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SSRN eLibrary Statistics:

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Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
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  Last 12 months: 		69,655

Paper Downloads:
To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

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  References: 		239,806
Total References: 8,539,827
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Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,856,732 Total downloads
Showing Papers 441 - 490 of 13,874
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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
48 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

Incl. Electronic Paper Institutional Ownership and Return Predictability Across Economically Unrelated Stocks
Johnson School Research Paper Series No. 15-2013
 George Gao , Pamela C. Moulton and David Ng
Cornell University - Samuel Curtis Johnson Graduate School of Management , Cornell University and Cornell University
Date Posted: February 12, 2013
Last Revised: May 14, 2013
Working Paper Series
137 downloads

Incl. Electronic Paper Sovereign Credit Risk and Government Effectiveness
 Jean-Claude Cosset and Alexandre Jeanneret
HEC Montreal and HEC Montréal
Date Posted: February 12, 2013
Last Revised: February 24, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Closed-Form Expansion, Conditional Expectation, and Option Valuation
 Chenxu Li
Guanghua School of Management, Peking University
Date Posted: February 12, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Pricing and Mitigation of Counterparty Credit Exposures
Handbook of Systemic Risk, edited by J.-P. Fouque and J.Langsam. Cambridge University Press, 2012
 Agostino Capponi
Purdue University - School of Industrial Engineering
Date Posted: February 12, 2013
Accepted Paper Series
59 downloads

Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy
 David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and Free University of Brussels (VUB)
Date Posted: February 12, 2013
Working Paper Series

Incl. Electronic Paper Price Impact and Asset Pricing
 Sahn-Wook Huh
State University of New York at Buffalo
Date Posted: February 11, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper What Explains the Initial Return of Initial Public Offerings after the 1997 Asian Financial Crisis? Evidence from Thailand
 Chaiporn Vithessonthi
University of Otago - Department of Accountancy and Finance, School of Business
Date Posted: February 11, 2013
Last Revised: April 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Interest Rate Sensitivities Under the G2++ Model
 Yves Rakotondratsimba
ECE Paris- Graduate School of Engineering
Date Posted: February 11, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper El Juego De La Gallina Ciega: Buscando La Estructura Óptima De Capital (Blind Man's Buff: On the Search of the Optimal Capital Structure)
 Ignacio Velez-Pareja , Felipe Mejia-Pelaez and James W. Kolari
Master Consultores , Internexa S.A. E.S.P. and Texas A&M University (TAMU) - Department of Finance
Date Posted: February 11, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Blind Man's Buff: On the Search of the Optimal Capital Structure
 Ignacio Velez-Pareja , Felipe Mejia-Pelaez and James W. Kolari
Master Consultores , Internexa S.A. E.S.P. and Texas A&M University (TAMU) - Department of Finance
Date Posted: February 11, 2013
Working Paper Series
60 downloads

Incl. Electronic Paper Risk Aversion, Fanning Preference, and Volatility Smirk on S&P500 Index Options
 Jian Chen and Chenghu Ma
Xiamen University - School of Economics and Fudan University - School of Management
Date Posted: February 10, 2013
Working Paper Series
17 downloads

Risk Premium in Financial Futures Markets: Preference Models, Behavioral Puzzles or Fraud
 Rafael A. Martinez-Muñoz
University of Puerto Rico - Escuela Graduada de Administración de Empresas (EGAE)
Date Posted: February 10, 2013
Working Paper Series

Incl. Electronic Paper Textual Sentiment in Finance: A Survey of Methods and Models
 Colm Kearney and Sha Liu
Monash University - Faculty of Business and Economics and Trinity College Dublin - School of Business
Date Posted: February 09, 2013
Last Revised: April 29, 2013
Working Paper Series
189 downloads

Incl. Electronic Paper Does it Pay to Invest in IPOs? Evidence from the Warsaw Stock Exchange
National Bank of Poland Working Paper No. 139
 Rafał Sieradzki
Cracow University of Economics
Date Posted: February 09, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Corridor Volatility Risk and Expected Returns
 George Dotsis and Nikolaos Vlastakis
Essex Finance Centre, Essex Business School,University of Essex - and Essex Business School, University of Essex
Date Posted: February 09, 2013
Working Paper Series
92 downloads

