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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 598,958
Full Text Papers: 497,370
Authors: 277,335
Papers Received in
  Last 12 months:
62,788

Paper Downloads:
To date: 84,582,342
Last 12 months: 10,740,692
Last 30 days: 1,136,360

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Papers with
  Resolved
  References:
283,437
Total References: 9,075,757
Papers with Cites: 246,820
Total Citation
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6,036,513
Papers with
  Resolved
  Footnotes:
94,530
Total Footnotes: 9,187,538


SSRN eLibrary Search Results
JEL Code: G12
7,133,440 Total downloads
Showing Papers 4,021 - 4,070 of 16,188
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1 2 3 4 ... 324 | Next >
   


Incl. Electronic Paper Discretizing Stochastic Processes with Exact Conditional Moments
Leland E. Farmer and Alexis Akira Toda
University of California, San Diego and University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 28, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Capacity of Trading Strategies
Augustin Landier , Guillaume Simon and David Thesmar
Toulouse School of Economics , Capital Fund Management and HEC Paris (Groupe HEC) - Finance Department
Date Posted: March 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper U.S. Hedge Fund Activism
Research Handbook on Shareholder Power, Elgar Press, 2015, Forthcoming, San Diego Legal Studies Paper No. 15-187
Frank Partnoy
University of San Diego School of Law
Date Posted: March 27, 2015
Accepted Paper Series
4 downloads

The Role of Diversi fication in the Pricing of Accruals Quality
Review of Accounting Studies, Forthcoming
Yu Hou
Queen's University - Queen's School of Business
Date Posted: March 27, 2015
Accepted Paper Series

Incl. Electronic Paper New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically
Institute for New Economic Thinking Working Paper Series No. 2
Roman Frydman , Michael D. Goldberg and Nicholas Mangee
Leonard N. Stern School of Business - Department of Economics , University of New Hampshire and Armstrong Atlantic State University
Date Posted: March 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Systematic Risk and Share Turnover
Maria Kasch
University of Mannheim - Department of Finance
Date Posted: March 27, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Aggregate Asset Growth and Expected Stock Returns
Min S. Kim
University of New South Wales
Date Posted: March 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Information and the Oil Price Collapse
Bradford Cornell
California Institute of Technology
Date Posted: March 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Interconnectedness, Systemic Crises and Recessions
IMF Working Paper No. 15/46
Marco A. Espinosa-Vega and Steven Russell
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: March 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Anchoring Heuristic in Option Pricing
Hammad Siddiqi
University of Queensland
Date Posted: March 26, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Evaluation of Company's Intangible Assets' Influence for Business Value
International Journal of Economic Sciences and Applied Research, 7 (3): 133-155
Živilė Savickaitė
Mykolas Romeris University
Date Posted: March 25, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper On the Effectiveness of Housing Purchase Restriction Policy in China: A Difference in Difference Approach
Bihong Huang and Rose Neng Lai
University of Macau - Department of Finance and Business Economics and University of Macau - Faculty of Business Administration
Date Posted: March 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Nonlinear Price Dynamics of U.S. Equity ETFs
Journal of Econometrics, Vol. 183, No. 2, 2014
Gunduz Caginalp , Mark DeSantis and Akin Sayrak
University of Pittsburgh - Department of Mathematics , Chapman University - The George L. Argyros School of Business & Economics and University of Pittsburgh - Katz Graduate School of Business - Economics Group
Date Posted: March 25, 2015
Accepted Paper Series
21 downloads

