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JEL Code: G12
5,802,532 Total downloads
Showing Papers 4,951 - 5,000 of 13,813
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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
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
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
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
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
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
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
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
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
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
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
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
Tracking Down Distress Risk
Nishad Kapadia
Rice University
Date Posted: August 15, 2009
Last Revised: June 15, 2010
Working Paper Series
234 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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