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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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  Last 12 months: 		68,998

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To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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  References: 		238,027
Total References: 8,463,775
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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,900 Total downloads
Showing Papers 2,951 - 3,000 of 13,809
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Incl. Electronic Paper Long Memory Affine Term Structure Models
Adam Golinski and Paolo Zaffaroni
University of York and affiliation not provided to SSRN
Date Posted: March 21, 2011
Last Revised: November 07, 2012
Working Paper Series
112 downloads

Incl. Electronic Paper Discovering the Ecosystem of an Electronic Financial Market with a Dynamic Machine-Learning Method
 Shawn Mankad , George Michailidis and Andrei A. Kirilenko
Statistics Department, University of Michigan , University of Michigan at Ann Arbor and MIT Sloan School of Management
Date Posted: March 21, 2011
Last Revised: November 10, 2012
Working Paper Series
78 downloads

Incl. Electronic Paper Discovering the Ecosystem of an Electronic Financial Market with a Dynamic Machine-Learning Method
AFA 2012 Chicago Meetings Paper
 Shawn Mankad , George Michailidis and Andrei A. Kirilenko
Statistics Department, University of Michigan , University of Michigan at Ann Arbor and MIT Sloan School of Management
Date Posted: March 21, 2011
Last Revised: November 10, 2012
Working Paper Series
216 downloads

Incl. Electronic Paper Amplification of Uncertainty in Illiquid Markets
AFA 2012 Chicago Meetings Paper
 Elias Albagli
University of Southern California - Marshall School of Business
Date Posted: March 21, 2011
Last Revised: November 04, 2011
Working Paper Series
178 downloads

Incl. Electronic Paper Are Real Estate Investment Trusts (REITs) an Inflation Hedge?
 Bong-Soo Lee and Gwangheon Hong
Florida State University and Sogang University
Date Posted: March 21, 2011
Working Paper Series
160 downloads

Incl. Electronic Paper Asset Pricing with Extrapolative Expectations and Production
AFA 2012 Chicago Meetings Paper
 David A. Hirshleifer and Jianfeng Yu
University of California, Irvine - Paul Merage School of Business and University of Minnesota
Date Posted: March 21, 2011
Last Revised: March 04, 2013
Working Paper Series
102 downloads

Incl. Electronic Paper Business Cycle and Interest Rates: Pricing and Risk Management under a New Term Structure Model
 Manuel Moreno and Federico Platania
University of Castilla-La Mancha and University of Castilla-La Mancha
Date Posted: March 21, 2011
Working Paper Series
91 downloads

Incl. Electronic Paper Can Investors’ Horizons Influence Firm-Specific Crash Risk?
 Hui Zhu , Samir Saadi and Yang Ni
University of Calgary - Haskayne School of Business , Queen's School of Business and Shanghai Jiao Tong University (SJTU)
Date Posted: March 21, 2011
Last Revised: January 05, 2013
Working Paper Series
124 downloads

Conditions for the Existence of a Canonical Representation of Affine Models
 Raul Gonzalez
University of Geneva
Date Posted: March 21, 2011
Working Paper Series

Incl. Electronic Paper Distress Risk, Stock Returns, and the 1978 Bankruptcy Reform Act
 Dirk Hackbarth , Rainer F. H. Haselmann and David Schoenherr
University of Illinois at Urbana-Champaign - College of Business , Bonn University and London Business School - Department of Finance
Date Posted: March 21, 2011
Last Revised: January 18, 2013
Working Paper Series
208 downloads

Incl. Electronic Paper Forecasting the Equity Risk Premium: The Role of Technical Indicators
 Christopher J. Neely , David Rapach , Jun Tu and Guofu Zhou
Federal Reserve Bank of St. Louis - Research Division , Saint Louis University - John Cook School of Business , Singapore Management University and Washington University in St. Louis - Olin School of Business
Date Posted: March 21, 2011
Last Revised: October 16, 2012
Working Paper Series
363 downloads

