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489,633
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398,485
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228,803
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69,680
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JEL Code: G12
5,858,892 Total downloads
Showing Papers 4,201 - 4,250 of 13,883
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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
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
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
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
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
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
Market Liquidity Risk and Market Risk Management
Yu Tian
Monash Uiversity
Date Posted: March 23, 2010
Working Paper Series
374 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Disaster Risk and Business Cycles
AFA 2011 Denver Meetings Paper
Francois Gourio
Boston University
Date Posted: March 19, 2010
Working Paper Series
199 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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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