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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,242
Full Text Papers: 398,123
Authors: 228,655
Papers Received in
  Last 12 months: 		69,587

Paper Downloads:
To date: 66,708,528
Last 12 months: 11,224,159
Last 30 days: 834,566

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  References: 		239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links: 		5,733,423
Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,112,056 Total downloads
Showing Papers 3,051 - 3,100 of 36,954
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Incl. Electronic Paper Minimal Variance Hedging of Natural Gas Derivatives in Exponential Levy Models: Theory and Empirical Performance
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: September 13, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper Natural Gas Pricing in India: Availability, Assessability & Affordability
 B. S. Negi , M. S. Pahwa and Surbhi Arora
PNGRB, Ministry of Petroleum and Natural Gas, Government of India , affiliation not provided to SSRN and University of Petroleum and Energy Studies, Dehradun - College of Management and Economic Studies
Date Posted: September 13, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Robust Portfolio Optimization with Value-at-Risk Adjusted Sharpe Ratio
 Geng Deng , Tim Dulaney , Craig J. McCann and Olivia Wang
Securities Litigation and Consulting Group , Securities Litigation and Consulting Group , Securities Litigation and Consulting Group and Securities Litigation & Consulting Group
Date Posted: September 13, 2012
Last Revised: December 26, 2012
Working Paper Series
139 downloads

Incl. Electronic Paper Sovereign Default Risk in the Euro-Periphery and the Euro-Candidate Countries
 Hubert Gabrisch , Lucjan T. Orlowski and Toralf Pusch
Halle Institute for Economic Research , Sacred Heart University - John F. Welch College of Business and affiliation not provided to SSRN
Date Posted: September 13, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times
 Eric Renault , Thijs van der Heijden and Bas J. M. Werker
University of North Carolina (UNC) at Chapel Hill - Department of Economics , University of Melbourne - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: September 13, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Traders' Behavior in Financial Markets: Paris Option Market Case
 Nessim Souissi II and Younes Boujelbene
URECA Research Unit and University of Sfax
Date Posted: September 13, 2012
Last Revised: January 20, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Valuing Real Options with Estimation Error: DCF Versus No-Arbitrage
 Ian A. Cooper
London Business School
Date Posted: September 13, 2012
Working Paper Series
81 downloads

Incl. Electronic Paper Asset Pricing with Second-Order Esscher Transforms
Banque de France Working Paper No. 397
 Alain Monfort and Fulvio Pegoraro
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Date Posted: September 12, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Come on Over: Analyst/Investor Days as a Disclosure Medium
 Marcus Kirk and Stanimir Markov
University of Florida - Fisher School of Accounting and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: September 12, 2012
Last Revised: February 26, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper High Frequency Trading and End-of-Day Manipulation
 Douglas Cumming , Feng Zhan and Michael J. Aitken
York University - Schulich School of Business , York University - Schulich School of Business and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: September 12, 2012
Last Revised: November 10, 2012
Working Paper Series
530 downloads

Incl. Electronic Paper International Risk Sharing with Market Segmentation
CIRPEE Working Paper No. 12-36
 Eric Fesselmeyer , Leonard J. Mirman and Marc Santugini
National University of Singapore (NUS) - Department of Economics , University of Virginia (UVA) - Department of Economics and HEC Montreal, Institute of Applied Economics
Date Posted: September 12, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper Is Price Premium Risk the Key to Portfolio Management?
 Bernard John Croxon Tyler
affiliation not provided to SSRN
Date Posted: September 12, 2012
Last Revised: October 01, 2012
Working Paper Series
121 downloads

Incl. Electronic Paper Leveraged Investments and Agency Conflicts When Prices are Mean Reverting
 Kristoffer J. Glover and Gerhard Hambusch
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: September 12, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering
 Masaaki Fujii
University of Tokyo - Faculty of Economics
Date Posted: September 12, 2012
Last Revised: March 26, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Municipal Securities: The Crisis of State and Local Government Indebtedness, Systemic Costs of Low Default Rates, and Opportunities for Reform
Cardozo Law Review, Forthcoming, Albany Law School Research Paper No. 14 for 2012-2013
 Christine Sgarlata Chung
Albany Law School
Date Posted: September 12, 2012
Last Revised: April 26, 2013
Accepted Paper Series
43 downloads

Incl. Electronic Paper Natural Gas Scenario in India: An Overview
 Surbhi Arora and Asit Samadder
University of Petroleum and Energy Studies, Dehradun - College of Management and Economic Studies and affiliation not provided to SSRN
Date Posted: September 12, 2012
Working Paper Series
235 downloads

Incl. Electronic Paper When Firms Talk, Do Investors Listen? The Role of Trust in Stock Market Reactions to Corporate Earnings Announcements
Journal of Financial Economics (JFE), Forthcoming
 Mikhail Pevzner , Fei Xie and Xiangang Xin
George Mason University - School of Management , Clemson University and Chinese University of Hong Kong (CUHK)
Date Posted: September 12, 2012
Last Revised: January 25, 2013
Accepted Paper Series
223 downloads

