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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
Papers Received in
  Last 12 months:
68,955

Paper Downloads:
To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,802,532 Total downloads
Showing Papers 4,951 - 5,000 of 13,813
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Incl. Electronic Paper Equilibrium Land Prices of Japanese Prefectures: A Panel Cointegration Analysis
Takashi Nagahata , Yumi Saita , Towa Tachibana and Toshitaka Sekine
Bank of Japan - Institute for Monetary and Economic Studies , Bank of Japan - Research and Statistics Department , Kobe University and Bank of Japan - Research and Statistics Department
Date Posted: August 16, 2009
Working Paper Series
24 downloads

Incl. Electronic Paper Evaluating Unsmoothing Procedures for Appraisal Data
Shaun A. Bond , Soosung Hwang and Gianluca Marcato
University of Cincinnati , Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading
Date Posted: August 16, 2009
Working Paper Series
123 downloads

Incl. Electronic Paper Liquidity Risk Factors for Bonds
Giampaolo Gabbi and Bastianina Salis
SDA Bocconi and Allianz S.p.A, Milan
Date Posted: August 16, 2009
Working Paper Series
262 downloads

Incl. Electronic Paper Short-Term Momentum Patterns in Stock and Sectoral Return: Evidence from India
22nd Australasian Finance and Banking Conference 2009
Sanjay Sehgal and Sakshi Jain
University of Delhi - Department of Financial Studies and Sakshi Jain
Date Posted: August 16, 2009
Working Paper Series
240 downloads

Incl. Electronic Paper Adequacy of Bond Supply and Cost of Pension Benefits: A Financial Economics Perspective
SOA Research Projects in Pension, 2009
Y. Julia Xiao and Yingbin Xiao
affiliation not provided to SSRN and International Monetary Fund (IMF)
Date Posted: August 15, 2009
Accepted Paper Series
36 downloads

Incl. Electronic Paper Aggregate Implications of Micro Asset Market Segmentation
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Date Posted: August 15, 2009
Working Paper Series
25 downloads

Incl. Electronic Paper Are Ethical Investments Good?
22nd Australasian Finance and Banking Conference 2009
Gariet Chow , Robert B. Durand and SzeKee Koh
University of Western Australia , Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and The University of Western Australia Business School
Date Posted: August 15, 2009
Last Revised: October 06, 2011
Working Paper Series
277 downloads

Incl. Electronic Paper Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics
Giovanni Alberto Tira and Gianluca Marcato
University of Reading - Department of Real Estate and Planning and Henley Business School - University of Reading
Date Posted: August 15, 2009
Working Paper Series
146 downloads

Incl. Electronic Paper Hyperbolic Discounting is Rational: Valuing the Far Future with Uncertain Discount Rates
Cowles Foundation Discussion Paper No. 1719
J. Doyne Farmer and John Geanakoplos
Santa Fe Institute and Yale University - Cowles Foundation
Date Posted: August 15, 2009
Working Paper Series
244 downloads

Incl. Electronic Paper Investor Sentiment and Analysts' Earnings Forecast Errors
Management Science (Special Issue on Behaviorial Economics and Finance), Vol. 58 (2) pp. 293-307, February 2012
Paul Hribar and John M. McInnis
University of Iowa - Henry B. Tippie College of Business and University of Texas at Austin - Department of Accounting
Date Posted: August 15, 2009
Last Revised: June 01, 2012
Accepted Paper Series
711 downloads

Incl. Electronic Paper Quantifying Private Benefits of Control from a Structural Model of Block Trades
ECGI - Finance Working Paper No. 202/2008
Rui A. Albuquerque and Enrique J. Schroth
Boston University - School of Management and Cass Business School
Date Posted: August 15, 2009
Last Revised: August 24, 2009
Working Paper Series
135 downloads

Incl. Electronic Paper The 'Phantom Shares' Menace
Regulation, Vol. 31, No. 1, Spring 2008
John Welborn
affiliation not provided to SSRN
Date Posted: August 15, 2009
Accepted Paper Series
95 downloads