Incl. Electronic Paper Efficient Option Pricing Under Levy Processes, with CVA and FVA
Justin Shek , Jimmy Law and Sergei Levendorskii
Bank of China International , Ernst & Young, UK and University of Leicester - Department of Mathematics
Date Posted: March 25, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Effects of the Energy to Ecosystem and Risk Management Solution for Covering the Potential Losses
Marius Dan Gavriletea and Mihaela Gavriletea
Babes-Bolyai University, Business Faculty and Babeş-Bolyai University of Cluj-Napoca
Date Posted: March 24, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Effects of Macroeconomic Uncertainty on the Stock and Bond Markets
Hossein Asgharian , Charlotte Christiansen and Ai Jun Hou
Lund University - Department of Economics , Aarhus University - CREATES and Stockholm University, Business School
Date Posted: March 24, 2015
Last Revised: March 26, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors
FRB Atlanta Working Paper No. 2013-9
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Federal Reserve Bank of Atlanta , University of Toronto - Rotman School of Management and Imperial College Business School
Date Posted: March 22, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Staggered Pricing Approach to Modeling Speculative Storage: Implications for Commodity Price Dynamics
FRB Atlanta Working Paper No. 2013-8
Hirbod Assa , Amal Dabbous and Nikolay Gospodinov
University of Liverpool , Concordia University, Quebec - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: March 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Analytical Solution for the Constrained Hansen-Jagannathan Distance Under Multivariate Ellipticity
FRB Atlanta Working Paper No. 2012-18
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Federal Reserve Bank of Atlanta , University of Toronto - Rotman School of Management and Federal Reserve Bank of Atlanta
Date Posted: March 22, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Role of Margin and Spread in Secured Lending: Evidence from the Bilateral Repo Market
Jun Kyung Auh and Mattia Landoni
Georgetown University - Department of Finance and SMU Cox School of Business
Date Posted: March 22, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Cost of Production Model for Bitcoin
Adam Hayes
The New School - Department of Economics
Date Posted: March 21, 2015
Last Revised: March 22, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper The Venture Capital Premium: A New Approach
Forthcoming: Journal of Private Equity, Summer 2015
Luis E. Pereiro
Universidad Torcuato Di Tella
Date Posted: March 21, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Alpha Decay
Rick Di Mascio , Anton Lines and Narayan Y. Naik
Inalytics Limited , London Business School and London Business School - Institute of Finance and Accounting
Date Posted: March 21, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Restrictions on Risk Prices in Dynamic Term Structure Models
CESifo Working Paper Series No. 5241
Michael D. Bauer
Federal Reserve Bank of San Francisco
Date Posted: March 20, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Fragile Benefits of Endowment Destruction
John H. Cochrane and John Y. Campbell
University of Chicago - Booth School of Business and Harvard University - Department of Economics
Date Posted: March 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Flow-Through Capability in the US Stock Market
Carlos Cano , Francisco Jareño and Marta Tolentino
University of Castilla-La Mancha , Universidad de Castilla-La Mancha and University of Castilla-La Mancha - Faculty of Law and Social Sciences
Date Posted: March 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Inter-Temporal Equilibrium with State Dependent Utilities and Heterogenous Agents
Jaime A. Londoño
Universidad Nacional de Colombia, Bogotá
Date Posted: March 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Sensitive Inter-Temporal Equilibrium Model For Relative Well-Being
Jaime A. Londoño
Universidad Nacional de Colombia, Bogotá
Date Posted: March 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A New Logistic-Type Model for Pricing European Options
Jaime A. Londoño and Javier Sandoval
Universidad Nacional de Colombia, Bogotá and Universidad Externado de Colombia
Date Posted: March 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper An Alternative Approach to Measuring Financial Investor Decision Making
Antonio Moreno , C. James Orlando and Dulce Redin
University of Navarra - School of Economics , University of Navarra - School of Economics and University of Navarra
Date Posted: March 19, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Effects of Conference Call Content on Market Perceptions of Firm Risk
Paul Borochin , Jim Cicon , Jared DeLisle and S. McKay Price
University of Connecticut School of Business , New Jersey Institute of Technology , Utah State University and Lehigh University - Perella Department of Finance
Date Posted: March 19, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Economic Momentum and Currency Returns
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and University of Zurich
Date Posted: March 18, 2015
Last Revised: March 28, 2015
Working Paper Series
56 downloads

