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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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Last 12 months: 11,172,224
Last 30 days: 1,065,087

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Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,974,944 Total downloads
Showing Papers 28,801 - 28,850 of 36,686
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Measurability is not about Information
Mathematical Social Sciences Vol. 47, Issue 2, pp. 177-185, March 2004
Juan Dubra and Federico Echenique
University of Montevideo - Department of Economics and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: December 17, 2003
Accepted Paper Series

Incl. Electronic Paper Evidence on Behavioral Biases in Trading Activity
EFA 2004 Maastricht Meetings Paper No. 5085
Laura Frieder
Purdue University - Krannert School of Management
Date Posted: December 17, 2003
Working Paper Series
469 downloads

Incl. Electronic Paper Exploring Metropolitan Housing Price Volatility
Norman G. Miller and Liang Peng
University of San Diego - Real Estate Institute and University of Colorado at Boulder
Date Posted: December 16, 2003
Working Paper Series
174 downloads

Incl. Electronic Paper Growth Expectations, Capital Flows and International Risk Sharing
ECB Working Paper No. 237
Olli Castren , Roger Stiegert and Marcus H. Miller
European Central Bank (ECB) , European Central Bank (ECB) and University of Warwick - Department of Economics
Date Posted: December 16, 2003
Working Paper Series
130 downloads

Incl. Electronic Paper The Impact of Media Exposure and Market Psychology on the Underpricing of Initial Public Offerings: The UK Case
Cass Business School Research Paper
Christos Staikouras and Dimitris Tsatsanis
Athens University of Economics and Business - Department of Accounting and Finance and City University - Cass Business School
Date Posted: December 16, 2003
Working Paper Series
245 downloads

Incl. Electronic Paper Operating Profit Behavior around IPOs in a Rational Equilibrium with Asymmetric Information
Madhur Duggar
affiliation not provided to SSRN
Date Posted: December 16, 2003
Working Paper Series
163 downloads

Incl. Electronic Paper Execution Quality for Institutional Orders Routed to Nasdaq Dealers Before and After Decimals
Dice Center Working Paper No. 2003-25
Ingrid M. Werner
The Ohio State University - Fisher College of Business
Date Posted: December 16, 2003
Working Paper Series
148 downloads

Incl. Electronic Paper Clustering of Financial Ratios of the Quoted Companies Through Fuzzy Logic Method
Journal of Naval Science and Engineering, Vol. 1, No. 2, , pp. 123-138, July 2003
Ekrem Tufan and Bahattin Hamarat
Canakkale Onsekiz Mart University - School of Tourism and Hotel Management and Onsekiz Mart University - College of Tourism and Hotel Management
Date Posted: December 16, 2003
Accepted Paper Series
435 downloads

Incl. Electronic Paper Portfolio Diversification and City Agglomeration
Yale ICF Working Paper No. 04-18; AFA 2004 San Diego Meetings
Massimo Massa , William N. Goetzmann and Andrei Simonov
INSEAD - Finance , Yale School of Management - International Center for Finance and Michigan State University - Eli Broad Graduate School of Management
Date Posted: December 16, 2003
Working Paper Series
330 downloads

Incl. Electronic Paper The Mib30 Index and Futures Relationship: Econometric Analysis and Implications for Hedging
EFMA 2004 Basel Meetings Paper
Francesco Pattarin and Riccardo Ferretti
CEFIN Centro Studi di Banca e Finanza - Università di Modena e Reggio Emilia and Universite di Modena e Reggio Emilia - Scienze Sociali, Cognitive e Quantitative
Date Posted: December 16, 2003
Working Paper Series
410 downloads

Incl. Fee Electronic Paper The Tick/Volatility Ratio as a Determinant of the Compass Rose: Empirical Evidence from Decimalisation on the NYSE
Accounting and Finance, Vol. 43, pp. 331-344, November 2003
Michael D. McKenzie and Alex Frino
University of Sydney - Discipline of Finance and University of Sydney - Discipline of Finance
Date Posted: December 15, 2003
Accepted Paper Series
19 downloads

