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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,633
Full Text Papers: 398,485
Authors: 228,803
Papers Received in
  Last 12 months:
69,680

Paper Downloads:
To date: 66,768,753
Last 12 months: 11,227,318
Last 30 days: 836,975

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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
5,858,892 Total downloads
Showing Papers 4,201 - 4,250 of 13,883
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Incl. Electronic Paper Buying Protection from and on a Credit Derivative Product Company
QCR Quarterly, pp. 25-34, July 2008
Yadong Li and Marco Naldi
Barclays - Barclays Capital - New York and Barclays
Date Posted: March 24, 2010
Accepted Paper Series
90 downloads

Incl. Electronic Paper Canonical Least-Squares Monte Carlo: Empirical Evidences from S&P 100 Index and IBM Puts
Qiang Liu and Xisheng Yu
Southwestern University of Finance and Economics - School of Finance and Southwestern University of Finance and Economics (SWUFE)
Date Posted: March 24, 2010
Working Paper Series
111 downloads

Equity Risk Premium in Emerging Markets
Rashid Ameer
Independent
Date Posted: March 24, 2010
Working Paper Series

Incl. Electronic Paper Geography and Local (Dis)Advantage: Evidence from Muni Bond Funds
Saiying Deng and David A. Rakowski
Southern Illinois University at Carbondale and Southern Illinois University - Department of Finance
Date Posted: March 24, 2010
Last Revised: November 20, 2010
Working Paper Series
55 downloads

Incl. Electronic Paper Large-Scale Asset Purchases by the Federal Reserve: Did They Work?
FRB of New York Staff Report No. 441
Joseph Gagnon , Matthew Raskin , Julie Remache and Brian P. Sack
Peterson Institute , affiliation not provided to SSRN , Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Date Posted: March 24, 2010
Working Paper Series
464 downloads

The Cross-Section of Expected Stock Returns in Iranian Stock Market: Some Empirical Evidence
The Iranian Journal of Financial Research, Vol. 5, No. 15, pp. 141-160, Spring & Summer 2003
Saeed Bagherzadeh
Accounting & Finance PhD; Portfolio Manager
Date Posted: March 24, 2010
Accepted Paper Series

Incl. Electronic Paper The Cross-Sectional Determinants of Stock Returns in the Tehran Stock Exchange: Some Further Evidence
The Iranian Journal of Financial Research, No.19, pp. 25-64, 2005
Saeed Bagherzadeh
Accounting & Finance PhD; Portfolio Manager
Date Posted: March 24, 2010
Accepted Paper Series
154 downloads

Calendar Effects in Fifty-Five Stock Market Indices
Global Journal of Finance and Management, Vol. 1, No. 2, 2009
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 23, 2010
Accepted Paper Series

Incl. Electronic Paper Earnings Volatility, Post-Earnings Announcement Drift and Trading Frictions
Journal of Accounting Research
Sean Cao and Ganapathi S. Narayanamoorthy
University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Date Posted: March 23, 2010
Last Revised: August 15, 2011
Accepted Paper Series
445 downloads

Econometrics of Fair Values
Accounting Horizons, Vol. 22, No. 1, 2008
Shyam Sunder
Yale University - School of Management
Date Posted: March 23, 2010
Accepted Paper Series

Incl. Electronic Paper Market Liquidity Risk and Market Risk Management
Yu Tian
Monash Uiversity
Date Posted: March 23, 2010
Working Paper Series
374 downloads

Incl. Electronic Paper The Impact of Government Interventions on CDS and Equity Markets
AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Frederic Schweikhard and Zoe Tsesmelidakis
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: March 23, 2010
Last Revised: November 19, 2012
Working Paper Series
1464 downloads

Incl. Electronic Paper The Interest Rate Sensitivity of Real Estate
Journal of Property Research, Vol. 27, No. 1, pp. 61-85, 2010, Swiss Finance Institute Research Paper No. 10-13
Alain Chaney and Martin Hoesli
Universitiy of Geneva and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: March 23, 2010
Last Revised: December 27, 2010
Accepted Paper Series
501 downloads

