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Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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Last 30 days: 1,065,092

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SSRN eLibrary Search Results
JEL Code: G10
1,446,728 Total downloads
Showing Papers 3,251 - 3,300 of 4,441
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Incl. Fee Electronic Paper Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
CEPR Discussion Paper No. 3310
Giancarlo Corsetti , Marcello Pericoli and Massimo Sbracia
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) , Bank of Italy and Bank of Italy
Date Posted: May 09, 2002
Working Paper Series
36 downloads

Incl. Electronic Paper Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
Journal of International Money and Finance, Vol. 24, 2005
Giancarlo Corsetti , Marcello Pericoli and Massimo Sbracia
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) , Bank of Italy and Bank of Italy
Date Posted: September 05, 2008
Accepted Paper Series
147 downloads

Incl. Electronic Paper Some Economic Remarks on Arbitrage Theory
Working Paper No. B-7-01
Bernhard Nietert and Jochen Wilhelm
University of Marburg - Faculty of Economics and Business Administration - Chair of Finance and Banking and University of Passau
Date Posted: February 14, 2001
Working Paper Series
296 downloads

Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate
Sequential Analysis, 28: 137–162, 2009., Indian Institute of Management Udaipur Research Paper Series No. 2012-2171274,
Amitava Mukherjee
Indian Institute of Management (IIMU), Udaipur
Date Posted: April 14, 2013
Accepted Paper Series

Incl. Electronic Paper Some Technical Analysis on the Stock Market: Spain and USA
Fernando Rubio
FERNCAPITAL S.A.
Date Posted: February 28, 2004
Working Paper Series
992 downloads

Incl. Electronic Paper Sources of Systematic Risk
Igor Makarov and Dimitris Papanikolaou
London Business School and Northwestern University - Kellogg School of Management - Department of Finance
Date Posted: March 17, 2008
Last Revised: August 14, 2010
Working Paper Series
274 downloads

South African Economic Performance, Credit Advancement and Interest Rates Cycles
Tankiso Moloi
affiliation not provided to SSRN
Date Posted: August 15, 2012
Working Paper Series

Incl. Electronic Paper Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
FRB International Finance Discussion Paper No. 912
John Ammer and Fang Cai
U.S. Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System - Division of International Finance
Date Posted: December 28, 2007
Working Paper Series
407 downloads

Incl. Electronic Paper Sovereign Spreads and Contagion Risks in Asia
IMF Working Paper No. WP/11/134
Carlos Caceres and D. Filiz Unsal
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Date Posted: June 11, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?
IMF Working Paper No. 10/120
Carlos Caceres , Vincenzo Guzzo and Miguel Segoviano
International Monetary Fund (IMF) , International Monetary Fund (IMF) and London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: May 13, 2010
Accepted Paper Series
387 downloads

Incl. Electronic Paper Spanning and Derivative-Security Valuation
Dilip B. Madan and Gurdip Bakshi
University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: April 07, 1999
Working Paper Series
1040 downloads

Spanning and Derivative-Security Valuation
Journal of Financial Economics, Vol. 55, Iss. 2
Dilip B. Madan and Gurdip Bakshi
University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: May 20, 1999
Accepted Paper Series

Incl. Fee Electronic Paper Spatial Asset Pricing: A First Step
CEPR Discussion Paper No. DP7842
Francois Ortalo-Magne and Andrea Prat
Wisconsin School of Business and London School of Economics (LSE) - Department of Economics
Date Posted: July 19, 2010
Working Paper Series
3 downloads

Incl. Electronic Paper Speak Clearly and Listen Well: Negating the Duty to Diversify Trust Investments
Ohio Northern University Law Review, Vol. 33, No. 3, 2007
Jeffrey A. Cooper
Quinnipiac University School of Law
Date Posted: August 10, 2007
Last Revised: October 14, 2007
Accepted Paper Series
349 downloads

