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JEL Code: G12
5,802,389 Total downloads
Showing Papers 4,851 - 4,900 of 13,813
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Effectiveness of Price Limit Hits of Japan
Haitham Nobanee
and
Maryam Al Hajjar
Abu Dhabi University
and
Abu Dhabi University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series
Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange
Wasim K. AlShattarat
,
Haitham Nobanee
and
Ayman E. Haddad
affiliation not provided to SSRN
,
Abu Dhabi University
and
Hashemite University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series
Price Limits and Volatility: A New Approach and Some New Empirical Evidence from the Tokyo Stock Exchange
Haitham Nobanee
,
Wasim K. AlShattarat
,
Ayman E. Haddad
and
Maryam Al Hajjar
Abu Dhabi University
,
affiliation not provided to SSRN
,
Hashemite University
and
Abu Dhabi University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series
The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options
Alexandra Hansis
,
Christian Schlag and
Grigory Vilkov
Goethe University Frankfurt - House of Finance
,
Goethe University Frankfurt - Department of Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: September 10, 2009
Last Revised: February 02, 2010
Working Paper Series
326 downloads
Theory of Rational Futures-Style Option Pricing
Rodolfo Oviedo and
Domingo A. Tarzia
Universidad Austral
and
Univ. Austral, FCE, Mathematics Department & CONICET
Date Posted: September 10, 2009
Working Paper Series
150 downloads
Asian and Australian Options from a New Perspective: An Australian Approach
Christian-Oliver Ewald
,
Olaf Menkens
and
Sai Hung Marten Ting
University of Glasgow
,
Dublin City University - School of Mathematical Sciences
and
University of Sydney
Date Posted: September 09, 2009
Last Revised: September 12, 2012
Working Paper Series
113 downloads
Piety and Profits: Stock Market Anomaly During the Muslim Holy Month
Finance and Corporate Governance Conference 2010 Paper
Jedrzej Pawel Bialkowski
,
Ahmad Etebari
and
Tomasz Piotr Wisniewski
University of Canterbury - Department of Economics and Finance
,
University of New Hampshire
and
University of Leicester
Date Posted: September 09, 2009
Last Revised: May 19, 2011
Working Paper Series
655 downloads
The Identification of Trademark Filing Strategies: Creating, Hedging, Modernizing, and
Extending Brands
Philipp G. Sandner
TUM School of Management, Technische Universität München
Date Posted: September 09, 2009
Working Paper Series
158 downloads
The Market Price of Risk of the Variance Term Structure
George Dotsis
Essex Finance Centre, Essex Business School,University of Essex -
Date Posted: September 09, 2009
Last Revised: April 26, 2011
Working Paper Series
205 downloads
The Market Value of R&D, Patents and Trademarks
Research Policy, Vol. 40, No. 7, pp. 969-985
Philipp G. Sandner and
Joern Block
TUM School of Management, Technische Universität München
and
University of Trier - Faculty of Management
Date Posted: September 09, 2009
Last Revised: November 01, 2011
Accepted Paper Series
339 downloads
Disasters Implied by Equity Index Options
CEPR Discussion Paper No. DP7416
David K. Backus ,
Mikhail Chernov and
Ian Martin
NYU Stern School of Business
,
London School of Economics
and
Stanford University
Date Posted: September 08, 2009
Working Paper Series
4 downloads
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
CEPR Discussion Paper No. DP7398
Suleyman Basak and
Hongjun Yan
London Business School
and
Yale University - International Center for Finance
Date Posted: September 08, 2009
Working Paper Series
2 downloads
Dynamic Trading with Predictable Returns and Transaction Costs
CEPR Discussion Paper No. DP7392
Nicolae Garleanu and
Lasse Heje Pedersen
University of California, Berkeley - Haas School of Business
and
New York University (NYU) - Department of Finance
Date Posted: September 08, 2009
Working Paper Series
3 downloads
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
