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SSRN eLibrary Statistics:

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

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

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  References: 		238,027
Total References: 8,463,775
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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,633 Total downloads
Showing Papers 561 - 610 of 13,809
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Incl. Electronic Paper Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates -- Online Appendix
Andrea Ajello , Luca Benzoni and Olena Chyruk
Federal Reserve Board , Federal Reserve Bank of Chicago - Research Department and Federal Reserve Banks - Federal Reserve Bank of Chicago
Date Posted: December 23, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Volatility Downside Risk
 Adam Farago and Romeo Tedongap
Stockholm School of Economics - Department of Finance and Stockholm School of Economics
Date Posted: December 23, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper What Do Earnings Announcements Tell Us about Investor Learning in Financial Markets?
 Stefan Menssink and Carsten Murawski
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Date Posted: December 22, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Can Prediction Markets Mitigate Price Biases?
 Richard Borghesi
University of South Florida
Date Posted: December 22, 2012
Working Paper Series
10 downloads

Incl. Electronic Paper Survival of Hedge Funds: Frailty vs Contagion
 Serge Darolles , Patrick Gagliardini and Christian Gourieroux
Université Paris-Dauphine - DRM-CEREG , University of Lugano and Swiss Finance Institute and University of Toronto - Department of Economics
Date Posted: December 22, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper A Unified Approach to Pricing and Risk Management of Equity and Credit Risk
 Claudio Fontana and Juan Miguel A. Montes
Université d'Evry - Laboratoire d'Analyse et Probabilités and University of Padova - Department of Mathematics
Date Posted: December 22, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Robust Portfolio Allocation with Systematic Risk Contribution Restrictions
 Serge Darolles , Christian Gourieroux and Emmanuelle Jay
Université Paris-Dauphine - DRM-CEREG , University of Toronto - Department of Economics and QAMLAB
Date Posted: December 22, 2012
Working Paper Series
205 downloads

Incl. Electronic Paper Asymmetric Liquidity Risks and Asset Pricing
 Tālis J. Putniņš
University of Technology, Sydney - UTS Business School
Date Posted: December 22, 2012
Last Revised: April 30, 2013
Working Paper Series
117 downloads

Incl. Electronic Paper No Good Deals — No Bad Models
FRB of New York Staff Report No. 589
 Nina Boyarchenko , Mario Cerrato , John Crosby and Stewart D. Hodges
Federal Reserve Bank of New York , London Metropolitan University - Department of Economics, Finance and International Business (EFIB) , University of Glasgow and University of Warwick - Financial Options Research Centre (FORC)
Date Posted: December 22, 2012
Last Revised: March 31, 2013
Working Paper Series
225 downloads

Incl. Electronic Paper Aggregate News Tone, Stock Returns, and Volatility
 Michal Dzielinski and Henrik Hasseltoft
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: December 21, 2012
Working Paper Series
109 downloads

Insider Stock Trading and the Bond Market
 Andreas Oehler , Kuntara Pukthuanthong , Thomas John Walker and Stefan Wendt
Bamberg University , San Diego State University - College of Business Administration , Concordia University, Quebec - Department of Finance and Bamberg University
Date Posted: December 21, 2012
Working Paper Series

Incl. Electronic Paper Liquidity in Government Versus Covered Bond Markets
BIS Working Paper No. 392
 Jens Dick-Nielsen , Jacob Gyntelberg and Thomas Sangill
Copenhagen Business School - Department of Finance , Bank for International Settlements (BIS) - Monetary and Economic Department and affiliation not provided to SSRN
Date Posted: December 21, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
Journal of Portfolio Management, Vol. 38, No. 2, 2012
 Peter Cauwels and Didier Sornette
ETH Zürich and Swiss Finance Institute
Date Posted: December 21, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Hedging with Swaps Under a Parallel Shift of the Yield Curve
 Hanan Jaffal , Yves Rakotondratsimba and Adnan Yassine
Université du Havre , ECE Paris- Graduate School of Engineering and Université du Havre
Date Posted: December 21, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk
 Stefan Ankirchner , Judith C. Schneider and Nikolaus Schweizer
University of Bonn , University of Muenster - Finance Center Muenster and Saarland University
Date Posted: December 21, 2012
Last Revised: March 27, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper Investor Sentiment: Rational or Irrational — Evidence from China
 Changsheng Hu and Yangchun Chi
Wuhan University - School of Economics and Management and Wuhan University - School of Economics and Management
Date Posted: December 21, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Profit Index - Pertinent Risk of Financial Investment
 Amitay Kauffmann , Haim Shalit and Gal Zahavi
Technion - Israel Institute of Technology , Ben-Gurion University of the Negev - Department of Economics and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Date Posted: December 21, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Pésames por ser Español y 210 Comentarios (Condolences for Being Born in Spain and 210 Comments)
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: December 20, 2012
Working Paper Series
224 downloads

