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SSRN eLibrary Statistics:
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484,272
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393,643
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226,678
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68,942
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To date:
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Last 12 months:
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5,722,240
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JEL Code: G12
5,800,348 Total downloads
Showing Papers 4,441 - 4,490 of 13,812
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Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns
Charles A. Dice Center Working Paper No. 2010-1 , Fisher College of Business Working Paper No. 2010-03-001
Kewei Hou and
Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance
and
Erasmus University - Rotterdam School of Management
Date Posted: January 18, 2010
Last Revised: July 17, 2012
Working Paper Series
453 downloads
Trading Halts and Information Asymmetry
Woo-Baik Lee
,
Jong Won Park
and
Steven J. Jordan
Korea Open University
,
University of Seoul
and
affiliation not provided to SSRN
Date Posted: January 18, 2010
Working Paper Series
120 downloads
Aggregate Market Reaction to Earnings Announcements
Journal of Accounting Research, Forthcoming
William M. Cready and
Umit G. Gurun
University of Texas at Dallas - Naveen Jindal School of Management
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 17, 2010
Last Revised: January 23, 2010
Accepted Paper Series
367 downloads
Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic
CERGE-EI Working Paper Series No. 136
Jan Hanousek and
Libor Nemecek
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
and
CERGE-EI
Date Posted: January 17, 2010
Working Paper Series
7 downloads
A Critique of the Literature on the US Financial Debt Crisis
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: January 16, 2010
Working Paper Series
174 downloads
Public Debt Sustainability and Management in a Compound Option Framework
IMF Working Paper WP/10/2
Jorge A. Chan-Lau and
Andre Oliveira Santos Sr.
International Monetary Fund (IMF) - International Capital Markets Department
and
International Monetary Fund (IMF)
Date Posted: January 16, 2010
Last Revised: January 28, 2010
Working Paper Series
48 downloads
Speculative Component of Market Quotations of Financial Assets
LAM LAMBERT Academic Publishing Gmbh & Co. KG, 2010
Magomet Yandiev
Moscow State University - Economic Department
Date Posted: January 16, 2010
Last Revised: August 30, 2011
Working Paper Series
281 downloads
Term Structure, Expectations Hypothesis and Uncovered Interest Parity in Colombia (Estructura a Plazo, Hipótesis De Expectativas Y Paridad Descubierta De Intereses En Colombia)
Documentos de Trabajo, Facultad de Economía, Universidad del Rosario, No. 46,
Juan Camilo Rojas
Universidad del Rosario
Date Posted: January 16, 2010
Working Paper Series
34 downloads
The Strategic Specialist and Imperfect Competition in a Limit Order Market
Journal of Banking and Finance, Vol. 34, No. 1, 2010
Ariadna Dumitrescu
ESADE Business School
Date Posted: January 16, 2010
Last Revised: January 20, 2010
Accepted Paper Series
Leveraged CAPM
Jörg Seidel
Chair of Corporate and Ship Finance
Date Posted: January 15, 2010
Last Revised: August 23, 2010
Working Paper Series
127 downloads
The Risk of Beta – Investor Learning and Prospect Theory
Finance and Corporate Governance Conference 2010 Paper
Dirk G. Baur
and
Niels Schulze
University of Technology, Sydney (UTS) - School of Finance and Economics
and
Deutsche Bundesbank - Financial Stability Department
Date Posted: January 15, 2010
Last Revised: March 14, 2010
Working Paper Series
351 downloads
'Hot' Debt Markets and Capital Structure
John A. Doukas
Old Dominion University - College of Business & Public Administration
Date Posted: January 14, 2010
Working Paper Series
Determinants of Trading Profits of Individual Traders: Risk Premia or Information?
