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


SSRN eLibrary Search Results
JEL Code: G12
5,796,161 Total downloads
Showing Papers 3,241 - 3,290 of 13,809
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Incl. Electronic Paper Barriers to Portfolio Flows, Short Sales Constraints and International Asset Pricing: Theory and Evidence
Hai T. Ta and Vihang R. Errunza
McGill University and McGill University - Desautels Faculty of Management
Date Posted: January 20, 2011
Last Revised: March 07, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Log-Normal Approximation of the Equity Premium in the Production Model
CESifo Working Paper Series No. 3311
 Burkhard Heer and Alfred Maussner
University of Augsburg and University of Augsburg - Faculty of Business and Economics
Date Posted: January 20, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Tax Shield, Bankruptcy and Interest Ceiling
 Sven Arnold , Alexander D.F. Lahmann and Bernhard Schwetzler
HHL Leipzig Graduate School of Management , HHL Leipzig Graduate School of Management and HHL Leipzig Graduate School of Management - Department of Finance
Date Posted: January 20, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Fourteen at One Blow: The Market Entry of Turquoise
 Jördis Hengelbrock and Erik Theissen
University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Date Posted: January 19, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Global Tactical Sector Allocation: A Quantitative Approach
 Ronald Q. Doeswijk and Pim van Vliet
Robeco and Robeco Asset Management - Quantitative Strategies
Date Posted: January 19, 2011
Working Paper Series
1221 downloads

Incl. Electronic Paper The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets
ECB Occasional Paper No. 122
 John Beirne , Lars Dalitz , Jacob Ejsing , Magdalena Grothe , Simone Manganelli , Fernando Monar , Benjamin Sahel , Matjaz Susec , Jens Tapking and Tana Vong
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank , European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: January 19, 2011
Working Paper Series
234 downloads

Incl. Electronic Paper Toxic Asset Subsidies and the Early Redemption of TALF Loans
 Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
Date Posted: January 19, 2011
Last Revised: August 19, 2011
Working Paper Series
129 downloads

Incl. Electronic Paper Can Position Limits Restrain 'Rogue' Trading?
Journal of Banking and Finance, Forthcoming
 Muhammed Shahid Ebrahim
Bangor University - University of Wales System
Date Posted: January 18, 2011
Last Revised: October 26, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Does Industry Size Matter? Revisiting European Mutual Fund Performance
 Rogér Otten and Kilian Thevissen
Maastricht University - Department of Finance and Philips Pension Fund
Date Posted: January 18, 2011
Last Revised: February 17, 2011
Working Paper Series
128 downloads

Incl. Electronic Paper Psychology and the Financial Crisis of 2007-2008
 Nicholas Barberis
Yale School of Management
Date Posted: January 18, 2011
Last Revised: September 03, 2011
Working Paper Series
1009 downloads

Incl. Electronic Paper Telefonica: 1991-2010 (Spanish)
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: January 18, 2011
Last Revised: January 24, 2011
Working Paper Series
595 downloads

Incl. Electronic Paper A Tale of Two Market Microstructures: Spillovers of Informed Trading and Liquidity for Cross Listed Chinese A and B Shares
 Jing Chen , Julian M. Williams and Roger Buckland
Swansea University , University of Aberdeen Business School and University of Aberdeen - Business School
Date Posted: January 17, 2011
Last Revised: February 15, 2011
Working Paper Series
56 downloads

Incl. Electronic Paper Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound
 Martin M. Andreasen and Andrew Meldrum
University of Aarhus and University of Cambridge
Date Posted: January 17, 2011
Working Paper Series
119 downloads

Incl. Electronic Paper Unilateral CVA for CDS in a Contagion Model with Stochastic Pre-Intensity and Interest
 Qunfang Bao , Si Chen and Shenghong Li
Zhejiang University - Department of Mathematics , Zhejiang University - Department of Mathematics and Zhejiang University
Date Posted: January 16, 2011
Last Revised: April 27, 2013
Working Paper Series
89 downloads

Incl. Electronic Paper A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
 Giovanni Calice , Christos Ioannidis and Rong Hui Miao
University of Birmingham - Department of Economics , University of Bath-Department of Economics and University of Bath - Department of Economics
Date Posted: January 16, 2011
Last Revised: January 21, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Are There Benefits to Being Naked?
 Giovanni Calice , Jing Chen and Julian M. Williams
University of Birmingham - Department of Economics , Swansea University and University of Aberdeen Business School
Date Posted: January 16, 2011
Last Revised: February 08, 2011
Working Paper Series
146 downloads