Incl. Electronic Paper Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator
KOF Working Papers No. 328
 Banu Simmons-Süer
KOF Swiss Economic Institute
Date Posted: February 09, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Good Bonds Go to Heaven: Do Taxes Lock in Owners of Appreciated Bonds?
Columbia Business School Research Paper No. 13-6
 Mattia Landoni
Columbia Business School
Date Posted: February 09, 2013
Last Revised: March 19, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Aggregate Dispersion in Economists' Opinion on Macroeconomic Forecasts
 Rong Leng
Warwick Business School
Date Posted: February 09, 2013
Last Revised: March 04, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Variance Risk Premiums and the Forward Premium Puzzle
FRB International Finance Discussion Paper No. 1068
 Juan M. Londono and Hao Zhou
Federal Reserve Board of Governors and PBC School of Finance, Tsinghua University
Date Posted: February 07, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Momentum Profits and Idiosyncratic Volatility: The Korean Evidence
 Unyong Pyo and Yong Jae Shin
Brock University and Soongeui Women’s College
Date Posted: February 07, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper A Two-Regime Threshold Model with Conditional Skewed Student t Distributions for Stock Returns
 Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: February 06, 2013
Last Revised: May 25, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper GMM-Based Tests of Efficient Market Learning and an Application to Testing for a Small Firm Effect in Equity Pricing
 Valerio Potì and Akhtar R. Siddique
Dublin City University Business School and Office of the Comptroller of the Currency - Risk Analysis Division
Date Posted: February 06, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Performance of Malaysian IPOs and Impact of Return Determinants
Journal of Business Studies Quarterly, Vol. 4, No. 2, pp. 140-158, 2012
 Nejat Younesi , Aref Mahdavi Ardekani and Mohammad Hashemijoo
Multimedia University , Multimedia University and Multimedia University
Date Posted: February 05, 2013
Accepted Paper Series
33 downloads

A New Paradigm for Inflation Derivatives Modeling
Derivative Security pricing and Modeling, eds. J. Batten and N. Wagner, pp. 305-330. (Contemporary Studies in Economics and Financial Analysis series, Volume 94, Emerald)
 Lixin Wu
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: February 05, 2013
Accepted Paper Series

Incl. Electronic Paper Growth Options and Firm Valuation
 Holger Kraft , Eduardo S. Schwartz and Farina Weiss
Goethe University Frankfurt , University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Date Posted: February 05, 2013
Working Paper Series
87 downloads

Incl. Electronic Paper LDI: Does it Turn CAPM into RAPM?
 Arun Muralidhar , Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions , Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Date Posted: February 04, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Ambiguity Aversion and Stock Market Participation: Evidence from Fund Flows
 Constantinos Antoniou , Richard D. F. Harris and Ruogu Zhang
University of Exeter - Xfi Centre for Finance and Investment , University of Exeter - Business School and University of Exeter
Date Posted: February 04, 2013
Last Revised: June 13, 2013
Working Paper Series
44 downloads

Speculate Against Speculative Demand
 Owain Ap Gwilym , Arben Kita and Qingwei Wang
Bangor Business School , Bangor Business School and Bangor Business School
Date Posted: February 03, 2013
Working Paper Series

Incl. Electronic Paper Real Term Structure Forecasts of Consumption Growth
 Efthymios Argyropoulos and Elias Tzavalis
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business - Department of Economics
Date Posted: February 03, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Do Corporate Insiders Trade Profitably on Public Information? Evidence from Concentrated Supply Chains
 Dallin M. Alldredge and David C. Cicero
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville
Date Posted: February 02, 2013
Last Revised: February 07, 2013
Working Paper Series
73 downloads

Incl. Electronic Paper Does the Macro Matter in Macro-Finance Term Structure Models?
 Kwok Ping Tsang
Virginia Polytechnic Institute & State University
Date Posted: February 02, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Gridlock versus Harmony: The Effect of Presidential Cycle
Int. J. Portfolio Analysis and Management 1 (3), 2013, pp.288-298
 Oumar Sy and Ashraf Al Zaman
Dalhousie University and Saint Mary's University, Canada - Sobey School of Business
Date Posted: February 02, 2013
Last Revised: June 18, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Fast Ninomiya-Victoir Calibration of the Double-Mean-Reverting Model
 Christian Bayer , Jim Gatheral and Morten Karlsmark
Weierstras Institute for Applied Analysis and Stochastics (WIAS) , Baruch College, CUNY and University of Copenhagen - Department of Mathematical Sciences
Date Posted: February 02, 2013
Working Paper Series
55 downloads

Incl. Electronic Paper Overconfidence Bias, Trading Volume and Returns Volatility: Evidence from Pakistan
World Applied Science Journal, 18(12), 1737-1748, 2012
 Muhammad Fayyaz Sheikh and Khalid Riaz
G.C. University and COMSATS Institute of Information Technology (CIIT)
Date Posted: February 02, 2013
Accepted Paper Series
33 downloads


 

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