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SSRN eLibrary Statistics:
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484,422
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393,787
Authors:
226,737
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68,988
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JEL Code: G1
12,989,953 Total downloads
Showing Papers 29,351 - 29,400 of 36,695
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Multivariate GARCH Models: A Survey
CORE Discussion Paper No. 2003/31
Luc Bauwens ,
Sébastien Laurent and
J. V. K. Rombouts
Université catholique de Louvain
,
Maastricht University - Department of Quantitative Economics
and
HEC Montreal
Date Posted: August 06, 2003
Working Paper Series
1783 downloads
Government Bonds in Domestic and Foreign Currency: The Role of Institutional Factors
World Bank Policy Research Working Paper No. 2986
Stijn Claessens ,
Daniela Klingebiel and
Sergio L. Schmukler
International Monetary Fund (IMF)
,
World Bank - Policy Unit
and
World Bank - Development Research Group (DECRG)
Date Posted: August 06, 2003
Working Paper Series
239 downloads
Bounds for Exotics
George L. Ye
Saint Mary's University - Sobey School of Business
Date Posted: August 06, 2003
Last Revised: June 15, 2011
Working Paper Series
224 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
The Determinants of Insiders' Selling at Initial Public Offerings: An Empirical Analysis
Northwestern University Finance Working Paper
Arik Ben Dor
affiliation not provided to SSRN
Date Posted: August 06, 2003
Working Paper Series
272 downloads
The Neglected Effect of Fiscal Policy on Stock and Bond Returns
EFA 2003 Annual Conference Paper No. 201; UCLA, Anderson School of Management Working Paper, FEUNL Working Paper No. 413
José Tavares and
Rossen I. Valkanov
Universidad Nova de Lisboa - Faculdade de Economia
and
University of California, San Diego (UCSD) - Rady School of Management
Date Posted: August 06, 2003
Working Paper Series
425 downloads
Market Timing by Global Fund Managers
Debra A. Glassman and
Leigh A. Riddick
University of Washington - Michael G. Foster School of Business
and
American University - Kogod School of Business
Date Posted: August 05, 2003
Working Paper Series
515 downloads
Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?
Bank of Canada Working Paper No. 2003-6
Michael R. King and
Dan Segal
University of Western Ontario - Richard Ivey School of Business
and
Interdisciplinary Center (IDC) Herzliyah
Date Posted: August 05, 2003
Working Paper Series
269 downloads
Incomplete Consumption Risk Sharing and Currency Risk Premiums
Review of Financial Studies, 2003, 16(3), 983-1005
Sergei Sarkissian
McGill University
Date Posted: August 05, 2003
Last Revised: April 27, 2012
Accepted Paper Series
International Mutual Fund Flow and Local Markets: The Case of U.K. Units and OEICs
KSRI Working Paper No. 03-01
Kwangsoo Ko
and
Moongyum Kim
Korea Securities Research Institute (KSRI)
and
Soongsil University - Small Business Administration
Date Posted: August 04, 2003
Working Paper Series
256 downloads
Stock Return Predictability and Asset Pricing Models
Review of Financial Studies, Forthcoming
Doron Avramov
Hebrew University of Jerusalem
Date Posted: August 04, 2003
Accepted Paper Series
Shareholder Value Creators and Shareholder Value Destroyers in Europe. Year 2002
Pablo Fernandez and
Alvaro Villanueva
University of Navarra - IESE Business School
and
University of Navarra - IESE Business School
Date Posted: August 04, 2003
Working Paper Series
532 downloads
The Importance of the Loss Function in Option Valuation
EFA 2003 Annual Conference Paper No. 604
Peter Christoffersen and
Kris Jacobs
University of Toronto - Rotman School of Management
and
University of Houston - C.T. Bauer College of Business
Date Posted: August 03, 2003
Working Paper Series
422 downloads
Pricing Options with American Style Average Reset Features
U. of Lancaster Dept. of Accounting & Finance WP No. 2000/015
Chuang-Chang Chang ,
Mark B. Shackleton and
San-Lin Chung
National Central University at Taiwan - Department of Finance
,
Lancaster University - Department of Accounting and Finance
and
National Central University at Taiwan - Department of Finance
Date Posted: August 03, 2003
Working Paper Series
The Impact of Non-Normality Risks and Tactical Trading on Hedge Fund Alphas
