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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

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

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  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,993,443 Total downloads
Showing Papers 2,981 - 3,030 of 36,707
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Incl. Electronic Paper Transaction-Based and Appraisal-Based Capitalization Rate Determinants
Swiss Finance Institute Research Paper No. 12-28
Alain Chaney and Martin Hoesli
Universitiy of Geneva and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: August 30, 2012
Working Paper Series
168 downloads

Incl. Electronic Paper Which Anomalies are More Popular? And Why?
Byoung-Hyoun Hwang and Baixiao Liu
Purdue University - Krannert School of Management and Florida State University
Date Posted: August 30, 2012
Last Revised: March 31, 2013
Working Paper Series
332 downloads

Incl. Electronic Paper Who Qualifies as an Audit Committee Financial Expert Under SEC Regulations and NYSE Rules?
2 DePaul Business & Commercial Law Journal (Forthcoming)
Lawrence James Trautman
Independent
Date Posted: August 30, 2012
Last Revised: March 10, 2013
Accepted Paper Series
135 downloads

Incl. Electronic Paper The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS
Midwest Finance Association 2013 Annual Meeting Paper
Stefan Trueck , Wolfgang Hardle and Rafal Weron
Macquarie University Sydney - Department of Economics , Humboldt University of Berlin - School of Business and Economics and Wroclaw University of Technology - Institute of Organization and Management
Date Posted: August 29, 2012
Last Revised: January 25, 2013
Working Paper Series
104 downloads

Incl. Electronic Paper A Model for Hedging Load and Price Risk in the Texas Electricity Market
Michael C. Coulon , Warren B. Powell and Ronnie Sircar
Princeton University - ORFE Department , Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Princeton University - Department of Operations Research and Financial Engineering
Date Posted: August 29, 2012
Working Paper Series
79 downloads

Incl. Electronic Paper Analyst Forecast Revisions and Overconfidence
Jean-Sebastien Michel and J. Ari Pandes
HEC Montreal and University of Calgary - Haskayne School of Business
Date Posted: August 29, 2012
Last Revised: April 04, 2013
Working Paper Series
78 downloads

Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets
Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Jian Yang , Yinggang Zhou and Wai Kin Leung
University of Colorado Denver - The Business School , The Chinese University of Hong Kong and Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
Date Posted: August 29, 2012
Accepted Paper Series

Incl. Electronic Paper Chinese Stock Markets are Far from Efficient: Evidence from the Stock Dividend Effect
Jiandong Li
Central University of Finance and Economics
Date Posted: August 29, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Costless Closing Price Manipulation in the Hong Kong Exchange
Sean Foley and Jane Chau
University of Sydney and University of Wollong - School of Accounting and Finance
Date Posted: August 29, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity
25th Australasian Finance and Banking Conference 2012
Xiaoquan Jiang and Qiang Kang
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Date Posted: August 29, 2012
Working Paper Series
54 downloads

Incl. Electronic Paper Dodd-Frank: Content, Purpose, Implementation Status, and Issues
Economic Perspectives, Vol. XXXVI, No. 3, 2012
Douglas D. Evanoff and William Moeller
Federal Reserve Bank of Chicago and affiliation not provided to SSRN
Date Posted: August 29, 2012
Last Revised: September 03, 2012
Accepted Paper Series
42 downloads

Incl. Electronic Paper Effects Behind Words: Quantifying Qualitative Information in Corporate Announcements
Financial Management Association (FMA), European Conference 2011, Porto, Portugal
Michael Liebmann , Michael Hagenau , Matthias Häußler and Dirk Neumann
University of Freiburg (Germany) , University of Freiburg , University of Rostock and University of Freiburg (Germany) - University of Freiburg (Germany)
Date Posted: August 29, 2012
Working Paper Series
70 downloads

Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China
Financial Management, 2012
Shu Lin , Shu Tian and Eliza Wu
Nanjing University - Department of Accounting, School of Business , Fudan University - School of Management and University of Technology, Sydney - UTS Business School
Date Posted: August 29, 2012
Accepted Paper Series

Incl. Electronic Paper Foreign Investors’ Influence Towards Small Stock Exchanges Boom and Bust: Macedonian Stock Exchange Case
Dimche Lazarevski
University American College Skopje (UACS)
Date Posted: August 29, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper How Distorting are Stock Market Valuations Really to Corporate Investment?
Houdou Basse Mama
University of Hamburg
Date Posted: August 29, 2012
Working Paper Series
26 downloads

How Do Stock Returns on the U.S. Manufacturing Industry Respond to Raw Materials Price Shock?
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: August 29, 2012
Working Paper Series

Incl. Electronic Paper Investor Sentiment - Relationship between VIX and Trading Volume
Violet U. T. Lei , Simon M. S. So and Maggie Zou
affiliation not provided to SSRN , University of Macau and affiliation not provided to SSRN
Date Posted: August 29, 2012
Working Paper Series
85 downloads

