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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months:
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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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78,859
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SSRN eLibrary Search Results
JEL Code: G12
5,857,874 Total downloads
Showing Papers 361 - 410 of 13,877
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Corporate Yield Spreads and Systematic Liquidity
Kevin Crotty
Rice University
Date Posted: February 21, 2013
Working Paper Series
38 downloads


 

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