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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
Papers Received in
  Last 12 months: 		69,626

Paper Downloads:
To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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


SSRN eLibrary Search Results
JEL Code: G1
13,114,133 Total downloads
Showing Papers 4,481 - 4,530 of 36,961
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Incl. Electronic Paper Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Date Posted: April 10, 2012
Last Revised: March 20, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper The Effect of Issuer Conservatism on IPO Pricing and Performance
Review of Finance, Forthcoming
 Stephen P. Ferris , Grace Qing Hao and Minyu Liao
University of Missouri at Columbia - Department of Finance , University of Missouri at Columbia - Department of Finance and affiliation not provided to SSRN
Date Posted: April 10, 2012
Last Revised: April 18, 2012
Accepted Paper Series
162 downloads

Incl. Electronic Paper Emerging Market Exposures and the Predictability of Hedge Fund Returns
 Mustafa O. Caglayan and Sevan Ulutas
Ozyegin University and Garanti Asset Management
Date Posted: April 09, 2012
Last Revised: June 13, 2013
Working Paper Series
125 downloads

Incl. Electronic Paper The Predictive Power of Investment and Accruals
Tuck School of Business Working Paper No. 2012-99
 Jonathan Lewellen and Robert Resutek
Dartmouth College - Tuck School of Business and Dartmouth College - Tuck School of Business
Date Posted: April 09, 2012
Last Revised: June 05, 2013
Working Paper Series
186 downloads

Incl. Electronic Paper Capital Requirements and Optimal Investment with Solvency Probability Constraints
 Vali Alexandru Asimit , Alex Badescu , Tak-Kuen Siu and Yuriy Zinchenko
City University London - Faculty of Actuarial Science , University of Calgary , Macquarie University, Faculty of Business and Economics and University of Calgary - Department of Mathematics and Statistics
Date Posted: April 09, 2012
Last Revised: December 19, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper China's Secondary Privatization: Perspectives from the Split-Share Structure Reform
 Li Liao , Bibo Liu and Hao Wang
Tsinghua University - School of Economics & Management , Tsinghua University and Tsinghua University
Date Posted: April 09, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper International Credit Cycles: A Regional Perspective
 Mikhail Stolbov
Moscow State Institute of International Relations
Date Posted: April 09, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper Linking Cross-Sectional and Aggregate Expected Returns
 Serhiy Kozak and Shri Santosh
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: April 09, 2012
Last Revised: March 18, 2013
Working Paper Series
199 downloads

Incl. Electronic Paper Sectoral Bubbles and Endogenous Growth
 Jianjun Miao and Pengfei Wang
Boston University - Department of Economics and Hong Kong University of Science & Technology (HKUST)
Date Posted: April 09, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Sustainability and Competitive Advantage: An Empirical Study of Value Creation
Competition Forum, Vol. 9, No. 1, 2011
 Neeraj J. Gupta and Christina C. Benson
Elon University and Elon University, Martha and Spencer Love School of Business
Date Posted: April 09, 2012
Accepted Paper Series
296 downloads

Incl. Electronic Paper The Credit Risk Premium and Return Predictability in High Yield Bonds
Date Posted: April 09, 2012
Last Revised: April 18, 2012
Working Paper Series
163 downloads

Incl. Electronic Paper The Money Value of a Man
PIER Working Paper No. 12-014
 Mark Huggett and Greg Kaplan
Georgetown University - Department of Economics and University of Pennsylvania
Date Posted: April 09, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper Equities' Exposures to Currencies: Beyond the Loglinear Model
 Kris Boudt
Free University of Brussels (VUB)
Date Posted: April 08, 2012
Last Revised: February 04, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper Realized Wavelet-Based Estimation of Integrated Variance and Jumps in the Presence of Noise
 Jozef Barunik and Lukas Vacha
Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Date Posted: April 08, 2012
Last Revised: February 11, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper The Dangers of Complex Investments: Risk Management in Derivatives Trading
 Cynthia Obiri
affiliation not provided to SSRN
Date Posted: April 08, 2012
Last Revised: April 30, 2012
Working Paper Series
128 downloads

Incl. Electronic Paper International Business and Financial Services Centres in the Caribbean
Economic Review, Volume XXXVII, Number 1, June 2011
 DeLisle Worrell and Shane Lowe
Central Bank of Barbados and affiliation not provided to SSRN
Date Posted: April 07, 2012
Accepted Paper Series
27 downloads

Incl. Electronic Paper Optimizing Portfolio Liquidation Under Risk-Based Margin Requirements
Forthcoming, Journal of Finance and Investment Analysis 2012
 Geng Deng , Tim Dulaney and Craig J. McCann
Securities Litigation and Consulting Group , Securities Litigation and Consulting Group and Securities Litigation and Consulting Group
Date Posted: April 07, 2012
Last Revised: December 26, 2012
Accepted Paper Series
62 downloads

