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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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  Last 12 months: 		68,947

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To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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Total References: 8,463,775
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G10
1,446,221 Total downloads
Showing Papers 3,951 - 4,000 of 4,440
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Incl. Electronic Paper Measuring Financial Cash Flow and Term Structure Dynamics
Kent State GSM Dept. of Finance Working Paper
Cornelis A. Los
Alliant School of Management
Date Posted: December 06, 2001
Working Paper Series
271 downloads

Incl. Electronic Paper Does the Market Conspire Against the Weak? An Empirical Study of Front Running Behavior During the LTCM Crisis
EFA 2002 Berlin Meetings Presented Paper
 Fang Cai
Board of Governors of the Federal Reserve System - Division of International Finance
Date Posted: December 04, 2001
Working Paper Series
962 downloads

Incl. Electronic Paper Global Warming and Financial Umbrellas
FEEM Working Paper No. 87.2001
 Michele Moretto and Cesare Dosi
University of Padua - Department of Economics and University of Padua - Department of Economics; CRIEP - Centro Universitario di Ricerca sull’Economia Pubblica
Date Posted: December 04, 2001
Working Paper Series
397 downloads

Incl. Electronic Paper Indexing a Bond's Call Price: An Analysis of Make-whole Call Provisions
 Steven V. Mann and Eric A. Powers
University of South Carolina and University of South Carolina - Moore School of Business
Date Posted: November 30, 2001
Working Paper Series
876 downloads

Incl. Electronic Paper Is Time-Series Based Predictability Evident in Real Time?
 Michael J. Cooper and Huseyin Gulen
University of Utah - David Eccles School of Business and Purdue University - Krannert School of Management
Date Posted: November 30, 2001
Working Paper Series
398 downloads

Incl. Electronic Paper Simple Construction of the Efficient Frontier
EFMA 2002 London Meetings
 David Feldman and Haim Reisman
University of New South Wales - Banking & Finance, Australian School of Business and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Date Posted: November 24, 2001
Working Paper Series
1565 downloads

Incl. Electronic Paper Are Institutions Momentum Traders?
 Timothy R. Burch and Bhaskaran Swaminathan
University of Miami - Department of Finance and LSV Asset Management
Date Posted: November 23, 2001
Working Paper Series
545 downloads

Incl. Electronic Paper Payments and the Development of Finance in Pre-Industrial Europe
Dartmouth College Econ. Working Paper No. 01-15
 Meir Kohn
Dartmouth College - Department of Economics
Date Posted: November 23, 2001
Working Paper Series
220 downloads

Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities
Allgemeines Statistisches Archiv, Vol. 86, pp. 5-30, 2002
 Nikolaus Hautsch and Winfried Pohlmeier
Humboldt-Universität zu Berlin and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: November 19, 2001
Accepted Paper Series

Incl. Electronic Paper From Mean Variance Space to Mean Skewness Space - Implications for Simultaneous Risk Seeking and Risk Averting Behavior
 Nalinaksha Bhattacharyya
University of Alaska Anchorage
Date Posted: November 15, 2001
Working Paper Series
385 downloads

Incl. Electronic Paper Winner's Curse in Discriminatory Price Auctions: Evidence from Norwegian Treasury Bill Auctions
 Geir Hoidal Bjonnes
The Norwegian School of Management BI
Date Posted: November 15, 2001
Working Paper Series
150 downloads

Incl. Electronic Paper The Long-Run Performance of REIT IPOs

 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: November 12, 2001
Working Paper Series
892 downloads

Incl. Electronic Paper The Choice of Private versus Public Capital Markets: Evidence from Privatizations
EFMA 2002 London Meetings; University of Oklahoma, Michael F. Price College of Business Working Paper
 Robert C. Nash , Jeffry M. Netter , William L. Megginson and Annette B. Poulsen
Wake Forest University , University of Georgia - Department of Banking and Finance , University of Oklahoma and University of Georgia - Department of Banking and Finance
Date Posted: November 10, 2001
Working Paper Series
645 downloads

Incl. Electronic Paper Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities
CoFE Working Paper No. 01/05
 Nikolaus Hautsch and Winfried Pohlmeier
Humboldt-Universität zu Berlin and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: November 09, 2001
Working Paper Series
508 downloads

Incl. Electronic Paper Factors Associated With Differences in the Magnitude of Abnormal Returns Around NYSE Versus Nasdaq Firms' Earnings Announcements
Journal of Business Finance & Accounting, Vol. 28, Nos. 9 & 10, Nov/Dec 2001
 Youngsoon Susan Cheon , Theodore E. Christensen and Linda Smith Bamber
Chung-Ang University - College of Business Administration , Brigham Young University - Marriott School of Management and University of Georgia - J.M. Tull School of Accounting
Date Posted: November 06, 2001
Accepted Paper Series
275 downloads

