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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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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
12,996,639 Total downloads
Showing Papers 5,401 - 5,450 of 36,712
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Mutual Fund Family Strategies and Bayesian Alphas
Daniel Li
Markov Processes International LLC
Date Posted: January 08, 2012
Working Paper Series
72 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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