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SSRN eLibrary Statistics:
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Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
Papers Received in Last 12 months:
69,626
Paper Downloads:
To date:
66,741,858
Last 12 months:
11,229,174
Last 30 days:
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239,806
Total References:
8,539,827
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230,167
Total Citation Links:
5,733,423
Papers with Resolved Footnotes:
78,859
Total Footnotes:
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SSRN eLibrary Search Results
JEL Code: G1
13,114,903 Total downloads
Showing Papers 3,461 - 3,510 of 36,966
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Rare Events and Investor Risk Aversion: Evidence from Crude Oil Options
Marie-Hélène Gagnon
and
Gabriel J. Power
Laval University - Faculté d'Administration
and
Laval University - Département de Finance et Assurance
Date Posted: August 08, 2012
Working Paper Series
41 downloads
Superstition and Financial Decision Making
David A. Hirshleifer ,
Ming Jian
and
Huai Zhang
University of California, Irvine - Paul Merage School of Business
,
Nanyang Technological University (NTU)
and
Nanyang Technological University (NTU)
Date Posted: August 08, 2012
Working Paper Series
148 downloads
Swapping Headline for Core Inflation: An Asset Liability Management Approach
Southwestern Finance Association 2013 Annual Meeting Paper, Albuquerque NM, European Business Research Conference Proceedings, Rome 2012.
Nicolas Fulli-Lemaire
and
Ernesto Palidda
Amundi Asset Management
and
Calyon Bank - Credit Agricole Asset Management
Date Posted: August 08, 2012
Last Revised: March 07, 2013
Working Paper Series
85 downloads
The Intraday Performance of Market Timing Strategies and Trading Systems Based on Japanese Candlesticks
Matthieu Duvinage
,
Paolo Mazza
and
Mikael Petitjean
affiliation not provided to SSRN
,
Louvain School of Management (UCL)
and
Louvain School of Management (UCL)
Date Posted: August 08, 2012
Working Paper Series
215 downloads
The Reactive Volatility Model
Sébastien Valeyre
,
Denis Grebenkov
,
Sofiane Aboura
and
Qian Liu
John Locke Investments
,
CNRS
,
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
and
John Locke Investments
Date Posted: August 08, 2012
Working Paper Series
177 downloads
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Steve Thomas ,
Andrew Clare ,
Peter N. Smith and
James Seaton
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
,
University of York (UK) - Department of Economics and Related Studies
and
City University London - Sir John Cass Business School
Date Posted: August 08, 2012
Last Revised: September 18, 2012
Working Paper Series
3354 downloads
Efficient Estimation of Some Elliptical Copula Regression Models through Scale Mixtures of Normal
Nuttanan Wichitaksorn
,
Richard H. Gerlach
and
Boris Choy
affiliation not provided to SSRN
,
University of Sydney
and
The University of Sydney Business School
Date Posted: August 07, 2012
Working Paper Series
49 downloads
Investor Relations Activities in Taiwan
Teddy H. Tsai
Markis Capital Ltd.
Date Posted: August 07, 2012
Working Paper Series
21 downloads
Short-Sale Constraints and The Pricing of Managerial Skills: The Case of Mutual Funds
INSEAD Working Paper No. 2013/06/FIN
Si Cheng
,
Massimo Massa and
Hong Zhang
National University of Singapore (NUS) - Department of Finance
,
INSEAD - Finance
and
INSEAD - Finance
Date Posted: August 07, 2012
Last Revised: January 17, 2013
Working Paper Series
75 downloads
A Real Accurate Formula for the Yield Elasticity of Bond Price
Michael Osborne
University of Sussex
Date Posted: August 06, 2012
Last Revised: September 03, 2012
Working Paper Series
32 downloads
Common Factors in the Nominal and Real Yield Curve of Government Bonds
Roy Stein
Bank of Israel
Date Posted: August 06, 2012
Working Paper Series
Concept and Mathematics of Islamic Financial Engineering
8th International Conference on Islamic Economics and Finance,
20 December 2011, Doha, Qatar
Nadi Serhan Aydin
and
Martin Rainer
Institute of Applied Mathematics, Middle East Technical University
and
ENAMEC Institute
Date Posted: August 06, 2012
Last Revised: August 08, 2012
Working Paper Series
167 downloads
Features and Working of Leasing Industry in Sweden
Himanshu Yadav
National Law University
Date Posted: August 06, 2012
Working Paper Series
40 downloads
Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain
Budhi Arta Surya
Bandung Institute of Technology - School of Business and Management
Date Posted: August 06, 2012
Working Paper Series
58 downloads
Is the Information Produced in the Stock Market Useful for Depositors?
