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SSRN eLibrary Statistics:

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Abstracts: 484,677
Full Text Papers: 394,024
Authors: 226,879
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  Last 12 months:
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To date: 66,000,865
Last 12 months: 11,189,348
Last 30 days: 1,046,661

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5,722,240
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  Footnotes:
77,812
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SSRN eLibrary Search Results
JEL Code: G12
5,808,185 Total downloads
Showing Papers 3,701 - 3,750 of 13,821
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Incl. Electronic Paper 'Asset Pricing: Realized Return as a Sample of Return' – The Fallacy
Saburo Horimoto and Mohammad Ali Tareq
Shiga University and Shiga University - Department of Economics
Date Posted: November 09, 2012
Last Revised: May 05, 2013
Working Paper Series
44 downloads

Incl. Electronic Paper 'Consistent' Earnings Surprises
Byoung-Hyoun Hwang and Dong Lou
Purdue University - Krannert School of Management and London School of Economics & Political Science (LSE)
Date Posted: March 16, 2011
Last Revised: May 06, 2013
Working Paper Series
98 downloads

'Dumb and Dumber' Explanations for Exchange Rate Dynamics
Journal of Applied Economics, Vol. 4, No. 2, pp. 187-216, November 2001
S. Brock Blomberg
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: June 29, 2004
Accepted Paper Series

'Dumb and Dumber' Explanations for Exchange Rate Dynamics
Wellesley College Working Paper No. 98-18
S. Brock Blomberg
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: February 19, 1999
Working Paper Series

Incl. Electronic Paper 'Effective' Parameters for Stochastic Volatility Models
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Zaizhi Wang
Ecole des Mines de Paris
Date Posted: December 26, 2007
Working Paper Series
696 downloads

'Hot' Debt Markets and Capital Structure
John A. Doukas
Old Dominion University - College of Business & Public Administration
Date Posted: January 14, 2010
Working Paper Series

Incl. Electronic Paper 'Information, Liquidity, Asset Prices and Monetary Policy', Second Version
PIER Working Paper No. 10-040
Benjamin R. Lester , Andrew Postlewaite and Randall Wright
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: December 19, 2010
Working Paper Series
71 downloads

Incl. Electronic Paper 'Interest Rates as Options': Assessing the Markets' View of the Liquidity Trap
FEDS Working Paper No. 2003-45
Antulio N. Bomfim
affiliation not provided to SSRN
Date Posted: October 09, 2003
Working Paper Series
143 downloads

Incl. Electronic Paper 'Irrational Exuberance' in the Long-Run UK Stock Market
Cass Business School Research Paper
Soosung Hwang and Byung Khun Song
Sungkyunkwan University - Department of Economics and Sungkyunkwan University - Department of Economics
Date Posted: November 09, 2004
Working Paper Series
190 downloads

Incl. Electronic Paper 'Market Neutral' Strategy between Telecom Arg and Nortel Inversora
Juan Ledesma Padilla
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 20, 2007
Working Paper Series
183 downloads

Incl. Electronic Paper 'Models and Methods for Evaluation of Hybrid Corporate Bonds - A Critical Overview'
Klaus-Michael Menz
Bergische Universität Wuppertal
Date Posted: March 09, 2010
Last Revised: April 02, 2010
Working Paper Series
128 downloads

Incl. Electronic Paper 'Offsetting' Crisis? - Climate Change Cap and Trade Need Not Contribute to Another Financial Meltdown
Pepperdine Law Review, Vol. 39, No. 619, 2012, UNC Legal Studies Research Paper No. 2042639
Victor Byers Flatt
UNC Chapel Hill School of Law
Date Posted: April 19, 2012
Accepted Paper Series
61 downloads

Incl. Electronic Paper 'Optimal' Probabilistic Predictions of Financial Returns
Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Date Posted: November 28, 2007
Working Paper Series
195 downloads

'Peso Problem' Explanations for Term Structure Anomalies
Research Paper No. 1445, FRB Chicago Working Paper No. 1997-07
Geert Bekaert , Robert J. Hodrick and David A. Marshall
Columbia Business School - Finance and Economics , Columbia Business School - Finance and Economics and Federal Reserve Bank of Chicago
Date Posted: August 10, 1998
Working Paper Series

'Price Barriers' and the Dynamics of Asset Prices in Equilibrium
Pierluigi Balduzzi , Silverio Foresi and David J. Hait
Boston College - Carroll School of Management , Goldman Sachs Group, Inc. - Quantitative Strategy Group and OptionMetrics
Date Posted: June 06, 1995
Working Paper Series

