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SSRN eLibrary Statistics:

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Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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  Last 12 months: 		68,955

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To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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  References: 		238,981
Total References: 8,480,523
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,985,992 Total downloads
Showing Papers 5,921 - 5,970 of 36,691
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Incl. Electronic Paper Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
Betriebswirtschaftliche Forschung & Praxis, Forthcoming, CEFS Working Paper 01-2011
Matthias Hanauer , Christoph Kaserer and Marc Steffen Rapp
Technische Universität München (TUM) , Technische Universität München (TUM) and University of Marburg - Faculty of Economics and Business Administration
Date Posted: November 17, 2011
Last Revised: April 03, 2013
Working Paper Series
1096 downloads

Incl. Electronic Paper Structural Models of the Firm under State-Dependent Volatility and Jump Process Asset Dynamics
 Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Date Posted: November 17, 2011
Last Revised: May 16, 2013
Working Paper Series
74 downloads

The Norm Theory of Capital Structure: International Evidence
International Review of Finance, Forthcoming
 Swee Sum Lam , Weina Zhang and Reginald Lee
National University of Singapore - NUS Business School , National University of Singapore (NUS) - Department of Finance and Merrill Lynch & Co. - Merrill Lynch (Singapore) Pte. Ltd.
Date Posted: November 17, 2011
Last Revised: February 29, 2012
Accepted Paper Series

Incl. Electronic Paper The Persistent Effects of a False News Shock
 Carlos Carvalho , Nicholas Klagge and Emanuel Moench
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: November 17, 2011
Working Paper Series
89 downloads

The Persistent Effects of a False News Shock
Journal of Empirical Finance, Vol. 18, No. 4, 2011
 Carlos Carvalho , Nicholas Klagge and Emanuel Moench
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: November 17, 2011
Accepted Paper Series

Incl. Electronic Paper The Pricing of Policy Instability in Interest Rates: The China Experience
 Swee Sum Lam and Weina Zhang
National University of Singapore - NUS Business School and National University of Singapore (NUS) - Department of Finance
Date Posted: November 17, 2011
Last Revised: November 28, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper The Sovereign Credit Default Swap Market: Price Discovery, Volumes and Links with Banks' Risk Premia
Bank of Italy Temi di Discussione (Working Paper) No. 821
 Alessandro Carboni
University of Siena
Date Posted: November 17, 2011
Working Paper Series
101 downloads

Incl. Electronic Paper Tossed and Turned: Wealth Dynamics of U.S. Households 2007-2009
FEDS Working Paper No. 2011-51
 Arthur B. Kennickell
Federal Reserve Board - Department of Research & Statistics
Date Posted: November 17, 2011
Working Paper Series
31 downloads

Incl. Fee Electronic Paper The Choice and Role of Lockups in IPOS: Evidence from Heterogeneous Lockup Agreements
Financial Markets, Institutions & Instruments, Vol. 20, Issue 5, pp. 191-220, 2011
 Hafiz Hoque
City University London - Sir John Cass Business School
Date Posted: November 16, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Are Capital Markets Inefficient on a Macro Level?
 Jan Bernhard and Michael Verhofen
Allianz Global Investors and Allianz Global Investors
Date Posted: November 16, 2011
Last Revised: December 04, 2011
Working Paper Series
172 downloads

Incl. Electronic Paper Do Controlling Shareholders’ Expropriation Incentives Imply a Link between Corporate Governance and Firm Value? Theory and Evidence
Journal of Financial Economics (JFE), Forthcoming
 Kee-Hong Bae , Jae-Seung Baek , Jun-Koo Kang and Wei-Lin Liu
York University - Schulich School of Business , Hankuk University of Foreign Studies - Department of International Business , Nanyang Technological University (NTU) - Nanyang Business School and Nanyang Technological University (NTU)
Date Posted: November 16, 2011
Accepted Paper Series
469 downloads

