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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: G1
12,993,655 Total downloads
Showing Papers 6,221 - 6,270 of 36,709
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Incl. Electronic Paper Sovereign Defaults: The Price of Haircuts
CESifo Working Paper Series No. 3604
Juan J. Cruces and Christoph Trebesch
Universidad Torcuato Di Tella - School of Business and University of Munich and CESIfo
Date Posted: October 14, 2011
Working Paper Series
280 downloads

Incl. Electronic Paper Equity Volatility Term Structures and the Cross-Section of Option Returns
 Aurelio Vasquez
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Date Posted: October 14, 2011
Last Revised: February 22, 2013
Working Paper Series
496 downloads

Incl. Electronic Paper CDOs and the Financial Crisis: Credit Ratings and Fair Premia
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Marcin Wojtowicz
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: October 14, 2011
Last Revised: November 19, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper CoMargin: A System to Enhance Financial Stability
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Jorge Cruz Lopez , Christophe Hurlin , Jeffrey H. Harris and Christophe Perignon
Bank of Canada , University of Orleans , Syracuse University and HEC Paris (Groupe HEC) - Finance Department
Date Posted: October 14, 2011
Last Revised: May 16, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper A General Framework for the Derivation of Asset Price Bounds: An Application to Stochastic Volatility Option Models
 Oleg Bondarenko and I. Rodriguez Longarela
University of Illinois at Chicago - Department of Finance and University of Tromsø - Department of Economics - NFH
Date Posted: October 14, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper An Economic Evaluation of the Model Risk for Risk Models
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Bertrand B. Maillet , Christophe Boucher and Patrick Kouontchou
University of Orléans , University of Paris 1 Pantheon-Sorbonne - CES/CNRS and University of Metz (Paul Verlaine) - CEREFIGE
Date Posted: October 14, 2011
Working Paper Series
168 downloads

Incl. Electronic Paper Annuity Puzzles
Journal of Economic Perspectives, Fall 2011
Shlomo Benartzi , Alessandro Previtero and Richard H. Thaler
University of California at Los Angeles , University of Western Ontario - Richard Ivey School of Business and University of Chicago - Booth School of Business
Date Posted: October 14, 2011
Working Paper Series
879 downloads

Incl. Electronic Paper Corporate Payout Policy and Changes in Housing Prices
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Samir Saadi , Kose John , Sara Xiaoya Ding and Yang Ni
Queen's School of Business , New York University (NYU) - Department of Finance , University of San Francisco - School of Management and Shanghai Jiao Tong University (SJTU)
Date Posted: October 14, 2011
Last Revised: March 19, 2012
Working Paper Series
74 downloads

Incl. Electronic Paper Do Investors Value Dividend Smoothing Stocks Differently?
Johnson School Research Paper Series No. 51-2011
 Yelena Larkin , Mark T. Leary and Roni Michaely
Penn State University , Washington University in St. Louis - Olin Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 14, 2011
Last Revised: March 17, 2012
Working Paper Series
245 downloads

Incl. Electronic Paper Exchange Entrances, Mergers and the Evolution of Order Flow on NASDAQ 1993-2010
 Robert H. Battalio , Jared F. Egginton , Bonnie F. Van Ness and Robert A. Van Ness
University of Notre Dame - Department of Finance , Louisiana Tech University - Department of Economics and Finance , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: October 14, 2011
Last Revised: December 06, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective
 Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 14, 2011
Working Paper Series
995 downloads

Incl. Electronic Paper Households Learning in the Dark: New Evidence from Retail Traders
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Jean-Noel Barrot
HEC Paris
Date Posted: October 14, 2011
Last Revised: December 05, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises
PIER Working Paper No. 11-034
 Karsten Jeske , Dirk Krueger and Kurt Mitman
Mellon Capital Management - Research , University of Pennsylvania - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: October 14, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Market Liquidity and Exposure of Hedge Funds
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Arjen Siegmann and Denitsa Stefanova
VU University Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam
Date Posted: October 14, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Model Implied Credit Spreads
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Gunnar Grass
HEC Montréal
Date Posted: October 14, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Multiple Risky Securities Valuation I
 Ilya I. Gikhman
Independent
Date Posted: October 14, 2011
Last Revised: November 02, 2011
Working Paper Series
56 downloads

Incl. Electronic Paper Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market
Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Wei-Yu Kuo and Tse-Chun Lin
National Chengchi University - Department of International Business and University of Hong Kong - Faculty of Business and Economics
Date Posted: October 14, 2011
Last Revised: April 22, 2013
Accepted Paper Series
110 downloads

Incl. Electronic Paper Pricing of Volatility Risk in REITs
Journal of Real Estate Research, 2013, Vol. 35, No. 2, pp. 223-248.
 Jared DeLisle , S. McKay Price and C. F. Sirmans
Washington State University - Department of Finance, Insurance and Real Estate , Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: October 14, 2011
Last Revised: May 15, 2013
Accepted Paper Series
85 downloads

