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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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238,981
Total References: 8,480,523
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Total Citation
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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: G14
3,695,742 Total downloads
Showing Papers 6,201 - 6,250 of 9,882
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Incl. Electronic Paper Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures
James Richard Cummings and Alex Frino
Macquarie University, Faculty of Business and Economics and University of Sydney - Discipline of Finance
Date Posted: August 25, 2008
Last Revised: November 24, 2011
Working Paper Series
110 downloads

Incl. Electronic Paper Price Formation in Spot and Futures Markets: Exchange Traded Funds vs. Index Futures
Bernd Schlusche
Board of Governors of the Federal Reserve System
Date Posted: October 06, 2009
Working Paper Series
394 downloads

Price Formation on Stock Exchanges: The Evolution of Trading Within the Day
REVIEW OF FINANCIAL STUDIES Volume 7, Number 3, 1994
Mason S. Gerety and J. Harold Mulherin
Northern Arizona University - Department of Finance and University of Georgia - Department of Banking and Finance
Date Posted: May 14, 2000
Accepted Paper Series

Incl. Electronic Paper Price Formation with Autocorrelated Order Flow: Theory and Evidence
Tarun Chordia and Avanidhar Subrahmanyam
Emory University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: October 25, 2002
Working Paper Series
533 downloads

Incl. Electronic Paper Price Impact of Block Trades: New Evidence from Downstairs Trading on the World's Largest Carbon Futures Exchange
Gbenga Ibikunle , Andros Gregoriou and Naresh Pandit
University of Edinburgh Business School , University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Date Posted: November 02, 2011
Last Revised: April 21, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Price Improvement and Order Execution Quality on the Boston Options Exchange
Nabil Khoury , Stylianos Perrakis and Marko Savor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) , Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Date Posted: November 21, 2006
Last Revised: October 27, 2010
Working Paper Series
77 downloads

Price Indexes Based on the Hedonic Repeat Sales Method: Application to the Housing Market
John M. Clapp
University of Connecticut - Department of Finance
Date Posted: February 21, 1997
Working Paper Series

Incl. Electronic Paper Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban
The Journal of Investment Management, Second Quarter, 2013
Lawrence Harris , Ethan Namvar and Blake Phillips
University of Southern California - Marshall School of Business - Finance and Business Economics Department , University California, Berkeley and University of Waterloo
Date Posted: March 23, 2009
Last Revised: February 20, 2013
Accepted Paper Series
359 downloads

Price Limit Performance: Evidence from the Tokyo Stock Exchange
Journal of Finance, June 1997
Kenneth Kim and S. Ghon Rhee
SUNY at Buffalo - School of Management and University of Hawaii at Manoa - Shidler College of Business
Date Posted: April 18, 1998
Accepted Paper Series

Price Limits and Stock Market Volatility in the Athens Stock Exchange
European Financial Management, Vol. 5, No. 1, March 1999, Cass Business School Research Paper
Gikas Manalis , Kate Phylaktis and Manolis G. Kavussanos
Hellenic Exchanges Holdings SA , City University London - Sir John Cass Business School and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: October 25, 1998
Accepted Paper Series

Price Limits and Volatility: A New Approach and Some New Empirical Evidence from the Tokyo Stock Exchange
Haitham Nobanee , Wasim K. AlShattarat , Ayman E. Haddad and Maryam Al Hajjar
Abu Dhabi University , affiliation not provided to SSRN , Hashemite University and Abu Dhabi University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series

Incl. Electronic Paper Price Limits, Volatility, Liquidity and Abnormal Returns: An Event Study from the Athens Stock Exchange
NEW DEVELOPMENTS IN FINANCIAL MODELING, Soares, O.J, Pina, P.J., & Catalão, M., eds., Cambridge Scholars Publishing, Newcastle UT , 2008,
Theodoros G. Stamatiou
EFG Eurobank - Division of Research and Forecasting
Date Posted: November 14, 2007
Last Revised: April 26, 2012
Accepted Paper Series
402 downloads

Incl. Electronic Paper Price Limits: How Effective? Evidence from the Istanbul Stock Exchange

Recep Bildik and Guzhan Gulay
Istanbul Stock Exchange and Istanbul Stock Exchange
Date Posted: October 04, 2004
Working Paper Series
252 downloads

Incl. Electronic Paper Price Manipulation by Intermediaries
Bedri Kamil Onur Tas , Serkan Imisiker and Rasim Ozcan
TOBB University of Economics and Technology - Department of Economics , Central Bank of Turkey and affiliation not provided to SSRN
Date Posted: February 26, 2012
Last Revised: March 14, 2012
Working Paper Series
162 downloads

Incl. Electronic Paper Price Manipulation in Parallel Markets with Different Transparency

Massimo Massa
INSEAD - Finance
Date Posted: March 20, 2002
Working Paper Series
370 downloads

Price Models and Earnings Response Coefficients
Norman C. Strong , Martin Walker and Zhongtao Harding
University of Manchester - Manchester Business School , University of Manchester - Manchester Business School and University of Manchester
Date Posted: August 28, 1995
Working Paper Series

