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SSRN eLibrary Statistics:

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Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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Last 12 months: 11,186,469
Last 30 days: 1,057,644

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: G12
5,802,899 Total downloads
Showing Papers 451 - 500 of 13,813
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Incl. Electronic Paper Material Weakness in Internal Control and Stock Price Crash Risk: Evidence from SOX Section 404 Disclosure
Jie Zhou , Jeong-Bon Kim V and Ira Yeung
National University of Singapore (NUS) , City University of Hong Kong and Northwestern University - Department of Accounting Information & Management
Date Posted: January 29, 2013
Last Revised: February 01, 2013
Working Paper Series
127 downloads

Incl. Electronic Paper The Price of Stocks in Latin American Financial Markets: An Empirical Application of the Ohlson Model
The International Journal of Business and Finance Research, v. 6 (4) p. 73-85
 Pedro Martínez , Diego Prior and Josep Rialp
Instituto Tecnológico y Estudios Superiores de Monterrey , Autonomous University of Barcelona and Autonomous University of Barcelona - Department of Business Administration
Date Posted: January 29, 2013
Accepted Paper Series
23 downloads

Incl. Electronic Paper The Fama French Model or the Capital Asset Pricing Model: International Evidence
The International Journal of Business and Finance Research, v. 7 (2) p. 79-89
 Paulo Alves
Lisbon Accounting and Management Institute
Date Posted: January 29, 2013
Accepted Paper Series
92 downloads

Incl. Fee Electronic Paper Common Factors in Default Risk Across Countries and Industries
European Financial Management, Vol. 19, Issue 1, pp. 108-152, 2013
 Kevin Aretz and Peter F. Pope
Manchester Business School and City University London
Date Posted: January 29, 2013
Accepted Paper Series

Incl. Fee Electronic Paper The Analysis of Real Data Using a Multiscale Stochastic Volatility Model
European Financial Management, Vol. 19, Issue 1, pp. 153-179, 2013
 Lorella Fatone , Francesca Mariani , Maria Cristina Recchioni and Francesco Zirilli
affiliation not provided to SSRN , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 29, 2013
Accepted Paper Series

Incl. Electronic Paper Explanatory Factors for Market Multiples and Expected Returns
The International Journal of Business and Finance Research, v. 7 (1) p. 45-54
 Sandip Mukherji and Youngho Lee
Howard University - School of Business and Howard University
Date Posted: January 28, 2013
Accepted Paper Series
22 downloads

Incl. Electronic Paper Long-Term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets
The International Journal of Business and Finance Research, v. 7 (2) p. 53-78
 Sanjay Sehgal , Sakshi Jain and Laurence Porteu de la Morandiere
University of Delhi , University of Delhi and Groupe ESC Pau
Date Posted: January 28, 2013
Accepted Paper Series
45 downloads

Incl. Electronic Paper Measuring the Performance of Hedge Funds Using Two-Stage Endogenous Benchmarks
 Marco Wilkens , Juan Yao , Nagaratnam Jeyasreedharan and Patrick Oehler
University of Augsburg , University of Sydney - Business School - Finance Discipline , University of Tasmania and University of Augsburg
Date Posted: January 28, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Markets Evolution after the Credit Crunch
 Marco Bianchetti and Mattia Carlicchi
Intesa Sanpaolo - Market Risk Management and Intesa Sanpaolo - Market Risk Management
Date Posted: January 28, 2013
Working Paper Series
116 downloads

Incl. Electronic Paper Índice Libro Valoración de Empresas y Sentido Común (Company Valuation and Common Sense)
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: January 28, 2013
Last Revised: May 01, 2013
Working Paper Series
4200 downloads

Incl. Electronic Paper CDS Spreads and Systemic Risk - A Spatial Econometric Approach
 Armin Eder and Sebastian Keiler
Helvetia Versicherungen and Deutsche Bundesbank
Date Posted: January 28, 2013
Last Revised: February 20, 2013
Working Paper Series
99 downloads

Incl. Electronic Paper The Differential Impact of the Bank-Firm Relationship on IPO Underpricing: Evidence from China
 Xiangchao Hao , Jing Shi and Jian Yang
Nankai University - School of Economics , Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics and University of Colorado Denver - The Business School
Date Posted: January 26, 2013
Working Paper Series
52 downloads

Incl. Electronic Paper Municipal Bond Liquidity Before and After the Financial Crisis
Date Posted: January 26, 2013
Working Paper Series
57 downloads

Incl. Electronic Paper Close Form Pricing Formulas for CoCa CoCos
 José Manuel Corcuera , José Fajardo , Henrik Jonsson , Wim Schoutens and Arturo Valdivia
University of Barcelona , Getulio Vargas Foundation , European Commission - Joint Research Centre , KU Leuven - Department of Mathematics and University of Barcelona
Date Posted: January 25, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper The Accruals Anomaly: The Role of Non-Discretionary Accruals
 Atif Ikram
Wayne State University - School of Business Administration
Date Posted: January 25, 2013
Working Paper Series
114 downloads

