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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
Papers Received in
  Last 12 months:
68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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


SSRN eLibrary Search Results
JEL Code: G1
12,982,804 Total downloads
Showing Papers 29,101 - 29,150 of 36,690
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Incl. Electronic Paper An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?
FEDS Working Paper No. 2003-42
Chris Downing , Richard Stanton and Nancy Wallace
Rice University, Jesse H. Jones Graduate School of Business , University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Date Posted: October 17, 2003
Working Paper Series
500 downloads

Incl. Electronic Paper Asset Pricing Implications of Benchmarking: A Two-Factor CAPM
UPF Economics and Business Working Paper No. 693
Juan-Pedro Gomez and Fernando Zapatero
IE Business School and University of Southern California - Marshall School of Business
Date Posted: October 17, 2003
Working Paper Series
385 downloads

Incl. Electronic Paper The Fall of Enron
Harvard NOM Working Paper No. 03-38
Krishna Palepu and Paul M. Healy
Harvard University - Harvard Business School and Harvard Business School
Date Posted: October 17, 2003
Accepted Paper Series
9575 downloads

Incl. Electronic Paper Why Do Investors Still Hope? The Soviet Repudiation Puzzle (1918-1919)
Centre Bernheim ULB Working Paper No. 03-010
Kim Oosterlinck
Université Libre de Bruxelles - Centre Bernheim, Solvay Business School
Date Posted: October 15, 2003
Working Paper Series
101 downloads

Incl. Electronic Paper Holding Period Return-Risk Modeling: Ambiguity in Estimation
ERIM Report Series Reference No. ERS-2003-063-F&A
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: October 15, 2003
Working Paper Series
357 downloads

Incl. Electronic Paper Fat Tails in Power Prices
ERIM Report Series Reference No. ERS-2003-059-F&A
Ronald Huisman and C. Huurman
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: October 15, 2003
Working Paper Series
418 downloads

Incl. Electronic Paper Holding Period Return-Risk Modeling: The Importance of Dividends
ERIM Report Series Reference No. ERS-2003-064-F&A
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: October 15, 2003
Working Paper Series
354 downloads

Incl. Electronic Paper Small and Large Trades Around Earnings Announcements: Does Trading Behavior Explain Post-Earnings-Announcement Drift?
Devin M. Shanthikumar
University of California, Irvine - Paul Merage School of Business
Date Posted: October 15, 2003
Working Paper Series
602 downloads

Incl. Electronic Paper Individual Preferences, Monetary Gambles and the Equity Premium
AFA 2004 San Diego Meetings
Nicholas Barberis , Ming Huang and Richard H. Thaler
Yale School of Management , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Date Posted: October 14, 2003
Working Paper Series
692 downloads

Incl. Electronic Paper Income Trusts - Understanding the Issues
Bank of Canada Working Paper No. 2003-25
Michael R. King
University of Western Ontario - Richard Ivey School of Business
Date Posted: October 14, 2003
Working Paper Series
373 downloads

Incl. Electronic Paper Does One Size Fit All?: A Reexamination of the Finance and Growth Relationship
Felix K. Rioja and Neven T. Valev
Georgia State University - Department of Economics and Georgia State University - Department of Economics
Date Posted: October 14, 2003
Working Paper Series
242 downloads

Do Stock Price Indices Respond Asymmetrically?
Journal of Asian Economics, Vol. 14, No. 4
Joshua Seungwook Bahng and Seung-Myo Shin
affiliation not provided to SSRN and Chungbuk National University - College of Business Administration
Date Posted: October 14, 2003
Accepted Paper Series

Incl. Electronic Paper Regional Financial Crises and Equity Market Reactions: The Case of East Asia
International Journal of Business, Vol. 8, No. 1, 2003
Bahram Adrangi , Kambiz Raffiee and Todd M. Shank
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration , University of Nevada, Reno - College of Business Administration - Department of Economics and University of South Florida - College of Business
Date Posted: October 13, 2003
Accepted Paper Series
196 downloads

Incl. Electronic Paper Are Share Price Levels Informative? Evidence from the Ownership, Pricing, Turnover, and Performance of IPO Firms
Chitru S. Fernando , Srinivasan Krishnamurthy and Paul A. Spindt
University of Oklahoma - Michael F. Price College of Business , NC State University and Tulane University - A.B. Freeman School of Business
Date Posted: October 13, 2003
Working Paper Series
833 downloads

Incl. Electronic Paper Country Spreads and Emerging Countries: Who Drives Whom?
Martin Uribe and Zhanwei Vivian Yue
Columbia University - Graduate School of Arts and Sciences - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: October 13, 2003
Working Paper Series
345 downloads

Incl. Fee Electronic Paper The Value Relevance of Foreign Income: An Australian, Canadian, and British Comparison
Journal of International Financial Management & Accounting, Vol. 14, pp. 171-193, October 2003
Gordon M. Bodnar , Lee-Seok Hwang and Joseph Weintrop
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) , Seoul National University - College of Business Administration and City University of New York - Baruch College - Stan Ross Department of Accountancy
Date Posted: October 12, 2003
Accepted Paper Series
27 downloads

