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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
Papers Received in
  Last 12 months:
68,998

Paper Downloads:
To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,972,804 Total downloads
Showing Papers 3,751 - 3,800 of 36,683
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Incl. Electronic Paper Modelling of Collateralised Counterparty Exposure for the Credit Risk Engines
Alexei Kondratyev
Standard Chartered Bank
Date Posted: June 01, 2012
Working Paper Series
100 downloads

Incl. Electronic Paper Quantifying Shareholder Losses from Continuous Disclosure Breaches: An Assessment of U.S. Court Methods
Alex Frino , Elvis Jarnecic and Daniel Brian Maroney
University of Sydney - Discipline of Finance , University of Sydney and University of Sydney - Discipline of Finance
Date Posted: June 01, 2012
Last Revised: May 07, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper The Nature and Regulation of Alberta Derivatives Markets
Priscilla P. Bunke
Fraser Milner Casgrain LLP
Date Posted: June 01, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper A Conditional Capital Asset Pricing Model for Maritime Firms: Empirical Evidence from the Us Stock Market
10th World Conference on Transportation Research, Istanbul, Turkey, 2004
Oral Erdogan
Istanbul Bilgi University Department of Business Administration
Date Posted: May 31, 2012
Accepted Paper Series
59 downloads

Incl. Electronic Paper Alpha and Alpha Decay in Continuous Time
Ming Guo and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Cheung Kong Graduate School of Business
Date Posted: May 31, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Curbing the Dangers of High-Frequency Trading
The Economists' Voice, Forthcoming
Matthew T. Clements
St. Edward's University
Date Posted: May 31, 2012
Last Revised: June 20, 2012
Accepted Paper Series
124 downloads

Incl. Electronic Paper Debt Sustainability Measures and Their Explanatory Power for Estimating Government Bond Yields
Michael Markovich
Vienna Institute of Finance
Date Posted: May 31, 2012
Last Revised: June 02, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Dividend-Price Ratios and Stock Returns: Another Look at the History
Bradford Cornell
California Institute of Technology
Date Posted: May 31, 2012
Working Paper Series
132 downloads

Incl. Electronic Paper Does the Conditional CAPM Explain Asset Pricing Anomalies? Evidence from the Istanbul Stock Exchange
Atakan Yalcin and Nuri Ersahin
Ozyegin University and affiliation not provided to SSRN
Date Posted: May 31, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper FEER Index - Forecasting Extreme Events Risk
Amitay Kauffmann and Gal Zahavi
Technion - Israel Institute of Technology and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Date Posted: May 31, 2012
Last Revised: March 19, 2013
Working Paper Series
147 downloads

Incl. Electronic Paper Gearing up for Solvency II
BVCA Research Note 12, July 2011
Devash Tailor
British Private Equity & Venture Capital Association (BVCA)
Date Posted: May 31, 2012
Accepted Paper Series
32 downloads

Incl. Electronic Paper Individual Retirement Account Balances, Contributions, and Rollovers, 2010: The EBRI IRA Database™
EBRI Issue Brief, Number 371 (May 2012)
Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: May 31, 2012
Accepted Paper Series
44 downloads

Liability-Driven Investing (LDI) via Single Manager Hedge Funds: A Novel, Common-Sense Approach to LDI with Implications for Asset and Liability Modeling and Asset Allocation
Sara Statman
Statman Advisors (Customised Hedge Fund Portfolios & Intra-Day Portfolio Management)
Date Posted: May 31, 2012
Working Paper Series

Incl. Electronic Paper Noise Traders and Cultural Factors: The Japanese Rokuyo Effect Evidence Implications For Investor Sentiment Induced Return Anomalies
Edwin D. Maberly , Raylene M. Pierce and Takato Hiraki
Monash University , Deakin University and Tokyo University of Science - School of Management
Date Posted: May 31, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Realized Wavelet Jump-GARCH Model: Can Time-Frequency Decomposition of Volatility Improve its Forecasting?
Jozef Barunik and Lukas Vacha
Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Date Posted: May 31, 2012
Last Revised: February 12, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper Tail Risk and Hedge Fund Returns
Chicago Booth Research Paper No. 12-44, Fama-Miller Working Paper
Bryan T. Kelly and Hao Jiang
University of Chicago - Booth School of Business and Erasmus University - Rotterdam School of Management
Date Posted: May 31, 2012
Last Revised: November 20, 2012
Working Paper Series
1063 downloads

Incl. Electronic Paper The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets
Andrew Lyasoff
Boston University - School of Management
Date Posted: May 31, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper Banks Should Be Banks!
Savvakis C. Savvides
Cyprus Development Bank - Project Financing Division
Date Posted: May 30, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?: An Analytical Framework
Texas Law Review, Vol. 90, No. 7, 2012
Andrew W. Lo and Thomas J. Brennan
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University School of Law
Date Posted: May 30, 2012
Last Revised: September 05, 2012
Accepted Paper Series
109 downloads

