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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,216
Full Text Papers: 393,599
Authors: 226,660
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  Last 12 months: 		68,900

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To date: 65,896,135
Last 12 months: 11,175,670
Last 30 days: 1,053,335

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  References: 		238,981
Total References: 8,480,523
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,980,506 Total downloads
Showing Papers 30,901 - 30,950 of 36,688
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Incl. Electronic Paper Which GARCH Model for Option Valuation?
Peter Christoffersen and Kris Jacobs
University of Toronto - Rotman School of Management and University of Houston - C.T. Bauer College of Business
Date Posted: April 25, 2002
Last Revised: June 16, 2008
Working Paper Series
629 downloads

Mutual Fund Manager Forecasting Behavior
Journal of Accounting Research, Vol. 39, pp. 707-725
 Richard H. Willis
Vanderbilt University - Accounting
Date Posted: April 24, 2002
Accepted Paper Series

News Related to Future GDP Growth as a Risk Factor in Equity Returns
Journal of Financial Economics, Forthcoming
 Maria Vassalou
Centre for Economic Policy Research (CEPR)
Date Posted: April 24, 2002
Accepted Paper Series

Incl. Electronic Paper A Model For Pricing Stocks and Bonds
Yale ICF Working Paper No. 02-10
 Harry Mamaysky
Yale School of Management
Date Posted: April 24, 2002
Working Paper Series
1784 downloads

Incl. Fee Electronic Paper Earnings Persistence, Losses and the Estimation of Earnings Response Coefficients
Abacus, Vol. 38, No. 1, pp. 121-133, 2002
 Ray Donnelly
University College, Cork
Date Posted: April 24, 2002
Accepted Paper Series
27 downloads

Incl. Electronic Paper How do Different Types of Investors React to New Financial Statement Information?
Swedish School of Economics and Business Administration Working Paper No. 464
 Anders G. Ekholm
Hanken School of Economics
Date Posted: April 24, 2002
Working Paper Series
680 downloads

Incl. Electronic Paper The Future of the Stock Market Channel in Egypt
Center for Economic & Financial Research & Studies Working Paper
 Maged S. Sourial
Egyptian Ministry of Foreign Trade
Date Posted: April 24, 2002
Working Paper Series
183 downloads

Incl. Fee Electronic Paper The Value Relevance of Financial Institutions' Fair Value Disclosures: A Study in the Difficulty of Linking Unrealized Gains and Losses to Equity Values
Abacus, Vol. 38, No. 1, pp. 1-15, 2002
 Haim A. Mozes
Fordham University Schools of Business
Date Posted: April 24, 2002
Accepted Paper Series
27 downloads

REITs Returns and Inflation: Perverse or Reverse Causality Effects?
The Journal of Real Estate Finance & Economics, Vol. 24, No. 3
 John L. Glascock , Chiuling Lu and Raymond Wai-Man So
University of Connecticut , Yuan Ze University - Department of Finance and Chinese University of Hong Kong (CUHK) - Department of Finance
Date Posted: April 23, 2002
Accepted Paper Series

Incl. Electronic Paper Explaining Diversification With Gain and Loss
 Michael S. Rozeff and Philip F. O'Connor
SUNY at Buffalo - Department of Financial & Managerial Economics and University of Auckland - Department of Accounting and Finance
Date Posted: April 23, 2002
Working Paper Series
764 downloads

Incl. Electronic Paper Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium
AFA 2003 Washington, DC Meetings, Journal of Economic Dynamics and Control, Forthcoming
 Clemens Sialm
University of Texas at Austin - McCombs School of Business
Date Posted: April 23, 2002
Accepted Paper Series
196 downloads

Bid/Ask Spread, Volatility and Volume in the Corporate Bond Market
The Journal of Fixed Income, March 2002
 Madhu Kalimipalli and Arthur Warga
Wilfrid Laurier University - School of Business & Economics and University of Houston - Department of Finance
Date Posted: April 22, 2002
Accepted Paper Series

Incl. Electronic Paper Analysts' Forecasts of Japanese Firms' Earnings: Additional Evidence
 Huong N. Higgins
Worcester Polytechnic Institute - School of Business
Date Posted: April 22, 2002
Working Paper Series
335 downloads

Incl. Electronic Paper Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan
UCSC International Economics Working Paper No. 02-05
 Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Date Posted: April 21, 2002
Working Paper Series
191 downloads

Incl. Electronic Paper An Empirical Analysis of the Co-Movement Among Spreads on Emerging-Market Debt
U of Florence Economics Working Paper No. 127
 Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: April 19, 2002
Working Paper Series
309 downloads

Incl. Electronic Paper Determinants of the Informativeness of Analyst Research
MIT Sloan Working Paper No. 4243-02
 Richard M. Frankel , S.P. Kothari and Joseph Weber
Washington University in Saint Louis - Olin Business School , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: April 19, 2002
Working Paper Series
1769 downloads