'Price Barriers' and the Dynamics of Asset Prices in Equilibrium
Journal of Financial and Quantitative Analysis, June 1997
Pierluigi Balduzzi , Silverio Foresi and David J. Hait
Boston College - Carroll School of Management , Goldman Sachs Group, Inc. - Quantitative Strategy Group and OptionMetrics
Date Posted: June 18, 1997
Accepted Paper Series

Incl. Electronic Paper 'Price-Levels' Regressions: 'Scale Effect' or 'Distribution Effect'?
Pascual Garrido Miralles and Pablo J. Vazquez Veira
University of Alicante-Finance & Accounting and University of Alicante - Finance & Accounting
Date Posted: November 21, 2005
Last Revised: September 12, 2010
Working Paper Series
132 downloads

Incl. Electronic Paper 'Pure' or 'Wake-Up-Call' Contagion? Another Look at the EMU Sovereign Debt Crisis
Midwest Finance Association 2013 Annual Meeting Paper
Raffaela Giordano , Marcello Pericoli and Pietro Tommasino
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: August 30, 2012
Working Paper Series
138 downloads

Incl. Electronic Paper 'Read My Lips...': Does the Tax Rhetoric of Presidential Candidates Affect Security Prices?
McCombs Research Paper Series No. ACC-02-03
Benjamin C. Ayers , C. Bryan Cloyd and John R. Robinson
University of Georgia , Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems and University of Texas at Austin
Date Posted: April 14, 2003
Last Revised: July 06, 2008
Working Paper Series
171 downloads

Incl. Electronic Paper 'Real' Assets
Columbia Business School Research Paper No. 12-60
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: October 13, 2012
Working Paper Series
1089 downloads

(How) Does the Uptick Rule Constrain Short Selling?
Gordon J. Alexander and Mark A. Peterson
University of Minnesota - Twin Cities - Carlson School of Management and Southern Illinois University at Carbondale - Department of Finance
Date Posted: March 17, 2006
Working Paper Series

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
436 downloads

Incl. Electronic Paper 100 Questions About Finance (100 Preguntas Sobre Finanzas)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 27, 2008
Working Paper Series
7391 downloads

Incl. Electronic Paper 100 Questions on Finance
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 08, 2008
Working Paper Series
2896 downloads

Incl. Electronic Paper 102 Errors in Company Valuations (102 Errores en Valoraciones de Empresas)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 14, 2006
Working Paper Series
2404 downloads

Incl. Electronic Paper 119 Common Errors in Company Valuations
IESE Business School Working Paper No. 714
Pablo Fernandez and Andrada Bilan
University of Navarra - IESE Business School and University of Navarra - IESE Business School
Date Posted: October 30, 2007
Last Revised: April 22, 2013
Working Paper Series
6395 downloads

130/30: The New Long-Only
Andrew W. Lo and Pankaj N. Patel
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Credit Suisse
Date Posted: December 17, 2007
Working Paper Series

Incl. Electronic Paper 144 Errores en Valoraciones de Empresas (144 Errors in Company Valuations)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 14, 2007
Last Revised: April 20, 2013
Working Paper Series
9172 downloads

Incl. Electronic Paper 1959 valoraciones de la expropiacion de YPF (Valuations of the Expropriation of YPF)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: January 23, 2013
Last Revised: April 18, 2013
Working Paper Series
1010 downloads

Incl. Electronic Paper 1992 ISDA Master Agreement: Analyzing Market Quotation, Set-Off and Loss
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: January 31, 2010
Last Revised: January 26, 2011
Working Paper Series
700 downloads

Incl. Electronic Paper 20-F Filers and SEC Proposed Changes: Some Evidence of a US Home GAAP Preference
Marlene Plumlee and David Plumlee
University of Utah - School of Accounting and University of Utah - David Eccles School of Business
Date Posted: October 03, 2007
Working Paper Series
284 downloads

Incl. Electronic Paper 205 Preguntas y Respuestas sobre Finanzas (205 Questions on Finance) (Spanish)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: May 29, 2010
Last Revised: April 18, 2013
Working Paper Series
4738 downloads

Incl. Electronic Paper 25 years of Dutch IPOs
Ronald Q. Doeswijk , Hemmo S.K. Hemmes and Roland Venekamp
Robeco , Cardano and ROBECO Group
Date Posted: August 19, 2005
Working Paper Series
297 downloads

