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484,173
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393,564
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226,645
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JEL Code: G1
12,978,025 Total downloads
Showing Papers 4,151 - 4,200 of 36,688
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Financial Innovations and the Risk Paradox
Hans J. Blommestein
Organization for Economic Co-Operation and Development (OECD)
Date Posted: April 18, 2012
Working Paper Series
137 downloads
Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries
Department of Management, Università Ca' Foscari Venezia Working Paper No. 3/2012,
Antonella Basso and
Stefania Funari
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Management
Date Posted: April 18, 2012
Working Paper Series
93 downloads
Tailing Tail Risk in the Hedge Fund Industry
Walter Distaso
,
Marcelo Fernandes and
Filip Zikes
Imperial College Business School
,
Queen Mary University of London - Economics Department
and
Imperial College London
Date Posted: April 18, 2012
Working Paper Series
101 downloads
The Dynamics of Political Risk Rating and Stock Market Volatility
Muhammad Tahir Suleman
Victoria University of Wellington
Date Posted: April 18, 2012
Working Paper Series
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective
Claudio Morana
Università di Milano Bicocca
Date Posted: April 18, 2012
Last Revised: August 29, 2012
Working Paper Series
25 downloads
Time Series Properties and Predictability of Pak Rupee/US Dollar Exchange Rate
Muhammad Tahir Suleman
Victoria University of Wellington
Date Posted: April 18, 2012
Working Paper Series
Valuing Private Equity
Morten Sorensen ,
Neng Wang
and
Jinqiang Yang
Columbia Business School
,
Columbia University
and
Shanghai University of Finance and Economics
Date Posted: April 18, 2012
Working Paper Series
155 downloads
First Question About the Crisis in Spain (Primera Pregunta Sobre la Crisis de España)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 17, 2012
Last Revised: April 28, 2012
Working Paper Series
2030 downloads
Investing with Brain or Heart? A Field Experiment on Responsible Investment
Trond Doskeland
and
Lars Jacob Tynes Pedersen
Norwegian School of Economics (NHH) - Department of Finance and Management Science
and
NHH Norwegian School of Economics
Date Posted: April 17, 2012
Last Revised: March 05, 2013
Working Paper Series
124 downloads
Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
FEEM Working Paper No. 23.2012
Matteo Manera ,
Marcella Nicolini
and
Ilaria Vignati
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
,
University of Pavia - Department of Political Economy and Quantitative Methods
and
Fondazione Eni Enrico Mattei (FEEM)
Date Posted: April 17, 2012
Working Paper Series
144 downloads
The Efficiency of Linear Value Models for Stock Selection Across Regions and Sectors
Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: April 17, 2012
Working Paper Series
83 downloads
The Importance of Real Estate Price Indices in Financial Crisis and the Approaches for Constructing Them
Journal of Capital Markets, Financial Engineering and Risk Management Special Issue, April 2012
Ali Hepsen
Istanbul University - Faculty of Business Administration, Department of Finance
Date Posted: April 17, 2012
Accepted Paper Series
54 downloads
Application of Binomial Model and Market Asset Declaimer Methodology for Valuation of Abandon and Expand Options: The Case Study
Contemporary Economics, nr. 2/2007, pp. 123 - 137.
Paweł Mielcarz
Kozminski University
Date Posted: April 16, 2012
Accepted Paper Series
74 downloads
Ex Post Equilibria in Double Auctions of Divisible Assets
Songzi Du
and
Haoxiang Zhu
Simon Fraser University (SFU) - Department of Economics
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: April 16, 2012
Last Revised: March 27, 2013
Working Paper Series
83 downloads
Long-Run Stock Performance of German Initial Public Offerings: Survey and Update
Oksana Pryshchepa
and
Richard Stehle
Lancaster University - Department of Accounting and Finance
and
Humboldt University of Berlin - Faculty of Business
Date Posted: April 16, 2012
Working Paper Series
79 downloads
Methodological and Practical Problems of Real Option Valuations
Contemporary Economics, nr. 1/2007, pp. 29-38.
Paweł Mielcarz
Kozminski University
Date Posted: April 16, 2012
Accepted Paper Series
91 downloads
Non-Martingale Dynamics for Two Curve Derivatives Pricing
Mauricio Alvarez-Manilla
Mitsubishi UFJ Securities International plc
Date Posted: April 16, 2012
Working Paper Series
129 downloads
Optimal High-Frequency Trading in a Pro-Rata Microstructure with Predictive Information
Fabien Guilbaud
and
Huyên Pham
Université Paris VII Denis Diderot
and
Université Paris VII Denis Diderot
Date Posted: April 16, 2012
Last Revised: May 07, 2012
Working Paper Series
215 downloads
Risk-Aversion and Urban Land Development Options
Gang-Zhi Fan
,
Ming Pu
and
Tien Foo Sing
Konkuk University - Department of Real Estate
,
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
and
National University of Singapore (NUS) - Department of Real Estate
Date Posted: April 16, 2012
Last Revised: January 31, 2013
Working Paper Series
46 downloads
Temperature Modeling in the Weather Derivative Pricing
Jeo Lee
Institute for Sustainabilty Research and Economic Policy
Date Posted: April 16, 2012
Working Paper Series
Valuation of Sequential Compound Option to Default During Construction Included in R&D Project. Case Study
Contemporary Economics, nr. 3/2008, pp. 133-142.
