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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,988,296 Total downloads
Showing Papers 27,801 - 27,850 of 36,695
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Incl. Electronic Paper Asset Allocation Advice: Reconciling Expected Utility with Shortfall Risk

Michael J. Stutzer
University of Colorado at Boulder - Leeds School of Business
Date Posted: June 30, 2004
Working Paper Series
504 downloads

Incl. Electronic Paper Decomposing European Bond and Equity Volatility
Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: June 30, 2004
Working Paper Series
195 downloads

Incl. Electronic Paper Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds
Tom Arild Fearnley
Central Bank of Norway
Date Posted: June 30, 2004
Working Paper Series
271 downloads

Incl. Electronic Paper False Signals from Stock Repurchase Announcements: Evidence from Earnings Management and Analysts' Forecast Revisions
De-Wai Chou and Jane-Raung Philip Lin
National Taiwan Normal Univeristy and National Chiao-Tung University - Graduate Institute of Finance
Date Posted: June 30, 2004
Working Paper Series
900 downloads

Incl. Electronic Paper Is it Inflation or Inflation Variability? A Note on the Stock Return-Inflation Puzzle

K. Peren Arin and Abdullah Mamun
Massey University - Department of Commerce and University of Saskatchewan - Department of Finance and Management Science
Date Posted: June 30, 2004
Working Paper Series
264 downloads

Incl. Electronic Paper Liquidity Premium and a Two-factor Model
EFA 2004 Maastricht Meetings Paper No. 2678
Weimin Liu
Nottingham University Business School
Date Posted: June 30, 2004
Working Paper Series
985 downloads

Incl. Electronic Paper Prediction Markets
Stanford GSB Research Paper No. 1854
Justin Wolfers and Eric Zitzewitz
University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: June 30, 2004
Working Paper Series
1256 downloads

Incl. Electronic Paper Price Discovery and Volatility Spillovers in Index Futures Markets: Some Evidence from Mexico
Maosen Zhong , Ali F. Darrat and Rafael Otero
University of Queensland - Business School , Louisiana Tech University - College of Business and University of Texas at Brownsville - School of Business
Date Posted: June 30, 2004
Working Paper Series
471 downloads

Incl. Electronic Paper Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
PIER Working Paper No. 04-028; Simon School Working Paper No. FR 04-13
Torben G. Andersen , Clara Vega , Tim Bollerslev and Francis X. Diebold
Northwestern University - Kellogg School of Management , Board of Governors of the Federal Reserve System , Duke University - Finance and University of Pennsylvania - Department of Economics
Date Posted: June 30, 2004
Working Paper Series
709 downloads

Incl. Electronic Paper The Behavior of China's Stock Prices in Response to the Proposal and Approval of Bonus Issues
Michelle L. Barnes and Shiguang Ma
Federal Reserve Bank of Boston and University of Wollongong - School of Accounting and Finance
Date Posted: June 30, 2004
Working Paper Series
374 downloads

Incl. Electronic Paper The Telling Trades of Mutual Funds
Financial Management, Forthcoming
Gina Nicolosi
Northern Illinois University
Date Posted: June 30, 2004
Last Revised: May 06, 2009
Working Paper Series
202 downloads

Cross-border Corporate Ownership and Capital Market Integration in Europe: Evidence from Portfolio and Industrial Holdings
Journal of Economic Geography, Vol. 2, pp. 455-492, 2002
Dariusz Wojcik
University of Oxford, St. Peter's College
Date Posted: June 29, 2004
Accepted Paper Series

Incl. Electronic Paper Moment Explosions in Stochastic Volatility Models
Leif B. G. Andersen and Vladimir Piterbarg
Bank of America Merrill Lynch and Barclays Capital
Date Posted: June 29, 2004
Working Paper Series
3550 downloads

Incl. Electronic Paper Convergence in Corporate Governance: Empirical Evidence from Europe 2000-2003
Dariusz Wojcik
University of Oxford, St. Peter's College
Date Posted: June 29, 2004
Working Paper Series
1375 downloads

Incl. Electronic Paper A Comparison of Single-Factor Markov-Functional and Multi-Factor Market Models
Review of Derivatives Research, Vol. 13, No. 3, 2010
Raoul Pietersz and Antoon Pelsser
Erasmus Research Institute of Management (ERIM) and Maastricht University
Date Posted: June 29, 2004
Last Revised: May 07, 2011
Accepted Paper Series
447 downloads

Incl. Electronic Paper The Risk of Optimal, Continuously Rebalanced Hedging Strategies and It's Efficient Evaluation via Fourier Transform
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: June 29, 2004
Working Paper Series
345 downloads

Incl. Electronic Paper Does Partnering Pay Off? - Stock Market Reactions to Strategic Alliance Announcements in Germany
Munich Business Research Working Paper
Carolin Häussler
University of Passau
Date Posted: June 29, 2004
Working Paper Series
487 downloads

'Dumb and Dumber' Explanations for Exchange Rate Dynamics
Journal of Applied Economics, Vol. 4, No. 2, pp. 187-216, November 2001
S. Brock Blomberg
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: June 29, 2004
Accepted Paper Series

