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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  References: 		238,981
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,991,814 Total downloads
Showing Papers 481 - 530 of 36,703
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Incl. Electronic Paper A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
Cody Blaine Hyndman and Polynice Oyono Ngou
Concordia University, Quebec - Department of Mathematics and Statistics and Concordia University, Quebec - Department of Mathematics & Statistics
Date Posted: April 09, 2013
Working Paper Series
15 downloads

Religion and Stock Price Crash Risk
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Rotman School of Management Working Paper No. 2246476
 Jeffrey L. Callen and Xiaohua Fang
University of Toronto - Rotman School of Management and Georgia State University- J. Mack Robinson College of Business
Date Posted: April 08, 2013
Accepted Paper Series

Short Selling by Individual Investors: Destabilizing or Price Discovering?
Pacific-Basin Finance Journal, Vol. 21, No. 1, 2013
 Chan Shik Jung , Woojin Kim and Dong Wook Lee
Dong-A University Business School , Seoul National University - Business School and Korea University Business School
Date Posted: April 08, 2013
Accepted Paper Series

Incl. Electronic Paper Unit IPO's: A Case of Specified Purpose Acquisition Companies (SPACs)
 Mirjana Cizmovic , Milan Lakicevic and Milos Vulanovic
Mediterranean University , College of Economics and Western New England University
Date Posted: April 08, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Legal Reforms in the Aftermath of the Financial Crisis: Opportunities and Challenges for Emerging Market Economies
 Nusret Cetin
Independent
Date Posted: April 08, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Market Timing with GEYR in Emerging Stock Market: The Evidence from Stock Exchange of Thailand
Journal of Finance and Investment Analysis, Vol. 1, Issue 4, (2012)
 Nopphon Tangjitprom
Assumption University of Thailand
Date Posted: April 07, 2013
Accepted Paper Series
21 downloads

Incl. Electronic Paper Month-of-the-Year Effects on Romanian Capital Market before and after the Adhesion to European Union
 Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: April 07, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Short-Term Influence of the Oil Price on Stock Prices from the Bucharest Stock Exchange
 Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: April 07, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Valuing Derivatives: Funding Value Adjustments and Fair Value
 John C. Hull and Alan White
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Date Posted: April 07, 2013
Last Revised: May 01, 2013
Working Paper Series
84 downloads

Incl. Electronic Paper Does Fund Trading Pressure Trigger Firm Timing of Payout Policies?
 Gianpaolo Parise
Swiss Finance Institute
Date Posted: April 07, 2013
Last Revised: May 03, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Deferred Taxes and Cost of Debt: Evidence from Japan
 Yumi Inamura and Shin'ya Okuda
Niigata University - Faculty of Economics and Osaka Gakuin University
Date Posted: April 07, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper The Construction of a Trustworthy Investment Opportunity: Insights from the Madoff Fraud
Contemporary Accounting Research, Forthcoming, HEC Paris Research Paper No. 971/2013
 Hervé Stolowy , Martin Messner , Thomas Jeanjean and C. Richard Baker
HEC Paris (Groupe HEC) - Accounting and Management Control Department , University of Innsbruck , ESSEC Business School and Adelphi University - School of Business
Date Posted: April 07, 2013
Last Revised: April 15, 2013
Accepted Paper Series
64 downloads

Incl. Electronic Paper Portfolio Selection with Bayesian Risk in Brazilian Stock Market
 Melquiades Pereira Lima , Vinicio Almeida and Rodrigo Jose Pires Ferreira Sr.
Federal University of Rio Grande do Norte - UFRN , Federal University of Rio Grande do Norte - UFRN and UFPE
Date Posted: April 07, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Financial Stress Index: A Lens for Supervising the Financial System
FRB of Cleveland Policy Discussion Paper No. 12-37
 Mikhail V. Oet , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: April 06, 2013
Accepted Paper Series
73 downloads

Incl. Electronic Paper Risk and Return in Retail Forex
 Ali Karbalaee
Antwerp Management School
Date Posted: April 06, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Martingale Optimal Transport and Robust Hedging in Continuous Time
Swiss Finance Institute Research Paper No. 13-13
 Yan Dolinsky and Halil Mete Soner
ETH Zürich and ETH Zürich
Date Posted: April 06, 2013
Working Paper Series
65 downloads

