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398,298
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228,729
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JEL Code: G14
3,733,672 Total downloads
Showing Papers 3,461 - 3,510 of 9,943
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The Efficient Markets Hypothesis: The Demise of the Demon of Chance?
NYU Stern School of Business FIN-09-28
Stephen J. Brown
New York University - Stern School of Business
Date Posted: November 26, 2009
Last Revised: February 04, 2010
Working Paper Series
886 downloads
Volatility Spreads and Earnings Announcement Returns
Yigit Atilgan
Sabanci University
Date Posted: November 25, 2009
Last Revised: March 19, 2013
Working Paper Series
390 downloads
Adjusting Return Horizon According to Trade Activity with Application to Return Autocorrelation
Vallapuzha Sandhya and
Reza S. Mahani
Georgia State University - J. Mack Robinson College of Business
and
Georgia State University - Department of Finance
Date Posted: November 25, 2009
Last Revised: July 25, 2011
Working Paper Series
98 downloads
Short Seller Trading in Companies with a Severe Accounting Irregularity
Jap Efendi and
Edward P. Swanson
University of Texas at Arlington
and
Texas A&M University - Mays Business School
Date Posted: November 24, 2009
Working Paper Series
184 downloads
Options Trading Volume and Stock Price Response to Earnings Announcements
Finance and Corporate Governance Conference 2010 Paper
Charles J. Corrado and
Cameron Truong
Deakin University - School of Accounting, Economics & Finance
and
Monash University
Date Posted: November 23, 2009
Working Paper Series
257 downloads
Ten Propositions About Liquidity Crises
BIS Working Paper No. 293
Claudio E. V. Borio
Bank for International Settlements (BIS) - Research and Policy Analysis
Date Posted: November 23, 2009
Working Paper Series
78 downloads
Do Option Markets Undo Restrictions on Short Sales? Evidence from the 2008 Short-Sale Ban
Journal of Financial Economics (JFE), Forthcoming
Bruce D. Grundy ,
Bryan Lim
and
Patrick Verwijmeren
University of Melbourne
,
University of Melbourne - Department of Finance
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: November 22, 2009
Last Revised: December 22, 2011
Accepted Paper Series
378 downloads
Relating Market Impact to Aggregate Order Flow: The Role of Supply and Demand in Explaining Concavity and Order Flow Dynamics
Alejandro Mendoza
,
Henri Waelbroeck
and
Christopher R. Stephens
Universidad Nacional Autonoma de Mexico
,
affiliation not provided to SSRN
and
Universidad Nacional Autonoma de Mexico
Date Posted: November 22, 2009
Working Paper Series
141 downloads
Stock Market Anomalies: A Survey of Calendar Effect in BSE-SENSEX
Indian Journal of Finance , Vol. 5, Issue V, May 2011
Abhijeet Chandra
Indian Institute of Technology Madras
Date Posted: November 22, 2009
Last Revised: July 14, 2011
Accepted Paper Series
463 downloads
Why Does Financial Strength Forecast Future Stock Returns? Evidence from Subsequent Demand by Institutional Investors
Nicole Y. Choi and
Richard W. Sias
University of Wyoming - Department of Economics and Finance
and
University of Arizona - Department of Finance
Date Posted: November 22, 2009
Last Revised: October 07, 2011
Working Paper Series
358 downloads
Post Loss/Profit Announcement Drift
Journal of Accounting & Economics (JAE), Vol. 50, No. 1, 2010
Karthik Balakrishnan
,
Eli Bartov and
