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393,643
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JEL Code: G12
5,799,629 Total downloads
Showing Papers 5,551 - 5,600 of 13,811
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Liquidity and Shareholder Activism
EFA 2009 Bergen Meetings Paper
Oyvind Norli ,
Charlotte Ostergaard and
Ibolya Schindele
Norwegian School of Management - Department of Financial Economics
,
Norwegian School of Management BI - Department of Financial Economics
and
BI Norwegian Business School - Department of Economics
Date Posted: February 16, 2009
Last Revised: May 25, 2010
Working Paper Series
319 downloads
Liquidity, Runs, and Security Design
Song Han and
Dan Li
Federal Reserve Board - Division of Research and Statistics
and
Federal Reserve Board
Date Posted: February 16, 2009
Working Paper Series
46 downloads
Market Response to Investor Sentiment
Jördis Hengelbrock ,
Erik Theissen and
Christian Westheide
University of Bonn - The Bonn Graduate School of Economics
,
University of Mannheim - Finance Area
and
University of Mannheim - Finance Area
Date Posted: February 16, 2009
Last Revised: May 04, 2010
Working Paper Series
527 downloads
Market Risk Premium Used in 2008 by Professors: A Survey with 1,400 Answers
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 16, 2009
Last Revised: April 21, 2009
Working Paper Series
4735 downloads
On the Bond Market's Evaluation of Insider Stock Trading Activities - Evidence from Germany
Andreas Oehler ,
Thomas John Walker
and
Stefan Wendt
Bamberg University
,
Concordia University, Quebec - Department of Finance
and
Bamberg University
Date Posted: February 16, 2009
Last Revised: August 16, 2010
Working Paper Series
80 downloads
Optimal Strategic Beliefs
Clotilde Napp
and
Elyes Jouini
Université Paris-Dauphine - CNRS-DRM
and
Universite de Paris 9 Dauphine - CEREMADE
Date Posted: February 16, 2009
Working Paper Series
29 downloads
Optimal Tranching in CDO-Transactions
Thomas Weber and
Guenter Franke
University of Konstanz - Department of Economics
and
University of Konstanz - Department of Economics
Date Posted: February 16, 2009
Working Paper Series
216 downloads
Pricing Kernels with Coskewness and Volatility Risk
Charles A. Dice Center Working Paper No. 2008-25, Fisher College of Business Working Paper No. 2008-03-023
Fousseni Chabi-Yo
Ohio State University (OSU) - Fisher College of Business
Date Posted: February 16, 2009
Working Paper Series
46 downloads
Remodeling the Working Curve: The Roles of Scarcity, Time to Maturity and Time to Harvest
Katelijne A. E. Carbonez
and
Van Thi Tuong Nguyen
KU Leuven - Faculty of Business and Economics (FBE)
and
KU Leuven
Date Posted: February 16, 2009
Working Paper Series
39 downloads
Short-Put Exposures in Hedge Fund Returns: Are They Really There?
Andre Lucas ,
Arjen Siegmann and
Marno Verbeek
VU University Amsterdam - Faculty of Economics and Business
,
VU University Amsterdam - Faculty of Economics and Business Administration
and
Erasmus University - Rotterdam School of Management
Date Posted: February 16, 2009
Working Paper Series
217 downloads
Streaks in Earnings Surprises and the Cross-section of Stock Returns
Management Science, Forthcoming
Roger Loh
and
Mitch Warachka
Singapore Management University
and
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: February 16, 2009
Last Revised: October 27, 2011
Working Paper Series
402 downloads
Style Chasing by Hedge Fund Investors
Jenke ter Horst and
Galla Salganik
Tilburg University - Center for Economic Research (CentER)
and
Ben Gurion University
Date Posted: February 16, 2009
Last Revised: March 26, 2012
Working Paper Series
467 downloads
The Diversity of Information Acquisition Strategies in a Noisy REE Model with a Common Signal and Independent Signals
Satoshi Kawanishi
Sophia University
Date Posted: February 16, 2009
Working Paper Series
19 downloads
The Semi-Parametric Examination of Industry Risk: The Australian Evidence
Juan Yao
University of Sydney - Business School - Finance Discipline
Date Posted: February 16, 2009
Working Paper Series
52 downloads
The Term Structure of Interest Rates and Macro-Portfolio Returns
Midwest Finance Association 2012 Annual Meetings Paper
Paul A. Bekker
and
Kees E. Bouwman
University of Groningen
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: February 16, 2009
Last Revised: September 16, 2011
Working Paper Series
114 downloads
Unbiased Disagreement and the Efficient Market Hypothesis
Clotilde Napp
and
Elyes Jouini
Université Paris-Dauphine - CNRS-DRM
and
Universite de Paris 9 Dauphine - CEREMADE
Date Posted: February 16, 2009
Working Paper Series
123 downloads
Investigating the Risk Argument for the Value Premium: A Stochastic Dominance Approach
Desmond Ong
,
Wai-Mun Fong
and
Cheekiat Low
affiliation not provided to SSRN
,
National University of Singapore (NUS) - Department of Accounting
and
National University of Singapore (NUS) - Department of Accounting
Date Posted: February 15, 2009
