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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months: 		69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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  Resolved
  References: 		239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links: 		5,733,423
Papers with
  Resolved
  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,858,275 Total downloads
Showing Papers 411 - 460 of 13,880
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Incl. Electronic Paper Corporate Yield Spreads and Systematic Liquidity
Kevin Crotty
Rice University
Date Posted: February 21, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper The Informational Role of Stock and Bond Volume
 Kerry Back and Kevin Crotty
Rice University and Rice University
Date Posted: February 21, 2013
Working Paper Series
53 downloads

Incl. Fee Electronic Paper Skewness Risk Premium: Theory and Empirical Evidence
CEPR Discussion Paper No. DP9349
 Thorsten Lehnert , Yuehao Lin and Christian C. P. Wolff
Universite du Luxembourg - Luxembourg School of Finance , Universite du Luxembourg - Luxembourg School of Finance and University of Luxembourg - Luxembourg School of Finance
Date Posted: February 21, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Teaching Market Efficiency with the Value Line Anomaly
Journal of Financial Education, 1995, Vol. 21, Fall, pp. 44-48
 James Felton
Central Michigan University - Department of Finance and Law
Date Posted: February 20, 2013
Accepted Paper Series
54 downloads

Incl. Electronic Paper A Note on the Information Content of Standard & Poor's Common Stock Ranking Changes
Financial Management, 1992, Vol. 21, No. 2, pp. 9-10.
 James Felton , Pu Liu and Douglas Hearth
Central Michigan University - Department of Finance and Law , University of Arkansas - Sam M. Walton College of Business and University of Arkansas - Department of Finance
Date Posted: February 20, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper An Alternative Way of Examining the Samuelson Effect in Futures Markets
 Chia-Cheng Ho
National Chung Cheng University - Department of Finance
Date Posted: February 20, 2013
Working Paper Series
22 downloads

A Time Series Analysis of U.K. Construction and Real Estate Indices
Journal of Real Estate Finance and Economics, Vol. 46, No. 3, 2013
 Jorge Belaire-Franch and Kwaku K. Opong
University of Valencia and University of Glasgow - Adam Smith Business School
Date Posted: February 20, 2013
Accepted Paper Series

Incl. Electronic Paper Measuring the Bid-Ask Spread: A Note on the Potential Downward Bias of the Thompson-Waller Estimator
 Yoichi Otsubo
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: February 20, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Distilling the Macroeconomic News Flow
 Alessandro Beber , Michael W. Brandt and Maurizio Luisi
Cass Business School , Duke University - Fuqua School of Business and Quantitative Investment Solutions (QIS)
Date Posted: February 20, 2013
Working Paper Series
152 downloads

Incl. Electronic Paper Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints
 Georgy Chabakauri
London School of Economics and Political Science
Date Posted: February 19, 2013
Working Paper Series
32 downloads

Fixed Income Portfolio Management at Pimco: Bill Gross, the Bond King
 Ethan Namvar
University California, Berkeley
Date Posted: February 19, 2013
Working Paper Series

Incl. Electronic Paper Volatility and Public Information Flows: Evidence from Disclosure and Media Coverage in the Japanese Stock Market
 Hiroyuki Aman and Hiroshi Moriyasu
Kwansei Gakuin University and Nagasaki University
Date Posted: February 19, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper A Note on Discounting and Funding Value Adjustments for Derivatives
 Meng Han , Yeqi (Ritchie) He and Hu Zhang
RBC Financial Group , Royal Bank of Canada and RBC Financial Group
Date Posted: February 19, 2013
Last Revised: February 22, 2013
Working Paper Series
279 downloads

Incl. Electronic Paper Electricity Derivatives Pricing with Forward-Looking Information
 Roland Füss , Steffen Mahringer and Marcel Prokopczuk
University of St. Gallen , University of St.Gallen - Swiss Institute of Banking and Finance and Zeppelin University - Institute of Corporate Management & Economics
Date Posted: February 19, 2013
Last Revised: May 29, 2013
Working Paper Series
58 downloads