Incl. Electronic Paper Imports, Exports, Dollar Exposures, and Stock Returns
Fordham University Schools of Business Research Paper No. 1787398
 Suparna Chakraborty , Yi Tang and Liuren Wu
University of San Francisco , Fordham University - School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 21, 2011
Working Paper Series
87 downloads

Incl. Electronic Paper Interest Rate Derivative Pricing when Banks are Risky and Markets are Illiquid
 Geoffrey R. Harris and Tao L. Wu
Illinois Institute of Technology - Stuart School of Business and Illinois Institute of Technology
Date Posted: March 21, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Losing Sight of the Trees for the Forest? Attention Shifts and Pairs Trading
 Heiko Jacobs and Martin Weber
University of Mannheim - Department of Business Administration and Finance, Especially Banking and University of Mannheim - Department of Banking and Finance
Date Posted: March 21, 2011
Last Revised: July 02, 2012
Working Paper Series
261 downloads

Incl. Electronic Paper Market Liquidity and Exposure of Hedge Funds
 Arjen Siegmann and Denitsa Stefanova
VU University Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam
Date Posted: March 21, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper Perspectives on Capital Market Anomalies
CONCEPTUAL FOUNDATIONS OF CAPITAL MARKET ANOMALIES. HANDBOOK OF INVESTMENT ANOMALIES, Len Zacks, ed., Wiley, Forthcoming
 Mozaffar Khan
University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: March 21, 2011
Last Revised: June 17, 2011
Accepted Paper Series
368 downloads

Incl. Electronic Paper Predicting Market Returns Using Aggregate Implied Cost of Capital
Journal of Financial Economics (JFE), Forthcoming
 Yan Li , David Ng and Bhaskaran Swaminathan
Temple University - Department of Finance , Cornell University and LSV Asset Management
Date Posted: March 21, 2011
Last Revised: March 25, 2013
Accepted Paper Series
376 downloads

Incl. Electronic Paper Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
AFA 2012 Chicago Meetings Paper
 Katya Malinova and Andreas Park
University of Toronto and University of Toronto - Department of Economics
Date Posted: March 21, 2011
Last Revised: November 24, 2011
Working Paper Series
98 downloads

Incl. Electronic Paper The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments
 Carles Vergara-Alert
IESE Business School
Date Posted: March 21, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper Time-Varying International Diversification and the Forward Premium
 Simon Scheuring and Benjamin Jonen
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 21, 2011
Last Revised: September 17, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Undiversifiable Returns in a CAPM Economy
University of Copenhagen Dept. of Economics Discussion Paper No. 01-08
 Peghe Braila and Claude Wampach
affiliation not provided to SSRN and Banque Generale du Luxembourg (BGL)
Date Posted: March 21, 2011
Working Paper Series
22 downloads

Incl. Electronic Paper Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction
 Song Han and Xing Zhou
Federal Reserve Board - Division of Research and Statistics and Rutgers, The State University of New Jersey - Department of Finance
Date Posted: March 20, 2011
Last Revised: April 27, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Does Changing Leverage Cause Miss-Specification of Long-Run Return Measures in Seasoned Equity Offerings?
 Robyn McLaughlin , Assem Safieddine and Georges Tsafack
Suffolk University - Department of Finance , American University of Beirut - School of Business and Suffolk University
Date Posted: March 20, 2011
Working Paper Series
28 downloads

Dynamic Asset Allocation with Stochastic Interest Rates and Transaction Costs
 Thomas Leirvik
University of Lugano - Institute of Finance
Date Posted: March 20, 2011
Working Paper Series

Incl. Electronic Paper Hard Times
AFA 2012 Chicago Meetings Paper
 John Y. Campbell , Stefano Giglio and Christopher Polk
Harvard University - Department of Economics , University of Chicago - Booth School of Business and London School of Economics
Date Posted: March 20, 2011
Last Revised: December 24, 2011
Working Paper Series
301 downloads