Incl. Electronic Paper The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market
 Robin K. Chou , George H. K. Wang and Yun-Yi Wang
National Chengchi University , George Mason University - Finance Area and Feng Chia University
Date Posted: April 06, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper The Mystery of Zero-Leverage Firms
Journal of Financial Economics (JFE), Forthcoming
 Ilya A. Strebulaev and Baozhong Yang
Stanford University - Graduate School of Business and Georgia State University - Robinson College of Business
Date Posted: April 06, 2013
Accepted Paper Series
60 downloads

U.S. Interest Rates and Emerging Market Bond Yield Spreads: A Changing Relationship?
Journal of Fixed Income, Vol. 22, No. 4, 2013
 Cheikh Anta Gueye and Amadou Nicolas Racine Sy
International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: April 06, 2013
Accepted Paper Series

Incl. Electronic Paper First Order Replication of Spread Options
 Sönke Blunck
Landesbank Berlin
Date Posted: April 06, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Important Characteristics, Weaknesses and Errors in German Equity Data from Thomson Reuters Datastream and Their Implications for the Size Effect
 Roman Brückner
University of Mannheim - Department of Business Administration and Finance
Date Posted: April 06, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Stock Prices, News, and Economic Fluctuations: Comment
FEDS Working Paper No. 2013-08
 André Kurmann and Elmar Mertens
Federal Reserve Board and Government of the United States of America - Division of Monetary Affairs
Date Posted: April 06, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper The Timeliness of Financial Reporting: An Empirical Legal Study of Russian Banks
Hastings Business Law Journal, Vol. 9, No. 2, p. 303, Winter 2013
 Robert W. McGee , Yeomin Yoon and Thomas J. Tarangelo
Fayetteville State University , Seton Hall University - W. Paul Stillman School of Business and Florida International University (FIU) - School of Accounting
Date Posted: April 06, 2013
Accepted Paper Series
26 downloads

Incl. Electronic Paper Rafi Replication: Easier Done than Said?
Journal of Asset Management Vol. 13, 3, 210-225
 Paskalis Glabadanidis , Ivan Obaydin and Ralf Zurbruegg
University of Adelaide Business School , University of Adelaide - Business School and University of Adelaide
Date Posted: April 05, 2013
Accepted Paper Series
13 downloads

Bivariate Cointegration and Time Varying Co-Movements of MIST Equity Markets with the Developed Stock Markets of the World
Indian Institute of Management Lucknow Working Paper No. 2012-13/27
 Vinodh Madhavan
Indian Institute of Management Lucknow
Date Posted: April 05, 2013
Last Revised: April 23, 2013
Working Paper Series

Incl. Fee Electronic Paper Do Criminal Sanctions Deter Insider Trading?
Financial Review, Vol. 48, Issue 2, pp. 205-232, 2013
 Bart Frijns , Aaron B. Gilbert and Alireza Tourani Rad
Auckland University of Technology - Faculty of Business & Law , Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Date Posted: April 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper International Cross‐Listings and Subsequent Security‐Market Choices: Evidence from ADRs
Financial Review, Vol. 48, Issue 2, pp. 311-341, 2013
 Narjess Boubakri , Jean‐Claude Cosset and Anis Samet
American University of Sharjah - School of Business and Management , HEC Montréal and American University of Sharjah - School of Business and Management
Date Posted: April 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Venture Capital Backing and Overvaluation: Evidence from the High‐Tech Bubble
Financial Review, Vol. 48, Issue 2, pp. 283-310, 2013
 Lanfang Wang , Susheng Wang and Jin Zhang
affiliation not provided to SSRN , Hong Kong University of Science & Technology (HKUST) - Department of Economics and Nankai University
Date Posted: April 05, 2013
Accepted Paper Series

