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398,298
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228,729
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69,626
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JEL Code: G1
13,114,329 Total downloads
Showing Papers 5,621 - 5,670 of 36,963
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On the Robustness of the Extended Fama-French Three Factor Model
Intan Nurul Awwaliyah
and
Zaafri Ananto Husodo
Department of Management, Universitas Indonesia
and
Universitas Indonesia, Graduate School of Management
Date Posted: January 12, 2012
Last Revised: February 13, 2013
Working Paper Series
98 downloads
High-Water Marks and Hedge Fund Management Contracts with Partial Information
Dandan Song
,
Jinqiang Yang
and
Zhaojun Yang
affiliation not provided to SSRN
,
Shanghai University of Finance and Economics
and
Hunan University - School of Finance and Statistics
Date Posted: January 12, 2012
Last Revised: May 14, 2012
Working Paper Series
83 downloads
Internalization, Clearing and Settlement, and Liquidity
European Banking Center Discussion Paper No. 2012-001, CentER Discussion Paper Series No. 2012-002, TILEC Discussion Paper No. 2012-001
Hans Degryse ,
Mark Van Achter
and
Gunther Wuyts
KU Leuven - Faculty of Business and Economics (FBE)
,
Rotterdam School of Management, Erasmus University
and
KU Leuven - University of Leuven
Date Posted: January 12, 2012
Working Paper Series
84 downloads
On Sharing Risk in Large Economies: Risk and Risk Aversion
CIRPEE Working Paper No. 12-01
Eric Fesselmeyer
,
Leonard J. Mirman and
Marc Santugini
National University of Singapore (NUS) - Department of Economics
,
University of Virginia (UVA) - Department of Economics
and
HEC Montreal, Institute of Applied Economics
Date Posted: January 12, 2012
Last Revised: October 03, 2012
Working Paper Series
51 downloads
Price Discovery in Government Bond Markets
Siri Valseth
University of Stavanger Business School
Date Posted: January 12, 2012
Last Revised: June 30, 2012
Working Paper Series
49 downloads
Private Equity Lemons? Evidence on Value Creation in Secondary Buyouts
European Financial Management, Forthcoming
Ann-Kristin Achleitner
and
Christian Figge
Technische Universität München - Center for Entrepreneurial and Financial Studies
and
Technische Universität München - Center for Entrepreneurial and Financial Studies
Date Posted: January 12, 2012
Accepted Paper Series
A Sensible Reform of the EU VAT Regime for Financial Services
International VAT Monitor, No. 5, 2009
Fabrizio Borselli
Bank of Italy
Date Posted: January 11, 2012
Accepted Paper Series
A Survey of Systemic Risk Analytics
U.S. Department of Treasury, Office of Financial Research No. 0001
Dimitrios Bisias
,
Mark D. Flood ,
Andrew W. Lo and
Stavros Valavanis
Massachusetts Institute of Technology (MIT)
,
Independent
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Massachusetts Institute of Technology (MIT)
Date Posted: January 11, 2012
Last Revised: January 13, 2012
Working Paper Series
1441 downloads
Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis
Midwest Finance Association 2012 Annual Meetings Paper
Fabio Maccheroni ,
Massimo Marinacci and
Doriana Ruffino
Bocconi University - Department of Decision Sciences
,
University of Turin - Department of Statistics and Applied Mathematics
and
University of Minnesota
Date Posted: January 11, 2012
Working Paper Series
275 downloads
Ambiguity Measurement
Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: January 11, 2012
Last Revised: July 09, 2012
Working Paper Series
457 downloads
Financial Market Segmentation, Stock Market Volatility and the Role of Monetary Policy
Anastasia S. Zervou
Texas A&M University (TAMU) - Department of Economics
Date Posted: January 11, 2012
Last Revised: January 29, 2013
Working Paper Series
33 downloads
Informativeness of Value-at-Risk Disclosure in the Banking Industry
Xiaohua Fang
Georgia State University - J. Mack Robinson College of Business
Date Posted: January 11, 2012
Working Paper Series
On the Definition of Discount Rates in a Multi-Period Equity Valuation Setting
Matthias Meitner
and
Felix Streitferdt
Allianz SE
and
affiliation not provided to SSRN
Date Posted: January 11, 2012
Working Paper Series
55 downloads
Robust Portfolio Choice with Uncertainty About Jump and Diffusion Risk
Linda Sandris Larsen and
Nicole Branger
