Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,173
Full Text Papers:
393,564
Authors:
226,645
Papers Received in Last 12 months:
68,973
Paper Downloads:
To date:
65,885,359
Last 12 months:
11,172,224
Last 30 days:
1,065,087
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: G10
1,446,932 Total downloads
Showing Papers 3,731 - 3,780 of 4,441
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
About Stock Markets Predictability
Hicham Abdelouahab Benjelloun
Date Posted: February 06, 2009
Accounting Conservatism, the Sarbanes‐Oxley Act, and Crash Risk CAAA Annual Conference 2010
Xiaohua Fang
,
Yanju Liu
and
Baohua Xin
Date Posted: January 07, 2010
Accruals and the Performance of Stock Returns Following External Financing Activities The British Accounting Review, Vol. 43, pp. 214-229, 2011
George A. Papanastasopoulos ,
Dimitrios D. Thomakos
and
Tao Wang
Date Posted: August 26, 2008Last Revised: August 06, 2011
Active Management vs. Passive Management in the Colombian Private Pension Open Mutual Fund Industry: A Performance Analysis Using Proxy ETFs as Market Benchmarks
Edgardo Cayon Fallon
,
Tomas Di Santo Rojas and
Camilo Roncancio Peña
Date Posted: January 28, 2009Last Revised: May 13, 2013
Adverse Selection, Inventory Holding Costs, and Depth Journal of Financial Research
Frank Heflin and
Kenneth W. Shaw
Date Posted: January 26, 2000
Algorithmic Activity on Xetra Journal of Trading, Summer 2009
Markus Gsell
Date Posted: November 18, 2008Last Revised: June 03, 2009
All Things Considered, Taxes Drive the January Effect Journal of Financial Research, Forthcoming
Honghui Chen and
Vijay Singal
Date Posted: January 24, 2004
Alternative Beta Applied - An Introduction to Hedge Fund Replication Financial Markets and Portfolio Management, Vol. 22, No. 3, pp. 259-279, 2008
Roman Tancar
and
Jan Viebig
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 17, 2008
Alternative Trading Systems
Jennifer S. Conrad ,
Kevin M. Johnson and
Sunil Wahal
Date Posted: July 16, 2001
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation
Mark Broadie ,
Jerome Detemple ,
Eric Ghysels and
Olivier Torres
Date Posted: November 14, 1996
An Application of CDS-Implied Ratings to Synthetic CDOs
David T. Hamilton and
Eugenia Fingerman
Date Posted: February 11, 2008
An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach
Sandra Peterson ,
Richard C. Stapleton and
Marti G. Subrahmanyam
affiliation not provided to SSRN
,
University of Strathclyde, Glasgow - Department of Accounting and Finance
and
New York University - Stern School of Business
Date Posted: October 15, 1998
An Empirical Analysis of Stock and Bond Market Liquidity Review of Financial Studies, Forthcoming
Tarun Chordia ,
Asani Sarkar and
Avanidhar Subrahmanyam
Date Posted: March 29, 2004
An Empirical Analysis of the Relationships Between Currency Risk, Country Development, and Country Location International Journal of Business, Vol. 3, 1998
Svyatoslav V. Yenin and
Stephen F. Borde
Date Posted: February 19, 1999
An Empirical Comparison of Continuous-Time Models of Implied Volatility Indices Journal of Banking and Finance, Vol. 31, No. 12, pp. 3584-3603, 2007
George Dotsis
,
Dimitris Psychoyios and
George S. Skiadopoulos
Date Posted: January 27, 2007Last Revised: January 03, 2008
An Empirical Examination of Jump Risk in U.S Equity and Bond Markets North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007
Lee M. Dunham
and
Geoffrey C. Friesen
Date Posted: August 19, 2011
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps
Anurag Gupta and
Marti G. Subrahmanyam
Date Posted: October 15, 1998
An Empirical Examination of the Geometric Brownian Motion Hypothesis Via the Space-Time Duality of a Stochastic Process
Moshe A. Milevsky
Date Posted: August 04, 1995
An Empirical Examination of U.S. Dollar Swap Spreads
Bernadette A. Minton
Date Posted: July 23, 1999
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets During Financial Crisis
Võ Xuân Vinh
Date Posted: March 04, 2011
An Empirical Investigation of Trading on Asymmetric Information and Heterogeneous Prior Beliefs Journal of Empirical Finance
Paul Brockman and
Dennis Y. Chung
Date Posted: October 19, 2000
An Empirical Study on Domestic Business Opportunity in Selling of Cottonseed Oil and Palm Oil Interdisciplinary Journal of Management and Behavioural Sciences (IJMBS), Volume 1, Issue 4, October-December, 2012, pp.10-18
Bindiya K. Soni Sr. and
Jigna C. Trivedi
Date Posted: February 24, 2013
An EMS Target Zone Model in Discrete Time Journal of Applied Econometrics, Vol. 13, pp. 31.48, 1998
Kees C. G. Koedijk ,
Philip A. Stork and
Casper G. de Vries
Date Posted: February 28, 2008
An Examination of Average Returns, Dispersion of Average Returns, and Bid-Ask Quotes Journal of Wealth Management, Spring 2003
Susana Yu and
Avner Wolf
Date Posted: July 07, 2006
An Experimental Study of Circuit Breakers: The Effects of Mandated Market Closures and Temporary Halts on Market Behavior Federal Reserve Bank of Atlanta Working Paper No. 99-1
Lucy F. Ackert ,
Bryan K. Church and
Narayanan Jayaraman
Date Posted: May 10, 1999
An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity Review of Finance, Vol. 13, No. 3, pp. 555-575, 2009
Richard Deaves ,
Erik Lüders and
Guo Ying Luo
affiliation not provided to SSRN
and
McMaster University
Date Posted: August 18, 2009
An Explanation of Momentum in Canadian Stocks Canadian Journal of Administrative Sciences,Vol. 21, No. 4
Tony Chieh-tse Hou
and
Phillip J. McKnight
Date Posted: August 19, 2005
An Exploratory Study on Business Opportunity in Flavoured Maize Flakes ‘Emerging Issues in Finance and Business Management’, Bharti Publications, ISBN Nos: 978-93-81212-33-2, Year: 2013, pp.493-505,
Jigna C. Trivedi and
Bindiya K. Soni Sr.