Incl. Electronic Paper The Equity Risk Premium in 2013
 John R. Graham and Campbell R. Harvey
Duke University - Fuqua School of Business and Duke University - Fuqua School of Business
Date Posted: January 25, 2013
Last Revised: January 30, 2013
Working Paper Series
897 downloads

Incl. Electronic Paper Cross-Sectional Analysis of Asian Bank Stock Returns
 Jiyoun An and Sung-o Na
College of International Studies, Kyung Hee University and Bank of Korea
Date Posted: January 24, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper A Mean-Variance Benchmark for Intertemporal Portfolio Theory
Journal of Finance, Forthcoming
 John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: January 24, 2013
Accepted Paper Series
106 downloads

Incl. Electronic Paper The Agency Costs of Agency Capitalism: Activist Investors and the Revaluation of Governance Rights
Columbia Law Review, 2013 (Forthcoming), ECGI - Law Working Paper No. 197, Columbia Law and Economics Working Paper No. 438, Rock Center for Corporate Governance at Stanford University Working Paper No. 130
 Ronald J. Gilson and Jeffrey N. Gordon
Stanford Law School and Columbia Law School
Date Posted: January 24, 2013
Last Revised: March 12, 2013
Accepted Paper Series
413 downloads

Incl. Electronic Paper Price Signals and Bid-Ask Spreads in an Illiquid Market: The Case of Residential Property in Ireland, 2006-2011
 Ronan C. Lyons
University of Oxford - Balliol College
Date Posted: January 23, 2013
Last Revised: February 21, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Sovereign Contagion in Europe: Evidence from the CDS Market
Quaderni DSE Working Paper N° 863,
 Paolo Manasse and Luca Zavalloni
Università degli Studi di Bologna - Department of Economics and University of Bologna
Date Posted: January 23, 2013
Last Revised: February 28, 2013
Working Paper Series
99 downloads

Incl. Electronic Paper Coherent Foreign Exchange Market Models
 Alessandro Gnoatto
Ludwig-Maximilians-Universität Munich
Date Posted: January 23, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper 1959 valoraciones de la expropiacion de YPF (Valuations of the Expropriation of YPF)
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: January 23, 2013
Last Revised: April 18, 2013
Working Paper Series
999 downloads

Incl. Electronic Paper Consistent Pricing and Hedging Volatility Derivatives with Two Volatility Surfaces
 Ke Chen and Ser-Huang Poon
University of Manchester - Manchester Business School and University of Manchester - Business School
Date Posted: January 23, 2013
Last Revised: February 08, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper DVA for Assets
Risk, February 2013
 Chris Kenyon and Richard David Kenyon
Lloyds Banking Group - Wholesale Banking & Markets and University of Northampton
Date Posted: January 23, 2013
Accepted Paper Series
60 downloads

Incl. Electronic Paper Integrated Risk Management in a Commercial Market-Maker Bank Using the 'Cash Flow at Risk' Approach
 Igor Voloshyn and Mykyta Voloshyn
The University of banking of the National Bank of Ukraine and National Technical University of Ukraine
Date Posted: January 23, 2013
Working Paper Series
90 downloads

Incl. Electronic Paper Asset Pricing Frictions in Fragmented Markets - Online Appendix
 Emiliano Pagnotta
New York University (NYU)- Stern School of Business Dept. of Finance
Date Posted: January 23, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Money Markets' Factors in Euro Area and EMU Government Bond Market Convergence
 Dionisis Th. Philippas and Costas Siriopoulos
Joint Research Center of the European Commission and University of Patras - Business Administration
Date Posted: January 23, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Non-Tradable S&P 500 Index and the Pricing of Its Traded Derivatives
 Christian Gourieroux , Joann Jasiak and Peng Xu
University of Toronto - Department of Economics , York University - Department of Economics and ESSEC Business School
Date Posted: January 23, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Is the S&P 500 Index Tradable?
 Peng Xu
ESSEC Business School
Date Posted: January 23, 2013
Working Paper Series
44 downloads

Incl. Electronic Paper The Importance of Trade and Capital Imbalances in the European Debt Crisis
Peterson Institute for International Economics Working Paper No. 13-01
 Andrew J. Hughes Hallett and Juan Carlos Martinez Oliva
George Mason University - School of Public Policy and Bank of Italy
Date Posted: January 22, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Portfolio Optimization: A Combined Regime-Switching and Black–Litterman Model
 Edwin Fischer and Immanuel Seidl
University Graz and University of Graz - Department of Finance
Date Posted: January 22, 2013
Working Paper Series
169 downloads