Incl. Electronic Paper Does Bankruptcy Protection Affect Risk-Taking in Household Portfolios?
Mariela Dal Borgo
University of Warwick - Department of Economics
Date Posted: March 18, 2015
Last Revised: March 22, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Does the Ownership Structure of Government Debt Matter? Evidence from Munis
Tania Babina , Chotibhak Jotikasthira , Christian T. Lundblad and Tarun Ramadorai
University of North Carolina (UNC) at Chapel Hill - Finance Area , University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School and University of Oxford - Said Business School
Date Posted: March 18, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Bond and CDS Pricing with Recovery Risk II: The Stochastic Recovery Black-Cox Model
Albert Cohen and Nick Costanzino
Michigan State University - Department of Mathematics and RiskLab - University of Toronto
Date Posted: March 18, 2015
Last Revised: March 23, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Fitting a Dynamic Yield Macro Model in a Frontier Market: Evidence from Kenya
Mercy Akoth and Ferdinand Okoth Othieno
Strathmore University and Strathmore University
Date Posted: March 18, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas
FRB Atlanta Working Paper No. 2009-12
Raymond Kan and Cesare Robotti
University of Toronto - Rotman School of Management and Federal Reserve Bank of Atlanta
Date Posted: March 18, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Anatomize DOOM-CDS Linkage
Olga Kolokolova , Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Manchester Business School , University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Date Posted: March 18, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper What Stakeholders Expect from Corporations When it Comes to Paying Tax: Corporate Reputation and Optimal Tax Planning
Chris Brooks , Carola Hillenbrand and Kevin Money
University of Reading - ICMA Centre , University of Reading - Henley Business School and University of Reading - Henley Business School
Date Posted: March 17, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Financialization of Food?
Valentina Bruno , Bahattin Buyuksahin and Michel A. Robe
American University - Department of Finance and Real Estate , Bank of Canada and American University - Kogod School of Business
Date Posted: March 17, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Still Not Cheap: Portfolio Protection in Calm Markets
Roni Israelov and Lars N Nielsen
AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: March 17, 2015
Last Revised: March 26, 2015
Working Paper Series
49 downloads

Incl. Electronic Paper A Margin Call Gone Wrong: Credit, Stock Prices, and Germany's Black Friday 1927
Stefan Gissler
Board of Governors of the Federal Reserve
Date Posted: March 17, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Hull-White Model Calibration Notes
Heng Sun
Independent
Date Posted: March 16, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Are Mutual Fund Investors Paying for Noise?
Lorenzo Casavecchia and Hardy Hulley
University of Technology, Sydney - School of Finance and Economics and University of Technology, Sydney (UTS) - Finance Discipline Group
Date Posted: March 16, 2015
Last Revised: March 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Investor Sentiment, Profitable Trading Strategies, and Short Sale Constraints
James Bulsiewicz
University of Utah
Date Posted: March 16, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Sample Selection and the Relation between Investor Sentiment and Profitable Trading Strategies
James Bulsiewicz
University of Utah
Date Posted: March 16, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Are Dividends and Stock Returns Predictable? New Evidence Using M&A Cash Flows
Riccardo Sabbatucci
University of California, San Diego (UCSD)
Date Posted: March 16, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem
Sebastian Jaimungal and Mojtaba Nourian
University of Toronto - Department of Statistics and Bank of Montreal
Date Posted: March 16, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper New Evidence on Conditional Factor Models
Paulo F. Maio
Hanken School of Economics
Date Posted: March 16, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Can Analysts Predict Rallies Better than Crashes?
Finance Research Letters, Vol. 11, No. 4, 2014
Ivan Medovikov
Brock University
Date Posted: March 16, 2015
Accepted Paper Series
13 downloads


 

1 2 3 4 ... 324 | Next >
   


 

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