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SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,422
Full Text Papers:
393,787
Authors:
226,737
Papers Received in Last 12 months:
68,988
Paper Downloads:
To date:
65,953,402
Last 12 months:
11,186,475
Last 30 days:
1,057,634
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Papers with Resolved References:
238,981
Total References:
8,480,523
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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: G12
5,803,668 Total downloads
Showing Papers 5,651 - 5,700 of 13,814
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An Improved Immunization Strategy: M-Absolute
Sanjay K. Nawalkha and
Donald R. Chambers
University of Massachusetts at Amherst - Isenberg School of Management
and
Lafayette College - College of Economics and Business
Date Posted: January 30, 2009
Working Paper Series
210 downloads
Capital Regulation, Risk-Taking and Monetary Policy: A Missing Link in the Transmission Mechanism?
BIS Working Paper No. 268
Claudio E. V. Borio and
Haibin Zhu
Bank for International Settlements (BIS) - Research and Policy Analysis
and
Bank for International Settlements (BIS)
Date Posted: January 29, 2009
Working Paper Series
870 downloads
Dispersion of Beliefs, Stock Prices and the Earnings Surprise Measures - A Generalized Approach
Leon Zolotoy
Melbourne Business School
Date Posted: January 29, 2009
Last Revised: March 16, 2009
Working Paper Series
113 downloads
Financial Statement Recasting and Credit Risk Assessment
Robert Day School of Economics and Finance Research Paper No. 2009-01
George E. Batta
,
Ananda R. Ganguly and
Joshua G. Rosett
Claremont McKenna College - Robert Day School of Economics and Finance
,
Claremont McKenna College - Robert Day School of Economics and Finance
and
Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: January 29, 2009
Last Revised: September 22, 2012
Working Paper Series
402 downloads
How Prediction Markets Can Save Event Studies
Erik Snowberg
,
Justin Wolfers and
Eric Zitzewitz
California Institute of Technology - Division of the Humanities and Social Sciences
,
University of Michigan at Ann Arbor - Department of Economics
and
Dartmouth College
Date Posted: January 29, 2009
Working Paper Series
84 downloads
Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis
BIS Working Paper No. 264
Yasuaki Amatatsu
and
Naohiko Baba
affiliation not provided to SSRN
and
Bank of Japan - Financial Markets Department
Date Posted: January 29, 2009
Working Paper Series
259 downloads
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Marco Bianchetti
Intesa Sanpaolo - Market Risk Management
Date Posted: January 29, 2009
Last Revised: August 01, 2012
Working Paper Series
5733 downloads
Application of Stochastic Optimal Control to Financial Market Debt Crises
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: January 28, 2009
Last Revised: January 29, 2009
Working Paper Series
103 downloads
Determinants of House Prices in Nine Asia-Pacific Economies
BIS Working Paper No. 263
Eloisa T. Glindro
,
Tientip Subhanij
,
Jessica Szeto
and
Haibin Zhu
Bank for International Settlements (BIS)
,
Bank of Thailand
,
affiliation not provided to SSRN
and
Bank for International Settlements (BIS)
Date Posted: January 28, 2009
Working Paper Series
302 downloads
New Methodologies in the Valuation of Interest Rate Options
Ako Doffou
The Institute of International Studies
Date Posted: January 28, 2009
Working Paper Series
59 downloads
Is it the Weather? Response
Ben Jacobsen and
Wessel Marquering
New Zealand Institute of Advanced Study
and
Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: January 27, 2009
Last Revised: February 21, 2009
Accepted Paper Series
120 downloads
Method of Sale, Price Volatility, and Borrowing Costs on New Issue Municipal Bonds
Date Posted: January 27, 2009
Working Paper Series
181 downloads
Resolving the Unbiasedness Puzzle in the Foreign Exchange Market
Daniel L. Thornton
Federal Reserve Bank of St. Louis - Research Division
Date Posted: January 27, 2009
Working Paper Series
22 downloads
Return Predictability and Shareholders' Real Options
Review of Accounting Studies, Forthcoming
Lee-Seok Hwang and
Byungcherl Charlie Sohn
Seoul National University - College of Business Administration
and
City University of Hong Kong (CityUHK) - Department of Accountancy
Date Posted: January 27, 2009
Last Revised: April 20, 2009
Accepted Paper Series
222 downloads
Share Restrictions, Risk Taking and Hedge Fund Performance
Juha Joenväärä and
Pekka Tolonen
University of Oulu
and
University of Oulu
Date Posted: January 27, 2009
Last Revised: August 25, 2009
Working Paper Series
218 downloads
Unusual News Events and the Cross-Section of Stock Returns
UC Davis Graduate School of Management Research Paper No. 10-09
Turan G. Bali ,
Anna Scherbina and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
University of California, Davis - Graduate School of Management
and
