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SSRN eLibrary Statistics:

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Abstracts: 688,398
Full Text Papers: 577,974
Authors: 316,861
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  Last 12 months:
67,532

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To date: 102,175,422
Last 12 months: 13,024,858
Last 30 days: 906,028

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306,625
Total References: 9,074,189
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5,797,973
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  Footnotes:
91,663
Total Footnotes: 8,994,375


SSRN eLibrary Search Results
JEL Code: G1
18,515,978 Total downloads
Showing Papers 2,761 - 2,810 of 49,247
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Incl. Electronic Paper Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks
Myeong Hyeon Kim and Lingxia Sun
Korea Housing & Urban Guarantee Corporation and Business School of Nankai University
Date Posted: August 23, 2016
Working Paper Series
1 downloads

The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
Jacob Boudoukh, Jordan Brooks, Matthew P. Richardson and Zhikai Xu
Interdisciplinary Center (IDC) Herzliyah - Arison School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Date Posted: August 23, 2016
Working Paper Series

Incl. Electronic Paper What Goes into Risk Neutral Volatility? Empirical Estimates of Risk and Subjective Risk Preferences
Stephen Figlewski
New York University - Stern School of Business
Date Posted: August 23, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Derivatives Valuation Based on Arbitrage: The Trade Is Crucial
Proceedings of China Derivatives Markets Conference 2016
Stephen Figlewski
New York University - Stern School of Business
Date Posted: August 23, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Integral Representation of Vega for American Put Options
Yanchu Liu, Zhenyu Cui and Ning Zhang
Lingnan (University) College, Sun Yat-sen University, Guangzhou, China., Stevens Institute of Technology and Jiangxi University of Finance and Economics
Date Posted: August 23, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Cash Holdings and Bank Compensation
Economic Policy Review, Issue Aug, pp. 77-83, 2016
Viral V. Acharya, Hamid Mehran and Rangarajan K. Sundaram
New York University - Leonard N. Stern School of Business, Federal Reserve Bank of New York and New York University (NYU) - Department of Finance
Date Posted: August 23, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Deferred Cash Compensation: Enhancing Stability in the Financial Services Industry
Economic Policy Review, Issue Aug, pp. 61-75, 2016
Hamid Mehran and Joseph S. Tracy
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: August 23, 2016
Accepted Paper Series

Incl. Electronic Paper Relationship Lending in the Interbank Market and the Price of Liquidity
FRB of Boston Working Paper No. 16-7
Falk Bräuning and Falko Fecht
Federal Reserve Banks - Federal Reserve Bank of Boston and Frankfurt School of Finance & Management
Date Posted: August 23, 2016
Working Paper Series

Incl. Electronic Paper The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds
FEDS Working Paper No. 2016-069
Mark Carey and Michael B. Gordy
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section and Board of Governors of the Federal Reserve
Date Posted: August 23, 2016
Working Paper Series

Incl. Electronic Paper The Gordon Gekko Effect: The Role of Culture in the Financial Industry
Economic Policy Review, Issue Aug, pp. 17-42, 2016
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 23, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Rank Effect for Commodities
FRB of Dallas Working Paper No. 1607
Ricardo T. Fernholz and Christoffer Koch
Claremont Colleges - Claremont McKenna College and Federal Reserve Bank of Dallas
Date Posted: August 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Pricing of Catastrophe Risk and the Implied Volatility Smile
University of St.Gallen, School of Finance Research Paper No. 2016/17
Semir Ben Ammar
University of St. Gallen
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper A Note on Stochastic Dominance and the Omega Ratio
Xu Guo, Xuejun Jiang and Wing-Keung Wong
Beijing Normal University (BNU), South University of Science and Technology of China and Department of Finance, Asia University, Taiwan
Date Posted: August 23, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Monetary Versus Macroprudential Policies Causal Impacts of Interest Rates and Credit Controls in the Era of the UK Radcliffe Report
Bank of England Working Paper No. 610
David Aikman, Oliver Bush and Alan M. Taylor
Bank of England - Monetary Assessment and Strategy Division, London School of Economics & Political Science (LSE) and University of California, Davis - Department of Economics
Date Posted: August 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Lead Lag Relationship and Price Behavior in Potato
International Journal of Business Quantitative Economics and Applied Management Research, Volume 1, Issue 7, December 2014
Tanushree Sharma
Manipal University
Date Posted: August 23, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Role of Collateral in Supporting Liquidity
Bank of England Working Paper No. 609
Zijun Liu, Joseph Noss and Yuliya Baranova
Bank of England, Bank of England and Bank of England
Date Posted: August 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Are Incentive Stock Options Signaling Better Corporate Governance? - An Evidence from Equity Carve-Outs
Biljana Seistrajkova
Swiss Finance Institute
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Leveling the Playing Field: Overconfident CEOs and the News in Short Interest
Chishen Wei and Lei Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU)
Date Posted: August 23, 2016
Working Paper Series
13 downloads