Incl. Electronic Paper Do Markets React Rationally? The Effect of the September 11th Tragedy on Airline Stock Returns
 David Carter and Betty J. Simkins
Oklahoma State University - Stillwater - Department of Finance and Oklahoma State University - Stillwater - Department of Finance
Date Posted: April 19, 2002
Working Paper Series
798 downloads

Incl. Electronic Paper Excessive Dollar Debt: Financial Development and Underinsurance
MIT Department of Economics Working Paper No. 02-15
 Ricardo J. Caballero and Arvind Krishnamurthy
Massachusetts Institute of Technology (MIT) - Department of Economics and Northwestern University - Kellogg School of Management
Date Posted: April 19, 2002
Working Paper Series
263 downloads

Incl. Electronic Paper Financial Asset Returns, Market Timing, and Volatility Dynamics
 Peter Christoffersen and Francis X. Diebold
University of Toronto - Rotman School of Management and University of Pennsylvania - Department of Economics
Date Posted: April 19, 2002
Working Paper Series
464 downloads

Incl. Electronic Paper Taxes and the Relative Valuation of S Corporations and C Corporations
 Atulya Sarin and David J. Denis
Santa Clara University - Department of Finance and University of Pittsburgh
Date Posted: April 19, 2002
Working Paper Series
322 downloads

Incl. Electronic Paper The Economic Value of Technical Trading Rules: A Nonparametric Utility-Based Approach
KULeuven, Center for Economic Studies, Working Paper No. DPS 02.03
 Hans Dewachter and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics and Insper Institute of Education and Research
Date Posted: April 19, 2002
Working Paper Series
309 downloads

Incl. Electronic Paper The Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics
 Vivek Ghosal
Georgia Institute of Technology
Date Posted: April 19, 2002
Working Paper Series
243 downloads

High Frequency Performance Monitoring
Journal of Portfolio Management, Vol. 27, No. 4, 2001
 Elroy Dimson and Andrew Jackson
London Business School and Vinva Investment Management
Date Posted: April 18, 2002
Accepted Paper Series

Incl. Electronic Paper Pricing of Foreign Exchange Risk from a German Investor's Perspective

 Holger Himmel
University of Giessen
Date Posted: April 18, 2002
Working Paper Series
159 downloads

Incl. Electronic Paper Volatility Dynamics Under Duration-Dependent Mixing
Journal of Empirical Finance, Vol. 7, 2000
 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: April 18, 2002
Last Revised: March 02, 2012
Accepted Paper Series
7 downloads

Performance Evaluation with Stochastic Discount Factors
Journal of Business, Vol. 75, No. 3, July 2002
 Heber Farnsworth , Wayne E. Ferson , David Jackson and Steven K. Todd
Pennsylvania State University - Department of Finance , University of Southern California , Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Date Posted: April 17, 2002
Accepted Paper Series

Incl. Electronic Paper Has Audit Quality Declined? Evidence from the Pricing of Discretionary Accruals
 Ferdinand A. Gul and Gopal V. Krishnan
Monash University Sunway Campus and American University
Date Posted: April 17, 2002
Working Paper Series
1441 downloads

Incl. Electronic Paper Return Predictability, Market Timing and Volatility: Evidence from the Short Rate Revisited
 Abhay Abhyankar and Phil Davies
University of Exeter Business School, University of Exeter and University of Iowa - Department of Finance
Date Posted: April 17, 2002
Working Paper Series
473 downloads

Incl. Electronic Paper The Market for Borrowing Stock
 Gene D'Avolio
Harvard University, Graduate School of Business Administration
Date Posted: April 17, 2002
Working Paper Series
1840 downloads

Incl. Electronic Paper Discretionary Disclosures with Risk-Averse Investors'
 Michael Kirschenheiter and Bjorn N. Jorgensen
University of Illinois at Chicago - College of Business Administration and University of Colorado at Boulder
Date Posted: April 16, 2002
Working Paper Series
308 downloads

Incl. Electronic Paper How do Analyst Recommendations Respond to Major News?
 Jennifer S. Conrad , Bradford Cornell , Wayne R. Landsman and Brian Rountree
University of North Carolina Kenan-Flagler Business School , California Institute of Technology , University of North Carolina (UNC) at Chapel Hill - Accounting Area and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: April 15, 2002
Working Paper Series
1048 downloads

IPO Allocations: Discriminatory or Discretionary?
Journal of Financial Economics, Forthcoming
 Alexander Ljungqvist and William J. Wilhelm
New York University (NYU) - Department of Finance and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: April 15, 2002
Accepted Paper Series

Incl. Electronic Paper The Subjective and Objective Evaluation of Incentive Stock Options
Yale ICF Working Paper No. 02-07
 Jonathan E. Ingersoll Jr.
Yale School of Management - International Center for Finance
Date Posted: April 15, 2002
Working Paper Series
1450 downloads