Incl. Electronic Paper An Anatomy of Fundamental Indexing
 Lieven De Moor and Tom Vinaimont
Hogeschool-Universiteit Brussel and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: April 06, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Rolling Over EUAs and CERs
 Oscar Carchano , Ángel Pardo Tornero and Vicente Medina
University of Valencia , University of Valencia - Department of Financial Economics and University of Valencia
Date Posted: April 06, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Short Run and Long Run Dynamics of Macroeconomics Variables and Stock Prices: Case Study of KSE (Karachi Stock Exchange)
Kashmir Economic Review, Vol. XVIII, Nos. 1 & 2, January-December, 2009
 Adnan Hussain , Irfan Lal and Muhammad Mubin
Benazir Bhutto Shaheed University, Lyari, Karachi , University of Karachi - Applied Economics Research Centre and Govt. Degree Science and Commerce College, Lyari, Karachi
Date Posted: April 06, 2012
Accepted Paper Series
75 downloads

Incl. Electronic Paper Underpricing, Board Structure, and Ownership: An Empirical Examination of Indonesian IPO Firms
 Salim Darmadi and Randy Gunawan
Indonesia Financial Services Authority (OJK) and Indonesian Tax Office (DJP)
Date Posted: April 06, 2012
Working Paper Series
150 downloads

Incl. Electronic Paper Are REITs Real Estate? Evidence from International Sector Level Data
Swiss Finance Institute Research Paper No. 12-15
 Martin Hoesli and Elias Oikarinen
University of Geneva - Graduate School of Business (HEC-Geneva) and Turku School of Economics - Department of Economics
Date Posted: April 05, 2012
Working Paper Series
379 downloads

Capital Rationing and Managerial Retention: The Role of External Capital
Journal of Management Accounting Research, Forthcoming
 Ying-Ju Chen and Mingcherng Deng
University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR) and CUNY Baruch College
Date Posted: April 05, 2012
Last Revised: April 08, 2012
Accepted Paper Series

Incl. Electronic Paper Commonality in Hedge Fund Returns: Driving Factors and Implications
Banque de France Working Paper No. 373
 Matthieu Bussière , Marie Hoerova and Benjamin Klaus
Banque de France , European Central Bank (ECB) and Banque de France
Date Posted: April 05, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Financial Regulation in the European Union: A Research Agenda
Harvard University Center for European Studies Open Forum, #10 2012
 Daniel Mügge
University of Amsterdam
Date Posted: April 05, 2012
Last Revised: April 13, 2012
Working Paper Series
62 downloads

Governance Codes and Types of Issuer - An Empirical Research on a Global Sample
 Giulio Greco
University of Pisa - Department of Business Administration
Date Posted: April 05, 2012
Last Revised: June 12, 2013
Working Paper Series

Incl. Electronic Paper KiwiSaver Investor Behaviour - A Quantitative Approach
 Callum David Thomas
affiliation not provided to SSRN
Date Posted: April 05, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper Life Cycles and Mortality
 Aihua Zhang , Christian-Oliver Ewald and Charles Nolan
University of Munich (LMU) , University of Glasgow and University of St. Andrews
Date Posted: April 05, 2012
Last Revised: October 07, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Monitoring Risks Before They Go Viral: Is it Time for the Board to Embrace Social Media?
Rock Center for Corporate Governance at Stanford University, Closer Look Series: Topics, Issues and Controversies in Corporate Governance No. CGRP-25
 David F. Larcker , Sarah M. Larcker and Brian Tayan
Stanford University - Graduate School of Business , Digitas Health and Stanford University - Graduate School of Business
Date Posted: April 05, 2012
Last Revised: March 29, 2013
Accepted Paper Series
229 downloads

Incl. Electronic Paper Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble
25th Australasian Finance and Banking Conference 2012
 Vitor Leone
Nottingham Business School
Date Posted: April 05, 2012
Last Revised: May 22, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy
(Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
 Nicholas V. Vakkur and Zulma J. Herrera
Trident University and Herrera-Vakkur Consulting
Date Posted: April 05, 2012
Accepted Paper Series
304 downloads

Incl. Electronic Paper The Private Securities Litigation Reform Act (PSLRA), Sarbanes Oxley & Large Firm Risk
 Nicholas V. Vakkur
Trident University
Date Posted: April 05, 2012
Working Paper Series
67 downloads

Incl. Electronic Paper The Volume Clock: Insights into the High Frequency Paradigm
The Journal of Portfolio Management, (Fall, 2012) Forthcoming , Johnson School Research Paper Series No. 9-2012
 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 05, 2012
Last Revised: August 20, 2012
Accepted Paper Series
4157 downloads

Incl. Electronic Paper Theoretical and Empirical Review of Asset Pricing Models: A Structural Synthesis
International Journal of Economics and Financial Issues, Vol. 2, No. 2, 2012, pp.141-178
 Saban Celik
Deparment of International Trade and Finance
Date Posted: April 05, 2012
Accepted Paper Series
87 downloads

Incl. Electronic Paper Timescale Betas and the Cross Section of Equity Returns: Framework, Application, and Implication for Interpreting the Fama-French Factors
 Byoung Uk Kang , Francis Haeuck In and Tong Suk Kim
The Hong Kong Polytechnic University - School of Accounting and Finance , Monash University - Department of Accounting and Finance and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: April 05, 2012
Last Revised: February 06, 2013
Working Paper Series
91 downloads

