Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,993,044 Total downloads
Showing Papers 26,951 - 27,000 of 36,705
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper What Works in Securities Laws?
Tuck School of Business Working Paper No. 03-22; AFA 2005 Philadelphia Meetings
Rafael La Porta , Florencio Lopez de Silanes and Andrei Shleifer
Dartmouth College - Tuck School of Business , EDHEC Business School and Harvard University - Department of Economics
Date Posted: December 29, 2004
Working Paper Series
3048 downloads

Incl. Electronic Paper Comparisons of Alternative Quasi-Monte Carlo Sequences for American Option Pricing

Jennifer X.F. Jiang and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Date Posted: December 29, 2004
Working Paper Series
484 downloads

The Volatility Risk Premium Embedded in Currency Options
Journal of Financial and Quantitative Analysis, Forthcoming
Buen Sin Low and Shaojun Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Hong Kong Polytechnic University
Date Posted: December 29, 2004
Accepted Paper Series

Incl. Electronic Paper Error Bounds for Quasi-Monte Carlo Methods in Option Pricing

Jennifer X.F. Jiang and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Date Posted: December 29, 2004
Working Paper Series
210 downloads

Incl. Electronic Paper Portfolio Selection with Higher Moments
Campbell R. Harvey , John Liechty , Merrill W. Liechty and Peter Mueller
Duke University - Fuqua School of Business , Pennsylvania State University, University Park , Drexel University - Department of Decision Sciences and The University of Texas M. D. Anderson Cancer Center
Date Posted: December 29, 2004
Last Revised: March 16, 2010
Working Paper Series
3126 downloads

Are Momentum Profits Robust to Trading Costs?
Journal of Finance, Vol. 59, No. 3, pp. 1039-1082, June 2004
Robert A. Korajczyk and Ronnie Sadka
Northwestern University - Kellogg School of Management and Boston College - Carroll School of Management
Date Posted: December 29, 2004
Accepted Paper Series

Incl. Electronic Paper Exploring the Relationship Between Credit Spreads and Default Probabilities
Bank of England Working Paper No. 225
Mark J. Manning
Bank of England
Date Posted: December 29, 2004
Working Paper Series
424 downloads

Yield Spreads on EMU Government Bonds
Economic Policy, Vol. 18, No. 37, p. 503, October 2003
Alessandro Missale and Carlo A. Favero
University of Milan - Dipartimento di Economia Politica e Aziendale (DEPA) and Bocconi University - Department of Finance
Date Posted: December 29, 2004
Accepted Paper Series

Incl. Electronic Paper Unbundling Institutions
MIT Department of Economics Working Paper No. 03-29; AFA 2005 Philadelphia Meetings
Daron Acemoglu and Simon Johnson
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Entrepreneurship Center
Date Posted: December 28, 2004
Working Paper Series
884 downloads

Incl. Electronic Paper Sustainability of Private Capital Flows to Developing Countries - Is a Generalized Reversal Likely?
World Bank Policy Research Working Paper No. 1518
Leonardo Hernández and Heinz Rudolph
Banco Central de Chile and Ministry of Finance of Chile
Date Posted: December 28, 2004
Working Paper Series
143 downloads

Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers
Journal of Finance, Forthcoming
Yanbo Jin and Philippe Jorion
California State University, Northridge - Department of Finance, Real Estate, & Insurance and University of California, Irvine - Paul Merage School of Business
Date Posted: December 28, 2004
Accepted Paper Series

Incl. Electronic Paper Discipline and Liquidity in the Market for Federal Funds
Supervisory Policy Analysis Working Paper No. 2003-02
Thomas B. King
Federal Reserve Board
Date Posted: December 28, 2004
Working Paper Series
118 downloads

Incl. Electronic Paper Firm-Specific Risk and Equity Market Development
Sixteenth Annual Utah Winter Finance Conference
Nishad Kapadia and Gregory W. Brown
Rice University and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: December 28, 2004
Working Paper Series
597 downloads

Incl. Electronic Paper Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice
AFA 2005 Philadelphia Meetings; NYU Working Paper Series No. FIN-02-063
Anthony W. Lynch and Sinan Tan
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Date Posted: December 28, 2004
Working Paper Series
429 downloads

Incl. Electronic Paper The Impact of Clientele Changes: Evidence from Stock Splits
Yale ICF Working Paper No. 03-14, EFA 2005 Moscow Meetings Paper, AFA 2005 Philadelphia Meetings
Ravi Dhar , William N. Goetzmann and Ning Zhu
Yale School of Management - International Center for Finance , Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Date Posted: December 28, 2004
Accepted Paper Series
1873 downloads

Incl. Electronic Paper The Dynamics of Price Discovery
AFA 2005 Philadelphia Meetings
Bingcheng Yan and Eric Zivot
University of Washington - Department of Economics and University of Washington - Department of Economics
Date Posted: December 27, 2004
Working Paper Series
416 downloads

