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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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Total References: 8,539,827
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  Footnotes:
78,859
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SSRN eLibrary Search Results
JEL Code: G1
13,114,204 Total downloads
Showing Papers 31,251 - 31,300 of 36,962
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Incl. Electronic Paper Advertising, Breadth of Ownership, and Liquidity
AFA 2003 Washington, DC Meetings
Gustavo Grullon , George Kanatas and James Weston
Rice University - Jesse H. Jones Graduate School of Business , Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: March 25, 2002
Working Paper Series
600 downloads

Incl. Electronic Paper Sequential Optimal Portfolio Performance: Market and Volatility Timing
Michael S. Johannes , Nick Polson and Jonathan R. Stroud
Columbia Business School - Finance and Economics , University of Chicago - Booth School of Business and University of Pennsylvania - Statistics Department
Date Posted: March 24, 2002
Working Paper Series
858 downloads

Incl. Electronic Paper An Essay on Financial Innovations: The Case of Instalment Receipts
Narat Charupat and Eliezer Z. Prisman
McMaster University - DeGroote School of Business and York University - Schulich School of Business
Date Posted: March 23, 2002
Working Paper Series
200 downloads

Are the Fama and French Factors Global or Country-Specific?
The Review of Financial Studies, Forthcoming
John M. Griffin
University of Texas at Austin - Department of Finance
Date Posted: March 22, 2002
Accepted Paper Series

Incl. Electronic Paper An Examination of Heterogeneous Beliefs With a Short-Sale Constraint in a Dynamic Economy
EFA 2002 Berlin Meetings Presented Paper
Michael F. Gallmeyer and Burton Hollifield
University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: March 22, 2002
Working Paper Series
659 downloads

Incl. Electronic Paper Characterizing Asymmetric Information in International Equity Markets
Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper
Rui A. Albuquerque , Gregory H. Bauer and Martin Schneider
Boston University - School of Management , Bank of Canada and Independent
Date Posted: March 22, 2002
Working Paper Series
433 downloads

Incl. Electronic Paper Conditional Asset Allocation, Hedging and Intertemporal Asset Pricing
Guojun Wu and Bruno Gerard
University of Houston and Norwegian School of Management BI - Department of Financial Economics
Date Posted: March 22, 2002
Working Paper Series
285 downloads

Incl. Electronic Paper Disappointment, Pessimism and the Equity Risk Premia
EFA 2002 Berlin Meetings Presented Paper
Thierry Chauveau and Nicolas Nalpas
National Center for Scientific Research (CNRS) and École Supérieure de Commerce (ESC) de Toulouse - Economics and Finance
Date Posted: March 22, 2002
Working Paper Series
409 downloads

Incl. Electronic Paper Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?
EFA 2002 Berlin Meetings Presented Paper
Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma - Division of Finance
Date Posted: March 22, 2002
Working Paper Series
214 downloads

Incl. Electronic Paper Does Unemployment Risk Affect Asset Returns? The Long-Run UK Evidence
U of Exeter Business and Economics Working Paper
Nonthipoth Buranavityawut and Mark C. Freeman
University of Exeter Business School and University of Bradford - School of Management
Date Posted: March 22, 2002
Working Paper Series
162 downloads

Incl. Electronic Paper Exploiting Short-Run Predictability
AFA 2002 Atlanta Meetings
Francisco Gomes
London Business School
Date Posted: March 22, 2002
Working Paper Series
371 downloads

Incl. Electronic Paper Extremal Dependence between Market and Liquidity Risk: An Analysis for the Swiss Market
Christian Reich and Patrick Wegmann
University of Basel and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: March 22, 2002
Working Paper Series
223 downloads

Incl. Electronic Paper Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile

Vassil A. Konstantinov
San Francisco State University - Finance - College of Business
Date Posted: March 22, 2002
Working Paper Series
225 downloads

Incl. Electronic Paper Finite Maturity Caps and Floors on Continuous Flows
Journal of Economic Dynamics and Control, Vol. 31, No. 12, pp. 3843-3859, 2007
Mark B. Shackleton and Rafal M. Wojakowski
Lancaster University - Department of Accounting and Finance and University of Surrey
Date Posted: March 22, 2002
Last Revised: March 09, 2008
Working Paper Series
279 downloads

Incl. Electronic Paper Industry Returns, Single and Multifactor Asset Pricing Tests
EFA 2002 Berlin Meetings Discussion Paper
Syed I. Hussain and Steve Toms
Nottingham University Business School and University of Leeds - Leeds University Business School (LUBS)
Date Posted: March 22, 2002
Working Paper Series
508 downloads

Incl. Electronic Paper Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes
EFA 2002 Berlin Meetings Presented Paper
Honghui Chen , Vijay Singal and Gregory Noronha
University of Central Florida , Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Date Posted: March 22, 2002
Working Paper Series
574 downloads

Incl. Electronic Paper January Effect - A Re-examination
Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: March 22, 2002
Working Paper Series
788 downloads

