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5,854,947 Total downloads
Showing Papers 4,081 - 4,130 of 13,872
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The Covered Bond Market
BIS Quarterly Review, September 2007
Frank Packer ,
Ryan Stever and
Christian Upper
Bank for International Settlements (BIS)
,
Acadian Asset Management
and
Bank for International Settlements (BIS)
Date Posted: May 05, 2010
Accepted Paper Series
492 downloads
Equilibrium Market Prices of Risks and Market Risk Aversion in a Complete Stochastic Volatility Model with Habit Formation
Qian Han and
Calum G. Turvey
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
and
Cornell University - School of Applied Economics and Management
Date Posted: May 04, 2010
Last Revised: October 18, 2010
Working Paper Series
Equilibrium Market Prices of Risks and Market Risk Aversion in a Complete Stochastic Volatility Model with Habit Formation
Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Calum G. Turvey and
Qian Han
Cornell University - School of Applied Economics and Management
and
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: May 04, 2010
Working Paper Series
Private Investment and Public Equity Returns
Journal of Economics and Business, Vol. 64, No. 2, 2012
Robert B. Couch
and
Wei Wu
Willamette University - Atkinson Graduate School of Management
and
Willamette University (Atkinson GSM)
Date Posted: May 04, 2010
Last Revised: June 05, 2013
Accepted Paper Series
77 downloads
The Bond Market Term Premium: What is it, and How Can We Measure it?
BIS Quarterly Review, June 2007
Athanasios Orphanides
Central Bank of Cyprus
Date Posted: May 04, 2010
Accepted Paper Series
127 downloads
Fraud and Firm Performance: Evidence from Fraud on the Market and Securities Class Action Lawsuits
Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Christopher B. Malone ,
John D. Finnerty and
Shantaram P. Hegde
School of Economics and Finance, Massey University
,
Finnerty Economic Consulting LLC
and
University of Connecticut - School of Business
Date Posted: May 03, 2010
Last Revised: June 12, 2010
Working Paper Series
163 downloads
Adaptive and High-Order Methods for Valuing American Options
Journal of Computational Finance, Forthcoming
Christina Christara
and
Duy Minh Dang
University of Toronto - Department of Computer Science
and
University of Waterloo, David R. Cheriton School of Computer Science
Date Posted: May 02, 2010
Accepted Paper Series
258 downloads
Build America Bonds
Andrew Ang ,
Vineer Bhansali and
Yuhang Xing
Columbia Business School - Finance and Economics
,
Pacific Investment Management Company (PIMCO)
and
Rice University
Date Posted: May 02, 2010
Working Paper Series
Estimation of Jump Tails
CREATES Research Paper No. 2010-16
Tim Bollerslev and
Viktor Todorov
Duke University - Finance
and
Duke University
Date Posted: May 02, 2010
Working Paper Series
74 downloads
Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?
CESifo Working Paper Series No. 3029
Erik Snowberg
and
Justin Wolfers
California Institute of Technology - Division of the Humanities and Social Sciences
and
University of Michigan at Ann Arbor - Department of Economics
Date Posted: May 02, 2010
Working Paper Series
68 downloads
Style Related Comovement: Fundamentals or Labels?
Journal of Finance, Forthcoming
Brian H. Boyer
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: May 02, 2010
Accepted Paper Series
Equity Premium Puzzle: A Finnish Review
International Journal of Economics and Finance, Vol. 4, No. 2, pp. 44-55
Nader Shahzad Virk
Hanken School of Economics - Department of Finance and Statistics
Date Posted: May 01, 2010
Last Revised: January 15, 2012
Accepted Paper Series
Stock Returns and Macro Risks: Evidence from Finland
Research in International Business and Finance, Vol. 26, No. 1, pp. 47-66
Nader Shahzad Virk
Hanken School of Economics - Department of Finance and Statistics
Date Posted: May 01, 2010
Last Revised: January 15, 2012
Accepted Paper Series
What Comprises IPO Initial Returns: Evidence from the Chinese Market
17th Conference on the Theories and Practices of Securities and Financial Markets, 2009
Gao Yan
affiliation not provided to SSRN
Date Posted: April 30, 2010
Working Paper Series
Bankruptcy Codes, Bargaining, and the Valuation of Distressed Securities
Marc-Olivier Lücke
and
Markus Rudolf
WHU - Otto Beisheim School of Management
and
WHU Otto Beisheim Graduate School of Management
Date Posted: April 28, 2010
Working Paper Series
128 downloads
Hedging Effectiveness with CNX Bank Nifty and Nifty Futures: VECH (Ht) Approach
Finance India, Vol XXV, No 2, pp. 429-446, June 2011
B. Prasanna Kumar
Xavier Institute of Management & Entrepreneurship
Date Posted: April 28, 2010
Last Revised: October 09, 2011
Accepted Paper Series
Volatility Trading: What is the Role of the Long-Run Volatility Component?
