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SSRN eLibrary Statistics:

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Abstracts: 566,047
Full Text Papers: 468,176
Authors: 262,454
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  Last 12 months:
63,698

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To date: 78,688,977
Last 12 months: 9,719,885
Last 30 days: 793,227

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263,937
Total References: 9,064,481
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6,006,875
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  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: G10
1,723,266 Total downloads
Showing Papers 461 - 510 of 5,178
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Incl. Electronic Paper Returns on German Stocks 1954-2013
Richard Stehle and Martin H. Schmidt
Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Date Posted: September 18, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Central Role of the Organisational Innovation in Creating Sustainable Organisation and Development: A Review
Samithamby Senthilnathan and Anthonypillai Anton Arulrajah
Independent and Eastern University, Sri Lanka
Date Posted: September 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Portfolio Level FVA Under Pefect Collateralization and Re-Hypothecation
Yupeng Jiang
University College London
Date Posted: September 18, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Rise of the Dark Side; Dark Pool Trading and the Two-Tiered Implication
Katerina R. Mills
Independent
Date Posted: September 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective
ADBI Working Paper No. 497
Naoyuki Yoshino , Farhad Taghizadeh Hesary , Ali Hassanzadeh and Ahmad Danu Prasetyo
Asian Development Bank Institute , Keio University , Monetary and Banking Research Institute (MBRI) and Bandung Institute of Technology - School of Business and Management, Bandung Institute of Technology
Date Posted: September 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Asset Pricing Model Conditional on Up and Down Market for Emerging Market: The Case of Pakistan
Nida Shah , Javed Ali Dars and Muhammad Arshad Haroon
Isra University , Isra University and Isra University
Date Posted: September 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Financial Stability and Economic Performance
Jerome Creel , Paul Hubert and Fabien Labondance
Observatoire Francais des Conjonctures Economiques (OFCE) , SciencesPo - OFCE and Observatoire Français des Conjonctures Economiques (OFCE)
Date Posted: September 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Do Syndicated Loan Borrowers Trade-Off Accrual-Based Earnings Management with Real Activities Manipulation?
2014 American Accounting Association Annual Meeting
Dina F. El-Mahdy and Kang Cheng
Morgan State University and Morgan State University
Date Posted: September 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Is Risk Higher During Non-Trading Periods? Tail Risk Evidence from Overnight Market Returns
Christoph Riedel and Niklas Wagner
University of Passau and Passau University
Date Posted: September 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Taxes, Spending, and Market Returns
Anthony M. Diercks and William Waller
University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: September 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Uniformly Distributed Random Portfolio
Woo Chang Kim and Yongjae Lee
Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: September 12, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
Proceedings of the 2nd Applied Financial Economics (AFE) International Conference on “Financial Economics”, Samos island, Greece, July 15-17, 2005,
Dimitris Kenourgios , Aristeidis Samitas and Spyros Papathanasiou
University of Athens - Faculty of Economics , University of the Aegean and Hellenic Open University
Date Posted: September 11, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Equity Recourse Notes: Creating Counter-Cyclical Bank Capital
Jeremy Bulow and Paul Klemperer
Stanford University and University of Oxford - Department of Economics
Date Posted: September 11, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Individual Investors and Suboptimal Early Exercises in the Fixed-Income Market
Mathias Eickholt , Oliver Entrop and Marco Wilkens
University of Passau , University of Passau and University of Augsburg
Date Posted: September 10, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment
African Governance and Development Institute WP/12/004
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Democracy and Stock Market Performance in African Countries
African Governance and Development Institute WP/11/021
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 10, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Government Quality Determinants of Stock Market Performance in African Countries
African Governance and Development Institute WP/11/019
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The 2011 Japanese Earthquake, Tsunami and Nuclear Crisis: Evidence of Contagion from International Financial Markets
African Governance and Development Institute WP/11/006
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Globalization, Financial Crisis and Contagion: Time-Dynamic Evidence from Financial Markets of Developing Countries
African Governance and Development Institute WP/11/004
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series

