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JEL Code: G12
5,795,064 Total downloads
Showing Papers 2,701 - 2,750 of 13,808
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Investor Competition Over Information and the Pricing of Information Asymmetry
Accounting Review, Vol. 87, No. 1, pp. 35-58, 2012
Brian Akins ,
Jeffrey Ng and
Rodrigo S. Verdi
Rice University - Jesse H. Jones Graduate School of Business
,
Singapore Management University - School of Accountancy
and
Massachusetts Institute of Technology (MIT)
Date Posted: June 07, 2011
Last Revised: April 18, 2013
Accepted Paper Series
286 downloads
Testing for Monotonicity in Expected Asset Returns
Joseph P. Romano
and
Michael Wolf
Stanford University - Department of Statistics
and
University of Zurich - Department of Economics Library
Date Posted: June 07, 2011
Last Revised: January 24, 2013
Working Paper Series
51 downloads
Commercial Real Estate and Equity Market Bubbles: Are they Contagious to REITs?
Urban Studies, Forthcoming
Ogonna Nneji
,
Chris Brooks
and
Charles W.R. Ward
University of Reading - ICMA Centre
,
University of Reading - ICMA Centre
and
University of Reading
Date Posted: June 06, 2011
Last Revised: March 13, 2013
Working Paper Series
153 downloads
A Fast Method for the Computation of Option Prices Based on the N-Point Pade Approximant
Date Posted: June 06, 2011
Last Revised: December 12, 2011
Working Paper Series
98 downloads
A Supplement to Remark on Local Volatility
Ilya I. Gikhman
Independent
Date Posted: June 06, 2011
Last Revised: July 06, 2011
Working Paper Series
97 downloads
Institutional Asset Pricing with Heterogeneous Beliefs
Zhigang Qiu ,
Shiyang Huang
,
Qi Shang
and
Ke Tang
Renmin University of China
,
affiliation not provided to SSRN
,
London School of Economics
and
Renmin University of China
Date Posted: June 06, 2011
Last Revised: October 20, 2011
Working Paper Series
103 downloads
Idiosyncratic Risk and the Pricing of Poorly-Diversified Portfolios
Joelle Miffre ,
Chris Brooks
and
Xiafei Li
EDHEC Business School
,
University of Reading - ICMA Centre
and
Nottingham University Business School
Date Posted: June 03, 2011
Last Revised: April 22, 2013
Working Paper Series
104 downloads
A Pricing Kernel Approach to Valuing Options on Interest Rate Futures
Xiaoquan Liu
,
Jerry Coakley and
Jing-Ming Kuo
Essex Business School
,
University of Essex - Essex Business School
and
Durham University - Durham Business School
Date Posted: June 03, 2011
Working Paper Series
57 downloads
Modeling Macroeconomic Effects in Central Eastern Economies Stock Returns
Advances in Financial Forecasting, Lecture Series on Computer and Computational Sciences, Vol. 4, pp. 1345-1348, 2005
Aristeidis Samitas
and
Dimitris Kenourgios
University of the Aegean
and
University of Athens - Faculty of Economics
Date Posted: June 03, 2011
Accepted Paper Series
Profitability of Technical Trading Rules in an Emerging Market
THE HANDBOOK OF TRADING: STRATEGIES FOR NAVIGATING AND PROFITING FROM CURRENCY, BOND, AND STOCK MARKETS, Greg N. Gregoriou, ed., McGraw-Hill, 2010
Dimitris Kenourgios
and
Spyros Papathanasiou
University of Athens - Faculty of Economics
and
Hellenic Open University
Date Posted: June 03, 2011
Accepted Paper Series
Analyst Forecast, Accounting Conservatism and the Related Valuation Implications
Accounting and Finance, Forthcoming
Byungcherl Charlie Sohn
City University of Hong Kong (CityUHK) - Department of Accountancy
Date Posted: June 02, 2011
Last Revised: June 06, 2011
Accepted Paper Series
155 downloads
Cost Evaluation of Credit Risk Securitization in the Electricity Industry: Credit Default Acceptance vs. Margining Costs
FCN Working Paper No. 13/2010
Enno Bellmann
,
Joachim Lang
and
Reinhard Madlener
RWTH Aachen University
,
RWTH Aachen University
and
RWTH Aachen University
Date Posted: June 02, 2011
Working Paper Series
29 downloads
Pricing in Incomplete Markets