Special Repo Rates: An Empirical Analysis
J. OF FINANCE
Bradford D. Jordan and Susan D. Jordan
University of Kentucky - Gatton College of Business and Economics and University of Kentucky - Finance
Date Posted: April 02, 1997
Accepted Paper Series

Incl. Electronic Paper Speculating China Economic Growth Through Hong Kong? Evidence from the Stock Market IPO and Real Estate Markets
Charles Ka Yui Leung and Edward Chi Ho Tang
City University of Hong Kong and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: April 19, 2013
Last Revised: April 21, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Speculating on Presidential Success: Exploring the Link Between the Price-Earnings Ratio and Approval Ratings
Tomasz Piotr Wisniewski , Geoff Lightfoot and Simon Lilley
University of Leicester , University of Leicester - Management Centre and University of Leicester - Management Centre
Date Posted: December 12, 2008
Last Revised: July 10, 2009
Working Paper Series
140 downloads

Incl. Electronic Paper Speculation or Insider Trading: Informed Trading in Options Markets Preceding Tender Offer Announcements
Tom Arnold , Gayle R. Erwin , Lance A. Nail and Ted Bos
University of Richmond - E. Claiborne Robins School of Business , University of Virginia (UVA) - McIntire School of Commerce , University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods and University of Alabama at Birmingham
Date Posted: August 09, 2000
Working Paper Series
1319 downloads

Incl. Electronic Paper Speculative Bubbles in Agricultural Prices
Philipp Adämmer , Martin T. Bohl and Patrick M. Stephan
University of Muenster , University of Muenster and University of Muenster
Date Posted: January 05, 2012
Last Revised: March 27, 2013
Working Paper Series
610 downloads

Incl. Electronic Paper Speculative Bubbles in Karachi Stock Exchange
Ayesha Afzal
Lahore School of Economics - Department of Economics
Date Posted: February 11, 2009
Last Revised: August 17, 2010
Working Paper Series
283 downloads

Incl. Electronic Paper Speculative Dynamics I: Imperfect Competition, and the Implications for High Frequency Trading
Su Li
University of Maryland - Robert H. Smith School of Business
Date Posted: January 25, 2012
Last Revised: March 16, 2012
Working Paper Series
155 downloads

Incl. Electronic Paper Speculators, Commodities and Cross-Market Linkages
Bahattin Buyuksahin and Michel A. Robe
Bank of Canada and American University - Kogod School of Business
Date Posted: November 13, 2010
Last Revised: November 14, 2012
Working Paper Series
813 downloads

Incl. Electronic Paper Speed of Adjustment to Macroeconomic Information: Evidence from Ghanaian Stock Market (GSE)
Siaw Frimpong
University of Cape Coast - School of Business
Date Posted: April 25, 2010
Working Paper Series
81 downloads

Speed of Convergence to Market Efficiency in the ETFs Market
Managerial Finance, Vol. 39, No. 5, pp. 457-475, 2013
Karel Hrazdil and Dennis Y. Chung
Simon Fraser University and Simon Fraser University
Date Posted: March 30, 2012
Last Revised: April 21, 2013
Accepted Paper Series

Speed of Convergence to Market Efficiency: The Role of ECNs
Journal of Empirical Finance, Vol. 19, No. 5, pp. 702-720, 2012
Karel Hrazdil and Dennis Y. Chung
Simon Fraser University and Simon Fraser University
Date Posted: February 11, 2011
Last Revised: September 29, 2012
Accepted Paper Series

Incl. Electronic Paper Speed of Trade and Liquidity
24th Australasian Finance and Banking Conference 2011 Paper
Jun Uno and Mai Shibata
Waseda University and affiliation not provided to SSRN
Date Posted: August 17, 2011
Last Revised: January 02, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper Speed, Algorithmic Trading, and Market Quality Around Macroeconomic News Announcements
Tinbergen Institute Discussion Paper No. 12-121/III
Martin L. Scholtus , Dick J. C. van Dijk and Bart Frijns
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Auckland University of Technology - Faculty of Business & Law
Date Posted: November 14, 2012
Working Paper Series
189 downloads