Incl. Electronic Paper Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
African Governance and Development Institute WP/11/003
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
2 downloads

Equity Market Integration: The New Emerging Economy of Montenegro
Review of Accounting and Finance, Vol. 13, Issue 3, pp. 291-306, 2014
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: September 07, 2014
Accepted Paper Series

Constant Impact Strategy
The Journal of Trading, Summer 2014, Vol. 9, No. 3: pp. 26-33
Vladimir Markov
Liquidnet, Inc.
Date Posted: September 06, 2014
Accepted Paper Series

Incl. Electronic Paper Understanding the Impact of Large Scale Asset Purchases on Long-Term Government Bond Yields: The Quantitative Easing Paradox
Thomas Raffinot
BNPP Cardif Investment & Asset Management
Date Posted: September 06, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Investor Trading Behavior Around the Time of Geopolitical Risk Events: Evidence from South Korea
Y. Han (Andy) Kim and Hosung Jung
Nanyang Technological University (NTU) and Bank of Korea
Date Posted: September 04, 2014
Working Paper Series
18 downloads

Threshold Stochastic Conditional Duration Model for Transaction Data
Tony S. Wirjanto , Zhongxian Men and Adam W. Kolkiewicz
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science , Independent and Independent
Date Posted: September 03, 2014
Working Paper Series

Bayesian Inference of Multiscale Stochastic Conditional Duration Models
Tony S. Wirjanto , Zhongxian Men and Adam W. Kolkiewicz
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science , Independent and Independent
Date Posted: September 03, 2014
Working Paper Series

Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects
Tony S. Wirjanto , Zhongxian Men and Adam W. Kolkiewicz
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science , Independent and Independent
Date Posted: September 02, 2014
Working Paper Series

Incl. Electronic Paper An Indicator of Systemic Liquidity Risk in the Italian Financial Markets
Bank of Italy Occasional Paper No. 217
Eleonora Iachini and Stefano Nobili
Bank of Italy and Bank of Italy
Date Posted: September 02, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Trade Signing in Fast Markets
Allen Carrion and Madhuparna Kolay
Lehigh University and University of Portland
Date Posted: September 02, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Breakthrough in Understanding Derivatives and Option Based Hedging - Marginal and Joint Probability Density Functions of Vanilla Options - True Value-at-Risk and Option Based Hedging Strategies
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: September 02, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
INE PAN Working Paper Series
Oskar Kowalewski , Łukasz Kozłowski and Paulina Roszkowska
Institute of Economics of the Polish Academy of Sciences (INE PAN) , Bank Gospodarki Żywnościowej SA and Warsaw School of Economics (SGH)
Date Posted: August 31, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Does VIX Truly Measure Return Volatility?
Victor Chow , Wanjun Jiang and Jingrui Li
West Virginia University , Guang Hua School of Management, Peking University and West Virginia University
Date Posted: August 31, 2014
Last Revised: September 01, 2014
Working Paper Series
244 downloads

Incl. Electronic Paper Pairs Trading Strategy in Dhaka Stock Exchange: Implementation and Profitability Analysis
Asian Economic and Financial Review, 2014, 4(8): 1091-1105
Sharjil Muktafi Haque and A.K. Enamul Haque
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and East West University
Date Posted: August 30, 2014
Accepted Paper Series
10 downloads

Incl. Fee Electronic Paper The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing
Journal of Investment Consulting, Vol. 15, No. 1, 51-66, 2014
Arun Muralidhar , Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions/George Washington Univ , Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Date Posted: August 30, 2014
Last Revised: August 31, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Flexibility Theory as a Corporate Governance Mechanism
Journal of Investment Consulting, Vol. 15, No. 1, 67-75, 2014
Kurtay Ogunc
Texas A&M University (TAMU) - Commerce
Date Posted: August 30, 2014
Accepted Paper Series