Incl. Electronic Paper Default Risk, Firm's Characteristics, and Risk Shifting
Yale ICF Working Paper No. 04-21
Ming Fang and Rui Zhong
Yale School of Management and Cheung Kong Graduate School of Business and University of Texas at Arlington
Date Posted: June 29, 2004
Working Paper Series
837 downloads

Incl. Electronic Paper Facts and Fantasies about Commodity Futures
Yale ICF Working Paper No. 04-20
Gary B. Gorton and K. Geert Rouwenhorst
Yale School of Management and Yale School of Management - International Center for Finance
Date Posted: June 29, 2004
Working Paper Series
24636 downloads

Incl. Electronic Paper Introduction to Fast Fourier Transform in Finance
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: June 29, 2004
Working Paper Series
2772 downloads

Incl. Electronic Paper Shareholder Value Creation of Microsoft and GE
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 29, 2004
Working Paper Series
1779 downloads

The Impact of CEO Turnover on Equity Volatility
Journal of Business, Forthcoming
Matthew J. Clayton , Jay C. Hartzell and Joshua V. Rosenberg
University of Virginia (UVA) - McIntire School of Commerce , University of Texas at Austin - Department of Finance and Federal Reserve Bank of New York
Date Posted: June 29, 2004
Accepted Paper Series

The Lander are the Building Blocks of the German Capital Market
Regional Studies, Vol. 36, pp. 877-896, 2002
Dariusz Wojcik
University of Oxford, St. Peter's College
Date Posted: June 29, 2004
Accepted Paper Series

Incl. Electronic Paper Worsening of the Asian Financial Crisis: Who is to Blame?
William Davidson Institute Working Paper No. 658
Ali M. Kutan and Brasukra G. Sudjana
Southern Illinois University at Edwardsville and United Nations - Support Facility for Indonesian Recovery (UNSFIR)
Date Posted: June 29, 2004
Working Paper Series
181 downloads

Insider Trading: Two Comments
Financial Analysts Journal, Vol. 60, No. 3, pp. 10-12, May/June 2004
Jack L. Treynor and Dean LeBaron
Independent and Independent
Date Posted: June 28, 2004
Accepted Paper Series

Term Structure of Interest Rates in India
Indian Economic Review, Vol. 38, No. 1, Jan-June 2003
Gangadhar Darbha , Sudipta Dutta Roy and Vardhana Pawaskar
National Stock Exchange of India , National Stock Exchange of India and National Stock Exchange of India
Date Posted: June 28, 2004
Accepted Paper Series

Incl. Fee Electronic Paper Changes in Equity Ownership and Changes in the Market Value of the Firm
CEPR Discussion Paper No. 4411
John J. McConnell , Henri Servaes and Karl V. Lins
Purdue University , London Business School and University of Utah - Department of Finance
Date Posted: June 28, 2004
Working Paper Series
23 downloads

Incl. Electronic Paper Did Houston Clients of Arthur Andersen Recognize Publicly Available Bad News in a Timely Fashion?
Contemporary Accounting Research, Forthcoming
Gopal V. Krishnan
American University
Date Posted: June 28, 2004
Accepted Paper Series
147 downloads

Market Discipline in Emerging Economies: Beyond Bank Fundamentals
UTDT - CIF Working Paper No. 1/2004
Eduardo Levy Levy-Yeyati , Maria Soledad Martinez Peria and Sergio L. Schmukler
Universidad Torcuato Di Tella - School of Business , World Bank - Development Research Group (DECRG) and World Bank - Development Research Group (DECRG)
Date Posted: June 28, 2004
Working Paper Series

Incl. Electronic Paper Credit Risk in a Network Economy
FAME Working Paper No. 106
Henri O. Schellhorn and Didier Cossin
affiliation not provided to SSRN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 28, 2004
Working Paper Series
230 downloads

Incl. Electronic Paper Heterogeneous Beliefs, Speculation, and the Equity Premium
Journal of Finance, January 2008, EFA 2004 Maastricht Meetings Paper No. 3125, AFA 2005 Philadelphia Meetings
Alexander David
University of Calgary - Haskayne School of Business
Date Posted: June 28, 2004
Last Revised: November 26, 2008
Working Paper Series
677 downloads

Incl. Electronic Paper Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
Thierry Post and P.J.P.M. Versijp
Koc University - Graduate School of Business and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: June 28, 2004
Working Paper Series
487 downloads

Incl. Electronic Paper On Risk Management Determinants: What Really Matters?
HEC Montreal Risk Management Chair Working Paper No. 04-04
Georges Dionne and Thouraya Triki
HEC Montreal - Department of Finance and HEC Montreal
Date Posted: June 28, 2004
Last Revised: February 22, 2012
Working Paper Series
1155 downloads

Incl. Electronic Paper The Integration of Securitized Real Estate and Financial Assets
FAME Working Paper No. 111
Severine Cauchie and Martin Hoesli
University of Geneva - Graduate School of Business (HEC-Geneva) and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: June 28, 2004
Working Paper Series
225 downloads