Incl. Electronic Paper Economic Geography and European Finance
Gordon L. Clark , Rob Bauer and Dariusz Wojcik
Oxford University - Center for the Environment , Maastricht University and University of Oxford, St. Peter's College
Date Posted: December 27, 2004
Working Paper Series
330 downloads

Incl. Electronic Paper Lead-lag Structure between the R&D Investments and Market Values
Pasi Karjalainen
University of Oulu - Department of Accounting and Finance
Date Posted: December 27, 2004
Working Paper Series
98 downloads

Incl. Electronic Paper Asset Prices and Exchange Rates
MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 27, 2004
Working Paper Series
1288 downloads

Incl. Electronic Paper Daily Seasonality in 19th Century Stocks - Some Evidence from the Dublin Stock Exchange
Ed Hope and Brian M. Lucey
University of Dublin - School of Business Studies and Trinity College, Dublin - School of Business
Date Posted: December 27, 2004
Working Paper Series
119 downloads

Incl. Electronic Paper Turning Over Turnover
Yale ICF Working Paper No. 03-26; AFA 2005 Philadelphia Meetings
Martijn Cremers and Jianping Mei
University of Notre Dame and New York University (NYU) - Department of Finance
Date Posted: December 27, 2004
Working Paper Series
741 downloads

The Real-Time Predictability of the Size and Value Premium in Japan
Pacific-Basin Finance Journal, Vol. 12, No. 5, pp. 503-523, 2004
Rob Bauer , Jeroen Derwall and R. Molenaar
Maastricht University , Maastricht University - European Centre for Corporate Engagement and Robeco Investments
Date Posted: December 25, 2004
Accepted Paper Series

Incl. Electronic Paper Optimal Portfolios from Ordering Information
Robert Almgren and Neil A Chriss
University of Toronto - Department of Mathematics and Hutchin Hill Capital
Date Posted: December 25, 2004
Working Paper Series
2161 downloads

Incl. Electronic Paper Multivariate Stochastic Volatility Via Wishart Random Processes
Alexander Philipov and Mark E. Glickman
George Mason University - Finance Area and Boston University - Department of Health Services
Date Posted: December 25, 2004
Working Paper Series
583 downloads

Incl. Electronic Paper Do Short Sellers Target Firms with Poor Earnings Quality? Evidence from Earnings Restatements
Hemang Desai , Srinivasan Krishnamurthy and Kumar Venkataraman
Southern Methodist University , NC State University and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: December 25, 2004
Working Paper Series
655 downloads

Analysts' Treatment of Nonrecurring Items in Street Earnings
Journal of Accounting & Economics, Vol. 38, Nos. 1-3, 2004
Ting Chen and Zhaoyang Gu
CUNY Baruch College and Chinese Univ of Hong Kong - School of Accountancy
Date Posted: December 24, 2004
Accepted Paper Series

Incl. Electronic Paper Size and Book to Market Effects vs. Co-skewness and Co-kurtosis in Explaining Stock Returns
Souad Lajili Jarjir
Institut de Recherche en Gestion Université Paris Est
Date Posted: December 24, 2004
Working Paper Series
336 downloads

Incl. Electronic Paper The Value Premium and Changing Expectations: On the Growth of Value Stocks and the Value of Growth Stocks
Tessa Wouters and Auke Plantinga
University of Groningen - Faculty of Economics and Business and University of Groningen
Date Posted: December 24, 2004
Working Paper Series
298 downloads

The Use and Abuse of the Hedging Effectiveness Measure
International Review of Financial Analysis, Forthcoming
Donald D. Lien
University of Texas at San Antonio - College of Business - Department of Economics
Date Posted: December 23, 2004
Accepted Paper Series

Incl. Electronic Paper Completely Predictable and Fully Anticipated? Step Ups in Warrant Exercise Prices
CORI Working Paper No. 2004-15
Luis García-Feijóo , John S. Howe and Tie Su
Florida Atlantic University - Department of Finance , University of Missouri at Columbia - Department of Finance and University of Miami - Department of Finance
Date Posted: December 23, 2004
Working Paper Series
127 downloads

Incl. Electronic Paper Interbank Contagion in the Dutch Banking Sector
DNB Working Paper No. 5
Iman van Lelyveld and Franka R. Liedorp
Bank for International Settlements (BIS) - Monetary and Economic Department and De Nederlandsche Bank
Date Posted: December 23, 2004
Working Paper Series
158 downloads

Incl. Electronic Paper Consumer Confidence and Asset Prices: Some Empirical Evidence
Michael L. Lemmon and Evgenia V. Golubeva
University of Utah - Department of Finance and University of Oklahoma - Division of Finance
Date Posted: December 22, 2004
Working Paper Series
368 downloads

Incl. Electronic Paper Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Center
Stijn Claessens , Daniela Klingebiel and Sergio L. Schmukler
International Monetary Fund (IMF) , World Bank - Policy Unit and World Bank - Development Research Group (DECRG)
Date Posted: December 22, 2004
Working Paper Series
443 downloads