Incl. Electronic Paper Timing Information, Information Asymmetry, and Trading Volume
MIT Sloan Working Paper No. 4380-01
 Joon Chae
Seoul National University
Date Posted: November 06, 2001
Working Paper Series
901 downloads

Incl. Electronic Paper Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model
MIT Sloan Working Paper No. 4217-01
 Andrew W. Lo and Jiang Wang
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 06, 2001
Working Paper Series
1114 downloads

Incl. Electronic Paper An Empirical Analysis of Stock and Bond Market Liquidity
FRB NY Staff Report No. 164
 Tarun Chordia , Asani Sarkar and Avanidhar Subrahmanyam
Emory University - Department of Finance , Federal Reserve Bank of New York and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: November 01, 2001
Working Paper Series
2829 downloads

Incl. Electronic Paper Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets
Industry of Free China, Vol. 91, No. 5, May 2001
 Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: October 26, 2001
Accepted Paper Series
121 downloads

Incl. Electronic Paper Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings
 Hans G. Heidle and Roger D. Huang
U.S. Securities and Exchange Commission and University of Notre Dame
Date Posted: October 24, 2001
Working Paper Series
264 downloads

New Keynesians: A Comment
 Carlos F. Liard-Muriente
Central Connecticut State University - Department of Economics
Date Posted: October 24, 2001
Working Paper Series

Incl. Electronic Paper Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets
London Business School, IFA Working Paper No. 338
 Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma - Division of Finance
Date Posted: October 22, 2001
Working Paper Series
497 downloads

Incl. Electronic Paper Domestic Versus International Integration in the Process of Financial Liberalisation
CUBS Faculty of Finance Working Paper No. 04, Cass Business School Research Paper
 Fatma Taskin and Yaz Gulnur Muradoglu
Bilkent University - Department of Economics and Queen Mary University of London
Date Posted: October 17, 2001
Working Paper Series
196 downloads

Incl. Electronic Paper Discounts On Illiquid Stocks: Evidence From China
Yale ICF Working Paper No. 00-56
 Zhiwu Chen and Peng Xiong
Yale University - International Center for Finance and Beijing University
Date Posted: October 14, 2001
Working Paper Series
2005 downloads

Incl. Electronic Paper An Empirical Evaluation of Non-Linear Trading Rules
FEDEA Working Paper No. 2001-16
 Julián Andrada Félix , Fernando Fernández Rodríguez , María Dolores García Artiles and Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science , University of Las Palmas de Gran Canaria - Faculty of Economic Science , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: October 12, 2001
Working Paper Series
633 downloads

Event Risk, Contingent Claims and the Temporal Resolution of Uncertainty
Carnegie Mellon University Working Paper
 Pierre Collin-Dufresne and Julien N. Hugonnier
Columbia Business School - Finance and Economics and Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Date Posted: October 09, 2001
Last Revised: July 01, 2011
Working Paper Series

Incl. Electronic Paper Accounting Information Free of Selection Bias: A New UK Database 1953-1999
 Stefan Nagel
Stanford Graduate School of Business
Date Posted: October 06, 2001
Working Paper Series
354 downloads

Incl. Electronic Paper Price Improvement In Dealership Markets
Journal of Business, Forthcoming
 Matthew Rhodes-Kropf
Harvard Business School - Entrepreneurial Management Unit
Date Posted: October 04, 2001
Accepted Paper Series
160 downloads

Incl. Electronic Paper The Hidden Dangers of Historical Simulation
FEDS Discussion Paper No. 2001-27
 Matt Pritsker
Federal Reserve Bank of Boston
Date Posted: October 02, 2001
Working Paper Series
597 downloads

Incl. Electronic Paper Using Regression Techniques to Estimate Futures Hedge Ratios, Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures
Edith Cowan Finance & Business Economics Working Paper
 David E. Allen , Garry MacDonald , Kathleen D. Walsh and David M. Walsh
Edith Cowan University - School of Finance and Business Economics , Curtin University of Technology - School of Economics and Finance , University of New South Wales (UNSW) - Finance and Accounting and Sydney Office
Date Posted: October 01, 2001
Working Paper Series
639 downloads

Incl. Electronic Paper The Equity Premium Consensus Forecast Revisited
Cowles Foundation Discussion Paper No. 1325
 Ivo Welch
University of California, Los Angeles (UCLA)
Date Posted: September 27, 2001
Working Paper Series
2341 downloads

Portfolio Construction in Emerging Markets
Emerging Markets Quarterly, Vol. 4, No. 3, pp. 68-78, 2000
 Mika Vaihekoski
Turku School of Economics - Department of Accounting and Finance
Date Posted: September 26, 2001
Last Revised: August 11, 2009
Accepted Paper Series

