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
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
© 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