Incl. Electronic Paper Tracking Down Distress Risk
Nishad Kapadia
Rice University
Date Posted: August 15, 2009
Last Revised: June 15, 2010
Working Paper Series
234 downloads

Incl. Electronic Paper When Constraints Bind
Charles A. Dice Center Working Paper No. 2009-15, Fisher College of Business Working Paper No. 2009-03-015, Tuck School of Business Working Paper No. 2009-66
Karl B. Diether and Ingrid M. Werner
Tuck School of Business at Dartmouth College and The Ohio State University - Fisher College of Business
Date Posted: August 15, 2009
Last Revised: September 29, 2011
Working Paper Series
250 downloads

Incl. Electronic Paper Can Optimism about Technology Stocks be Good for Welfare? Positive Spillovers vs. Equity Market Losses
CERGE-EI Working Paper No. 383
Katrin Tinn and Evangelia Vourvachaki
Imperial College London - Accounting, Finance, and Macroeconomics and CERGE-EI
Date Posted: August 14, 2009
Working Paper Series
6 downloads

Incl. Electronic Paper Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Journal of Finance, Forthcoming
Loriano Mancini , Angelo Ranaldo and Jan Wrampelmeyer
Ecole Polytechnique Fédérale de Lausanne , University of St. Gallen and University of St. Gallen
Date Posted: August 14, 2009
Last Revised: June 18, 2012
Accepted Paper Series
1091 downloads

Incl. Electronic Paper Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration
Rama Cont , Romain Deguest and Yu Hang (Gabriel) Kan
Imperial College London , EDHEC Business School and Barclays Capital
Date Posted: August 13, 2009
Last Revised: November 14, 2012
Working Paper Series
673 downloads

Incl. Electronic Paper Option Valuation with Conditional Heteroskedasticity and Non-Normality
Peter Christoffersen , Redouane Elkamhi , Bruno Feunou and Kris Jacobs
University of Toronto - Rotman School of Management , University of Iowa - Henry B. Tippie College of Business , Bank of Canada and University of Houston - C.T. Bauer College of Business
Date Posted: August 13, 2009
Working Paper Series
159 downloads

Incl. Electronic Paper The Dividend-Price Ratio Does Predict Dividend Growth: International Evidence
Journal of Empirical Finance, Vol. 17, No. 4, 2010
Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: August 13, 2009
Last Revised: February 28, 2013
Accepted Paper Series
220 downloads

Incl. Electronic Paper The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well
CREATES Research Paper 2009-34
Peter Christoffersen , Steven L. Heston and Kris Jacobs
University of Toronto - Rotman School of Management , University of Maryland - Department of Finance and University of Houston - C.T. Bauer College of Business
Date Posted: August 13, 2009
Working Paper Series
644 downloads

Incl. Electronic Paper Expected Earnings and the Post-Earnings-Announcement Drift
Yaniv Konchitchki , Xiaoxia Lou , Gil Sadka and Ronnie Sadka
University of California, Berkeley - Haas School of Business , University of Delaware - Alfred Lerner College of Business and Economics , Columbia Business School - Accounting, Business Law & Taxation and Boston College - Carroll School of Management
Date Posted: August 11, 2009
Last Revised: February 05, 2013
Working Paper Series
2440 downloads

Risk Premium Factor Valuation Model for Calculating the Equity Market Risk Premium and Estimating S&P 500 Market Values
Stephen D. Hassett
Hassett Advisors
Date Posted: August 10, 2009
Last Revised: June 10, 2011
Working Paper Series

Incl. Electronic Paper Rethinking the Conditional CAPM: The Impact of Financial Leverage
Jaewon Choi
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: August 09, 2009
Last Revised: March 19, 2012
Working Paper Series
147 downloads

Incl. Electronic Paper Expected Return-Idiosyncratic Risk Relation: An Investigation with Alternative Factor Models
22nd Australasian Finance and Banking Conference 2009
Carla M. Bainbridge and Don (Tissa) U. A. Galagedera
Monash University and Monash University - Department of Econometrics and Business Statistics
Date Posted: August 07, 2009
Last Revised: February 25, 2010
Working Paper Series
86 downloads