Incl. Electronic Paper 53 problemas sencillos de finanzas resueltos y 1.040 respuestas erróneas (53 Basic Finance Problems and 1.040 Wrong Answers) (in Spanish)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: March 15, 2012
Last Revised: April 30, 2013
Working Paper Series
3002 downloads

Incl. Electronic Paper 75 Common and Uncommon Errors in Company Valuation
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 24, 2003
Working Paper Series
4929 downloads

Incl. Electronic Paper 80 Common Errors in Company Valuation
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: May 13, 2004
Working Paper Series
2191 downloads

Incl. Electronic Paper 96 Common Errors in Company Valuations
Pablo Fernandez and Jose Maria Carabias
University of Navarra - IESE Business School and London Business School
Date Posted: April 07, 2006
Working Paper Series
1564 downloads

: Change Analysis of Dynamic Copula for Measuring Dependence in Multivariate Financial Data
Quantitative Finance, Vol. 10, No. 4. pp. 421-430, 2009
Jing Zhang and Dominique Guegan
affiliation not provided to SSRN and Universite Paris 1 Pantheon-Sorbonne
Date Posted: July 18, 2010
Accepted Paper Series

Incl. Electronic Paper A 'Horse Race' Among Competing Option Pricing Models Using S&P 500 Index Options
Minqiang Li and Neil D. Pearson
Bloomberg LP and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 24, 2008
Working Paper Series
776 downloads

Incl. Electronic Paper A Bad State of Accruals: Does Inter-Temporal Variation Explain Accrual Premiums?
Midwest Finance Association 2013 Annual Meeting Paper
Doina Chichernea , Anthony Dewayne Holder and Alex Petkevich
The University of Toledo - Department of Finance , University of Toledo - Department of Accounting and The University of Toledo - Department of Finance
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
20 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 A Bayesian Analysis of a Variance Decomposition for Stock Returns
Sauder School of Business Working Paper
Burton Hollifield , Kai Li and Gary Koop
Carnegie Mellon University - David A. Tepper School of Business , University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Date Posted: November 19, 2002
Working Paper Series
280 downloads

Incl. Electronic Paper A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
Dimitrios S. Giannikis and Ioannis D. Vrontos
Athens University of Economics and Business and Athens University of Economics and Business
Date Posted: May 27, 2008
Working Paper Series
379 downloads

Incl. Electronic Paper A Bayesian Framework for Combining Valuation Estimates
Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Kenton K. Yee
Mellon Capital Management
Date Posted: July 19, 2007
Last Revised: November 06, 2008
Accepted Paper Series
473 downloads

Incl. Electronic Paper A Bayesian's 'Bubble'
Journal of Finance, Forthcoming
C. Wei Li and Hui Frank Xue (deceased)
University of Iowa and Kansas State University (Deceased)
Date Posted: August 23, 2007
Last Revised: January 12, 2009
Working Paper Series
263 downloads

Incl. Electronic Paper A Behavioural Finance Approach with Fundamentalists and Chartists in the Gold Market
Dirk G. Baur and Kristoffer J. Glover
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: December 24, 2011
Working Paper Series
171 downloads

Incl. Fee Electronic Paper A Best Choice Among Asset Pricing Models? The Conditional Capital Asset Pricing Model in Australia
Accounting and Finance, Vol. 44, No. 2, pp. 139-162, July 2004
Nick Durack , Robert B. Durand and Ross Maller
Goldman Sachs Australia Pty Ltd. , Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Australian National University (ANU) - School of Finance and Applied Statistics
Date Posted: July 08, 2004
Accepted Paper Series
24 downloads

Incl. Electronic Paper A Beta Based Framework for (Lower) Bond Risk Premia
Bank of Italy Temi di Discussione (Working Paper) No. 689
Stefano Nobili and Gerardo Palazzo
Bank of Italy and Bank of Italy
Date Posted: October 31, 2008
Working Paper Series
57 downloads

Incl. Electronic Paper A Better Asymmetric Model of Changing Volatility in Stock Returns: Trend-GARCH
Universität Bayreuth Diskussionspapier No. 03-05,
Christian Bauer
University of Bayreuth
Date Posted: July 25, 2007
Working Paper Series
94 downloads

Incl. Electronic Paper A Binary Model Versus Discriminant Analysis to Corporate Bankruptcies for Emerging Market
Elena Makeeva and Ekaterina Neretina
National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: July 03, 2012
Working Paper Series
41 downloads


 

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