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484,509
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393,865
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226,776
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68,968
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To date:
65,966,954
Last 12 months:
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5,722,240
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JEL Code: G1
12,996,639 Total downloads
Showing Papers 5,401 - 5,450 of 36,712
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Network Features of European Trading Venues
Caterina Lucarelli
,
Philip Molyneux
and
Stefania Vitali
Università Politecnica delle Marche
,
Bangor University, Bangor Business School
and
ETH Zurich
Date Posted: January 10, 2012
Last Revised: January 11, 2012
Working Paper Series
61 downloads
The Determinants of Trading in NZDX Securities
Callum David Thomas
affiliation not provided to SSRN
Date Posted: January 10, 2012
Working Paper Series
12 downloads
The Financial Services Industry's Misguided Quest to Undermine the Consumer Financial Protection Bureau
Review of Banking and Financial Law, Vol. 31, No. 2, Spring 2012, GWU Legal Studies Research Paper No. 2012-4, GWU Law School Public Law Research Paper No. 2012-4
Arthur E. Wilmarth Jr.
George Washington University Law School
Date Posted: January 10, 2012
Last Revised: January 28, 2013
Accepted Paper Series
164 downloads
The Informativeness of Dividends and Franking Credits
2012 Financial Markets & Corporate Governance Conference
Jeffrey Coulton ,
Caitlin M. S. Ruddock
and
Stephen L. Taylor
Australian School of Business
,
University of New South Wales (UNSW) - School of Accounting
and
University of Technology, Sydney (UTS) - School of Accounting
Date Posted: January 10, 2012
Working Paper Series
55 downloads
The Political Economy of Dodd-Frank: Why Financial Reform Tends to be Frustrated
and Systemic Risk Perpetuated
Cornell Law Review, 2012, Columbia Law and Economics Working Paper No. 414
John C. Coffee Jr.
Columbia Law School
Date Posted: January 10, 2012
Accepted Paper Series
907 downloads
There is No Hidden Reinvestment Assumption in Discounting Formula and IRR: Logical and Mathematical Arguments
Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: January 10, 2012
Last Revised: October 22, 2012
Working Paper Series
189 downloads
Beta-Arbitrage Strategies: When Do They Work, and Why?
Swiss Finance Institute Research Paper No. 11-64
Tony Berrada
,
Reda Jürg Messikh
,
Gianluca Oderda
and
Olivier V. Pictet
University of Geneva
,
Pictet Asset Management SA
,
Ersel Asset Management SGR s.p.a.
and
Pictet Asset Management
Date Posted: January 09, 2012
Last Revised: March 27, 2012
Working Paper Series
1031 downloads
Comparing Methods for Solving General Equilibrium Models with Incomplete Markets and Portfolio Choice
Kazim Kazimov
International Monetary Fund (IMF)
Date Posted: January 09, 2012
Last Revised: May 29, 2012
Working Paper Series
35 downloads
Defending Against Allegations of Fraud and Manipulation: The Role of the Economist Under the New CFTC Rules
Rosa M. Abrantes-Metz
Global Economics Group, LLC
Date Posted: January 09, 2012
Working Paper Series
147 downloads
Liquidity Risk and the Cross-Section of Hedge-Fund Returns
FDIC Working Paper No. 2010-10
Ronnie Sadka
Boston College - Carroll School of Management
Date Posted: January 09, 2012
Working Paper Series
40 downloads
Originate-to-Distribute Model and the Subprime Mortgage Crisis
FDIC Working Paper No. 2010-08
Amiyatosh K. Purnanandam
University of Michigan - Stephen M. Ross School of Business
Date Posted: January 09, 2012
Working Paper Series
22 downloads
Smiles All Around: FX Joint Calibration in a Multi-Heston Model
Alvise De Col
,
Alessandro Gnoatto
and
Martino Grasselli
affiliation not provided to SSRN
,
Ludwig-Maximilians-Universität Munich
and
University of Padua
Date Posted: January 09, 2012
Working Paper Series
122 downloads
Time Lags in Processing Market-Sensitive Information: A Case Study
Alessandro Innocenti ,
Pier Malpenga
,
Lorenzo Menconi
and
Alessandro Santoni
University of Siena - Labsi Experimental Economics Laboratory
,
affiliation not provided to SSRN
,
University of Siena
and
University of Siena
Date Posted: January 09, 2012
Working Paper Series
50 downloads
What Do Management Earnings Forecasts Convey About the Macroeconomy?