Incl. Electronic Paper Optimal Credit Limit Management Under Different Information Regimes
Markus Leippold , Paolo Vanini and Silvan Ebnöther
University of Zurich - Department of Banking and Finance , Zurich Cantonal Bank and Zurich Cantonal Bank
Date Posted: October 12, 2003
Working Paper Series
618 downloads

Incl. Electronic Paper Stock Trading, Information Production and Incentive Pay
Qiang Kang and Qiao Liu
University of Hong Kong - School of Economics and Finance and University of Hong Kong - School of Economics and Finance
Date Posted: October 12, 2003
Working Paper Series
170 downloads

Incl. Electronic Paper Intrinsic Bubbles and Fat Tails in Stock Prices
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 12, 2003
Working Paper Series
134 downloads

Global Evidence on the Equity Risk Premium
Journal of Applied Corporate Finance, Vol. 15, No. 4, Summer 2003
Elroy Dimson , Paul Marsh and Mike Staunton
London Business School , London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Date Posted: October 11, 2003
Accepted Paper Series

Incl. Electronic Paper The CTRW in Finance: Direct and Inverse Problems
Jaume Masoliver , Miquel Montero , Josep Perelló and George H. Weiss
University of Barcelona - Department of Physics , University of Barcelona - Department de Física Fonamental , University of Barcelona - Department of Physics and Government of the United States of America - Center for Information Technology
Date Posted: October 10, 2003
Working Paper Series
97 downloads

Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables
Journal of Risk Finance, Vol. 4, No. 4, pp. 6-17, Summer 2003
Hipòlit Torró , Vicente Meneu and Enric Valor
University of Valencia , University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Date Posted: October 10, 2003
Accepted Paper Series

Measuring Value at Risk under the Conditional Edgeworth-Sargan Distribution
Finance Letters, Vol. 1, No. 3, 2003
Javier Perote and Esther Del Brio
Universidad Rey Juan Carlos - Department Economia and University of Salamanca - Administracion y Economia de la Empresa
Date Posted: October 10, 2003
Accepted Paper Series

Incl. Electronic Paper Shareholder Value, Financial Conservatism, and Auditor Independence
Duke Law Journal, Vol. 53, No. 2
William W. Bratton
Institute for Law and Economics, University of Pennsylvania Law School
Date Posted: October 10, 2003
Accepted Paper Series
759 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: October 09, 2003
Working Paper Series
976 downloads

Incl. Electronic Paper Mean-Reversion Across MENA Stock Markets: Implications for Derivative Pricing
International Journal of Business, Vol. 8, No. 3, 2003
Sam Hakim and Simon Neaime
Pepperdine University - Seaver College and American University of Beirut - New York Office
Date Posted: October 09, 2003
Accepted Paper Series
192 downloads

Incl. Electronic Paper High Return Correlations in Emerging Markets: Are They Symptoms of Exploitable Arbitrage and Massive Market Inefficiency? Evidence from Germany, Mexico, Thailand and Turkey
James Kurt Dew
Independent
Date Posted: October 09, 2003
Working Paper Series
207 downloads

Incl. Electronic Paper Hedging Currencies with Hindsight and Regret
Meir Statman and Kenneth L. Fisher
Santa Clara University - Department of Finance and Fisher Investments, Inc.
Date Posted: October 09, 2003
Working Paper Series
417 downloads

Incl. Electronic Paper Financial Integration of Stock Markets in the Gulf: A Multivariate Cointegration Analysis
International Journal of Business, Vol. 8, No. 3, 2003
Aqil Mohammed Hadi Hassan
United Arab Emirates University - Department of Economics
Date Posted: October 09, 2003
Accepted Paper Series
525 downloads

Incl. Electronic Paper 'Interest Rates as Options': Assessing the Markets' View of the Liquidity Trap
FEDS Working Paper No. 2003-45
Antulio N. Bomfim
affiliation not provided to SSRN
Date Posted: October 09, 2003
Working Paper Series
143 downloads

Impact of the Penny Stock Reform Act of 1990 on the IPO Market
Journal of Law & Economics, Forthcoming
Randolph P. Beatty and Padmaja Kadiyala
University of Southern California - Leventhal School of Accounting and Pace University - Lubin School of Business
Date Posted: October 09, 2003
Accepted Paper Series

Incl. Electronic Paper Review of John Cochrane's 'Asset Pricing'
CWF Working Paper No. 03-07
Craig W. French
SportSafety Labs, LLC
Date Posted: October 09, 2003
Working Paper Series
828 downloads

Incl. Electronic Paper Using Treasury 'Repurchase' Shares to Stabilize Stock Markets
International Journal of Business, Vol. 8, No. 4, 2003
Nidal Rashid Sabri
Birzeit University
Date Posted: October 09, 2003
Accepted Paper Series
1746 downloads