Incl. Electronic Paper Market Integration and Contagion
EFA 2002 Berlin Meetings Presented Paper
Geert Bekaert , Campbell R. Harvey and Angela Ng
Columbia Business School - Finance and Economics , Duke University - Fuqua School of Business and Hong Kong University of Science & Technology - Department of Finance
Date Posted: March 22, 2002
Working Paper Series
1028 downloads

Incl. Electronic Paper Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a Squeeze
EFA 2002 Berlin Meetings Presented Paper
Narayan Y. Naik , Pradeep K. Yadav and John J. Merrick Jr.
London Business School - Institute of Finance and Accounting , University of Oklahoma - Division of Finance and College of William and Mary - Mason School of Business
Date Posted: March 22, 2002
Working Paper Series
666 downloads

Incl. Electronic Paper Measuring the Liquidity Impact on EMU Government Bond Prices
Hannes Mösenbacher , Rainer Jankowitsch and Stefan Pichler
Center for Central European Financial Markets (CCEFM) , Vienna University of Economics and Business and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Date Posted: March 22, 2002
Working Paper Series
475 downloads

Incl. Electronic Paper Performance, Herding, and Career Concerns of Individual Financial Analysts
EFA 2002 Berlin Meetings Discussion Paper
Xi Li
Hong Kong University of Science & Technology
Date Posted: March 22, 2002
Working Paper Series
754 downloads

Incl. Electronic Paper Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
William N. Goetzmann , Jonathan E. Ingersoll Jr., Matthew I. Spiegel and Ivo Welch
Yale School of Management - International Center for Finance , Yale School of Management - International Center for Finance , Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)
Date Posted: March 22, 2002
Working Paper Series
6861 downloads

Incl. Electronic Paper Procyclicality and the New Basel Accord - Banks' Choice of Loan Rating System
Eva Catarineu-Rabell , Patricia Jackson and Dimitrios P. Tsomocos
affiliation not provided to SSRN , Bank of England and University of Oxford - Said Business School and St. Edmund Hall
Date Posted: March 22, 2002
Working Paper Series
683 downloads

Incl. Electronic Paper Rational Asset Pricing Implications from Realistic Trading Frictions
EFA 2002 Berlin Meetings Presented Paper
Jean-Pierre Zigrand
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: March 22, 2002
Working Paper Series
135 downloads

Risk Disaggregation and Credit Risk Valuation in the Mertonlike Way
Journal of Risk Finance, Vol. 4, No. 3, pp. 27-42, 2003, EFMA 2002 London Meetings
Hayette Gatfaoui
Rouen Business School - Economics & Finance Department
Date Posted: March 22, 2002
Last Revised: July 22, 2009
Accepted Paper Series

Incl. Electronic Paper Role of Short Sellers in Price Formation - The Weekend Effect
Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: March 22, 2002
Working Paper Series
329 downloads

Incl. Electronic Paper Tax Management Strategies with Multiple Risky Assets
EFA 2002 Berlin Meetings Presented Paper
Michael F. Gallmeyer , Ron Kaniel and Stathis Tompaidis
University of Virginia (UVA) - McIntire School of Commerce , University of Rochester - Simon Graduate School of Business and University of Texas at Austin - McCombs School of Business
Date Posted: March 22, 2002
Working Paper Series
302 downloads

Incl. Electronic Paper The Predictive Value of Expenses Excluded from 'Pro Forma' Earnings
Jeffrey T. Doyle and Russell J. Lundholm
Utah State University and University of British Columbia - Sauder School of Business
Date Posted: March 22, 2002
Working Paper Series
1594 downloads

Incl. Electronic Paper Trading Behaviour of Finnish Households: Activity, Performance and Overconfidence
Working Paper Series
Markku Tapani Tyynelä and Jukka Perttunen
University of Oulu and University of Oulu - Department of Accounting & Finance
Date Posted: March 22, 2002
Working Paper Series
251 downloads

Incl. Electronic Paper Why Common Valuation Techniques are Useless at Central European Emerging Equity Markets
Higher School of Economics & Arts in Skierniewice Working Paper No.1/2002
Witold Maksymilian Rutkowski
Higher School of International and Regional Cooperation in Wolomin - Department of Economics
Date Posted: March 22, 2002
Working Paper Series
291 downloads

A Test of the Market's Mispricing of Domestic and Foreign Earnings
Journal of Accounting and Economics, Vol. 28, No. 3, 1999, 243-267.
Wayne B. Thomas
University of Oklahoma, Michael F. Price College of Business
Date Posted: March 21, 2002
Accepted Paper Series

Incl. Electronic Paper A Critique of the Traditional Graphs Duration-YTM. An Alternative "Average Length" Measure to Replace Duration in Yield-Curve Analysis
Rodolfo Oviedo
Universidad Austral
Date Posted: March 21, 2002
Working Paper Series
310 downloads

Incl. Electronic Paper Detecting A Stock Market Anomaly With A Classifier System
Hakan Aksoy and Ismail Saglam
Boğaziçi University and Boğaziçi University
Date Posted: March 21, 2002
Working Paper Series
304 downloads