Incl. Electronic Paper This Time is Different: An Example of a Giant, Wildly Speculative, and Successful Investment Mania
B.E. Journal of Economic Analysis & Policy, Vol. 10, Issue 1, Article 60, 2010
Andrew Odlyzko
University of Minnesota - Twin Cities - School of Mathematics and Digital Technology Center
Date Posted: March 23, 2010
Last Revised: February 27, 2012
Accepted Paper Series
364 downloads

Incl. Electronic Paper An Introduction to the Cost of Capital
Ignacio Velez-Pareja and Joseph Tham
Master Consultores and Duke University - Duke Center for International Development in the Sanford School of Public Policy
Date Posted: March 22, 2010
Last Revised: February 01, 2012
Working Paper Series
832 downloads

Incl. Electronic Paper Asymmetric Information, Endogenous Illiquidity, and Asset Pricing with Imperfect Competition
AFA 2011 Denver Meetings Paper
Hong Liu and Yajun Wang
Washington University in St. Louis - Olin Business School and Robert H. Smith School of Business, University of Maryland
Date Posted: March 22, 2010
Last Revised: December 26, 2010
Working Paper Series
225 downloads

Incl. Electronic Paper Board Networks and the Cost of Corporate Debt
Tuugi Chuluun , Andrew K. Prevost and John Puthenpurackal
Loyola University Maryland , Ohio University - Department of Finance and University of Nevada, Las Vegas - Department of Finance
Date Posted: March 22, 2010
Last Revised: August 18, 2010
Working Paper Series
167 downloads

Incl. Electronic Paper Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali and Scott Murray
Georgetown University - Robert Emmett McDonough School of Business and University of Nebraska - Lincoln
Date Posted: March 22, 2010
Last Revised: May 05, 2012
Working Paper Series
443 downloads

Incl. Electronic Paper Evaporating Liquidity
AFA 2011 Denver Meetings Paper
Stefan Nagel
Stanford Graduate School of Business
Date Posted: March 22, 2010
Last Revised: July 23, 2011
Working Paper Series
202 downloads

Incl. Electronic Paper How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments
Review of Finance, Forthcoming
Joost Driessen , Tse-Chun Lin and Otto Van Hemert
Tilburg University - Department of Finance , University of Hong Kong - Faculty of Business and Economics and New York University (NYU) - Department of Finance
Date Posted: March 22, 2010
Last Revised: July 09, 2011
Working Paper Series
711 downloads

Incl. Electronic Paper Is it Heterogeneous Investor Beliefs or Private Information that Affects Prices and Trading Volume? Evidence from Indian IPOs
Sugato Chakravarty and Rina Ray
Purdue University and University of Colorado at Denver
Date Posted: March 22, 2010
Working Paper Series
72 downloads

Incl. Electronic Paper Market Belief, Trading Volume, Price Volatility, and Illiquidity
Songtao Wang
University of Zurich - Swiss Banking Institute (ISB)
Date Posted: March 22, 2010
Working Paper Series
128 downloads

Incl. Electronic Paper Obtaining Point Estimates of State Variables from the Term Structure of Interest Rates
Narayan Bulusu
Government of Canada - Funds Management and Banking Department
Date Posted: March 22, 2010
Working Paper Series
24 downloads

Incl. Electronic Paper The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards
AFA 2011 Denver Meetings Paper
Andrea Buraschi , Paolo Porchia and Fabio Trojani
The University of Chicago , IE Business School and Swiss Finance Institute
Date Posted: March 22, 2010
Last Revised: October 26, 2010
Working Paper Series
234 downloads

Incl. Electronic Paper What Broker Charges Reveal About Mortgage Credit Risk
AFA 2011 Denver Meetings Paper
Antje Berndt , Burton Hollifield and Patrik Sandås
Carnegie Mellon University - Tepper School of Business , Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Date Posted: March 22, 2010
Last Revised: June 21, 2012
Working Paper Series
307 downloads