Incl. Electronic Paper Algunos Swaps de Tipos de Interés (Some Interest Rate Swaps)
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: December 19, 2012
Working Paper Series
246 downloads

Notes on Option Pricing with ADE
 Kin Hung (Felix) Kan
CIBC
Date Posted: December 19, 2012
Last Revised: January 05, 2013
Working Paper Series

Incl. Electronic Paper Implied Cost of Capital: A Stochastic Perspective
2013 Financial Markets & Corporate Governance Conference
 Fabian Echterling and Brigitte Eierle
University of Bamberg and University of Bamberg
Date Posted: December 19, 2012
Last Revised: May 13, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies
IMF Working Paper No. 12/271
 Tigran Poghosyan
International Monetary Fund (IMF)
Date Posted: December 19, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Efecto de la Crisis Financiera (2007-10) en la Innovación Estratégica y la Estructura Productiva, en el Proceso de Formación de los Precios (Impact of Financial Crisis (2007-10) in Strategic Innovation and Production Structure in the Asset Pricing Process)
Spanish Journal of Finance and Accounting, Forthcoming
Alfredo Juan Grau
Department of Corporate Finance (University of Valencia)
Date Posted: December 19, 2012
Accepted Paper Series
13 downloads

Incl. Electronic Paper Predicting Returns and Rent Growth in the Housing Market Using the Rent-to-Price Ratio: Evidence from the OECD Countries
 Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: December 19, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper What is Common Among Return Anomalies? Evidence from Insider Trading Decisions
 Qingzhong Ma and Andrey Ukhov
Cornell University and Cornell University
Date Posted: December 18, 2012
Last Revised: May 11, 2013
Working Paper Series
115 downloads

Incl. Electronic Paper Does Volatility Allow for Style Rotation? Evidence from International Stock Market Returns
 Fabian Dori
1741 Asset Management Ltd.
Date Posted: December 18, 2012
Working Paper Series
67 downloads

Incl. Electronic Paper Learning from Experience in the Stock Market
FEDS Working Paper No. 2012-41
 Anton Nakov and Galo Nuno
Bank of Spain and Bank of Spain - Department of International Economics & International Relations
Date Posted: December 18, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Have We Solved the Idiosyncratic Volatility Puzzle?
Fisher College of Business Working Paper No. 2012-03-028, Charles A. Dice Center Working Paper No. 2012-28
 Kewei Hou and Roger Loh
Ohio State University (OSU) - Department of Finance and Singapore Management University
Date Posted: December 18, 2012
Working Paper Series
265 downloads

Credit Default Swap & Variance Risk Premia
 Ghada Zgolli
Université Paris Ouest - Nanterre, La Défense - Laboratoire CEROS
Date Posted: December 18, 2012
Working Paper Series

Incl. Electronic Paper Black-Scholes Representation for Asian Options
Mathematical Finance, Forthcoming
 Jan Vecer
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: December 18, 2012
Accepted Paper Series
64 downloads

Incl. Electronic Paper Minimum Return Guarantees - Information Asymmetries and Optimal Product Design
 Antje Brigitte Mahayni and Judith C. Schneider
Mercator School of Management and University of Muenster - Finance Center Muenster
Date Posted: December 18, 2012
Working Paper Series
52 downloads

Incl. Electronic Paper Online Appendix: International Diversification Benefits with Foreign Exchange Investment Styles
 Tim-Alexander Kroencke , Felix Schindler and Andreas Schrimpf
Centre for European Economic Research (ZEW) , Steinbeis University Berlin and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: December 18, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Historical Housing-Related Statistics for Australia 1881-2011 – A Short Note
UNSW Australian School of Business Research Paper No. 2012ECON52
 Nigel Stapledon
University of New South Wales - Australian School of Business - School of Economics
Date Posted: December 17, 2012
Working Paper Series
40 downloads

Why Does ETF Short Selling Provide a Different Signal?
Journal of Index Investing, Forthcoming
 John Christopher Hughen and Xiaoyu Ma
University of Denver - Daniels College of Business and Independent
Date Posted: December 17, 2012
Last Revised: February 04, 2013
Accepted Paper Series

