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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
Papers Received in
  Last 12 months:
68,947

Paper Downloads:
To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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238,027
Total References: 8,463,775
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Total Citation
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,970,139 Total downloads
Showing Papers 4,751 - 4,800 of 36,679
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Option Pricing Revisited
Ilya I. Gikhman
Independent
Date Posted: March 07, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Pricing of Discount Bonds with a Markov Switching Regime
Robert J. Elliott and Katsumasa Nishide
University of Calgary - Haskayne School of Business and International Graduate School of Social Sciences, Yokohama National University
Date Posted: March 07, 2012
Last Revised: May 17, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper Shock on Variable or Shock on Distribution with Application to Stress-Tests
Banque de France Working Paper No. 368
Simon Dubecq and Christian Gourieroux
Banque de France and University of Toronto - Department of Economics
Date Posted: March 07, 2012
Last Revised: March 15, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper The Systematic Risk of Corporate Bonds: Default Risk, Term Risk and Index Choice
Christian Klein and Christoph Stellner
University of Hohenheim - Faculty of Business, Economics and Social Sciences and affiliation not provided to SSRN
Date Posted: March 07, 2012
Working Paper Series
74 downloads

Incl. Electronic Paper Explaining the Volatility Surface: A Closed-Form Solution to Option Pricing in a Fractional Jump-Diffusion Market
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Stefan Rostek
University of Tuebingen - Faculty of Economics and Business Administration
Date Posted: March 06, 2012
Last Revised: October 26, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper A Comprehensive Look at Financial Volatility Prediction by Economic Variables
BIS Working Paper No. 374
Charlotte Christiansen , Maik Schmeling and Andreas Schrimpf
University of Aarhus - School of Economics and Management - CREATES , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 06, 2012
Working Paper Series
155 downloads

Incl. Electronic Paper Analysts and Corporate Liquidity Policy
Chinghung (Henry) Chang
Arizona State University - Department of Finance
Date Posted: March 06, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Bounded Rationality, Information and Problem Analysis
International Technical Conference of Risk Management, Basel, February 2012
Antonella Malinconico
University of Sannio
Date Posted: March 06, 2012
Last Revised: March 11, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper Constant Proportion Portfolio Insurance Under Regime Switching Exponential Levy Process
Insurance: Mathematics and Economics, Forthcoming
Chengguo Weng
University of Waterloo
Date Posted: March 06, 2012
Last Revised: March 08, 2013
Accepted Paper Series
80 downloads

Does Religion Matter to Equity Pricing?
Journal of Business Ethics, Forthcoming
Sadok El Ghoul , Omrane Guedhami , Yang Ni , Jeffrey Pittman and Samir Saadi
University of Alberta - Campus Saint-Jean , University of South Carolina - Moore School of Business , Shanghai Jiao Tong University (SJTU) , Memorial University of Newfoundland (MUN) - Faculty of Business Administration and Queen's School of Business
Date Posted: March 06, 2012
Last Revised: April 26, 2012
Accepted Paper Series

Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds
Emerging Markets Review, Vol. 13, pp. 149-158, 2012
David Blitz and Joop Huij
Robeco Asset Management - Quantitative Strategies and Erasmus University - Rotterdam School of Management
Date Posted: March 06, 2012
Accepted Paper Series

Incl. Electronic Paper Financial Analysis and Valuation of Astrazeneca
Thanh C. Le
affiliation not provided to SSRN
Date Posted: March 06, 2012
Working Paper Series
231 downloads

Incl. Electronic Paper Financial Innovation: The Bright and the Dark Sides
HKIMR Working Paper No.05/2012
Thorsten Beck , Tao Chen , Chen Lin and Frank M. Song
Tilburg University - European Banking Center, CentER , Chinese University of Hong Kong (CUHK) - Department of Finance , Chinese University of Hong Kong (CUHK) - Department of Finance and University of Hong Kong - School of Economics and Finance
Date Posted: March 06, 2012
Last Revised: March 08, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Global Identification Standards for Counterparties and Other Financial Market Participants
Journal of Risk Management in Financial Institutions - Special Issue on Counterparty Risk, Vol. 5, No. 2
Allan D. Grody , Peter J. Hughes and Daniel Reininger
Financial InterGroup , Financial InterGroup-UK; York University and Semandex Networks Inc
Date Posted: March 06, 2012
Last Revised: April 17, 2012
Accepted Paper Series
364 downloads

Incl. Electronic Paper Human Security as a Proxy for Country Risk in the Credit Ratings of Frontier Market Sovereign Bonds
Allan Dwyer
Mount Royal University - Bissett School of Business
Date Posted: March 06, 2012
Working Paper Series
45 downloads

Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk
International Review of Finance, Vol. 11, No. 3, pp. 353-390, 2011
A. S. M. Sohel Azad , Victor Fang and J. Wickramanayake
Deakin University , Monash University - Department of Accounting and Finance and affiliation not provided to SSRN
Date Posted: March 06, 2012
Last Revised: March 07, 2012
Accepted Paper Series

Incl. Electronic Paper Optimal Bank Transparency
Bank of Finland Research Discussion Paper No. 9/2012
Diego Moreno and Tuomas Takalo
Universidad Carlos III de Madrid - Department of Economics and Bank of Finland, Monetary Policy and Research Department
Date Posted: March 06, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper Pension Risk, Governance and CFO Liability
Susan Mangiero
Fiduciary Leadership, LLC
Date Posted: March 06, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Public to Private Transactions: Company Characteristics, Wealth Gain and Role of Macro-Economic Factors
Thanh C. Le
affiliation not provided to SSRN
Date Posted: March 06, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Regímenes Societarios Paralelos: Una Alternativa Idónea para Promover el Desarrollo del Mercado de Valores (Parallel Systems of Corporate Law: A Way Forward for Stock Market Development)
Análisis Jurídico, Vol. 1, No. 2, p. 124, 2011,
Jose Miguel Mendoza
University of Oxford
Date Posted: March 06, 2012
Accepted Paper Series
11 downloads

Incl. Electronic Paper Sentiment, Irrationality and Market Efficiency: The Case of the 2010 FIFA World Cup
Guy Kaplanski and Haim Levy
Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 06, 2012
Working Paper Series
151 downloads

Incl. Electronic Paper Variance Bounds on the Permanent and Transitory Components Of Stochastic Discount Factors
Journal of Financial Economics, 2012
Gurdip Bakshi
University of Maryland - Robert H. Smith School of Business
Date Posted: March 06, 2012
Accepted Paper Series
23 downloads

Incl. Electronic Paper Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality
Nuri Volkan Kayacetin and Aditya Kaul
Ozyegin University and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 05, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Forecasting Economic Fundamentals and Stock Returns with Equity Market Order Flows
Nuri Volkan Kayacetin and Aditya Kaul
Ozyegin University and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 05, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Modeling Credit Contagion Via the Updating of Fragile Beliefs
Luca Benzoni , Pierre Collin-Dufresne , Robert S. Goldstein and Jean Helwege
Federal Reserve Bank of Chicago - Research Department , Columbia Business School - Finance and Economics , University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Date Posted: March 05, 2012
Working Paper Series
107 downloads

Nonparametric, Conditional Pricing of Higher Order Multivariate Contingent Claims
Kostas Giannopoulos
Neapolis University, Pafos
Date Posted: March 05, 2012
Working Paper Series

Incl. Electronic Paper Planning for the Death of a Systemically Important Financial Institution Under Title I § 165(d) of the Dodd-Frank Act: The Practical Implications of Resolution Plans or Living Wills in Planning a Bank's Funeral
Virginia Law & Business Review, Vol. 6, No. 3, p. 467, Winter 2012
Joseph Karl Grant
Capital University School of Law
Date Posted: March 05, 2012
Last Revised: March 06, 2012
Accepted Paper Series
154 downloads

Real Estate Investment Trusts (REITs) in India: Some Regulatory Issues
Kunal
Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering
Date Posted: March 05, 2012
Working Paper Series

The Art Fund in India: Origin, Structure and Performance
Kunal
Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering
Date Posted: March 05, 2012
Working Paper Series

Incl. Electronic Paper The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models
Linlin Niu and Gengming Zeng
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) and affiliation not provided to SSRN
Date Posted: March 05, 2012
Last Revised: March 20, 2012
Working Paper Series
48 downloads

VAR Without Correlations for Portfolios of Derivative Securities
Kostas Giannopoulos
Neapolis University, Pafos
Date Posted: March 05, 2012
Working Paper Series

Incl. Electronic Paper A Comparison and Survey of Finite Difference Methods for Pricing American Options Under Finite Activity Jump-Diffusion Models
Santtu Salmi and Jari Toivanen
University of Jyvaskyla - Department of Mathematical Information Technology and University of Jyvaskyla - Department of Mathematical Information Technology
Date Posted: March 04, 2012
Working Paper Series
163 downloads

Incl. Electronic Paper A Model of the Euro-Area Yield-Curve with Discrete Policy Rates
Jean-Paul Renne
Banque de France
Date Posted: March 04, 2012
Last Revised: February 20, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper A Systems Accident Approach to Systemic Financial Risk
Journal of Financial Transformation, Forthcoming
Joseph Calandro Jr.
Gabelli Center for Global Investment Analysis at Fordham University
Date Posted: March 04, 2012
Last Revised: July 04, 2012
Accepted Paper Series
54 downloads