Incl. Electronic Paper Survival Measures and Interacting Intensity Model: With Applications in Guaranteed Debt Pricing
 Qunfang Bao , Shenghong Li and Guimei Liu
Zhejiang University - Department of Mathematics , Zhejiang University and Zhejiang University City College
Date Posted: January 16, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper The Supply Elasticity of Tax-Exempt Bonds
2009 National Tax Association Proceedings, Forthcoming
 David Joulfaian and Thornton Matheson
Government of the United States of America - Department of the Treasury - Office of Tax Analysis and affiliation not provided to SSRN
Date Posted: January 16, 2011
Accepted Paper Series
44 downloads

Incl. Electronic Paper Time-Change Risks and the Aggregate Stock Market Behavior
 Roberto Marfè
Swiss Finance Institute
Date Posted: January 16, 2011
Working Paper Series
84 downloads

Incl. Electronic Paper Two Trading Procedures Contrasted: One Filter and One Prism
 Steven S. Kan
Southwestern University of Finance and Economics
Date Posted: January 16, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Diversification in Firm Valuation: A Multivariate Copula Approach
Cologne Graduate School Working Paper No. 02-01
 Stefan Erdorf , Thomas Hartmann-Wendels and Nicolas Heinrichs
University of Cologne - Graduate School of Risk Management , University of Cologne - Department of Banking and University of Cologne - Graduate School of Risk Management
Date Posted: January 15, 2011
Last Revised: June 28, 2011
Working Paper Series
757 downloads

Incl. Electronic Paper International Macro-Finance
 Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: January 15, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Shareholder Return and Value Creation of 125 Spanish Companies in 2010 (Rentabilidad y Creación de Valor de 125 Empresas Españolas en 2010) (Spanish)
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: January 15, 2011
Working Paper Series
627 downloads

Incl. Electronic Paper A Balance Sheet Approach for Sovereign Debt
 Dan Galai , Yoram Landskroner , Alon Raviv and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration , Hebrew University of Jerusalem - Department of Finance and Banking , Brandeis University - International Business School and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: January 14, 2011
Working Paper Series
229 downloads

Incl. Electronic Paper Measuring Contemporaneous Correlation between Return Shock and Volatility Shock in an EGARCH Model
 Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: January 14, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Quality of Financial Information and Liquidity
Review of Financial Economics, Vol. 20, No. 2, p. 49, May 2011
 Katsiaryna Salavei Bardos
Fairfield University - Department of Finance
Date Posted: January 13, 2011
Last Revised: October 06, 2011
Accepted Paper Series
339 downloads

Incl. Fee Electronic Paper What was the Market Value of Daimler During the German Hyperinflation?
Economic Inquiry, Vol. 49, No. 1, pp. 172-173, 2011
 Lyndon Moore
University of Montreal - Department of Economics
Date Posted: January 12, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper Bias in Estimating Multivariate and Univariate Diffusions
Cowles Foundation Discussion Paper No. 1778
 Xiaohu Wang , Peter C. B. Phillips and Jun Yu
University of Central Florida - Department of Public Administration , Yale University - Cowles Foundation and Singapore Management University
Date Posted: January 12, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications
Swiss Finance Institute Research Paper No. 10-58
 Peter Steffen Schmidt , Urs von Arx , Andreas Schrimpf , Alexander F. Wagner and Andreas Ziegler
University of Zurich - Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS) , ETH Zürich , Bank for International Settlements (BIS) - Monetary and Economic Department , University of Zurich - Department of Banking and Finance and Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Date Posted: January 12, 2011
Working Paper Series
468 downloads

Incl. Electronic Paper The Canadian ABS Market: Where Do We Go from Here?
C.D. Howe Institute Working Paper No. 315
 David C. Allan and Philippe Bergevin
affiliation not provided to SSRN and C.D. Howe Institute
Date Posted: January 12, 2011
Accepted Paper Series
33 downloads

Incl. Electronic Paper IBEX 35: 1991-2010 - Value Creation and Return
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: January 11, 2011
Last Revised: January 23, 2011
Working Paper Series
1455 downloads

Incl. Electronic Paper Price Discovery in the Dual-Platform US Treasury Market
 Peter G. Dunne , Youwei Li and Zhuowei Sun
Central Bank of Ireland , Queen's University Belfast - School of Management and Queen's University Belfast - School of Management
Date Posted: January 11, 2011
Last Revised: September 19, 2011
Working Paper Series
140 downloads

Incl. Fee Electronic Paper Regulatory Uncertainty and Financial Contagion: Evidence from the Hybrid Capital Securities Market
Financial Review, Vol. 46, Issue 1, pp. 1-42, 2011
 John D. Finnerty , Jeffrey Turner , Jack Chen and Rachael W. Park
Finnerty Economic Consulting LLC , Finnerty Economic Consulting LLC , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 10, 2011
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Comprehensive Look at Financial Volatility Prediction by Economic Variables
 Charlotte Christiansen , Maik Schmeling and Andreas Schrimpf
University of Aarhus - School of Economics and Management - CREATES , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: January 10, 2011
Last Revised: March 06, 2012
Working Paper Series
725 downloads

