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SSRN eLibrary Statistics:

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

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

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


SSRN eLibrary Search Results
JEL Code: G12
5,796,066 Total downloads
Showing Papers 3,051 - 3,100 of 13,809
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Incl. Electronic Paper Pairwise Correlations
Tarun Chordia , Amit Goyal and Qing Tong
Emory University - Department of Finance , University of Lausanne and Singapore Management University - School of Business
Date Posted: March 15, 2011
Last Revised: August 19, 2011
Working Paper Series
428 downloads

Incl. Electronic Paper Pre-Earnings Announcement Drift
 Peter D. Easton , George Gao and Pengjie Gao
University of Notre Dame - Department of Accountancy , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Notre Dame - Mendoza College of Business
Date Posted: March 15, 2011
Working Paper Series
282 downloads

Incl. Electronic Paper Predictable Risks and Predictive Regression in Present-Value Models
 Ilaria Piatti and Fabio Trojani
University of Lugano and Swiss Finance Institute
Date Posted: March 15, 2011
Last Revised: November 23, 2012
Working Paper Series
138 downloads

Incl. Electronic Paper Rollover Risk and Corporate Bond Spreads
 Patricio Valenzuela
University of Chile
Date Posted: March 15, 2011
Working Paper Series
115 downloads

Incl. Electronic Paper Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows
AFA 2012 Chicago Meetings Paper
 Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Date Posted: March 15, 2011
Last Revised: March 26, 2012
Working Paper Series
194 downloads

Incl. Electronic Paper The 'Out-of-Sample' Performance of Long-Run Risk Models
 Wayne E. Ferson , Suresh Nallareddy and Biqin Xie
University of Southern California , University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business
Date Posted: March 15, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Where Does the Investment Value of Target Prices Come from?
 Zhi Da , Keejae P. Hong and Sangwoo Lee
University of Notre Dame - Mendoza College of Business , University of North Carolina at Charlotte and Loyola University Maryland
Date Posted: March 15, 2011
Working Paper Series
82 downloads

Incl. Fee Electronic Paper Variance Risk, Financial Intermediation, and the Cross-Section of Expected Option Returns
CEPR Discussion Paper No. DP8268
 Norman Schürhoff and Alexandre Ziegler
University of Lausanne and University of Zurich - Swiss Banking Institute (ISB)
Date Posted: March 14, 2011
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Recurrent Bubbles
Japanese Economic Review, Vol. 62, Issue 1, pp. 27-62, 2011
 Takashi Kamihigashi
SUNY at Stony Brook
Date Posted: March 14, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Loss Aversion, Survival and Asset Prices
AFA 2013 San Diego Meetings Paper
 David Easley and Liyan Yang
Cornell University - Department of Economics and University of Toronto - Rotman School of Management
Date Posted: March 14, 2011
Last Revised: May 01, 2013
Working Paper Series
209 downloads

Incl. Electronic Paper A Multi-Factor Measure for Cross-Market Liquidity Commonality
Asian Development Bank Economics Working Paper Series No. 230
 Jian-Xin Wang
University of Technology Sydney
Date Posted: March 14, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Bubbles and Crashes with Partially Sophisticated Investors
 Milo Bianchi and Philippe Jehiel
Université Paris-Dauphine and University College London - Department of Economics
Date Posted: March 14, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper How to Avoid Mistakes in Valuation: Guidelines for Practitioners
 Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: March 14, 2011
Working Paper Series
323 downloads

Incl. Electronic Paper Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
FRB of Cleveland Working Paper No. 1107
 Joseph G. Haubrich , George Pennacchi and Peter H. Ritchken
Federal Reserve Bank of Cleveland , University of Illinois and Case Western Reserve University - Department of Banking & Finance
Date Posted: March 14, 2011
Working Paper Series
134 downloads

Incl. Electronic Paper Interest Rates After the Credit Crunch: Multiple Curve Vanilla Derivatives and SABR
 Marco Bianchetti and Mattia Carlicchi
Intesa Sanpaolo - Market Risk Management and Intesa Sanpaolo - Market Risk Management
Date Posted: March 14, 2011
Last Revised: April 03, 2012
Working Paper Series
729 downloads

Incl. Electronic Paper Investor Networks in the Stock Market
AFA 2012 Chicago Meetings Paper
 Han N. Ozsoylev , Johan Walden , M. Deniz Yavuz and Recep Bildik
University of Oxford - Said Business School , University of California, Berkeley - Finance Group , Purdue University - Krannert School of Management and Istanbul Stock Exchange
Date Posted: March 14, 2011
Working Paper Series
197 downloads

