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SSRN eLibrary Statistics:

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Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: G10
1,449,343 Total downloads
Showing Papers 381 - 430 of 4,443
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Incl. Electronic Paper Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?
Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: February 18, 2010
Last Revised: February 27, 2012
Working Paper Series
814 downloads

Incl. Electronic Paper Do Hedge Funds Manage Their Reported Returns?
The Review of Financial Studies, Forthcoming
 Vikas Agarwal , Naveen D. Daniel and Narayan Y. Naik
Georgia State University , Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Date Posted: March 16, 2006
Last Revised: January 08, 2011
Accepted Paper Series
811 downloads

Incl. Electronic Paper Cointegration of Real Estate Stocks and Reits with Common Stocks, Bonds and Consumer Price Inflation - an International Comparison
ZEW - Centre for European Economic Research Discussion Paper No. 06-057
 Peter Westerheide
Center for European Economic Research (ZEW)
Date Posted: August 31, 2006
Last Revised: August 26, 2008
Working Paper Series
810 downloads

Incl. Electronic Paper Do Short Sale Transactions Precede Bad News Events?
 Holger Daske and A. Irem Tuna
University of Mannheim and London Business School
Date Posted: May 13, 2005
Working Paper Series
807 downloads

Incl. Electronic Paper Valuation of Loan CDS and CDX
 Howard Howan Stephen Shek , Shunichiro Uematsu and Zhen Wei
Stanford University , Stanford University and Stanford University
Date Posted: August 20, 2007
Last Revised: November 27, 2007
Working Paper Series
807 downloads

Incl. Electronic Paper Conditional Conservatism and Cost of Capital
Forthcoming in Review of Accounting Studies, Vol. 16, No. 2, June 2011
 Juan Manuel García Lara , Beatriz Garcia Osma and Fernando Penalva
Universidad Carlos III de Madrid - Department of Business Administration , Universidad Autonoma de Madrid and IESE Business School - University of Navarra
Date Posted: January 29, 2010
Last Revised: March 24, 2010
Accepted Paper Series
803 downloads

Incl. Electronic Paper Do Hedge Funds Arbitrage Market Anomalies?
 Andy Fodor , Dan Lawson and David R. Peterson
Ohio University , Gonzaga University and Florida State University - Department of Finance
Date Posted: January 09, 2008
Last Revised: October 26, 2009
Working Paper Series
802 downloads

Incl. Electronic Paper Fluctuations and Response in Financial Markets: The Subtle Nature of 'Random' Price Changes

 Jean-Philippe Bouchaud , Yuval Gefen , Marc Potters and Matthieu Wyart
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) , Weizmann Institute of Science - Condensed Matter Physics Department , Capital Fund Management - Department of Science and Finance and Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Date Posted: February 27, 2004
Working Paper Series
800 downloads

Incl. Electronic Paper Do Markets React Rationally? The Effect of the September 11th Tragedy on Airline Stock Returns
 David Carter and Betty J. Simkins
Oklahoma State University - Stillwater - Department of Finance and Oklahoma State University - Stillwater - Department of Finance
Date Posted: April 19, 2002
Working Paper Series
799 downloads

Incl. Electronic Paper Valuing Intel: A Strange Tale of Analysts and Announcements
Anderson School at UCLA Finance Working Paper No. 33-00
 Bradford Cornell
California Institute of Technology
Date Posted: December 12, 2000
Working Paper Series
799 downloads

Incl. Electronic Paper What is the Role of Legal Systems in Financial Intermediation? Theory and Evidence
ECGI - Finance Working Paper No. 82/2005, IGIER Working Paper No. 283, Sauder School of Business Working Paper, TILEC Discussion Paper No. 2008-014, CentER Discussion Paper Series No. 2008-30
 Laura Bottazzi , Marco Da Rin and Thomas F. Hellmann
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research and University of British Columbia (UBC) - Sauder School of Business
Date Posted: February 21, 2005
Last Revised: October 20, 2008
Working Paper Series
799 downloads

Incl. Electronic Paper Classifying Hedge Funds with Kohonen Maps: A First Attempt
 Bertrand B. Maillet and Patrick Rousset
University of Orléans and Centre For Research on Education, Training and Employment (CEREQ)
Date Posted: February 20, 2002
Working Paper Series
795 downloads

Incl. Electronic Paper Cross-Border Offers of Securities in the EU: The Standard Life Flotation
 Eilis Ferran
University of Cambridge - Faculty of Law
Date Posted: January 14, 2007
Working Paper Series
795 downloads

Incl. Electronic Paper How Relevant Is Volatility Forecasting for Financial Risk Management?
Review of Economics and Statistics
 Peter Christoffersen and Francis X. Diebold
University of Toronto - Rotman School of Management and University of Pennsylvania - Department of Economics
Date Posted: October 07, 1999
Accepted Paper Series
795 downloads

Incl. Electronic Paper Macroeconomic Factors and Stock Market Movement: Evidence from Ghana
 Anokye M. Adam and George Tweneboah
University of Cape Coast - School of Business and University of Leicester - School of Management
Date Posted: October 26, 2008
Last Revised: March 16, 2009
Working Paper Series
795 downloads