Incl. Electronic Paper Price Momentum and Trading Volume
Charles M.C. Lee and Bhaskaran Swaminathan
Stanford University - Graduate School of Business and LSV Asset Management
Date Posted: July 06, 1998
Working Paper Series
4792 downloads

Incl. Electronic Paper Price Momentum in the New Zealand Stock Market: A Proper Accounting for Transactions Costs and Risk
Sam Trethewey and Timothy Falcon Crack
affiliation not provided to SSRN and University of Otago - Department of Finance and Quantitative Analysis
Date Posted: February 20, 2009
Last Revised: December 21, 2009
Working Paper Series
194 downloads

Price Movements, Information and Liquidity in the Night Trading Market
Financial Review, Vol. 41, No. 1, February 2006
Antoine Giannetti , Stephen J. Larson , Chun I. Lee and Jeff Madura
Florida Atlantic University , Eastern Illinois University - School of Business , Loyola Marymount University - Department of Finance and Computer Information Systems and Florida Atlantic University - College of Business
Date Posted: December 12, 2005
Accepted Paper Series

Incl. Electronic Paper Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market
Charlie Charoenwong and English
Nanyang Technological University (NTU) and Nanyang Technological University (NTU) - Nanyang Business School
Date Posted: July 22, 2007
Working Paper Series
92 downloads

Incl. Electronic Paper Price of Publicity
Umit G. Gurun
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: October 19, 2009
Last Revised: March 17, 2012
Working Paper Series
264 downloads

Incl. Electronic Paper Price Pressure Around the Year-End: Evidence From Emerging Markets
Samer A. M. Al-Rjoub
Hashemite University - Department of Finance and Banking
Date Posted: March 02, 2006
Working Paper Series
204 downloads

Incl. Electronic Paper Price Pressure from Dividend Reinvestment Activity: Evidence from Closed-End Funds
Jennifer L. Blouin and C. Bryan Cloyd
University of Pennsylvania - Accounting Department and Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems
Date Posted: March 09, 2005
Working Paper Series
254 downloads

Price Pressure: Evidence from the 'Dartboard' Column
Journal of Business, Vol. 72, No. 1, January 1999
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Date Posted: November 07, 1998
Accepted Paper Series

Incl. Electronic Paper Price Pressures
WFA 2010 paper
Terrence Hendershott and Albert J. Menkveld
University of California, Berkeley - Haas School of Business and VU University Amsterdam
Date Posted: May 31, 2009
Last Revised: September 06, 2012
Accepted Paper Series
1322 downloads

Incl. Electronic Paper Price Reaction to Rights Issues in the Indian Capital Market
Vijaya B. Marisetty , Alastair Marsden and Madhu Veeraraghavan
RMIT University , University of Auckland - Faculty of Business & Economics and Monash University – Department of Accounting and Finance and Corporate Finance Cluster
Date Posted: May 08, 2007
Working Paper Series
327 downloads

Incl. Electronic Paper Price Reactions to Corporate Name Changes
Hung Wan Kot and Ji Zhang
Hong Kong Baptist University - Department of Finance & Decision Sciences and University of Waikato
Date Posted: August 20, 2007
Last Revised: July 23, 2009
Working Paper Series
212 downloads

Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Roni Michaely , Richard H. Thaler and Kent L. Womack
Cornell University - Samuel Curtis Johnson Graduate School of Management , University of Chicago - Booth School of Business and University of Toronto - Rotman School of Management
Date Posted: May 10, 2000
Accepted Paper Series

Price Reactions to Public Announcements
FRB Atlanta Working Paper 96-16
B. Sailesh Ramamurtie and Michael J. Rebello
affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: February 17, 1997
Working Paper Series

Incl. Electronic Paper Price Responsiveness of Informed Investors to Increases in Financial Statement Disclosure Quality
MS No. 98-3052
Renee A. Price
University of Nebraska
Date Posted: October 30, 1998
Working Paper Series
844 downloads

Price Reversal and Drift Following Earnings Announcements
The Financial Review
David A. Ziebart , Li-Chin Jennifer Ho and Chao-Shin Liu
University of Illinois at Urbana-Champaign - Department of Accountancy , University of Texas at Arlington and University of Notre Dame - Department of Accountancy
Date Posted: May 19, 1998
Accepted Paper Series

Incl. Electronic Paper Price Risk and Momentum Crash
Hwai-Chung Ho and Hongwei Chuang
Department of Finance, National Taiwan University and Academia Sinica - Institute of Statistical Science
Date Posted: May 01, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Price Support and Spreads in the IPO Aftermarket: An Empirical Microstructure Study
Quarterly Review of Economics and Finance, Forthcoming
Mingsheng Li and Robert C. Eisenstadt
Bowling Green State University - College of Business Administration and University of Louisiana at Monroe
Date Posted: May 10, 2005
Accepted Paper Series
169 downloads

Incl. Electronic Paper Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination
Paul A. Weller , Geoffrey C. Friesen and Lee M. Dunham
University of Iowa - Department of Finance , University of Nebraska at Lincoln - Department of Finance and Creighton University - College of Business Administration
Date Posted: March 20, 2007
Working Paper Series
1031 downloads