Finance Research Letters, Vol. 6, No. 1, 2009
Katsutoshi Shimizu
Nagoya University
Date Posted: August 06, 2012
Accepted Paper Series
Istanbul’s Current Status and Potential for Becoming an International Financial Centre
INTERNATIONAL JOURNAL OF ECONOMICS AND FINANCE STUDIES
Vol 4, No 2, 2012 ISSN: 1309-8055
Hasmet Sarigul
Mevlana University - Faculty of Management
Date Posted: August 06, 2012
Last Revised: May 10, 2013
Working Paper Series
33 downloads
Market Determinants of Voluntary Disclosure of Macroeconomic Effects on Corporate Performance
Midwest Finance Association 2013 Annual Meeting Paper
Lars Oxelheim
and
Marcus Thorsheim
Research Institute of Industrial Economics (IFN)
and
Lund University - Lund Institute of Economic Research
Date Posted: August 06, 2012
Working Paper Series
83 downloads
Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
IMF Working Paper No. WP/12/194
Tiago Severo
International Monetary Fund (IMF)
Date Posted: August 06, 2012
Working Paper Series
109 downloads
Rationalizing the Value Premium Under Economic Fundamentals in an Emerging Market
M. Eskandar Shah
,
Muhammed Shahid Ebrahim
and
Robert Hudson
affiliation not provided to SSRN
,
Bangor University - University of Wales System
and
Newcastle University
Date Posted: August 06, 2012
Working Paper Series
Segmenting Supply Chain Risk Using E/CTRM Systems: Unifying Theory of Commodity Hedging and Arbitrage
Michael Mack Frankfurter
IQ3 Solutions Group
Date Posted: August 06, 2012
Working Paper Series
205 downloads
Sustainability of Belgian Public Finance: Challenges and Vulnerabilities
Katholeike Universiteit Leuven Discussion Paper No. 24
Bas Van Aarle and
Jozef Konings
KU Leuven - LICOS - Centrum voor Transitie-economie
and
Catholic University of Leuven (KUL) - LICOS - Centrum voor Transitie-economie
Date Posted: August 06, 2012
Working Paper Series
6 downloads
The Effects of Margin Changes on the Commodity Futures Markets
Charoula Daskalaki
and
George S. Skiadopoulos
University of Piraeus
and
University of Piraeus
Date Posted: August 06, 2012
Working Paper Series
126 downloads
The Impact of IRB Approach on the Credit Risk Exposure Under Basel II
25th Australasian Finance and Banking Conference 2012
Katsutoshi Shimizu
Nagoya University
Date Posted: August 06, 2012
Working Paper Series
110 downloads
Theoretical, Ethical and Strategic Issues in Liberalization and Globalization Finance the Case of Cross-Border Banking in Nigeria
Journal of Economic and Social Studies, Vol. 51, No. 2, 2009
Abdul G. Garba
and
Muttaka M. Usman
Ahmadu Bello University (ABU)
and
Muhammed Muttaka Usman
Date Posted: August 06, 2012
Last Revised: May 14, 2013
Accepted Paper Series
Choosing Among Alternative Long-Run Event-Study Techniques
Journal of Economic Surveys, Forthcoming
Dionysia Dionysiou
University of Stirling
Date Posted: August 05, 2012
Accepted Paper Series
Co-Movements in Global Real Estate Equity Markets: Pre/Post the Liquidity Crisis of 2007
Fahad Almudhaf
and
J. Andrew Hansz
Kuwait University - Department of Finance and Financial Institutions
and
California State University, Fresno - Craig School of Business
Date Posted: August 05, 2012
Working Paper Series
Hedging by Options Market Makers: Theory and Evidence
Sahn-Wook Huh
,
Hao Lin
and
Antonio S. Mello
State University of New York at Buffalo
,
California State University, Sacramento
and
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: August 05, 2012
Working Paper Series
214 downloads
Trading Aggressiveness and its Implications for Market Efficiency
Olga Lebedeva
University of Mannheim
Date Posted: August 05, 2012
Working Paper Series
31 downloads
Dynamic Portfolio Choice with Stochastic Wage and Life Insurance
Xudong Zeng ,
Yuling Wang
and
James M. Carson
Shanghai University of Finance and Economics, School of Finance
,
affiliation not provided to SSRN
and
University of Georgia
Date Posted: August 04, 2012
Last Revised: October 26, 2012
Working Paper Series
18 downloads
The Contribution of Star Funds to Fund Families: An Empirical Analysis on the Korean Fund Market
Young K. Park
and
Hyo-Keun Joo
Sungkyunkwan University
and
affiliation not provided to SSRN
Date Posted: August 04, 2012
Working Paper Series
4 downloads
CISS — A Portfolio-Theoretic Framework for the Construction of Composite Financial Stress Indices
Manfred Kremer
,
Daniel Hollo
and
Marco Lo Duca
European Central Bank (ECB)
,
affiliation not provided to SSRN
and
European Central Bank (ECB)