Antoon Pelsser
Maastricht University
Date Posted: June 02, 2011
Working Paper Series
164 downloads
Time-Consistent and Market-Consistent Evaluations
CentER Working Paper Series No. 2012-086
Mitja Stadje
and
Antoon Pelsser
Tilburg University - Department of Econometrics & Operations Research
and
Maastricht University
Date Posted: June 02, 2011
Last Revised: October 24, 2012
Working Paper Series
61 downloads
Fragility of Arbitrage and Bubbles in Diffusion Models
Boston U. School of Management Research Paper No. 2011-12
Paolo Guasoni and
Miklos Rasonyi
Boston University - Department of Mathematics and Statistics
and
University of Edinburgh - School of Mathematics
Date Posted: June 01, 2011
Last Revised: February 05, 2013
Working Paper Series
138 downloads
Model Risk in Variance Swap Rates
ICMA Centre Discussion Papers in Finance No. DP2011-10
Carol Alexander and
Stamatis Leontsinis
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: June 01, 2011
Last Revised: June 17, 2011
Working Paper Series
143 downloads
The Change in Information Uncertainty and Acquirer Wealth Losses
Review of Accounting Studies, Forthcoming
Merle Erickson ,
Shiing-wu Wang and
Frank Zhang
University of Chicago - Booth School of Business
,
University of Southern California - Leventhal School of Accounting
and
Yale School of Management
Date Posted: June 01, 2011
Accepted Paper Series
152 downloads
Where is the Value in High Frequency Trading?
Quarterly Journal of Finance, Volume 2 (3), 2012, 1-46
Álvaro Cartea and
José Penalva
University College London
and
Universidad Carlos III, Madrid - Business Economics Department
Date Posted: June 01, 2011
Last Revised: March 11, 2013
Working Paper Series
242 downloads
The Predictive Content of Sectoral Stock Prices: A US-Euro Area Comparison
ECB Working Paper No. 1343
Magnus Andersson ,
Antonello D'Agostino
,
Gabe De Bondt
and
Moreno Roma
European Central Bank (ECB)
,
Central Bank and Financial Services Authority of Ireland
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 31, 2011
Working Paper Series
50 downloads
Auditor Independence and the Cost of Capital Before and after Sarbanes-Oxley: The Case of Newly Issued Public Debt
European Accounting Review, Vol. 19, No. 4, pp. 633-664, 2010
Eli Amir ,
Yanling Guan
and
Gilad Livne
London Business School
,
London Business School
and
City University London - Sir John Cass Business School
Date Posted: May 30, 2011
Last Revised: June 04, 2011
Accepted Paper Series
Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates
Andrea Ajello
,
Luca Benzoni and
Olena Chyruk
Federal Reserve Board
,
Federal Reserve Bank of Chicago - Research Department
and
Federal Reserve Banks - Federal Reserve Bank of Chicago
Date Posted: May 29, 2011
Last Revised: December 23, 2012
Working Paper Series
167 downloads
An Evolutionary Approach in Financial Forecasting
Nhat Le
affiliation not provided to SSRN
Date Posted: May 29, 2011
Working Paper Series
47 downloads
Aggregate Volatility and Threshold CAPM
Yakup Eser Arisoy ,
Aslihan Altay Salih
and
Levent Akdeniz
Université Paris-Dauphine - DRM-CEREG
,
Bilkent University - Faculty of Business Administration
and
Bilkent University - Faculty of Business Administration
Date Posted: May 28, 2011
Working Paper Series
57 downloads
Coherent Measures of Risk from a General Equilibrium Perspective
P. Jean-Jacques Herings
,
Péter Csóka
and
Laszlo A. Koczy
Maastricht University
,
affiliation not provided to SSRN
and
Hungarian Academy of Sciences (HAS) - Research Centre for Economic and Regional Studies
Date Posted: May 28, 2011
Working Paper Series
14 downloads
On the Lower Arbitrage Bound of American Contingent Claims
Beatrice Acciaio
and
Gregor Svindland
University of Vienna
and
Ludwig-Maximilians-Universität Munich
Date Posted: May 27, 2011
Working Paper Series
15 downloads
Revisiting Total Beta
Business Valuation Review, Vol. 28. No. 4, 2009
Sarah von Helfenstein
Braver P.C.