Incl. Electronic Paper Inefficiencies in the Pricing of Exchange-Traded Funds
Antti Petajisto
New York University (NYU) - Department of Finance
Date Posted: March 21, 2010
Last Revised: March 12, 2013
Working Paper Series
660 downloads

Incl. Electronic Paper Does Ambiguity Matter? Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility
Daehee Jeong , Hwagyun Kim and Joon Y. Park
affiliation not provided to SSRN , Texas A&M University - Mays Business School and Texas A&M University
Date Posted: March 21, 2010
Last Revised: November 21, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Momentum, Credit Risk and Business Cycles
Sirajum Munira and Yaz Gulnur Muradoglu
City University - Sir John Cass Business School - Faculty of Finance and Queen Mary University of London
Date Posted: March 21, 2010
Working Paper Series
131 downloads

Incl. Electronic Paper Long-Run Risks and Value Premium: The International Evidence
David Ng and Jiyoun An
Cornell University and College of International Studies, Kyung Hee University
Date Posted: March 20, 2010
Last Revised: March 28, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper A Structural Model of Default Risk
Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
Jason C. Hsu , Jesus Saa-Requejo and Pedro Santa-Clara
Research Affiliates, LLC , Vega Asset Management LLC and Nova School of Business and Economics
Date Posted: March 20, 2010
Last Revised: November 03, 2010
Accepted Paper Series
163 downloads

Incl. Electronic Paper A Neoclassical Model of Managed Distribution Plans: Theory and Evidence
Martin Cherkes , Jacob S. Sagi and Zhi Jay Wang
Columbia Business School - Finance and Economics , Vanderbilt University - Finance and University of Oregon - Charles H. Lundquist School of Business
Date Posted: March 19, 2010
Last Revised: November 23, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Cash Flow and Discount Rate Risk in Up and Down Markets: What is Actually Priced?
Journal of Financial and Quantitative Analysis (JFQA), Vol. 47, No. 6, 2012
Mahmoud Botshekan , Roman Kräussl and Andre Lucas
VU University Amsterdam , Universite du Luxembourg - Luxembourg School of Finance and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 19, 2010
Last Revised: March 02, 2013
Accepted Paper Series
256 downloads

Incl. Electronic Paper A Comparative Study of Equity Based Mutual Fund of Reliance and HDFC
Prabandhan & Taqniki, Vol. 3, pp. 145-154, October 2009
Deepak Agrawal and Deepak Patidar
Indore Institute of Science & Technology and Truba College of Engineering & Technology
Date Posted: March 19, 2010
Accepted Paper Series
789 downloads

Incl. Electronic Paper Can the Performance of Structural Corporate Bond Models Be Improved?
Craig W. Holden and Zhongyan Zhu
Indiana University Bloomington - Department of Finance and Chinese University of Hong Kong - Department of Finance
Date Posted: March 19, 2010
Working Paper Series
125 downloads

Incl. Electronic Paper Credit Conditions and Expected Stock Returns
Sudheer Chava , Heungju Park and Michael F. Gallmeyer
Georgia Institute of Technology - College of Management , Peking University - HSBC School of Business and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: March 19, 2010
Last Revised: June 23, 2012
Working Paper Series
325 downloads

Incl. Electronic Paper Disaster Risk and Business Cycles
AFA 2011 Denver Meetings Paper
Francois Gourio
Boston University
Date Posted: March 19, 2010
Working Paper Series
199 downloads

Incl. Electronic Paper Do Arbitrageurs Really Avoid High Idiosyncratic Risk Stocks?
Itzhak Ben-David , Denys Glushkov and Rabih Moussawi
Ohio State University - Fisher College of Business, Finance Department , Wharton Research Data Services (WRDS), University of Pennsylvania and University of Pennsylvania - The Wharton School
Date Posted: March 19, 2010
Last Revised: February 16, 2011
Working Paper Series
224 downloads

