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489,423
Full Text Papers:
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228,729
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69,626
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JEL Code: G12
5,857,874 Total downloads
Showing Papers 361 - 410 of 13,877
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The Power of Wagering on Power Conferences
Clay Girdner
and
Andy Fodor
Ohio University
and
Ohio University
Date Posted: March 05, 2013
Working Paper Series
12 downloads
Financial Markets and Financial Institutions in 2011
Russian Economy in 2011. Trends and Outlooks. (Issue 33). Moscow: Gaidar Institute Publishers (2012) , pp. 560
Alexander E. Abramov
Gaidar Institute for Economic Policy
Date Posted: March 05, 2013
Working Paper Series
11 downloads
Dissecting Insider Trading in Credit Derivatives
Georgios Angelopoulos
and
Daniel Giamouridis
Athens University of Economics and Business - Department of Accounting and Finance
and
Athens University of Economics and Business
Date Posted: March 05, 2013
Last Revised: March 06, 2013
Working Paper Series
21 downloads
Speculation, Trading and Bubbles
Economic Theory Center Working Paper No. 050-2013
Jose A. Scheinkman
Princeton University - Department of Economics
Date Posted: March 04, 2013
Last Revised: May 10, 2013
Working Paper Series
323 downloads
Bond Holding Period Return Decomposition
Robert Brooks
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: March 03, 2013
Working Paper Series
66 downloads
Lo and Behold! Modigliani & Miller's Homemade Leverage Proof is a Fallacy
Roger Dayala
The Hague Executive Campus - Department of Finance
Date Posted: March 03, 2013
Last Revised: March 29, 2013
Working Paper Series
32 downloads
Optimal Execution in Presence of Short-Term Trading
Adriana M. Criscuolo
and
Henri Waelbroeck
Portware LLC
and
Portware LLC
Date Posted: March 03, 2013
Last Revised: March 24, 2013
Working Paper Series
43 downloads
The Returns to Carry and Momentum Strategies
Jan Danilo Ahmerkamp
and
James Grant
Imperial College London
and
Imperial College London
Date Posted: March 03, 2013
Last Revised: April 10, 2013
Working Paper Series
315 downloads
Commonality in the Mispricing of Exchange-Traded Funds
Markus S. Broman
York University - Schulich School of Business
Date Posted: March 02, 2013
Last Revised: March 20, 2013
Working Paper Series
61 downloads
The Impact of the French Tobin Tax
CEIS Working Paper No. 266
Leonardo Becchetti
,
Massimo Ferrari
and
Ugo Trenta
University of Rome II - Faculty of Economics
,
University of Rome "Tor Vergata"
and
Primary Asset Management Company
Date Posted: March 02, 2013
Last Revised: March 18, 2013
Working Paper Series
88 downloads
Rentabilidad de los Fondos de Inversion en España, 2002-2012 (Mutual Funds in Spain, 2002-2012)
Pablo Fernandez ,
Javier Aguirreamalloa
and
Pablo Linares
University of Navarra - IESE Business School
,
IESE Business School
and
University of Navarra, IESE Business School
Date Posted: March 02, 2013
Working Paper Series
511 downloads
1,959 Valuations of the YPF Shares Expropriated to Repsol
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: March 02, 2013
Last Revised: March 07, 2013
Working Paper Series
450 downloads
The Liability of Foreignness in International Equity Investments: Evidence from the U.S. Stock Market
Bok Baik
,
Jun-Koo Kang ,
Jin-Mo Kim and
Joonho Lee
Seoul National University
,
Nanyang Technological University (NTU) - Nanyang Business School
,
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
and
Singapore Management University
Date Posted: March 02, 2013
Working Paper Series
36 downloads
A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management
Michael Henseler
,
Christoph Peters
and
Roland C. Seydel
German Finance Agency
,
German Finance Agency
and
German Finance Agency
Date Posted: March 02, 2013
Working Paper Series
69 downloads
Hedging Costs vs. Counterparty Risk: What Explains the Pricing of Structured Products During the 2007-2009 Financial Crisis?