Fordham University - School of Business
Date Posted: January 27, 2009
Last Revised: February 27, 2012
Working Paper Series
367 downloads
Dividend Valuation, Trading and Transactions Costs: The 1997 Partial Abolition of Dividend Tax Credit Repayments
Lynn Hodgkinson
,
Kevin Holland and
Richard H.G. Jackson
Bangor Business School
,
University of Southampton
and
University of Wales, Aberystwyth - School of Management and Business
Date Posted: January 26, 2009
Working Paper Series
48 downloads
How Does Liquidity Affect Government Bond Yields?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Carlo A. Favero ,
Marco Pagano and
Ernst-Ludwig von Thadden
Bocconi University - Department of Finance
,
University of Naples Federico II - Department of Economics
and
Universitaet Mannheim
Date Posted: January 26, 2009
Last Revised: January 29, 2009
Accepted Paper Series
175 downloads
The Buyback Monitor - 'Mirror, Mirror...' - Corporate Stock Buyback Profits of 276 Firms
M. A. Gumport
MG Holdings/SIP
Date Posted: January 26, 2009
Working Paper Series
172 downloads
Modeling and Forecasting a Firm's Financial Statements with a VAR-VECM Model
Bernardus F. N. Van Doornik
and
Gustavo R. De Oliveira
Universidade de Brasilia
and
Universidade de Brasília (UnB)
Date Posted: January 24, 2009
Working Paper Series
553 downloads
Socially Responsible Investors and Their Advisors
Journal of Investment Consulting, Vol. 9, No. 1, pp. 15-26, Fall 2008
Meir Statman
Santa Clara University - Department of Finance
Date Posted: January 24, 2009
Last Revised: September 29, 2010
Accepted Paper Series
3 downloads
A Structural Approach to Assessing the Credit Risk of Hong Kong's Corporate Sector
Ip-wing Yu and
Laurence Fung
affiliation not provided to SSRN
and
Hong Kong Monetary Authority
Date Posted: January 23, 2009
Working Paper Series
54 downloads
Does Size Matter in the Hedge Fund Industry?
Melvyn Teo
Singapore Management University - School of Business
Date Posted: January 23, 2009
Working Paper Series
587 downloads
Hang Seng Index Futures Open Interest and its Relationship with the Cash Market
Hongyi Chen
,
Laurence Fung
and
Jim Wong
affiliation not provided to SSRN
,
Hong Kong Monetary Authority
and
Hong Kong Monetary Authority
Date Posted: January 23, 2009
Working Paper Series
192 downloads
Pricing the CBOT T-Bonds Futures
Ramzi Ben-Abdallah
,
Hatem Ben Ameur
and
Michèle Breton
University of Quebec at Montreal - School of Management - Department of Finance
,
HEC Montreal - Department of Management Sciences
and
HEC Montreal - Department of Management Sciences
Date Posted: January 23, 2009
Working Paper Series
REIT IPOs and the Cost of Going Public
Journal of Real Estate Finance and Economics, Vol. 39, No. 1, 2009
Steven D. Dolvin and
Mark Pyles
Butler University
and
affiliation not provided to SSRN
Date Posted: January 23, 2009
Accepted Paper Series
Securitization and Real Investment in Incomplete Markets
McCombs Research Paper Series No. IROM-09-09, Johnson School Research Paper Series No. #17-09
Vishal Gaur
,
Sridhar Seshadri
and
Marti G. Subrahmanyam
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
University of Texas at Austin - Red McCombs School of Business
and
New York University - Stern School of Business
Date Posted: January 23, 2009
Last Revised: April 14, 2009
Working Paper Series
132 downloads
Taxes and Ex-Day Returns: Evidence from Germany and the U.K.
National Tax Journal, Forthcoming
Meziane Lasfer
City University London - Cass Business School
Date Posted: January 23, 2009
Accepted Paper Series
The Effect of Market Regimes on Style Allocation
Manuel Ammann and
Michael Verhofen
University of St. Gallen - Swiss Institute of Banking and Finance
and
Allianz Global Investors
Date Posted: January 23, 2009
Working Paper Series
1018 downloads
The Term Structure in an Exchange Economy with Two Trees
Christine A. Parlour ,
Richard Stanton and
Johan Walden
University of California, Berkeley - Finance Group
,
University of California, Berkeley - Finance Group
and
University of California, Berkeley - Finance Group
Date Posted: January 23, 2009
Last Revised: March 22, 2011
Working Paper Series
105 downloads
Understanding the Information Content of Short Interests
Yexiao Xu ,
Harold H. Zhang and
Xin Zhou
University of Texas at Dallas - School of Management
,
University of Texas at Dallas - Naveen Jindal School of Management
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 23, 2009
Working Paper Series
210 downloads
An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity
Third Singapore International Conference on Finance 2009
Joseph Engelberg
,
Pengjie Gao
and
Ravi Jagannathan
University of California, San Diego (UCSD) - Rady School of Management
,
University of Notre Dame - Mendoza College of Business
and
Northwestern University - Kellogg School of Management
Date Posted: January 22, 2009
Last Revised: March 20, 2009
Working Paper Series
1456 downloads
Houses, Banks, and Financial Markets: Why the Crisis this Time?