Incl. Electronic Paper CDS Option Valuation under Double-Exponential Jump-Diffusion (DEJD)
 Ramaprasad Bhar and Nedim Handzic
University of New South Wales (UNSW) - School of Banking and Finance and University of New South Wales (UNSW)
Date Posted: January 22, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Dynamic Information Disclosure
 Martin J. Dierker and Avanidhar Subrahmanyam
Korea Advanced Institute of Science and Technology (KAIST) - School of Finance and Accounting and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: January 22, 2013
Last Revised: January 31, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities
 George Milunovich and Minxian Yang
Macquarie University - Department of Economics and University of New South Wales - Australian School of Business - School of Economics
Date Posted: January 22, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper The Role of Disaggregation of Earnings in Stock Valuation and Earnings Forecasting
 Pengguo Wang
Xfi, University of Exeter
Date Posted: January 19, 2013
Working Paper Series
77 downloads

Incl. Electronic Paper What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds
De Nederlandsche Bank Working Paper No. 368
 Dirk Broeders , Paul Hilbers and David R. Rijsbergen
De Nederlandsche Bank , De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: January 19, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications
 Michael Donadelli , Lorenzo Prosperi , Federica Romei and Federico Silvestri
LUISS Guido Carli University , University of Toulouse 1 - Toulouse School of Economics (TSE) , LUISS Guido Carli University and Allianz Investment Management Spa
Date Posted: January 18, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Hedge Fund Replication: Putting the Pieces Together
 Vincent Weber and Florian Peres
Prime Capital AG and Prime Capital AG
Date Posted: January 18, 2013
Last Revised: March 19, 2013
Working Paper Series
209 downloads

Incl. Electronic Paper A Model of Financialization of Commodities
 Suleyman Basak and Anna Pavlova
London Business School and London Business School
Date Posted: January 18, 2013
Last Revised: May 10, 2013
Working Paper Series
149 downloads

Incl. Electronic Paper Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions
UNSW Australian School of Business Research Paper No. 2013ACTL01
 Daniel H. Alai , Hua Chen , Daniel Wanhee Cho , Katja Hanewald and Michael Sherris
Australian School of Business at UNSW , Temple University - Department of Risk, Insurance and Healthcare Management , University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research , University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: January 17, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Liquidity Provision in a Limit Order Book without Adverse Selection
Journal of Economics and Business, Forthcoming
 Onur Bayar
University of Texas at San Antonio, College of Business
Date Posted: January 17, 2013
Accepted Paper Series
24 downloads

Incl. Electronic Paper Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis
 David M. Smith , Christophe Faugère and Ying Wang
State University of New York at Albany - School of Business , BEM and State University of New York at Albany - School of Business
Date Posted: January 17, 2013
Working Paper Series
1797 downloads

Incl. Electronic Paper Evaluation of Long-Dated Investments Under Uncertain Growth Trend, Volatility and Catastrophes
CESifo Working Paper Series No. 4052
 Christian Gollier
University of Toulouse 1 - Industrial Economic Institute (IDEI)
Date Posted: January 17, 2013
Working Paper Series
29 downloads

Measuring Performance of UK Ethical Unit Trusts in Changing Economic Conditions
 Abul Hassan
Markfield Institute of Higher Education
Date Posted: January 17, 2013
Working Paper Series

Incl. Electronic Paper Stock Market Liquidity, Aggregate Analyst Forecast Errors, and the Economy
 Ji-Chai Lin and Kenneth John Reichelt
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Louisiana State University, Baton Rouge - Department of Accounting
Date Posted: January 17, 2013
Working Paper Series
73 downloads

Incl. Electronic Paper Performance Evaluation of Islamic Mutual Funds Relative to Conventional Funds: Empirical Evidence from Saudi Arabia
International Journal of Islamic and Middle Eastern Finance and Management, Forthcoming
Dawood Ashraf
Prince Mohammad Bin Fahd University
Date Posted: January 17, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper Pricing and Hedging CoCos
 Patrick Cheridito and Zhikai Xu
Princeton University and Princeton University
Date Posted: January 17, 2013
Last Revised: April 22, 2013
Working Paper Series
129 downloads

Incl. Electronic Paper Contingent Capital with Repeated Interconversion Between Debt and Equity
 Zhaojun Yang and Zhiming Zhao
Hunan University - School of Finance and Statistics and Hunan University - School of Finance and Statistics
Date Posted: January 16, 2013
Last Revised: February 04, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Pricing of Collectibles: Baedeker Guidebooks
Economic Modelling, 29 (2012) 1968–1978,
Péter Erdos and Mihály Ormos
Budapest University of Technology and Economics and Budapest University of Technology and Economics - Department of Finance
Date Posted: January 15, 2013
Accepted Paper Series
14 downloads


 

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