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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 624,452
Full Text Papers: 520,462
Authors: 288,092
Papers Received in
  Last 12 months:
62,773

Paper Downloads:
To date: 89,456,986
Last 12 months: 11,741,973
Last 30 days: 848,046

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Papers with
  Resolved
  References:
293,435
Total References: 9,075,589
Papers with Cites: 247,592
Total Citation
  Links:
5,864,310
Papers with
  Resolved
  Footnotes:
94,263
Total Footnotes: 9,164,813


SSRN eLibrary Search Results
JEL Code: G12
7,482,666 Total downloads
Showing Papers 2,741 - 2,790 of 16,804
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1 2 3 4 ... 337 | Next >
   


Incl. Electronic Paper News Content, Investor Misreaction, and Stock Return Predictability
Muris Hadzic , David Weinbaum and Nir Yehuda
Whitman School of Management, Syracuse University , Syracuse University and University of Texas at Dallas - Department of Accounting & Information Management
Date Posted: September 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Credit Derivatives and Stock Return Synchronicity
Xuelian Bai , Nan Hu , Ling Liu and Lu Zhu
Xi'an Jiaotong University (XJTU) , Stevens Institute of Technology , University of Wisconsin Eau Claire and University of Wisconsin - Eau Claire - College of Business
Date Posted: September 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Under the Radar: Structural Alpha in the Small-Cap Equity Market
Elena Ranguelova , Jonathan A. Feeney and Yi Lu
Investcorp , Investcorp and Investcorp
Date Posted: September 02, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Speculation and Financial Wealth Distribution Under Belief Heterogeneity
Dan Cao
Georgetown University - Department of Economics
Date Posted: September 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Asset Market Equilibrium with Liquidity Risk
Robert A. Jarrow
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: September 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Dynamic Linkages between Crude Oil and Natural Gas Markets
Jonathan A. Batten , Cetin Ciner and Brian M. Lucey
Monash University - Department of Accounting and Finance , University of North Carolina at Wilmington and Trinity College, Dublin - School of Business
Date Posted: September 02, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Formación de los precios de las acciones tras el acceso al MAB (Share Price Settings on Access to MAB)
Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, Forthcoming,
Isabel Lacalle , Fabiola Portillo and Francisco J. Ruiz-Cabestre
Univeristy of La Rioja - Department of Economy and Business , Univeristy of La Rioja - Department of Economy and Business and Univeristy of La Rioja - Department of Economy and Business
Date Posted: September 02, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Predicted Institutional Trades and the Cross-Section of Returns
James Bulsiewicz
University of Utah
Date Posted: September 02, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Analysts' Forecast Bias and the Mispricing of High Credit Risk Stocks
Mark Grinblatt , Gergana Jostova and Alexander Philipov
University of California, Los Angeles (UCLA) - Finance Area , George Washington University - Department of Finance and George Mason University - Finance Area
Date Posted: September 02, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Low-Frequency Variation in Macroeconomic Uncertainty and the Cross-Section of Expected Returns: Additional Evidence
Georgios Xyngis
University of East Anglia (UEA)
Date Posted: September 01, 2015
Working Paper Series
8 downloads

Credit Contagion and Competitive Effects of Bond Rating Downgrades Along the Supply Chain
Jung Hsien Chang and Feng-Tse Tsai
Independent and Asia University
Date Posted: August 31, 2015
Working Paper Series

Incl. Electronic Paper The Bright Side of Distress Risk
Alexander Barinov
University of California Riverside
Date Posted: August 31, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Firm Liquidity and Issuing Activity
Alexander Barinov
University of California Riverside
Date Posted: August 31, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Population Test of Distribution Assumptions in Mean-Variance Models for the Years 1925-2013
David E. Harris
University of Great Falls
Date Posted: August 31, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Single-Period Kyle Model Notes (A Clear Summary of the Kyle 1985 Econometrica Paper)
Timothy Falcon Crack
University of Otago - Department of Accountancy and Finance
Date Posted: August 30, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper How Does the Stock Market Absorb Shocks?
Murray Z. Frank and Ali Sanati
University of Minnesota and University of Minnesota
Date Posted: August 30, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Pricing of Default Risk and Stock Returns: A New Distress Puzzle?
Jeroen van Zundert
Robeco Quantitative Strategies
Date Posted: August 29, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Does Technical Analysis Beat the Market? – Evidence from High Frequency Trading in Gold and Silver
Andrew Urquhart , Jonathan A. Batten , Brian M. Lucey , Frank McGroarty and Maurice Peat
University of Southampton , Monash University - Department of Accounting and Finance , Trinity College, Dublin - School of Business , University of Southampton - School of Management and University of Sydney
Date Posted: August 29, 2015
Working Paper Series
84 downloads

