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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,847
Full Text Papers: 393,252
Authors: 226,504
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  Last 12 months:
69,023

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To date: 65,841,113
Last 12 months: 11,180,656
Last 30 days: 1,101,551

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238,027
Total References: 8,463,775
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77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,064 Total downloads
Showing Papers 2,701 - 2,750 of 13,808
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Pricing in Incomplete Markets
Antoon Pelsser
Maastricht University
Date Posted: June 02, 2011
Working Paper Series
164 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper An Evolutionary Approach in Financial Forecasting
Nhat Le
affiliation not provided to SSRN
Date Posted: May 29, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Revisiting Total Beta: Round Two
Sarah von Helfenstein
Braver P.C.
Date Posted: May 27, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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