Date Posted: August 03, 2012
Working Paper Series
71 downloads
Comparative Advertising in Argentine Law
Fordham Intellectual Property, Media & Entertainment Law Journal, Vol. 22, No. 659, 2012
Pablo Palazzi
Universidad de San Andres
Date Posted: August 03, 2012
Accepted Paper Series
14 downloads
Features and Functions of Stock Market: Argentina
Pankhi Harmilapi
affiliation not provided to SSRN
Date Posted: August 03, 2012
Working Paper Series
90 downloads
Is There a Bubble in Saudi Real Estate? Evidence from the Stock Market
Sam Hakim
Pepperdine University - Seaver College
Date Posted: August 03, 2012
Working Paper Series
Measuring the Damage from Financial Integration in the GCC: Lessons from the Global Crisis
Sam Hakim
Pepperdine University - Seaver College
Date Posted: August 03, 2012
Working Paper Series
The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Daniela Osterrieder and
Peter C. Schotman
CREATES
and
Maastricht University
Date Posted: August 03, 2012
Working Paper Series
73 downloads
When EU Leaders Speak, the Markets Listen
Tomasz Piotr Wisniewski and
Andrea Moro
University of Leicester
and
University of Leicester
Date Posted: August 03, 2012
Last Revised: May 09, 2013
Working Paper Series
51 downloads
Empirical Study on Information Asymmetry Based on Chinese Forward Exchange Rate Market
China & World Economy, Vol. 20, Issue 4, pp. 74-91, 2012
Xi Wang
and
Jiaohui Yang
National Sun Yat-Sen University
and
affiliation not provided to SSRN
Date Posted: August 02, 2012
Accepted Paper Series
'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Kirti Khanna and
Nidhi Sharma
Dayalbagh Educational Institute
and
Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
69 downloads
A Generalized Class of Skew Distributions and Parametric Quantile Regression Models
Nuttanan Wichitaksorn
affiliation not provided to SSRN
Date Posted: August 02, 2012
Last Revised: September 20, 2012
Working Paper Series
100 downloads
Barr Rosenberg and Barra Case Study
Ethan Namvar
University California, Berkeley
Date Posted: August 02, 2012
Working Paper Series
Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust
John Cotter ,
Stuart A. Gabriel and
Richard Roll
University College Dublin
,
University of California, Los Angeles - Anderson School of Management
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: August 02, 2012
Working Paper Series
11 downloads
Do Individual Investors Learn from Their Mistakes?
Steffen Meyer
,
Maximilian Koestner
and
Andreas Hackethal
Goethe University Frankfurt - Department of Finance
,
Goethe University Frankfurt - Department of Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: August 02, 2012
Working Paper Series
718 downloads
Insider Trading via the Corporation
Harvard Law and Economics Discussion Paper No. 743, Harvard Public Law Working Paper No. 12-39
Jesse M. Fried
Harvard Law School
Date Posted: August 02, 2012
Last Revised: April 27, 2013
Accepted Paper Series
374 downloads
Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market
Nikos C. Papapostolou
,
Nikos K. Nomikos ,
Panos K. Pouliasis
and
Ioannis Kyriakou
Cass Business School, City University London
,
City University London - Faculty of Finance
,
Sir John Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: August 02, 2012
Working Paper Series
Oh Behave! — Fuller & Thaler Asset Management
Ethan Namvar
University California, Berkeley
Date Posted: August 02, 2012
Working Paper Series
Public Recapitalisations and Bank Risk: Evidence from Loan Spreads and Leverage
BIS Working Paper No. 383
Michael Brei
and
Blaise Gadanecz
Université Paris Ouest - Nanterre, La Défense - EconomiX
and
Bank for International Settlements - Monetary and Economic Department
Date Posted: August 02, 2012
Last Revised: August 03, 2012
Accepted Paper Series
35 downloads
Regulating Credit Ratings Agencies: Where to Now?
Journal of Financial Transformation, Volume 31, March 2011
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: August 02, 2012
Working Paper Series
95 downloads
Short Selling Restrictions in the EU
Financial Regulation International, July 2012
K.P.V. O'Sullivan
and
Stephen Kinsella
University of Limerick- Kemmy Business School
and
University of Limerick
Date Posted: August 02, 2012
Accepted Paper Series
125 downloads
Very Fast Money: High-Frequency Trading on the NASDAQ
Allen Carrion
Lehigh University
Date Posted: August 02, 2012
Working Paper Series
327 downloads
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