University of Southern Denmark
and
University of Muenster - Finance Center Muenster
Date Posted: January 11, 2012
Last Revised: April 25, 2012
Working Paper Series
98 downloads
The Determinants of Target Cash Holdings and Adjustment Speeds: An Empirical Analysis of Chinese Firms
2012 Financial Markets & Corporate Governance Conference
Lakshman Alles
,
Yujun Lian and
Claire Y Xu
Curtin University of Technology - Department of Finance
,
Sun Yat-sen University
and
Zhejiang Gongshang University (ZJGSU)
Date Posted: January 11, 2012
Working Paper Series
178 downloads
The Effect of the Fukushima Nuclear Accident on Stock Prices of Electric Power Utilities
Energy Economics, Forthcoming
Shingo Kawashima
and
Fumiko Takeda
University of Tokyo - Department of Technology Management for Innovation
and
University of Tokyo
Date Posted: January 11, 2012
Last Revised: August 19, 2012
Accepted Paper Series
105 downloads
The Term Structure of Inflation Compensation in the Nominal Yield Curve
FRB of Cleveland Working Paper No. 11-33
Mehmet Pasaogullari
and
Simeon Tsonev
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 11, 2012
Accepted Paper Series
19 downloads
Value-Relevance of Financial and Non-Financial Information for the Publicly Traded Internet-Based Companies in the Post-Sarbanes-Oxley Period
Lianna Aghabekyan
affiliation not provided to SSRN
Date Posted: January 11, 2012
Working Paper Series
84 downloads
Industrial Loan Companies: Where Banking and Commerce Meet
Financial Markets, Institutions & Instruments, Vol. 21, Issue 1, pp. 1-69, 2012
James R. Barth ,
Tong Li ,
Apanard Angkinand ,
Yuan‐Hsin Chiang and
Li Li
Auburn University
,
Milken Institute
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Milken Institute - Financial Research Group
Date Posted: January 10, 2012
Accepted Paper Series
3 downloads
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis
Applied Mathematical Finance, Volume 19, Issue 6, 2012, 535-552
Álvaro Cartea and
Dimitris Karyampas
University College London
and
UBS AG
Date Posted: January 10, 2012
Last Revised: March 11, 2013
Accepted Paper Series
211 downloads
Dynamic Deception
Axel Anderson and
Lones Smith
Georgetown University - Department of Economics
and
University of Wisconsin at Madison - Department of Economics
Date Posted: January 10, 2012
Last Revised: November 27, 2012
Working Paper Series
60 downloads
How Trading in the Options Market Interacted with Trading in Underlying Stocks Around the Effective Date of the SEC Penny-Pilot Program
Rui Dai
University of Pennsylvania - Wharton Research Data Services
Date Posted: January 10, 2012
Working Paper Series
48 downloads
Managing for the Moment: The Role of Real Activity Versus Accruals Earnings Management in SEO Valuation
Sugata Roychowdhury
,
S.P. Kothari
and
Natalie Mizik
Boston College
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
University of Washington
Date Posted: January 10, 2012
Last Revised: December 31, 2012
Working Paper Series
594 downloads
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
59 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
931 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
198 downloads
Smiles All Around: FX Joint Calibration in a Multi-Heston Model
Journal of Banking and Finance, Forthcoming
Alvise De Col
,
Alessandro Gnoatto
and
Martino Grasselli
Independent
,
Ludwig-Maximilians-Universität Munich
and
University of Padua
Date Posted: January 09, 2012
Last Revised: June 13, 2013
Accepted Paper Series
128 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
1062 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
36 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
149 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
42 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
26 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
51 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
185 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
204 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
144 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
85 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
150 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
330 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
68 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
203 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
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