Date Posted: May 27, 2011
Accepted Paper Series
103 downloads
Revisiting Total Beta: Round Two
Sarah von Helfenstein
Braver P.C.
Date Posted: May 27, 2011
Working Paper Series
75 downloads
The Flash Crash: The Impact of High Frequency Trading on an Electronic Market
Andrei A. Kirilenko ,
Albert S. Kyle ,
Mehrdad Samadi
and
Tugkan Tuzun
MIT Sloan School of Management
,
University of Maryland
,
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
Federal Reserve Board
Date Posted: May 27, 2011
Working Paper Series
6753 downloads
U.S. House Prices: The Role of Fundamentals
Lewis T. Evans
and
Graeme Guthrie
Victoria University of Wellington - New Zealand Institute for Study of Competition and Regulation Inc. (ISCR)
and
Victoria University of Wellington - School of Economics & Finance
Date Posted: May 27, 2011
Last Revised: April 24, 2012
Working Paper Series
90 downloads
Hard Assets: The Returns on Rare Diamonds and Gems
Finance Research Letters, Vol. 9, No. 4, 2012
Luc Renneboog and
Christophe Spaenjers
Tilburg University - Department of Finance
and
HEC Paris (Groupe HEC) - Finance Department
Date Posted: May 26, 2011
Last Revised: March 13, 2013
Accepted Paper Series
281 downloads
State-Observation Sampling and the Econometrics of Learning Models
Laurent E. Calvet and
Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department
and
HEC Paris (Groupe HEC) - Economics & Decision Sciences
Date Posted: May 26, 2011
Working Paper Series
128 downloads
Density Approximations for Multivariate Affine Jump-Diffusion Processes
Swiss Finance Institute Research Paper No. 11-20
Damir Filipovic ,
Eberhard Mayerhofer
and
Paul Schneider
Ecole Polytechnique Fédérale de Lausanne
,
Deutsche Bundesbank, Research Centre
and
University of Lugano - Institute of Finance
Date Posted: May 26, 2011
Last Revised: March 17, 2013
Working Paper Series
310 downloads
Momentum - Reversal Strategy
Hsin-Yi Yu
and
Li-Wen Chen
National University of Kaohsiung
and
National Chung Cheng University
Date Posted: May 26, 2011
Working Paper Series
913 downloads
Returns to Traders and Existences of a Risk Premium of a Risk Premium in Agricultural Futures Markets
Nicole Aulerich
,
Scott H. Irwin and
Philip Garcia
Commodity Futures Trading Commission (CFTC)
,
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
and
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: May 26, 2011
Working Paper Series
193 downloads
Asymptotic Approximations to CEV and SABR Models
Richard Jordan
and
Charles Tier
Intercontinental Exchange Inc., Quantitative Analytics Group
and
Illinois Institute of Technology
Date Posted: May 25, 2011
Working Paper Series
977 downloads
Disclosure Drifts in Investor Networks
Judson Caskey
,
Michael Minnis
and
Venky Nagar
University of Texas at Austin - Red McCombs School of Business
,
University of Chicago - Booth School of Business
and
University of Michigan - Stephen M. Ross School of Business
Date Posted: May 25, 2011
Last Revised: June 05, 2011
Working Paper Series
170 downloads
Do Institutional Investors and Security Analysts Mitigate the Effects of Investor Sentiment?