NYU Working Paper No. FIN-09-009
Nils Friewald
,
Rainer Jankowitsch
and
Marti G. Subrahmanyam
Vienna University of Economics and Business
,
Vienna University of Economics and Business
and
New York University - Stern School of Business
Date Posted: September 08, 2009
Last Revised: March 16, 2010
Working Paper Series
151 downloads
Equilibrium Driven by Discounted Dividend Volatility
Swiss Finance Institute Research Paper No. 09-34
Jaksa Cvitanic and
Semyon Malamud
California Institute of Technology - Division of the Humanities and Social Sciences
and
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Date Posted: September 08, 2009
Working Paper Series
66 downloads
Exchange-Traded Fund Introductions and Closed-End Discounts and Volume
Financial Review, Forthcoming
Scott W. Barnhart and
Stuart Rosenstein
Florida Atlantic University
and
Inner Banks Financial Analysis, LLC
Date Posted: September 08, 2009
Last Revised: September 29, 2009
Accepted Paper Series
288 downloads
Exchange-Traded Fund Introductions and Closed-End Fund Discounts and Volume (Unabridged Version)
Finanical Review, Abridged Version, Forthcoming
Scott W. Barnhart and
Stuart Rosenstein
Florida Atlantic University
and
Inner Banks Financial Analysis, LLC
Date Posted: September 08, 2009
Accepted Paper Series
98 downloads
Pricing of Commercial Real Estate Securities during the 2007-2009 Financial Crisis
Joost Driessen and
Otto Van Hemert
Tilburg University - Department of Finance
and
New York University (NYU) - Department of Finance
Date Posted: September 08, 2009
Last Revised: July 29, 2011
Working Paper Series
1126 downloads
The Value of a Variance Swap - A Question of Interest
Risk, pp. 82-85, June 2010
Per Horfelt
and
Olaf Torne
Barclays - Barclays Capital - New York
and
Ecole Centrale Paris, BNP Paribas Chair of Quantitative Finance
Date Posted: September 08, 2009
Last Revised: June 08, 2010
Working Paper Series
582 downloads
Using Patent Citation Patterns to Infer Innovation Market Competition
Research Policy, Vol. 40, No. 6, 2011
Darshak Patel
and
Michael R. Ward
Gatton College of Business and Economics, Department of Economics, University of Kentucky
and
University of Texas at Arlington - College of Business Administration - Department of Economics
Date Posted: September 08, 2009
Last Revised: May 21, 2012
Working Paper Series
56 downloads
Economists' Hubris: The Case of Asset Pricing
Journal of Financial Transformation, Vol. 27, pp. 9-13, December 2009
Shahin Shojai
and
George Feiger
Ernst & Young LLP
and
Contango Capital Advisors
Date Posted: September 07, 2009
Last Revised: October 05, 2009
Accepted Paper Series
5671 downloads
Retail Investor Industry Demand and the Cross-Section of Stock Returns
Russell E. Jame
and
Qing Tong
University of New South Wales
and
Singapore Management University - School of Business
Date Posted: September 06, 2009
Last Revised: April 26, 2013
Working Paper Series
181 downloads
A Flow-Based Explanation for Return Predictability
Dong Lou
London School of Economics & Political Science (LSE)
Date Posted: September 06, 2009
Last Revised: July 01, 2010
Working Paper Series
409 downloads
Do Voluntary Disclosures that Disavow the Reliability of Mandated Fair Value Information Reflect Legitimate Concerns About Reliability?
AAA 2010 Financial Accounting and Reporting Section (FARS) Paper
Walter G. Blacconiere ,
James R. Frederickson ,
Marilyn F. Johnson and
Melissa Fay Lewis
Indiana University Bloomington - Department of Accounting
,
Melbourne Business School
,
Michigan State University - Department of Accounting & Information Systems
and
University of Utah
Date Posted: September 06, 2009
Last Revised: October 06, 2010
Working Paper Series
261 downloads
Hitting the Rate Notes
Bloomberg Markets, July 2009
Mirko Filippi
and
Harvey J. Stein
Bloomberg L.P.
and
Bloomberg L.P.
Date Posted: September 06, 2009
Last Revised: February 15, 2012
Accepted Paper Series
328 downloads
Did Fair Valuation Depress Equity Values During the 2008 Financial Crisis?
