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SSRN eLibrary Statistics:
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489,519
Full Text Papers:
398,394
Authors:
228,766
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69,683
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To date:
66,757,919
Last 12 months:
11,228,952
Last 30 days:
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Total References:
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5,733,423
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JEL Code: G12
5,858,385 Total downloads
Showing Papers 5,101 - 5,150 of 13,881
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Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia
Journal of Banking and Finance, Vol. 33, No. 7, 2009
S. Ghon Rhee and
Jian-Xin Wang
University of Hawaii at Manoa - Shidler College of Business
and
University of Technology Sydney
Date Posted: July 15, 2009
Accepted Paper Series
356 downloads
Tax Co-Ordination in Europe: Assessing the First Years of the EU-Savings Taxation Directive
CESifo Working Paper Series No. 2675
Thomas Hemmelgarn and
Gaetan Nicodeme
European Commission
and
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Date Posted: July 15, 2009
Working Paper Series
112 downloads
Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model
With Stochastic Intensity
Kwai Sun Leung and
Yue Kuen Kwok
Hong Kong University of Science & Technology
and
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 14, 2009
Working Paper Series
150 downloads
Blockbuster Antivirals and Vaccines: Real Options in a Flu Pandemic
Wilson Koh
Deutsche Bank AG
Date Posted: July 13, 2009
Working Paper Series
87 downloads
VAR, Probability-of-Ruin and their Consequences for Normal or Lognormal Risks
Larry Eisenberg
New Jersey Institute of Technology
Date Posted: July 13, 2009
Working Paper Series
93 downloads
The Sharpe Ratio, the CAPM and the Capital Market Line for Portfolios with Investments in Risky Assets, T-Bills and Cash-Deposit Accounts
Stylianos Paganopoulos
affiliation not provided to SSRN
Date Posted: July 12, 2009
Working Paper Series
259 downloads
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process
Journal of Real Estate Finance and Economics, Forthcoming, European Business School Research Paper No. 09-17
Zeno Adams
and
Roland Füss
European Business School (EBS)
and
University of St. Gallen
Date Posted: July 11, 2009
Last Revised: May 29, 2013
Accepted Paper Series
The Speed of Stock Price Discovery
Journal of Financial Intermediation, Forthcoming
Arieh Gavious and
Haim Kedar-Levy
Ben-Gurion University of the Negev - Department of Industrial Engineering and Management
and
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
Date Posted: July 10, 2009
Last Revised: July 27, 2012
Accepted Paper Series
105 downloads
Optimal Liquidation Strategies in Illiquid Markets
Swiss Finance Institute Research Paper No. 09-24
Eric Jondeau ,
Augusto Perilla
and
Michael Rockinger
University of Lausanne
,
affiliation not provided to SSRN
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: July 09, 2009
Working Paper Series
248 downloads
A Review on Information Asymmetries in Financial Market
Jungsuk Han
Stockholm School of Economics - Department of Finance
Date Posted: July 08, 2009
Last Revised: November 29, 2009
Working Paper Series
151 downloads
On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries
CESifo Working Paper Series No. 2690, William Davidson Institute Working Paper No. 961
Mohamed El Hédi Arouri
and
Christophe Rault
Universite Paris X Nanterre
and
University of Orleans
Date Posted: July 07, 2009
Working Paper Series
241 downloads
Shareholder Value Creation of 136 Spanish Companies in First Semester 2009 (in Spanish)
Pablo Fernandez and
Vicente J. Bermejo-Boixareu
University of Navarra - IESE Business School
and
Universidad Carlos III
Date Posted: July 07, 2009
Last Revised: July 13, 2009
Working Paper Series
399 downloads
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
622 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
146 downloads
Convertible Bonds Valuation 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: June 19, 2013
Working Paper Series
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
671 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
744 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
350 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
157 downloads
Valuing Declining and Distressed Companies
Aswath Damodaran
New York University - Stern School of Business
Date Posted: July 02, 2009
Working Paper Series
2085 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
274 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
286 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
468 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
222 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
399 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
862 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
112 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
430 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
332 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
University of Massachusetts at Lowell
Date Posted: June 23, 2009
Last Revised: December 05, 2012
Working Paper Series
406 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
249 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
244 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 - 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
424 downloads
Risk and Return in General: Theory and Evidence
Eric G. Falkenstein
Walleye Software
Date Posted: June 18, 2009
Last Revised: November 22, 2011
Working Paper Series
5271 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
2672 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
131 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
1404 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
308 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
540 downloads
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