Date Posted: February 28, 2013
An Exploratory Study on Entrepreneurship Opportunities in Women Apparel ‘Kurtis’ Tenth Biennial Conference on Entrepreneurship, Vol. II, Bookwell Publisher, 2013, pp. 741-749
Jigna C. Trivedi and
Bindiya K. Soni Sr.
Date Posted: February 24, 2013
An Improved Approach to Calculate the Yield and Duration of a Bond Portfolio Journal of Applied Finance, Vol. 12, No. 2, Fall/Winter 2002
Youngsoo Choi and
Jinwoo Park
Date Posted: January 07, 2003
An Impulse-Response Function for a VAR with Multivariate GARCH-in-Mean that Incorporates Direct and Indirect Transmission of Shocks Economics Letters, Vol. 117, 2012
Chew Lian Chua
,
Sandy Suardi
and
Sarantis Tsiaplias
Date Posted: November 02, 2012
An Investigation of Australian Takeover Firm Returns from an Investor Viewpoint
Anna Madam
affiliation not provided to SSRN
Date Posted: August 09, 2011
An Investigation of the Impact of Industry Factors in Asset-Pricing Tests WP96-002
Randolph B. Cohen and
Christopher Polk
Date Posted: May 19, 1998
An Overview of the Issues Surrounding Stock Market Volatility STOCK MARKET VOLATILITY, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009
Elena Kalotychou
and
Sotiris K. Staikouras
Date Posted: November 26, 2008Last Revised: July 07, 2009
Analysis of Unsolicited Credit Ratings in Japan: New Evidence from Moody's Review of Pacific Basin Financial Markets and Policies, Vol.12, No.1, pp. 103-123, 2009
Lisa Fairchild
,
Susan M. Flaherty
and
Yoon S. Shin
Date Posted: October 13, 2009
Analyst Following and Market Liquidity Contemporary Accounting Research, Vol. 20, No. 3, pp. 551-578, Autumn 2003
Darren T. Roulstone
Date Posted: April 13, 2004
Analysts' Treatment of Nonrecurring Items in Street Earnings Journal of Accounting & Economics, Vol. 38, Nos. 1-3, 2004
Ting Chen and
Zhaoyang Gu
Date Posted: December 24, 2004
Analytic Due Diligence Using an Alpha Cost Index
Sharath M. Sury and
Manda B Sury
Date Posted: October 06, 2009
Analyzing Stock Market Volatility using Extreme-Day Measures Journal of Financial Research, Vol. 27, pp. 285-601, 2004
Charles P. Jones ,
Mark D. Walker
and
Jack W. Wilson
Date Posted: March 20, 2004
Analyzing Valuation Measures: A Performance Horse-Race Over the Past 40 Years Journalof Portfolio Management, Forthcoming
Jack Vogel
Date Posted: December 13, 2011Last Revised: October 01, 2012
Anonymity in Securities Markets Journal of Financial Intermediation, Vol. 2, No. 2, 1992
Margaret M. Forster and
Thomas J. George
affiliation not provided to SSRN
and
University of Houston - Department of Finance
Date Posted: March 09, 2008
Apparent Scaling Finance and Stochastics, Vol. 5, No. 1
Ole E. Barndorff-Nielsen and
Karsten Prause
Date Posted: April 17, 2001
Arbitrage Restrictions and Multi-Factor Models of the Term Structure of Interest Rates
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: October 15, 1998
Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol 30, No 1, March 1995
Robin J. Brenner and
Kenneth F. Kroner
Date Posted: October 25, 1999
Are All Financial Time-Series Alike? Evidence from 18th Century Stock Markets
Paul Harrison
Date Posted: September 18, 1996
Are Analysts' Loss Functions Asymmetric? Journal of Forecasting, November 2011
Mark A. Clatworthy
,
David A. Peel and
Peter F. Pope
Date Posted: January 16, 2006Last Revised: June 04, 2012
Are ETNs Realizing Their Potential? An Empirical Investigation of ETNs vs. Other Exchange-Traded Products in the Precious Metals’ Space Journal of Index Investing, 2012, Forthcoming
Hélyette Geman ,
Lovjit Thukral
and
Colbrin Wright
Date Posted: July 26, 2012
Are Forward Premia Mean Reverting? Applied Finacial Economics, Vol. 10, pp. 343-350, 2000
Walid Hejazi and
Zhixin Li
Date Posted: June 13, 2001
Are Freight Futures Markets Efficient? Evidence from Imarex International Journal of Forecasting, Forthcoming
Lambros Goulas
and
George S. Skiadopoulos
Date Posted: November 26, 2011
Are Investors Reluctant to Realize Their Losses? Journal of Finance 1998
Terrance Odean
Date Posted: August 02, 1998
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
8.531 seconds