Incl. Electronic Paper Dividend Changes Do Not Signal Changes in Future Profitability
Gustavo Grullon , Roni Michaely , Shlomo Benartzi and Richard H. Thaler
Rice University - Jesse H. Jones Graduate School of Business , Cornell University - Samuel Curtis Johnson Graduate School of Management , University of California at Los Angeles and University of Chicago - Booth School of Business
Date Posted: October 08, 2003
Working Paper Series
2051 downloads

On Trees and Logs
Journal of Economic Theory, Vol. 116, pp. 41-83, 2004
Anna Pavlova and David Cass (deceased)
London Business School and Deceased
Date Posted: October 08, 2003
Accepted Paper Series

Incl. Electronic Paper The Market Price of Credit Risk: The Impact of Asymmetric Information
Kay Giesecke and Lisa R. Goldberg
Stanford University - Management Science & Engineering and University of California at Berkeley
Date Posted: October 08, 2003
Last Revised: April 21, 2009
Working Paper Series
960 downloads

Incl. Electronic Paper A Reality Check on Hedge Funds Returns
Nolke Posthuma and Pieter Jelle van der Sluis
ABP Investments - Research Department and APG Asset Management, GTAA Fund
Date Posted: October 07, 2003
Working Paper Series
3409 downloads

Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility Surface
Humboldt-University Berlin SFB 373 Discussion Paper No. 2003-25
Matthias R. Fengler and Qihua Wang
University of St. Gallen - School of Economics and Political Science and AMSS
Date Posted: October 07, 2003
Working Paper Series

Incl. Electronic Paper War and Emerging Market Default Risk: The Case of India and the Iraqi Invasion of Kuwait
International Journal of Business, Vol. 8, No. 4, 2003
Ephraim Clark and Geeta Lakshmi
Middlesex University - SKEMA LSMRC Research Center and University of Nottingham
Date Posted: October 06, 2003
Accepted Paper Series
106 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2002
EBRI Issue Brief, No. 261, September 2003
Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: October 06, 2003
Accepted Paper Series
42 downloads

Incl. Electronic Paper Trading with Asymmetric Volatility Spillovers
University of Valencia Financial Economics Working Paper
Ángel Pardo Tornero and Hipòlit Torró
University of Valencia - Department of Financial Economics and University of Valencia
Date Posted: October 06, 2003
Working Paper Series
238 downloads

Incl. Electronic Paper The Value of Client Access to Analyst Recommendations
AFA 2004 San Diego Meetings; Emory University Goizueta Business School Working Paper
T. Clifton Green
Emory University - Goizueta Business School
Date Posted: October 06, 2003
Working Paper Series
465 downloads

Incl. Fee Electronic Paper Market Indeterminacy
Journal of Corporation Law, Vol. 28, 2003
Alon P. Brav and J.B. Heaton III
Duke University - Fuqua School of Business and Bartlit Beck Herman Palenchar & Scott LLP
Date Posted: October 06, 2003
Accepted Paper Series
17 downloads

Incl. Electronic Paper Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic
International Journal of Business, Vol. 8, No. 4, 2003
Jean-Luc Prigent and Philippe Bertrand
University of Cergy-Pontoise - ThEMA and IAE Aix-en-Provence, Aix Marseille University, CERGAM
Date Posted: October 06, 2003
Accepted Paper Series
1614 downloads

Incl. Electronic Paper Does Stock Return Momentum Explain the 'Smart Money' Effect?
Journal of Finance, Vol. 59, pp. 2605-2622, 2004
Travis Sapp and Ashish Tiwari
Iowa State University - Department of Finance and University of Iowa
Date Posted: October 06, 2003
Last Revised: August 10, 2009
Accepted Paper Series
232 downloads

Incl. Electronic Paper The Tech Industry or the Regulated Industry: Which One has the True Glamour Stocks?
Stephen John Ciccone and Thomas A. Rocco
University of New Hampshire - Department of Accounting & Finance and University of New Hampshire
Date Posted: October 06, 2003
Working Paper Series
171 downloads

Incl. Electronic Paper Contagion: An Empirical Test
FRB International Finance Discussion Paper No. 775
Jon Wongswan
Phatra Securities
Date Posted: October 06, 2003
Working Paper Series
206 downloads

Incl. Electronic Paper Estimation of Uncertainty in the Pricing of Weather Options
Stephen Jewson
Risk Management Solutions
Date Posted: October 06, 2003
Working Paper Series
418 downloads

Incl. Electronic Paper Optimal Control and Hedging of Operations in the Presence of Financial Markets
Rene Caldentey and Martin Haugh
New York University (NYU) - Department of Information, Operations, and Management Sciences and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: October 05, 2003
Working Paper Series
292 downloads

Incl. Electronic Paper Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
Anderson School of Management Working Paper and UNC Department of Economics Working Paper
Eric Ghysels , Pedro Santa-Clara and Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Department of Economics , Nova School of Business and Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: October 05, 2003
Working Paper Series
579 downloads


 

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