Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

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

CiteReader:  What's this?
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
12,996,697 Total downloads
Showing Papers 5,861 - 5,910 of 36,712
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Clientele Change, Persistent Liquidity Shock, and Bond Return Reversals after Rating Downgrades
Zhi Da and Pengjie Gao
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Mendoza College of Business
Date Posted: October 08, 2008
Last Revised: March 17, 2009
Working Paper Series
99 downloads

Incl. Electronic Paper Clientele Effects and Condo Conversions
Real Estate Economics, Forthcoming
 John D. Benjamin , Peter T. Chinloy , William G. Hardin III and Zhonghua Wu
American University - Kogod School of Business , American University - Department of Finance and Real Estate , Florida International University (FIU) - College of Business Administration and Florida International University (FIU)
Date Posted: June 06, 2008
Working Paper Series
44 downloads

Clientele Effects and Cross-Security Market Making: Evidence from Calls of Convertible Preferred Securities
Financial Management, Vol. 27, No. 4, Winter 1998
 John S. Howe , Ji-Chai Lin and Ajai K. Singh
University of Missouri at Columbia - Department of Finance , Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Case Western Reserve University - Department of Banking & Finance
Date Posted: February 19, 1999
Accepted Paper Series

Clientele Trading in Response to Published Information: Evidence from the 'Dartboard' Column
Journal of Financial Research
 Stephen W. Pruitt , Bonnie F. Van Ness and Robert A. Van Ness
affiliation not provided to SSRN , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: August 17, 1999
Accepted Paper Series

Incl. Electronic Paper Climate Finance and its Governance: Moving to a Low Carbon Economy Through Socially Responsible Financing?
International & Comparative Law Quarterly, 2009
 Benjamin J. Richardson
University of British Columbia - Faculty of Law
Date Posted: January 30, 2009
Accepted Paper Series
593 downloads

Incl. Electronic Paper Climate Risk Management: The Case of Forecasting Tropical Cyclones
 Carolyn W. Chang , Jack S. K. Chang and Kian-Guan Lim
California State University & National University , California State University, Los Angeles and Singapore Management University
Date Posted: March 24, 2010
Working Paper Series
77 downloads

Incl. Electronic Paper Climate Variables and Weather Derivatives: Gas Demand, Temperature and Seasonality Effects in the Italian Case
 Giovanna Zanotti , Giampaolo Gabbi and Daniele Laboratore
Bocconi University , SDA Bocconi and Università degli Studi di Milano-Bicocca
Date Posted: January 27, 2004
Working Paper Series
373 downloads

Incl. Electronic Paper Cliquet Options: Pricing and Greeks in Deterministic and Stochastic Volatility Models
 Peter den Iseger and Emöke Oldenkamp
Cardano Risk Management and Cardano
Date Posted: September 18, 2007
Working Paper Series
1156 downloads

Incl. Electronic Paper Close Form Pricing Formulas for CoCa CoCos
 José Manuel Corcuera , José Fajardo , Henrik Jonsson , Wim Schoutens and Arturo Valdivia
University of Barcelona , Getulio Vargas Foundation , European Commission - Joint Research Centre , KU Leuven - Department of Mathematics and University of Barcelona
Date Posted: January 25, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Closed End Fund Performance on a Daily Basis: The Discovery of a New Anomaly
 Ben S. Branch , Aixin Ma and Jill Sawyer
University of Massachusetts at Amherst - Isenberg School of Management , Oklahoma City University - Meinders School of Business and University of Massachusetts at Amherst
Date Posted: October 17, 2006
Working Paper Series
371 downloads

Incl. Electronic Paper Closed Form Convexity and Cross-Convexity Adjustments for Heston Prices
Quantitative Finance, Vol. 11, No. 8, 2011
 Gabriel G. Drimus
Institute of Banking and Finance, University of Zürich
Date Posted: April 04, 2009
Last Revised: July 30, 2011
Accepted Paper Series
476 downloads

Incl. Electronic Paper Closed Form Expressions for the Uncertainty from Linear Detrending, and the Pricing of Weather Derivatives
 Stephen Jewson and Jeremy Penzer
Risk Management Solutions and London School of Economics
Date Posted: July 06, 2004
Working Paper Series
272 downloads

Incl. Electronic Paper Closed Form Pricing Formulas for Discretely Sampled Generalized Variance Swaps
 Wendong Zheng and Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: February 13, 2011
Last Revised: April 30, 2012
Working Paper Series
99 downloads

Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
 Kristian R. Miltersen , Klaus Sandmann and Dieter Sondermann
Copenhagen Business School , University of Bonn - The Bonn Graduate School of Economics and University of Bonn - Institute of Statistics
Date Posted: August 18, 1999
Working Paper Series

Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
The Journal of Finance, Vol. 52, pp. 409-430, 1997
 Kristian R. Miltersen , Klaus Sandmann and Dieter Sondermann
Copenhagen Business School , University of Bonn - The Bonn Graduate School of Economics and University of Bonn - Institute of Statistics
Date Posted: May 17, 2006
Accepted Paper Series