FIRN Research Paper
Stefan Petry
University of Melbourne
Date Posted: March 01, 2013
Last Revised: May 02, 2013
Working Paper Series
50 downloads
An Analytic Multi-Currency Model with Stochastic Volatility and Stochastic Interest Rates
Alessandro Gnoatto
and
Martino Grasselli
Ludwig-Maximilians-Universität Munich
and
University of Padua
Date Posted: March 01, 2013
Last Revised: March 13, 2013
Working Paper Series
54 downloads
Housing Market Volatility in the OECD Area: Evidence from VAR Based Return Decompositions
Tom Engsted and
Thomas Quistgaard Pedersen
University of Aarhus - CREATES
and
University of Aarhus - CREATES
Date Posted: March 01, 2013
Last Revised: March 03, 2013
Working Paper Series
10 downloads
Using Maximum Drawdowns to Capture Tail Risk
Jack Vogel
Drexel University
Date Posted: March 01, 2013
Last Revised: March 04, 2013
Working Paper Series
685 downloads
Pricing Forward Skew Dependent Derivatives: Multifactor Versus Single-Factor Stochastic Volatility Models
Journal of Futures Markets. Forthcoming
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: March 01, 2013
Accepted Paper Series
An Asymmetric Approach to the Cost of Equity Estimation: Empirical Evidence from Russia
Higher School of Economics Research Paper No. WP BPR 12/FE/2012
Yury Dranev
and
Sofya Fomkina
National Research University Higher School of Economics
and
National Research University Higher School of Economics
Date Posted: February 28, 2013
Working Paper Series
13 downloads
Economic Valuation of Liquidity Timing
Dennis Karstanje ,
Elvira Sojli ,
Wing Wah Tham
and
Michel van der Wel
Erasmus University Rotterdam
,
RSM Erasmus University
,
Erasmus School of Economics - Econometric Institute
and
Erasmus University Rotterdam
Date Posted: February 28, 2013
Working Paper Series
127 downloads
Heterogeneity in House Price Dynamics
De Nederlandsche Bank Working Paper No. 371
Gabriele Galati
,
Federica Teppa
and
Rob J.M. Alessie
De Nederlandsche Bank
,
De Nederlandsche Bank
and
University of Groningen
Date Posted: February 28, 2013
Working Paper Series
9 downloads
The Value of Implicit Guarantees
Zoe Tsesmelidakis
and
Robert C. Merton
University of Oxford - Oxford-Man Institute of Quantitative Finance
and
MIT Sloan School of Management
Date Posted: February 28, 2013
Working Paper Series
20 downloads
The Failure of the Capital Asset Pricing Model (CAPM): An Update and Discussion
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
Date Posted: February 28, 2013
Working Paper Series
163 downloads
Financial Constraints, Substitutability between Production Input Factors and the Cross-Section of Stock Returns
Kyung Hwan Shim
University of New South Wales (UNSW)
Date Posted: February 27, 2013
Last Revised: March 04, 2013
Working Paper Series
31 downloads
Why Do Investors Trade? A Realization Utility Explanation
Jonathan E. Ingersoll Jr. and
Lawrence J. Jin
Yale School of Management - International Center for Finance
and
Yale School of Management - International Center for Finance
Date Posted: February 27, 2013
Last Revised: March 06, 2013
Working Paper Series
33 downloads
Growth Options and Firm Valuation
SAFE Working Paper No. 6
Holger Kraft
,
Eduardo S. Schwartz and
Farina Weiss
Goethe University Frankfurt
,
University of California, Los Angeles (UCLA) - Finance Area
and
Goethe University Frankfurt
Date Posted: February 27, 2013
Working Paper Series
52 downloads
Installment Options: A Closed-Form Solution and the Limiting Case
Mathematical Control Theory and Finance, Springer, 2008. Edited by A. Sarychev, A. Shiryaev, M. Guerra, M.R. Grossinho.