Incl. Electronic Paper Fund Management and Systemic Risk - Lessons from the Global Financial Crisis
CITYPERC Working Paper Series No. 2013/06
 Elias Bengtsson
Sveriges Riksbank
Date Posted: February 19, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper On Richard Bernstein's Navigate the Noise: Investing in the New Age of Media and Hype
Journal of Behavioral Finance, Vol. 2, No. 4, 224-226, 2001
 James Felton
Central Michigan University - Department of Finance and Law
Date Posted: February 18, 2013
Last Revised: March 07, 2013
Accepted Paper Series
43 downloads

Incl. Electronic Paper The Aggregate News Confidence Index by Linguistic Analysis
 Ralph Lu , Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Finance , National Kaohsiung First University of Science and Technology - Department of Money and Banking and National Kaohsiung First University of Science and Technology
Date Posted: February 18, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Liquid Assets, Illiquid Assets and Sunspots
 William W. Lim
York University
Date Posted: February 18, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities
UNSW Australian School of Business Research Paper No. 2013ECON01
 George Milunovich and Minxian Yang
Macquarie University - Department of Economics and University of New South Wales - Australian School of Business - School of Economics
Date Posted: February 18, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask
 Ferdinando Ametrano and Marco Bianchetti
Banca IMI - Financial Engineering and Intesa Sanpaolo - Market Risk Management
Date Posted: February 18, 2013
Last Revised: April 03, 2013
Working Paper Series
320 downloads

Incl. Electronic Paper Stock Market Illiquidity's Predictive Role Over Economic Growth: The Australian Evidence
 Alan Rai
Macquarie University, Faculty of Business and Economics
Date Posted: February 17, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper The State-Contingent Link between Market Illiquidity and Economic Growth
 Alan Rai
Macquarie University, Faculty of Business and Economics
Date Posted: February 17, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Internet Appendix for 'Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much'
 Fabio Trojani , Christian Wiehenkamp and Jan Wrampelmeyer
Swiss Finance Institute , RiskLab GmbH and University of St. Gallen
Date Posted: February 17, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper The News Effect and Asset Pricing in Taiwan Stock Market
 Ralph Lu , Yu-Chen Wei and Hsiao-Ting Lin
Ming Chuan University , National Kaohsiung First University of Science and Technology - Department of Money and Banking and National Kaohsiung First University of Science and Technology
Date Posted: February 17, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Under Pressure: Stock Returns and the Weather
 Michael Schneider
Goethe University Frankfurt - House of Finance
Date Posted: February 16, 2013
Last Revised: April 29, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles
CARF Working Paper CARF-F-282, University of Tokyo
 Yasushi Asako and Kozo Ueda
Waseda University and Bank of Japan
Date Posted: February 16, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Debt Maturity and the Liquidity of Secondary Debt Markets
 Max Bruche and Anatoli Segura
Cass Business School, City University London and Centre for Monetary and Financial Studies (CEMFI)
Date Posted: February 16, 2013
Last Revised: February 20, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Asset Pricing with a Financial Sector
 Kai Li
Hong Kong University of Science & Technology - School of Business and Management
Date Posted: February 16, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Modeling Margin Calls: An Exoneration of Exotic Options
 Meagan Thompson
Independent
Date Posted: February 16, 2013
Last Revised: February 20, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper On Earnings Manipulation and the Cost of Capital: Does Accounting Matter in the Aggregate?
Journal of Accounting Research, Forthcoming
 Jeremy Bertomeu
CUNY Baruch College
Date Posted: February 16, 2013
Last Revised: February 21, 2013
Working Paper Series
372 downloads

The Inventory-Sales Ratio and Homebuilder Return Predictability
Journal of Real Estate Finance and Economics, Vol. 46, No. 3, 2013
 Peter T. Chinloy and Zhonghua Wang
American University - Department of Finance and Real Estate and Independent
Date Posted: February 16, 2013
Accepted Paper Series

Incl. Electronic Paper A Solution to 'Valuation of the Shares after an Expropriation: The Case of Electrabul'
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 15, 2013
Working Paper Series
1191 downloads