Incl. Electronic Paper Logistic Law of Growth as a Base for Method of Forecasting Stock Market Data
Rafał Siedlecki and Daniel Papla
Wroclaw University of Economics and Wroclaw University of Economics
Date Posted: August 29, 2012
Last Revised: October 29, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Lower Bound Approximation to Basket Option Values for Local Volatility Jump-Diffusion Models
Guoping Xu and Harry Zheng
Citi and Imperial College London - Mathematical Finance
Date Posted: August 29, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Macroeconomic Implications of Time-Varying Risk Premia
ECB Working Paper No. 1463
Francois Gourio
Boston University - Department of Economics
Date Posted: August 29, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Momentum in Style Portfolios: Risk or Inefficiency?
Midwest Finance Association 2013 Annual Meeting Paper
Paul Docherty and H. Chan
University of Newcastle (Australia) and University of Melbourne - Department of Finance
Date Posted: August 29, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program
Fisher College of Business Working Paper No. 2012-03-020, Charles A. Dice Center Working Paper No. 2012-20
Sumit Agarwal , Gene Amromin , Itzhak Ben-David , Souphala Chomsisengphet , Tomasz Piskorski and Amit Seru
National University of Singapore , Federal Reserve Bank of Chicago , Ohio State University - Fisher College of Business, Finance Department , Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Columbia Business School - Finance and Economics and University of Chicago - Booth School of Business and NBER
Date Posted: August 29, 2012
Last Revised: November 26, 2012
Working Paper Series
904 downloads

Incl. Electronic Paper Reformed Pensions Systems in Central and Eastern Europe: Challenges to Future Safe Pension Benefits
Dimche Lazarevski and Jadranka Mrsik
University American College Skopje (UACS) and affiliation not provided to SSRN
Date Posted: August 29, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper The Impact of Greed and Experience on Investors’ Returns and Banks’ Margins: Evidence from Short-Term Exchange-Traded Retail Products
Oliver Entrop , Alexander Schober and Marco Wilkens
University of Passau , University of Augsburg and University of Augsburg
Date Posted: August 29, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper Volume Reaction to Firm Specific News Announcements
Huu Nhan Duong , Petko S. Kalev and Priyantha Mudalige
Monash University - Department of Accounting and Finance , University of South Australia - Centre for Applied Financial Studies and affiliation not provided to SSRN
Date Posted: August 29, 2012
Last Revised: October 02, 2012
Working Paper Series
40 downloads

Incl. Electronic Paper Price Clustering or Psychological Barriers in Energy Futures?
Midwest Finance Association 2013 Annual Meeting Paper
Brian M. Lucey , Michael M. Dowling and Mark Cummins
Trinity College, Dublin - School of Business , Dublin City University Business School and Dublin City University Business School
Date Posted: August 28, 2012
Last Revised: January 25, 2013
Working Paper Series
108 downloads

Incl. Electronic Paper A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners
25th Australasian Finance and Banking Conference 2012
Sudharshan Reddy Paramati , Rakesh Gupta and Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics , Griffith University - Griffith Business School and Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 28, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Chinese Stock Markets are Far from Efficient: Evidence from the Stock Dividend Effect
Jiandong Li
Central University of Finance and Economics
Date Posted: August 28, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper Decomposing the Probability of Informed Trading Measure
Wang Chun Wei , Alex Frino and Dionigi Gerace
University of Sydney - Discipline of Finance , University of Sydney - Discipline of Finance and University of Sydney
Date Posted: August 28, 2012
Last Revised: October 04, 2012
Working Paper Series
130 downloads

Incl. Electronic Paper Deriving the Rent Versus Buy Decision in the Absence of Expected Home Price Appreciation or Risk Premia
Cristian Voicu and Michael Joseph Seiler
Investment Technology Group and Old Dominion University - Finance
Date Posted: August 28, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Do Fund Investors Know that Risk is Sometimes Not Priced?
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Fabian Irek and Thorsten Lehnert
Luxembourg School of Finance and Universite du Luxembourg - Luxembourg School of Finance
Date Posted: August 28, 2012
Last Revised: March 12, 2013
Working Paper Series
105 downloads

Incl. Electronic Paper Informational Overconfidence in Return Prediction - More Properties
Doron Sonsino and Eran Regev
College of Management Academic Studies (COMAS) and College of Management Academic Studies (COMAS)
Date Posted: August 28, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper LIBOR’s Poker: Interbank Borrowing Costs and Strategic Reporting
Jiakai Chen
University of California, Berkeley - Haas School of Business
Date Posted: August 28, 2012
Last Revised: April 27, 2013
Working Paper Series
101 downloads