Journal of Accounting Research, Forthcoming
Samuel B. Bonsall IV
,
Zahn Bozanic
and
Paul E. Fischer
Ohio State University (OSU) - Department of Accounting & Management Information Systems
,
Ohio State University (OSU) - Department of Accounting & Management Information Systems
and
University of Pennsylvania - The Wharton School
Date Posted: January 08, 2012
Last Revised: January 16, 2013
Accepted Paper Series
182 downloads
Housing Finance in Mexico: Current State and Future Sustainability
IDB Working Paper No. IDB-TN-287
Marco Lopez-Silva ,
Raul Abreu-Lastra ,
Alberto Saracho-Martinez and
Agustin Paulin-Hutmacher
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 08, 2012
Working Paper Series
51 downloads
Can Investor-Paid Credit Rating Agencies Improve the Information Quality of Issuer-Paid Rating Agencies?
Han Xia
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 08, 2012
Last Revised: April 09, 2013
Working Paper Series
195 downloads
Heat Kernel Methods in Finance: The SABR Model
Carmelo Vaccaro
affiliation not provided to SSRN
Date Posted: January 08, 2012
Last Revised: January 19, 2012
Working Paper Series
139 downloads
In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence
DIW Berlin Discussion Paper No. 1173
Helmut Herwartz and
Konstantin A. Kholodilin
University of Kiel - Institute of Statistics and Econometrics
and
German Institute for Economic Research (DIW Berlin)
Date Posted: January 08, 2012
Working Paper Series
101 downloads
International Mutual Funds: MSCI Benchmarks and Portfolio Evaluation
George Comer III
and
Javier Rodriguez
Georgetown University - Department of Finance
and
University of Puerto Rico
Date Posted: January 08, 2012
Working Paper Series
84 downloads
Is Unlevered Firm Volatility Asymmetric?
Journal of Empirical Finance, Vol. 18, No. 4, 2011
Hazem Daouk and
David Ng
Cornell University - School of Applied Economics and Management
and
Cornell University
Date Posted: January 08, 2012
Accepted Paper Series
Mutual Fund Family Strategies and Bayesian Alphas
Daniel Li
Markov Processes International LLC
Date Posted: January 08, 2012
Working Paper Series
72 downloads
The Role of Traditional Exchanges in Fragmented Markets
Ulli Friedrich Paul Spankowski
,
Martin Wagener
and
Hans-Peter Burghof
University of Hohenheim
,
Karlsruhe Institute of Technology
and
University of Hohenheim
Date Posted: January 08, 2012
Last Revised: February 11, 2012
Working Paper Series
148 downloads
Valuation of Arithmetic Average of Fed Funds Rates and Construction of the US Dollar Swap Yield Curve
Katsumi Kevin Takada
affiliation not provided to SSRN
Date Posted: January 08, 2012
Last Revised: January 16, 2012
Working Paper Series
305 downloads
Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory
IZA Discussion Paper No. 6251
John Hatgioannides
and
Marika Karanassou
affiliation not provided to SSRN
and
University of London, Queen Mary - Department of Economics
Date Posted: January 08, 2012
Working Paper Series
57 downloads
Behavioral Modeling of Foreign Institutional Investor’s in Indian Equity Market
Global Journal of Business Research, Vol. 6, No. 1, pp. 1-8, 2012
Santosh Kumar
,
Tavu Tavishi
,
Raju G.
and
Ashish Khatua
affiliation not provided to SSRN
,
Amity University
,
Galgotia University
and
Tata Steel
Date Posted: January 07, 2012
Accepted Paper Series
67 downloads
Does Voluntary Disclosure Level Affect the Value Relevance of Accounting Information?