Incl. Electronic Paper Ex Post: The Investment Performance of Collectible Stamps
Journal of Financial Economics (JFE), Vol. 100, No. 2, 2011
Elroy Dimson and Christophe Spaenjers
London Business School and HEC Paris (Groupe HEC) - Finance Department
Date Posted: August 06, 2009
Last Revised: March 13, 2013
Accepted Paper Series
482 downloads

Incl. Electronic Paper Clairvoyant Value and the Growth/Value Cycle
Robert D. Arnott , Feifei Li and Katrina F. Sherrerd
Research Affiliates, LLC , Research Affiliates, LLC and Research Affiliates LLC
Date Posted: August 06, 2009
Last Revised: November 16, 2009
Working Paper Series
161 downloads

Incl. Electronic Paper Market Beta (β) and Stock Returns - An Analysis of Select Gulf Companies
Dr. Rengasamy Elango and Dr. Dayanand Pandey
British University in Dubai - Faculty of Business and Bank Melli Iran
Date Posted: August 06, 2009
Last Revised: October 24, 2010
Working Paper Series
211 downloads

Relative Performance of Equity Markets: An Assessment in the Conventional and Downside Frameworks
International Journal of Business, Vol. 14, No. 1, 2009
Carla M. Bainbridge and Don (Tissa) U. A. Galagedera
Monash University and Monash University - Department of Econometrics and Business Statistics
Date Posted: August 06, 2009
Accepted Paper Series

Incl. Electronic Paper Sin Stock Returns Over the Business Cycle
Julie M. Salaber
University of Bath School of Management
Date Posted: August 05, 2009
Working Paper Series
267 downloads

Incl. Electronic Paper Temporary vs. Permanent Shocks: Explaining Corporate Financial Policies
Alexander S. Gorbenko and Ilya A. Strebulaev
London Business School and Stanford University - Graduate School of Business
Date Posted: August 05, 2009
Working Paper Series
230 downloads

Incl. Electronic Paper The Leverage Cycle
Cowles Foundation Discussion Paper No. 1715
John Geanakoplos
Yale University - Cowles Foundation
Date Posted: August 05, 2009
Working Paper Series
915 downloads

Incl. Electronic Paper Volatility Spreads and Expected Stock Returns
Management Science, Forthcoming
Turan G. Bali and Armen Hovakimian
Georgetown University - Robert Emmett McDonough School of Business and Baruch College - Zicklin School of Business
Date Posted: August 04, 2009
Accepted Paper Series
463 downloads

Incl. Electronic Paper Optimal Options Pricing and Trading: A New Theory
Moawia Alghalith
UWI
Date Posted: August 03, 2009
Last Revised: December 06, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper On the Martingale Representation Theorem and Approximate Hedging a Contingent Claim in the Minimum Mean Square Deviation Criterion
VNU Journal of Science, Mathematics & Physics , Vol. 23, pp. 143-154, 2007
Nguyen Van Huu and Quan Hoang Vuong
Hanoi National University of Education and Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels)
Date Posted: August 02, 2009
Accepted Paper Series
295 downloads

Incl. Electronic Paper Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value
Bulletin of Economic Research, Vol. 55, No. 2, pp.149-176, 2003
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: August 01, 2009
Accepted Paper Series
149 downloads

Incl. Electronic Paper The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
Journal of Real Estate Finance and Economics, Forthcoming
Gang-Zhi Fan , Zsuzsa R. Huszar and Weina Zhang
Konkuk University - Department of Real Estate , National University of Singapore and National University of Singapore (NUS) - Department of Finance
Date Posted: August 01, 2009
Last Revised: November 16, 2011
Working Paper Series
201 downloads

Incl. Electronic Paper A Note on Heterogeneous Beliefs with CRRA Utilities
A. A. Brown
University of Cambridge - Centre for Mathematical Sciences
Date Posted: July 31, 2009
Working Paper Series
45 downloads

