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JEL Code: G12
5,796,440 Total downloads
Showing Papers 3,261 - 3,310 of 13,809
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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
758 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
The Pricing of Risk-Neutral Systematic Moments in the Cross-Section of Expected Returns
Jared DeLisle
,
James S. Doran and
David R. Peterson
Washington State University - Department of Finance, Insurance and Real Estate
,
Florida State University - Department of Finance
and
Florida State University - Department of Finance
Date Posted: January 04, 2011
Last Revised: April 02, 2011
Working Paper Series
103 downloads
Credit Ratings in Structured Finance and the Role of Systemic Risk
Bank of Italy Temi di Discussione (Working Paper) No. 774
Roberto Violi
Bank of Italy
Date Posted: January 02, 2011
Working Paper Series
114 downloads
Fiscal Sustainability of Japan: A Dynamic Stochastic General Equilibrium Approach
Japanese Economic Review, Vol. 61, Issue 4, pp. 517-537, 2010
Masaya Sakuragawa
and
Kaoru Hosono
Nagoya City University - Department of Economics
and
Gakushuin University - Economics
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
Hot Debt Markets and Capital Structure
European Financial Management, Vol. 17, No. 1, pp. 46-99, 2010
John A. Doukas ,
Jie (Michael) Guo and
Bilei Zhou
Old Dominion University - College of Business & Public Administration
,
affiliation not provided to SSRN
and
Durham Business School
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
Information Transmission in the World Money Markets
European Financial Management, Vol. 17, No. 1, pp. 183-200, 2010
Bruce G. Resnick and
Gary L. Shoesmith
Wake Forest University - Schools of Business
and
Wake Forest University
Date Posted: January 01, 2011
Accepted Paper Series
2 downloads
The Return of the Size Anomaly: Evidence from the German Stock Market
European Financial Management, Vol. 17, Issue 1, pp. 145-182, 2010
Amir Amel-Zadeh
affiliation not provided to SSRN
Date Posted: January 01, 2011
Accepted Paper Series
3 downloads
A Guide to Duration, DV01, and Yield Curve Risk Transformations
Thomas Coleman
University of Chicago - Becker Friedman Institute for Research in Economics
Date Posted: January 01, 2011
Last Revised: January 23, 2011
Working Paper Series
664 downloads
Investment Banks’ Entry into New IPO Markets and IPO Underpricing
Simon Fung
,
Ferdinand A. Gul and
Suresh Radhakrishnan
Hong Kong Polytechnic University - Faculty of Business
,
Monash University Sunway Campus
and
University of Texas at Dallas - School of Management
Date Posted: January 01, 2011
Working Paper Series
121 downloads
On the Economics of Hedge Fund Drawdown Status: Performance, Insurance Selling and Darwinian Selection
Sevinc Cukurova and
Jose M. Marin
Finance Department, Aalto University
and
Universidad Carlos III de Madrid
Date Posted: January 01, 2011
Last Revised: March 17, 2012
Working Paper Series
829 downloads
Book-to-Market Decomposition and the Accrual Anomaly
CAAA Annual Conference 2011
Yunhao Chen
and
Xiaoquan Jiang
Florida International University (FIU) - School of Accounting
and
Florida International University (FIU) - Department of Finance
Date Posted: December 30, 2010
Working Paper Series
99 downloads
CFOs versus CEOs: Equity Incentives and Crashes
Journal of Financial Economics, Vol. 101, pp. 713–730, 2011,
Jeong-Bon Kim V
,
Yinghua Li and
Liandong Zhang
City University of Hong Kong
,
CUNY Baruch College
and
City University of Hong Kong
Date Posted: December 30, 2010
Last Revised: September 27, 2011
Accepted Paper Series
477 downloads
Does Corruption Matter? The Impact of Corruption in Share Returns of Listed Industrial Companies in Euro Area
Carlo Bellavite Pellegrini
and
Laura Pellegrini
Catholic University of the Sacred Heart of Milan
and
Catholic University of the Sacred Heart of Milan
Date Posted: December 30, 2010
Working Paper Series
62 downloads
Is There a Bubble in the Chinese Housing Market?
DIW Berlin Discussion Paper No. 1081
Christian Dreger
and
Yanqun Zhang
German Institute for Economic Research (DIW Berlin)
and
Chinese Academy of Social Sciences (CASS)
Date Posted: December 30, 2010
Last Revised: January 13, 2011
Working Paper Series
153 downloads
Risk Premia in General Equilibrium
Journal of Economic Dynamics and Control, Vol. 35, No. 9, 2011
Olaf Posch
Universität Hamburg, Department of Economics
Date Posted: December 30, 2010
Last Revised: June 16, 2012
Accepted Paper Series
72 downloads
Structural Breaks, Parameter Uncertainty and Term Structure Puzzles
Journal of Financial Economics (JFE), Forthcoming
George Bulkley and
Paolo Giordani
University of Bristol
and
affiliation not provided to SSRN
Date Posted: December 29, 2010
Accepted Paper Series
76 downloads
Skewness Preference in Financial Markets
A. Tolga Ergun
State Street Corporation
Date Posted: December 28, 2010
Last Revised: January 23, 2012
Working Paper Series
58 downloads
What Does the Yield Curve Tell Us About Exchange Rate Predictability?
HKIMR Working Paper No. 29/2010
Yu-Chin Chen and
Kwok Ping Tsang
University of Washington - Department of Economics
and
Virginia Polytechnic Institute & State University
Date Posted: December 28, 2010
Working Paper Series
91 downloads
Risk, Uncertainty and Monetary Policy
CEPR Discussion Paper No. DP8154
Geert Bekaert ,
Marie Hoerova
and
Marco Lo Duca
Columbia Business School - Finance and Economics
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: December 27, 2010
Working Paper Series
3 downloads
Aggregate Idiosyncratic Volatility
CEPR Discussion Paper No. DP8149
Geert Bekaert ,
Robert J. Hodrick and
Xiaoyan Zhang
Columbia Business School - Finance and Economics
,
Columbia Business School - Finance and Economics
and
Purdue University - Krannert School of Management
Date Posted: December 27, 2010
Working Paper Series
3 downloads
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
CEPR Discussion Paper No. DP8150
Geert Bekaert and
Eric Engstrom
Columbia Business School - Finance and Economics
and
U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Date Posted: December 27, 2010
Working Paper Series
2 downloads
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