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483,932
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393,337
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226,553
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68,947
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JEL Code: G12
5,795,871 Total downloads
Showing Papers 5,041 - 5,090 of 13,809
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The Weighted Average Cost of Capital (WACC) for Firm Valuation Calculations: A Reply
Cuadernos Latinoamericanos de Administracion, Vol. VII, No. 12, pp. 31-35
Ignacio Velez-Pareja
Master Consultores
Date Posted: July 07, 2009
Last Revised: February 10, 2012
Accepted Paper Series
621 downloads
Reverse Disposition Effect of Foreign Investors
Tõnn Talpsepp
Tallinn University of Technology
Date Posted: July 06, 2009
Last Revised: November 04, 2009
Working Paper Series
145 downloads
Myopic Extrapolation, Price Momentum, and Price Reversal
Long Chen
,
Claudia E. Moise
and
Xinlei Shelly Zhao
Cheung Kong Graduate School of Business
,
Case Western Reserve University
and
Office of the Currency Comptroller - Risk Analysis Division
Date Posted: July 04, 2009
Last Revised: November 10, 2009
Working Paper Series
667 downloads
Price Convolution for Convertible Bonds in a Jump Diffusion Setting with Stochastic Interest Rates
Cass Business School Research
Laura Ballotta and
Ioannis Kyriakou
City University London - Sir John Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: July 04, 2009
Last Revised: October 31, 2011
Working Paper Series
331 downloads
Dark Omens in the Sky: Do Superstitious Beliefs Affect Investment Decisions?
Gabriele M. Lepori
Copenhagen Business School - Department of Finance
Date Posted: July 03, 2009
Last Revised: July 08, 2009
Working Paper Series
740 downloads
Understanding Portfolio Efficiency with Conditioning Information
Francisco Penaranda
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 03, 2009
Working Paper Series
38 downloads
A Binomial Model of Geithner’s Toxic Asset Plan
Journal of Economics and Business, Vol. 63, No. 5, 2011
Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
Date Posted: July 02, 2009
Last Revised: April 15, 2012
Accepted Paper Series
349 downloads
The Portuguese Equity Risk Premium
Instituto Superior das Ciencias do Trabalho e da Empresa Working Paper No. 1/2002
Rui M. Alpalhão
and
Paulo F. Pereira Alves
Instituto Superior das Ciencias do Trabalho e da Empresa (ISCTE) - Finance & Accounting
and
Lusofona University and ISCAL
Date Posted: July 02, 2009
Working Paper Series
153 downloads
Valuing Declining and Distressed Companies
Aswath Damodaran
New York University - Stern School of Business
Date Posted: July 02, 2009
Working Paper Series
2072 downloads
Option Market Making Under Inventory Risk
Review of Derivatives Research, Vol. 12, No. 1, 2009
Sasha Stoikov
and
Mehmet Saglam
Cornell Financial Engineering Manhattan
and
Princeton University - Bendheim Center for Finance
Date Posted: July 01, 2009
Accepted Paper Series
273 downloads
Over the Moon or Sick as a Parrot: The Effects of Football Results on a Club's Share Price
Adrian R. Bell
,
Chris Brooks
,
David Matthews
and
Charles Sutcliffe
University of Reading - ICMA Centre
,
University of Reading - ICMA Centre
,
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: July 01, 2009
Working Paper Series
279 downloads
Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions
Review of Financial Studies, Forthcoming, Marshall School of Business Working Paper No. FBE 28-09
Miguel A. Ferreira ,
Massimo Massa and
Pedro P. Matos
Nova School of Business and Economics
,
INSEAD - Finance
and
University of Virginia - Darden School of Business
Date Posted: July 01, 2009
Last Revised: September 09, 2009
Accepted Paper Series
172 downloads
Trading Costs for Futures in the European Union Emissions Trading Scheme
Andros Gregoriou and
Jerome Healy
University of East Anglia
and
University of East Anglia
Date Posted: July 01, 2009
Working Paper Series
143 downloads
Equity Cross-Listings in the U.S. and the Price of Debt
ECGI - Finance Working Paper No. 274/2010, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Ryan T. Ball ,
Luzi Hail and
Florin P. Vasvari
University of Michigan - Stephen M. Ross School of Business
,
University of Pennsylvania - The Wharton School
and
London Business School
Date Posted: June 30, 2009
Last Revised: May 03, 2013
Working Paper Series
462 downloads
Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus
Zhaojun Yang
,
Christian-Oliver Ewald
and
Olaf Menkens
Hunan University - School of Finance and Statistics
,
University of Glasgow
and
Dublin City University - School of Mathematical Sciences
Date Posted: June 30, 2009
Last Revised: May 26, 2012
Working Paper Series
219 downloads
Company Valuation - Value, Structure, Risk
Marek Capinski and
Wiktor Patena
AGH University of Science and Technology
and
National-Louis University - Nowy Sacz School of Business
Date Posted: June 29, 2009
Last Revised: June 30, 2009
Working Paper Series
394 downloads
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
Amir Khandani and
Andrew W. Lo
Massachusetts Institute of Technology (MIT)
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 29, 2009
Working Paper Series
855 downloads
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
Amir Khandani and
Andrew W. Lo
Massachusetts Institute of Technology (MIT)