Inflation Hedging with International Equities
Maximilian G. Roedel
Technische Universität München (TUM) - Department of Financial Management and Capital Markets
Date Posted: May 30, 2012
Working Paper Series

Incl. Electronic Paper Innovation and Firm Performance: Evidence from the Capital Market
Journal of Modern Accounting and Auditing, 9(4), Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 30, 2012
Last Revised: November 22, 2012
Accepted Paper Series
48 downloads

Incl. Electronic Paper Robust Capital Regulation
Current Issues in Economics and Finance, Vol. 18, No. 4, 2012
Viral V. Archarya , Hamid Mehran , Til Schuermann and Anjan V. Thakor
New York University Stern School of Business , Federal Reserve Bank of New York , Oliver Wyman and Washington University, Saint Louis - John M. Olin School of Business
Date Posted: May 30, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?
Aleksandar Andonov , Rob Bauer and Martijn Cremers
Maastricht University , Maastricht University and University of Notre Dame
Date Posted: May 29, 2012
Last Revised: May 16, 2013
Working Paper Series
1383 downloads

Incl. Electronic Paper Agency-Based Asset Pricing and the Beta Anomaly
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: May 29, 2012
Last Revised: December 20, 2012
Working Paper Series
251 downloads

Incl. Electronic Paper Do Analysts Sacrifice Forecast Accuracy for Informativeness?
Henock Louis , Amy X. Sun and Oktay Urcan
Pennsylvania State University - Smeal College of Business , Pennsylvania State University - Department of Accounting and London Business School
Date Posted: May 29, 2012
Last Revised: December 17, 2012
Working Paper Series
189 downloads

Incl. Electronic Paper Effects of Disclosure Quality on Market Mispricing: Evidence from Derivative-Related Loss Announcements
Journal of Business Finance and Accounting, Forthcoming
Jaiho Chung , Hyungseok Kim , Woojin Kim and Yong Keun Yoo
Korea University Business School , Korea University - Business School , Seoul National University - Business School and Korea University Business School
Date Posted: May 29, 2012
Accepted Paper Series
76 downloads

Incl. Electronic Paper FDI vs. FPI: The Role of Ageing
Alexandre Narciso
Copenhagen Business School
Date Posted: May 29, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Financial Markets, Bloated Governments and the Misallocation of Capital
Journal of Finance and Investment Analysis, Vol. 1, No. 2, pp. 201-219, 2012
Savvakis C. Savvides
Cyprus Development Bank - Project Financing Division
Date Posted: May 29, 2012
Accepted Paper Series
67 downloads

Incl. Electronic Paper Stock Exchange Law: Concept, History, Challenges
Andreas M. Fleckner and Klaus J. Hopt
Max Planck Institute for Comparative and International Private Law and Max Planck Institute for Comparative and International Private Law
Date Posted: May 29, 2012
Last Revised: May 31, 2012
Working Paper Series
143 downloads

Incl. Electronic Paper Strategic Asset Allocation and the Role of Alternative Investments
European Financial Management, Forthcoming
Douglas Cumming , Lars Helge Hass and Denis Schweizer
York University - Schulich School of Business , Lancaster University Management School and WHU - Otto Beisheim School of Management
Date Posted: May 29, 2012
Accepted Paper Series
89 downloads

Incl. Electronic Paper The Role of High-Frequency Prices, Long Memory and Jumps for Value-at-Risk Prediction
Ana-Maria Fuertes and Jose Olmo
Cass Business School, City University London and Centro Universitario de la Defensa de Zaragoza
Date Posted: May 29, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper Time Value of the Money and Contagions on the Bond Markets
D. Stavarek, P. Vodova, ed., 13th International Conference on Finance and Banking, Karnivá: Silesian University, pp. 171-183, 2012, ISBN 978-80-7248-753-0,
Gábor Dávid Kiss and Attila Acs
University of Szeged - Faculty of Economics and Business Administration and University of Szeged - Faculty of Economics and Business Administration
Date Posted: May 29, 2012
Accepted Paper Series
16 downloads

Incl. Electronic Paper Accounting Standards, Earnings Management, and Earnings Quality
Ralf Ewert and Alfred Wagenhofer
University of Graz - Institute of Accounting and Auditing and University of Graz - Institute of Management Accounting and Controlling
Date Posted: May 28, 2012
Last Revised: April 30, 2013
Working Paper Series
651 downloads

Incl. Electronic Paper A Portrait of the Insider Trader as a Woman
Research Handbook on Insider Trading (Stephen Bainbridge, editor), Forthcoming , University of Tennessee Legal Studies Research Paper No. 187
Joan MacLeod Heminway
University of Tennessee College of Law
Date Posted: May 28, 2012
Last Revised: August 07, 2012
Working Paper Series
123 downloads

