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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G14
3,695,854 Total downloads
Showing Papers 41 - 90 of 9,882
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Incl. Electronic Paper A Call Auction’s Impact on Price Formation and Order Routing: Evidence from the NASDAQ Stock Market
Michael S. Pagano , Robert A. Schwartz and Lin Peng
Villanova University - Villanova School of Business , Baruch College - CUNY and Baruch College/CUNY - Zicklin School of Business
Date Posted: March 27, 2008
Last Revised: February 08, 2013
Working Paper Series
163 downloads

Incl. Electronic Paper A Case for Europe: The Relationship between Sovereign CDs and Stock Indexes
Frontiers in Finance and Economics, Vol. 9, No. 2, 32-63
Maria Coronado , M. Teresa Corzo and Laura Lazcano
Universidad Pontificia Comillas , Universidad Pontificia Comillas and Universidad Pontificia Comillas
Date Posted: December 19, 2012
Accepted Paper Series
31 downloads

Incl. Electronic Paper A Case of Insider Trading in Spain (in Spanish)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 30, 2009
Last Revised: September 09, 2009
Working Paper Series
1873 downloads

Incl. Electronic Paper A Case Study on Business Cycle, Bank Efficiency and Banking Crises
Demet Canakci
Government of the Republic of Turkey - Central Bank of the Republic of Turkey
Date Posted: August 05, 2009
Working Paper Series
253 downloads

Incl. Electronic Paper A Century of Investors
Santa Clara Department of Finance Working Paper No. 02-01
Meir Statman
Santa Clara University - Department of Finance
Date Posted: July 21, 2002
Working Paper Series
506 downloads

Incl. Electronic Paper A Century of Stock Market Liquidity and Trading Costs
Charles M. Jones
Columbia Business School - Finance and Economics
Date Posted: September 13, 2002
Working Paper Series
2394 downloads

Incl. Electronic Paper A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle Model

Georg Noldeke and Thomas Tröger
University of Basel and University of Bonn - Institute of Economic Theory III - Department of Economics
Date Posted: May 15, 2005
Working Paper Series
78 downloads

Incl. Electronic Paper A Clean Test of the Impact of the Disposition Effect on Assets Prices
Richard Borghesi
University of South Florida
Date Posted: September 26, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper A Closer Look at Return Predictability of the US Stock Market: Evidence from a Panel Variance Ratio Test
Jae H. Kim and Abul Shamsuddin
La Trobe University and University of Newcastle
Date Posted: February 14, 2013
Last Revised: May 19, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper A Combined Signal Approach to Technical Analysis on the S&P 500
Camillo Lento
Lakehead University
Date Posted: March 29, 2008
Last Revised: May 20, 2008
Working Paper Series
1117 downloads

A Comment on a Model of Financial Intermediation: Market Signalling in the Long Run
Jahrbucher fur Nationalokonomie und Statistik, Vol. 216, No. 3, May 1997
Stefan Lutz
University of Manchester - School of Economic Studies
Date Posted: November 21, 2002
Accepted Paper Series

Incl. Electronic Paper A Common Definition of European Money Market Funds: More Clarity or More Confusion?
Dr. Viktoria Baklanova
University of Westminster - School of Law
Date Posted: March 11, 2010
Working Paper Series
123 downloads

A Comparison of Alternative Spread Decomposition Models on Euronext Brussels
Brussels Economic Review, Vol. 46, No. 4, pp. 91-135
Rudy De Winne and Christophe Majois
Université Catholique de Louvain and Financial Services and Markets Authority
Date Posted: February 11, 2005
Accepted Paper Series

Incl. Electronic Paper A Comparison of Centralized and Fragmented Markets with Costly Search

Xiangkang Yin
La Trobe University - La Trobe Business School
Date Posted: June 23, 2004
Working Paper Series
88 downloads

Incl. Electronic Paper A Comparison of Error Rates for EVA, Residual Income, GAAP-Earnings, and Other Metrics Using a Long-Window Valuation Approach
John Forker and Ronan Powell
Queen's University Management School and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: April 19, 2008
Working Paper Series
416 downloads

A Comparison of Estimators Daily Realised Volatility
Finance Letters, Vol. 1, No. 1, 2003
Bernard Bollen and Brett Inder
Monash University - Department of Accounting and Finance and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper A Comparison of Financial Duration Models via Density Forecast
International Journal of Forecasting, Vol. 20, pp. 589-604
Luc Bauwens , Joachim Grammig , David Veredas and Pierre Giot
Université catholique de Louvain , Eberhard Karls Universitaet Tübingen , Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: September 09, 2005
Accepted Paper Series
165 downloads

Incl. Electronic Paper A Comparison of Reputation, Certification, Warranties, and Information Disclosure as Remedies for Information Asymmetries: Lessons from the On-line Comic Book Market
Louis H. Ederington and Michael Dewally
University of Oklahoma - Division of Finance and Towson University - Department of Finance
Date Posted: January 16, 2003
Working Paper Series
647 downloads