Incl. Electronic Paper Closed Form Solutions of Measures of Systemic Risk
 Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: September 12, 2010
Last Revised: November 18, 2012
Working Paper Series
182 downloads

Incl. Electronic Paper Closed Form Spread Option Valuation
NHH Dept. of Finance & Management Science Discussion Paper No. 2006/20
 Petter Bjerksund and Gunnar Stensland
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 13, 2008
Working Paper Series
587 downloads

Incl. Electronic Paper Closed Form Valuation of American Barrier Options
Tempus Financial Engineering No. 4/98
 Espen Gaarder Haug
affiliation not provided to SSRN
Date Posted: March 23, 1999
Working Paper Series
1358 downloads

Incl. Electronic Paper Closed Forms for European Options in a Local Volatility Model
 Eric Benhamou , Emmanuel Gobet and Mohammed Miri
Pricing Partners , Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees and Pricing Partners
Date Posted: October 01, 2008
Working Paper Series
957 downloads

Incl. Electronic Paper Closed Formulas for the Price and Sensitivities of a Vanilla European Option Under a Jump Diffusion Model
 Yves Rakotondratsimba
ECE Paris- Graduate School of Engineering
Date Posted: July 27, 2010
Last Revised: July 28, 2010
Working Paper Series
109 downloads

Closed-End Country Funds and U.S. Market Sentiment, Mitsui Life Financial Research Center
Working Paper No. 93-13
 James N. Bodurtha , Dong-Soon Kim and Charles M.C. Lee
Georgetown University - Department of Finance , Chung-Ang University and Stanford University - Graduate School of Business
Date Posted: August 09, 1999
Working Paper Series

Closed-End Fund Discounts and Expected Investment Performance
Financial Review, Vol. 39, No. 2, May 2004
 Robert Ferguson and Dean Leistikow
Axiomatic Systems, Inc. and Fordham University - Finance Area
Date Posted: February 06, 2004
Accepted Paper Series

Incl. Electronic Paper Closed-End Fund Discounts and Premiums
Pacific-Basin Capital Markets Research, Vol. 2, 1991
 Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
190 downloads

Incl. Electronic Paper Closed-End Fund Discounts in a Rational Agent Economy
 Matthew I. Spiegel
Yale University - Yale School of Management, International Center for Finance
Date Posted: January 08, 1998
Working Paper Series
629 downloads

Incl. Electronic Paper Closed-End Fund Discounts with Informed Ownership Differential
 Gustavo Grullon and F. Albert Wang
Rice University - Jesse H. Jones Graduate School of Business and University of Dayton - School of Business Administration - Department of Economics and Finance
Date Posted: March 29, 2000
Working Paper Series
389 downloads

Closed-End Fund Discounts with Informed Ownership Differential
Forthcoming in Journal of Financial Intermediation
 Gustavo Grullon and F. Albert Wang
Rice University - Jesse H. Jones Graduate School of Business and University of Dayton - School of Business Administration - Department of Economics and Finance
Date Posted: May 23, 2001
Accepted Paper Series

Closed-End Fund Expenses and Investment Selection
The Financial Review, February 2000
 Davinder K. Malhotra and Robert W. McLeod
Philadelphia University and University of Alabama
Date Posted: January 27, 2000
Accepted Paper Series

Incl. Electronic Paper Closed-End Funds: A Survey
 Elroy Dimson and Carolina Minio-Kozerski
London Business School and J.P. Morgan Chase & Co.
Date Posted: October 26, 1998
Working Paper Series
2490 downloads

Incl. Electronic Paper Closed-Form Analytic Pricing and Hedging of Arithmetic Asian Options using a Reciprocal Gamma Distribution
 Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Date Posted: June 06, 1997
Working Paper Series
1191 downloads

Incl. Electronic Paper Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models
 Minqiang Li and Fabio Mercurio
Bloomberg LP and Bloomberg L.P.
Date Posted: April 04, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Closed-Form Approximations for Spread Option Prices and Greeks
 Minqiang Li , Shijie Deng and Jieyun Zhou
Bloomberg LP , Georgia Institute of Technology - School of Industrial and Systems Engineering and Georgia Institute of Technology
Date Posted: December 20, 2006
Last Revised: June 08, 2010
Working Paper Series
1776 downloads

Closed-Form Approximations for Spread Option Prices and Greeks
Journal of Derivatives, Vol. 15, No. 3, pp. 58-80, 2008
 Minqiang Li , Shijie Deng and Jieyun Zhou
Bloomberg LP , Georgia Institute of Technology - School of Industrial and Systems Engineering and Georgia Institute of Technology
Date Posted: February 12, 2008
Last Revised: October 12, 2009
Accepted Paper Series

Incl. Electronic Paper Closed-Form Expansion, Conditional Expectation, and Option Valuation
 Chenxu Li
Guanghua School of Management, Peking University
Date Posted: February 12, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Closed-form Expressions for the Beta of a Weather Derivative Portfolio

 Stephen Jewson
Risk Management Solutions
Date Posted: January 16, 2004
Working Paper Series
216 downloads