Incl. Electronic Paper Prices and Volatilities in the Corporate Bond Market
Fisher College of Business Working Paper No. 2015-03-18, Charles A. Dice Center Working Paper No. 2015-18
Jack Bao , Jia Chen , Kewei Hou and Lei Lu
Board of Governors of the Federal Reserve System , Peking University - Guanghua School of Management , Ohio State University (OSU) - Department of Finance and Peking University - Guanghua School of Management
Date Posted: August 29, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Uncertainty and Public Financing: An Analysis of the Primary Market for U.S. Treasuries
Alessio Ruzza
University of Lugano - Swiss Finance Institute at the University of Lugano
Date Posted: August 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Building the Model
Joe Buellesbach
Independent
Date Posted: August 28, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Does Funding Liquidity Cause Market Liquidity? Evidence from a Quasi-Experiment
Petri Jylha
Imperial College Business School
Date Posted: August 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Hedge Funds: A Survey of the Academic Literature
Foundations and Trends in Finance, Forthcoming
Vikas Agarwal , Kevin Mullally and Narayan Y. Naik
Georgia State University , Robinson College of Business, Georgia State University and London Business School - Institute of Finance and Accounting
Date Posted: August 27, 2015
Accepted Paper Series
45 downloads

Incl. Electronic Paper Legislative Changes and Abnormal Trading Around Earnings Announcements: Evidence from New Zealand Market
Nick Barry and Hai Lin
Deloitte New Zealand and Victoria University of Wellington - School of Economics & Finance
Date Posted: August 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Fama and French Factors and Their Regression Tendencies: Improving the Accuracy of Risk Assessments
Tim Drost
Duisenberg School of Finance
Date Posted: August 27, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Modeling the Yield Curve of Spot Interest Rates Under the Conditions in Bulgaria
Ganchev A. Modelling the Yield Curve of Spot Interest Rates under the Conditions in Bulgaria”, Narodnostopanski Arhiv (International edition), pp. 119-137, Forthcoming,
Alexander Petrov Ganchev
Tsenov Academy of Economics
Date Posted: August 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Linkages between Real & Financial Sector: Empirical Evidence from India Using ARDL Approach
Financial Markets and Economic Development, First Edition 2015, Bloomsbury Publishing India Pvt. Ltd. ISBN: 978 - 93 - 84898 - 94 - 6
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Date Posted: August 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper State Space Geometry of Asset Pricing: An Introduction
Igor Pozdeev
Swiss Institute of Banking and Finance
Date Posted: August 26, 2015
Working Paper Series
27 downloads

Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets
Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Andy Naranjo , David C. Ling and Emanuela Giacomini
University of Florida - Warrington College of Business Administration , University of Florida - Hough Graduate School of Business Administration and University of Florida - Warrington College of Business Administration
Date Posted: August 26, 2015
Accepted Paper Series

Incl. Electronic Paper Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators
Lucia Bellenzier , Jorgen Vitting Andersen and Giulia Rotundo
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi , CES, Université Paris 1 Panthéon-Sorbonne and University of Rome I
Date Posted: August 26, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Firm Characteristics and Common Factors in the Variance Risk Premia
Lei Lian
University of Massachusetts Amherst - Isenberg School of Management
Date Posted: August 25, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Nominal Rigidities and the Term Structures of Equity and Bond Returns
FEDS Working Paper No. 2015-064
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: August 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Information Attributes, Information Asymmetry and Industry Sector Returns
Pacific-Basin Finance Journal, Vol. 26, No. 156-175, 2014
Narelle K. Gordon , Edward J. Watts and Qiongbing Wu
Macquarie University , Macquarie University, Faculty of Business and Economics and University of Western Sydney
Date Posted: August 25, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Beta Bubbles
Petri Jylha , Matti Suominen and Tuomas Tomunen
Imperial College Business School , Aalto University School of Business and Columbia University - Columbia Business School
Date Posted: August 25, 2015
Working Paper Series
55 downloads