Lucile Faurel
University of Pennsylvania - Accounting DepartmentUniversity of Pennsylvania - The Wharton School
,
New York University
and
University of California, Irvine
Date Posted: November 21, 2009
Last Revised: May 07, 2013
Accepted Paper Series
659 downloads
Ownership Structure, Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets
IESE Business School Working Paper No. 836
Pedro A. C. Saffi
and
Jason Sturgess
Cambridge Judge Business School - Finance
and
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: November 21, 2009
Last Revised: October 20, 2012
Working Paper Series
213 downloads
A Profitable Trading and Risk Management Strategy Despite Transaction Cost
Quantitative Finance, Forthcoming
Ahmet Duran
and
Michael James Bommarito II
University of Michigan at Ann Arbor
and
Bommarito Consulting, LLC
Date Posted: November 21, 2009
Last Revised: March 16, 2010
Accepted Paper Series
1103 downloads
Intraday Patterns in the Cross-Section of Stock Returns
Journal of Finance, Vol. 65, No. 4, pp. 1369-1407, Forthcoming
Steven L. Heston ,
Robert A. Korajczyk and
Ronnie Sadka
University of Maryland - Department of Finance
,
Northwestern University - Kellogg School of Management
and
Boston College - Carroll School of Management
Date Posted: November 21, 2009
Last Revised: May 27, 2010
Accepted Paper Series
431 downloads
Stealth Trading by Corporate Insiders
Olga Lebedeva
,
Ernst G. Maug and
Christoph Schneider
University of Mannheim - Finance Area
,
University of Mannheim - Department of Business Administration and Finance
and
University of Mannheim - Department of Business Administration and Finance
Date Posted: November 21, 2009
Working Paper Series
326 downloads
The Competitive Effect of Rivals' Earnings News on Initial Public Offerings
Tony Ruan
and
Hong Qian
Xiamen University
and
Oakland University - Department of Accounting and Finance
Date Posted: November 21, 2009
Last Revised: February 05, 2012
Working Paper Series
47 downloads
The Global Financial Crisis and the Efficient Market Hypothesis: What Have We Learned?
Journal of Applied Corporate Finance, Forthcoming
Ray Ball
University of Chicago
Date Posted: November 20, 2009
Last Revised: December 11, 2009
Accepted Paper Series
4249 downloads
Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
Deniz Anginer
and
Celim Yildizhan
Virginia Tech Pamplin Business School
and
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: November 19, 2009
Last Revised: June 14, 2013
Working Paper Series
832 downloads
International Stock Return Predictability: What is the Role of the United States?
Journal of Finance, Forthcoming
David Rapach
,
Jack Strauss and
Guofu Zhou
Saint Louis University - John Cook School of Business
,
Saint Louis University - Department of Economics
and
Washington University in St. Louis - Olin School of Business
Date Posted: November 19, 2009
Last Revised: May 23, 2012
Accepted Paper Series
498 downloads
What Explains the Variance of Prices and Returns?: Time-series Vs. Cross-section
Denis B. Chaves
Research Affiliates, LLC
Date Posted: November 19, 2009
Last Revised: November 23, 2009
Working Paper Series
365 downloads
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets
Álvaro Cartea and
Dimitris Karyampas
University College London
and
UBS AG
Date Posted: November 18, 2009
Last Revised: May 14, 2011
Working Paper Series
349 downloads
Where Does the Information in Mark-to-Market Come From?