Incl. Electronic Paper The Underpricing Of Initial Public Offerings: Further Canadian Evidence
CIRANO Working Paper No. 2001s-50
 Maher Kooli and Jean-Marc Suret
University of Quebec at Montreal (UQAM) - School of Management (ESG) and Laval University
Date Posted: April 15, 2002
Working Paper Series
416 downloads

Incl. Electronic Paper Pricing the Risk of Recovery in Default with APR Violation
 Haluk Unal , Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business , Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Date Posted: April 14, 2002
Working Paper Series
244 downloads

Incl. Fee Electronic Paper Factor Based Index Tracking
CEPR Discussion Paper No. 3265
 Francesco Corielli and Massimiliano Giuseppe Marcellino
Bocconi University - Department of Finance and European University Institute
Date Posted: April 12, 2002
Working Paper Series
41 downloads

Incl. Electronic Paper Factors Affecting the Valuation of Corporate Bonds
NYU Working Paper
 Edwin J. Elton , Martin J. Gruber , Deepak Agrawal and Christopher Mann
New York University (NYU) - Department of Finance , New York University (NYU) - Department of Finance , KMV Corporation and Moody's Investors Service
Date Posted: April 12, 2002
Working Paper Series
2572 downloads

Incl. Electronic Paper What Enron Means for the Management and Control of the Modern Business Corporation: Some Initial Reflections
Forthcoming, University of Chicago Law Review, Summer 2002
 Jeffrey N. Gordon
Columbia Law School
Date Posted: April 12, 2002
Accepted Paper Series
3298 downloads

Incl. Electronic Paper Exponential Growth of Fixed-Mix Strategies in Stationary Asset Markets
U of Cambridge Working Paper No. WP 01/2002
 M. A. H. Dempster , Klaus Reiner Schenk-Hoppé and Igor V. Evstigneev
University of Cambridge - Judge Business School, Centre for Financial Research , University of Leeds - Leeds University Business School and University of Manchester - Economics, School of Social Sciences
Date Posted: April 11, 2002
Working Paper Series
546 downloads

Incl. Electronic Paper Staying the Course: The Impact of Investment Style Consistency On Mutual Fund Performance
 Keith C. Brown and W. Van Harlow
University of Texas at Austin - Department of Finance and Fidelity Investments
Date Posted: April 11, 2002
Working Paper Series
1320 downloads

Incl. Electronic Paper The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think
Texas Finance Festival
 Shingo Goto and Rossen I. Valkanov
University of South Carolina - Moore School of Business and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: April 11, 2002
Working Paper Series
439 downloads

Incl. Electronic Paper Brand Perceptions and the Market for Common Stock
 Laura Frieder and Avanidhar Subrahmanyam
Purdue University - Krannert School of Management and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: April 10, 2002
Working Paper Series
936 downloads

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Harvard Institute of Economic Research Paper No. 1899
 John Y. Campbell , Joao F. Cocco , Francisco Gomes , Pascal J. Maenhout and Luis M. Viceira
Harvard University - Department of Economics , London Business School , London Business School , INSEAD - Finance and Harvard Business School - Finance Unit
Date Posted: April 10, 2002
Accepted Paper Series

Incl. Electronic Paper The Use of Target Prices to Justify Sell-Side Analysts' Stock Recommendations
 Mark Thomas Bradshaw
Boston College
Date Posted: April 10, 2002
Working Paper Series
1011 downloads

Incl. Fee Electronic Paper Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period
CEPR Discussion Paper No. 3254
 Hans-Joachim Voth
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: April 09, 2002
Working Paper Series
29 downloads

Bringing the Future Forward: The Effect of Disclosure on the Returns-Earnings Relation
Journal of Accounting Research, Forthcoming
 Russell J. Lundholm and Linda A. Myers
University of British Columbia - Sauder School of Business and University of Arkansas
Date Posted: April 09, 2002
Accepted Paper Series

Incl. Electronic Paper Spread Futures: Why Derivatives on Derivatives?
 Charles J. Cuny
affiliation not provided to SSRN
Date Posted: April 09, 2002
Working Paper Series
427 downloads

Incl. Electronic Paper The Source of Value
Journal of Portfolio Management, Forthcoming
 Thomas K. Philips
Malbec Partners
Date Posted: April 09, 2002
Accepted Paper Series
458 downloads

Simplified Discounting Rules in Binomial Models
Schmalenbach Business Review, Vol. 53, July 2001
 Frank Richter
Goldman, Sachs & Co. oHG
Date Posted: April 08, 2002
Accepted Paper Series

Incl. Electronic Paper Controlling for Variable Liquidity and Selection Bias in Indices of Private Asset Market Values

 Jeffrey D. Fisher , Dean H. Gatzlaff , David M. Geltner and Donald R. Haurin
Indiana University , Florida State University , University of Cincinnati - College of Business and Ohio State University (OSU) - Department of Economics
Date Posted: April 08, 2002
Working Paper Series
433 downloads


 

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