Incl. Electronic Paper An Institutional REE Model with Relative Performance
Zhigang Qiu
Renmin University of China
Date Posted: March 04, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper Dichotomous Expectations and Insider Trading Following Open Market Repurchases
Hsuan-Chi Chen , Sheng-Syan Chen , Chia-Wei Huang and John Schatzberg
University of New Mexico - Anderson School of Management , National Taiwan University - Department of Finance , Yuan Ze University and University of New Mexico - Robert O. Anderson Schools of Management
Date Posted: March 04, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Does the Institutionalization of Derivatives Trading Spur Economic Growth?
Paulo Rodrigues , Claudia Schwarz and Norman Seeger
Maastricht University - Department of Finance , Goethe University Frankfurt and VU University Amsterdam
Date Posted: March 04, 2012
Last Revised: January 25, 2013
Working Paper Series
78 downloads

Incl. Electronic Paper East, West, Boom & Bust: The Spread of House Prices & Rents in Ireland, 2007-2012
Ronan C. Lyons
University of Oxford - Balliol College
Date Posted: March 04, 2012
Last Revised: March 03, 2013
Working Paper Series
268 downloads

Incl. Electronic Paper Economic Consequences of Going Concern Audit Opinions in Nonprofit Organizations
Nancy Chun Feng
Suffolk University
Date Posted: March 04, 2012
Last Revised: April 25, 2012
Working Paper Series
128 downloads

Incl. Electronic Paper Governance and Merger Activity in Banking
Journal of Business & Economic Studies, Vol. 17, No. 1, pp. 1-15, 2011
Thomas J. Piskula
City University of New York, Baruch College
Date Posted: March 04, 2012
Accepted Paper Series
79 downloads

Incl. Electronic Paper Ranking, Risk-Taking and Effort: An Analysis of the ECB’s Foreign Reserves Management
Antonio Scalia and Benjamin Sahel
Bank of Italy and European Central Bank
Date Posted: March 04, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper U.S. Presidential Elections and Implied Volatility: The Role of Political Uncertainty
Journal of Banking and Finance, Forthcoming
John W. Goodell and Sami Vähämaa
University of Akron - Department of Finance, College of Business Administration and University of Vaasa
Date Posted: March 04, 2012
Last Revised: December 31, 2012
Working Paper Series
152 downloads

Incl. Electronic Paper A Simple Characterization of Dynamic Completeness in Continuous Time
Theodoros Diasakos
Collegio Carlo Alberto
Date Posted: March 03, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Day of the Week Effect on VIX: A Parsimonious Representation
Maria T. Gonzalez-Perez and David E. Guerrero
Universidad Complutense de Madrid - Colegio Universitario de Estudios Financieros (CUNEF) and Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Date Posted: March 03, 2012
Last Revised: April 13, 2012
Working Paper Series
177 downloads

Incl. Electronic Paper Onshore and Offshore Hedge Funds: Are They Twins?
Bing Liang , George O. Aragon and Hyuna Park
University of Massachusetts at Amherst - Department of Finance & Operations Management , Arizona State University (ASU) - Finance Department and Minnesota State University
Date Posted: March 03, 2012
Working Paper Series
106 downloads

Portfolio Selection with Mental Accounts and Background Risk
Journal of Banking and Finance, Vol. 36, No. 4, pp. 968-980, April 2012
Alexandre M. Baptista
George Washington University - School of Business
Date Posted: March 03, 2012
Accepted Paper Series

The Impact of Catastrophes on Insurer Stock Volatility
Journal of Risk and Insurance, Forthcoming
Christian J. Thomann
Leibniz University Hannover
Date Posted: March 03, 2012
Accepted Paper Series

The Relation between Related Party Transactions and Firm Performance: Emphasis on Corporate Governance Mechanisms
Nezamoddin Rahimian and Hamid Mohammadi
affiliation not provided to SSRN and Raja University of Qazvin
Date Posted: March 03, 2012
Working Paper Series

Incl. Electronic Paper Forecasting Liquidity-Adjusted Intraday Value-at-Risk with Vine Copulas
Journal of Banking and Finance, Forthcoming
Gregor N. F. Weiss and Hendrik Supper
TU Dortmund University and Independent
Date Posted: March 02, 2012
Last Revised: May 05, 2013
Accepted Paper Series
150 downloads

Incl. Electronic Paper High-Frequency Technical Trading: The Importance of Speed
Tinbergen Institute Discussion Paper 12-018/4
Martin L. Scholtus and Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: March 02, 2012
Working Paper Series
720 downloads


 

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