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 29, 2009
Working Paper Series
155 downloads
Market Valuation of Accrued Social Security Benefits
Cowles Foundation Discussion Paper No. 1711
John Geanakoplos and
Stephen P. Zeldes
Yale University - Cowles Foundation
and
Columbia Business School - Finance and Economics
Date Posted: June 29, 2009
Working Paper Series
57 downloads
Momentum Traders in the Housing Market: Survey Evidence and a Search Model
Federal Reserve Bank of Minneapolis Staff Paper No. 422
Monika Piazzesi and
Martin Schneider
University of Chicago - Booth School of Business
and
Stanford University
Date Posted: June 29, 2009
Working Paper Series
Permanent Trading Impacts and Bond Yields
Alfonso Dufour
and
Minh Nguyen
University of Reading - Henley Business School, ICMA Centre
and
University of Sheffield - School of Management
Date Posted: June 29, 2009
Last Revised: August 02, 2011
Working Paper Series
111 downloads
A General Framework for the Derivation of Asset Price Bounds: An Application to Stochastic Volatility Option Models
Review of Derivatives Research, Volume 12, No. 2, pp. 81-107, 2009
Oleg Bondarenko and
I. Rodriguez Longarela
University of Illinois at Chicago - Department of Finance
and
University of Tromsø - Department of Economics - NFH
Date Posted: June 24, 2009
Accepted Paper Series
A Note on the Stochastic Dominance Test Statistics
Zhidong Bai
and
Wing-Keung Wong
Northeast Normal University
and
Hong Kong Baptist University (HKBU)
Date Posted: June 24, 2009
Working Paper Series
125 downloads
Liquidity Biases in TRACE
Journal of Fixed Income, Vol. 19, No. 2, 2009
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Date Posted: June 24, 2009
Last Revised: June 29, 2011
Working Paper Series
422 downloads
The Case for Covered Bonds: An Alternative Funding Model for the US Mortgage Market
Rita Biswas ,
David A. Buzen
and
Hany A. Shawky
University at Albany - SUNY
,
Churchill Financial Holdings LLC
and
State University of New York at Albany - School of Business and Center for Institutional Investment Management
Date Posted: June 24, 2009
Working Paper Series
328 downloads
The 2008 Short Sale Ban: Liquidity, Dispersion of Opinion, and the Cross-Section of Returns of U.S. Financial Stocks
Don M. Autore
,
Randall S. Billingsley and
Tunde Kovacs
Florida State University - College of Business
,
Virginia Polytechnic Institute & State University - Pamplin College of Business
and
Northeastern University - Finance and Insurance Area
Date Posted: June 23, 2009
Last Revised: December 05, 2012
Working Paper Series
404 downloads
On Break-Even Correlation: The Way to Price Structured Credit Derivatives by Replication
Olivier Vigneron
and
Jean-David Fermanian
UBM
and
CREST
Date Posted: June 22, 2009
Working Paper Series
153 downloads
What Moves Bond Yields in China?
China Economic Research Center Working Paper Series No. 2009-9
Longzhen Fan
and
Anders C. Johansson
Department of Finance, School of Management, Fudan University
and
Stockholm School of Economics
Date Posted: June 22, 2009
Working Paper Series
Lattice Tree Methods for Strongly Path Dependent Options
Yue Kuen Kwok
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: June 21, 2009
Working Paper Series
246 downloads
Strategic Investment and Industry Risk Dynamics
Maria Cecilia Bustamante
London School of Economics & Political Science (LSE)
Date Posted: June 19, 2009
Last Revised: April 10, 2013
Working Paper Series
238 downloads
The Pricing of Accruals Quality: January vs. the Rest of the Year
The Accounting Review, Forthcoming
Christina A. Mashruwala
and
Shamin D. Mashruwala
Baruch College - City University of New York
and
Baruch College-CUNY
Date Posted: June 19, 2009
Last Revised: June 30, 2011
Accepted Paper Series
Convexity Meets Replication: Hedging of Swap Derivatives and Annuity Options
Wendong Zheng
and
Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
and
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: June 18, 2009
Last Revised: May 07, 2010
Working Paper Series
422 downloads
Risk and Return in General: Theory and Evidence
Eric G. Falkenstein
affiliation not provided to SSRN
Date Posted: June 18, 2009
Last Revised: November 22, 2011
Working Paper Series
5210 downloads
Intraday Patterns in the Cross-Section of Stock Returns
Steven L. Heston ,
Robert A. Korajczyk and
Ronnie Sadka
University of Maryland - Department of Finance
,
Northwestern University - Kellogg School of Management
and
Boston College - Carroll School of Management
Date Posted: June 17, 2009
Last Revised: May 27, 2010
Working Paper Series
2654 downloads
Removing Biases in Computed Returns
Lawrence Fisher
,
Daniel G. Weaver and
Gwendolyn P. Webb
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
,
Rutgers Business School
and
City University of New York (CUNY) - Baruch College - Zicklin School of Business
Date Posted: June 17, 2009
Working Paper Series
130 downloads
The 2007-2009 Financial Crisis and Executive Compensation: An Analysis and a Proposal for a Novel Structure
Alon Raviv
and
Yoram Landskroner
Brandeis University - International Business School
and
Hebrew University of Jerusalem - Department of Finance and Banking
Date Posted: June 17, 2009
Last Revised: October 07, 2009
Working Paper Series
1391 downloads
The Effect of Credit Risk on Stock Returns
Journal of Economic Research, Vol. 14, No. 2, pp. 49-67, 2009
ChoongOh Kang
and
Hyoung Goo Kang
Citibank Korea Inc.