Incl. Electronic Paper Bankruptcy Code, Optimal Liability Structure and Secured Short-Term Debt
Columbia Business School Research Paper No. 13-8
 Jun Kyung Auh and Suresh M. Sundaresan
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Date Posted: February 14, 2013
Last Revised: March 01, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper Analyzing Banks: Management and Investor Perspective
 Florian Esterer , Stefan Grossmann and David Schröder
MainFirst Schweiz AG , PricewaterhouseCoopers AG and University of London - Birkbeck College
Date Posted: February 14, 2013
Working Paper Series
165 downloads

Incl. Electronic Paper Are Investors Compensated for Bearing Market Volatility in a Country?
 Samuel Xin Liang and K. C. John Wei
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: February 14, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Does the Liquidity Effect Exist in the Brazilian Stock Market?
 Marcio Andre Veras Machado
Federal University of Paraíba - UFPB
Date Posted: February 14, 2013
Working Paper Series
11 downloads

High-Frequency Trading and Broader Implications for Strategic Asset Allocation
 Felipe H. Cersosimo
Harvard University - Department of Economics
Date Posted: February 14, 2013
Working Paper Series

Incl. Electronic Paper Are Extreme Returns Priced in the Stock Market? European Evidence
 Jan Annaert , Marc J. K. de Ceuster and Kurt Verstegen
Antwerp Management School , University of Antwerp - Faculty of Applied Economics - City Campus and University of Antwerp - Faculty of Applied Economics
Date Posted: February 14, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper Stockholders’ Risk Preferences and the Market Reaction to Financial Disclosures
 Eric Weisbrod
University of Miami - Department of Accounting
Date Posted: February 13, 2013
Last Revised: May 07, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Short Interest, Returns, and Fundamentals
 Ferhat Akbas , Ekkehart Boehmer , Bilal Erturk and Sorin M. Sorescu
University of Kansas , EDHEC Business School , Oklahoma State University - Stillwater - Department of Finance and Texas A&M University (TAMU) - Department of Finance
Date Posted: February 13, 2013
Working Paper Series
220 downloads

Incl. Electronic Paper Underpricing Phenomenon in New Zealand IPO Market Factors Associated with Average Initial Return
 Faisal A. Alqahtani and Vardhan More
The University of Auckland and University of Waikato - Department of Finance
Date Posted: February 13, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Netspar Discussion Paper No. 08/2012-060
 Daniela Osterrieder and Peter C. Schotman
CREATES and Maastricht University
Date Posted: February 13, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Rentabilidad de los Fondos de Pensiones en España, 2002-2012 (Pension Funds in Spain, 2002-2012)
 Pablo Fernandez , Javier Aguirreamalloa and Pablo Linares
University of Navarra - IESE Business School , IESE Business School and University of Navarra, IESE Business School
Date Posted: February 13, 2013
Working Paper Series
694 downloads

Incl. Electronic Paper Closed-Form Solutions for Options in Incomplete Markets
Netspar Discussion Paper No. 02/2013-004
 Oana Floroiu and Antoon Pelsser
Maastricht University - Department of Finance and Maastricht University
Date Posted: February 13, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Dividends and Share Repurchases
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 12, 2013
Working Paper Series
81 downloads

Incl. Electronic Paper The Persistence of Long-Run Abnormal Stock Returns: Evidence from Stock Repurchases and Offerings
 Fangjian Fu , Sheng Huang and Hu Lin
Singapore Management University - School of Business , Singapore Management University and Peking University
Date Posted: February 12, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper What Drive Market Interest Rates in China?
 Longzhen Fan and Canlin Li
Department of Finance, School of Management, Fudan University and Federal Reserve Board
Date Posted: February 12, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Interest Rates and Company Valuation
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 12, 2013
Working Paper Series
65 downloads

Incl. Electronic Paper How Inflation Destroys Value
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 12, 2013
Working Paper Series
58 downloads

Incl. Electronic Paper Price to Earnings Ratio, Value to Book Ratio and Growth
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 12, 2013
Working Paper Series
109 downloads


 

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