Claudine Madras Gartenberg and
George Serafeim
New York University (NYU) - Leonard N. Stern School of Business
and
Harvard University - Harvard Business School
Date Posted: September 05, 2009
Last Revised: November 03, 2009
Working Paper Series
677 downloads
An Emerging Equilibrium in the EU Emissions Trading Scheme
Energy Economics, Forthcoming
Don Bredin
and
Cal B. Muckley
University College Dublin
and
University College Dublin (UCD) - UCD Smurfit Graduate School of Business
Date Posted: September 04, 2009
Last Revised: September 17, 2010
Accepted Paper Series
272 downloads
Beware of the Beta Flip! Pitfalls in DCF-Valuations of Temporarily and Sustainably Distressed Companies and How to Avoid Them
Matthias Meitner
Allianz SE
Date Posted: September 04, 2009
Working Paper Series
216 downloads
The Impacts of Liquidity Risk on Option Prices
Robin K. Chou ,
San-Lin Chung ,
Yu-Jen Hsiao
and
Yaw-Huei Wang
National Chengchi University
,
National Taiwan University - Department of Finance
,
National Central University at Taiwan
and
National Taiwan University
Date Posted: September 04, 2009
Working Paper Series
175 downloads
Does the Accrual Anomaly End When Accruals Reverse?
Tatiana Fedyk
,
Zvi Singer
and
Theodore Sougiannis
Arizona State University (ASU) - School of Accountancy
,
McGill University - Desautels Faculty of Management
and
University of Illinois at Urbana-Champaign - Department of Accountancy
Date Posted: September 03, 2009
Last Revised: May 01, 2013
Working Paper Series
412 downloads
Estimating Continuous-Time Stochastic Volatility Models of the Short-Term Interest Rate: A Comparison of the Generalized Method of Moments and the Kalman Filter
Review of Quantitative Finance and Accounting, Vol. 33, No. 4, 2009
Travis Sapp
Iowa State University - Department of Finance
Date Posted: September 03, 2009
Accepted Paper Series
159 downloads
Nonlinear Price Evolution
Quarterly of Applied Mathematics, Vol. 63, pp. 715-720, 2005
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Date Posted: September 03, 2009
Accepted Paper Series
70 downloads
Ups and Downs: Valuing Cyclical and Commodity Companies
Aswath Damodaran
New York University - Stern School of Business
Date Posted: September 03, 2009
Working Paper Series
1708 downloads
Stock Market Efficiency with Reference to a New Measure of Earnings News
Cameron Truong
and
Philip B. Shane
Monash University
and
University of Virginia - McIntire School of Commerce
Date Posted: September 02, 2009
Working Paper Series
46 downloads
Taxes and Ex-Dividend Day Returns: Evidence from REITs
National Tax Journal, Vol. 62, No. 4, December 2009
Oliver Zhen Li and
David P. Weber
National University of Singapore
and
University of Connecticut - Department of Accounting
Date Posted: September 01, 2009
Last Revised: December 16, 2009
Accepted Paper Series
An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies: An Empirical Study for the German Stock Market
Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 285-313, 2009
Marcus Deetz
,
Thorsten Poddig
,
Irina Sidorovitch
and
Armin Varmaz
University of Bremen
,
University of Bremen
,
University of Bremen
and
Brown University - Department of Economics
Date Posted: August 31, 2009
Accepted Paper Series
Delta-Hedging Works: On Market Completeness in Diffusion Models
Hans Buehler
JP Morgan Chase, London
Date Posted: August 31, 2009
Last Revised: October 06, 2009
Working Paper Series
141 downloads
Do Announcements of Corporate Bond Rating Revisions Matter?