and
Hanyang University
Date Posted: June 16, 2009
Last Revised: April 18, 2013
Accepted Paper Series
307 downloads
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
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: June 16, 2009
Last Revised: March 17, 2010
Working Paper Series
538 downloads
Betas utilizadas por directivos y profesores europeos (Betas Used by Companies and Professors in Europe: A Survey)
Pablo Fernandez and
Vicente J. Bermejo-Boixareu
University of Navarra - IESE Business School
and
Universidad Carlos III
Date Posted: June 15, 2009
Last Revised: April 18, 2013
Working Paper Series
2561 downloads
Assessing the Risk-Return Trade-Off in Loans Portfolios
Banco de Espana Working Paper No. 0911
Javier Mencia
Bank of Spain
Date Posted: June 14, 2009
Working Paper Series
69 downloads
Forecasting Stock Returns: Does Switching Between Models Help?
David G. McMillan
University of Stirling
Date Posted: June 14, 2009
Working Paper Series
183 downloads
Tails, Fears and Risk Premia
CREATES Research Paper No. 2009-26
Tim Bollerslev and
Viktor Todorov
Duke University - Finance
and
Northwestern University
Date Posted: June 14, 2009
Working Paper Series
285 downloads
Cash Flow Contradistinctions
Commercial Lending Review, March-April 2008
Harlan D. Platt
Northeastern University
Date Posted: June 13, 2009
Last Revised: December 05, 2012
Accepted Paper Series
509 downloads
Efficient Pricing of CMS Spread Options in a Stochastic Volatility LMM
Matthias Lutz
and
Ruediger Kiesel
University of Ulm
and
University of Duisburg-Essen - Faculty of Economic Science
Date Posted: June 13, 2009
Last Revised: February 16, 2010
Working Paper Series
1141 downloads
Stochastic Behaviour of the Electricity Bid Stack: From Fundamental Drivers to Power Prices
The Journal of Energy Markets, Vol. 2, No. 1, Spring 2009
Sam Howison
and
Michael C. Coulon
University of Oxford - Nomura Centre for Quantitative Finance, OCIAM
and
Princeton University - ORFE Department
Date Posted: June 13, 2009
Accepted Paper Series
185 downloads
How Equity Duration Impacts on the Cross Section of Realized Returns
Jack Mok
affiliation not provided to SSRN
Date Posted: June 12, 2009
Working Paper Series
101 downloads
The Relation Between Expected Returns, Realized Returns, and Firm Risk Characteristics*
Christine A. Botosan ,
Marlene Plumlee and
He (Jennifer) Wen
University of Utah - School of Accounting and Information Systems
,
University of Utah - School of Accounting
and
University of Utah
Date Posted: June 12, 2009
Last Revised: November 30, 2011
Working Paper Series
731 downloads
Accounting Quality, Stock Price Delay and Future Stock Returns
Jeffrey L. Callen ,
Mozaffar Khan
and
Hai Lu
University of Toronto - Rotman School of Management
,
University of Minnesota - Twin Cities - Carlson School of Management
and
University of Toronto - Rotman School of Management
Date Posted: June 11, 2009
Last Revised: May 24, 2011
Working Paper Series
957 downloads
Asset Pricing in the Production Economy Subject to Monetary Shocks
Journal of Economics and Business, Vol. 63, pp. 187-216
Olesya V. Grishchenko
Federal Reserve Board
Date Posted: June 11, 2009
Last Revised: September 24, 2011
Accepted Paper Series
90 downloads
Is the Ohlson (1995) Model an Example of the Simpson's Paradox?
Samithamby Senthilnathan
Eastern University, Sri Lanka
Date Posted: June 11, 2009
Working Paper Series
98 downloads
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