Incl. Electronic Paper Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures
 Arthur M. Berd , Roy Mashal and Peili Wang
General Quantitative, LLC , Lehman Brothers, New York and Lehman Brothers, New York
Date Posted: June 07, 2005
Working Paper Series
793 downloads

Incl. Electronic Paper Market Predictability and Non-Informational Trading
 Terrence Hendershott and Mark S. Seasholes
University of California, Berkeley - Haas School of Business and Hong Kong University of Science & Technology (HKUST)
Date Posted: November 21, 2008
Last Revised: April 27, 2009
Working Paper Series
792 downloads

Incl. Electronic Paper Time-Changed Levy Process and Option Pricing
 Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 26, 2001
Working Paper Series
792 downloads

Incl. Electronic Paper Operators on Inhomogeneous Time Series
Olsen & Associates Working Paper No. 324
 Gilles O. Zumbach and Ulrich A. Müller
affiliation not provided to SSRN and Olsen & Associates
Date Posted: March 21, 2000
Working Paper Series
791 downloads

Incl. Electronic Paper Forecasting Hedge Funds Volatility: A Risk Management Approach

 Paulo Rui P. Vitor Monteiro
Banco Invest, S.A
Date Posted: July 29, 2004
Working Paper Series
787 downloads

Incl. Electronic Paper Capital Markets and the Evolution of Family Businesses

 Utpal Bhattacharya and B. Ravikumar
Indiana University Bloomington - Department of Finance and Federal Reserve Bank of Saint Louis
Date Posted: February 05, 1997
Working Paper Series
785 downloads

Incl. Electronic Paper A Re-Examination of the Historical Equity Risk Premium in Australia
 Tim Brailsford , John C. Handley and Krishnan Maheswaran
Bond University , University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Date Posted: April 23, 2007
Working Paper Series
784 downloads

Incl. Electronic Paper Rating Agency Adjustments to GAAP Financial Statements and Their Effect on Ratings and Credit Spreads
AAA 2009 Financial Accounting and Reporting Section (FARS) Paper
 Pepa Kraft
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 11, 2008
Last Revised: November 06, 2012
Working Paper Series
783 downloads

Incl. Electronic Paper Commodity Index Investing and Commodity Futures Prices
 Hans R. Stoll and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Date Posted: September 25, 2009
Working Paper Series
781 downloads

Incl. Electronic Paper The Impact of Electronic Trading on Liquidity
 Alex Frino and Amelia M. Hill
University of Sydney - Discipline of Finance and University of Sydney - Discipline of Finance
Date Posted: May 19, 2001
Working Paper Series
779 downloads

Incl. Electronic Paper Predictable Changes in NAV: The Wildcard Option in Transacting Mutual Fund Shares
 John Chalmers , Roger M. Edelen and Gregory B. Kadlec
University of Oregon , University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: November 22, 1999
Working Paper Series
778 downloads

Incl. Electronic Paper A Tale of Two Indices
 Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: December 28, 2005
Working Paper Series
776 downloads

Incl. Electronic Paper Impact of Disclosure and Corporate Governance on the Association Between Fair Value Gains and Losses and Stock Returns in the Commercial Banking Industry
 Gauri Bhat
Washington University in Saint Louis - John M. Olin Business School
Date Posted: September 13, 2007
Last Revised: January 09, 2013
Working Paper Series
776 downloads

Incl. Electronic Paper Earnings Quality and Price Quality
 Rani Hoitash , Murugappa (Murgie) Krishnan and Srinivasan Sankaraguruswamy
Bentley University - Department of Accountancy , Yeshiva University and National University of Singapore (NUS) - Department of Accounting
Date Posted: August 17, 2002
Working Paper Series
775 downloads

Incl. Electronic Paper Volatility as an Asset Class: European Evidence
 Martin Wallmeier and Reinhold Hafner
University of Fribourg (Switzerland) - Faculty of Economics and Social Science and risklab germany GmbH
Date Posted: May 17, 2006
Working Paper Series
774 downloads

Incl. Electronic Paper The Impact of Information Asymmetry on Debt Pricing and Maturity
 Regina Wittenberg Moerman
University of Chicago - Booth School of Business
Date Posted: January 20, 2006
Last Revised: November 11, 2009
Working Paper Series
773 downloads

Incl. Electronic Paper An Approximate Valuation Formula for a Credit Default Swap
 Thomas K. Philips
Malbec Partners
Date Posted: August 02, 2006
Working Paper Series
772 downloads

Incl. Electronic Paper Feedback Effect of Stock Prices on Fundamental Values: Price Manipulation and Herding with Rational Expectations
 Naveen Khanna and Ramana Sonti
Michigan State University and Michigan State University
Date Posted: March 13, 2000
Working Paper Series
771 downloads

Incl. Electronic Paper Replicating the Properties of Hedge Fund Returns
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, UBC Winter Finance Conference 2008 Paper
 Nicolas A. Papageorgiou , Bruno Remillard and Alexandre Hocquard
HEC Montreal - Department of Finance , HEC Montreal and Pavilion Advisory Group
Date Posted: December 13, 2007
Working Paper Series
771 downloads