22nd Australasian Finance and Banking Conference 2009
Hasniza Mohd Taib
,
Emawtee Bissoondoyal-Bheenick
,
Terrence A. Hallahan
and
Amalia Di Iorio
RMIT University - School of Economics, Finance and Marketing
,
Monash University
,
Victoria University
and
School of Economics, Finance and Marketing, RMIT University
Date Posted: August 31, 2009
Last Revised: November 25, 2009
Working Paper Series
138 downloads
Do Emerging Market Firms Follow Different Dividend Policies? Empirical Investigation on the Pre and Post Reform Dividend Policy and Behaviour of Dhaka Stock Exchange Listed Firms
Sabur Mollah
Stockholm University
Date Posted: August 31, 2009
Last Revised: September 03, 2012
Working Paper Series
74 downloads
The Impact of Management Earnings Forecasts on Firm Risk and Firm Value
AAA 2010 Financial Accounting and Reporting Section (FARS) Paper
Stephen R. Foerster ,
Stephen Sapp and
Yaqi Shi
University of Western Ontario - Richard Ivey School of Business
,
University of Western Ontario - Richard Ivey School of Business
and
University of Western Ontario - Richard Ivey School of Business
Date Posted: August 31, 2009
Working Paper Series
311 downloads
The Q-Theory Approach to Understanding the Accrual Anomaly
Journal of Accounting Research, Forthcoming
Jin (Ginger) Wu
,
Lu Zhang and
Frank Zhang
University of Georgia - Department of Banking and Finance
,
Ohio State University - Fisher College of Business
and
Yale School of Management
Date Posted: August 31, 2009
Accepted Paper Series
306 downloads
Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis
22nd Australasian Finance and Banking Conference 2009
David E. Allen ,
Abhay Kumar-Singh and
Robert J. Powell
Edith Cowan University - School of Finance and Business Economics
,
Edith Cowan University
and
Edith Cowan University - School of Accounting, Finance and Economics
Date Posted: August 30, 2009
Last Revised: June 30, 2010
Working Paper Series
Market Efficiency in Emerging Stock Market: Evidence from Bangladesh
Journal of Emerging Market Finance, Vol. 7, pp. 17-41, 2008
Mobarek Asma
Stockholm Business School
Date Posted: August 30, 2009
Accepted Paper Series
374 downloads
Valuation of Tax Expense
Jacob K. Thomas and
Frank Zhang
Yale School of Management
and
Yale School of Management
Date Posted: August 30, 2009
Last Revised: June 27, 2012
Working Paper Series
340 downloads
Do Firms’ Nonfinancial Disclosures Enhance the Value of Analyst Services?*
D. Craig Nichols
and
Matthew M. Wieland
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
Kelley School of Business Indianapolis
Date Posted: August 29, 2009
Working Paper Series
109 downloads
An Empirical Study on the Decoupling Movements between Corporate Bond and CDS Spreads
ECB Working Paper No. 1085
Ioana Alexopoulou
,
Magnus Andersson and
Oana Maria Georgescu
European Central Bank (ECB)
,
European Central Bank (ECB)
and
Deutsche Bundesbank
Date Posted: August 28, 2009
Working Paper Series
Counterparty Valuation Adjustments
CREDIT RISK FRONTIERS: SUBPRIME CRISIS, PRICING AND HEDGING, CVA, MBS, RATINGS, AND LIQUIDITY; Tomasz Bielecki, Damiano Brigo and Frederic Patras, eds., February 2011
Harvey J. Stein
and
Kin Pong Lee
Bloomberg L.P.
and
Bloomberg L.P.
Date Posted: August 28, 2009
Last Revised: February 15, 2012
Accepted Paper Series
2370 downloads
Foreign Ownership and Local Market Reaction to Changes of the Constituents in the International Stock Index: Evidence from Additions to and Deletions from Msci Taiwan Index
22nd Australasian Finance and Banking Conference 2009
Cheng-Yi Shiu
and
Jessie Y. Wu
National Central University at Taiwan - Department of Finance
and
National Central University at Taiwan
Date Posted: August 28, 2009
Working Paper Series
73 downloads
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Robert H. Smith School Research Paper No. RHS 06-107
Gurdip Bakshi ,
Dilip B. Madan and
George Panayotov
University of Maryland - Robert H. Smith School of Business
,
University of Maryland - Robert H. Smith School of Business
and
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: August 28, 2009
Last Revised: February 29, 2012
Working Paper Series
127 downloads
Another Look at Equity and Enterprise Valuation Based on Multiples
Mingcherng Deng
,
Peter D. Easton and
Julian Yeo
CUNY Baruch College
,
University of Notre Dame - Department of Accountancy
and
Columbia University - Accounting
Date Posted: August 27, 2009
Last Revised: April 05, 2012
Working Paper Series
450 downloads
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