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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,050
Full Text Papers: 397,938
Authors: 228,554
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  Last 12 months:
69,482

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To date: 66,677,453
Last 12 months: 11,211,022
Last 30 days: 825,416

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  References:
239,806
Total References: 8,539,827
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Total Citation
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5,733,423
Papers with
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,854,947 Total downloads
Showing Papers 4,081 - 4,130 of 13,872
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Cross-Asset Style Momentum
Daehwan Kim
Konkuk University
Date Posted: April 23, 2010
Last Revised: April 26, 2012
Working Paper Series
1108 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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