Incl. Electronic Paper Tail Risk and pK-Tail Risk
Carlos Pedro dos Santos Gonçalves and Miguel A. Ferreira
Instituto Superior de Ciências Sociais e Políticas, Technical University of Lisbon and Nova School of Business and Economics
Date Posted: December 22, 2004
Working Paper Series
262 downloads

Incl. Electronic Paper Do Capital Flows Respond to Risk and Return?
World Bank Policy Research Working Paper No. 3059
Cesar A. Calderon , Norman Loayza and Luis Servén
Central Bank of Chile , World Bank - Research Department and World Bank - Office of the Chief Economist
Date Posted: December 21, 2004
Working Paper Series
107 downloads

Incl. Electronic Paper International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?
ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings
Luzi Hail and Christian Leuz
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
Date Posted: December 21, 2004
Working Paper Series
3935 downloads

Incl. Electronic Paper Market Reaction and Volatility in the Brazilian Stock Market

Alberto S. Matsumoto
Universidade Católica de Brasília
Date Posted: December 20, 2004
Working Paper Series
231 downloads

Incl. Electronic Paper Asymmetric Timeliness of Earnings, Market-to-Book and Conservatism in Financial Reporting
MIT Sloan Research Paper No. 4550-05, Simon Business School Working Paper No. FR 04-21
Sugata Roychowdhury and Ross L. Watts
Boston College and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 20, 2004
Working Paper Series
2874 downloads

Incl. Electronic Paper Quantitative Monetary Easing and Risk in Financial Asset Markets
FEDS Working Paper No. 2004-57
David H. Small and Takeshi Kimura
Federal Reserve Board - Monetary Studies Section and Bank of Japan
Date Posted: December 19, 2004
Working Paper Series
250 downloads

Incl. Electronic Paper Why Has Firm-Specific Risk Increased Over Time?
Richard W. Sias and James A. Bennett
University of Arizona - Department of Finance and University of Southern Maine
Date Posted: December 18, 2004
Working Paper Series
314 downloads

Incl. Electronic Paper Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?
PIER Working Paper No. 04-044
Yochanan Shachmurove and Amir Shachmurove
The City College of The City University of New York - Department of Economics and University of Pennsylvania
Date Posted: December 17, 2004
Working Paper Series
1229 downloads

Incl. Electronic Paper Macroeconomic Volatility, Predictability and Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters
FEDS Working Paper No. 2004-52
Sean D. Campbell
U.S. Division of Monetary Affairs
Date Posted: December 17, 2004
Working Paper Series
126 downloads

Incl. Electronic Paper Cleaning a Passive Index: How to Use Portfolio Optimization to Satisfy CSR Constraints
Moshe A. Milevsky , Andrew R. Aziz , Allen Goss , Jane Thomson and David Wheeler
York University - Schulich School of Business , Algorithmics Inc. , Ryerson University - Ted Rogers School of Management , Institute for Research and Innovation in Sustainability and York University - Schulich School of Business
Date Posted: December 17, 2004
Working Paper Series
777 downloads

Incl. Electronic Paper Volatility Modeling and Forecasting of the Egyptian Stock Market Index using ARCH Models
Said T. Ebeid and Gamal B. A. Bedeir
Ain Shams University - Faculty of Commerce and Faculty of Commerce, Cairo University , Egypt
Date Posted: December 16, 2004
Working Paper Series
707 downloads

Asset Pricing with Liquidity Risk
Journal of Financial Economics, Forthcoming
Viral V. Acharya and Lasse Heje Pedersen
New York University - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Date Posted: December 16, 2004
Accepted Paper Series

Incl. Fee Electronic Paper The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
CEPR Discussion Paper No. 4674
Martin Weber and Lars Norden
University of Mannheim - Department of Banking and Finance and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: December 16, 2004
Working Paper Series
88 downloads

Incl. Electronic Paper Attribution Analysis: Issues Old and New
Leonid Kirievsky and Anatoly Kirievsky
Independent and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: December 16, 2004
Working Paper Series
584 downloads

Incl. Fee Electronic Paper Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk
CEPR Discussion Paper No. 4684
Robert P. Flood and Andrew K. Rose
International Monetary Fund (IMF) - Research Department and University of California - Haas School of Business
Date Posted: December 16, 2004
Working Paper Series
22 downloads

Incl. Electronic Paper Financial Reporting and Supplemental Voluntary Disclosures
Mark Bagnoli and Susan G. Watts
Purdue University and Purdue University
Date Posted: December 15, 2004
Working Paper Series
750 downloads

Incl. Electronic Paper The Macroeconomic Impact of Bank Capital Requirements in Emerging Economies: Past Evidence to Assess the Future
World Bank Policy Research Working Paper No. 2605
Maria Concetta Chiuri , Giovanni Ferri and Giovanni Majnoni
Università degli Studi di Salerno - Centre for Studies in Economics and Finance (CSEF) , Maria Assunta Free University and World Bank
Date Posted: December 15, 2004
Working Paper Series
284 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo6 in 7.860 seconds