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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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238,027
Total References: 8,463,775
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Total Citation
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,796,440 Total downloads
Showing Papers 3,261 - 3,310 of 13,809
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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
758 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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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