Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
Papers Received in
  Last 12 months: 		68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
  Resolved
  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,982,559 Total downloads
Showing Papers 501 - 550 of 36,690
Sort By
1 2 3 4 ... Last | Next >


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
3 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
74 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
33 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
2292 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
10 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

Incl. Electronic Paper From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply
FEDS Working Paper No. 2013-10
 Rodney Ramcharan , Skander Van den Heuvel and Stephane Verani
Federal Reserve Board , Federal Reserve Board and Federal Reserve Board
Date Posted: April 04, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Anatomy of the Flash Crash
 Albert J. Menkveld and Bart Z. Yueshen
VU University Amsterdam and Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)
Date Posted: April 04, 2013
Last Revised: April 16, 2013
Working Paper Series
328 downloads

Incl. Electronic Paper Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models
 Minqiang Li and Fabio Mercurio
Bloomberg LP and Bloomberg L.P.
Date Posted: April 04, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Risk, Economic Growth and the Value of U.S. Corporations
FRB of Philadelphia Working Paper No. 13-10
 Luigi Bocola and Nils Gornemann
University of Pennsylvania and University of Pennsylvania
Date Posted: April 04, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper The Impact of Computational Error on the Volatility Smile
 Don M. Chance , Thomas A. Hanson , Weiping Li and Jayaram Muthuswamy
Louisiana State University, Baton Rouge - Department of Finance , Kent State University - Department of Finance , Oklahoma State University and Kent State University
Date Posted: April 04, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper The Determinants of Bank Liquidity
 Gantiah Wuryandani
Bank Indonesia
Date Posted: April 04, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
SAFE Working Paper No. 13
 Laurent E. Calvet and Paolo Sodini
HEC Paris (Groupe HEC) - Finance Department and Stockholm School of Economics - Department of Finance
Date Posted: April 03, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Special Situation Funds
 Mario Fischer , Matthias Hanauer and Udo Seifert
Technische Universität München (TUM) , Technische Universität München (TUM) and Munich Re
Date Posted: April 03, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper Continuous Time Mean-Variance Optimal Portfolio Allocation Under Jump Diffusion: An Numerical Impulse Control Approach
 Duy Minh Dang and Peter A. Forsyth
University of Waterloo, David R. Cheriton School of Computer Science and University of Waterloo - Cheriton School of Computer Science
Date Posted: April 03, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Facts or Ideology: What Determines the Results of Econometric Estimates of the Deterrence Effect of Death Penalty? A Meta-Analysis
CESifo Working Paper Series No. 4159
 Berit Gerritzen and Gebhard Kirchgässner
University of St. Gallen and Universität St. Gallen
Date Posted: April 03, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Believe it or Not: Taylor Rule Uncertainty
 Andrea Buraschi , Andrea Carnelli and Paul Whelan
The University of Chicago , Imperial College London and Imperial College Business School
Date Posted: April 03, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Up Close It Feels Dangerous: 'Anxiety' in the Face of Risk
FRB of New York Staff Report No. 610
 Thomas M. Eisenbach and Martin C. Schmalz
Federal Reserve Bank of New York and University of Michigan - Stephen M. Ross School of Business
Date Posted: April 03, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Fooled by Data-Mining: The Real-Life Performance of Market Timing with Moving Average and Time-Series Momentum Rules
 Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: April 03, 2013
Last Revised: May 01, 2013
Working Paper Series
811 downloads

Incl. Electronic Paper Common Risk Factors of Infrastructure Firms
 Semir Ben Ammar and Martin Eling
University of St. Gallen and University of St. Gallen
Date Posted: April 03, 2013
Working Paper Series
80 downloads

Incl. Electronic Paper Governance of International Banking: The Financial Trilemma (Chapter 1)
Governance of International Banking: The Financial Trilemma, Oxford University Press, 2013
 Dirk Schoenmaker
Duisenberg School of Finance
Date Posted: April 03, 2013
Last Revised: April 09, 2013
Accepted Paper Series
32 downloads

