of Quantitative Methods and Universidade de Évora - Department of Management
Date Posted: March 13, 2005
Working Paper Series
117 downloads

Incl. Electronic Paper Forecasting the Interest-rate Term Structure: Using the Model of Fong & Vasicek, the Extended Kalman Filter and the Bollinger Bands
 Pierre Rostan , Raymond Théoret and Abdeljalil El Moussadek
Audencia - Nantes Ecole de Management , University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: March 12, 2005
Working Paper Series
597 downloads

Incl. Electronic Paper Have European Stocks Become More Volatile

 Valerio Potì and Colm Kearney
Dublin City University Business School and Monash University - Faculty of Business and Economics
Date Posted: March 12, 2005
Working Paper Series
45 downloads

Incl. Electronic Paper Is Stellar Hedge Fund Performance for Real?

 Robert Kosowski , Narayan Y. Naik and Melvyn Teo
Imperial College Business School , London Business School - Institute of Finance and Accounting and Singapore Management University - School of Business
Date Posted: March 12, 2005
Working Paper Series
278 downloads

Incl. Electronic Paper One for the Gain, Three for the Loss
SIFR Working Paper No. 20
 Anders Anderson
Institute for Financial Research
Date Posted: March 12, 2005
Working Paper Series
70 downloads

Incl. Electronic Paper Performance Measurement with Loss Aversion
Cass Business School Research Paper
 Gordon Gemmill , Mark Salmon and Soosung Hwang
Warwick Business School , University of Cambridge - Faculty of Economics and Politics and Sungkyunkwan University - Department of Economics
Date Posted: March 12, 2005
Working Paper Series
127 downloads

The Economic Value of Conditioning on Overnight Information
 Ilias Tsiakas
University of Guelph
Date Posted: March 12, 2005
Working Paper Series

Incl. Electronic Paper Who Wants to Trade Around Ex-dividend Days?
 Shing-yang Hu and Yun-lan Tseng
National Taiwan University - Department of Finance and National Pingtung Institute of Commerce
Date Posted: March 12, 2005
Working Paper Series
202 downloads

Incl. Electronic Paper A Model to Analyse Financial Fragility
Economic Theory, Forthcoming
 Charles Goodhart , Pojanart Sunirand and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Financial Markets Group , London School of Economics & Political Science (LSE) - Department of Economics and University of Oxford - Said Business School and St. Edmund Hall
Date Posted: March 11, 2005
Accepted Paper Series
527 downloads

Incl. Electronic Paper A Search-Based Theory of the On-the-Run Phenomenon
AFA 2006 Boston Meetings Paper
 Pierre-Olivier Weill and Dimitri Vayanos
University of California, Los Angeles and London School of Economics
Date Posted: March 11, 2005
Working Paper Series
170 downloads

Incl. Electronic Paper Capital Gains Taxes, Pricing Spreads and Arbitrage: Evidence from Cross-Listed Firms in the U.S.
AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
 Jennifer L. Blouin , Luzi Hail and Michelle Yetman
University of Pennsylvania - Accounting Department , University of Pennsylvania - The Wharton School and University of California, Davis - Graduate School of Management
Date Posted: March 11, 2005
Last Revised: November 15, 2011
Working Paper Series
478 downloads

Incl. Electronic Paper Owner-Managers' Equity Portfolio Choice

 Martin Holmen and Jonas Rasbrant
University of Gothenburg - Department of Economics and Royal Institute of Technology (KTH)
Date Posted: March 11, 2005
Working Paper Series
45 downloads

Incl. Electronic Paper Portfolio Insurance Strategies by a Large Player
 Aymeric Kalife
University Paris Dauphine & ESSEC Business School
Date Posted: March 11, 2005
Working Paper Series
354 downloads

Incl. Electronic Paper Pricing Options on Realized Variance
EFA 2005 Moscow Meetings Paper
 Peter Carr , Hélyette Geman , Dilip B. Madan and Marc Yor
New York University (NYU) - Courant Institute of Mathematical Sciences , University of London, Birkbeck College - School of Economics, Mathematics and Statistics , University of Maryland - Robert H. Smith School of Business and Universite Paris
Date Posted: March 11, 2005
Last Revised: January 30, 2010
Working Paper Series
725 downloads