Paweł Mielcarz
Kozminski University
Date Posted: April 16, 2012
Last Revised: April 19, 2012
Accepted Paper Series
67 downloads
A New Light on Old Insight: Optimal Risk Taking with Quadratic Utility
Jung Lim Koo
,
Se Ryoong Ahn ,
Byung Lim Koo
,
Hyeng Keun Koo and
Yong Hyun Shin
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
,
Department of Business Administration, Ajou University
,
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
,
Ajou University
and
Department of Mathematics, Sookmyung Women's University
Date Posted: April 15, 2012
Working Paper Series
23 downloads
A Simplex Rotation Algorithm for the Factor Approach to Generate Financial Scenarios
Alois Geyer ,
Michael Hanke
and
Alex Weissensteiner
VGSF (Vienna Graduate School of Finance)WU (Vienna University of Economics and Business)
,
University of Liechtenstein
and
Free University of Bolzano/Bozen
Date Posted: April 15, 2012
Last Revised: November 12, 2012
Working Paper Series
69 downloads
Criminal Affirmance: Going Beyond the Deterrence Paradigm to Examine the Social Meaning of Declining Prosecution of Elite Crime
Connecticut Law Review, Vol. 45, No. 3, 2013
Mary Kreiner Ramirez
Washburn University - School of Law
Date Posted: April 15, 2012
Last Revised: March 13, 2013
Accepted Paper Series
76 downloads
Mental Health and Retirement Savings: Confounding Issues with Compounding Interest
Vicki L. Bogan
and
Angela R. Fertig
Cornell University
and
University of Georgia
Date Posted: April 15, 2012
Last Revised: May 03, 2013
Working Paper Series
24 downloads
Pricing Interest Rate Derivatives Under Monetary Policy Changes
Alan De Genaro
and
Marco Avellaneda
Securities, Commodities and Futures Exchange - BM & FBOVESPA
and
New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: April 15, 2012
Working Paper Series
111 downloads
Testing CAPM with a Large Number of Assets
IZA Discussion Paper No. 6469
M. Hashem Pesaran and
Takashi Yamagata
University of Southern California
and
University of Cambridge - Faculty of Economics and Politics
Date Posted: April 14, 2012
Working Paper Series
57 downloads
A Friedman-Savage Consumer Almost Gambles: A Continuous Time Model of Consumption and Investment with Non-Concave Utility
Byung Lim Koo
,
Jung Lim Koo
and
Hyeng Keun Koo
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
,
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
and
Ajou University
Date Posted: April 14, 2012
Working Paper Series
43 downloads
A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach
Yi-Chiuan Wang
,
Jyh-Lin Wu and
Yi-hao Lai
National Sun Yat-sen University
,
National Sun Yat-Sen University
and
Dayeh Universty
Date Posted: April 14, 2012
Working Paper Series
56 downloads
Asset and Liability Management of Short Term Life Insurance Contracts Under Correlated Default Risk of Assets
Nikolaos Georgiopoulos
affiliation not provided to SSRN
Date Posted: April 14, 2012
Last Revised: June 08, 2012
Working Paper Series
53 downloads
Is Best Really Better? Internalization of Orders in an Open Limit Order Book
Schmalenbach Business Review, Vol. 64, April 2012, pp. 82-100
Joachim Grammig ,
Erik Theissen and
Schmalenbach Business Review
Eberhard Karls Universitaet Tübingen
,
University of Mannheim - Finance Area
and
affiliation not provided to SSRN
Date Posted: April 14, 2012
Accepted Paper Series
31 downloads
Approximate Hedging of Contingent Claims Under Transaction Costs
Applied Mathematical Finance, Vol. 17, No. 6, 2010
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
25 downloads
Arbitrage Pricing Under Transaction Costs: Continuous Time
Recent Advances in Financial Engineering, World Scientific, Forthcoming
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
14 downloads
Asymptotic Arbitrage in Large Financial Markets with Friction
Emmanuel Lepinette-Denis
and
Lavinia Ostafe
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
and
University of Vienna
Date Posted: April 13, 2012
Working Paper Series
23 downloads
Emerging Markets Research: Trends, Issues and Future Directions
Emerging Markets Review, Vol. 13, No. 2, pp. 159-183, 2012
Colm Kearney
Monash University - Faculty of Business and Economics
Date Posted: April 13, 2012
Accepted Paper Series
195 downloads
Hedging of American Options Under Transaction Costs
Finance & Stochastics, Forthcoming
Youri Kabanov ,
Emmanuel Lepinette-Denis