Incl. Electronic Paper Do Newspaper Articles Predict Aggregate Stock Returns?
 Manuel Ammann , Roman Frey and Michael Verhofen
University of St. Gallen - Swiss Institute of Banking and Finance , University of Saint Gallen - Swiss Institute of Banking and Finance and Allianz Global Investors
Date Posted: November 16, 2011
Last Revised: December 04, 2011
Working Paper Series
212 downloads

Incl. Electronic Paper Market Fragmentation and Information Quality: The Role of TRF Trades
 Christine X. Jiang , Thomas H. McInish and James Upson
University of Memphis - Fogelman College of Business and Economics , University of Memphis - Fogelman College of Business and Economics and University of Texas at El Paso
Date Posted: November 16, 2011
Last Revised: March 27, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Pragmatics, Implicature and the Efficiency of Elevated Disclosure
Johnson School Research Paper Series No. 48-2011
 Robert J. Bloomfield
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: November 16, 2011
Last Revised: December 19, 2011
Working Paper Series
132 downloads

Short Selling in Emerging Markets: A Comparison of Market Performance During the Global Financial Crisis
HANDBOOK OF SHORT SELLING, pp. 339-352, Elsevier, 2012
 Mario Maggi
affiliation not provided to SSRN
Date Posted: November 16, 2011
Accepted Paper Series

Short Selling in Russia: Main Regulations and Empirical Evidence from Medium- and Long-Term Portfolio Strategies
HANDBOOK OF SHORT SELLING, pp. 387-400, Elsevier, 2012
 Alexander Kudrov , Andrew Zlotnik and Elena Dukhovnaya
National Research University Higher School of Economics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 16, 2011
Accepted Paper Series

Incl. Electronic Paper The Real Effects of Stock Market Prices
 Gustavo Grullon , Sebastien Michenaud and James Weston
Rice University - Jesse H. Jones Graduate School of Business , Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: November 16, 2011
Last Revised: March 17, 2012
Working Paper Series
232 downloads

Incl. Electronic Paper Time-Varying Fund Manager Skill
Journal of Finance, Forthcoming
 Marcin T. Kacperczyk , Stijn Van Nieuwerburgh and Laura Veldkamp
New York University (NYU) - Leonard N. Stern School of Business , New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Date Posted: November 16, 2011
Last Revised: December 06, 2012
Accepted Paper Series
1175 downloads

Incl. Electronic Paper Capturing the Evolution of Dealer Credit Terms Related to Securities Financing and OTC Derivatives: Some Initial Results from the New Senior Credit Officer Opinion Survey on Dealer Financing Terms
FEDS Working Paper No. 2010-47
 Matthew J. Eichner and Fabio Massimo Natalucci
affiliation not provided to SSRN and U.S. Federal Reserve Board - Division of Monetary Affairs
Date Posted: November 15, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models
FEDS Working Paper No. 2010-05
 Michael B. Gordy
Board of Governors of the Federal Reserve
Date Posted: November 15, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Default and Idiosyncratic Risk Anomalies Revisited
 Björn Bick , Christian W. Hirsch , Holger Kraft and Yildiray Yildirim
Goethe University Frankfurt , University of Frankfurt , Goethe University Frankfurt and Syracuse University - Whitman School of Management
Date Posted: November 15, 2011
Working Paper Series
168 downloads

Incl. Electronic Paper Insider Purchases Talk and Buybacks Whisper
 Dimitris Andriosopoulos and Hafiz Hoque
Swansea University and City University London - Sir John Cass Business School
Date Posted: November 15, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Private Information Arrival, Trading Activity, and Price Formation: Evidence from Nonpublic Merger Negotiations
 Shane Heitzman and Sandy Klasa
Simon School of Business, University of Rochester and University of Arizona - Department of Finance
Date Posted: November 15, 2011
Last Revised: February 06, 2013
Working Paper Series
175 downloads