Susanne Griebsch
,
Uwe Wystup and
Christoph Kühn
University of Technology, Sydney
,
MathFinance AG
and
Goethe University Frankfurt
Date Posted: February 26, 2013
Working Paper Series
Distilling the Macroeconomic News Flow
CEPR Discussion Paper No. DP9360
Alessandro Beber
,
Michael W. Brandt and
Maurizio Luisi
Cass Business School
,
Duke University - Fuqua School of Business
and
Quantitative Investment Solutions (QIS)
Date Posted: February 26, 2013
Working Paper Series
5 downloads
On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants
ISEG Economics Working Paper No. 05/2013/DE/UECE
Antonio Afonso ,
Michael Arghyrou ,
George Bagdatoglou
and
Alexandros Kontonikas
Technical University of Lisbon - ISEG (School of Economics and Management)
,
Cardiff Business School
,
Timberlake Consultants
and
University of Glasgow - Department of Economics
Date Posted: February 25, 2013
Working Paper Series
15 downloads
The Factor Structure in Equity Option Prices
Rotman School of Management Working Paper No. 2224270
Peter Christoffersen ,
Mathieu Fournier
and
Kris Jacobs
University of Toronto - Rotman School of Management
,
Rotman School of Management
and
University of Houston - C.T. Bauer College of Business
Date Posted: February 25, 2013
Working Paper Series
113 downloads
The Information Content of Standard & Poor's Common Stock Ranking Changes
Journal of Financial and Strategic Decisions, 1994, Vol. 7, No. 1, pp. 49-56.
James Felton
,
Pu Liu
and
Douglas Hearth
Central Michigan University - Department of Finance and Law
,
University of Arkansas - Sam M. Walton College of Business
and
University of Arkansas - Department of Finance
Date Posted: February 25, 2013
Accepted Paper Series
7 downloads
Does Team Investment Influence the Disposition Effect? Experimental Evidence
Holger Andreas Rau
Heinrich-Heine Universitaet Duesseldorf - Duesseldorf Institute for Competition Economics (DICE)
Date Posted: February 25, 2013
Last Revised: February 28, 2013
Working Paper Series
9 downloads
Measuring the Realized Skewness in Noisy Semi-Martingale with Jumps Using High Frequency Data
Kent Wang ,
Junwei Liu
and
Zhi Liu
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
,
Xiamen University
and
University of Macau
Date Posted: February 25, 2013
Working Paper Series
22 downloads
Can Short Selling Help Correct Under -Pricing?
Byoung-Hyoun Hwang ,
Baixiao Liu and
Wei Xu
Purdue University - Krannert School of Management
,
Florida State University
and
HSBC School of Business, Peking University
Date Posted: February 25, 2013
Last Revised: May 26, 2013
Working Paper Series
55 downloads
One Improved Option-Pricing Method Using the Barndorff-Nielsen and Shephard Model
Yun Peng
,
Payam Bahamin
and
Richard Cebula
Concordia University, Quebec
,
Deutsche Bank AG
and
Jacksonville University
Date Posted: February 24, 2013
Working Paper Series
27 downloads
Initial Public Offerings (IPOs) - A Boon or Bane?
Indian Journal of Finance, Volume 6, Issue 12, December 2012, pp. 26-36
Jigna C. Trivedi and
Bindiya K. Soni Sr.