Incl. Electronic Paper Asset Return Dynamics under Bad Environment-Good Environment Fundamentals
Geert Bekaert and Eric Engstrom
Columbia Business School - Finance and Economics and U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Date Posted: July 31, 2009
Last Revised: June 28, 2011
Working Paper Series
655 downloads

Incl. Electronic Paper Heterogeneous Beliefs with Partial Observations
A. A. Brown
University of Cambridge - Centre for Mathematical Sciences
Date Posted: July 31, 2009
Working Paper Series
33 downloads

Incl. Electronic Paper Snowball Effect of a CDS Market
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: July 31, 2009
Working Paper Series
260 downloads

Incl. Electronic Paper The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
FRB of New York Staff Report No. 381
Michael J. Fleming and Bruce Mizrach
Federal Reserve Bank of New York and Rutgers University, Department of Economics
Date Posted: July 31, 2009
Working Paper Series
95 downloads

Incl. Electronic Paper A Case of Insider Trading in Spain (in Spanish)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 30, 2009
Last Revised: September 09, 2009
Working Paper Series
1874 downloads

Incl. Electronic Paper Calendar Spreads, Risk Premium and the Convenience Yield
Sami Attaoui , Constantin Mellios and Pierre Six
Rouen Business School , Université Paris I Panthéon-Sorbonne and Rouen Business School
Date Posted: July 29, 2009
Working Paper Series
440 downloads

Incl. Electronic Paper Heterogeneous Beliefs with Finite-Lived Agents
L. C. G. Rogers and A. A. Brown
University of Cambridge - Centre for Mathematical Sciences and University of Cambridge - Centre for Mathematical Sciences
Date Posted: July 29, 2009
Working Paper Series
34 downloads

Incl. Electronic Paper The Dynamics of International Asset Price Linkages and Their Effects on German Stock and Bond Markets
BIS Conference Papers Vol. 8: International Financial Markets and the Implications for Monetary and Financial Stability, 2000
Dietrich Domanski and Manfred Kremer
Bank for International Settlements (BIS) and European Central Bank (ECB)
Date Posted: July 29, 2009
Working Paper Series
61 downloads

Incl. Electronic Paper Deviation from Normality and Sharpe Ratio Behavior: A Brief Simulation Study
Proceedings of the 6th International Conference on Applied Financial Economics (AFE), Samos (Greece), July 2-5, 2009, Investment Management and Financial Innovations, Vol. 7, No. 4, pp. 95-107, 2010
Hayette Gatfaoui
Rouen Business School - Economics & Finance Department
Date Posted: July 28, 2009
Last Revised: October 26, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Information Risk and Fair Values: An Examination of Equity Betas
Journal of Accounting Research, Forthcoming
Edward J. Riedl and George Serafeim
Boston University - School of Management and Harvard University - Harvard Business School
Date Posted: July 28, 2009
Last Revised: January 18, 2011
Accepted Paper Series
1013 downloads

Incl. Electronic Paper Performance Metrics for Algorithmic Traders
UIC College of Business Administration Research Paper No. 09-14
Dale W. R. Rosenthal
University of Illinois at Chicago - Department of Finance
Date Posted: July 28, 2009
Last Revised: January 05, 2012
Working Paper Series
900 downloads

Determinants of Commercial Banks' Residual Profitability: An Industry Approach
Spanish Journal of Finance and Accounting, Vol. 37, No. 139, pp. 469-500, September 2008
Borja Amor-Tapia , Maria T. Tascón and José L. Fanjul
Universidad de León , Universidad de León and Universidad de León
Date Posted: July 27, 2009
Last Revised: September 27, 2009
Accepted Paper Series

Incl. Electronic Paper Modelling Excess Profit
Economic Modelling, Vol. 21, No. 3, pp. 595-617, May 2004
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: July 27, 2009
Last Revised: July 29, 2009
Accepted Paper Series
157 downloads


 

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