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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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68,968

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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,993,925 Total downloads
Showing Papers 29,001 - 29,050 of 36,709
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The Asymptotic Distribution of Extreme Stock Market Returns
J. OF BUSINESS, Vol. 69 No. 3, July 1996
Francois M. Longin
ESSEC Business School - Finance Department
Date Posted: May 04, 2000
Accepted Paper Series

Incl. Electronic Paper The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model
Yasufumi Osajima
BNP Paribas
Date Posted: February 26, 2007
Working Paper Series
1964 downloads

Incl. Electronic Paper The Asymptotics of Extreme Returns in the Australian Stock Market
22nd Australasian Finance and Banking Conference 2009
Nagaratnam Jeyasreedharan , Lakshman Alles and Nihal Dayaratne Yatawara
University of Tasmania , Curtin University of Technology - Department of Finance and Curtin University of Technology
Date Posted: August 25, 2009
Working Paper Series
65 downloads

Incl. Electronic Paper The Attenuation of Idiosyncratic Risk Under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
International Journal of Economics and Finance; Vol. 4, No. 11; 2012
Chia Rui Ming Daryl and Lim Kai Jie Shawn
University of Warwick - Department of Statistics and University College London - Department of Economics
Date Posted: September 16, 2012
Last Revised: September 20, 2012
Accepted Paper Series
192 downloads

The Attractiveness of 66 Countries for Institutional Real Estate Investments
Journal of Real Estate Portfolio Management, Vol. 17, No. 3, 2011
Karsten Lieser and Alexander Peter Groh
Allianz Real Estate and EMLYON Business School
Date Posted: December 16, 2011
Accepted Paper Series

Incl. Electronic Paper The Attractiveness of 66 Countries for Institutional Real Estate Investments: A Composite Index Approach
ERES Conference Paper No. 2010
Karsten Lieser and Alexander Peter Groh
Allianz Real Estate and EMLYON Business School
Date Posted: July 11, 2010
Last Revised: January 26, 2011
Working Paper Series
503 downloads

Incl. Electronic Paper The Attractiveness of 66 Countries for Institutional Real Estate Investments: A Composite Index Approach
IESE Business School Working Paper No. 868
Karsten Lieser and Alexander Peter Groh
Allianz Real Estate and EMLYON Business School
Date Posted: October 15, 2010
Last Revised: November 09, 2010
Working Paper Series
445 downloads

Incl. Electronic Paper The Attractiveness of 66 Countries for Institutional Real Estate Investments: A Composite Index Approach
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Karsten Lieser and Alexander Peter Groh
Allianz Real Estate and EMLYON Business School
Date Posted: May 10, 2011
Last Revised: May 19, 2011
Working Paper Series
182 downloads

Incl. Electronic Paper The Attributes, Behavior, and Performance of U.S. Mutual Funds
Review of Quantitative Finance and Accounting, Vol. 1, No. 1, pp. 5-26, 1990
Gregory Connor and Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University - Kellogg School of Management
Date Posted: October 25, 2011
Accepted Paper Series
30 downloads

Incl. Electronic Paper The Auction Market for Artworks and Their Physical Dimensions Including the Golden Ratio: Australia: 1986 to 2009
Helen Higgs and John Forster
Griffith University and Griffith University - Department of Accounting, Finance and Economics
Date Posted: June 20, 2011
Working Paper Series
22 downloads

Incl. Fee Electronic Paper The Auction Market for Modern Prints: Confirmations, Contradictions, and New Puzzles
Economic Inquiry, Vol. 46, Issue 2, pp. 149-159, April 2008
James E. Pesando and Pauline M. Shum
University of Toronto and York University - Schulich School of Business
Date Posted: April 18, 2008
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Augmented Black-Litterman Model: A Ranking-Free Approach to Factor-Based Portfolio Construction and Beyond
Quantitative Finance, DOI: 10.1080/14697688.2012.714902
Wing Cheung
affiliation not provided to SSRN
Date Posted: February 26, 2009
Last Revised: October 21, 2012
Accepted Paper Series
1647 downloads

Incl. Electronic Paper The Average-Internal-Rate-of-Return Approach for Investment Performance Measurement
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 10, 2012
Last Revised: January 29, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper The Baby Boom: Predictability in House Prices and Interest Rates
FRB International Finance Discussion Paper No. 847
Robert F. Martin
Federal Reserve Board - International Finance Division
Date Posted: December 18, 2005
Working Paper Series
193 downloads

Incl. Electronic Paper The Bailout Through a Public Choice Lens: Government-Controlled Corporations as a Mechanism for Rent Transfer
Seton Hall Law Review, Forthcoming, George Mason Law & Economics Research Paper No. 10-53
J. W. Verret
George Mason University School of Law
Date Posted: October 14, 2010
Accepted Paper Series
133 downloads

