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SSRN eLibrary Statistics:

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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
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To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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Total References: 8,480,523
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,976,974 Total downloads
Showing Papers 26,851 - 26,900 of 36,688
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Incl. Fee Electronic Paper Slow Moving Capital
CEPR Discussion Paper No. DP6117
Mark L. Mitchell , Lasse Heje Pedersen and Todd C. Pulvino
CNH Partners , New York University (NYU) - Department of Finance and CNH Partners
Date Posted: May 16, 2008
Working Paper Series
3 downloads

Incl. Electronic Paper Small and Large Trades Around Earnings Announcements: Does Trading Behavior Explain Post-Earnings-Announcement Drift?
Devin M. Shanthikumar
University of California, Irvine - Paul Merage School of Business
Date Posted: October 15, 2003
Working Paper Series
602 downloads

Incl. Electronic Paper Small and Medium Enterprises Accounts Receivable Management With Value of Liquidity in View
Finansowe Aspekty Funkcjonowania Malych i Srednich Przedsiebiorstw, pp. 357-369, 2003
Grzegorz Michalski
Wroclaw University of Economics
Date Posted: July 14, 2007
Accepted Paper Series
1755 downloads

Incl. Electronic Paper Small Caps in International Equity Portfolios: The Effects of Variance Risk
AFA 2006 Boston Meetings Paper
Giovanna Nicodano and Massimo Guidolin
University of Turin - Department of Economics and Financial Sciences G. Prato and Bocconi University - Department of Finance
Date Posted: March 19, 2005
Working Paper Series
469 downloads

Small Caps in International Equity Portfolios: The Effects of Variance Risk
Annals of Finance, Forthcoming
Giovanna Nicodano and Massimo Guidolin
University of Turin - Department of Economics and Financial Sciences G. Prato and Bocconi University - Department of Finance
Date Posted: January 16, 2008
Accepted Paper Series

Incl. Electronic Paper Small Dimension PDE for Discrete Asian Options
LSE Working Paper
Eric Benhamou and Alexandre Duguet
Pricing Partners and BNP - Paribas
Date Posted: April 03, 2001
Working Paper Series
684 downloads

Incl. Electronic Paper Small European Banks: Benefits from Diversification?
Simon Wolfe , Steve Mercieca and Klaus Schaeck
University of Southampton - School of Management , University of Southampton and University of Wales - Bangor Business School
Date Posted: December 04, 2006
Working Paper Series
354 downloads

Small European Banks: Benefits from Diversification?
Journal of Banking and Finance, Vol. 31, pp. 1975-1998
Klaus Schaeck , Simon Wolfe and Steve Mercieca
University of Wales - Bangor Business School , University of Southampton - School of Management and University of Southampton
Date Posted: December 04, 2006
Last Revised: December 19, 2007
Accepted Paper Series

Small Firm and Value Effects in the Canadian Stock Market
Journal of Financial Research
Said Elfakhani , Larry J. Lockwood and Tarek S. Zaher
American University of Beirut - School of Business , Texas Christian University and Indiana State University - Scott College of Business
Date Posted: July 20, 1998
Accepted Paper Series

Incl. Electronic Paper Small Firm Capital Structure and the Syndicated Loan Market
Journal of Financial Services Research, Forthcoming
Pankaj K. Maskara and Donald J. Mullineaux
Eastern Kentucky University - Accounting, Finance, & Information Systems and University of Kentucky - Gatton College of Business and Economics
Date Posted: September 29, 2010
Accepted Paper Series
45 downloads

Incl. Electronic Paper Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 01-11
Egbert Dierker , Hildegard Dierker and Birgit Grodal
University of Vienna - Department of Economics , University of Vienna - Department of Economics and University of Copenhagen
Date Posted: March 27, 2011
Working Paper Series
8 downloads

Incl. Electronic Paper Small Investment and Large Returns: Terrorism, Media and the Economy
Rafi Melnick and Rafael Eldor
Interdisciplinary Center Herzliya and Interdisciplinary Center (IDC) Herzliyah - Arison School of Business
Date Posted: January 10, 2007
Working Paper Series
171 downloads

Incl. Electronic Paper Small Levels of Predictability and Large Economic Gains
Yexiao Xu
University of Texas at Dallas - School of Management
Date Posted: May 12, 2003
Working Paper Series
97 downloads

Small Levels of Predictability and Large Economic Gains
Journal of Empirical Finance, Forthcoming
Yexiao Xu
University of Texas at Dallas - School of Management
Date Posted: May 25, 2003
Accepted Paper Series

Incl. Electronic Paper Small Negative Surprises: Frequency and Consequence
International Journal of Forecasting, Vol. 19, No. 1, 2003
Lawrence D. Brown
Temple University
Date Posted: August 31, 2001
Last Revised: March 09, 2008
Working Paper Series
244 downloads