Jon A. Garfinkel
and
Jarjisu Sa-Aadu
University of Iowa - Department of Finance
and
University of Iowa - Department of Finance
Date Posted: January 22, 2009
Last Revised: January 25, 2010
Working Paper Series
191 downloads
On the Estimation of Asset Pricing Models Using Univariate Betas
Raymond Kan and
Cesare Robotti
University of Toronto - Rotman School of Management
and
Federal Reserve Bank of Atlanta
Date Posted: January 22, 2009
Last Revised: July 25, 2010
Working Paper Series
85 downloads
Tweaking Black-Scholes
Do-Sub Jung
and
Charles J. Corrado
affiliation not provided to SSRN
and
Deakin University - School of Accounting, Economics & Finance
Date Posted: January 22, 2009
Last Revised: March 04, 2009
Working Paper Series
217 downloads
A Stochastic Extension of the Miller-Modigliani Framework
Mathematical Finance, Vol. 1, No. 4, pp. 57-76, October 1991
John P. Lehoczky ,
N. A. Derzko and
Suresh Sethi
Carnegie Mellon University
,
University of Toronto
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 20, 2009
Last Revised: February 22, 2010
Accepted Paper Series
Integrating Corporate Ownership and Pension Fund Structures: A General Equilibrium Approach
Nottingham University Business School Research Paper No. 2009-01
Muhammed Shahid Ebrahim
and
Ike Mathur
Bangor University - University of Wales System
and
Southern Illinois University at Carbondale - Department of Finance
Date Posted: January 20, 2009
Last Revised: May 03, 2011
Working Paper Series
110 downloads
A Study of Companies with Abnormally Favorable Patterns of Executive Stock Option Grant Timing
Rick Edelson
and
Scott Whisenant
University of Houston - C.T. Bauer College of Business
and
University of Kansas
Date Posted: January 19, 2009
Last Revised: August 17, 2009
Working Paper Series
383 downloads
Does the Difference in Valuation Between Domestic and Foreign Investors Help Explain Their Distinct Holdings of Domestic Stocks (formerly, Do Different Interpretations of the Same Information Help Explain the Home Bias)
Journal of Banking and Finance, Forthcoming
Hyung Cheol Kang
,
Dong Wook Lee and
Kyung Suh Park
University of Seoul
,
Korea University Business School
and
Korea University - Department of Finance
Date Posted: January 19, 2009
Last Revised: February 14, 2010
Accepted Paper Series
Evidence on the Three-Factor and Characteristics Models: Korea
Kyong Shik Eom
and
Jong-Ho Park
University of Seoul, College of Business Administration
and
Sunchon University
Date Posted: January 19, 2009
Working Paper Series
141 downloads
IBEX 35: 1991-2008
Pablo Fernandez and
Vicente J. Bermejo-Boixareu
University of Navarra - IESE Business School
and
Universidad Carlos III
Date Posted: January 19, 2009
Last Revised: September 25, 2009
Working Paper Series
430 downloads
Luck and the US Equity Premium
Matthew C. Pollard
London Business School
Date Posted: January 19, 2009
Last Revised: March 08, 2009
Working Paper Series
134 downloads
SDF-Based Estimation of Linear Factor Models with Alternative Loss Functions
I. Rodriguez Longarela
University of Tromsø - Department of Economics - NFH
Date Posted: January 19, 2009
Working Paper Series
36 downloads
Stock Returns and Inflation Revisited
Bong-Soo Lee
Florida State University
Date Posted: January 19, 2009
Working Paper Series
301 downloads
Trading Activity, Realized Volatility and Jumps
Pierre Giot ,
Sébastien Laurent and
Mikael Petitjean
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
,
Maastricht University - Department of Quantitative Economics
and
Louvain School of Management (UCL)
Date Posted: January 19, 2009
Working Paper Series
109 downloads
A Study of Market Discipline in Indian Banking: Role of Subordinated Debt Market
Abhijit Sarkar
and
L. M. Bhole
Indian Institute of Technology (IIT), Gandhinagar - School of HSSM
and
Indian Institute of Technology (IIT), Bombay - Department of Humanities and Social Sciences
Date Posted: January 18, 2009
Working Paper Series
124 downloads
An Empirical Study of Forex Risk Management Strategies
Indian Journal of Finance, Vol. II, No. 8, December 2008
Mihir Dash
,
Mahesh Kodagi
,
Vivekanand B. Y.
and
Narendra Babu
Alliance University - School of Business
,
Indusind Bank Limited - Risk Management
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 18, 2009
Accepted Paper Series
1248 downloads
Option Value of Cash
Third Singapore International Conference on Finance 2009
Jialin Yu
Columbia Business School - Finance and Economics
Date Posted: January 17, 2009
Last Revised: September 06, 2011
Working Paper Series
131 downloads
Public Investment Funds and Value-Based Generational Accounting
Roy P. M. M. Hoevenaars
and
R. Molenaar
APG Asset Management
and
Robeco Investments
Date Posted: January 17, 2009
Working Paper Series
183 downloads
Exchange Trading Rules
TILEC Discussion Paper No. 2009-003
Douglas Cumming ,
Sofia Johan and
Dan Li
York University - Schulich School of Business
,
York University - Schulich School of Business
and
The School of Economics and Finance, University of Hong Kong
Date Posted: January 16, 2009
Last Revised: October 06, 2009
Working Paper Series
268 downloads
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