Incl. Electronic Paper Investor Overconfidence and the Forward Premium Puzzle
 A. Craig Burnside , Bing Han , David A. Hirshleifer and Tracy Yue Wang
Duke University - Department of Economics , University of Texas at Austin - McCombs School of Business , University of California, Irvine - Paul Merage School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: March 27, 2008
Last Revised: March 31, 2010
Working Paper Series
769 downloads

Incl. Electronic Paper Do Multiple Factors Help or Hurt?
 Thierry Post and Pim van Vliet
Koc University - Graduate School of Business and Robeco Asset Management - Quantitative Strategies
Date Posted: August 25, 2004
Working Paper Series
768 downloads

Incl. Electronic Paper Liquidity (Risk) Concepts: Definitions and Interactions
ECB Working Paper No. 1008
 Kleopatra Nikolaou
Warwick Business School
Date Posted: February 23, 2009
Working Paper Series
768 downloads

Incl. Electronic Paper Investor Psychology and Tests of Factor Pricing Models
 Kent D. Daniel , David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics , University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: November 26, 2005
Working Paper Series
767 downloads

Incl. Electronic Paper Explaining Diversification With Gain and Loss
 Michael S. Rozeff and Philip F. O'Connor
SUNY at Buffalo - Department of Financial & Managerial Economics and University of Auckland - Department of Accounting and Finance
Date Posted: April 23, 2002
Working Paper Series
765 downloads

Incl. Electronic Paper The Business Cycle, Investor Sentiment, and Costly External Finance
Journal of Finance, Forthcoming
 R. David McLean and Mengxin Zhao
University of Alberta - Department of Finance and Statistical Analysis and University of Alberta - School of Business
Date Posted: September 20, 2009
Last Revised: January 27, 2013
Accepted Paper Series
765 downloads

Incl. Electronic Paper Bayesian Analysis of Stochastic Betas
AFA 2005 Philadelphia Meetings, Forthcoming
 Gergana Jostova and Alexander Philipov
George Washington University - Department of Finance and George Mason University - Finance Area
Date Posted: April 26, 2004
Working Paper Series
763 downloads

Incl. Electronic Paper Do Higher-Moment Equity Risks Explain Hedge Fund Returns?
Robert H. Smith School Research Paper No. RHS 06-153
 Vikas Agarwal , Gurdip Bakshi and Joop Huij
Georgia State University , University of Maryland - Robert H. Smith School of Business and Erasmus University - Rotterdam School of Management
Date Posted: March 21, 2008
Last Revised: January 30, 2011
Working Paper Series
762 downloads

Incl. Electronic Paper Is There a Risk-Return Tradeoff? Evidence from High-Frequency Data
 Turan G. Bali and Lin Peng
Georgetown University - Robert Emmett McDonough School of Business and Baruch College/CUNY - Zicklin School of Business
Date Posted: October 03, 2006
Working Paper Series
760 downloads

Incl. Electronic Paper Time Series Analysis of the Impact of Real Interest Rates on Stock Market Activity and Liquidity in Egypt: Co-integration and Error Correction Model Approach
International Journal of Business, Vol. 8, No. 3, 2003
 Mohammed Omran
The Insurance Holding Company
Date Posted: September 07, 2003
Accepted Paper Series
759 downloads

Incl. Electronic Paper Correlation vs. Trends in Portfolio Management: A Common Misinterpretation
 Francois Lhabitant
Kedge Capital Fund Management
Date Posted: April 19, 2011
Working Paper Series
757 downloads

Incl. Electronic Paper Equilibrium Risk Premia for Risk Seekers
 Douglas W. Blackburn and Andrey Ukhov
Fordham University - Schools of Business and Cornell University
Date Posted: February 03, 2005
Working Paper Series
755 downloads

Incl. Electronic Paper IPOs and Mutual Fund Returns
 Richard J. Buttimer Jr., David C. Hyland and Anthony B. Sanders
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law , Xavier University and George Mason University - School of Management
Date Posted: September 03, 2001
Working Paper Series
753 downloads

Incl. Electronic Paper Liquidity Effect in OTC Options Markets: Premium or Discount?
Journal of Financial Markets, Forthcoming
 Prachi Deuskar , Anurag Gupta and Marti G. Subrahmanyam
University of Illinois at Urbana-Champaign , Case Western Reserve University - Department of Banking & Finance and New York University - Stern School of Business
Date Posted: December 05, 2005
Last Revised: August 20, 2010
Working Paper Series
752 downloads

Incl. Electronic Paper Financial Reporting and Supplemental Voluntary Disclosures
 Mark Bagnoli and Susan G. Watts
Purdue University and Purdue University
Date Posted: December 15, 2004
Working Paper Series
750 downloads

Incl. Electronic Paper The Treatment of Operational Risk Under the New Basel Framework - Critical Issues
Journal of Banking Regulation, August 2007
 Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: April 18, 2007
Accepted Paper Series
750 downloads


 

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