Incl. Electronic Paper Why are Mutual Fund Alphas Systematically Negative?
Markets and Investors, 2013
 Patrice C. Fontaine , Radu Burlacu Sr. and Sonia G. Jimenez-Garcès
Eurofidai (CNRS and University of Grenoble 2) , University of Grenoble 2 - ESA - CERAG and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Date Posted: April 05, 2012
Accepted Paper Series
69 downloads

Incl. Fee Electronic Paper Aspirations, Well-Being, Risk-Aversion and Loss-Aversion
CEPR Discussion Paper No. DP8904
 Kees C. G. Koedijk , Rachel Pownall and Meir Statman
Tilburg University - Department of Finance , affiliation not provided to SSRN and Santa Clara University - Department of Finance
Date Posted: April 04, 2012
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Can Rare Events Explain the Equity Premium Puzzle?
CEPR Discussion Paper No. DP8899
 Anisha Ghosh and Christian Julliard
Carnegie Mellon University and London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: April 04, 2012
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Change You Can Believe in? Hedge Fund Data Revisions
CEPR Discussion Paper No. DP8898
 Andrew J. Patton , Tarun Ramadorai and Michael Streatfield
Duke University - Department of Economics , University of Oxford - Said Business School and University of Oxford - Said Business School
Date Posted: April 04, 2012
Working Paper Series
2 downloads

Incl. Fee Electronic Paper The Role of Speculation in Oil Markets: What Have We Learned so Far?
CEPR Discussion Paper No. DP8916
 Bassam Fattouh , Lutz Kilian and Lavan Mahadeva
University of Oxford - Oxford Institute for Energy Studies , University of Michigan at Ann Arbor - Department of Economics and Oxford Institute for Energy Studies
Date Posted: April 04, 2012
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Regulation and Risk: A Cross‐Country Survey of Regulated Companies
Bulletin of Economic Research, Vol. 64, Issue 2, pp. 226-238, 2012
 Alberto A. Gaggero
University of Pavia
Date Posted: April 04, 2012
Accepted Paper Series

Incl. Electronic Paper Discount Rate and Cost of Capital: Some More about the Puzzle
 Alfonso A. Rojo-Ramirez , Juana Alonso Canadas and Salvador Cruz-Rambaud
University of Almería , University of Almeria - Financial Economics and Accounting and University of Almería
Date Posted: April 04, 2012
Working Paper Series
112 downloads

Incl. Electronic Paper Heterogeneous Beliefs and the Cross Section of Asset Returns
 Xuezhong He and Lei Shi
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS)
Date Posted: April 04, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Itô’s Excursion Theory, the Hurst Coefficient, and Fractional Excursions in Finance
 Paitoon Wongsasutthikul and Calum G. Turvey
Cornell University - School of Applied Economics and Management and Cornell University - School of Applied Economics and Management
Date Posted: April 04, 2012
Working Paper Series
89 downloads

Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility
Applied Mathematical Finance 17 (3): 241-259
 Martin Forde and Antoine Jacquier
Dublin City University - Department of Mathematical Sciences and Imperial College London - Department of Mathematics
Date Posted: April 04, 2012
Accepted Paper Series

Incl. Electronic Paper The Cross-Section of German Stock Returns: New Data and New Evidence
Schmalenbach Business Review, Vol. 64, January 2012, pp. 20-43
 Sabine Artmann , Philipp Finter , Alexander Kempf , Stefan Koch and Erik Theissen
University of Cologne - Faculty of Management, Economics and Social Sciences , University of Cologne - Department of Finance , University of Cologne - Department of Finance & Centre for Financial Research (CFR) , University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Date Posted: April 04, 2012
Accepted Paper Series
62 downloads

Incl. Electronic Paper U.S. International Equity Investment
FRB International Finance Discussion Paper No. 1044, Darden Business School Working Paper No. 2033181
 John Ammer , Sara B. Holland , David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors , University of Georgia - C. Herman and Mary Virginia Terry College of Business , University of Virginia (UVA) - McIntire School of Commerce and University of Virginia - Darden Business School
Date Posted: April 04, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Venture Capital and Underpricing: Capacity Constraints and Early Sales
 Roberto B. Pinheiro
University of Colorado at Boulder - Department of Finance
Date Posted: April 04, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NYU Working Paper No. FIN-11-019
 Karthik Balakrishnan , Mary Brooke Billings , Bryan T. Kelly and Alexander Ljungqvist
University of Pennsylvania - Accounting DepartmentUniversity of Pennsylvania - The Wharton School , New York University , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: April 03, 2012
Last Revised: April 15, 2013
Working Paper Series
186 downloads

Incl. Electronic Paper Affine Variance Swap Curve Models
Swiss Finance Institute Research Paper No. 12-14
 Damir Filipovic
Ecole Polytechnique Fédérale de Lausanne
Date Posted: April 03, 2012
Last Revised: July 06, 2012
Working Paper Series
160 downloads


 

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