Accounting & Taxation, Vol. 3, No. 2, pp. 65-84, 2011
Mishari M Alfaraih and
Faisal S. Alanezi
Public Authority for Applied Education and Training (PAAET)
and
Public Authority for Applied Education and Training (PAAET)
Date Posted: January 07, 2012
Accepted Paper Series
195 downloads
Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
Andras Fulop
,
Junye Li
and
Jun Yu
ESSEC Business School
,
ESSEC Business School
and
Singapore Management University
Date Posted: January 07, 2012
Last Revised: October 09, 2012
Working Paper Series
63 downloads
Relative Valuation of U.S. Insurance Companies
Review of Accounting Studies, Forthcoming, Columbia Business School Research Paper No. 12-3
Doron Nissim
Columbia University - Columbia Business School
Date Posted: January 07, 2012
Accepted Paper Series
212 downloads
Revisiting the Relationship between Option Expensing and Stock Returns
Accounting & Taxation, Vol. 3, No. 2, pp. 1-16, 2011
Rogelio J. Cardona
University of Puerto Rico-Rio Piedras
Date Posted: January 07, 2012
Accepted Paper Series
39 downloads
Securities Transaction Taxes and Market Quality
Bank of Canada Working Paper 2011-26
Anna Pomeranets
and
Daniel G. Weaver
Government of Canada - Bank of Canada
and
Rutgers Business School
Date Posted: January 07, 2012
Last Revised: February 13, 2013
Working Paper Series
222 downloads
VIX Futures and the Hedging of Bond Portfolios
Frank Luo
and
Srikant Dash
Standard & Poor's
and
Standard & Poor's
Date Posted: January 07, 2012
Working Paper Series
182 downloads
ZABR -- Expansions for the Masses
Jesper Andreasen and
Brian Norsk Huge
Danske Bank - Danske Markets
and
Danske Bank
Date Posted: January 07, 2012
Working Paper Series
810 downloads
A Proposal Study on Indonesian Capital Market Integration with Cheung & Lee (1993): Asset Pricing Modification
Ignatius Roni Setyawan
Tarumanagara University
Date Posted: January 06, 2012
Last Revised: January 13, 2012
Working Paper Series
39 downloads
An Intuitively Valid Algorithm for Adjusting the Correlation Matrix in Risk Management and Option Pricing
Kawee Numpacharoen and
Kornkanok Bunwong
Phatra Securities
and
Mahidol University - Department of Mathematics
Date Posted: January 06, 2012
Last Revised: August 15, 2012
Working Paper Series
134 downloads
Are Downside Higher Order Co-Moments Priced?: Evidence from the French Market
The International Journal of Business and Finance Research, Vol. 6, No. 1, pp. 65-81, 2012
Houda Hafsa
and
Dorra Hmaied
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 06, 2012
Accepted Paper Series
52 downloads
Bank Risk Fundamentals and Regulatory Discipline in the Mexican Banking Sector
Accounting & Taxation, Vol. 3, No. 2, pp. 85-95, 2011
Bernardo Quintanilla
,
Jesús Téllez
and
Art Wolfskill
Universidad Autónoma del Carmen
,
Universidad Autónoma del Carmen
and
Sam Houston State University
Date Posted: January 06, 2012
Accepted Paper Series
48 downloads
Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets
Manchester Business School Research Paper No. 619, Bocconi Legal Studies Research Paper No. 1980190
Massimo Guidolin ,
Francesco Ravazzolo and
Andrea Donato Tortora
Bocconi University - Department of Finance
,
Norges Bank
and
Bocconi University
Date Posted: January 06, 2012
Working Paper Series
61 downloads
Elections, Cross-Border Disagreement, and Volatility
Sandro C. Andrade
and
Emanuel Kohlscheen
University of Miami - Department of Finance
and
Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: January 06, 2012
Last Revised: March 12, 2013
Working Paper Series
20 downloads
Estimation of Portfolio Return and Value at Risk Using a Class of Gaussian Mixture Distributions
The International Journal of Business and Finance Research, Vol. 6, No.1, pp. 97-107, 2012