Guofu Zhou and
Yingzi Zhu
Washington University in St. Louis - Olin School of Business
and
Tsinghua University - School of Economics & Management
Date Posted: April 28, 2010
Last Revised: December 14, 2010
Working Paper Series
313 downloads
Analytical Solution to the Circularity Problem in the Discounted Cash Flow Valuation Framework
Innovar, Vol. 21, No. 42, pp. 55-68, 2011
Felipe Mejia-Pelaez and
Ignacio Velez-Pareja
Internexa S.A. E.S.P.
and
Master Consultores
Date Posted: April 27, 2010
Last Revised: February 08, 2012
Accepted Paper Series
532 downloads
Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors
Duke Department of Economics Research Paper No. 46
A. Craig Burnside
Duke University - Department of Economics
Date Posted: April 27, 2010
Last Revised: August 23, 2010
Working Paper Series
44 downloads
Schizophrenic Representative Investors
Complex Systems, forthcoming
Philip Maymin
NYU Poly - Department of Finance and Risk Engineering
Date Posted: April 27, 2010
Last Revised: February 20, 2013
Accepted Paper Series
55 downloads
Smooth Transition Patterns in the Realized Stock Bond Correlation
CREATES Research Paper 2010-15
Nektarios Aslanidis
and
Charlotte Christiansen
Universitat Rovira Virgili
and
Aarhus University - CREATES
Date Posted: April 27, 2010
Last Revised: April 16, 2012
Working Paper Series
43 downloads
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment
Duke Department of Economics Research Paper No. 44
A. Craig Burnside
Duke University - Department of Economics
Date Posted: April 27, 2010
Working Paper Series
55 downloads
The Time-Varying Risk of Listed Private Equity
Journal of Financial Transformation, Vol. 28, pp. 87-93, 2010
Christoph Kaserer ,
Henry Lahr
,
Valentin Liebhart
and
Alfred Mettler
Technische Universität München (TUM)
,
University of Cambridge - Centre for Business Research (CBR)
,
affiliation not provided to SSRN
and
Georgia State University
Date Posted: April 27, 2010
Accepted Paper Series
Do Common Stocks Have Perfect Substitutes?
Kenneth R. Ahern
University of Southern California - Marshall School of Business
Date Posted: April 26, 2010
Working Paper Series
96 downloads
Duration and Convexity in Bonds Valuation (Duración y Convexidad en la Valoración de Bonos) (Spanish)
Jean Paul Loffredo
affiliation not provided to SSRN
Date Posted: April 26, 2010
Last Revised: May 26, 2010
Working Paper Series
96 downloads
Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?
IZA Discussion Paper No. 4884
Erik C. Snowberg
and
Justin Wolfers
Stanford Graduate School of Business
and
University of Michigan at Ann Arbor - Department of Economics
Date Posted: April 26, 2010
Working Paper Series
32 downloads
Smooth Transition Patterns in the Realized Stock Bond Correlation
Nektarios Aslanidis
and
Charlotte Christiansen
Universitat Rovira Virgili
and
Aarhus University - CREATES
Date Posted: April 26, 2010
Last Revised: April 16, 2012
Working Paper Series
91 downloads
The Impact of Meeting or Beating Analysts' Cash Flow Forecasts on a Firm's Cost of Debt
Christopher T. Edmonds
,
Jennifer Echols Edmonds
and
John J. Maher
University of Delaware
,
Virginia Polytechnic Institute & State University
and
affiliation not provided to SSRN
Date Posted: April 26, 2010
Working Paper Series
Valuing Corporation, Discounting Cash Flows (Valorando Empresas, Descontando Flujos) (Spanish)
Jean Paul Loffredo
affiliation not provided to SSRN
Date Posted: April 26, 2010
Last Revised: May 13, 2010
Working Paper Series
72 downloads
Liquidity Risk During the Great Depression
Jianbo Tian
SUNY at Albany - Department of Economics
Date Posted: April 25, 2010
Last Revised: August 17, 2010
Working Paper Series
93 downloads
An Anatomy of Calendar Effects
Journal of Asset Management 13(4), 2012, pp. 271-286
Laurens A. P. Swinkels and
Pim van Vliet
Erasmus University Rotterdam (EUR)
and
Robeco Asset Management - Quantitative Strategies
Date Posted: April 24, 2010
Last Revised: October 07, 2012
Accepted Paper Series
1301 downloads
Cross-Asset Style Momentum
Daehwan Kim
Konkuk University
Date Posted: April 23, 2010
Last Revised: April 26, 2012
Working Paper Series
1108 downloads
Reference Price Distributions and Stock Returns: An Analysis Based on the Disposition Effect
Yuegang Zhou
and
Xiaoyan Lei
Central University of Finance and Economics
and
Peking University - CCER
Date Posted: April 23, 2010
Last Revised: May 31, 2011
Working Paper Series
162 downloads
A Top-Down Model for Cash CLO
Yadong Li and
Ziyu Zheng
Barclays - Barclays Capital - New York
and
Morgan Stanley
Date Posted: April 21, 2010
Last Revised: May 02, 2010
Working Paper Series
154 downloads
Anomalies and Financial Distress
Doron Avramov ,
Tarun Chordia ,