Incl. Electronic Paper Book-to-Market Decomposition and the Accrual Anomaly
 Xiaoquan Jiang and Yunhao Chen
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - School of Accounting
Date Posted: January 10, 2011
Working Paper Series
146 downloads

Incl. Electronic Paper Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960–2011
Journal of Real Estate Research, Forthcoming
 Ogonna Nneji , Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre , University of Reading - ICMA Centre and University of Reading
Date Posted: January 10, 2011
Last Revised: March 13, 2013
Working Paper Series
210 downloads

Incl. Electronic Paper The Long-Run Role of the Media: Evidence from Initial Public Offerings
Midwest Finance Association 2013 Annual Meeting Paper
 Laura Xiaolei Liu , Ann E. Sherman and Yong Zhang
Hong Kong University of Science & Technology , DePaul University and Hong Kong University of Science & Technology (HKUST)
Date Posted: January 09, 2011
Last Revised: January 22, 2013
Working Paper Series
290 downloads

Incl. Electronic Paper Liquidity Premium and Consumption
Fifth Singapore International Conference on Finance 2011
Wenjin Kang and Nan Li
National University of Singapore (NUS) - Department of Accounting and Department of Finance, NUS Business School, National University of Singapore
Date Posted: January 09, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper The Relationship Profitability-Trade Volume: Dynamism of Overconfidence in the Context of the Tunisian Market (La Relation Rentabilité-Volume des Transactions: Dynamisme de la Sur-Confiance Dans le Contexte du Marché Tunisien) (French)
 Abderrazak Dhaoui
University of Sousse - Faculty of Economic Sciences and Management
Date Posted: January 09, 2011
Last Revised: January 16, 2011
Working Paper Series
77 downloads

Usage of Stock Index Options: Evidence from the Italian Market
STOCK MARKET VOLATILITY, pp. 337-353, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009
 Rosa Cocozza
University of Naples Federico II - Faculty of Economics
Date Posted: January 09, 2011
Accepted Paper Series

Incl. Electronic Paper Markets Change Every Day: Evidence from the Memory of Trade Direction
 Spyros Skouras and Christos Axioglou
Athens University of Economics and Business - Department of International and European Economic Studies and affiliation not provided to SSRN
Date Posted: January 07, 2011
Last Revised: January 20, 2011
Working Paper Series
153 downloads

Size and Momentum Strategies in Indonesian Market
 Cecep Setiawan
affiliation not provided to SSRN
Date Posted: January 07, 2011
Working Paper Series

Incl. Electronic Paper Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns
McCombs Research Paper Series No. FIN-01-11, AFA 2012 Chicago Meetings Paper
 Bing Han and Yi Zhou
University of Texas at Austin - McCombs School of Business and Florida State University, College of Business, Department of Finance
Date Posted: January 07, 2011
Last Revised: June 18, 2011
Working Paper Series
723 downloads

Incl. Electronic Paper Textual Risk Disclosures and Investors’ Risk Perceptions
Review of Accounting Studies, Forthcoming
 Todd D. Kravet and Volkan Muslu
University of Texas at Dallas - School of Management and Bauer College of Business University of Houston
Date Posted: January 07, 2011
Last Revised: December 05, 2012
Accepted Paper Series
466 downloads

Incl. Electronic Paper Empirical Tests on the Credit Default Swap and Stock Markets During the Global Credit Crisis
 Kam Fong Chan and Alastair Marsden
University of Queensland - Faculty of Business, Economics and Law and University of Auckland - Faculty of Business & Economics
Date Posted: January 06, 2011
Working Paper Series
131 downloads

Incl. Electronic Paper Evaluation of Hedging Effectiveness for CNX Bank and Nifty Index Futures
Centre for Multi-Disciplinary Development Research Monograph Series No. 57
 B. Prasanna Kumar and M. V. Supriya
Xavier Institute of Management & Entrepreneurship and Anna University, Chennai.
Date Posted: January 05, 2011
Last Revised: November 25, 2012
Working Paper Series
51 downloads

Book-to-Market Ratio and Skewness of Stock Returns
 Xiao-Jun Zhang
University of California, Berkeley
Date Posted: January 05, 2011
Working Paper Series

Incl. Electronic Paper A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions
ECB Working Paper No. 1281
 Rupert de Vincent-Humphreys and Josep Maria Puigvert Gutierrez
Bank of England and European Central Bank
Date Posted: January 04, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Center for Financial Innovation and Stability Working Paper No. 10-03
 Francisco Penaranda and Enrique Sentana
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: January 04, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Interest Rate Transmission and Volatility Transmission along the Yield Curve
Banque de France Working Paper No. 57
 Sanvi Avouyi-Dovi and Eric Jondeau
Banque de France and University of Lausanne
Date Posted: January 04, 2011
Working Paper Series
49 downloads


 

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