Should More Local Governments Purchase a Bond Rating?
Review of Quantitative Finance and Accounting, Vol. 32, p. 421, 2009
 Arthur C. Allen , George Sanders and Donna Dudney
University of Nebraska at Lincoln - School of Accountancy , Western Washington University and University of Nebraska at Lincoln - Department of Finance
Date Posted: November 15, 2011
Accepted Paper Series

Spillover Effects of Counter-Cyclical Market Regulation: Evidence from the 2008 Ban on Short Sales
 Abraham Lioui
EDHEC Business School
Date Posted: November 15, 2011
Last Revised: November 16, 2011
Working Paper Series

Incl. Electronic Paper The Global Crisis and Financial Intermediation in Emerging Market Economies
BIS Paper No. 54
 Ramon Moreno , Dubravko Mihaljek , Agustin Villar and Elod Takats
Bank for International Settlements (BIS) , Bank for International Settlements (BIS) - Monetary and Economic Department , Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: November 15, 2011
Accepted Paper Series
84 downloads

Incl. Electronic Paper The Information Content of Ratings: An Analysis of Australian CDS Spreads
 Jue Wang , Jiri Svec and Maurice Peat
affiliation not provided to SSRN , University of Sydney - Discipline of Finance and University of Sydney
Date Posted: November 15, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper An Improved Moving Average Technical Trading Rule II - Can We Obtain Performance Improvements with Short Sales?
 Fotis Papailias and Dimitrios D. Thomakos
Queen's University Belfast - Queen's University Management School and University of Peloponnese - School of Management and Economics
Date Posted: November 14, 2011
Working Paper Series
913 downloads

Incl. Electronic Paper Do Equity Market Correlations Really Change Over Time? The Case of the US and Asia-Pacific Markets
 George Milunovich
Macquarie University - Department of Economics
Date Posted: November 14, 2011
Last Revised: September 30, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Forecasting Investment-Grade Credit-Spreads - A Regularized Approach
 Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: November 14, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Heterogeneous Beliefs, Short-Sale Constraints and the Closed-End Fund Puzzle
 Zhiguang Cao , Richard D. F. Harris and Junmin Yang
Shanghai University of Finance and Economics , University of Exeter - Business School and affiliation not provided to SSRN
Date Posted: November 14, 2011
Working Paper Series
46 downloads

Incl. Fee Electronic Paper Liquidity Supply by a Risk‐Averse Market Maker
Economic Record, Vol. 87, Issue 279, pp. 617-628, 2011
 Suren Basov and Xiangkang Yin
La Trobe University and La Trobe University - La Trobe Business School
Date Posted: November 13, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Calendar Anomalies in Stock Index Futures
 Oscar Carchano and Ángel Pardo Tornero
University of Valencia and University of Valencia - Department of Financial Economics
Date Posted: November 13, 2011
Working Paper Series
246 downloads

Does Regulation FD Work? Evidence from Analysts’ Reliance on Public Disclosure
Journal of Accounting & Economics (JAE), Vol. 53, 2012
 William Kross and Inho Suk
State University of New York at Buffalo - Department of Accounting and State University of New York (SUNY) at Buffalo - School of Management
Date Posted: November 13, 2011
Last Revised: February 15, 2012
Accepted Paper Series

Incl. Electronic Paper Globally Distributed Production and the Pricing of CME Commodity Futures
 Nicolas Merener
Universidad Torcuato Di Tella - School of Business
Date Posted: November 13, 2011
Last Revised: August 30, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper Open and Closed Positions and Stock Index Futures Volatility
 Oscar Carchano , Julio J. Lucia and Ángel Pardo Tornero
University of Valencia , University of Valencia - Faculty of Economics and University of Valencia - Department of Financial Economics
Date Posted: November 13, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Stock Wealth, Consumption, and Return Predictability
 Mark Rachwalski
Emory University - Department of Finance
Date Posted: November 13, 2011
Last Revised: November 06, 2012
Working Paper Series
61 downloads