Gergana Jostova and
Alexander Philipov
Hebrew University of Jerusalem
,
Emory University - Department of Finance
,
George Washington University - Department of Finance
and
George Mason University - Finance Area
Date Posted: April 21, 2010
Last Revised: April 04, 2012
Working Paper Series
970 downloads
Multifactor Risk Loadings and Abnormal Returns Under Uncertainty and Learning
Simone Salotti
and
Carmine Trecroci
Oxford Brookes University
and
University of Brescia
Date Posted: April 20, 2010
Last Revised: May 20, 2013
Working Paper Series
184 downloads
Investment Horizon Effect on Asset Allocation between Value and Growth Strategies
Francis Haeuck In
,
Sangbae Kim
and
Ramazan Gencay
Monash University - Department of Accounting and Finance
,
Kyungpook National University - School of Business Administartion
and
Simon Fraser University
Date Posted: April 20, 2010
Working Paper Series
186 downloads
Equity Correlations Implied by Index Options: Estimation and Model Uncertainty Analysis
Rama Cont and
Romain Deguest
Imperial College London
and
EDHEC Business School
Date Posted: April 19, 2010
Working Paper Series
586 downloads
Evaluating Accounting-Based Measures of Expected Returns: Easton and Monahan and Botosan and Plumlee Redux
Steven J. Monahan and
Peter D. Easton
INSEAD
and
University of Notre Dame - Department of Accountancy
Date Posted: April 19, 2010
Last Revised: May 25, 2010
Working Paper Series
283 downloads
Naked Short Selling and the Market Impact of Failures-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts
Erik Devos
,
Thomas H. McInish ,
Michael D. McKenzie and
James Upson
University of Texas at El Paso - College of Business Administration - Department of Economics and Finance
,
University of Memphis - Fogelman College of Business and Economics
,
University of Sydney - Discipline of Finance
and
University of Texas at El Paso
Date Posted: April 19, 2010
Last Revised: April 24, 2010
Working Paper Series
155 downloads
Analytical Pricing of Basket Default Swaps in a Dynamic Hull & White Framework
Frédéric D. Vrins
ING Belgium
Date Posted: April 18, 2010
Working Paper Series
45 downloads
Double T Copula Pricing of Structured Credit Products: Practical Aspects of a Trustworthy Implementation
Journal of Credit Risk, 2009
Frédéric D. Vrins
ING Belgium
Date Posted: April 18, 2010
Working Paper Series
49 downloads
Understanding Decreasing CDS Curves
J. Adem
,
Arnaud Theunissen
,
S. Verhasselt
,
Moises Gerstein-Alvarez
and
Frédéric D. Vrins
ING
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
ING Belgium
Date Posted: April 18, 2010
Working Paper Series
83 downloads
Statistical Analysis of Model Risk Concerning Temperature Residuals and its Impact on Pricing Weather Derivatives
Ales Ahcan
University of Ljubljana - Faculty of Economics
Date Posted: April 17, 2010
Working Paper Series
83 downloads
Informed Trading Around Merger and Acquisition Announcements: Evidence from the UK Equity and Options Market
Journal of Futures Markets, Vol. 31, No. 8, pp. 703-726, 2011
Georgia Siougle
,
Spyros I. Spyrou and
Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance
,
Athens University of Economics & Business
and
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: April 16, 2010
Last Revised: June 10, 2011
Accepted Paper Series
81 downloads
Measuring Scarcity in Agricultural Markets, 1900-2000: The Shifting Informativeness of Price V Storage Data
Katelijne A. E. Carbonez
and
Van Thi Tuong Nguyen
KU Leuven - Faculty of Business and Economics (FBE)
and
KU Leuven
Date Posted: April 16, 2010
Working Paper Series
Remodeling the Working-Kaldor Curve: The Roles of Scarcity, Time to Maturity and Time to Harvest
Van Thi Tuong Nguyen
and
Katelijne A. E. Carbonez
KU Leuven
and
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: April 16, 2010
Working Paper Series
21 downloads
Technical, Fundamental, and Combined Information for Separating Winners from Losers
Cheng-Few Lee ,
Wei-Kang Shih
and
Hong-Yi Chen
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
,
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
and
Natioal Cental University at Taiwan -Department of Finance
Date Posted: April 16, 2010
Last Revised: December 01, 2011
Working Paper Series
1176 downloads
Do Inventories Really Yield a Convenience? An Empirical Analysis of the Cost-Adjusted Basis
Katelijne A. E. Carbonez
and
Van Thi Tuong Nguyen
KU Leuven - Faculty of Business and Economics (FBE)
and
KU Leuven
Date Posted: April 15, 2010
Working Paper Series
43 downloads
GASB 34's Information Relevance: Evidence from New Issue Local Government Debt
Date Posted: April 15, 2010
Working Paper Series
397 downloads
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