Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,519
Full Text Papers:
398,394
Authors:
228,766
Papers Received in Last 12 months:
69,683
Paper Downloads:
To date:
66,757,919
Last 12 months:
11,228,952
Last 30 days:
844,040
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G1
13,118,489 Total downloads
Showing Papers 31,451 - 31,500 of 36,975
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Valuation of Defaultable Bonds and Debt Restructuring
Ariadna Dumitrescu
Date Posted: March 02, 2002Last Revised: February 19, 2013482 downloads
A Fundamentally Different Interpretation of the Relation Between Implied and Realized Volatility
Federico M. Bandi and
Benoit Perron
Date Posted: March 02, 2002587 downloads
Are Practitioners Right? On The Relative Importance of Industrial Factors In International Stock Returns EFMA 2002 London Meetings; HEC-Geneve Working Paper
Dušan Isakov and
Frederic Sonney
Date Posted: March 02, 2002310 downloads
Detecting Liquidity Traders Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Avner Kalay and
Avi Wohl
Date Posted: March 02, 2002Last Revised: December 14, 2008539 downloads
Does Risk or Mispricing Explain the Cross-Section of Stock Prices AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper, HBS Finance Working Paper No. 03-107
Randolph B. Cohen ,
Christopher Polk and
Tuomo Vuolteenaho
Date Posted: March 02, 2002932 downloads
Estimating Risk and Return Combinations For New Actively Managed Funds
Ney O. Brito ,
Alexandre Bona and
Karin Meerbaum
Date Posted: March 02, 200299 downloads
How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods EFMA 2002 London Meeting
Dušan Isakov and
Laurent Barras
Date Posted: March 02, 2002611 downloads
Smart Monte Carlo: Various Tricks Using Malliavin Calculus Goldman Sachs Working Paper; EFA 2002 Berlin Meetings Discussion Paper
Eric Benhamou
Date Posted: March 02, 20021722 downloads
The Price Impact of Trades in Infrequently Traded Stocks in Periods of High and Low Market Activity
Laura Spierdijk ,
Theo Nijman and
Arthur van Soest
Date Posted: March 02, 2002315 downloads
The Transmission of Swap Spreads and Volatilities in the International Swap Markets
Young Ho Eom ,
Jun Uno and
Marti G. Subrahmanyam
Date Posted: March 02, 2002354 downloads
Valuation in Integrated Financial and Insurance Markets
Alexander Muermann
Date Posted: March 02, 2002178 downloads
Who is Afraid of Reg FD? The Behavior and Performance of Sell-Side Analysts Following the SEC's Fair Disclosure Rules AFA 2003 Washington, DC Meetings Paper, EFA 2002 Berlin Meetings Paper
Anup Agrawal ,
Mark A. Chen and
Sahiba Chadha
Date Posted: March 02, 2002Last Revised: February 13, 2011977 downloads
A Duration Model for Defaultable Bonds Journal of Financial Research, Forthcoming
Gady Jacoby
Date Posted: March 01, 2002
Asset Allocation: Emerging Markets and Technology Stocks
Nuno Goncalves Gracias Fernandes
Date Posted: March 01, 2002445 downloads
Bids and Allocations in European IPO Bookbuilding AFA 2003 Washington, DC Meetings
Tim Jenkinson and
Howard Jones
Date Posted: March 01, 2002565 downloads
Corporate Credit Risk Valuation Using Option Pricing Theory Methodology - A Practical Application to a Banking Credit Portfolio
Nuno Q. Sousa
Date Posted: March 01, 20021697 downloads
Determinants of the Relative Price Impact of Non-anticipated Information in U.S. Macroeconomic Releases
Dieter Hess
Date Posted: March 01, 2002389 downloads
Do Countries or Industries Explain Momentum in Europe? ERIM Report Series Reference No. ERS-2002-91-F&A, EFA 2002 Berlin Meetings Presented Paper
Theo Nijman ,
Marno Verbeek and
Laurens A. P. Swinkels
Date Posted: March 01, 2002785 downloads
How Does a Banks' Risk Profile Influence the Effect of Credit Risk? Evidence from Bank Stock Market Returns
Astrid Van Landschoot and
Rudi Vander Vennet
Date Posted: March 01, 2002658 downloads
New Evidence on the Longer Horizon Predictability of Return Volatility of the German Dax: An Assessment with Model-Free Test Procedures
Burkhard Raunig
Date Posted: March 01, 2002141 downloads
Portfolio and Consumption Choice with Stochastic Investment Opportunities and Habit Formation in Preferences
Claus Munk
Date Posted: March 01, 2002205 downloads
Predicting Financial Volatility: High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility
Martin Martens and
Jason Zein
Date Posted: March 01, 2002871 downloads
The Impact of Concurrent Conference Calls on the Information Content of Earnings Announcements
Mark J. Kohlbeck and
Matthew J. Magilke
Date Posted: March 01, 2002361 downloads
The Impact of Delivery Risk on Optimal Production and Futures Hedging EFMA 2002 London Meetings