Chicago Booth Research Paper #10-06
Alexander Bleck
and
Pingyang Gao
University of Chicago - Booth School of Business
and
University of Chicago - Booth School of Business
Date Posted: November 18, 2009
Last Revised: September 06, 2012
Working Paper Series
607 downloads
Dynamic Trading and Asset Prices: Keynes Vs. Hayek
CEPR Discussion Paper No. DP7506
Giovanni Cespa and
Xavier Vives
Cass Business School
and
University of Navarra - IESE Business School
Date Posted: November 17, 2009
Working Paper Series
2 downloads
Internal Rationality and Asset Prices
CEPR Discussion Paper No. DP7498
Klaus Adam and
Albert Marcet
University of Mannheim
and
London School of Economics & Political Science (LSE)
Date Posted: November 17, 2009
Working Paper Series
4 downloads
IFRS and the Need for Non-Financial Information
FINANCIAL MARKETS AND THE BANKING SECTOR: ROLES AND RESPONSiBILITIES IN A GLOBAL WORLD, Paulet E. ed., Routledge, 2009
Tristan Boyer
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: November 17, 2009
Accepted Paper Series
Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity
Rui A. Albuquerque
Boston University - School of Management
Date Posted: November 17, 2009
Last Revised: March 30, 2011
Working Paper Series
49 downloads
Stock Option Contract Adjustments: The Case of Special Dividends
Kathryn Barraclough
,
Hans R. Stoll and
Robert E. Whaley
Vanderbilt University - Finance
,
Vanderbilt University - Finance
and
Vanderbilt University - Finance
Date Posted: November 15, 2009
Last Revised: November 17, 2012
Working Paper Series
417 downloads
Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modle
Haibin Xie
,
Guohua Zou and
Shouyang Wang
affiliation not provided to SSRN
,
Chinese Academy of Sciences - Academy of Mathematics and Systems Science
and
Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: November 15, 2009
Working Paper Series
107 downloads
Beta Risk Estimation of Companies Listed on the Ghana Stock Exchange
Gordon Newlove Asamoah
Kwame Nkrumah University of Science and Technology (KNUST)
Date Posted: November 14, 2009
Working Paper Series
Exchange Trading Rules and Stock Market Liquidity
Douglas Cumming ,
Sofia Johan and
Dan Li
York University - Schulich School of Business
,
York University - Schulich School of Business
and
The School of Economics and Finance, University of Hong Kong
Date Posted: November 14, 2009
Working Paper Series
143 downloads
On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts
Daniella Acker and
N.W. Duck
University of Bristol - Department of Economics
and
University of Bristol - Department of Economics
Date Posted: November 14, 2009
Working Paper Series
244 downloads
Agency Costs, Mispricing, and Ownership Structure
Sergey Chernenko
,
C. Fritz Foley and
Robin M. Greenwood
Ohio State University (OSU) - Department of Finance
,
Harvard Business School
and
Harvard Business School - Finance Unit
Date Posted: November 13, 2009
Last Revised: April 13, 2010
Working Paper Series
412 downloads
Credit Default Swap Market: 'Big Bang'?
Makrem Boumlouka
Square Alternatives
Date Posted: November 11, 2009
Working Paper Series
190 downloads
Institutional Ownership and Aggregate Volatility Risk
Midwest Finance Association 2012 Annual Meetings Paper
Alexander Barinov
University of Georgia - Terry College of Business
Date Posted: November 10, 2009
Last Revised: July 07, 2011
Working Paper Series
77 downloads
Risk Sentiment Index (RSI) and Market Anomalies
Guy Kaplanski and
Haim Levy
Bar Ilan University
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: November 10, 2009
Last Revised: January 22, 2010
Working Paper Series
502 downloads
The Behavior of Emerging Market Sovereigns' Credit Default Swap Premiums and Bond Yield Spreads
International Journal of Finance and Economics, Vol. 15, pp. 31-58, 2010
Michael Adler and
Jeong Song
Columbia Business School - Finance and Economics
and
Morgan Stanley
Date Posted: November 09, 2009
Last Revised: June 14, 2011
Accepted Paper Series
199 downloads
When Chronobiology Met Economics - Seasonal Affective Impact on the Demand for IPOs
Doron Kliger ,
Gregory Gurevich
and
Abraham Haim
University of Haifa
,
University of Haifa
and
University of Haifa