Incl. Electronic Paper Recovering Drifts and Preference Parameters from Financial Derivatives
 Sergey Dubynskiy and Robert S. Goldstein
University of Minnesota - Twin Cities - Department of Business Finance and University of Minnesota - Twin Cities
Date Posted: April 05, 2013
Last Revised: April 08, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Principal Measures of Investment Risk: The Price Density Function - A Tool for Finding Volatility, Sensitivity, Duration, Convexity
 Tinashe Mangoro
Independent
Date Posted: April 05, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper The Performance of NDF Carry Trades
 John A. Doukas and Hao Zhang
Old Dominion University - College of Business & Public Administration and University of Victoria, Peter B. Gustavson School of Business
Date Posted: April 05, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper Stock Market Performance of Listed Banks: Ghanaian Experience
Bank of Ghana Working Paper No. WP/BOG-2013/02
 Settor Kwabla Amediku
SMC University
Date Posted: April 05, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Contagion Channels between Real Estate and Financial Markets
Swiss Finance Institute Research Paper No. 13-12
 Martin Hoesli and Reka Kustrim
University of Geneva - Graduate School of Business (HEC-Geneva) and University of Geneva
Date Posted: April 05, 2013
Last Revised: April 10, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper Keynesian Utilities: Bulls and Bears
Cowles Foundation Discussion Paper No. 1891
 Anat Bracha and Donald Brown
The Federal Reserve Bank of Boston and Yale University - Cowles Foundation
Date Posted: April 05, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Was There a 'Greenspan Conundrum' in the Euro Area?
CREST Working Paper No. 2013-07
 Gildas Lame
INSEE-CREST
Date Posted: April 05, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Deepening Association of Southeast Asian Nations’ Financial Markets
ADBI Working Paper 414
 Choong Lyol Lee and Shinji Takagi
Korea University Sejong - College of Business and Economics and Osaka University - Graduate School of Economics
Date Posted: April 04, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper The Geography of Risk Capital and Limits to Arbitrage
Chicago Booth Research Paper No. 13-44, Fama-Miller Working Paper
 Andrea Buraschi , Murat Cahit Meguturk and Emrah Sener
The University of Chicago , Imperial College London and Ozyegin University
Date Posted: April 04, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
 Viral V. Acharya , Robert F. Engle and Diane Pierret
New York University - Leonard N. Stern School of Business , New York University - Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: April 04, 2013
Last Revised: April 10, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Executive Compensation and Corporate Governance in Emerging Markets: The Theoretical Framework and Recent Developments
 Yongli Luo
Wayland Baptist University, School of Business
Date Posted: April 04, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Equity Risk Premium and Regional Integration
CESifo Working Paper Series No. 4158
 Mohamed El Hedi Arouri , Frederic Teulon and Christophe Rault
EDHEC Business School , Independent and University of Orleans
Date Posted: April 04, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Negotiation and the Clustering of Corporate Loan Spreads
Maastricht University RM/13/012
 Stefanie Kleimeier and Sajid M. Chaudhry
Maastricht University - Limburg Institute of Financial Economics (LIFE) and Birmingham Business School, University of Birmingham
Date Posted: April 04, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Trading Puzzle, Puzzling Trade
 Orhan Erdem , Evren Arık and Serkan Yüksel
Borsa Istanbul- Research Dept. , Galatasaray University and Borsa Istanbul
Date Posted: April 04, 2013
Last Revised: April 29, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Is Bankruptcy the Answer for Troubled Cities and States?
Houston Law Review, 2013, U of Penn, Inst for Law & Econ Research Paper No. 13-9
 David A. Skeel Jr.
University of Pennsylvania Law School
Date Posted: April 04, 2013
Accepted Paper Series
35 downloads

Incl. Electronic Paper Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
 Gary Antonacci
Portfolio Management Consultants
Date Posted: April 04, 2013
Last Revised: April 27, 2013
Working Paper Series
2310 downloads

An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility
Journal of Derivatives (2010), 18, 1, 39-58
 Dinghai Xu and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 04, 2013
Working Paper Series

Incl. Electronic Paper Interest-Rate Modelling in Collateralized Markets: Multiple Curves, Credit-Liquidity Effects, CCPs
 Andrea Pallavicini and Damiano Brigo
Banca IMI and Department of Mathematics, Imperial College, London
Date Posted: April 04, 2013
Working Paper Series
73 downloads

Incl. Electronic Paper Systematic Liquidity, Market Declines and Information: Evidence from the Chinese A-Share Market
 Xiaolin Qian and Lewis Tam
University of Macau and University of Macau
Date Posted: April 04, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Short-Sale Constraints, Bid-Ask Spreads, and Information Acquisition
 Hong Liu and Yajun Wang
Washington University in St. Louis - Olin Business School and Robert H. Smith School of Business, University of Maryland
Date Posted: April 04, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Return and Volatility Spillovers between Vietnam and Asian Stock Markets
 Võ Xuân Vinh and Nguyen Vinh Nghiem
Vietnam Posts and Telecommunications Group (VNPT) and Independent
Date Posted: April 04, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Did Long-Short Investors Destabilize Commodity Markets?
 Joelle Miffre and Chris Brooks
EDHEC Business School and University of Reading - ICMA Centre
Date Posted: April 04, 2013
Working Paper Series
63 downloads


 

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