Incl. Electronic Paper The Roles of Short-Run and Long-Run Volatility Factors in Options Market: A Term Structure Perspective
 Yang-Ho Park
Federal Reserve Board
Date Posted: March 14, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
 Hao Zhou
PBC School of Finance, Tsinghua University
Date Posted: March 14, 2011
Last Revised: September 29, 2012
Working Paper Series
171 downloads

Incl. Electronic Paper Emotions and Chat in a Financial Markets Experiment
 Shaun P. Hargreaves Heap and Daniel John Zizzo
University of East Anglia (UEA) - School of Economic and Social Studies and University of East Anglia - School of Economics and CBESS
Date Posted: March 13, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper Yes, U.S. Stocks are Getting Riskier
 Gregory W. Brown and William Waller
University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: March 13, 2011
Last Revised: October 08, 2012
Working Paper Series
180 downloads

Incl. Electronic Paper Long Horizon Inflation Forecasts and the Measurement of the Ex Ante Long-Term Real Interest Rate
 David J.C. Smant
Erasmus University Rotterdam (EUR) - Department of Business Economics
Date Posted: March 12, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Alpha and Performance Measurement: The Effect of Investor Heterogeneity
 Wayne E. Ferson and Jerchern Lin
University of Southern California and State University of New York (SUNY) - Financial & Managerial Economics
Date Posted: March 11, 2011
Working Paper Series
231 downloads

Incl. Electronic Paper The Spillover Effects of Hurricane Katrina on Corporate Bonds and the Choice between Bank and Bond Financing
AFA 2012 Chicago Meetings Paper
 Lei Zhang and Massimo Massa
Nanyang Technological University (NTU) and INSEAD - Finance
Date Posted: March 11, 2011
Last Revised: February 08, 2012
Working Paper Series
77 downloads

Incl. Electronic Paper Scattered Trust - Did the 2007-08 Financial Crisis Change Risk Perceptions?
European Business School Research Paper No. 11-06
 Roland Füss , Thomas Gehrig and Philipp B. Rindler
University of St. Gallen , University of Vienna - Faculty of Business, Economics, and Statistics and EBS Universität für Wirtschaft und Recht - EBS Business School
Date Posted: March 10, 2011
Last Revised: July 23, 2012
Working Paper Series
280 downloads

Incl. Electronic Paper A Framework for Pricing and Risk Management of Loans with Embedded Options
 Bernd Engelmann
Quantsolutions
Date Posted: March 09, 2011
Last Revised: October 19, 2012
Working Paper Series
147 downloads

Incl. Electronic Paper Analysts’ Optimism in Earnings Forecasts and Biases in Estimates of Implied Cost of Equity Capital and Long-Run Growth Rate
 David J. Ashton , Alan Gregory and Pengguo Wang
University of Bristol - Department of Economics , University of Exeter - Xfi Centre and Xfi, University of Exeter
Date Posted: March 09, 2011
Working Paper Series
81 downloads

Incl. Electronic Paper Credit Risk and Business Cycles
 Pengfei Wang and Jianjun Miao
Department of Economics, HKUST and Boston University - Department of Economics
Date Posted: March 09, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper Facts and Questions About the Crisis in Spain (in Spanish)
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: March 09, 2011
Working Paper Series
2459 downloads

Incl. Electronic Paper Institutional Trading Performance in a Retail Investor Dominated Emerging Market
 Wei Li , S. Ghon Rhee and Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance , University of Hawaii at Manoa - Shidler College of Business and Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: March 09, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Intangible Information and Analyst Behavior
 Lei Sun and K. C. John Wei
School of Finance, Shanghai University of Finance and Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: March 09, 2011
Working Paper Series
145 downloads

Momentum in Japan: The Exception that Proves the Rule
The Journal of Portfolio Management, Forthcoming
 Clifford S. Asness
AQR Capital Management, LLC
Date Posted: March 09, 2011
Last Revised: April 27, 2011
Working Paper Series

Incl. Electronic Paper The Impact of Stock Market Volatility Expectations on Investor Behavior: Evidence From Aggregate Mutual Fund Flows
 Louis H. Ederington and Evgenia V. Golubeva
University of Oklahoma - Division of Finance and University of Oklahoma - Division of Finance
Date Posted: March 09, 2011
Working Paper Series
188 downloads