The Day-End Effect on the Paris Bourse
Journal of Financial Research, Forthcoming
 Gary C. Sanger and David Michayluk
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and University of Technology, Sydney
Date Posted: March 11, 2005
Accepted Paper Series

Incl. Electronic Paper The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis
 Andrew P. Carverhill , Terry H. F. Cheuk and Sigurd Dyrting
University of Hong Kong - School of Business , University of Hong Kong - School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: March 11, 2005
Working Paper Series
229 downloads

Incl. Electronic Paper Volatility Transmission Models: A Survey
 Pilar Soriano and Francisco J. Climent
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Date Posted: March 11, 2005
Working Paper Series
477 downloads

Incl. Electronic Paper Why Did so Many Poor-Performing Firms Come to Market in the Late 1990s?: Nasdaq Listing Standards and the Bubble
 April Klein and Partha Mohanram
New York University (NYU) - Department of Accounting, Taxation & Business Law and University of Toronto - Accounting
Date Posted: March 11, 2005
Working Paper Series
249 downloads

Incl. Electronic Paper Bubble Investors: What Were They Thinking?
Yale ICF Working Paper No. 06-22
 Ravi Dhar and William N. Goetzmann
Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Date Posted: March 10, 2005
Working Paper Series
1722 downloads

Incl. Electronic Paper Estimating the Dynamics of Mutual Fund Alphas and Betas
Yale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings
 Matthew I. Spiegel , Harry Mamaysky and Hong Zhang
Yale University - Yale School of Management, International Center for Finance , Yale School of Management and INSEAD - Finance
Date Posted: March 10, 2005
Working Paper Series
4767 downloads

Incl. Electronic Paper High Quality Bond Funds: Market Timing Ability and Performance
 George Comer III , Vaneesha Boney and Lynne Kelly
Georgetown University - Department of Finance , University of Denver and Towson University
Date Posted: March 10, 2005
Working Paper Series
378 downloads

Incl. Electronic Paper Optimal Portfolio Balancing Under Conventional Preferences and Transaction Costs Explains the Equity Premium Puzzle
 Peter L. Swan
University of New South Wales (UNSW)
Date Posted: March 10, 2005
Working Paper Series
134 downloads

Incl. Electronic Paper Option Pricing under Stochastic Volatility and Trading Volume
EFA 2005 Moscow Meetings Paper
 Sadayuki Ono
Hiroshima University
Date Posted: March 10, 2005
Working Paper Series
380 downloads

Incl. Electronic Paper The Performance of International Equity Portfolios
Darden Business School Working Paper No. 04-07, IIIS Discussion Paper No. 162
 Francis E. Warnock , Charles P. Thomas and Jon Wongswan
University of Virginia - Darden Business School , Federal Reserve Board and Phatra Securities
Date Posted: March 10, 2005
Working Paper Series
338 downloads

Incl. Electronic Paper Commonalities in Liquidity in Pure Order-Driven Markets
 Daniel L. Mayston and Alexander Kempf
University of Cologne - Department of Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Date Posted: March 09, 2005
Working Paper Series
133 downloads

Incl. Electronic Paper How Does the Market Value Accrual and Cash Flow Surprises?
 Kevin Melendrez , William C. Schwartz Jr. and Mark A. Trombley
New Mexico State University - Department of Accounting & Business Computer Systems , University of Arizona - Department of Accounting and University of Arizona - Eller College of Management
Date Posted: March 09, 2005
Working Paper Series
745 downloads

Incl. Electronic Paper Institutional Investors and the Language of Finance: The Global Metrics of Market Performance
WPG Working Paper No. 05-05
 Gordon L. Clark , Tessa Hebb and Dariusz Wojcik
Oxford University - Center for the Environment , University of Oxford - School of Geography and the Environment and University of Oxford, St. Peter's College
Date Posted: March 09, 2005
Working Paper Series
640 downloads

Incl. Electronic Paper Intraday Linkages across International Equity Markets
 Kari Kristian Harju and Syed Mujahid Hussain
HANKEN and HANKEN
Date Posted: March 09, 2005
Working Paper Series
117 downloads


 

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