Incl. Electronic Paper Forecasting Volatility States and Active Portfolio Strategies
Mattias Persson and Birger Nilsson
Sveriges Riksbank and Lund University - Department of Economics
Date Posted: March 21, 2002
Working Paper Series
338 downloads

Incl. Electronic Paper Integrating Market Risk and Credit Risk: A Dynamic Asset Allocation Perspective
AFA 2003 Washington, DC Meetings
Yuanfeng Hou
University of Hong Kong - School of Economics and Finance
Date Posted: March 21, 2002
Working Paper Series
892 downloads

Incl. Electronic Paper Long-Term Investing and International Diversification
Mattias Persson
Sveriges Riksbank
Date Posted: March 21, 2002
Working Paper Series
560 downloads

Incl. Electronic Paper Stocks or Bills in the Long Run Evidence from the US and Swedish Asset Markets
Bjorn Hansson and Mattias Persson
Lund University - Department of Economics and Sveriges Riksbank
Date Posted: March 21, 2002
Working Paper Series
103 downloads

Incl. Electronic Paper Structural Models of Corporate Bond Pricing: An Empirical Analysis
EFA 2002 Berlin Meetings
Young Ho Eom , Jing-Zhi Huang and Jean Helwege
Yonsei University , Pennsylvania State University - University Park - Department of Finance and University of South Carolina
Date Posted: March 21, 2002
Working Paper Series
2512 downloads

Incl. Electronic Paper Survival, Look-Ahead Bias and the Performance of Hedge Funds
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
G. Baquero , Jenke ter Horst and Marno Verbeek
ESMT European School of Management and Technology , Tilburg University - Center for Economic Research (CentER) and Erasmus University - Rotterdam School of Management
Date Posted: March 21, 2002
Working Paper Series
749 downloads

Incl. Electronic Paper The Predictive Ability of the Bond Stock Earnings Yield Differential in World-wide Equity Markets
Sauder School of Business Working Paper
Klaus Berge and William T. Ziemba
Dresden University of Technology - Faculty of Economics and Business Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: March 21, 2002
Working Paper Series
768 downloads

Incl. Electronic Paper The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
EFA 2002 Berlin Meetings Presented Paper
Philip R. Brown , Nick Chappel , Raymond da Silva Rosa and Terry S. Walter
University of Western Australia - Department of Accounting and Finance , University of Sydney - School of Business , University of Western Australia - Department of Accounting and Finance and University of Technology, Sydney - School of Finance and Economics
Date Posted: March 21, 2002
Working Paper Series
725 downloads

Incl. Electronic Paper Value and Size Effects: Now you see It, Now you don't
EFA 2002 Berlin Meetings Discussion Paper
Frederiek van Holle , Jan Annaert , John Crombez and Bart Spinel
affiliation not provided to SSRN , Antwerp Management School , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: March 21, 2002
Working Paper Series
524 downloads

Incl. Electronic Paper Why Do Firms Choose Value-Destroying Rights Offerings? Theory and Evidence from Hong Kong
Xueping Wu and Zheng Wang
City University of Hong Kong (CityUHK) - Department of Economics & Finance and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: March 21, 2002
Working Paper Series
393 downloads

Incl. Electronic Paper Company Stock in Pension Plans: How Costly Is It?
Harvard Business School Working Paper No. 02-058; AFA 2003 Washington, DC Meetings, HBS Finance Working Paper No. 02-058
Lisa K. Meulbroek
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: March 20, 2002
Working Paper Series
801 downloads

Incl. Electronic Paper Heterogeneity in Investor Confidence and Asset Market Under-and Overreaction
Julan Du
Chinese University of Hong Kong (CUHK) - Department of Economics
Date Posted: March 20, 2002
Working Paper Series
533 downloads

Incl. Electronic Paper Is Default Event Risk Priced in Corporate Bonds?
EFA 2002 Berlin Meetings Presented Paper; University of Amsterdam Working Paper
Joost Driessen
Tilburg University - Department of Finance
Date Posted: March 20, 2002
Working Paper Series
1178 downloads

Incl. Electronic Paper Liquidity Providers on an Electronic Order-Driven Market
Edward H. Chow , Yuan-Lin Emma Hsu and Ivan Tso
National Chengchi University (NCCU) - Department of Finance and Banking , National Chengchi University (NCCU) and Grand Cathay Securities - Research & Development Department
Date Posted: March 20, 2002
Working Paper Series
405 downloads

Incl. Electronic Paper Model Uncertainty and Liquidity
EFA 2002 Berlin Meetings Presented Paper
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Date Posted: March 20, 2002
Working Paper Series
432 downloads

Incl. Electronic Paper Non-Redundant Derivatives in a Dynamic General Equilibrium Economy
London Business School Working Paper; EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Harjoat Singh Bhamra , Leonid Kogan and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business , Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Date Posted: March 20, 2002
Working Paper Series
327 downloads

Incl. Electronic Paper Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
EFMA 2002 London Meetings; Copenhagen Business School Finance Working Paper
Ken L. Bechmann
Copenhagen Business School - Department of Finance
Date Posted: March 20, 2002
Working Paper Series
365 downloads


 

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