Incl. Fee Electronic Paper Information Content, Audit Reports and Going-Concern: An Australian Study
Accounting and Finance, Vol. 43, pp. 261-282, November 2003
Max Bessell , Asokan Anandarajan and Ahson Umar
University of South Australia - International Graduate School of Management , New Jersey Institute of Technology and Yell Group PLC
Date Posted: December 15, 2003
Accepted Paper Series
22 downloads

Incl. Electronic Paper International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk
AFA 2004 San Diego Meetings
Yuming Li and Maosen Zhong
California State University and University of Queensland - Business School
Date Posted: December 14, 2003
Working Paper Series
216 downloads

Incl. Electronic Paper IPO Valuation in the New and Old Economies
AFA 2004 San Diego Meetings
Sanjai Bhagat and Srinivasan Rangan
University of Colorado at Boulder - Department of Finance and Indian Institute of Management (IIMB), Bangalore
Date Posted: December 14, 2003
Working Paper Series
756 downloads

Incl. Electronic Paper A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics
Alexey N. Medvedev and O. Scaillet
University of Geneva - Graduate School of Business (HEC-Geneva) and University of Geneva - HEC
Date Posted: December 14, 2003
Working Paper Series
364 downloads

Incl. Electronic Paper The Dangers of Mechanical Investment Decision-Making: The Case of Hedge Funds
Cass Business School Research Paper

Date Posted: December 14, 2003
Working Paper Series
1429 downloads

Incl. Electronic Paper Horizon Value at Risk for Weather Derivatives Part 1: Single Contracts

Stephen Jewson
Risk Management Solutions
Date Posted: December 14, 2003
Working Paper Series
430 downloads

Incl. Electronic Paper The Macroeconomy and the Yield Curve: A Nonstructural Analysis
CFS Working Paper No. 2003/31
Glenn D. Rudebusch , Francis X. Diebold and S. Boragan Aruoba
Federal Reserve Bank of San Francisco , University of Pennsylvania - Department of Economics and University of Maryland - Department of Economics
Date Posted: December 14, 2003
Working Paper Series
206 downloads

Incl. Electronic Paper The Deposit Insurance in Bulgaria: Is the Time for Change?
Bojidar V. Bojinov
Tsenov Academy of Economics - Finance and Credit Dept.
Date Posted: December 13, 2003
Working Paper Series
99 downloads

Incl. Electronic Paper Trust Law, Corporate Law, and Capital Market Efficiency
Journal of Corporation Law, Vol. 28, 2003
Robert H. Sitkoff
Harvard Law School
Date Posted: December 11, 2003
Accepted Paper Series
1020 downloads

Credit Ratings, Collateral and Loan Characteristics: Implications for Yield
Journal of Business, Forthcoming
Kose John , Anthony W. Lynch and Manju Puri
New York University (NYU) - Department of Finance , New York University (NYU) - Department of Finance and Duke University - Fuqua School of Business
Date Posted: December 11, 2003
Accepted Paper Series

Differences of Opinion and the Cross-Section of Stock Returns
Journal of Finance, Vol. 57, No. 5, October 2002
Karl Diether , Christopher J. Malloy and Anna Scherbina
University of Chicago - Booth School of Business , Harvard Business School and University of California, Davis - Graduate School of Management
Date Posted: December 11, 2003
Accepted Paper Series

Incl. Electronic Paper Electronic Trading and Market Efficiency in an Emerging Market: The Case of the Jordanian Capital Market
Aktham Issa Maghyereh and Ghassan Said Omet Jr.
Hashemite University - Department of Finance and Banking and University of Jordan
Date Posted: December 10, 2003
Working Paper Series
424 downloads

Incl. Electronic Paper Seasonality and January Effect Anomalies in the Jordanian Capital Market
Aktham Issa Maghyereh
Hashemite University - Department of Finance and Banking
Date Posted: December 10, 2003
Working Paper Series
281 downloads