Michael Dewally ,
Louis H. Ederington and
Chitru S. Fernando
Towson University - Department of Finance
,
University of Oklahoma - Division of Finance
and
University of Oklahoma - Michael F. Price College of Business
Date Posted: January 14, 2010
Last Revised: January 29, 2013
Working Paper Series
394 downloads
Detecting Informed Trading Activities in the Options Markets
Swiss Finance Institute Research Paper No. 11-42
Marc Chesney ,
Remo Crameri
and
Loriano Mancini
University of Zurich - Swiss Banking Institute (ISB)
,
University of Zurich - Swiss Banking Institute (ISB)
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: January 13, 2010
Last Revised: July 04, 2012
Working Paper Series
637 downloads
How are Shorts Informed? Short Sellers, News, and Information Processing
Journal of Financial Economics, Forthcoming
Joseph Engelberg
,
Adam V. Reed
and
Matthew Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management
,
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
Washington University in Saint Louis - Olin Business School
Date Posted: January 13, 2010
Last Revised: October 09, 2012
Working Paper Series
1933 downloads
On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint
Nikolay Gospodinov
,
Cesare Robotti and
Raymond Kan
Concordia University, Quebec - Department of Economics
,
Federal Reserve Bank of Atlanta
and
University of Toronto - Rotman School of Management
Date Posted: January 13, 2010
Last Revised: April 02, 2012
Working Paper Series
62 downloads
Size and Liquidity Effects in Japanese Regional Stock Markets
Journal of Japanese and International Economies, Vol. 25, No. 2, 2011
Bruce Allen Hearn
University of Sussex
Date Posted: January 12, 2010
Last Revised: November 19, 2012
Accepted Paper Series
61 downloads
A Match in the Dark: Understanding Crossing Network Liquidity
Sugata Ray
University of Florida - Warrington College of Business Administration
Date Posted: January 12, 2010
Working Paper Series
A Match in the Dark: Understanding Crossing Network Liquidity
Sugata Ray
University of Florida - Warrington College of Business Administration
Date Posted: January 12, 2010
Last Revised: March 18, 2010
Working Paper Series
203 downloads
Betas and Market Leverage
Accounting Research Journal, Vol. 15, No. 1, pp. 91-97, 2002
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Capital Charging and Asset Revaluation: New Choices in Government Financial Reporting?
International Journal of Accounting, Vol. 32, No. 1, 1997
G. Stevenson Smith and
Martin Lally
West Virginia University
and
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Costs of Equity in North Africa’s Equity Markets: An Industrial Sector Study
Emerging Markets Review, Forthcoming
Bruce Allen Hearn
University of Sussex
Date Posted: January 12, 2010
Last Revised: January 12, 2011
Accepted Paper Series
88 downloads
Estimating the Market Risk Premium Using Historical Data from Multiple Markets
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Working Paper Series
108 downloads
Free Cash Flow Models, Terminal Values and the Timing of Asset Replacements
New Zealand Economic Papers, Vol. 41, No. 1, pp. 79-102, 2008
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Liquidity and Stock Size Premia in Japanese Regional Financial Markets: An Industry Level Analysis
Bruce Allen Hearn ,
Byoung Youp Lee
,
Roger Strange and
Jenifer Piesse
University of Sussex
,
University of London, King's College London, Department of Management
,
University of Sussex
and
Bournemouth University
Date Posted: January 12, 2010
Last Revised: September 27, 2010
Working Paper Series
90 downloads
Public Sector Cost of Capital: A Comparison of Two Models
New Zealand Economic Papers, Vol. 32, No. 2, pp. 195-212, December 1998
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand
Australian Journal of Management, Vol. 31, pp. 1-19, 2006
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Size and Liquidity Effects in Asia-Pacific Equity Markets
Bruce Allen Hearn
University of Sussex
Date Posted: January 12, 2010
Last Revised: November 29, 2010
Working Paper Series
153 downloads
Size, Liquidity and Value Effects in African Frontier Equity Markets
Applied Financial Economics, 2011
Bruce Allen Hearn
University of Sussex
Date Posted: January 12, 2010
Last Revised: June 04, 2011
Accepted Paper Series
112 downloads
The Accuracy of CAPM Proxies for Estimating a Firm's Cost of Equity
Accounting and Finance, Vol. 35 No. 1, pp. 63-72, May 1995
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Contrasting Role of Liquidity, Investor Protection and Corporate Block-Shareholders in Asset Pricing
Bruce Allen Hearn ,
Kate Phylaktis and
Jenifer Piesse
University of Sussex
,
City University London - Sir John Cass Business School
and
Bournemouth University
Date Posted: January 12, 2010
Last Revised: December 15, 2010
Working Paper Series
65 downloads
The Effectiveness of Fundamentally-Adjusted Price-to-Sales Multiple in Stock Valuation: The Case of Warsaw Stock Exchange
1st International Conference on Finance, Business & Accounting: Global Economic Meltdown Opportunities and Challenges, Conference Proceedings. Kuala Lumpur, December 2009
Jacek Welc
Wroclaw University of Economics
Date Posted: January 12, 2010
Last Revised: January 24, 2011
Working Paper Series
143 downloads
The Efficiency of the Buy-Write Strategy: Evidence from Australia
Tafadzwa Mugwagwa
,
Vikash Ramiah
and
Tony Naughton
RMIT University - School of Economics, Finance and Marketing
,
RMIT University - School of Economics, Finance and Marketing
and
RMIT University - School of Economics, Finance and Marketing
Date Posted: January 12, 2010
Last Revised: August 29, 2012
Working Paper Series
The Foreclosure Discount: Myth or Reality?