Incl. Electronic Paper Small Sample Properties of The Model Specification Test Based On The Hansen-Jagannathan Distance
Seung C. Ahn and Christopher Gadarowski
Arizona State University (ASU) - Economics Department and Rowan University - Accounting & Finance
Date Posted: November 09, 1999
Working Paper Series
207 downloads

Incl. Electronic Paper Small Trader Reactions to Consecutive Earnings Surprises: A Market Test of Behavioral Theory*
Devin M. Shanthikumar
University of California, Irvine - Paul Merage School of Business
Date Posted: October 02, 2005
Working Paper Series
510 downloads

Incl. Electronic Paper Small Traders in Currency Futures Markets Format
Quantitative Finance Research Centre Research Paper No. 278
Andreas Röthig and Carl Chiarella
Darmstadt University of Technology and University of Technology, Sydney - UTS Business School, Finance Discipline Group
Date Posted: June 28, 2010
Working Paper Series
49 downloads

Incl. Electronic Paper Small Trades and the Cross-Section of Stock Returns
AFA 2007 Chicago Meetings Paper, Robert H. Smith School Research Paper No. RHS 06-018
Soeren Hvidkjaer
Copenhagen Business School
Date Posted: March 15, 2006
Last Revised: February 03, 2011
Working Paper Series
828 downloads

Incl. Electronic Paper Small-Cap Equity Mutual Fund Managers as Liquidity Providers
Journal of Empirical Finance, Forthcoming
Hany A. Shawky and Jianbo Tian
State University of New York at Albany - School of Business and Center for Institutional Investment Management and SUNY at Albany - Department of Economics
Date Posted: August 17, 2010
Last Revised: January 20, 2011
Accepted Paper Series
103 downloads

Incl. Electronic Paper Small-Investor Sentiment, Differences of Opinion and Stock Overvaluation
Xiaolin Qian
University of Macau
Date Posted: February 07, 2013
Last Revised: March 14, 2013
Working Paper Series
14 downloads

Small-Samples and EVT Estimators for Computing Risk Measures: Simulation and Empirical Evidences
THE RISK MODELING EVALUATION HANDBOOK, McGraw-Hill, pp. 339-361, 2010
Alexander Kudrov
National Research University Higher School of Economics
Date Posted: May 11, 2010
Accepted Paper Series

Small-Time Asymptotics for Implied Volatility Under a General Local-Stochastic Volatility Model
Applied Mathematical Finance, Vol. 18, No. 6, 2011
Martin Forde and Antoine Jacquier
Dublin City University - Department of Mathematical Sciences and Imperial College London - Department of Mathematics
Date Posted: November 27, 2009
Last Revised: June 04, 2012
Accepted Paper Series

Incl. Electronic Paper Smart Beta Strategies: The Social Responsibility of Investment Universes Does Matter
Philippe Bertrand and Vincent Lapointe
IAE Aix-en-Provence, Aix Marseille University, CERGAM and Aix Marseille University
Date Posted: April 21, 2013
Last Revised: May 03, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Smart Expansion and Fast Calibration for Jump Diffusion
Eric Benhamou , Emmanuel Gobet and Mohammed Miri
Pricing Partners , Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees and Pricing Partners
Date Posted: January 01, 2008
Last Revised: December 30, 2009
Working Paper Series
696 downloads

Incl. Electronic Paper Smart Fund Managers? Stupid Money?
Dan Bernhardt and Ryan J. Davies
University of Illinois at Urbana-Champaign - Department of Economics and Babson College - Finance Division
Date Posted: May 10, 2004
Last Revised: August 07, 2008
Working Paper Series
602 downloads

Smart Fund Managers? Stupid Money?
Canadian Journal of Economics, Forthcoming
Dan Bernhardt and Ryan J. Davies
University of Illinois at Urbana-Champaign - Department of Economics and Babson College - Finance Division
Date Posted: August 12, 2008
Accepted Paper Series

Incl. Electronic Paper Smart Institutions: The Short of It?
Wenlan Qian
National University of Singapore - NUS Business School
Date Posted: March 29, 2010
Last Revised: October 23, 2012
Working Paper Series
88 downloads

Incl. Electronic Paper Smart Investing and the Role of Financial Advice - Evidence from a Natural Experiment Using Data Around a Tax Law Change
Lutz Horn , Steffen Meyer and Andreas Hackethal
Goethe University Frankfurt , Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Date Posted: February 19, 2009
Last Revised: March 16, 2009
Working Paper Series
174 downloads

Incl. Electronic Paper Smart Modeling of the Inflation Market: Taking into Account the Seasonality
Risk Magazine, Inflation Risk, July 2004 Supplement
Nabyl Belgrade and Eric Benhamou
CDC Ixis Capital Markets and Pricing Partners
Date Posted: August 17, 2004
Last Revised: December 10, 2007
Accepted Paper Series
1794 downloads