Tunnelling: Evidence from Indonesia Stock Exchange
Asian Academy of Management Journal of Accounting and Finance. Vol. 11 No. 2 Pages. 127-150
Ridwan Nurazi, Fitri Santi and Berto Usman
Department of Management, Faculty of Economics and Business, University of Bengkulu - Indonesia, Department of Management, Faculty of Economics and Business, University of Bengkulu - Indonesia and Department of Management, Faculty of Economics and Business, University of Bengkulu - Indonesia
Date Posted: August 23, 2016
Accepted Paper Series

Incl. Electronic Paper Do Ethical Funds Underperform Conventional Funds? - Empirical Evidence from India
International Journal of Business Ethics in Developing Economies, ISSN 2278-3172, Vol 4 issue 2, Dec 2015, pp 10-19.
Vanita Tripathi and Varun Bhandari
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Department of Commerce
Date Posted: August 23, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Estimating Stock Return Volatility in Indian and Chinese Stock Market
International Journal of Banking,Risk and Insurance, Vol 4 Issue 2 ,Sept 2016, pp 37-49
Vanita Tripathi and Pankaj Chaudhary
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Shri Ram College of Commerce
Date Posted: August 23, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Welfare Costs of Informed Trade
AFA 2016 San Francisco Meetings
Lawrence R. Glosten and Tālis J. Putniņš
Columbia Business School - Finance and Economics and University of Technology Sydney - UTS Business School
Date Posted: August 23, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Is Corporate Tweeting Informative or is it Just Hype? Evidence from the SEC Social Media Regulation
M. Al Guindy
Queen's School of Business
Date Posted: August 23, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Evidence About Bubble Mechanisms: Precipitating Event, Feedback Trading, and Social Contagion
Neil D. Pearson, Zhishu Yang and Qi Zhang
University of Illinois at Urbana-Champaign - Department of Finance, Tsinghua University - School of Economics & Management and Durham University
Date Posted: August 23, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Leveraged Buyouts and Credit Spreads
Yael Eisenthal-Berkovitz, Peter Feldhütter and Vikrant Vig
Columbia University - Columbia Business School, London Business School and London Business School
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Option-Based Pricing of Wrong Way Risk for CVA
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Scotiabank
Date Posted: August 23, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Variance Risk in Aggregate Stock Returns and the Return Predictability
Sungjune Pyun
Marshall School of Business, University of Southern California
Date Posted: August 23, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper The Impact of Expropriations on the Stock Prices of the Parent Companies: Sell on the Rumor, Buy on the News?
Center for Research in Economics and Finance (CIEF), Working Papers, 16-19 2016
Diana Constanza Restrepo Ochoa and Juan Ignacio Peña
Escuela de Economía y Finanzas - Universidad Eafit and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: August 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Price Impact, Materiality, and Halliburton II
Washington University Law Review, Vol. 93, No. 2, 2015
Allen Ferrell and Andrew H. Roper
Harvard Law School and Stanford University
Date Posted: August 23, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Pairs Trading with Commodity Futures: Evidence from the Chinese Market
Yurun Yang, Ahmet Goncu and Athanasios A. Pantelous
Xi'an Jiaotong-Liverpool University, Xi'an Jiaotong-Liverpool University and Department of Mathematical Sciences, University of Liverpool
Date Posted: August 22, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Crude Oil Futures Markets: Are the Benefits of 'Roll Yield' Real?
Hilary Till
Premia Research LLC
Date Posted: August 22, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Optionable Stocks and Mutual Fund Performance
Chune Young Chung, Doojin Ryu, Kainan Wang and Blerina Bela Zykaj
Chung-Ang University - College of Business & Economics, Sungkyunkwan University, University of Toledo and Clemson University
Date Posted: August 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Corporate Twitter Use and Cost of Capital
M. Al Guindy
Queen's School of Business
Date Posted: August 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Cointegration and Relative Value Arbitrage
Binh Huu Do and Robert W. Faff
Monash University and University of Queensland
Date Posted: August 22, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper From Print to Practice: XBRL Extension Use and Analyst Forecast Properties
Marcus Kirk, James Vincent and Devin Williams
University of Florida - Fisher School of Accounting, University of Florida and University of Florida
Date Posted: August 22, 2016
Working Paper Series
12 downloads

