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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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  Last 12 months:
68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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238,981
Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,800,137 Total downloads
Showing Papers 6,151 - 6,200 of 13,812
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Incl. Fee Electronic Paper The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium
CEPR Discussion Paper No. DP6877
Tarun Ramadorai
University of Oxford - Said Business School
Date Posted: August 20, 2008
Working Paper Series
4 downloads

Incl. Electronic Paper Inflation Derivatives Under Inflation Target Regimes
Mordecai Avriel , Jens Hilscher and Alon Raviv
Technion-Israel Institute of Technology , Brandeis University - International Business School and Brandeis University - International Business School
Date Posted: August 19, 2008
Last Revised: April 27, 2012
Working Paper Series
284 downloads

Incl. Electronic Paper Reliance Capital
CASES IN CORPORATE FINANCE, McGraw Hill, 2009
Vishwanath Ramanna
T A Pai Management Institute
Date Posted: August 19, 2008
Last Revised: October 10, 2010
Working Paper Series
47 downloads

Incl. Electronic Paper The Help that May Hurt: On the Link between Institutional Ownership and Cost of Debt Capital
21st Australasian Finance and Banking Conference 2008 Paper
Ashley Wang and Gaiyan Zhang
Federal Reserve Board and University of Missouri at Saint Louis - College of Business Administration
Date Posted: August 19, 2008
Last Revised: November 09, 2008
Working Paper Series
115 downloads

Incl. Electronic Paper The Index Premium and its Hidden Cost for Index Funds
Yale SOM Working Paper No. 1235604
Antti Petajisto
New York University (NYU) - Department of Finance
Date Posted: August 19, 2008
Last Revised: April 13, 2010
Working Paper Series
469 downloads

Incl. Electronic Paper The Mispricing Return Premium
Michael J. Brennan and Ashley Wang
University of California, Los Angeles (UCLA) - Finance Area and Federal Reserve Board
Date Posted: August 19, 2008
Last Revised: February 19, 2009
Working Paper Series
319 downloads

Incl. Electronic Paper A Top-Down Approach for MBS, ABS and CDO of ABS: A Consistent Way to Manage Prepayment, Default and Interest Rate Risks
Jean-David Fermanian
CREST
Date Posted: August 18, 2008
Last Revised: September 27, 2010
Working Paper Series
564 downloads

Stock Repurchases and Treasury Share Sales: Do They Stabilize Price and Enhance Liquidity?
Journal of Corporate Finance, Vol. 17, pp. 1558-1579, 2011
Amedeo De Cesari , Susanne Espenlaub and Arif Khurshed
Aston University - Aston Business School - Finance & Accounting Group , University of Manchester - Manchester Business School and University of Manchester - Manchester Business School, Division of Accounting Finance
Date Posted: August 18, 2008
Last Revised: May 01, 2012
Accepted Paper Series

Incl. Electronic Paper Which Performance Measures do Investors Value the Most - and Why?
Jan Barton , Bowe Hansen and Grace Pownall
Emory University , Virginia Tech University and Emory University - Department of Accounting
Date Posted: August 16, 2008
Last Revised: April 21, 2009
Working Paper Series
616 downloads

Incl. Electronic Paper The Geography of Hedge Funds
Review of Financial Studies, Forthcoming
Melvyn Teo
Singapore Management University - School of Business
Date Posted: August 15, 2008
Accepted Paper Series
410 downloads

Growth Cycles and Market Crashes
Michele Boldrin and David K. Levine
University of Minnesota - Twin Cities - Department of Economics and Washington University in St. Louis
Date Posted: August 14, 2008
Working Paper Series

Institutional Investors and the Informational Efficiency of Prices
Review of Financial Studies, Forthcoming
Ekkehart Boehmer and Eric K. Kelley
EDHEC Business School and University of Arizona
Date Posted: August 14, 2008
Last Revised: August 16, 2008
Accepted Paper Series