Incl. Fee Electronic Paper Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
CEPR Discussion Paper No. DP9407
 Stephane Guibaud , Yves Nosbusch and Dimitri Vayanos
London School of Economics & Political Science (LSE) , London School of Economics and London School of Economics
Date Posted: April 03, 2013
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Consumption Growth, the Interest Rate, and Financial Literacy
CEPR Discussion Paper No. DP9406
 Tullio Jappelli and Mario Padula
University of Naples Federico II - Department of Economics and University "Ca' Foscari" of Venice
Date Posted: April 03, 2013
Working Paper Series

Incl. Fee Electronic Paper Political Credit Cycles: The Case of the Euro Zone
CEPR Discussion Paper No. DP9404
 Jesús Fernández-Villaverde , Luis Garicano and Tano Santos
University of Pennsylvania - Department of Economics , London School of Economics & Political Science (LSE) and Columbia Business School
Date Posted: April 03, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Evolving Directors’ Duties in the Common Law World
Forthcoming 2013, Research Handbook on Directors' Duties, A. Paolini, ed., Edward Elgar Publishing: Cheltenham, Sydney Law School Research Paper No. 13/17, ECGI - Law Working Paper No. 209
 Jennifer G. Hill
University of Sydney - Faculty of Law
Date Posted: April 03, 2013
Last Revised: April 26, 2013
Accepted Paper Series
118 downloads

Risk Measures under a Stochastic Volatility Model with a Mixture-of-Normal Error Distribution
 Dinghai Xu and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

Stochastic Conditional Duration Model with a Mixture-of-Normal Error Distribution: Theoretical Properties and Monte-Carlo Results
 Dinghai Xu , John Knight and Tony S. Wirjanto
Independent , University of Western Ontario - Department of Economics and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review
 Tony S. Wirjanto and Dinghai Xu
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: April 02, 2013
Working Paper Series

Computation of Portfolio VaRs with GARCH-Type Volatility
 Dinghai Xu and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

Incl. Electronic Paper Does PCAOB Inspection Exposure Affect Auditor Reporting Decisions?
 Phillip T. Lamoreaux
University of Arizona - Department of Accounting
Date Posted: April 02, 2013
Last Revised: April 13, 2013
Working Paper Series
69 downloads

Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Midwest Finance Association 2013 Annual Meeting Paper
 Longzhen Fan , Canlin Li and Guofu Zhou
Department of Finance, School of Management, Fudan University , Federal Reserve Board and Washington University in St. Louis - Olin School of Business
Date Posted: April 02, 2013
Working Paper Series

Incl. Electronic Paper Sentiment in Financial News and the Application of Portfolio Management
 Ralph Lu , Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Finance , National Kaohsiung First University of Science and Technology - Department of Money and Banking and National Kaohsiung First University of Science and Technology
Date Posted: April 02, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
 Fang-Chin Cheng , Ferdinand A. Gul and Bin Srinidhi
University of New South Wales , Monash University and University of Texas at Arlington - Department of Accounting
Date Posted: April 02, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Mutual Fund Separation and the Fama, French, Carhart Factors
 Konark Saxena
University of New South Wales
Date Posted: April 02, 2013
Last Revised: April 03, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Pricing Parisian Options: The Extended Binomial Tree vs. Monte-Carlo Simulation
 Tao L. Wu
Illinois Institute of Technology
Date Posted: April 02, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Extreme Downside Liquidity Risk
 Stefan Ruenzi , Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance , University of Mannheim and University of Mannheim
Date Posted: April 01, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Risk-Based Allocation of Principal Portfolios
 Christoph Kind
Frankfurt-Trust Investmentgesellschaft mbH
Date Posted: April 01, 2013
Last Revised: April 14, 2013
Working Paper Series
172 downloads

Incl. Electronic Paper Over-Indebtedness and Mortgage Lending
 Fernando Zunzunegui
Universidad Carlos III de Madrid - Faculty of Social Sciences and Law
Date Posted: April 01, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Discounting Cashflows from Illiquid Assets on Bank Balance Sheets
 Bert-Jan Nauta
Double Effect
Date Posted: April 01, 2013
Last Revised: April 10, 2013
Working Paper Series
51 downloads

Bond Risk Premia: A New Perspective
 Andrea Carnelli and Paul Whelan
Imperial College London and Imperial College Business School
Date Posted: April 01, 2013
Last Revised: May 18, 2013
Working Paper Series


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo3 in 8.735 seconds