Incl. Electronic Paper A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market
CAEPR Working Paper No. 2006-015
Bidisha Chakrabarty , Konstantin Tyurin , Zhaohui Han and Xiaoyong Zheng
Saint Louis University - John Cook School of Business , ITG Inc., Financial Engineering , Financial Engineering Group, ITG Inc. and North Carolina State University
Date Posted: October 04, 2006
Working Paper Series
309 downloads

Incl. Electronic Paper A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
Yale ICF Working Paper No. 04-11
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Date Posted: April 30, 2004
Working Paper Series
2745 downloads

Incl. Electronic Paper A Comprehensive Review on Capital Structure Theories
The Romanian Economic Journal, 2012, Vol XV(45):3-26, ISSN: 14544296
Hamed Ahmadinia , Javad Afrasiabishani and Elham Hesami
Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch , Islamic Azad University, Tehran Central Branch - Management Faculty and Management and Economic Faculty, Industrial Management Department, Tehran Sought Branch, Islamic Azad University,Tehran, Iran
Date Posted: June 11, 2012
Last Revised: October 05, 2012
Accepted Paper Series
265 downloads

Incl. Electronic Paper A Comprehensive Review on International Capital Asset Pricing Models
Science Series Data Report,4(8);4-19, 2012
Masoumeh Naderi , Zahra Amirhosseni and Hamed Ahmadinia
Islamic Azad University (IAU) - Department of Accounting , Islamic Azad University (IAU) - Faculty of Management, Qods Branch and Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
Date Posted: June 09, 2012
Last Revised: August 18, 2012
Accepted Paper Series
29 downloads

Incl. Electronic Paper A Computing Bias in Estimating the Probability of Informed Trading - Supplement
Hsiou-Wei William Lin and Wen-Chyan Ke
National Taiwan University - Department of International Business and National Taiwan University - Department of International Business
Date Posted: November 08, 2009
Last Revised: May 14, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper A Conditional Capital Asset Pricing Model for Maritime Firms: Empirical Evidence from the Us Stock Market
10th World Conference on Transportation Research, Istanbul, Turkey, 2004
Oral Erdogan
Istanbul Bilgi University Department of Business Administration
Date Posted: May 31, 2012
Accepted Paper Series
59 downloads

A Conditional Multifactor Analysis of Return Momentum
Journal of Banking and Finance, Vol. 26, No. 8, 2002
Xueping Wu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: August 20, 2002
Accepted Paper Series

Incl. Electronic Paper A Conditional Multifactor Analysis of Return Momentum
City U of HK, Dept. of Economics and Finance Working Paper No. 114
Xueping Wu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: February 15, 2001
Working Paper Series
714 downloads

Incl. Electronic Paper A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
University of Copenhagen Finance Working Paper No. 2004/03
Nikolaus Hautsch and Tony Hall
Humboldt-Universität zu Berlin and University of Technology, Sydney
Date Posted: June 14, 2005
Working Paper Series
527 downloads

Incl. Electronic Paper A Corporate Governance Explanation of the A-B Share Discount in China
Wilson H.S. Tong and Wayne Yu
Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: April 22, 2009
Working Paper Series
156 downloads

Incl. Electronic Paper A Critical Analysis of the Empirical Researches on Comprehensive Income Value Relevance
European Journal of Scientific Research, Vol. 76, No. 4, pp. 587-594, 2012
Olga Ferraro and Stefania Veltri
University of Calabria, Italy and University of Calabria, Italy
Date Posted: December 11, 2012
Last Revised: December 15, 2012
Accepted Paper Series
53 downloads

Incl. Fee Electronic Paper A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention
CEPR Discussion Paper No. 5729
Paolo Vitale
G. d'Annunzio University - Dipartimento di Economia e Storia del Territorio
Date Posted: August 16, 2006
Working Paper Series
16 downloads

Incl. Electronic Paper A Critical Evaluation of the Significance of Round Numbers in Major European Stock Indices in Light of the Predictions from Benford’s Law
International Research Journal of Finance and Economics, No. 95, pp. 196-210, 2012
Mohandass Kalaichelvan and Lim Kai Jie Shawn
Dartmouth College and University College London - Department of Economics
Date Posted: August 16, 2012
Last Revised: August 30, 2012
Accepted Paper Series
128 downloads

A Critique of Alan Greenspan’s Retrospective on the Crisis
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: July 29, 2010
Working Paper Series

Incl. Electronic Paper A Critique of the Literature on the US Financial Debt Crisis
CESifo Working Paper Series No. 2924
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: February 01, 2010
Working Paper Series
297 downloads

Incl. Electronic Paper A Critique of the Literature on the US Financial Debt Crisis
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: January 16, 2010
Working Paper Series
174 downloads