Investment Growth and the Relation Between Equity Value, Earnings, and Equity Book Value
Accounting Review, Vol. 86, No. 2, 2011
 Shengquan Hao , Qinglu Jin and Guochang Zhang
Shanghai Jiao Tong University (SJTU) , Shanghai University of Finance and Economics and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: March 20, 2011
Last Revised: December 08, 2012
Accepted Paper Series

Incl. Electronic Paper Price and Volatility Dynamics Implied by the VIX Term Structure
 Jin-Chuan Duan and Chung-Ying Yeh
National University of Singapore (NUS) - Business School and Risk Management Institute and National Chung Hsing University
Date Posted: March 20, 2011
Last Revised: March 16, 2012
Working Paper Series
237 downloads

Relative Firm Profitability and Stock Return Sensitivity to Industry-Level News
Accounting Review, Vol. 86, No. 4, 2011
 Shengquan Hao , Qinglu Jin and Guochang Zhang
Shanghai Jiao Tong University (SJTU) , Shanghai University of Finance and Economics and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: March 20, 2011
Accepted Paper Series

Incl. Electronic Paper Study of Herd Behavior Indexes in Brazilian Stock Mutual Funds
 Herbert Kimura and Leonardo Cruz Basso
Mackenzie Presbiterian University and Mackenzie Presbiterian University - Business Administration
Date Posted: March 20, 2011
Working Paper Series
105 downloads

Incl. Electronic Paper The Shrinking Space for Anomalies
Journal of Financial Research, Forthcoming
 George J. Jiang and Andrew (Jianzhong) Zhang
Washington State University and University of Nevada, Las Vegas - Department of Finance
Date Posted: March 19, 2011
Last Revised: February 20, 2013
Accepted Paper Series
214 downloads

Incl. Electronic Paper Creative Destruction and Asset Prices
 Joachim Grammig and Stephan Jank
Eberhard Karls Universitaet Tübingen and University of Cologne - Centre for Financial Research (CFR)
Date Posted: March 19, 2011
Last Revised: May 12, 2013
Working Paper Series
93 downloads

Incl. Electronic Paper A New January Barometer: The Index of Consumer Sentiment
 Zhongdong Chen and Phillip R. Daves
University of Tennessee, Knoxville and University of Tennessee, Knoxville - Department of Finance
Date Posted: March 19, 2011
Last Revised: April 14, 2011
Working Paper Series
62 downloads

Asset Pricing in an International Lucas Orchard with Dynamic Learning and Catching up with the Joneses under Agents’ Heterogeneous Expectations and Preferences
 Oliver Berndt
Goethe University Frankfurt, Graduate Program - Finance and Monetary Economics
Date Posted: March 19, 2011
Last Revised: January 31, 2013
Working Paper Series

Incl. Electronic Paper Cross-Market and Cross-Firm Effects in Implied Default Probabilities and Recovery Values
AFA 2012 Chicago Meetings Paper
 Jennifer S. Conrad , Robert F. Dittmar and Allaudeen Hameed
University of North Carolina Kenan-Flagler Business School , University of Michigan - Stephen M. Ross School of Business and National University of Singapore (NUS) - Department of Finance
Date Posted: March 19, 2011
Working Paper Series
188 downloads

Incl. Electronic Paper Debt Covenants and Bankruptcy Risk
 Sattar Mansi , Yaxuan Qi and John K. Wald
Virginia Polytechnic Institute & State University , City University of Hong Kong (CityUHK) - Department of Economics & Finance and University of Texas at San Antonio
Date Posted: March 19, 2011
Last Revised: April 20, 2012
Working Paper Series
172 downloads

Incl. Electronic Paper Evaluating the Rating of Stiftung Warentest: How Good are Mutual Fund Ratings and Can They Be Improved?
European Financial Management, Forthcoming
 Sebastian Müller and Martin Weber
University of Mannheim - Department of Business Administration and Finance, Especially Banking and University of Mannheim - Department of Banking and Finance
Date Posted: March 19, 2011
Last Revised: August 06, 2011
Accepted Paper Series
143 downloads