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
791 downloads

Incl. Electronic Paper Long Maturity Forward Rates

 Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: September 20, 2001
Working Paper Series
131 downloads

Incl. Electronic Paper Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Review of Financial Studies, Forthcoming
 Gurdip Bakshi , Nikunj Kapadia and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business , University of Massachusetts at Amherst - Department of Finance & Operations Management and University of Maryland - Robert H. Smith School of Business
Date Posted: September 20, 2001
Accepted Paper Series
389 downloads

Incl. Electronic Paper The Psychophysiology of Real-Time Financial Risk Processing
MIT Sloan School of Management Working Paper No. 4223-01; MIT Laboratory for Financial Engineering Working Paper No. LFE-1039-01
 Andrew W. Lo and Dmitry V. Repin
Massachusetts Institute of Technology (MIT) - Sloan School of Management and SKOLKOVO Moscow School of Management
Date Posted: September 18, 2001
Working Paper Series
957 downloads

Incl. Electronic Paper Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
FEDEA Working Paper No. 2001-14
 Fernando Fernández Rodríguez , Christian González Martel and Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: September 14, 2001
Working Paper Series
700 downloads

Incl. Electronic Paper Performance Of Leveraged Asset Funds
 Zsolt Berenyi
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: September 14, 2001
Working Paper Series
427 downloads

Market Quote and Spread Component Cost Behavior Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges
Financial Review, May 2001
 Howard B. Nemiroff and Lawrence Kryzanowski
Carleton University and Concordia University, Quebec - Department of Finance
Date Posted: September 13, 2001
Accepted Paper Series

The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set
Journal of Financial Economics, Vol. 55, No. 1, Jan. 1, 2000
 Mark Grinblatt and Matti Keloharju
University of California, Los Angeles (UCLA) - Finance Area and Aalto University
Date Posted: September 13, 2001
Accepted Paper Series

Incl. Fee Electronic Paper The Euro and the International Financial System
CEPR Discussion Paper No. 2955
 Richard Portes
London Business School - Department of Economics
Date Posted: September 13, 2001
Working Paper Series
30 downloads

Incl. Electronic Paper Risk Management for Hedge Funds: Introduction and Overview
 Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 13, 2001
Working Paper Series
13335 downloads

Incl. Electronic Paper How Do Foreigners Profit from Local Investors? Evidence from Trades in the Japanese Stock Market
 Kee-Hong Bae , Keiichi Ito and Takeshi Yamada
York University - Schulich School of Business , Nomura Holdings, Inc. (NHI) - Nomura Securities Co., Ltd. and University of Adelaide - Business School
Date Posted: September 12, 2001
Working Paper Series
251 downloads

Incl. Fee Electronic Paper Limit Order Book as a Market for Liquidity
CEPR Discussion Paper No. 2889
 Thierry Foucault , Ohad Kadan and Eugene Kandel
HEC Paris (Groupe HEC) - Finance Department , Washington University in Saint Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics
Date Posted: September 11, 2001
Working Paper Series
23 downloads

Asymmetric and Crash Effects in Stock Volatility for the S&P 100 Index and its Constituents
Applied Financial Economics, forthcoming
 Ser-Huang Poon , Stephen J. Taylor and Bevan Blair
University of Manchester - Business School , Lancaster University - Department of Accounting and Finance and Ingenious
Date Posted: September 11, 2001
Accepted Paper Series

Incl. Electronic Paper Asymmetric and Crash Effects in Stock Volatility for the S&P 100 Index and its Constituents
Lancaster University, Management School Working Paper 98/003
 Ser-Huang Poon , Stephen J. Taylor and Bevan Blair
University of Manchester - Business School , Lancaster University - Department of Accounting and Finance and Ingenious
Date Posted: September 11, 2001
Working Paper Series
346 downloads

Incl. Electronic Paper E-Finance in Emerging Markets: Is Leapfrogging Possible?
 Stijn Claessens , Thomas Glaessner and Daniela Klingebiel
International Monetary Fund (IMF) , World Bank and World Bank - Policy Unit
Date Posted: September 05, 2001
Working Paper Series
413 downloads

Incl. Fee Electronic Paper Asset Market Linkages in Crisis Periods
CEPR Discussion Paper No. 2916
 Philipp Hartmann , Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB) , University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: September 04, 2001
Working Paper Series
30 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

Bidder Behavior in Multi-Unit Auctions - Evidence from Swedish Treasury Auctions
Journal of Political Economy, Vol. 110, April 2002
 Kjell G. Nyborg , Kristian Rydqvist and Suresh M. Sundaresan
University of Zurich - Department of Banking and Finance , State University of New York at Binghamton - School of Management and Columbia Business School - Finance and Economics
Date Posted: August 27, 2001
Accepted Paper Series


 

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