Incl. Electronic Paper The Empirical Relationship Between Expected Return and Risk in the Amman Stock Exchange
Aktham Issa Maghyereh
Hashemite University - Department of Finance and Banking
Date Posted: December 10, 2003
Working Paper Series
473 downloads

Incl. Electronic Paper Explicit Optimal Solution in Maximin Setting for Investment Problems with Totally Unhedgeable Coefficients
Presented in European Investment Review Conference. Paris,France, September 20-21, 2001
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: December 10, 2003
Working Paper Series
53 downloads

Volatility Smile Consistent Option Models: A Survey
International Journal of Theoretical and Applied Finance, Vol. 4, No. 3, pp. 403-437
George S. Skiadopoulos
University of Piraeus
Date Posted: December 10, 2003
Accepted Paper Series

Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models
Journal of Banking and Finance, Forthcoming
Shiu-yan Eddie Pong , Mark B. Shackleton , Stephen J. Taylor and Xinzhong Xu
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Peking University - Guang Hua School of Management
Date Posted: December 10, 2003
Accepted Paper Series

Incl. Electronic Paper Assessing Credit Quality from Equity Markets: Is Structural Model a Better Approach?
Yu Du and Wulin Suo
RBC Capital Markets and Queen's School of Business
Date Posted: December 10, 2003
Working Paper Series
426 downloads

Incl. Electronic Paper Interaction between Real Options and Financial Hedging: Fact or Fiction in Managerial Decision-Making
Review of Financial Economics, Vol. 14, Nos. 3-4, pp. 353-369, 2005
Tom Aabo and Betty J. Simkins
Aarhus University and Oklahoma State University - Stillwater - Department of Finance
Date Posted: December 10, 2003
Accepted Paper Series
459 downloads

Incl. Electronic Paper A Practical Guide for Consistency in Valuation: Cash Flows, Terminal Value and Cost of Capital
Ignacio Velez-Pareja and Antonio Burbano-Perez
Master Consultores and Universidad de los Andes - Business School
Date Posted: December 09, 2003
Working Paper Series
2650 downloads

Incl. Fee Electronic Paper Late Informed Betting and the Favourite-Longshot Bias
CEPR Discussion Paper No. 4092
Marco Ottaviani and Peter Norman Sorensen
Northwestern University - Kellogg School of Management and University of Copenhagen - Department of Economics
Date Posted: December 09, 2003
Working Paper Series
25 downloads

Incl. Electronic Paper Testing for Contagion in International Financial Markets: Which Way to Go?
FAME Working Paper No. 92
Sébastien Wälti
affiliation not provided to SSRN
Date Posted: December 09, 2003
Working Paper Series
164 downloads

Incl. Electronic Paper Credit Spread Implied by Convertible Bonds Prices
Alon Raviv and Yoram Landskroner
Brandeis University - International Business School and Hebrew University of Jerusalem - Department of Finance and Banking
Date Posted: December 09, 2003
Working Paper Series
1079 downloads

Incl. Electronic Paper Extreme US Stock Market Fluctuations in the Wake of 9/11
AFA 2004 San Diego Meetings
Stefan Straetmans , Willem F. C. Verschoor and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Luxembourg - Luxembourg School of Finance
Date Posted: December 08, 2003
Working Paper Series
387 downloads

Incl. Electronic Paper Style Rotation Strategies: Issues of Implementation
Journal of Portfolio Management, Forthcoming, Cass Business School Research Paper
Mario Levis and Nikolaos Tessaromatis
City University London - Cass Business School and EDHEC Business School and EDHEC Risk Institute
Date Posted: December 08, 2003
Accepted Paper Series
1354 downloads

Incl. Electronic Paper Real Options - Realistic Valuation

Marek Capinski and Wiktor Patena
AGH University of Science and Technology and National-Louis University - Nowy Sacz School of Business
Date Posted: December 08, 2003
Working Paper Series
698 downloads