Bradford Cornell ,
Wayne R. Landsman and
Stephen Stubben
California Institute of Technology
,
University of North Carolina (UNC) at Chapel Hill - Accounting Area
and
University of North Carolina
Date Posted: May 25, 2011
Working Paper Series
265 downloads
Identification of Jumps in Financial Time Series
Jörgen Hellström and
Carl Lönnbark
Umeå University - Department of Economics
and
University of Umea
Date Posted: May 25, 2011
Working Paper Series
90 downloads
Internalization and Market Quality in a Fragmented Market Structure
Daniel G. Weaver
Rutgers Business School
Date Posted: May 25, 2011
Last Revised: July 07, 2011
Working Paper Series
469 downloads
League-Table Incentives and Price Bubbles in Experimental Asset Markets
IZA Discussion Paper No. 5704
Stephen L. Cheung
and
Andrew Coleman
The University of Sydney
and
University of Sydney
Date Posted: May 23, 2011
Working Paper Series
31 downloads
Rendite vs. Risiko bei Bonuszertifikaten (Misleading Regularly Published Rates of Return of Bonus Certificates - A Critical Analysis)
Hellmut D. Scholtz
affiliation not provided to SSRN
Date Posted: May 23, 2011
Working Paper Series
33 downloads
The Market Timing Skills of Hedge Funds During the Financial Crisis
Arnaud Cavé
,
Georges Hubner and
Danielle Marie Sougné
HEC Management School - University of Liège
,
HEC Management School - University of Liège
and
University of Liege - HEC Management School
Date Posted: May 23, 2011
Working Paper Series
155 downloads
Ambiguity Aversion, Strategic Trading, and Funding Liquidity
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Ji Yeol Jimmy Oh
Government of Korea - Korea Military Academy
Date Posted: May 20, 2011
Working Paper Series
39 downloads
Hedging Effectiveness of Constant and Time Varying Hedge Ratio of the Copper in the London Metal Exchange
Souha Boutouria
and
Fathi Abid
University of Sfax - Higher School of Business Administration
and
University of Sfax - Faculty of Economics and Management (FSEGS)
Date Posted: May 20, 2011
Working Paper Series
99 downloads
Financial Cycles: What? How? When?
CEPR Discussion Paper No. DP8379
Stijn Claessens ,
M. Ayhan Kose and
Marco E. Terrones
International Monetary Fund (IMF)
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: May 19, 2011
Working Paper Series
7 downloads
Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach
CEPR Discussion Paper No. DP8387
Edouard Challe
and
Chryssi Giannitsarou
Ecole Polytechnique
and
University of Cambridge - Faculty of Economics
Date Posted: May 19, 2011
Working Paper Series
5 downloads
Ambiguity and the Historical Equity Premium
Sujoy Mukerji ,
Fabrice Collard
,
Kevin Sheppard and
J.-Marc Tallon
University of Oxford - Department of Economics
,
University of Berne - Department of Economics
,
University of Oxford - Department of Economics
and
French National Center for Scientific Research (CNRS)
Date Posted: May 19, 2011
Working Paper Series
47 downloads
A Non-Random Walk Down Hollywood Boulevard: Celebrity Deaths and Investor Sentiment
Gabriele M. Lepori
Copenhagen Business School - Department of Finance
Date Posted: May 18, 2011
Working Paper Series
82 downloads
Do Variance Risk Premia Predict Commodity Futures Returns? Evidence from the Crude Oil Market
Xuhui (Nick) Pan
and
Sang Baum Kang
Tulane University, A.B. Freeman School of Business
and
Illinois Institute of Technology - Stuart School of Business
Date Posted: May 18, 2011
Last Revised: September 22, 2011
Working Paper Series
165 downloads
Endogenous Leverage: VaR and Beyond
Cowles Foundation Discussion Paper No. 1800
Ana Fostel
and
John Geanakoplos
George Washington University
and
Yale University - Cowles Foundation
Date Posted: May 18, 2011
Working Paper Series
85 downloads
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