Incl. Electronic Paper Approximating the Multivariate Distribution of Time-Aggregated Stock Returns Under GARCH
Jean-Guy Simonato
HEC Montréal
Date Posted: May 28, 2012
Last Revised: May 11, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Behind the G20 Strategic Transformation: From Washington to Pittsburgh
Journal of Management and Financial Sciences, Iss. 10 (December 2012)
Marcin Menkes
Warsaw School of Economics (SGH) - Department of Finance and Management
Date Posted: May 28, 2012
Last Revised: February 10, 2013
Accepted Paper Series
10 downloads

Incl. Electronic Paper Credit Portfolio Models in the Presence of Forward-Looking Stress Events
Alexander Denev
Royal Bank of Scotland (RBS)
Date Posted: May 28, 2012
Last Revised: February 14, 2013
Working Paper Series
105 downloads

Incl. Electronic Paper Diversification Benefits of Sector Investments in Indian Capital Market
International Journal of Business and Management Cases, Vol. 1 No.2
Amitesh Kapoor
Lovely Professional University
Date Posted: May 28, 2012
Last Revised: July 30, 2012
Accepted Paper Series
74 downloads

Incl. Electronic Paper Exit of Last Resort? Empirical Evidence on the Returns and Drivers of Secondary Buyouts as Private Equity Exit Channel
Ann-Kristin Achleitner , Oliver Bauer , Christian Figge and Eva Lutz
Technische Universität München - Center for Entrepreneurial and Financial Studies , Technische Universität München (TUM) , Technische Universität München - Center for Entrepreneurial and Financial Studies and Technische Universität München - Center for Entrepreneurial and Financial Studies (CEFS)
Date Posted: May 28, 2012
Working Paper Series
98 downloads

Incl. Electronic Paper Accounting Based Risk Measurement: An Alternative to CAPM Derived Discount Factors
University of York Management School Working Paper No. 68
Steve Toms
University of Leeds - Leeds University Business School (LUBS)
Date Posted: May 27, 2012
Working Paper Series
155 downloads

Comparative Analysis of African Stock Market Performance and Investment Opportunities
Abdelmoneim Youssef, COMPARATIVE ANALYSIS OF AFRICAN STOCK MARKET: PERFORMANCE AND INVESTMENT OPPORTUNITIES, Lambert Academic Publishing, September 2011
Abdelmoneim Youssef
University of Rome II
Date Posted: May 27, 2012
Accepted Paper Series

Incl. Electronic Paper Dynamics of the Direct and Indirect Real Estate Markets in China
Journal of Real Estate Portfolio Management, Vol. 11, No. 3, 2005
Graeme Newell , K.W. Chau , Siu Kei Wong and Keith McKinnell
affiliation not provided to SSRN , The University of Hong Kong , University of Hong Kong and affiliation not provided to SSRN
Date Posted: May 27, 2012
Accepted Paper Series
76 downloads

Incl. Electronic Paper Excess Returns in the Hong Kong Commercial Property Market
Journal of Real Estate Research, Vol. 14, No. 2, 1997
K.W. Chau and Gerald Brown
The University of Hong Kong and affiliation not provided to SSRN
Date Posted: May 27, 2012
Accepted Paper Series
59 downloads

Incl. Electronic Paper Financial Globalization, Capital Account Liberalization and Risk Sharing
Mayank Gautam
affiliation not provided to SSRN
Date Posted: May 27, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Freedom from Uncertainty: Toward a Robust Index of Human Security
Allan Dwyer
Mount Royal University - Bissett School of Business
Date Posted: May 27, 2012
Working Paper Series
21 downloads

Is There an Impact of Stock Exchange Consolidation on Volatility of Market Returns?
Ekaterina Dorodnykh
University of Rome II
Date Posted: May 27, 2012
Working Paper Series

Incl. Electronic Paper Oil Products and the Volatility Index: Bivariate Volatility Relationships Within a T-GARCH Model
Bernard Ben Sita
Lebanese American University
Date Posted: May 27, 2012
Working Paper Series
20 downloads

Seasonality Effect Anomalies in Emerging Stock Markets: Evidence from Asia and Africa
Abdelmoneim Youssef
University of Rome II
Date Posted: May 27, 2012
Working Paper Series

Short and Long Memory in Stock Returns Data
Economics Letters, Forthcoming
Enrico Onali and John Goddard
University of Wales System - Bangor University, Bangor Business School and University of Wales System - Bangor University
Date Posted: May 27, 2012
Accepted Paper Series

The Efficiency of Emerging Stock Markets: Evidence from Asia and Africa
Abdelmoneim Youssef
University of Rome II
Date Posted: May 27, 2012
Working Paper Series


 

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