Incl. Electronic Paper A Binary Model Versus Discriminant Analysis to Corporate Bankruptcies for Emerging Market
 Elena Makeeva , Ekaterina Neretina and Nikita Pirogov
National Research University Higher School of Economics , National Research University Higher School of Economics and affiliation not provided to SSRN
Date Posted: September 11, 2012
Working Paper Series
92 downloads

Incl. Electronic Paper A Modified Dechow and Dichev (2002) Model with Cash Flow Forecasts
 Linna Shi and Nan Zhou
State University of New York at Binghamton - School of Management and State University of New York at Binghamton - School of Management
Date Posted: September 11, 2012
Last Revised: May 24, 2013
Working Paper Series
178 downloads

Incl. Electronic Paper Access to Management and the Informativeness of Analyst Research
 T. Clifton Green , Russell E. Jame , Stanimir Markov and Musa Subasi
Emory University - Goizueta Business School , University of New South Wales , University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia
Date Posted: September 11, 2012
Last Revised: May 05, 2013
Working Paper Series
106 downloads

Incl. Electronic Paper Conservative Reporting and Investors’ Divergence of Opinion
 Carlo D'Augusta , Sasson Bar-Yosef and Annalisa Prencipe
Bocconi University, Department of Accounting , Bocconi University - Department of Accounting and Bocconi University - Department of Accounting
Date Posted: September 11, 2012
Working Paper Series
81 downloads

Forecasting Volatility in Financial Markets! By Introducing a GA-Assisted SVR-Garch Model
 Ali Habibnia
London School of Economics & Political Science (LSE)
Date Posted: September 11, 2012
Working Paper Series

Incl. Electronic Paper Form Follows Function: On the Interaction between Real Estate Finance and Urban Spatial Structure
 David S. Bieri
University of Michigan at Ann Arbor - A. Alfred Taubman College of Architecture and Urban Planning
Date Posted: September 11, 2012
Last Revised: January 31, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Pricing Path-Dependent Options with Discrete Monitoring Under Time-Changed Levy Processes
 Yuji Umezawa and Akira Yamazaki
Mizuho-DL Financial Technology Co., Ltd. and Hosei University - Graduate School of Business Administration
Date Posted: September 11, 2012
Last Revised: April 08, 2013
Working Paper Series
76 downloads

Incl. Electronic Paper The Bottom-Up Beta of Momentum
 Pedro Barroso
Nova School of Business and Economics
Date Posted: September 11, 2012
Working Paper Series
149 downloads

Incl. Electronic Paper The Fast Track IPO – Success Factors for Taking Firms Public with SPACs
 Douglas Cumming , Lars Helge Hass and Denis Schweizer
York University - Schulich School of Business , Lancaster University Management School and WHU - Otto Beisheim School of Management
Date Posted: September 11, 2012
Working Paper Series
107 downloads

Video: Pioneers in Finance: An Interview with Michael C. Jensen - Part 2 Video 4
 Michael C. Jensen and Ralph A. Walkling
Harvard Business School and Drexel University - Lebow College of Business
Date Posted: September 11, 2012
Last Revised: October 12, 2012
Working Paper Series

Incl. Electronic Paper What Lies Behind Credit Rationing? A Survey of the Literature
 Annie Bellier , Wafa Sayeh and Stephanie Serve
University of Cergy-Pontoise - THEMA , University of Cergy-Pontoise - THEMA and University of Cergy-Pontoise - THEMA
Date Posted: September 11, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper The Regulator's Trade-Off: Bank Supervision vs. Minimum Capital
CESifo Working Paper Series No. 3923
 Florian Buck and Eva Schliephake
Ludwig-Maximilians-Universität Munich and Otto-von-Guericke University
Date Posted: September 10, 2012
Working Paper Series
52 downloads

Put Option Exercise and Short Stock Interest Arbitrage
Journal of Investment Management, Forthcoming
 Kathryn Barraclough and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Date Posted: September 10, 2012
Accepted Paper Series

Incl. Electronic Paper Fund Flows and Performance in Brazil
 Luis Berggrun and Edmundo R. Lizarzaburu
Universidad Icesi - Economics & Management and Universidad ESAN
Date Posted: September 10, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper Dynamic Portfolio Execution and Information Relaxations
 Martin Haugh and Chun Wang
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 10, 2012
Last Revised: October 27, 2012
Working Paper Series
139 downloads

Incl. Electronic Paper Efficient Markets and the Law: A Predictable Past and an Uncertain Future
Annual Review of Financial Economics, Volume 4, 2012, Forthcoming
 Henry T.C. Hu
University of Texas at Austin - School of Law
Date Posted: September 10, 2012
Last Revised: September 16, 2012
Accepted Paper Series
345 downloads

Incl. Electronic Paper Principles for Drafting an Investment Policy with Illustrations
International Journal of Portfolio Analysis and Management, Vol. 1, No. 2, pp. 144-160, Forthcoming
A. G. (Tassos) Malliaris and Robert Gyorgy
Loyola University of Chicago - Department of Economics and Northern Trust Corporation
Date Posted: September 10, 2012
Accepted Paper Series
41 downloads