Last Revised: February 16, 2009
Working Paper Series
55 downloads
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Swiss Finance Institute Research Paper No. 11-36
Pierre Bajgrowicz
and
O. Scaillet
University of Geneva - Graduate School of Business (HEC-Geneva)
and
University of Geneva - HEC
Date Posted: February 15, 2009
Last Revised: September 21, 2011
Working Paper Series
344 downloads
Errors, Robustness, and the Fourth Quadrant
International Journal of Forecasting, Vol. 25, No. 4, 2009
Nassim Nicholas Taleb
NYU-Poly
Date Posted: February 14, 2009
Last Revised: November 16, 2012
Accepted Paper Series
5978 downloads
Analyzing Risks and Returns in Emerging Equity Markets
Peter Went
GARP Research Center
Date Posted: February 14, 2009
Last Revised: July 07, 2009
Working Paper Series
103 downloads
Asset Returns and Scheduled Macroeconomic News Announcements
Pavel G. Savor
and
Mungo Ivor Wilson
University of Pennsylvania - Finance Department
and
University of Oxford - Said Business School
Date Posted: February 14, 2009
Working Paper Series
221 downloads
Bond Market Turnover and Credit Spread Changes
Viorel Roscovan
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: February 14, 2009
Last Revised: February 18, 2013
Working Paper Series
237 downloads
Calculating Equity Risk Premium for Russian Market: An Empirical Analysis
Global Academic Society Journal: Social Science Insight, Vol. 1, No. 5, pp. 4-15, 2008
Teimuraz Vashakmadze
Russian Presidential Academy of National Economy and Public Administration - Institute of Business Studies
Date Posted: February 14, 2009
Last Revised: March 11, 2012
Accepted Paper Series
124 downloads
CAPM with Option-Implied Betas: Another Rescue Attempt
Adrian Buss
,
Christian Schlag and
Grigory Vilkov
INSEAD - Finance
,
Goethe University Frankfurt - Department of Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: February 14, 2009
Last Revised: March 18, 2009
Working Paper Series
426 downloads
Distressed Sales and Financial Arbitrageurs: Front-Running in Illiquid Markets
Dan Liang
School of Economics, Shanghai University of Finance and Economics
Date Posted: February 14, 2009
Working Paper Series
57 downloads
Downside Risk Aversion, Fixed Income Exposure, and the Value Premium Puzzle
Guido Baltussen
,
Thierry Post and
Pim van Vliet
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Koc University - Graduate School of Business
and
Robeco Asset Management - Quantitative Strategies
Date Posted: February 14, 2009
Working Paper Series
453 downloads
The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis
Terry H. F. Cheuk ,
Sigurd Dyrting and
Andrew P. Carverhill
University of Hong Kong - School of Business
,
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
University of Hong Kong - School of Business
Date Posted: February 14, 2009
Working Paper Series
94 downloads
Estimating Security Betas Using Prior Information Based on Firm Fundamentals
AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper, WFA 2009 San Diego Meetings Paper
Mathijs Cosemans
,
Rik Frehen ,
Peter C. Schotman and
Rob Bauer
Erasmus University - Rotterdam School of Management
,
Tilburg University - Department of Finance
,
Maastricht University
and
Maastricht University
Date Posted: February 13, 2009
Last Revised: January 01, 2013
Working Paper Series
690 downloads
Allocation to Industry Portfolios Under Markov Switching Returns
Deniz Kebabci
San Francisco State University
Date Posted: February 13, 2009
Working Paper Series
39 downloads
Asset Pricing with Dynamic Margin Constraints
EFA 2009 Bergen Meetings Paper, Journal of Finance, Forthcoming
Oleg Rytchkov
Temple University - Fox School of Business and Management
Date Posted: February 13, 2009
Last Revised: February 28, 2013
Accepted Paper Series
93 downloads
Capital Structure Effects on Prices of Firm Stock Options: Tests Using Implied Market Values of Corporate Debt
EFA 2009 Bergen Meetings Paper
Robert L. Geske
and
Yi Zhou
University of California, Los Angeles (UCLA) - Finance Area
and
Florida State University, College of Business, Department of Finance
Date Posted: February 13, 2009
Working Paper Series
Differences in Herding: Individual vs. Institutional Investors in China
Wei Li ,
Ghon Rhee
and
Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance
,
University of Hawaii at Manoa
and
Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: February 13, 2009
Last Revised: March 18, 2009
Working Paper Series
550 downloads
Modelling Size and Illiquidity in West African Equity Markets
Applied Financial Economics, 2010
Jenifer Piesse and
Bruce Allen Hearn
Bournemouth University
and
University of Sussex
Date Posted: February 13, 2009
Last Revised: November 21, 2009
Working Paper Series
60 downloads
Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models
Deniz Kebabci
San Francisco State University
Date Posted: February 13, 2009
Working Paper Series
116 downloads
Portfolio Selection and Asset Pricing Models
Journal of Finance, forthcoming.