Kangrong Tan
and
Meifen Chu
Kurume University
and
Kyushu University
Date Posted: January 06, 2012
Accepted Paper Series
88 downloads
Impact of Divestiture Activities on Corporate Performance: Evidence from Listed Firms in Taiwan
The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 59-67, 2012
Meijui Sun
and
The Institute for Business and Finance Research
Ming Chuan University
and
affiliation not provided to SSRN
Date Posted: January 06, 2012
Accepted Paper Series
57 downloads
Information Content of Changes in Pension Plan Funding Status and Long-Term Debt
The International Journal of Business and Finance Research, Vol. 6, No. 1, pp. 1-14, 2012
Karen C. Castro-González
University of Puerto Rico
Date Posted: January 06, 2012
Accepted Paper Series
28 downloads
Integrated Alpha Modeling
Advanced Risk & Portfolio Management Paper
Xavier Gerard
,
Ron Guido and
Peter Wesselius
Achmea
,
Solo Capital
and
Independent
Date Posted: January 06, 2012
Last Revised: October 24, 2012
Working Paper Series
272 downloads
Is the Value Effect Seasonal? Evidence from Global Equity Markets
The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 21-33, 2012
Praveen Das
and
S. P. Uma Rao
University of Louisiana at Lafayette
and
University of Louisiana at Lafayette
Date Posted: January 06, 2012
Accepted Paper Series
143 downloads
Market Liquidity and Institutional Trading During the 2007-8 Financial Crisis
Manchester Business School Research Paper No. 623
Ser-Huang Poon ,
Michael Rockinger and
Konstantinos Stathopoulos
University of Manchester - Business School
,
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
and
University of Manchester - Manchester Business School
Date Posted: January 06, 2012
Working Paper Series
41 downloads
Portrait of a Company: Defined Benefit Pension Plan Sponsors
Accounting & Taxation, Vol. 4, No. 1, pp. 43-52, 2012
Karen C. Castro-González
University of Puerto Rico
Date Posted: January 06, 2012
Accepted Paper Series
22 downloads
Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes
The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 91-100, 2012
Po-Cheng Wu ,
Arthur C. Lee and
Cheng-Kun Kuo
Kainan University
,
National Taipei College of Business
and
National Taiwan University - College of Management
Date Posted: January 06, 2012
Accepted Paper Series
33 downloads
Propuesta De Un Indicador De Salud Financiera Y Su Efecto En La Predicción Del
Fracaso Empresarial (Indicator of Financial Health Proposal and its Impact on Probability of Default)
Revista International Administración & Finanzas, Vol. 5, No. 3, pp. 19-40, 2012,
Antonina Módica-Milo
,
J. Samuel Baixauli
and
Susana Alvarez
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 06, 2012
Accepted Paper Series
43 downloads
Sorting Out Downside Beta
Thierry Post ,
Pim van Vliet and
Simon D. Lansdorp
Koc University - Graduate School of Business
,
Robeco Asset Management - Quantitative Strategies
and
Robeco Quantitative Strategies
Date Posted: January 06, 2012
Last Revised: October 10, 2012
Working Paper Series
509 downloads
The Asymmetric Long-Run Relationship between Crude Oil and Gold Futures
Global Journal of Business Research, Vol. 6, No. 1, pp. 9-15, 2012
Yen-Hsien Lee
,
Ya-Ling Huang
and
Hao-Jang Yang
Chung Yuan Christian University
,
Chaoyang University of Technology
and
Taishin International Bank
Date Posted: January 06, 2012
Accepted Paper Series
147 downloads
Why Do Insiders Sometimes Pay More and Sometimes Pay Less in Private Placements?
The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 35-52, 2012
Yeh Ching Yi
and
Tai Ma
affiliation not provided to SSRN
and
National Sun Yat-Sen University
Date Posted: January 06, 2012
Accepted Paper Series
39 downloads
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