Incl. Electronic Paper The Value of the Revolving Door: Political Appointees and the Stock Market
CESifo Working Paper Series No. 3921
 Simon Luechinger and Christoph Moser
University of Lucerne and KOF Swiss Economic Institute
Date Posted: September 10, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Yield Spreads, Value of Bonds, and Implications for Liquidity Management – An Empirical Analysis During the Crisis
Investment Management and Financial Innovations, Vol. 9, No. 2, pp. 146-154
 Mario Strassberger
Zittau Goerlitz University of Applied Sciences
Date Posted: September 10, 2012
Accepted Paper Series
26 downloads

Incl. Fee Electronic Paper International Equity Valuation: The Relative Importance of Country and Industry Factors Versus Company‐Specific Financial Reporting Information
Accounting & Finance, Vol. 52, Issue 3, pp. 767-814, 2012
 George Foster , Ron Kasznik and Baljit Sidhu
Stanford Graduate School of Business , Stanford Graduate School of Business and University of New South Wales - Australian School of Business
Date Posted: September 09, 2012
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Market Sentiment: A Key Factor of Investors’ Imitative Behaviour
Accounting & Finance, Vol. 52, Issue 3, pp. 663-689, 2012
 Natividad Blasco , Pilar Corredor and Sandra Ferreruela
University of Zaragoza - Department of Accounting and Finance , Public University of Navarre and University of Zaragoza - Department of Accounting and Finance
Date Posted: September 09, 2012
Accepted Paper Series

Incl. Fee Electronic Paper The Effect of Cross‐Listing on Insider Trading Returns
Accounting & Finance, Vol. 52, Issue 3, pp. 723-741, 2012
 Millicent Chang and Ross Corbitt
University of Western Australia and affiliation not provided to SSRN
Date Posted: September 09, 2012
Accepted Paper Series

Incl. Fee Electronic Paper Valuation Effects of Investor Relations Investments
Accounting & Finance, Vol. 52, Issue 3, pp. 941-970, 2012
 Adamos Vlittis and Melita Charitou
University of Florida - Fisher School of Accounting and University of Nicosia
Date Posted: September 09, 2012
Accepted Paper Series

Incl. Electronic Paper An Analysis of Temporal Relation between Monetary Conditions and Illiquidity Premium in Indonesia
 Zaafri Ananto Husodo and Rama Raditya
Universitas Indonesia, Graduate School of Management and affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper A Chaos Expansion Approach Under Hybrid Volatility Models
Date Posted: September 09, 2012
Last Revised: September 13, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper European Option Pricing under Jump Diffusion with Proportional Transaction Costs
 Haipeng Xing , Yang Yu and TiongWee Lim
Stony Brook , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Maximal Affine Models for Multiple Commodities: A Note
 Jaime Casassus , Peng Liu and Ke Tang
Pontificia Universidad Catolica de Chile , Cornell University and Renmin University of China
Date Posted: September 09, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Momentum Effect as Part of a Market Equilibrium
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Mays Business School Research Paper No. 2012-80
 Seung Mo Choi and Hwagyun Kim
International Monetary Fund (IMF) and Texas A&M University - Mays Business School
Date Posted: September 09, 2012
Last Revised: December 18, 2012
Accepted Paper Series
74 downloads

Incl. Electronic Paper On Funding Costs and the Valuation of Derivatives
 Bert-Jan Nauta
Double Effect
Date Posted: September 09, 2012
Last Revised: October 12, 2012
Working Paper Series
139 downloads

Incl. Electronic Paper Review Essay: Taking a Step Toward a Law for Sovereign Wealth Funds
Consortium for Peace Ethics Working Paper No. 2012-9/1, Penn State Law Research Paper No. 17-2012
 Larry Catá Backer
Penn State Law
Date Posted: September 09, 2012
Last Revised: October 03, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper What Makes the VIX Tick?
 Warren Bailey , Lin Zheng and Yinggang Zhou
Cornell University , City University of New York, CUNY City College of New York - Department of Economics and Business and The Chinese University of Hong Kong
Date Posted: September 09, 2012
Working Paper Series
486 downloads

Incl. Electronic Paper Bank Failures 2008: An Examination of the Impact on Stockholder Risk and Wealth
Esqueda, O., Jackson, D. (2011) Bank Failures 2008: An Examination of the Impact on Stockholder Risk and Wealth, Global Business and Finance Review, Spring 2011, pp. 56-74
 Omar A. Esqueda and Dave O. Jackson
Tarleton State University - Department of Accounting, Finance, & Economics and University of Texas-Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: September 08, 2012
Accepted Paper Series
15 downloads

Incl. Electronic Paper Currency Depreciation Effects on ADR Returns: Evidence from Latin America
Journal of Economics and Finance, Vol. 36, No. 3, 2012
 Omar A. Esqueda and Dave O. Jackson
Tarleton State University - Department of Accounting, Finance, & Economics and University of Texas-Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: September 08, 2012
Accepted Paper Series
24 downloads


 

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