EFA 2003 Glasgow, Cass Business School Finance Working Paper No. WP-FF-21-2005
Joelle Miffre
EDHEC Business School
Date Posted: August 03, 2003
Working Paper Series
1892 downloads
Disclosure, Corporate Governance, and the Cost of Equity Capital: Evidence from Asia's Emerging Markets
Kevin C. W. Chen ,
K. C. John Wei and
Zhihong Chen
Hong Kong University of Science and Technology
,
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
City University of Hong Kong
Date Posted: August 03, 2003
Working Paper Series
2855 downloads
Liquidity and Expected Returns: Lessons from Emerging Markets
AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 690
Geert Bekaert ,
Campbell R. Harvey and
Christian T. Lundblad
Columbia Business School - Finance and Economics
,
Duke University - Fuqua School of Business
and
University of North Carolina Kenan-Flagler Business School
Date Posted: August 03, 2003
Working Paper Series
2773 downloads
Recapitalization of One Class of Common Stock into Dual-class: Growth and Long-run Stock Returns
Valentin Dimitrov and
Prem C. Jain
Rutgers, The State University of New Jersey - Accounting & Information Systems
and
Georgetown University - Department of Accounting and Business Law
Date Posted: August 02, 2003
Working Paper Series
455 downloads
The Breadth of Ownership and the Production of Information
EFA 2003 Annual Conference Paper No. 261
Joel Peress
INSEAD - Finance
Date Posted: August 01, 2003
Working Paper Series
167 downloads
Comparing Possible Proxies of Corporate Bond Liquidity
Journal of Banking and Finance, Vol. 29, No. 6, pp. 1331-1358, 2005, EFA 2003 Annual Conference Paper No. 298
Patrick Houweling ,
Albert Mentink
and
Ton Vorst
Robeco Quantitative Strategies
,
AEGON Group - AEGON Asset Management
and
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: August 01, 2003
Accepted Paper Series
1398 downloads
Political Events and the Stock Market: Evidence from Israel
International Journal of Business, Vol. 8, No. 3, 2003
Tzachi Zach
Ohio State University (OSU) - Fisher College of Business
Date Posted: August 01, 2003
Accepted Paper Series
276 downloads
A Study of the Indian Corporate Bond Market
Money & Finance, Vol. 2, No. 12, January-March 2003
Suchismita Bose and
Dipankor Coondoo
ICRA Ltd
and
Indian Statistical Institute, New Delhi - Economic Research Unit
Date Posted: August 01, 2003
Accepted Paper Series
1558 downloads
Liquidity and Credit Risk
EFA 2003 Glasgow
Jan Ericsson and
Olivier Renault
McGill University
and
University of Warwick Business School - Financial Econometrics Research Centre
Date Posted: August 01, 2003
Working Paper Series
3635 downloads
Rating the Rating Agencies: Anticipating Currency Crises or Debt Crises?
IMF Working Paper No. 03/122
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: August 01, 2003
Working Paper Series
382 downloads
Have World, Country and Industry Risk Changed Over Time? An Investigation of the Developed Stock Markets Volatility
AFA 2004 San Diego Meetings
Miguel A. Ferreira and
Paulo M. Gama
Nova School of Business and Economics
and
University of Coimbra
Date Posted: July 31, 2003
Working Paper Series
644 downloads
Are Different-Currency Assets Imperfect Substitutes?
CESifo Working Paper Series No. 978
Martin D.D. Evans and
Richard K. Lyons
Georgetown University - Department of Economics
and
University of California, Berkeley
Date Posted: July 31, 2003
Working Paper Series
99 downloads
Propensity Score Matching and the New Issues Puzzle
Yingmei Cheng
Florida State University - College of Business
Date Posted: July 31, 2003
Working Paper Series
555 downloads
When is Inter-Transaction Time Informative?
FRB of Chicago Working Paper No. 2003-04
Craig Furfine
Kellogg School of Management
Date Posted: July 31, 2003
Working Paper Series
69 downloads
News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns
Journal of Finance, April 2004
John M. Maheu and
Thomas H. McCurdy
McMaster University - Michael G. DeGroote School of Business
and
University of Toronto - Rotman School of Management
Date Posted: July 31, 2003
Accepted Paper Series
Correlated Trading and Location
13th Annual Utah Winter Finance Conference; 5th Annual Texas Finance Festival
Lei Feng
and
Mark S. Seasholes
Harvard Business School
and
Hong Kong University of Science & Technology (HKUST)
Date Posted: July 31, 2003
Working Paper Series
326 downloads
Foreign Exchange Intervention and the Australian Dollar: Has It Mattered?
