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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
Papers Received in
  Last 12 months:
68,947

Paper Downloads:
To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,871 Total downloads
Showing Papers 5,041 - 5,090 of 13,809
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Valuing Declining and Distressed Companies
Aswath Damodaran
New York University - Stern School of Business
Date Posted: July 02, 2009
Working Paper Series
2072 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Forecasting Stock Returns: Does Switching Between Models Help?
David G. McMillan
University of Stirling
Date Posted: June 14, 2009
Working Paper Series
183 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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