Incl. Electronic Paper Credit Default Swaps and Loss Given Default: Has the CDS Market Affected the Recovery Rates of U.S. Corporate Defaults?
Min Qi , Deming Wu and Hong Yan
Office of the Comptroller of the Currency - Credit Risk Analysis Division , Office of the Comptroller of the Currency and Shanghai Advanced Institute of Finance, and University of South Carolina
Date Posted: August 30, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Chasing Volatility: A Persistent Multiplicative Error Model with Jumps
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: August 30, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Endogenous Closet Indexing in Active Management
David C. Brown and Shaun William Davies
University of Arizona - Department of Finance and University of Colorado-Boulder
Date Posted: August 30, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Baltic Listed Companies’ Disclosure Quality – Far Ahead or Lagging Behind?
Discussions on Estonian Economic Policy: EU Member States After the Economic Crisis, No. 1, 2014
Imbi Karmo and Laivi Laidroo
Tallinn University of Technology (TUT) and Tallinn University of Technology (TUT)
Date Posted: August 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report
Jon Danielsson , Kevin R. James , Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre , London School of Economics , University of Chile and Federal Reserve Board
Date Posted: August 30, 2014
Working Paper Series
30 downloads

Incl. Fee Electronic Paper Emerging Market Outperformance: Publicly Traded Affiliates of Multinational Corporations
Journal of Investment Consulting, Vol. 15, No. 1, 27-35, 2014
Martijn Cremers
University of Notre Dame
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk, and Valuation for Improved Performance
Journal of Investment Consulting, Vol. 15, No. 1, 12-26, 2014
David Garff
Accuvest Global Advisors
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Northern Exposure: How Canadian Micro-Cap Stock Investments Can Benefit Investors
Journal of Investment Consulting, Vol. 15, No. 1, pp. 36-50, 2014
Stephen R. Foerster , Lionel Fogler and Stephen Sapp
University of Western Ontario - Richard Ivey School of Business , Kingwest & Company and University of Western Ontario - Richard Ivey School of Business
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Electronic Paper Credit Default Swaps and Systemic Risk
Rama Cont and Andreea Minca
Imperial College London and Cornell University
Date Posted: August 29, 2014
Last Revised: September 02, 2014
Working Paper Series
79 downloads

Incl. Electronic Paper Negligence versus Strict Liability: The Case of Underwriter Liability in IPO's
DePaul Business & Commercial Law Journal, Vol. 4, pp. 451-496 (2006)
Noam Sher
The Carmel Academic Center - Faculty of Law
Date Posted: August 29, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper A Leverage-Based Measure of Financial Instability
FRB of New York Staff Report No. 688
Alexander Tepper and Karol Jan Borowiecki
Federal Reserve Banks - Federal Reserve Bank of New York and University of Southern Denmark
Date Posted: August 29, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper By the Numbers: A Discussion of Risk Management and Quantitative Investing with Robert B. Litterman, PhD
Journal of Investment Consulting, Vol. 15, No. 1, 3-11, 2014
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: August 28, 2014
Accepted Paper Series
80 downloads

Incl. Electronic Paper Model Uncertainty in Panel Vector Autoregressive Models
Gary Koop and Dimitris Korobilis
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow - Adam Smith Business School
Date Posted: August 28, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐Of‐The‐Week Effect
International Review of Finance, Vol. 14, Issue 3, pp. 345-392, 2014
Ke Yang and Langnan Chen
South China Agricultural University - College of Economics & Management and Zhongshan University - Lingnan (University) College
Date Posted: August 28, 2014
Accepted Paper Series

Incl. Electronic Paper On the Existence of an Optimal Estimation Window for Risk Measures
Marcelo Brutti Righi and Paulo Sergio Ceretta
Universidade Federal de Santa Maria and Universidade Federal de Santa Maria
Date Posted: August 27, 2014
Working Paper Series
38 downloads


 

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