Lubos Pastor
University of Chicago - Booth School of Business
Date Posted: February 13, 2009
Working Paper Series
633 downloads
Style Investing with Uncertainty
Deniz Kebabci
San Francisco State University
Date Posted: February 13, 2009
Working Paper Series
116 downloads
The Mark-to-Market Valuation and Executive Pay Package Regulations within the 2009 US (Bailout) Emergency Economic Stabilization Act
Journal of Economic Policy Reform, Vol. 12, No. 3, pp. 189-199, September 2009
Jamal Ibrahim Haidar
World Bank
Date Posted: February 13, 2009
Last Revised: December 02, 2009
Accepted Paper Series
284 downloads
What Drives Stochastic Risk Aversion?
Sungjun Cho
Manchester Business School
Date Posted: February 13, 2009
Last Revised: April 23, 2011
Working Paper Series
90 downloads
Will Women Lead the Way? Gender and Information Preferences in Investment Decisions
Leda Nath
,
Lori Holder-Webb and
David Wood
University of Wisconsin - Whitewater
,
Western New England University - Department of Accounting and Finance
and
Boston College
Date Posted: February 13, 2009
Working Paper Series
186 downloads
Credit Spread Changes within Switching Regimes
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Olfa Maalaoui Chun ,
Georges Dionne and
Pascal Francois
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
,
HEC Montreal - Department of Finance
and
HEC Montreal - Department of Finance
Date Posted: February 12, 2009
Last Revised: March 11, 2013
Working Paper Series
285 downloads
A Jumping Index of Jumping Stocks? An MCMC Analysis of Continuous-Time Models for Individual Stocks
Paulo Rodrigues
and
Christian Schlag
Maastricht University - Department of Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: February 12, 2009
Working Paper Series
74 downloads
Asset Pricing in General Equilibrium with Constraints
EFA 2009 Bergen Meetings Paper
Georgy Chabakauri
London School of Economics and Political Science
Date Posted: February 12, 2009
Last Revised: April 14, 2010
Working Paper Series
252 downloads
Developments in Repo Markets During the Financial Turmoil
BIS Quarterly, December 2008
Peter Hördahl and
Michael R. King
Bank for International Settlements (BIS)
and
University of Western Ontario - Richard Ivey School of Business
Date Posted: February 12, 2009
Accepted Paper Series
789 downloads
Examining Bank SEOs: Are Offers Made by Undercapitalized Banks Different?
O. Emre Ergungor ,
C. N. V. Krishnan ,
Paul A. Laux ,
Ajai K. Singh and
Allan A. Zebedee
Federal Reserve Bank of Cleveland - Research Department
,
Case Western Reserve University - Department of Banking & Finance
,
University of Delaware - Alfred Lerner College of Business and Economics
,
Case Western Reserve University - Department of Banking & Finance
and
Clarkson University
Date Posted: February 12, 2009
Working Paper Series
120 downloads
Identification of Speculative Bubbles Using State-Space Models with Markov-Switching
Nael Al-Anaswah
and
Bernd Wilfling
affiliation not provided to SSRN
and
Westfälische Wilhelms-Universität
Date Posted: February 12, 2009
Working Paper Series
193 downloads
Is Share Price Relevant?
Soosung Hwang and
Chensheng Lu
Sungkyunkwan University - Department of Economics
and
Cairn Capital
Date Posted: February 12, 2009
Working Paper Series
495 downloads
New Return Anomalies and New-Keynesian ICAPM
Sungjun Cho
Manchester Business School
Date Posted: February 12, 2009
Last Revised: May 11, 2012
Working Paper Series
190 downloads
On the Scope and Drivers of the Asset Growth Effect
Darden Business School Working Paper No. 1341298
Marc L. Lipson ,
Sandra Mortal
and
Michael J. Schill
University of Virginia (UVA) - Darden School of Business
,
University of Memphis
and
University of Virginia - Darden Graduate School of Business Administration
Date Posted: February 12, 2009
Last Revised: June 09, 2011
Working Paper Series
543 downloads
Regular(ized) Hedge Fund Clones
Journal of Financial Research, Vol. 33, No. 3, pp. 223-247, September 2010
Daniel Giamouridis
and
Sandra Paterlini
Athens University of Economics and Business
and
EBS Universität für Wirtschaft und Recht
Date Posted: February 12, 2009
Last Revised: October 08, 2010
Accepted Paper Series
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
EFA 2009 Bergen Meetings Paper
Michael L. Lemmon and
Sophie X. Ni
University of Utah - Department of Finance
and
Hong Kong University of Science and Technology
Date Posted: February 12, 2009
Last Revised: August 23, 2011
Working Paper Series
235 downloads
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