Incl. Electronic Paper A Data-Reconstructed Fractional Volatility Model
Economics Discussion Paper No. 2008-22
Rui Vilela Mendes and Javier Ordóñez Monfort
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico and Jaume I University - Department of Economics
Date Posted: December 13, 2010
Working Paper Series
10 downloads

Incl. Electronic Paper A December Effect with Tax-Gain Selling
Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: September 18, 2003
Working Paper Series
205 downloads

A December Effect with Tax-Gain Selling
Financial Analysts Journal, Vol. 59, No. 4, pp. 78-90, July/August 2003
Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: September 18, 2003
Accepted Paper Series

A Design for Efficient Financial Intermediation and Deepening of Rural Financial Markets
Tamal Datta Chaudhuri
Industrial Investment Bank of India, Ltd. - IBS Kolkata
Date Posted: February 28, 2006
Working Paper Series

A Different Look at Commercial Real Estate Returns
AREUEA, Vol. 18, No. 4, pp. 403-430, 1990
Rebel A. Cole
Driehaus College of Business at DePaul University
Date Posted: February 26, 2008
Last Revised: October 12, 2010
Working Paper Series

Incl. Electronic Paper A Direct Approach to Cross Market Spillovers
Siri Valseth and Kjell Jorgensen
University of Stavanger Business School and BI Norwegian Business School - Department of Financial Economics
Date Posted: January 13, 2012
Working Paper Series
39 downloads

A Discussion of 'Assessing the Relative Informativeness and Permanence of Pro Forma Earnings and Gaap Operating Earnings'
Journal of Accounting & Economics (JAE), Vol. 36, Nos. 1-3, pp. 321-336, December 2003
Mark Thomas Bradshaw
Boston College
Date Posted: November 28, 2003
Last Revised: July 15, 2010
Accepted Paper Series

A Discussion of 'What Do Management Earnings Forecasts Convey about the Macroeconomy?'
Forthcoming in Journal of Accounting Research
Maria Ogneva
University of Southern California - Marshall School of Business
Date Posted: March 18, 2013
Accepted Paper Series

A Dynamic Copula Approach to Recovering The Index Implied Volatility Skew
Journal of Financial Econometrics, 10(3), 457-493, 2012
Matthias R. Fengler , Helmut Herwartz and Christian Björn-Ole Werner
University of St. Gallen - School of Economics and Political Science , University of Kiel - Institute of Statistics and Econometrics and Derivatives Trading, Macquarie Structured Products & Exotics Macquarie Capital (Europe) Limited
Date Posted: September 05, 2011
Last Revised: May 01, 2013
Accepted Paper Series

Incl. Electronic Paper A Dynamic Semiparametric Proportional Hazard Model
U of Copenhagen Finance Working Paper No. 2006/05
Frank Gerhard and Nikolaus Hautsch
Barclays Capital and Humboldt-Universität zu Berlin
Date Posted: November 16, 2006
Working Paper Series
174 downloads

A Dynamic Semiparametric Proportional Hazard Model
Studies in Nonlinear Dynamics and Econometrics, Vol. 11, No. 2, 2007
Frank Gerhard and Nikolaus Hautsch
Barclays Capital and Humboldt-Universität zu Berlin
Date Posted: November 01, 2008
Accepted Paper Series

Incl. Electronic Paper A Face Can Launch a Thousand Shares (and a 0.80% Abnormal Return)
Journal of Behavioral Finance, Vol. 9, pp. 107-116, 2008
Matteo P. Arena and John S. Howe
Marquette University and University of Missouri at Columbia - Department of Finance
Date Posted: October 23, 2007
Last Revised: August 14, 2009
Accepted Paper Series
158 downloads

Incl. Electronic Paper A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns
Review of Financial Studies, Vol. 23, No. 9, pp. 3401-3436, 2010 , AFA 2008 New Orleans Meetings Paper, WFA 2009 San Diego Meetings Paper
David A. Hirshleifer and Danling Jiang
University of California, Irvine - Paul Merage School of Business and Florida State University - The College of Business
Date Posted: March 20, 2007
Last Revised: June 22, 2011
Accepted Paper Series
665 downloads

A First Look at Mutual Funds that Use Short Sales
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Honghui Chen , Hemang Desai and Srinivasan Krishnamurthy
University of Central Florida , Southern Methodist University and NC State University
Date Posted: January 18, 2012
Accepted Paper Series

Incl. Electronic Paper A First Look at Mutual Funds That Use Short Sales
Honghui Chen , Hemang Desai and Srinivasan Krishnamurthy
University of Central Florida , Southern Methodist University and NC State University
Date Posted: March 12, 2008
Last Revised: January 12, 2012
Working Paper Series
459 downloads

Incl. Electronic Paper A Flow Chart Approach to Analyzing the Ethics of Insider Trading
Robert W. McGee
Fayetteville State University
Date Posted: September 20, 2007
Working Paper Series
592 downloads


 

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