Incl. Fee Electronic Paper The I Theory of Money
CEPR Discussion Paper No. DP11444
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Stanford GSB
Date Posted: August 22, 2016
Working Paper Series

Incl. Fee Electronic Paper Blockholders: A Survey of Theory and Evidence
CEPR Discussion Paper No. DP11442
Alex Edmans and Clifford G. Holderness
London Business School - Institute of Finance and Accounting and Boston College - Department of Finance
Date Posted: August 22, 2016
Working Paper Series

Incl. Electronic Paper Anchoring in Financial Decision-Making: Evidence from the Field
IZA Discussion Paper No. 10151
Michael Jetter and Jay K Walker
University of Western Australia and Niagara University
Date Posted: August 22, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper DEA Portfolio Modeling - The Case of Socially Responsible Investing
Karl Weinmayer, Stephan M. Gasser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Modul University Vienna
Date Posted: August 22, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Forecast Bankruptcy Using a Blend of Clustering and MARS Model - Case of US Banks
Zeineb Affes and Rania Hentati Kaffel
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Date Posted: August 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper What Drives Informed Trading Before Public Releases? Evidence from Natural Gas Inventory Announcements
Chen Gu and Alexander Kurov
West Virginia University, College of Business & Economics, Department of Finance, Students and West Virginia University - College of Business & Economics
Date Posted: August 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper The CAPM Lives for Expected Returns
Wei Liu, James W. Kolari and Seppo Pynnonen
Texas A&M University - Department of Finance, Texas A&M University, Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Date Posted: August 21, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa
Marcelo Perlin and Henrique Ramos
Escola de Administração - UFRGS and Universidade Federal do Rio Grande do Sul (UFRGS)
Date Posted: August 21, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Marginal Propensity to Consume with a Negative Wealth Constraint
Seyoung Park and Jong Mun Yoon
National University of Singapore (NUS) - Risk Management Institute and The Credit Finance Association of Korea (CREFIA)
Date Posted: August 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper What's Trending? The Performance and Motivations for Mutual Fund Startups
Jason T. Greene and Jeffrey R. Stark
Southern Illinois University and Bridgewater State University
Date Posted: August 21, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper The Selective Enforcement of Government Regulation: Battleground States and the EPA
Huseyin Gulen and Brett W. Myers
Purdue University - Krannert School of Management and Texas Tech, Rawls College of Business
Date Posted: August 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper What Drives Aggregate Investment: Investor Sentiment or Time-Varying Equity Premium?
Hui Guo and Buhui Qiu
University of Cincinnati - Department of Finance - Real Estate and University of Sydney Business School
Date Posted: August 21, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Measuring Institutional Investors’ Skill from Their Investments in Private Equity
Charles A. Dice Center Working Paper No. 2016-14, Fisher College of Business Working Paper No. 2016-03-14
Daniel R. Cavagnaro, Berk A. Sensoy, Yingdi Wang and Michael S. Weisbach
California State University, Fullerton, Ohio State University - Fisher College of Business, California State University, Fullerton and Ohio State University (OSU) - Department of Finance
Date Posted: August 21, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper What Explains Volatility Spillovers in the Financial Systems of Emerging Market Countries: Co-Movement, Transmission, or Contagion?
Jongrim Ha
Cornell University
Date Posted: August 21, 2016
Working Paper Series
4 downloads

Contagion, Spillover and Interdependence
Bank of England Working Paper No. 607
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 20, 2016
Working Paper Series


 

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