Incl. Electronic Paper Causes and Implications of Shifts in Financial Participation in Commodity Markets
 Bassam Fattouh and Lavan Mahadeva
University of Oxford - Oxford Institute for Energy Studies and Oxford Institute for Energy Studies
Date Posted: December 17, 2012
Last Revised: March 25, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper In Search of a Statistically Valid Volatility Risk Factor
 Robert M. Anderson , Stephen W. Bianchi and Lisa R. Goldberg
University of California, Berkeley - Department of Economics , University of California, Berkeley and University of California at Berkeley
Date Posted: December 16, 2012
Last Revised: February 10, 2013
Working Paper Series
72 downloads

Incl. Electronic Paper LIBOR Manipulation in Developed Markets
Sermaye Piyasasi Dergisi (Journal of Capital Markets), Sermaye Piyasası Meslek Personeli Derneği, Ankara, 2012,
Oral Erdogan and Ethem Sancak
Istanbul Bilgi University Department of Business Administration and Capital Market Board of Turkey
Date Posted: December 16, 2012
Working Paper Series
202 downloads

Incl. Electronic Paper The Performance of Individual Investors in Structured Financial Products
 Oliver Entrop , Michael D. McKenzie , Marco Wilkens and Christoph Winkler
University of Passau , University of Sydney - Discipline of Finance , University of Augsburg and University of Augsburg
Date Posted: December 16, 2012
Last Revised: February 03, 2013
Working Paper Series
123 downloads

Incl. Electronic Paper Assessing the Effectiveness of the Paulson 'Teaser Freezer' Plan: Evidence from the ABX Index
FRB Richmond Working Paper No. 10-06
 Eliana Balla , Robert E. Carpenter and Breck L. Robinson
Federal Reserve Banks - Federal Reserve Bank of Richmond , University of Maryland, Baltimore County - Department of Economics and University of Delaware - Department of Finance
Date Posted: December 16, 2012
Working Paper Series
2 downloads

Incl. Electronic Paper Conditional Forecasting: When is Inventory Growth Bad?
 Francesco Momentè and Francesco Reggiani
Bocconi University - Department of Accounting and Bocconi University - Department of Accounting
Date Posted: December 15, 2012
Working Paper Series
98 downloads

Incl. Electronic Paper Oil Price Shocks and Stock Market Returns: Evidence from Oil-Importing and Oil-Exporting Countries
 Li Yang , Chongfeng Wu and Yudong Wang
University of New South Wales (UNSW) - School of Banking and Finance , Shanghai Jiao Tong University (SJTU) - Aetna School of Management and Shanghai Jiao Tong University (SJTU)
Date Posted: December 15, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper A Primer on Pricing and Valuation: The Case of Credit Default Swaps
 Nicholas DeRobertis , Corbin Fox , Lucas Wright and Kenneth N. Daniels
Virginia Commonwealth University (VCU) , Virginia Commonwealth University (VCU) , Virginia Commonwealth University (VCU) and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Date Posted: December 15, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper DJIA Milestones: Irrational Trades and Rational Market Makers
 Harikumar Sankaran , Jayashree Harikumar and Violeta Diaz
New Mexico State University , New Mexico State University - College of Business Administration & Economics, Physical Sciences Laboratory and New Mexico State University
Date Posted: December 15, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Pricing Liquidity Risk and Buyout Returns
 Matthias Huss and Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: December 15, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Probability Weighting Functions Implied in Options Prices
 Valery Polkovnichenko and Feng Zhao
Federal Reserve Board and University of Texas at Dallas - Jindal School of Management
Date Posted: December 15, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper The Investment Manifesto
AFA 2013 San Diego Meetings Paper
 Xiaoji Lin and Lu Zhang
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
Date Posted: December 15, 2012
Working Paper Series
221 downloads

Incl. Electronic Paper An Estimation of Economic Models with Recursive Preferences
Cowles Foundation Discussion Paper No. 1883
 Xiaohong Chen , Jack Favilukis and Sydney C. Ludvigson
Yale University - Cowles Foundation , London School of Economics & Political Science (LSE) and New York University - Department of Economics
Date Posted: December 15, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Market Ecologies: The Interaction and Profitability of Technical Trading Strategies
 Antony Jackson and Dan Ladley
University of Leicester - Department of Economics and University of Leicester - Department of Economics
Date Posted: December 15, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Economic and Market Conditions: Two State Variables that Predict the Stock Market
 Dashan Huang and Guofu Zhou
Washington University in St. Louis - Olin Business School and Washington University in St. Louis - Olin School of Business
Date Posted: December 14, 2012
Last Revised: January 20, 2013
Working Paper Series
282 downloads

Incl. Electronic Paper Investors’ Order Placement Strategies Around the Time of a Market Sensitive Announcement
 Marvin Wee and Philip R. Brown
The University of Western Australia and University of Western Australia - Department of Accounting and Finance
Date Posted: December 14, 2012
Working Paper Series
17 downloads


 

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