Incl. Electronic Paper Holding On For Good Times: The Information Content of the CEO's Voluntary Equity Exposure
 Tao Chen , Vidhi Chhaochharia and Rik Sen
Chinese University of Hong Kong (CUHK) - Department of Finance , University of Miami and Hong Kong University of Science and Technology
Date Posted: March 19, 2011
Last Revised: September 06, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Information Stages in Efficient Markets
 Farid AitSahlia and Joon-Hui Yoon
University of Florida - Department of Finance, Insurance and Real Estate and Hana Financial Group - Risk management team
Date Posted: March 19, 2011
Last Revised: April 08, 2013
Working Paper Series
70 downloads

Incl. Electronic Paper Pairing Market Risk and Credit Risk
 Isabel Figuerola-Ferretti and Ioannis G. Paraskevopoulos
Universidad Carlos III de Madrid - Department of Business Administration and Caja Madrid
Date Posted: March 19, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Predicting the Market Using Information from Equity Portfolio Returns
 Alex P. Taylor and Michael J. Brennan
Manchester Business School and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 19, 2011
Working Paper Series
96 downloads

Incl. Electronic Paper Regulating Conflicts of Interest: The Effect of Sanctions and Enforcement
Review of Finance (Forthcoming)
 Michel Dubois , Laurent Frésard and Pascal Dumontier
University of Neuchatel - Institute of Financial Analysis , University of Maryland - Robert H. Smith School of Business and University of Grenoble
Date Posted: March 19, 2011
Last Revised: March 31, 2013
Accepted Paper Series
72 downloads

Incl. Electronic Paper Simple Robust Hedging with Nearby Contracts
 Liuren Wu and Jingyi Zhu
City University of New York, CUNY Baruch College - Zicklin School of Business and University of Utah
Date Posted: March 19, 2011
Working Paper Series
82 downloads

Incl. Electronic Paper Stock and Bond Prices with Disagreement and Habit Formation Preferences
 Costas Xiouros and Fernando Zapatero
University of Cyprus - Department of Public and Business Administration and University of Southern California - Marshall School of Business
Date Posted: March 19, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
 Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Date Posted: March 19, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
AFA 2012 Chicago Meetings Paper
 Anisha Ghosh , Christian Julliard and Alex P. Taylor
Carnegie Mellon University , London School of Economics & Political Science (LSE) - Department of Economics and Manchester Business School
Date Posted: March 19, 2011
Working Paper Series
188 downloads

Incl. Electronic Paper Which Hedge Fund Managers Deliver Alpha?
 Andrea J. Heuson and Mark C. Hutchinson
University of Miami - Department of Finance and University College Cork
Date Posted: March 19, 2011
Working Paper Series
92 downloads

Incl. Electronic Paper Dividend Policy, Investment, and Stock Returns
 Seung Mo Choi , Shane A. Johnson , Hwagyun Kim and Changwoo Nam
International Monetary Fund (IMF) , Texas A&M University - Department of Finance , Texas A&M University - Mays Business School and Korea Development Institute
Date Posted: March 18, 2011
Last Revised: December 13, 2012
Working Paper Series
214 downloads

Incl. Electronic Paper Differential Access to Price Information in Financial Markets
Johnson School Research Paper Series No. 11-2011
 David Easley , Maureen O'Hara and Liyan Yang
Cornell University - Department of Economics , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Toronto - Rotman School of Management
Date Posted: March 18, 2011
Last Revised: February 18, 2013
Working Paper Series
422 downloads

Incl. Electronic Paper Analyst Coverage and Two Puzzles in the Cross Section of Returns
AFA 2012 Chicago Meetings Paper
 Thomas J. George and Chuan-Yang Hwang
University of Houston - Department of Finance and Nanyang Technological University (NTU)
Date Posted: March 18, 2011
Last Revised: February 04, 2013
Working Paper Series
239 downloads

Incl. Electronic Paper Speculators and Price Overreaction in the Housing Market
 Yuming Fu and Wenlan Qian
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore - NUS Business School
Date Posted: March 18, 2011
Last Revised: October 23, 2012
Working Paper Series
37 downloads


 

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