Incl. Electronic Paper Once Upon a Time: The Day-of-the-Week Effect in German and US Stock Market Returns
21st Australasian Finance and Banking Conference 2008 Paper
Jörg Prokop
University of Oldenburg - Finance and Banking
Date Posted: August 14, 2008
Last Revised: March 19, 2009
Working Paper Series
192 downloads

Incl. Electronic Paper Expected Holding of Cash, Future Performance and Stock Return
Kevin K. Li
University of Toronto - Rotman School of Management
Date Posted: August 12, 2008
Last Revised: October 19, 2009
Working Paper Series
677 downloads

Incl. Electronic Paper Do Behavioral Biases Adversely Affect the Macro-Economy?
Review of Financial Studies, Forthcoming
George M. Korniotis and Alok Kumar
University of Miami and University of Miami - School of Business Administration
Date Posted: August 11, 2008
Last Revised: September 17, 2010
Working Paper Series
318 downloads

Incl. Electronic Paper A Regime-Switching Relative Value Arbitrage Rule
Michael Bock and Roland Mestel
University of Graz and University of Graz
Date Posted: August 10, 2008
Working Paper Series
1335 downloads

Incl. Electronic Paper Multi-Factor Cross Currency Libor Market Models: Implementation, Calibration and Examples
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: August 10, 2008
Working Paper Series
596 downloads

Incl. Electronic Paper Tests of Informational Efficiency in Financial Markets: A Granger Causality Approach
Alysa V. Shcherbakova
Emory University, Department of Economics
Date Posted: August 10, 2008
Last Revised: August 31, 2008
Working Paper Series
177 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 Mean Reversion in US and International Short Rates
Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: August 09, 2008
Working Paper Series
112 downloads

Incl. Electronic Paper Weather Derivative Pricing and the Modelling of Trends: Objective Bayesian Versions of the Flat-Line, Linear Trend and Damped Linear Trend Models
Stephen Jewson
Risk Management Solutions
Date Posted: August 09, 2008
Working Paper Series
155 downloads

Incl. Electronic Paper Asset Pricing under Information with Stochastic Volatility
Bertram Düring
Department of Mathematics, University of Sussex
Date Posted: August 08, 2008
Working Paper Series
66 downloads

Incl. Electronic Paper Modeling the Long Run: Valuation in Dynamic Stochastic Economies
Lars Peter Hansen
University of Chicago - Department of Economics
Date Posted: August 08, 2008
Working Paper Series
77 downloads

Incl. Electronic Paper A Quantitative Behavioral Model and its Implications for Market Volatility, Underreaction, and Overreaction
Kin Lam , Taisheng and Wing-Keung Wong
Hong Kong Baptist University (HKBU) , Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU)
Date Posted: August 07, 2008
Working Paper Series
458 downloads

Incl. Electronic Paper Economic Uncertainty, Disagreement, and Credit Markets
Andrea Buraschi , Fabio Trojani and Andrea Vedolin
The University of Chicago , Swiss Finance Institute and London School of Economics and Political Science
Date Posted: August 07, 2008
Last Revised: April 04, 2013
Working Paper Series
432 downloads

Incl. Electronic Paper Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Journal of Portfolio Management, Forthcoming
David Blitz and Pim van Vliet
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies
Date Posted: August 07, 2008
Last Revised: May 04, 2010
Accepted Paper Series
8490 downloads

Incl. Electronic Paper International Stock Return Predictability under Model Uncertainty
Journal of International Money and Finance (forthcoming)
Andreas Schrimpf
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: August 07, 2008
Last Revised: March 03, 2010
Working Paper Series
137 downloads

Modelling Time-Varying Downside Risk
The Icfai University Journal of Financial Economics, Vol. 7, No. 1, March 2009, 21st Australian Finance and Banking Conference 2008
Don (Tissa) U. A. Galagedera and Asmah M. Mohd Jaapar
Monash University - Department of Econometrics and Business Statistics and Islamic Science University of Malaysia
Date Posted: August 07, 2008
Last Revised: June 14, 2009
Accepted Paper Series
142 downloads