Incl. Electronic Paper Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Zeno Adams , Roland Füss and Reint Gropp
University of St. Gallen , University of St. Gallen and Goethe University Frankfurt
Date Posted: November 11, 2010
Last Revised: March 25, 2013
Accepted Paper Series
323 downloads

Incl. Electronic Paper Spillover Effects in Mutual Fund Companies
McCombs Research Paper Series No. FIN-03-11
Clemens Sialm and T. Mandy Tham
University of Texas at Austin - McCombs School of Business and Nanyang Technological University (NTU)
Date Posted: January 18, 2011
Last Revised: May 06, 2013
Working Paper Series
150 downloads

Incl. Electronic Paper Splitting Orders in Overlapping Markets: A Study of Cross-Listed Stocks
Journal of Financial Intermediation, Vol. 17, 2008
Albert J. Menkveld
VU University Amsterdam
Date Posted: February 22, 2002
Last Revised: June 14, 2008
Accepted Paper Series
332 downloads

Incl. Electronic Paper Sponsored Search and Market Efficiency
Vasant Dhar III and Anindya Ghose
New York University (NYU) - Leonard N. Stern School of Business and New York University - Leonard N. Stern School of Business
Date Posted: August 20, 2010
Last Revised: September 17, 2010
Working Paper Series
201 downloads

Incl. Fee Electronic Paper Spot and Forward Volatility in Foreign Exchange
CEPR Discussion Paper No. DP7893
Pasquale Della Corte , Lucio Sarno and Ilias Tsiakas
Imperial College London , City University London - Sir John Cass Business School and University of Guelph
Date Posted: July 19, 2010
Working Paper Series
2 downloads

Spot and Forward Volatility in Foreign Exchange
EFA 2009 Bergen Meetings Paper
Pasquale Della Corte , Lucio Sarno and Ilias Tsiakas
Imperial College London , City University London - Sir John Cass Business School and University of Guelph
Date Posted: February 16, 2009
Last Revised: May 02, 2012
Working Paper Series

Incl. Electronic Paper Spot Market Power and Futures Market Trading
Alexander Muermann and Stephen H. Shore
Vienna University of Economics and Business and Georgia State University
Date Posted: March 17, 2005
Working Paper Series
241 downloads

Incl. Electronic Paper Spot Variance Path Estimation and Its Application to High Frequency Jump Testing
Tinbergen Institute Discussion Paper 09-110/4
Charles S. Bos , Pawel Janus and Siem Jan Koopman
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam
Date Posted: December 07, 2009
Working Paper Series
58 downloads

Incl. Electronic Paper Spreading the Word: Capital Market Consequences of Management Earnings Guidance Dissemination Through the Business Press
Brady J. Twedt
Indiana University - Kelley School of Business
Date Posted: November 29, 2012
Last Revised: May 11, 2013
Working Paper Series
89 downloads

Incl. Electronic Paper Stability of Sigma-Martingale Densities in L Log L Under an Equivalent Change of Measure
Swiss Finance Institute Research Paper No. 11-67
Tahir Choulli and Martin Schweizer
University of Alberta - Department of Mathematical and Statistical Sciences and Swiss Federal Institute of Technology Zurich - Department of Mathematics
Date Posted: January 18, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Stable Allocations of Risk
P. Jean-Jacques Herings , Péter Csóka and Laszlo A. Koczy
Maastricht University , affiliation not provided to SSRN and Hungarian Academy of Sciences (HAS) - Research Centre for Economic and Regional Studies
Date Posted: May 28, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Stable Models for the Distribution of Equity Capital
INTECH Working Paper
E. Robert Fernholz
Enhanced Investment Technologies, Inc. (INTECH)
Date Posted: February 22, 2001
Working Paper Series
147 downloads