IMF Working Paper No. 03/99
Hali J. Edison ,
Paul Anthony Cashin and
Hong Liang
International Monetary Fund (IMF) - Research Department
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: July 31, 2003
Working Paper Series
324 downloads
Overconfidence and Speculative Bubbles
13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Jose A. Scheinkman and
Wei Xiong
Princeton University - Department of Economics
and
Princeton University - Department of Economics
Date Posted: July 31, 2003
Working Paper Series
1783 downloads
The Risk Management of Minimum Return Guarantees
BuR Business Research Journal, Vol. 1, No. 1 May 2008
Antje Brigitte Mahayni and
Erik Schlogl
Mercator School of Management
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: July 31, 2003
Accepted Paper Series
568 downloads
Short Sales Constraints and Momentum in Stock Returns
Ashiq Ali and
Mark A. Trombley
University of Texas at Dallas - Naveen Jindal School of Management
and
University of Arizona - Eller College of Management
Date Posted: July 30, 2003
Working Paper Series
732 downloads
Volatility Smile Adjustment in the Pricing of Some European Derivatives
Banque & Marches, Vol. 62, January-February 2003
Etienne de Malherbe
BNP Paribas, London
Date Posted: July 30, 2003
Accepted Paper Series
Commonality in Liquidity: Transmission of Liquidity Shocks Across Investors and Securities
Journal of Financial Intermediation, Vol. 12, pp. 233-254, 2003
Chitru S. Fernando
University of Oklahoma - Michael F. Price College of Business
Date Posted: July 30, 2003
Accepted Paper Series
Location of Trade, Ownership Restrictions, and Market Illiquidity: Examining Chinese A- and H-Shares
Journal of Banking and Finance, Forthcoming
Steven Shuye Wang and
Li Jiang
Hong Kong Polytechnic University - School of Accounting and Finance
and
Hong Kong Polytechnic University
Date Posted: July 30, 2003
Accepted Paper Series
Location of Trade, Ownership Restrictions, and Market Illiquidity: Examining Chinese A- and H-Shares
Steven Shuye Wang and
Li Jiang
Hong Kong Polytechnic University - School of Accounting and Finance
and
Hong Kong Polytechnic University
Date Posted: July 30, 2003
Working Paper Series
387 downloads
Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts
Journal of Futures Markets, pp. 455-486, May 2003
Charlie Charoenwong
Nanyang Technological University (NTU)
Date Posted: July 29, 2003
Accepted Paper Series
Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts
Charlie Charoenwong
Nanyang Technological University (NTU)
Date Posted: July 29, 2003
Working Paper Series
203 downloads
Why Does Shareholder Wealth Increase When Non-U.S. Firms Announce Their Listing in the U.S.?
Dong Wook Lee
Korea University Business School
Date Posted: July 29, 2003
Working Paper Series
567 downloads
Towards a New Theory on Market Timing
Monash University Working Paper
Vijaya B. Marisetty and
George Woodward
RMIT University
and
University of Colorado at Colorado Springs
Date Posted: July 28, 2003
Working Paper Series
510 downloads
Feedback and the Success of Irrational Investors
Journal of Financial Economics, Vol. 81, No. 2, pp. 311-338, August 2006, Dice Center Working Paper No. 2003-22
David A. Hirshleifer ,
Avanidhar Subrahmanyam and
Sheridan Titman
University of California, Irvine - Paul Merage School of Business
,
University of California, Los Angeles (UCLA) - Finance Area
and
University of Texas at Austin - Department of Finance
Date Posted: July 28, 2003
Last Revised: December 13, 2008
Working Paper Series
807 downloads
The Investor Recognition Hypothesis: International Evidence and Determinants
AFA 2004 San Diego Meetings; University of Texas at Austin Working Paper
Ron Kaniel ,
Dong Li and
Laura T. Starks
University of Rochester - Simon Graduate School of Business
,
University of Texas at Austin - Department of Economics
and
University of Texas at Austin - Department of Finance
Date Posted: July 28, 2003
Working Paper Series
545 downloads
Vertical Spread Design
Louis H. Ederington and
J. Scott Chaput
University of Oklahoma - Division of Finance
and
University of Otago - Department of Finance and Quantitative Analysis
Date Posted: July 28, 2003
Working Paper Series
421 downloads
Price Dividend Models, Expectations Formation, and Monetary Policy
HWWA Discussion Paper No. 217
Nico Valckx
International Monetary Fund (IMF)
Date Posted: July 28, 2003
Working Paper Series
193 downloads
Earnings Expectations and Investor Clienteles
AFA 2004 San Diego Meetings; Mendoza College of Business Working Paper
Robert H. Battalio and
Richard R. Mendenhall
University of Notre Dame - Department of Finance
and
University of Notre Dame - Department of Finance
Date Posted: July 28, 2003
Working Paper Series
301 downloads
Recurrence Quantification Analysis of Wavelet Pre-Filtered Index Returns
University of Durham Economics and Finance Working Paper
Antonios Antoniou and
Costas E. Vorlow
Wealth Associates
and
University of Durham - Durham Business School
Date Posted: July 28, 2003
Working Paper Series
Sources of Over-Performance in Equity Markets: Mean Reversion, Common Trends and Herding
ISMA Centre Working Paper No. DP2003-08
Carol Alexander and
Anca Dimitriu
University of Reading - ICMA Centre
and
University of Reading - ISMA Centre
Date Posted: July 27, 2003
Working Paper Series
590 downloads
Stock Return Cross-Autocorrelations and Market Conditions in Japan
Allaudeen Hameed and
Yuanto Kusnadi
National University of Singapore (NUS) - Department of Finance
and
City University of Hong Kong - Department of Accountancy
Date Posted: July 27, 2003
Working Paper Series
233 downloads
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