Incl. Electronic Paper Share Repurchases, the Clustering Problem, and the Free Cash Flow Hypothesis
Financial Management, Forthcoming
Chuan-San Wang , Norman C. Strong , Samuel Tung and Steve W. J. Lin
National Taiwan University - The Department and Graduate Institute of Accounting , University of Manchester - Manchester Business School , affiliation not provided to SSRN and Florida International University (FIU) - School of Accounting
Date Posted: August 07, 2008
Accepted Paper Series
331 downloads

Incl. Electronic Paper Have April 2000 Changes in Japanese Tax Law Been Effective?
Paul Lajbcygier and Mei Ong
Monash University - Department of Accounting and Finance and Monash University - Clayton School of IT
Date Posted: August 06, 2008
Working Paper Series
31 downloads

Incl. Electronic Paper Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market
Yongheng Deng and Peng Liu
National University of Singapore (NUS) - Institute of Real Estate StudiesNational University of Singapore and Cornell University
Date Posted: August 06, 2008
Working Paper Series
187 downloads

Incl. Electronic Paper Size and Book-to-Market Factors in Australia
21st Australasian Finance and Banking Conference 2008 Paper
Michael A O'Brien , Tim Brailsford and Clive Gaunt
Schroder Investment Management Limited , Bond University and University of Queensland - Business School
Date Posted: August 06, 2008
Working Paper Series
431 downloads

Incl. Electronic Paper The Alignment of Internal and External Control Mechanisms: The Differential Market Valuation and Performance Effects in High-Growth Versus Low-Growth Industries
AAA 2009 Management Accounting Section (MAS) Meeting Paper
Carolyn M. Callahan and Tammy Renea Waymire
University of Memphis and Northern Illinois University
Date Posted: August 06, 2008
Last Revised: October 14, 2009
Working Paper Series
260 downloads

Incl. Electronic Paper How Management Structure Influences the Performance of Fund of Funds
Journal of Business Research, Forthcoming
William J. Bertin and Laurie Prather
Bond University - Faculty of Business, Technology and Sustainable Development and Bond University - Faculty of Business, Technology and Sustainable Development
Date Posted: August 05, 2008
Last Revised: April 06, 2009
Working Paper Series
163 downloads

The Value Relevance of a Non-GAAP Performance Metric to the Capital Markets
Review of Accounting and Finance, Vol 9, No. 3, p. 264-284, 2010
Susan Albring , Maria T. Caban-Garcia and Jacqueline Reck
Syracuse University - Joseph I. Lubin School of Accounting , University of South Florida, St. Petersburg and University of South Florida - College of Business Administration
Date Posted: August 05, 2008
Last Revised: January 16, 2011
Accepted Paper Series

Incl. Electronic Paper Value Relevance of FAS 157 Fair Value Hierarchy Information and the Impact of Corporate Governance Mechanisms
Accounting Review, Vol. 85, No. 4, 2010
Chang Joon Song , Wayne B. Thomas and Han Yi
Virginia Tech , University of Oklahoma, Michael F. Price College of Business and Korea University
Date Posted: August 05, 2008
Last Revised: December 17, 2009
Working Paper Series
2229 downloads

Incl. Electronic Paper Country-Specific Sentiment and Security Prices
Journal of Financial Economics (JFE), Forthcoming
Byoung-Hyoun Hwang
Purdue University - Krannert School of Management
Date Posted: August 03, 2008
Last Revised: July 29, 2010
Working Paper Series
545 downloads

Incl. Electronic Paper Pricing of the Time-Change Risks
Economic Research Initiatives at Duke (ERID) Working Paper No. 4
Ivan Shaliastovich and George Tauchen
University of Pennsylvania - Finance Department and Duke University - Economics Group
Date Posted: August 01, 2008
Last Revised: December 13, 2011
Working Paper Series
93 downloads