Incl. Electronic Paper Smart Money in Malaysian Islamic and Conventional Equity Funds
Ainulashikin Marzuki and Andrew C. Worthington
Griffith University and Griffith University
Date Posted: August 20, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Smart Money or Smart about Money? Evidence from Hedge Funds
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Date Posted: November 04, 2009
Last Revised: March 16, 2010
Working Paper Series
283 downloads

Incl. Electronic Paper Smart Money, Dumb Money, and Learning Type from Price
J.B. Heaton III and Nick Polson
Bartlit Beck Herman Palenchar & Scott LLP and University of Chicago - Booth School of Business
Date Posted: August 09, 2011
Last Revised: June 15, 2012
Working Paper Series
182 downloads

Incl. Electronic Paper Smart Monte Carlo: Various Tricks Using Malliavin Calculus
Goldman Sachs Working Paper; EFA 2002 Berlin Meetings Discussion Paper
Eric Benhamou
Pricing Partners
Date Posted: March 02, 2002
Working Paper Series
1714 downloads

Incl. Electronic Paper Smart Mortgages, Privacy and the Regulatory Possibility of Infomediation
U of Colorado Law Legal Studies Research Paper No. 09-13
Scott R. Peppet
University of Colorado Law School
Date Posted: August 22, 2009
Working Paper Series
198 downloads

Smart Order Routing and Best Execution
AMCIS 2009 Proceedings, Paper 155
Gregor Pujol
affiliation not provided to SSRN
Date Posted: September 22, 2009
Last Revised: October 07, 2009
Accepted Paper Series

Smart Order Routing Technology in the New European Equity Trading Landscape
Proceedings of the 9th IFIP Conference on e-Business, e-Services, and e-Society (I3E 2009)
Bartholomäus Ende , Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: September 22, 2009
Accepted Paper Series

Incl. Electronic Paper Smile Dynamics I
Lorenzo Bergomi
Societe Generale
Date Posted: October 24, 2009
Working Paper Series
1650 downloads

Incl. Electronic Paper Smile Dynamics II
Lorenzo Bergomi
Societe Generale
Date Posted: October 24, 2009
Working Paper Series
1355 downloads

Incl. Electronic Paper Smile Dynamics III
Lorenzo Bergomi
Societe Generale
Date Posted: October 24, 2009
Working Paper Series
1455 downloads

Incl. Electronic Paper Smile Dynamics IV
Lorenzo Bergomi
Societe Generale
Date Posted: December 13, 2009
Working Paper Series
1574 downloads

Incl. Electronic Paper Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility
Martin Wallmeier
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
Date Posted: March 15, 2012
Last Revised: August 14, 2012
Working Paper Series
164 downloads

Incl. Electronic Paper Smiles All Around: FX Joint Calibration in a Multi-Heston Model
Alvise De Col , Alessandro Gnoatto and Martino Grasselli
affiliation not provided to SSRN , Ludwig-Maximilians-Universität Munich and University of Padua
Date Posted: January 09, 2012
Working Paper Series
122 downloads

Smiles, Bid-Ask Spread and Option Pricing
European Financial Management
Juan Ignacio Peña , Gonzalo Rubio and Gregorio Serna
Universidad Carlos III de Madrid - Department of Business Administration , University of the Basque Country - Departamento de Fundamentos del Analisis Economico I and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: August 22, 2000
Accepted Paper Series

Incl. Electronic Paper Smiling at Convexity: Bridging Swaption Skews and CMS Adjustments
Fabio Mercurio and Andrea Pallavicini
Bloomberg L.P. and Banca IMI
Date Posted: March 21, 2006
Working Paper Series
1955 downloads

Incl. Electronic Paper Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams
Olivier Bachem , Gabriel G. Drimus and Walter Farkas
Swiss Federal Institute of Technology Zurich - Department of Mathematics , Institute of Banking and Finance, University of Zürich and University of Zurich, Department of Banking and Finance
Date Posted: November 08, 2012
Working Paper Series
54 downloads

Incl. Electronic Paper Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions
Ferdinando Ametrano and Mark S. Joshi
Banca IMI - Financial Engineering and University of Melbourne - Centre for Actuarial Studies
Date Posted: February 15, 2008
Working Paper Series
2355 downloads

Smooth Transition ARCH Models: Estimation, Testing and Forecasting
Review of Quantitative Finance and Accounting
Ramon P. DeGennaro and Junsoo Lee
University of Tennessee, Knoxville - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: August 26, 1999
Accepted Paper Series

Incl. Electronic Paper Smooth Transition Patterns in the Realized Stock Bond Correlation
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and University of Aarhus - School of Economics and Management - CREATES
Date Posted: April 26, 2010
Last Revised: April 16, 2012
Working Paper Series
90 downloads

Incl. Electronic Paper Smooth Transition Patterns in the Realized Stock Bond Correlation
CREATES Research Paper 2010-15
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and University of Aarhus - School of Economics and Management - CREATES
Date Posted: April 27, 2010
Last Revised: April 16, 2012
Working Paper Series
42 downloads


 

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