Incl. Electronic Paper The Balance Sheet Investment - Cashflow and Cross-Section of Stock Returns
Suresh Kumar , Jianguo Chen and Udomsak Wongchoti
Massey University , Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Date Posted: March 15, 2012
Last Revised: February 24, 2013
Working Paper Series
126 downloads

Incl. Electronic Paper The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Gurdip Bakshi , George Panayotov and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business , Georgetown University - Robert Emmett McDonough School of Business and University of Maryland - Department of Finance
Date Posted: January 25, 2011
Last Revised: February 29, 2012
Working Paper Series
959 downloads

Incl. Electronic Paper The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
AFA 2012 Chicago Meetings Paper
Gurdip Bakshi , George Panayotov and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business , Georgetown University - Robert Emmett McDonough School of Business and University of Maryland - Department of Finance
Date Posted: March 22, 2011
Working Paper Series
382 downloads

Incl. Electronic Paper The Bank - An Institution Coming to an End? The Absurdity of Bail-Out Programs: A Vision for a Fundamental Reform of the Financial Sector (Die Institution „Bank“ ist am Ende – das Absurdum Bankenrettung. Plädoyer für eine grundlegende Neuordnung des Finanzsystems)
Rainer Lenz
University of Applied Sciences, Bielefeld
Date Posted: July 08, 2009
Last Revised: July 13, 2009
Working Paper Series
124 downloads

Incl. Electronic Paper The Bank Bias: Segmentation of French Fund Families
Banque de France Working Paper No. 107
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: December 19, 2010
Working Paper Series
19 downloads

Incl. Electronic Paper The Bank's Choice of Financing and the Correlation Structure of Loan Returns
CentER Discussion Paper No. 2003-51
Vasso Ioannidou and Yiannos A. Pierides
CentER, European Banking Center (EBC), Tilburg University and University of Cyprus
Date Posted: June 11, 2004
Working Paper Series
98 downloads

Incl. Electronic Paper The Banks Daily Stock Returns Volatility and the Information Role of Trading Volume: Evidence from the Kuala Lumpur Stock Markets
Wan Mansor Mahmood
Universiti Teknologi MARA (UiTM)
Date Posted: April 18, 2007
Working Paper Series
123 downloads

The Barings South Seas Bubble
William R. Storie
William R. Storie & Co. Ltd.
Date Posted: September 14, 1999
Working Paper Series

Incl. Electronic Paper The Basel Process, Financial Stability, and the Age of Turbulence
David S. Bieri
University of Michigan at Ann Arbor - A. Alfred Taubman College of Architecture and Urban Planning
Date Posted: April 14, 2008
Working Paper Series
307 downloads

Incl. Electronic Paper The Basis Risk of Catastrophic-Loss Index Securities
J. David Cummins , David Lalonde and Richard D. Phillips
Temple University , Applied Insurance Research and Georgia State University
Date Posted: June 22, 2000
Working Paper Series
484 downloads

Incl. Electronic Paper The Bayesian Roots of Risk Parity in a Mean-Risk World
Hakan Kaya
Neuberger Berman
Date Posted: July 17, 2012
Last Revised: November 30, 2012
Working Paper Series
164 downloads

Incl. Electronic Paper The Behavior and Determinants of Stock Market Index in Indonesia
24th Australasian Finance and Banking Conference 2011 Paper
Gantiah Wuryandani
Bank Indonesia
Date Posted: June 03, 2011
Working Paper Series
96 downloads

Incl. Electronic Paper The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999
AFA 2003 Washington, DC Meetings
Patrick de Fontnouvelle , Raymond P.H. Fishe and Jeffrey H. Harris
Federal Reserve Bank of Boston - Supervision and Regulation , University of Richmond - E. Claiborne Robins School of Business and Syracuse University
Date Posted: December 27, 2002
Working Paper Series
232 downloads

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999
Journal of Finance, Forthcoming
Raymond P.H. Fishe , Jeffrey H. Harris and Patrick de Fontnouvelle
University of Richmond - E. Claiborne Robins School of Business , Syracuse University and Federal Reserve Bank of Boston - Supervision and Regulation
Date Posted: August 06, 2003
Accepted Paper Series

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 Behavior of Emerging Market Sovereigns' Credit Default Swap Premiums and Bond Yield Spreads
International Journal of Finance and Economics, Vol. 15, pp. 31-58, 2010
Michael Adler and Jeong Song
Columbia Business School - Finance and Economics and Morgan Stanley
Date Posted: November 09, 2009
Last Revised: June 14, 2011
Accepted Paper Series
199 downloads

Incl. Electronic Paper The Behavior of Individual and Aggregate Stock Prices
Hongjun Yan
Yale University - International Center for Finance
Date Posted: January 12, 2004
Working Paper Series
511 downloads

Incl. Electronic Paper The Behavior of Individual Investors
Brad M. Barber and Terrance Odean
University of California, Davis and University of California, Berkeley - Haas School of Business
Date Posted: June 27, 2011
Last Revised: January 06, 2012
Working Paper Series
4698 downloads