Incl. Electronic Paper Voluntary Disclosure of Partially Verifiable Information
Schmalenbach Business Review, Vol. 56, pp. 139-163, April 2004
Evelyn Korn
University of Marburg - Faculty of Economics and Business Administration
Date Posted: June 28, 2004
Accepted Paper Series
172 downloads

Incl. Fee Electronic Paper Japan's Banking Crisis: Who Has the Most to Lose?
CEPR Discussion Paper No. 4403
Hideaki Miyajima and Yishay Yafeh
Waseda University - Graduate School of Commerce and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: June 25, 2004
Working Paper Series
20 downloads

Incl. Electronic Paper Collective Management in an Agitated Market: The Dynamics of the Styles Starting from the Cards of Kohonen (La gestion collective dans un marche agite: la dynamique des styles a partir des cartes de Kohonen)
Forum Working Paper No. 2004-02
Sébastien Galanti , Tadjeddine Yamina and Catherine Aaron
University of Orleans , Université Paris X Nanterre and Université Paris I Panthéon-Sorbonne
Date Posted: June 24, 2004
Working Paper Series
88 downloads

Incl. Electronic Paper Interbank Exposure: An Empirical Examination of Systemic Risk in the Belgian Banking System
CentER Discussion Paper No. 2004-04
Hans Degryse and Gregory Nguyen
KU Leuven - Faculty of Business and Economics (FBE) and National Bank of Belgium - Research Department
Date Posted: June 24, 2004
Working Paper Series
415 downloads

Incl. Electronic Paper Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
Tinbergen Institute Discussion Paper No. 04-067/4
Martin Martens , Michiel De Pooter and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) , Federal Reserve Board and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: June 24, 2004
Working Paper Series
749 downloads

Incl. Electronic Paper Judging the Risk of Financial Instruments: Problems and Potential Remedies
Lisa Koonce , Marlys Gascho Lipe and Mary Lea McAnally
University of Texas , University of Oklahoma - Michael F. Price College of Business and Texas A&M University (TAMU) - Department of Accounting
Date Posted: June 23, 2004
Working Paper Series
620 downloads

Incl. Electronic Paper Using Earnings Announcement Returns as Evidence of Mispricing: The Importance of Information Flow
Dennis J. Chambers , Ross Jennings and Robert B. Thompson
Kennesaw State University , University of Texas at Austin - Department of Accounting and American University
Date Posted: June 23, 2004
Working Paper Series
339 downloads

Incl. Electronic Paper Introduction to Weather Derivative Pricing
Stephen Jewson
Risk Management Solutions
Date Posted: June 23, 2004
Working Paper Series
2033 downloads

Incl. Electronic Paper Where is the Market? Evidence from Cross-Listings
EFA 2004 Maastricht Meetings Paper No. 4399
Michael Halling , Marco Pagano , Otto Randl and Josef Zechner
University of Vienna - Department of Business Engineering , University of Naples Federico II - Department of Economics , WU Vienna University of Economics and Business and Vienna University of Economics and Business Administration
Date Posted: June 23, 2004
Working Paper Series
310 downloads

Incl. Electronic Paper Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 2005; EFMA 2004 Basel Meetings Paper
Yigal Newman and Michael Rierson
affiliation not provided to SSRN and Barclays - Barclays Global Investors (BGI)
Date Posted: June 23, 2004
Working Paper Series
266 downloads

Incl. Electronic Paper The Market Quality of Moderately Liquid Securities in a Hybrid Market: The Evidence
EFA 2004 Maastricht Meetings Paper No. 4034
Hung Neng Lai
National Central University at Taiwan
Date Posted: June 23, 2004
Working Paper Series
117 downloads

Incl. Electronic Paper Option Valuation with Conditional Skewness
EFA 2004 Maastricht Meetings Paper No. 2964
Peter Christoffersen , Steven L. Heston and Kris Jacobs
University of Toronto - Rotman School of Management , University of Maryland - Department of Finance and University of Houston - C.T. Bauer College of Business
Date Posted: June 23, 2004
Working Paper Series
533 downloads

Incl. Electronic Paper Are Financial Crises Indeed 'Crises?' Evidence from the Emerging ADR Market
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 2715
Paolo Pasquariello
University of Michigan - Stephen M. Ross School of Business
Date Posted: June 23, 2004
Working Paper Series
245 downloads

Incl. Electronic Paper Are 'Market Neutral' Hedge Funds Really Market Neutral?
EFA 2004 Maastricht Meetings Paper No. 2691
Andrew J. Patton
Duke University - Department of Economics
Date Posted: June 23, 2004
Working Paper Series
1239 downloads

Incl. Electronic Paper A Theory of Strategic Intermediation and Endogenous Liquidity
EFA 2004 Maastricht Meetings Paper No. 5330
Jean-Pierre Zigrand
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: June 23, 2004
Working Paper Series
115 downloads


 

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