Incl. Electronic Paper Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
AFA 2003 Washington, DC Meetings, Yale ICF Working Paper No. 02-12
Masahiro Watanabe
University of Alberta - School of Business
Date Posted: May 07, 2002
Working Paper Series
921 downloads

Price Volatility and Market Frictions
STOCK MARKET VOLATILITY, Greg N. Gregoriou, ed., Chapman & Hall/CRC, April 2009
Peter Lerner (Ret.) and Chunchi Wu
Rollins College and Universtity at Buffalo
Date Posted: December 21, 2007
Last Revised: March 07, 2012
Accepted Paper Series

Incl. Electronic Paper Price, Earnings, and Revenue Momentum Strategies
Hong-Yi Chen , Sheng-Syan Chen , Chin-Wen Hsin and Cheng-Few Lee
Natioal Cental University at Taiwan -Department of Finance , National Taiwan University - Department of Finance , Yuan-Ze University - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Date Posted: March 22, 2010
Working Paper Series
849 downloads

Incl. Electronic Paper Price-Based Return Comovement
T. Clifton Green and Byoung-Hyoun Hwang
Emory University - Goizueta Business School and Purdue University - Krannert School of Management
Date Posted: March 21, 2007
Last Revised: March 26, 2008
Working Paper Series
411 downloads

Price-Volume Correlation in the Housing Market: Causality and Co-Movements
Journal of Real Estate Finance and Economics, Vol. 40, No. 1, 2010
Jim Clayton , Liang Peng and Norman G. Miller
Pension Real Estate Association , University of Colorado at Boulder and University of San Diego - Real Estate Institute
Date Posted: September 26, 2009
Accepted Paper Series

Incl. Electronic Paper Price-Volume Correlation in the Housing Market: Causality and Co-Movements
Jim Clayton , Norman G. Miller and Liang Peng
University of Cincinnati - Department of Finance - Real Estate , University of San Diego - Real Estate Institute and University of Colorado at Boulder
Date Posted: March 18, 2008
Working Paper Series
223 downloads

Price-Volume Relations of DAX Companies
Financial Markets and Portfolio Management, Vol. 21, No. 3, pp. 353-379, 2007
Henryk Gurgul Sr. , Pawel Majdosz and Roland Mestel
Independent , affiliation not provided to SSRN and University of Graz
Date Posted: September 11, 2007
Accepted Paper Series

Prices, Price Processes, Volume and Their Information - A Survey of the Market Microstructure Literature -
Financial Markets Group, LSE Working Paper No. DP 270
Markus K. Brunnermeier
Princeton University - Department of Economics
Date Posted: May 16, 1998
Working Paper Series

Incl. Electronic Paper Pricing Accuracy, Liquidity and Trader Behavior with Closing Price Manipulation
Experimental Economics, Forthcoming
Carole Comerton-Forde and Tālis J. Putniņš
University of Melbourne - Department of Finance and University of Technology, Sydney - UTS Business School
Date Posted: November 10, 2008
Last Revised: October 12, 2010
Working Paper Series
207 downloads

Incl. Electronic Paper Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs
AFA 2001 New Orleans; EFA 0062
Michael J. Schill and Chunsheng Zhou
University of Virginia - Darden Graduate School of Business Administration and Peking University - Guanghua School of Management - Finance
Date Posted: December 02, 1999
Working Paper Series
1697 downloads

Incl. Electronic Paper Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High Frequency Data
Gianluca Cassese and Massimo Guidolin
Department of Economics, Statistics and Management and Bocconi University - Department of Finance
Date Posted: September 02, 2003
Working Paper Series
320 downloads

Pricing and Mispricing Effects of SFAS 131
Journal of Business Finance and Accounting, 2008
Ole-Kristian Hope , Wayne B. Thomas , Tony Kang and Florin P. Vasvari
University of Toronto - Rotman School of Management , University of Oklahoma, Michael F. Price College of Business , Oklahoma State University - School of Accounting and London Business School
Date Posted: February 15, 2008
Accepted Paper Series

Incl. Electronic Paper Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions
25th Australasian Finance and Banking Conference 2012
Eric C. Chang , Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business , University of Hong Kong - School of Business and University of Macau - Faculty of Business Administration
Date Posted: August 25, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Pricing Electricity Derivatives under Future Information
Markus Hess
Independent
Date Posted: October 03, 2012
Last Revised: May 03, 2013
Working Paper Series
107 downloads

Incl. Electronic Paper Pricing Exotic Barrier Options with Finite Differences
Guanghua Cao
Morgan Stanley
Date Posted: May 30, 2007
Working Paper Series
672 downloads

Incl. Electronic Paper Pricing Implications of Shared Variance in Liquidity Measures
NHH Dept. of Finance & Management Science Discussion Paper No. 2006/9
Lorán Chollete , Randi Naes and Johannes Atle Skjeltorp
UiS Business School , Norwegian Ministry of Trade and Industry and Central Bank of Norway
Date Posted: March 07, 2007
Working Paper Series
130 downloads


 

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