Incl. Electronic Paper Modelling and Replicating Hedge Fund Returns
The University of Melbourne, Centre for Actuarial Studies, Research Paper Series No. 203
Wang Chun Wei
University of Sydney - Discipline of Finance
Date Posted: August 28, 2012
Last Revised: August 31, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Modelling Sovereign Ratings Impacts on Stock Return Distributions within a Multivariate Regime Switching Long Memory Framework
25th Australasian Finance and Banking Conference 2012
Hung Xuan Do , Robert Darren Brooks , Sirimon Treepongkaruna and Eliza Wu
Monash University , Monash University , University of Western Australia and University of Technology, Sydney - UTS Business School
Date Posted: August 28, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper On the Pricing of Salmon Futures and Options at Fish Pool
Christian-Oliver Ewald , Roy Nawar and Tak-Kuen Siu
University of Glasgow , University of Sydney and Macquarie University, Faculty of Business and Economics
Date Posted: August 28, 2012
Working Paper Series
81 downloads

Pricing of Derivatives on Commodity Indices
Johannes Rauch , Mikhail Krayzler , Bernhard Brunner and Rudi Zagst
Technische Universität München (TUM) - HVB Institute for Mathematical Finance , Technische Universität München (TUM) , University of Augsburg - Department of Finance and Banking and Technische Universität München (TUM) - HVB Institute for Mathematical Finance
Date Posted: August 28, 2012
Working Paper Series

Incl. Electronic Paper Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk
25th Australasian Finance and Banking Conference 2012
Yuji Sakurai and Yoshihiko Uchida
University of California, Los Angeles (UCLA) - Anderson School of Management and Bank of Japan - Institute for Monetary and Economic Studies
Date Posted: August 28, 2012
Last Revised: February 14, 2013
Working Paper Series
132 downloads

Incl. Electronic Paper Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange?
25th Australasian Finance and Banking Conference 2012
David R. Gallagher , Petko S. Kalev and Eben van Wyk
Centre for International Finance and Regulation , University of South Australia - Centre for Applied Financial Studies and RBS Equities (Australia) Limited
Date Posted: August 28, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Signaling with Convertible Debt in High-Risk Industries
Dirk Schiereck
Darmstadt University of Technology
Date Posted: August 28, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Stefan Straetmans and Sajid M. Chaudhry
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Birmingham Business School, University of Birmingham
Date Posted: August 28, 2012
Working Paper Series
107 downloads

Incl. Electronic Paper Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options
25th Australasian Finance and Banking Conference 2012
Jamie Alcock and Godfrey Smith
University of Cambridge - Department of Land Economy and The University of Queensland
Date Posted: August 28, 2012
Last Revised: February 16, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper The Impact of Underlying Market Closure on Futures Market Liquidity: A Note
International Journal of Banking and Finance, Vol. 9, No. 2, 2012
Wang Chun Wei and Alex Frino
University of Sydney - Discipline of Finance and University of Sydney - Discipline of Finance
Date Posted: August 28, 2012
Last Revised: October 04, 2012
Accepted Paper Series
32 downloads

Incl. Electronic Paper The Safe-Haven Effect in Forward Premia: What Makes a Currency Trustworthy?
25th Australasian Finance and Banking Conference 2012

Date Posted: August 28, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Time–Varying Dynamics and Asymmetric Effects of the Fama–French Factor Betas
25th Australasian Finance and Banking Conference 2012
Petko S. Kalev and Leon Zolotoy
University of South Australia - Centre for Applied Financial Studies and Melbourne Business School
Date Posted: August 28, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Unbiasedness and Risk Premiums in the Indian Currency Futures Market
Satish Kumar and Stefan Trueck
ICFAI Foundation for Higher Education (IFHE) and Macquarie University
Date Posted: August 28, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Verified Emissions and Stock Prices: Is There a Link? - An Empirical Analysis of the European Emission Trading Scheme
CER-ETH – Center of Economic Research at ETH Zurich, Working Paper 12/165,
Peter Steffen Schmidt and Therese Werner
University of Zurich - Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS) and Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: August 28, 2012
Working Paper Series
30 downloads

We Need Both Risk and Return: Evidence from Emerging Markets
Lokesh Atreja
affiliation not provided to SSRN
Date Posted: August 28, 2012
Working Paper Series

Incl. Electronic Paper Why Pakistani Banks Failed to Adopt Advanced Approaches of Basel Accord According to Road Map of State Bank of Pakistan
Syed Alamdar Ali Shah
Superior Group of Colleges Lahore
Date Posted: August 28, 2012
Working Paper Series
67 downloads

Incl. Electronic Paper Bank Credit, Asset Prices and Financial Stability: Evidence from French Banks
IMF Working Paper No. 12/103
Cyril Pouvelle
Banque de France
Date Posted: August 27, 2012
Working Paper Series
31 downloads


 

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