Journal of Urban Economics, Forthcoming
John P. Harding ,
Eric Rosenblatt and
Vincent W. Yao
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
,
Federal National Mortgage Association (Fannie Mae) - Research
and
affiliation not provided to SSRN
Date Posted: January 12, 2010
Last Revised: September 30, 2011
Accepted Paper Series
198 downloads
The Gordon-Shapiro Dividend Growth Formula and Inflation
Accounting and Finance, Vol. 28 No. 2, pp. 45-51, November 1988
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Real Cost of Capital in New Zealand: Is it Too High?
New Zealand Business Roundtable, (2000)
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Rental Rate on Land, Revision Frequency and Inflation
Pacific Accounting Review, Vol. 13, No. 2, 2001
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Valuation of GSF's Defined Benefit Pension Entitlements
New Zealand Economic Papers, Vol. 34, No, 2, pp. 183-199, December 2000
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Time-Varying Market Leverage, the Market Risk Premium and the Cost of Capital
Journal of Business Finance and Accounting, Vol. 29, pp. 1301-1318, Nov./Dec. 2002
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Valuation of Companies and Projects Under Differential Personal Taxation
Pacific-Basin Finance Journal, Vol. 8, No. 1, 2000
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Asset Fire Sales and Purchases and the International Transmission of Financial Shocks
CEPR Discussion Paper No. DP7595
Pab Jotikasthira ,
Christian T. Lundblad and
Tarun Ramadorai
University of North Carolina Kenan-Flagler Business School
,
University of North Carolina Kenan-Flagler Business School
and
University of Oxford - Said Business School
Date Posted: January 11, 2010
Working Paper Series
7 downloads
Liquidity Cycles and Make/Take Fees in Electronic Markets
CEPR Discussion Paper No. DP7551
Thierry Foucault ,
Ohad Kadan and
Eugene Kandel
HEC Paris (Groupe HEC) - Finance Department
,
Washington University in Saint Louis - John M. Olin Business School
and
Hebrew University of Jerusalem - Department of Economics
Date Posted: January 11, 2010
Working Paper Series
3 downloads
Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity
CEPR Discussion Paper No. DP7573
Rui A. Albuquerque
Boston University - School of Management
Date Posted: January 11, 2010
Working Paper Series
2 downloads
Leverage Causes Fat Tails and Clustered Volatility
Cowles Foundation Discussion Paper No. 1745
Stefan Thurner
,
J. Doyne Farmer and
John Geanakoplos
Institute for Science of Complex Systems, Medical University of Vienna
,
Santa Fe Institute
and
Yale University - Cowles Foundation
Date Posted: January 11, 2010
Last Revised: March 18, 2010
Working Paper Series
183 downloads
Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis
CEPR Discussion Paper No. DP7557
Alessandro Beber
and
Marco Pagano
Cass Business School
and
University of Naples Federico II - Department of Economics
Date Posted: January 11, 2010
Working Paper Series
10 downloads
Informed Momentum Trading versus Uninformed 'Naive' Investors Strategies
Anurag Narayan Banerjee
and
Chi-Hsiou Hung
Durham Business School
and
Adam Smith Business School
Date Posted: January 10, 2010
Last Revised: April 22, 2011
Working Paper Series
114 downloads
The Cost of Pride: Why do Firms from Developing Countries Bid Higher?
Journal of International Business Studies, Forthcoming
Ole-Kristian Hope ,
Wayne B. Thomas and
Dushyantkumar Vyas
University of Toronto - Rotman School of Management
,
University of Oklahoma, Michael F. Price College of Business
and
University of Minnesota - Twin Cities
Date Posted: January 10, 2010
Accepted Paper Series
104 downloads
World Equity Premium Based Risk
Aversion Estimates
Tinbergen Institute Discussion Paper 10-007/2
Lorenzo Pozzi ,
Casper G. de Vries and
Jorn Zenhorst
Erasmus University Rotterdam (EUR)Tinbergen Institute
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: January 10, 2010
Working Paper Series
48 downloads
Pricing of Government Bonds Around the World and Time-Varying Liquidity Risk
Sakkapop Panyanukul
University of Warwick - Warwick Business School
Date Posted: January 09, 2010
Last Revised: May 27, 2010
Working Paper Series
128 downloads
A Model of a Systemic Bank Run
MFI Working Paper No. 2009-06
Harald Uhlig
University of Chicago - Department of Economics
Date Posted: January 08, 2010
Last Revised: January 14, 2010
Working Paper Series
223 downloads
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