An Empirical Evaluation of Normative Commercial Real Estate Swap Pricing
Journal of Portfolio Management, Vol. 35, No. 5, 2011
 Christian Rehring and Bertram I. Steininger
University of Regensburg - IREBS International Real Estate Business School and RWTH Aachen University
Date Posted: November 12, 2011
Accepted Paper Series

Incl. Electronic Paper Asset and Business Valuation in Estate Tax Cases: The Role of the Courts
 Mark Jackson , Sonja Pippin and Jeffrey Wong
University of Nevada, Reno - Department of Accounting and Information Systems , University of Nevada, Reno - Department of Accounting and Information Systems and University of Nevada, Reno
Date Posted: November 12, 2011
Last Revised: October 10, 2012
Working Paper Series
195 downloads

Incl. Electronic Paper Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns
AFA 2013 San Diego Meetings Paper
 Hao Jiang and Zheng Sun
Erasmus University - Rotterdam School of Management and University of California, Irvine - Paul Merage School of Business
Date Posted: November 12, 2011
Last Revised: December 16, 2012
Working Paper Series
299 downloads

Incl. Electronic Paper Historical Financial Analogies of the Current Crisis
 Julián Andrada Félix , Fernando Fernández Rodríguez and Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: November 12, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper Intraday Dynamics of Volatility and Duration: Evidence from Chinese Stocks
 Chun Liu and John M. Maheu
Tsinghua University - School of Economics and Management and McMaster University - Michael G. DeGroote School of Business
Date Posted: November 12, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Investing for the Long Run
 Andrew Ang and Knut N. Kjaer
Columbia Business School - Finance and Economics and affiliation not provided to SSRN
Date Posted: November 12, 2011
Working Paper Series
2196 downloads

Incl. Electronic Paper Is Japan Really a 'Buy'? The Corporate Governance, Cash Holdings, and Economic Performance of Japanese Companies
Chicago Booth Research Paper No. 13-06
 Kazuo Kato , Meng Li and Douglas J. Skinner
Osaka University of Economics , Naveen Jindal School of Management, The University of Texas at Dallas and The University of Chicago - Booth School of Business
Date Posted: November 12, 2011
Last Revised: February 18, 2013
Working Paper Series
308 downloads

Incl. Electronic Paper Quote Stuffing
 Jared F. Egginton , Bonnie F. Van Ness and Robert A. Van Ness
Louisiana Tech University - Department of Economics and Finance , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: November 12, 2011
Last Revised: March 17, 2012
Working Paper Series
601 downloads

Incl. Electronic Paper The Crisis in Context: Democratic Capitalism and Its Contradictions
Max-Planck-Institut für Gesellschaftsforschung Discussion Paper No. 11/15,
 Wolfgang Streeck
Max Planck Institute for the Study of Societies
Date Posted: November 12, 2011
Working Paper Series
124 downloads

Incl. Electronic Paper Behavioral Biases and Investor Performance
Algorithmic Finance (2011), 1:1, 45-55
 Todd Feldman
San Francisco State University - College of Business
Date Posted: November 11, 2011
Accepted Paper Series
320 downloads

Incl. Electronic Paper An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
FEDS Working Paper No. 2011-47
 Qiang Dai and Olesya V. Grishchenko
affiliation not provided to SSRN and Federal Reserve Board
Date Posted: November 11, 2011
Last Revised: August 20, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Credit Default Swap Spreads and Variance Risk Premia
FEDS Working Paper No. 2011-02
 Hao Zhou , wang hao and Zhou Yi
PBC School of Finance, Tsinghua University , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 11, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper Does Active Management Pay? New International Evidence
 I. J. Alexander Dyck , Karl V. Lins and Lukasz Pomorski
University of Toronto - Rotman School of Management , University of Utah - Department of Finance and University of Toronto - Rotman School of Management
Date Posted: November 11, 2011
Last Revised: November 23, 2011
Working Paper Series
245 downloads


 

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