The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures
J. OF MONEY, CREDIT, AND BANKING, Vol. 28 No. 3, August 1996
Narasimhan Jegadeesh and George Pennacchi
Emory University - Department of Finance and University of Illinois
Date Posted: May 04, 2000
Accepted Paper Series

Incl. Electronic Paper The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008
Alberto Manconi , Massimo Massa and Ayako Yasuda
Tilburg University , INSEAD - Finance and University of California, Davis - Graduate School of Management
Date Posted: August 17, 2010
Working Paper Series
83 downloads

The Behavior of Stock Prices Around Institutional Trades
JOURNAL OF FINANCE, Vol 50 No. 4, September 1995
Louis K.C. Chan and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign
Date Posted: August 25, 1998
Accepted Paper Series

Incl. Electronic Paper The Behavior of the International Implied Volatility Indexes
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: October 03, 2006
Working Paper Series
339 downloads

The Behaviour of Discounts on Closed-End Mutual Funds in the UK and US
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Swansea University - Department of Business & Economics
Date Posted: March 13, 2010
Working Paper Series

Incl. Electronic Paper The Behaviour of Government of Canada Real Return Bond Returns: An Empirical Study
2005 Annual Conference of the Administrative Sciences Association of Canada, Finance Division, Vol. 26, No. 1, pp. 47-58, May 2005
David W. Peters
Peters Financial Consulting
Date Posted: August 02, 2005
Accepted Paper Series
224 downloads

Incl. Electronic Paper The Behaviour of Implied Volatility Surface: Evidence from Crude Oil Futures Options
Amine Bouden
University of Paris II Pantheon-Assas - ERMES
Date Posted: September 15, 2006
Working Paper Series
631 downloads

Incl. Electronic Paper The Behaviour of Small Cap vs. Large Cap Stocks in Recessions and Recoveries: Empirical Evidence for the United States and Canada
North American Journal of Economics and Finance, Vol. 21, pp. 332-346, 2010
Lorne N. Switzer
Concordia University, Quebec - Department of Finance
Date Posted: October 03, 2011
Accepted Paper Series
355 downloads

The Behaviour of the Distributions of Stock Returns: An Analysis of the European Market Using the Pearson System of Continuous Probability Distributions
Applied Financial Economics, Vol. 22, No. 20, 2012
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”
Date Posted: May 13, 2012
Accepted Paper Series

Incl. Electronic Paper The Beliefs of Others - Naive Realism and Investment Decisions
WFA 2011 Santa Fe Meetings Paper
Daniel P. Egan , Christoph Merkle and Martin Weber
Barclays Wealth , University of Mannheim - Department of Banking and Finance and University of Mannheim - Department of Banking and Finance
Date Posted: March 17, 2010
Last Revised: December 15, 2012
Working Paper Series
139 downloads

Incl. Electronic Paper The Benchmark U.S. Treasury Market: Recent Performance and Possible Alternatives
Economic Policy Review, Vol. 6, No. 1, April 2000
Michael J. Fleming
Federal Reserve Bank of New York
Date Posted: March 08, 2006
Accepted Paper Series
166 downloads

Incl. Electronic Paper The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis
FCN Working Paper No. 5/2009
Günther Westner and Reinhard Madlener
RWTH Aachen University - E.ON Energy Research Center and RWTH Aachen University
Date Posted: June 04, 2010
Last Revised: July 01, 2010
Working Paper Series
61 downloads

Incl. Electronic Paper The Benefits and Costs of Transparency: A Model of Disclosure Based Regulation
David Weil
Boston University School of Management
Date Posted: July 17, 2002
Working Paper Series
1998 downloads

Incl. Electronic Paper The Benefits of Capture
Wake Forest Law Review, Vol. 47, No. 2, 2012, UC Hastings Research Paper No. 5
Dorit Rubinstein Reiss
University of California Hastings College of the Law
Date Posted: August 03, 2011
Last Revised: November 21, 2012
Accepted Paper Series
95 downloads

Incl. Electronic Paper The Benefits of Decoupling Financial Reporting from Bank Capital Regulation
Guoxiang Song
University of Greenwich - Accounting and Finance
Date Posted: November 07, 2011
Last Revised: June 27, 2012
Working Paper Series
84 downloads

The Benefits of Dynamically Hedging the Toronto 35 Stock Index
Canadian Journal of Administrative Sciences, Vol. 14, pp. 69-78, 1997
Louis Gagnon and Greg Lypny
Queen's University (Canada) - School of Business and Concordia University, Quebec - John Molson School of Business
Date Posted: September 20, 2004
Accepted Paper Series

Incl. Electronic Paper The Benefits of Financial Markets: A Case Study of European Football Clubs
Dirk G. Baur and Conor McKeating
University of Technology, Sydney (UTS) - School of Finance and Economics and Dublin City University
Date Posted: January 27, 2009
Last Revised: February 02, 2009
Working Paper Series
467 downloads


 

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