Incl. Electronic Paper Stakeholder Relations and Stock Returns: On Errors in Expectations and Learning
Arian C.T. Borgers , Jeroen Derwall , Kees C. G. Koedijk and Jenke ter Horst
Tilburg University , Maastricht University - European Centre for Corporate Engagement , Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: February 23, 2013
Last Revised: April 16, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper States, Markets, and Gatekeepers: Public-Private Regulatory Regimes in an Era of Economic Globalization
Michigan Journal of International Law, Vol. 30, No. 1, 2008, Society of International Economic Law (SIEL) Inaugural Conference Paper
Christopher M. Bruner
Washington and Lee University - School of Law
Date Posted: June 30, 2008
Last Revised: January 29, 2009
Accepted Paper Series
343 downloads

Incl. Electronic Paper Statistical Properties of Stock Order Books: Empirical Results and Models
Jean-Philippe Bouchaud , Marc Mezard and Marc Potters
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) , University of Paris 11 Sud - LPSMS and Capital Fund Management - Department of Science and Finance
Date Posted: February 27, 2004
Working Paper Series
1432 downloads

Statistical Properties, Dynamic Conditional Correlation, Scaling Analysis of High-Frequency Intraday Stock Returns: Evidence from Dow-Jones and Nasdaq Indices
Physica A, Vol. 8, No. 388, pp. 1555-1570, 2009, Drexel University Working Paper, 18TH Australian Banking and Finance Annual Meeting 2005 in Sydney, Eastern Finance Association 2006 Annual Meeting in Philadelphia, USA
Thomas Chinan Chiang , Hai-Chin Yu and Ming-Chya Wu
Drexel University - Department of Finance , Chung Yuan Christian University and Institute of Physics, Academia Sinica
Date Posted: May 08, 2006
Last Revised: August 13, 2009
Working Paper Series

Incl. Fee Electronic Paper Statistical Tests for a Single Change in Mean Against Long‐Range Dependence
Journal of Time Series Analysis, Vol. 33, Issue 1, pp. 131-151, 2012
Changryong Baek and Vladas Pipiras
affiliation not provided to SSRN and University of North Carolina (UNC) at Chapel Hill - Department of Statistics
Date Posted: December 28, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
Laurent E. Calvet , Adlai J. Fisher and Liuren Wu
HEC Paris (Groupe HEC) - Finance Department , University of British Columbia (UBC) - Sauder School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 17, 2010
Last Revised: April 16, 2013
Working Paper Series
484 downloads

Incl. Electronic Paper Still in Plus?
OMX Exchanges Focus Series, July 2006
Nikolaj Hesselholt Munck and Martin Refsbæk Larsen
VP Securities and OMX Exchanges
Date Posted: July 27, 2006
Accepted Paper Series
32 downloads

Stochastic Conditional Duration Models with Mixture Processes
Tony S. Wirjanto , Adam W. Kolkiewicz and Zhongxian Men
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science , Independent and Independent
Date Posted: March 31, 2013
Working Paper Series

Incl. Electronic Paper Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VAR and C-Var
Wing-Keung Wong and Chenghu Ma
Hong Kong Baptist University (HKBU) and Fudan University - School of Management
Date Posted: June 08, 2006
Last Revised: May 31, 2010
Working Paper Series
419 downloads

Incl. Electronic Paper Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns
2013 Adam Smith Asset Pricing Conference , 2013 China International Conference in Finance
Harjoat Singh Bhamra and Kyung Hwan Shim
University of British Columbia (UBC) - Sauder School of Business and University of New South Wales (UNSW)
Date Posted: January 12, 2013
Last Revised: April 01, 2013
Working Paper Series
58 downloads

Stochastic Trends and Cointegration in the Market for Equities
Federal Reserve Bank of Atlanta Working Paper 98-13
Lucy F. Ackert and Marie D. Racine
Kennesaw State University - Michael J. Coles College of Business and University of Saskatchewan - Edwards School of Business
Date Posted: September 21, 1998
Working Paper Series


 

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