Axel F. A. Adam-Muller
and
Kit Pong Wong
Date Posted: March 01, 2002229 downloads
The Performance of Economic Tracking Portfolios in an IT-sensitive Stock Market EFA 2002 Berlin Meetings Discussion Paper
Juha-Pekka Junttila and
Heli Kinnunen
Date Posted: March 01, 2002153 downloads
The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity
Theo Nijman ,
Arthur van Soest and
Laura Spierdijk
Date Posted: March 01, 2002424 downloads
Valuation of Razorback Executive Stock Options: A Simulation Approach
Joe Cheung
Date Posted: March 01, 2002232 downloads
On the Information in the Interest Rate Term Structure and Option Prices Review of Derivatives Research, Vol. 7, No. 2, 2004
Frank de Jong ,
Joost Driessen and
Antoon Pelsser
Date Posted: February 28, 2002Last Revised: May 08, 2011483 downloads
Testing the Mixture of Distributions Hypothesis Using
"Realized" Volatility
James C. Luu and
Martin Martens
Date Posted: February 28, 2002245 downloads
'Maximal' Convenience Yield Model Implied by Commodity Futures EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Jaime Casassus and
Pierre Collin-Dufresne
Date Posted: February 27, 20021408 downloads
A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs EFA 2002 Berlin Meetings Presented Paper
Gautam Goswami ,
Liuren Wu and
Milind M. Shrikhande
Date Posted: February 27, 2002505 downloads
Association Between Accounting Earnings and Stock Returns as a Measure of Value Relevance of Accounting Standards: Empirical Evidence from the Swiss Market EFA 2002 Berlin Meetings Discussion Paper
Levon Babalyan
Date Posted: February 27, 20021662 downloads
Cancellation of Executive Stock Options: Tax and Accounting Income Considerations
Amin Mawani
Date Posted: February 27, 2002313 downloads
Decision Risk Reductions for Stock Indices
Wolfgang Stummer
Date Posted: February 27, 200284 downloads
Geared Equity Investments: Tax Arbitrage Down Under
Charles J. Corrado and
Joe Cheung
Date Posted: February 27, 2002216 downloads
Option-Implied Risk Aversion Estimates: Robustness and Patterns EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings, FRB Chicago Working Paper No. 2001-15
Robert R. Bliss and
Nikolaos Panigirtzoglou
Date Posted: February 27, 2002671 downloads
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans EFA 2002 Berlin Meetings Presented Paper
Martin Christian Richter and
Carsten Sørensen
Date Posted: February 27, 20021108 downloads
Tax Policy Changes and Ex-Dividend Behavior: The Case of Sweden EFA 2002 Berlin Meetings Presented Paper
Sven-Olov Daunfeldt
Date Posted: February 27, 2002417 downloads
The Equity Premium Puzzle: Can Income Help?
Borislav Pavlov
Date Posted: February 27, 2002312 downloads
The Equity Volume Puzzle
Jayanta Sen
Date Posted: February 27, 2002339 downloads
The Negative News Threshold - An Explanation for Negative Skewness in Stock Returns Swedish School of Economics & Business Administration Working Paper No. 465
Anders G. Ekholm and
Daniel Pasternack
Date Posted: February 27, 2002344 downloads
Rising Conservatism: Implications for Financial Analysis Financial Analysts Journal, Vol. 58, No. 1, Jan/Feb 2002
Dan Givoly
and
Carla Hayn
Date Posted: February 26, 2002
A Fuller Theory of Short Selling Journal of Asset Management, Vol. 5, No. 1
Harlan D. Platt
Date Posted: February 26, 2002Last Revised: December 05, 20121266 downloads
Applications of Regret Theory to Asset Pricing
Anna Dodonova and
Yuri Khoroshilov
Date Posted: February 26, 2002598 downloads
Informative Trading or Just Noise? An Analysis of Currency Returns, Market Liquidity and Transaction Costs in Proximity of Central Bank Interventions
Paolo Pasquariello
Date Posted: February 26, 2002276 downloads
Integrated Risk Management for the Firm: A Senior Manager's Guide
Lisa K. Meulbroek
Date Posted: February 26, 20026931 downloads
Performance Evaluation with Stochastic Discount Factors
Heber Farnsworth ,
Wayne E. Ferson ,
David Jackson and
Steven K. Todd
Date Posted: February 26, 2002370 downloads
The European Single Currency and the Volatility of European Stock Markets EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper; GRETA Associati Venezia Working Paper No. 0102
Monica Billio and
Loriana Pelizzon
Date Posted: February 26, 2002295 downloads
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds Journal of Financial Economics, Forthcoming
Wayne E. Ferson and
Kenneth Khang
affiliation not provided to SSRN
Date Posted: February 25, 2002
How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market Zurich IEER Working Paper No. 102
Bruno S. Frey and
Daniel Waldenström
Date Posted: February 25, 2002156 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
1.563 seconds