Incl. Electronic Paper The Relationship between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil
Quaderni DSE Working Paper No. 732
 Massimiliano Marzo , Zhoushi Liu and Paolo Zagaglia
University of Bologna - Department of Economics , Barrie & Hibbert Limited and University of Bologna
Date Posted: March 09, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper The Variance Risk Premium Around the World
 Juan M. Londono
Federal Reserve Board of Governors
Date Posted: March 09, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper Assessing Portfolio Efficiency Tests: Theory, Simulations, and Applications
 Marie Briere , Bastien Drut , Valérie Mignon , Kim Oosterlinck and Ariane Szafarz
Amundi Asset Management , Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management , Université Paris Ouest - Nanterre, La Défense , Université Libre de Bruxelles - Centre Bernheim, Solvay Business School and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: March 08, 2011
Last Revised: March 14, 2011
Working Paper Series
180 downloads

Incl. Electronic Paper Fallen Angels and Price Pressure
 Brent W. Ambrose , Kelly Nianyun Cai and Jean Helwege
Pennsylvania State University , University of Michigan at Dearborn - School of Management and University of South Carolina
Date Posted: March 08, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper How Much Do Expected Returns and Expected Dividend Growth Contribute to Movements in Stock Returns? Issues of Weak Identification Make Existing Estimates Unreliable
 Jun Ma and Mark E. Wohar
University of Alabama - Department of Economics, Finance and Legal Studies and University of Nebraska at Omaha
Date Posted: March 08, 2011
Last Revised: April 15, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Liquidity Hoarding
 Douglas M. Gale and Tanju Yorulmazer
New York University (NYU) - Department of Economics and Federal Reserve Bank of New York
Date Posted: March 08, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper On the Random Walk Characteristics of Stock Retuns in India
Artha Vijnana, Vol. LI, No. 1, pp 85-96, March 2009
 Gourishankar S. Hiremath , Anver Sadat and Bandi Kamaiah V
Department of Economics, University of Hyderabad , University of Hyderabad and University of Hyderabad
Date Posted: March 08, 2011
Last Revised: March 10, 2011
Accepted Paper Series
21 downloads

Incl. Electronic Paper The Liquidity Risk of Liquid Hedge Funds
Journal of Financial Economics (JFE), Forthcoming
 Melvyn Teo
Singapore Management University - School of Business
Date Posted: March 08, 2011
Accepted Paper Series
153 downloads

Incl. Electronic Paper A Model of Momentum
 Laura Xiaolei Liu and Lu Zhang
Hong Kong University of Science & Technology and Ohio State University - Fisher College of Business
Date Posted: March 07, 2011
Last Revised: February 27, 2012
Working Paper Series
78 downloads

Incl. Electronic Paper Addendum to ‘Average Internal Rate of Return and Investment Decisions: A New Perspective’
The Engineering Economist, Forthcoming
 Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: March 07, 2011
Last Revised: March 10, 2011
Accepted Paper Series
81 downloads

Incl. Electronic Paper Bubbles and Credit Constraints
 Jianjun Miao and Pengfei Wang
Boston University - Department of Economics and affiliation not provided to SSRN
Date Posted: March 07, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Bubbles and Credit Constraints
 Jianjun Miao and Pengfei Wang
Boston University - Department of Economics and Department of Economics, HKUST
Date Posted: March 07, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility
CIRANO Scientific Publication No. 2011s-27
 Jean-Marie Dufour , René Garcia and Abderrahim Taamouti
McGill University , EDHEC Business School and Universidad Carlos III de Madrid
Date Posted: March 07, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper A Global Equilibrium Asset Pricing Model with Home Preference
 Bruno Solnik and Luo Zuo
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 06, 2011
Last Revised: November 08, 2011
Working Paper Series
247 downloads

Incl. Electronic Paper Dynamic Growth Equity Returns
 George Blazenko and Yufen Fu
Simon Fraser University (SFU) - Finance Area and Tunghai University
Date Posted: March 06, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Frog in the Pan: Continuous Information and Momentum
AFA 2012 Chicago Meetings Paper
 Zhi Da , Umit G. Gurun and Mitch Warachka
University of Notre Dame - Mendoza College of Business , University of Texas at Dallas - Naveen Jindal School of Management and Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: March 06, 2011
Last Revised: October 02, 2012
Working Paper Series
373 downloads

Overreaction and Portfolio Selection Strategies in the Tunisian Stock Market
Journal of Risk Finance, Vol. 11, No. 3, 2010
 Mohamed Ali Trabelsi
Ecole Supérieure de Commerce de Tunis
Date Posted: March 06, 2011
Accepted Paper Series

Incl. Electronic Paper Real Estate and Real Estate Finance as a Research Field – An International Overview
 Wolfgang Breuer and Claudia Kreuz
Aachen University - Department of Finance and RWTH Aachen University
Date Posted: March 06, 2011
Last Revised: August 01, 2011
Working Paper Series
205 downloads


 

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