and
Dimitri DeValière
Universite de Franche-Comte
,
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
and
affiliation not provided to SSRN
Date Posted: April 13, 2012
Accepted Paper Series
32 downloads
Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a
Constant Transaction Costs Coefficient
THE MUSIELA'S FESTSCHRIFT, Yu. Kabanov, ed., Springer, 2011
Sebastien Darses
and
Emmanuel Lepinette-Denis
affiliation not provided to SSRN
and
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
18 downloads
Mean Square Error for the Leland-Lott Hedging Strategy: Convex Pay-Off
Finance Stochastics, Vol. 14, No. 4, 2010
Emmanuel Lepinette-Denis
and
Youri Kabanov
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
and
Universite de Franche-Comte
Date Posted: April 13, 2012
Accepted Paper Series
19 downloads
Modified Leland’s Strategy for a Constant Transaction Costs Rate
Mathematical Finance, Forthcoming
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
31 downloads
Perturbative Expansion Technique for Non-Linear FBSDEs With Interacting Particle Method
Masaaki Fujii
and
Akihiko Takahashi
University of Tokyo - Faculty of Economics
and
University of Tokyo - Graduate School of Economics
Date Posted: April 13, 2012
Last Revised: April 23, 2012
Working Paper Series
49 downloads
Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs
Recent Advances in Financial Engineering, World Scientist, Forthcoming
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
22 downloads
Information Asymmetry, the Cost of Debt, and Credit Events
François Derrien ,
Ambrus Kecskes
and
Sattar Mansi
HEC Paris (Groupe HEC) - Finance Department
,
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
and
Virginia Polytechnic Institute & State University
Date Posted: April 12, 2012
Working Paper Series
192 downloads
A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Turan G. Bali ,
Nusret Cakici and
Fousseni Chabi-Yo
Georgetown University - Robert Emmett McDonough School of Business
,
Fordham University - Graduate School of Business
and
Ohio State University (OSU) - Fisher College of Business
Date Posted: April 12, 2012
Last Revised: May 01, 2013
Working Paper Series
110 downloads
Exchange Rate Expectations of Chartists and Fundamentalists
ZEW - Centre for European Economic Research Discussion Paper No. 12-026
Christian David Dick
and
Lukas Menkhoff
Centre for European Economic Research (ZEW)
and
Leibniz Universitaet Hannover - Department of Economics
Date Posted: April 12, 2012
Working Paper Series
94 downloads
News Shocks and the Slope of the Term Structure of Interest Rates
Federal Reserve Bank of St. Louis Working Paper No. 2012-011B
André Kurmann and
Christopher Otrok
Federal Reserve Board
and
University of Missouri
Date Posted: April 12, 2012
Last Revised: December 07, 2012
Working Paper Series
23 downloads
Optimal Execution Horizon
Mathematical Finance, 2013
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 12, 2012
Last Revised: February 21, 2013
Accepted Paper Series
1249 downloads
Sustainability Disclosures and Cost of Capital
Anthony C. Ng
and
Zabihollah Rezaee
Hong Kong Polytechnic University
and
University of Memphis - School of Accountancy
Date Posted: April 12, 2012
Working Paper Series
180 downloads
Taming Animal Spirits: Risk Management with Behavioural Factors
Mark Davis
,
Sebastien Lleo
and
Grzegorz Andruszkiewicz
Imperial College London
,
Reims Management School (RMS)
and
Imperial College London
Date Posted: April 12, 2012
Working Paper Series
286 downloads
The Entrepreneurial Facets as Precursor to Vietnam's Economic Renovation in 1986
The IUP Journal of Entrepreneurship Development, Vol. VIII, No. 4, pp. 6-47, 2011
Quan Hoang Vuong
,
Dam Van Nhue ,
Daniel van Houtte
and
Tri Dung Tran
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels)
,
National Economics University, Hanoi
,
DHVP Research
and
DHVP Research & Consultancy
Date Posted: April 12, 2012
Last Revised: July 04, 2012
Accepted Paper Series
9 downloads
The Risk Premium and Long-Run Global Imbalances
Federal Reserve Bank of St. Louis Working Paper No. 2012-009B
YiLi Chien
and
Kanda Naknoi
Federal Reserve Bank of St. Louis
and
University of Connecticut
Date Posted: April 12, 2012
Last Revised: November 28, 2012
Working Paper Series
9 downloads
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