Incl. Electronic Paper Weather Effect: An Evidence from Turkish Stock Exchange
Anadolu University Working Paper No. 2003-68
Ekrem Tufan and Bahattin Hamarat
Canakkale Onsekiz Mart University - School of Tourism and Hotel Management and Onsekiz Mart University - College of Tourism and Hotel Management
Date Posted: December 08, 2003
Working Paper Series
323 downloads

Periodically Collapsing Bubbles in the US Stock Market?
International Review of Economics and Finance, Vol. 12, pp. 385-397, 2003
Martin T. Bohl
University of Muenster
Date Posted: December 08, 2003
Accepted Paper Series

The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence
Quarterly Review of Economics and Finance, Forthcoming
Martin T. Bohl and Pierre L. Siklos
University of Muenster and Wilfrid Laurier University - School of Business & Economics
Date Posted: December 08, 2003
Accepted Paper Series

Incl. Electronic Paper Do Firms in Countries with Poor Protection of Investor Rights Hold More Cash?
Dice Center Working Paper No. 2003-29
Lee Pinkowitz , Rohan Williamson and Rene M. Stulz
Georgetown University - Department of Finance , Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance
Date Posted: December 08, 2003
Working Paper Series
623 downloads

Incl. Electronic Paper Do Limit Orders Alter Inferences About Investor Performance and Behavior?
AFA 2004 San Diego Meetings, Journal of Finance, Forthcoming
Juhani T. Linnainmaa
University of Chicago - Booth School of Business
Date Posted: December 08, 2003
Last Revised: February 08, 2010
Accepted Paper Series
638 downloads

Incl. Electronic Paper Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework
FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and Jose A. Lopez
Nova School of Business and Economics and Federal Reserve Bank of San Francisco
Date Posted: December 08, 2003
Working Paper Series
255 downloads

Incl. Electronic Paper Information Asymmetry, Price Momentum, and the Disposition Effect
AFA 2004 San Diego Meetings
Günter Strobl
Frankfurt School of Finance & Management
Date Posted: December 08, 2003
Working Paper Series
865 downloads

Incl. Electronic Paper The Extreme Future Stock Returns Following Extreme Earnings Surprises
Ross School of Business Paper No. 922
Jeffrey T. Doyle and Russell J. Lundholm
Utah State University and University of British Columbia - Sauder School of Business
Date Posted: December 08, 2003
Working Paper Series
1912 downloads

Firm-Specific News, Extended-Hours Trading, and Variances Over Trading and Nontrading Periods
Volodymyr M. Zdorovtsov
State Street Global Advisors
Date Posted: December 07, 2003
Last Revised: July 27, 2008
Working Paper Series

Incl. Electronic Paper Relationship between Exchange Rate and Stock Prices in India - An Empirical Analysis
Golaka C. Nath and G. P. Samanta
Clearing Corporation of India and Reserve Bank of India
Date Posted: December 07, 2003
Working Paper Series
2262 downloads

Incl. Electronic Paper Integration between Forex and Capital Markets in India: An Empirical Exploration
Golaka C. Nath and G. P. Samanta
Clearing Corporation of India and Reserve Bank of India
Date Posted: December 07, 2003
Working Paper Series
518 downloads

Price and Quantity Quotes on Nasdaq: A Study of Dealer Quotation Behavior
Journal of Financial Research, Forthcoming
Kee H. Chung and Xin Zhao
State University of New York at Buffalo - School of Management and Pennsylvania State University (Erie) - The Behrend College
Date Posted: December 07, 2003
Accepted Paper Series

Incl. Electronic Paper Portfolio Flows, Volatility and Growth
Miguel A. Ferreira and Paul A. Laux
Nova School of Business and Economics and University of Delaware - Alfred Lerner College of Business and Economics
Date Posted: December 07, 2003
Working Paper Series
140 downloads


 

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