Shri Jairambhai Patel Institute of Business Management and Computer Applications
and
Anand Institute of Management
Date Posted: February 24, 2013
Accepted Paper Series
The Information Content of Security Analyses: Evidence from Standard & Poor's Common Stock Quality Ranking Changes
Journal of Business Finance & Accounting, 1995, Vol. 22, No. 7 (October), 975-989
James Felton
,
Douglas Hearth and
Pu Liu
Central Michigan University - Department of Finance and Law
,
University of Arkansas - Department of Finance
and
University of Arkansas - Sam M. Walton College of Business
Date Posted: February 24, 2013
Accepted Paper Series
14 downloads
Stakeholder Relations and Stock Returns: On Errors in Expectations and Learning
UCD & CalPERS Sustainability & Finance Symposium 2013
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
91 downloads
The Influence of Political Orientation on Financial Risk Taking
American Journal of Business, 2010, Vol. 25, No. 1, 35-43
Jeremy Paul Moore
,
James Felton
and
Colbrin Wright
Central Michigan University
,
Central Michigan University - Department of Finance and Law
and
Brigham Young University
Date Posted: February 23, 2013
Accepted Paper Series
9 downloads
A Tale of Two Channels: Incorporating Private Information in Limit Order Market
Zhong Zhang
Indiana University Bloomington - Department of Finance
Date Posted: February 23, 2013
Last Revised: March 11, 2013
Working Paper Series
19 downloads
Koşullu Volatilitenin Modellenmesinde Destek Vektör Makinesi GARCH Modeli Ve Türk Finans Piyasaları Üzerine Bir Uygulama (Support Vector Machine GARCH Model in Modelling Conditional Volatility and an Application to Turkish Financial Markets)
13th International Conference on Econometrics, Operations Research, and Statistics, 24-26 May 2012, Famagusta, Cyprus
Melike Bildirici
and
Ozgur Omer Ersin
Yildiz Technical University
and
Beykent University - Department of Economics
Date Posted: February 23, 2013
Working Paper Series
24 downloads
Optimal Timing for Mean Reversion Trading
Tim Leung and
Xin Li
Columbia University
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: February 23, 2013
Working Paper Series
284 downloads
Solution of Convection-Diffusion Partial Differential Equations Using Girsanov Theorem and Conditional Brownian Local Time
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: February 22, 2013
Working Paper Series
115 downloads
Competition Among Exchanges and Enforcement Policy
IMF Working Paper No. 13/37
Andrea Pescatori and
Cecilia Caglio
Federal Reserve Bank of Cleveland
and
Board of Governors of the Federal Reserve System
Date Posted: February 22, 2013
Working Paper Series
15 downloads
Understanding Industry Betas
Lieven Baele
and
Juan M. Londono
Tilburg University - Department of Finance
and
Federal Reserve Board of Governors
Date Posted: February 22, 2013
Working Paper Series
76 downloads
Asymmetry in Government Bond Returns
CAMA Working Paper No. 12/2013
Ippei Fujiwara
and
Lena Koerber
Crawford School of Economics and Government
and
London School of Economics & Political Science (LSE)
Date Posted: February 21, 2013
Working Paper Series
16 downloads
The Asset Growth Effect: Insights from International Equity Markets
Journal of Financial Economics (JFE), Volume 108, Issue 2, May 2013, Pages 529-563, University of Alberta School of Business Research Paper No. 2013-913
Akiko Watanabe ,
Yan Xu
,
Tong Yao and
Tong Yu
University of Alberta - School of Business
,
University of Rhode Island - College of Business Administration
,
University of Iowa - Henry B. Tippie College of Business
and
University of Rhode Island - College of Business Administration
Date Posted: February 21, 2013
Last Revised: June 14, 2013
Accepted Paper Series
On Mergers, Acquisitions and Liquidation Using Specified Purpose Acquisition Companies (SPACs)
PIER Working Paper No. 13-013
Milan Lakicevic
,
Yochanan Shachmurove
and
Milos Vulanovic
College of Economics
,
The City College of The City University of New York - Department of Economics
and
Western New England University
Date Posted: February 21, 2013
Working Paper Series
98 downloads
Corporate Yield Spreads and Systematic Liquidity
Kevin Crotty
Rice University
Date Posted: February 21, 2013
Working Paper Series
38 downloads
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