Incl. Electronic Paper ESOP Debt and Post-Transaction Value

Date Posted: July 31, 2008
Working Paper Series
245 downloads

Incl. Electronic Paper Generic Levy One-Factor Models for the Joint Modelling of Prepayment and Default: Modelling LCDX
Péter Dobránszky and Wim Schoutens
BNP Paribas, Risk - Investment & Markets and KU Leuven - Department of Mathematics
Date Posted: July 31, 2008
Working Paper Series
164 downloads

Incl. Electronic Paper Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
University of Heidelberg, Department of Economics, Discussion Paper No. 473
Christian Conrad and Enno Mammen
University of Heidelberg - Faculty of Economics and Social Studies and University of Heidelberg - Department of Applied Mathematics
Date Posted: July 31, 2008
Working Paper Series
130 downloads

Incl. Electronic Paper Potential Dividends and Actual Cash Flows: A Regional Latin American Analysis
Estudios Gerenciales. Journal of Management and Economics of Iberoamerica, Vol. 25, No. 113, pp. 151-184, October-December 2009
Ignacio Velez-Pareja , David Andres Londono Bedoya and Julio Sarmiento-Sabogal
Master Consultores , Universidad Tecnologica de Bolivar and Macquarie University, Department of Applied Finance and Actuarial Science
Date Posted: July 31, 2008
Last Revised: June 26, 2012
Accepted Paper Series
277 downloads

Incl. Electronic Paper Restatements: Investor Response and Firm Reporting Choices
Marlene Plumlee and Teri Lombardi Yohn
University of Utah - School of Accounting and Indiana University
Date Posted: July 31, 2008
Last Revised: September 24, 2008
Working Paper Series
403 downloads

Incl. Electronic Paper Revisiting the Relation between Distress Risk and Stock Returns
Michael S. O'Doherty
University of Missouri at Columbia - Department of Finance
Date Posted: July 31, 2008
Last Revised: February 01, 2010
Working Paper Series
346 downloads

Incl. Electronic Paper Volatility Jumps
Economic Research Initiatives at Duke (ERID) Working Paper No. 3
Viktor Todorov and George Tauchen
Northwestern University and Duke University - Economics Group
Date Posted: July 31, 2008
Working Paper Series
279 downloads

Incl. Electronic Paper Do Accounting Measurement Regimes Matter? A Discussion of Mark-to-Market Accounting and Liquidity Pricing
Journal of Accounting & Economics (JAE), Vol. 45, No. 2 & 3, pp. 379-387, 2008
Haresh Sapra
University of Chicago - Booth School of Business
Date Posted: July 30, 2008
Last Revised: September 21, 2008
Working Paper Series
627 downloads

Incl. Electronic Paper Marking to Market, Liquidity and Financial Stability
Guillaume Plantin , Haresh Sapra and Hyun Song Shin
University of Toulouse 1 - Toulouse School of Economics (TSE) , University of Chicago - Booth School of Business and Princeton University - Department of Economics
Date Posted: July 30, 2008
Working Paper Series
515 downloads

Incl. Electronic Paper Technical Analysis Around the World
Ben R. Marshall , Rochester H. Cahan and Jared Cahan
Massey University - Department of Economics and Finance , Macquarie Capital (USA) and Macquarie Bank Ltd
Date Posted: July 30, 2008
Last Revised: December 01, 2011
Working Paper Series
4374 downloads

Incl. Electronic Paper A Network Theory of Financial Cascades
Michael Naylor , Lawrence C. Rose and Brendan J. Moyle
Massey University - School of Economics and Finance , Massey University and Massey University - Department of Commerce
Date Posted: July 29, 2008
Working Paper Series
349 downloads

Incl. Electronic Paper Fundamental Indexation: An Active Value Strategy in Disguise
David Blitz and Laurens A. P. Swinkels
Robeco Asset Management - Quantitative Strategies and Erasmus University Rotterdam (EUR)
Date Posted: July 29, 2008
Last Revised: December 15, 2008
Working Paper Series
1127 downloads


 

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