Incl. Electronic Paper Closed-form Expressions for the Pricing of Weather Derivatives Part 4 - The Kernel Density
 Stephen Jewson
Risk Management Solutions
Date Posted: February 11, 2004
Working Paper Series
242 downloads

Incl. Electronic Paper Closed-form Expressions for the Pricing of Weather Derivatives: Part 1 - The Expected Payoff
 Stephen Jewson
Risk Management Solutions
Date Posted: October 04, 2003
Working Paper Series
754 downloads

Incl. Electronic Paper Closed-Form Expressions for the Pricing of Weather Derivatives: Part 2 - The Greeks
 Stephen Jewson
Risk Management Solutions
Date Posted: October 04, 2003
Working Paper Series
536 downloads

Incl. Electronic Paper Closed-Form Expressions for the Pricing of Weather Derivatives: Part 3 - The Payoff Variance
 Stephen Jewson
Risk Management Solutions
Date Posted: December 30, 2003
Working Paper Series
331 downloads

Incl. Electronic Paper Closed-Form Expressions for the Pricing of Weather Derivatives: The Expected Payoff for Gamma Distributed Indices
 Stephen Jewson
Risk Management Solutions
Date Posted: August 16, 2004
Working Paper Series
198 downloads

Incl. Electronic Paper Closed-Form Expressions for the Pricing of Weather Derivatives: The Expected Payoff for t-Distributed Indices
 Stephen Jewson
Risk Management Solutions
Date Posted: August 09, 2008
Working Paper Series
146 downloads

Incl. Electronic Paper Closed-Form Expressions for the Pricing of Weather Derivatives: The Payoff Variance for Gamma Distributed Indices
 Stephen Jewson
Risk Management Solutions
Date Posted: August 16, 2004
Working Paper Series
172 downloads

Incl. Electronic Paper Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption
Risk Letters, Vol. 1, No. 3, 2005, CentER Discussion Paper Series No. 2005-28
 Luciano Campi and Alessandro Sbuelz
Vienna University of Technology - Financial and Actuarial Mathematics Research Group and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Date Posted: April 04, 2005
Accepted Paper Series
180 downloads

Incl. Electronic Paper Closed-Form Solutions for European and Digital Calls in the Hull and White Stochastic Volatility Model and Their Relation to Locally R-Minimizing and Delta Hedges
Swiss Finance Institute Research Paper No. 07-11
 Christian-Oliver Ewald , Klaus Reiner Schenk-Hoppé and Zhaojun Yang
University of Glasgow , University of Leeds - Leeds University Business School and Hunan University - School of Finance and Statistics
Date Posted: January 20, 2007
Working Paper Series
363 downloads

Incl. Electronic Paper Closed-Form Solutions for Options in Incomplete Markets
 Oana Floroiu and Antoon Pelsser
Maastricht University - Department of Finance and Maastricht University
Date Posted: May 04, 2012
Last Revised: February 11, 2013
Working Paper Series
61 downloads

Incl. Electronic Paper Closed-Form Solutions for Options in Incomplete Markets
Netspar Discussion Paper No. 02/2013-004
 Oana Floroiu and Antoon Pelsser
Maastricht University - Department of Finance and Maastricht University
Date Posted: February 13, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Closed-Form Solutions of Convexity and M-Square
 Sanjay K. Nawalkha , Nelson Lacey and Thomas Schneeweis
University of Massachusetts at Amherst - Isenberg School of Management , University of Massachusetts at Amherst and University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: May 23, 2009
Working Paper Series
111 downloads

Incl. Electronic Paper Closed-Form Solutions of Higher Order Duration Measures
 Sanjay K. Nawalkha and Nelson Lacey
University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts at Amherst
Date Posted: May 14, 2009
Working Paper Series
126 downloads

Incl. Electronic Paper Closing and Cloning in Mutual Funds
EFA 2007 Ljubljana Meetings Paper
 Hsiu-Lang Chen , Sheldon Gao and Xiaoqing Hu
University of Illinois at Chicago - Department of Finance , AllianceBernstein and University of Illinois at Chicago - Department of Finance
Date Posted: February 26, 2007
Working Paper Series
242 downloads

Incl. Electronic Paper Closing Call Auctions and Liquidity
 Michael J. Aitken , Alex Frino and Carole Comerton-Forde
University of New South Wales (UNSW) - School of Banking and Finance , University of Sydney - Discipline of Finance and University of Melbourne - Department of Finance
Date Posted: April 09, 2003
Working Paper Series
374 downloads

Incl. Fee Electronic Paper Closing Call Auctions and Liquidity
Accounting and Finance, Vol. 45, No. 4, pp. 501-518, December 2005
 Alex Frino , Michael J. Aitken and Carole Comerton-Forde
University of Sydney - Discipline of Finance , University of New South Wales (UNSW) - School of Banking and Finance and University of Melbourne - Department of Finance
Date Posted: January 03, 2006
Accepted Paper Series
32 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo4 in 9.517 seconds