Date Posted: November 09, 2009
Working Paper Series
53 downloads
A Computing Bias in Estimating the Probability of Informed Trading - Supplement
Hsiou-Wei William Lin
and
Wen-Chyan Ke
National Taiwan University - Department of International Business
and
National Taiwan University - Department of International Business
Date Posted: November 08, 2009
Last Revised: May 14, 2011
Working Paper Series
63 downloads
Conditional Conservatism, Agency Costs and the Contractual Features of Debt
Hye Seung "Grace" Lee
University of Arizona - Department of Accounting
Date Posted: November 08, 2009
Last Revised: December 22, 2009
Working Paper Series
306 downloads
Finding a Good Price in Opaque Over-the-Counter Markets
Review of Financial Studies, Forthcoming
Haoxiang Zhu
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 07, 2009
Last Revised: November 07, 2011
Working Paper Series
311 downloads
Dynamic Trading and Asset Prices: Keynes vs. Hayek
CESifo Working Paper Series No. 2839
Giovanni Cespa and
Xavier Vives
Cass Business School
and
University of Navarra - IESE Business School
Date Posted: November 06, 2009
Working Paper Series
147 downloads
IFRS Adoption and Analysts' Earnings Forecasts: Australian Evidence
Julie Cotter ,
Ann Tarca and
Marvin Wee
University of Southern Queensland
,
University of Western Australia
and
The University of Western Australia
Date Posted: November 06, 2009
Last Revised: November 19, 2010
Working Paper Series
354 downloads
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
FRB International Finance Discussion Paper No. 980
Alain Chaboud ,
Erik Hjalmarsson ,
Clara Vega
and
Ben Chiquoine
Federal Reserve Board - Division of International Finance
,
Queen Mary - University of London, School of Economics and Finance
,
Board of Governors of the Federal Reserve System
and
Federal Reserve Board - Division of International Finance
Date Posted: November 06, 2009
Last Revised: February 21, 2013
Working Paper Series
1956 downloads
Short-Sales Constraints, Investor Disagreement, and the Asymmetric Market Reaction to Earnings News
Christina A. Mashruwala
,
Shamin D. Mashruwala
and
Bharat Sarath
Baruch College - City University of New York
,
Baruch College-CUNY
and
City University of New York (CUNY) - Stan Ross Department of Accountancy
Date Posted: November 06, 2009
Last Revised: January 28, 2012
Working Paper Series
Coase’S Conjecture in Finite Horizon
CERGE-EI Working Paper Series No. 241
Michal Ostatnický
CERGE-EI, Center For Econ Research & Grad Education, and Econ Institute, Prague
Date Posted: November 05, 2009
Working Paper Series
8 downloads
Disclosure Quality and Stock Returns in the UK
Journal of Applied Accounting Research, Forthcoming
Khaled Hussainey
University of Stirling
Date Posted: November 04, 2009
Last Revised: February 14, 2010
Accepted Paper Series
379 downloads
Do Fund Managers Identify and Share Profitable Ideas?
Steve Crawford
and
Andrew E. Kern
Rice University
and
University of Missouri - Trulaske College of Business
Date Posted: November 04, 2009
Last Revised: May 09, 2012
Working Paper Series
1002 downloads
Smart Money or Smart about Money? Evidence from Hedge Funds
Gideon Ozik
and
Ronnie Sadka
EDHEC Business School
and
Boston College - Carroll School of Management
Date Posted: November 04, 2009
Last Revised: March 16, 2010
Working Paper Series
284 downloads
Does Secondary Loan Market Trading Destroy Lenders’ Incentives?
Chicago Booth Research Paper No. 09-45
Robert M. Bushman and
Regina Wittenberg Moerman
University of North Carolina at Chapel Hill - Kenan-Flagler Business School
and
University of Chicago - Booth School of Business
Date Posted: November 03, 2009
Last Revised: September 02, 2012
Working Paper Series
358 downloads
The Impact of Manipulation in Internet Stock Message Boards
International Journal of Banking and Finance, Forthcoming
Jean-Yves Delort
,
Bavani Arunasalam ,
Maria Milosavljevic
and
Henry Leung
Google, Inc.
,
Capital Markets CRC Limited
,
Capital Markets CRC Limited
and
The University of Sydney Business School
Date Posted: November 03, 2009
Last Revised: August 22, 2011
Accepted Paper Series
185 downloads
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