Incl. Electronic Paper Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions
Hannah Lea Hühn
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
Date Posted: August 25, 2015
Last Revised: August 28, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Funding Translational Medicine via Public Markets: The Business Development Company
Sandra M Forman , Andrew W. Lo , Monica J. Shilling and Grace Sweeney
Proskauer Rose LLP , Massachusetts Institute of Technology (MIT) - Sloan School of Management , Proskauer Rose and Magyar & Bogle
Date Posted: August 25, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Extreme Events in Stock Market Fundamental Factors
James N Gualtieri and Natalia Sizova
Rice University and Rice University
Date Posted: August 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Intermediation and Pricing in Tri-Party Repo Market
Zhaogang Song
Board of Governors of the Federal Reserve System
Date Posted: August 24, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Investor Attention, Information Diffusion and Industry Returns
Pacific-Basin Finance Journal, Vol. 30, No. 30-43, July 2014
Qiongbing Wu and Abul Shamsuddin
University of Western Sydney and University of Newcastle (Australia) - Newcastle Business School
Date Posted: August 24, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Understanding Systematic Risk: A High-Frequency Approach
Markus Pelger
Stanford University - Management Science & Engineering
Date Posted: August 24, 2015
Last Revised: August 25, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Inequality and Risk Premia
Jonathan Brogaard , Andrew L. Detzel and Phong T. H. Ngo
University of Washington - Department of Finance and Business Economics , University of Denver - Reiman School of Finance and Australian National University (ANU)
Date Posted: August 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Short Run Causal Relationship between Inflation and Stock Returns - An Empirical Study of BRICS Markets
Asian Journal of Management Applications and Research, Vol.05, No.01
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Date Posted: August 23, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Effect of Stock Liquidity on Default Risk
Jonathan Brogaard , Dan Li and Ying Xia
University of Washington - Department of Finance and Business Economics , The School of Economics and Finance, University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Date Posted: August 23, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper The Elephant in the Room: The Impact of Labor Obligations on Credit Risk
Charles A. Dice Center Working Paper No. 2015-17 , Fisher College of Business Working Paper No. 2015-03-17
Jack Favilukis , Xiaoji Lin and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance , Ohio State University (OSU) - Fisher College of Business and University of Texas at Dallas - Jindal School of Management
Date Posted: August 22, 2015
Last Revised: August 26, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin.
Adam Hayes
The New School - Department of Economics
Date Posted: August 22, 2015
Last Revised: August 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Conquering Misperceptions about Commodity Futures Investing
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: August 21, 2015
Last Revised: August 28, 2015
Working Paper Series
201 downloads

Incl. Electronic Paper Impact of Gender, Age, Income and Education on Household Broker Choice
Henry Leung , Juliane D. Krug , Dirk Schiereck , P. Joakim Westerholm and Kingsley Y. L. Fong
The University of Sydney Business School , Darmstadt University of Technology , Darmstadt University of Technology , The University of Sydney Business School and University of New South Wales - School of Banking and Finance
Date Posted: August 21, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Return Dispersion and Cross-Sectional Asset Pricing Anomalies
Klaus Grobys and James W. Kolari
University of Vaasa and Texas A&M University
Date Posted: August 21, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Downside Gambling and Asset Prices
Qunzi Zhang
Shandong University
Date Posted: August 21, 2015
Last Revised: August 22, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper The Acceleration Effect and Gamma Factor in Asset Pricing
Swiss Finance Institute Research Paper No. 15-30
Diego Ardila , Zalàn Forrò and Didier Sornette
ETH Zurich , Independent and Swiss Finance Institute
Date Posted: August 21, 2015
Working Paper Series
110 downloads


 

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