Incl. Electronic Paper Government Spending, Political Cycles and the Cross Section of Stock Returns
Frederico Belo , Vito Gala and Jun Li
University of Minnesota , London Business School and University of Texas at Dallas
Date Posted: March 19, 2010
Last Revised: October 10, 2011
Working Paper Series
590 downloads

Incl. Electronic Paper Insider Trading and the Long-Run Performance of IPOs
Hafiz Hoque and Meziane Lasfer
Swansea University and City University London - Cass Business School
Date Posted: March 19, 2010
Working Paper Series
190 downloads

Incl. Electronic Paper Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Journal of Financial Economics (JFE), Forthcoming
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: March 19, 2010
Accepted Paper Series
41 downloads

Incl. Electronic Paper Security Choice and Price Impact under Heterogeneous Beliefs
Sixth Singapore International Conference on Finance 2012 Paper
Onur Bayar , Thomas J. Chemmanur and Mark H. Liu
University of Texas at San Antonio, College of Business , Boston College - Carroll School of Management and University of Kentucky - Gatton College of Business and Economics
Date Posted: March 19, 2010
Last Revised: May 12, 2013
Working Paper Series
111 downloads

Incl. Electronic Paper Trading Imbalances, Liquidity, and the Law of One Price
Mark S. Seasholes and Clark Liu
Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology
Date Posted: March 19, 2010
Working Paper Series
90 downloads

Incl. Electronic Paper Underreaction to News in the US Stock Market
Nitish Ranjan Sinha
University of Illinois at Chicago
Date Posted: March 19, 2010
Last Revised: September 15, 2012
Working Paper Series
615 downloads

Incl. Electronic Paper Exuberant Innovation: The Human Genome Project
Swiss Finance Institute Research Paper No. 10-12
Monika Gisler , Didier Sornette and Ryan Woodard
ETH Zurich , Swiss Finance Institute and ETH Zurich
Date Posted: March 18, 2010
Working Paper Series
78 downloads

Incl. Electronic Paper The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
AFA 2013 San Diego Meetings Paper
Peter Christoffersen , Bruno Feunou , Kris Jacobs and Nour Meddahi
University of Toronto - Rotman School of Management , Bank of Canada , University of Houston - C.T. Bauer College of Business and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 18, 2010
Last Revised: December 08, 2012
Working Paper Series
335 downloads

Incl. Electronic Paper The Skew Risk Premium in the Equity Index Market
AFA 2011 Denver Meetings Paper
Roman Kozhan , Anthony Neuberger and Paul Schneider
University of Warwick, Warwick Business School , University of Warwick - Warwick Business School and University of Lugano - Institute of Finance
Date Posted: March 18, 2010
Last Revised: November 28, 2012
Working Paper Series
996 downloads

Incl. Electronic Paper Asset Pricing with Heterogeneous Investors and Portfolio Constraints
Georgy Chabakauri
London School of Economics and Political Science
Date Posted: March 18, 2010
Last Revised: May 06, 2013
Working Paper Series
407 downloads

Incl. Electronic Paper Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Jessica A. Wachter
University of Pennsylvania - Finance Department
Date Posted: March 18, 2010
Last Revised: August 08, 2012
Accepted Paper Series
189 downloads

Incl. Electronic Paper CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
UIC College of Business Administration Research Paper No. 10-06
Zhi Da , Re Guo and Ravi Jagannathan
University of Notre Dame - Mendoza College of Business , University of Illinois at Chicago - Department of Finance and Northwestern University - Kellogg School of Management
Date Posted: March 18, 2010
Working Paper Series
417 downloads

Incl. Electronic Paper Long Run and the Temporal Aggregation of Risks
Fulvio Ortu , Andrea Tamoni and Claudio Tebaldi
Bocconi University - Department of Finance , London School of Economics & Political Science (LSE) and Bocconi University - Department of Finance
Date Posted: March 18, 2010
Last Revised: November 23, 2010
Working Paper Series
94 downloads


 

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