Incl. Electronic Paper Stressing Correlations and Volatilities - A Consistent Modeling Approach
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: October 14, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Katya Malinova and Andreas Park
University of Toronto and University of Toronto - Department of Economics
Date Posted: October 14, 2011
Last Revised: November 24, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Variance Trading and Market Price of Variance Risk
 Oleg Bondarenko
University of Illinois at Chicago - Department of Finance
Date Posted: October 14, 2011
Working Paper Series
421 downloads

Incl. Electronic Paper Why Do Listed Firms Pay for Market Making in Their Own Stock?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Bernt Arne Ødegaard and Johannes Atle Skjeltorp
University of Stavanger and Central Bank of Norway
Date Posted: October 14, 2011
Last Revised: October 23, 2012
Working Paper Series
88 downloads

Incl. Electronic Paper Does Institutional Ownership Matter for International Stock Return Comovement?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI, AFA 2013 San Diego Meetings Paper
 José Faias , Miguel A. Ferreira , Pedro Santa-Clara and Pedro P. Matos
Catholic University of Portugal (UCP) , Nova School of Business and Economics , Nova School of Business and Economics and University of Virginia - Darden School of Business
Date Posted: October 13, 2011
Last Revised: December 16, 2012
Working Paper Series
137 downloads

Incl. Electronic Paper Disappearing Dividends: A Rational Explanation and Implications
 Min Maung and Vikas Mehrotra
University of Saskatchewan and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: October 13, 2011
Working Paper Series
96 downloads

Incl. Electronic Paper Volatility Inadaptability: Investors Care About Risk, But Can't Cope with Volatility
 Christian Ehm , Christine Kaufmann and Martin Weber
University of Mannheim - Department of Banking and Finance , University of Mannheim - Department of Banking and Finance and University of Mannheim - Department of Banking and Finance
Date Posted: October 13, 2011
Last Revised: April 30, 2013
Working Paper Series
318 downloads

Incl. Electronic Paper Are Cross-Listed Firms Superior Targets? Evidence from Short- and Long-Run Performance of US Bidders
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Siham Meknassi and Jean-Claude Cosset
HEC Montreal and HEC Montreal
Date Posted: October 13, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Can the Fed Talk the Hind Legs Off the Stock Market?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Louis Raes , Sylvester C. W. Eijffinger and Ronald Mahieu
Tilburg University , Tilburg University (CentER) - Department of Economics and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Date Posted: October 13, 2011
Working Paper Series
20 downloads

Capital Structure and Debt Priority
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Sami Attaoui and Patrice Poncet
Rouen Business School and ESSEC Business School
Date Posted: October 13, 2011
Last Revised: May 14, 2012
Working Paper Series

Incl. Electronic Paper Corporate Cost of Borrowing: TRACE on Syndicated Loans
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Markus Fischer
Goethe University Frankfurt - Department of Finance
Date Posted: October 13, 2011
Last Revised: February 15, 2012
Working Paper Series
72 downloads

Incl. Electronic Paper Detailed Management Earnings Forecasts: Do Analysts Listen?
Review of Accounting Studies, Forthcoming
 Kenneth J. Merkley , Linda Smith Bamber and Theodore E. Christensen
Cornell University - Samuel Curtis Johnson Graduate School of Management , University of Georgia - J.M. Tull School of Accounting and Brigham Young University - Marriott School of Management
Date Posted: October 13, 2011
Last Revised: March 03, 2012
Accepted Paper Series
201 downloads

Incl. Electronic Paper Dynamic Versus Static Asset Allocation: From Theory (Halfway) to Practice
 Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: October 13, 2011
Working Paper Series
133 downloads

Incl. Electronic Paper Equity Risk Premia and the Pricing of Foreign Exchange Risk
Journal of International Economics, Vol. 33, Nos. 3-4, 1992
 Robert A. Korajczyk and Claude Viallet
Northwestern University - Kellogg School of Management and INSEAD
Date Posted: October 13, 2011
Accepted Paper Series
27 downloads

Incl. Electronic Paper Financial Options Strategy: Changes in the Long Butterfly Base
 CE
Universidad Argentina de la Empresa (UADE)
Date Posted: October 13, 2011
Last Revised: October 16, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Vladimir Borgy , Thomas Laubach , Jean-Stéphane Mésonnier and Jean-Paul Renne
Banque de France , Goethe University Frankfurt , Banque de France -DGEI-DEMFI-RECFIN and Banque de France
Date Posted: October 13, 2011
Last Revised: November 03, 2011
Working Paper Series
118 downloads

Incl. Electronic Paper Frontier Market Transaction Costs and Diversfication
 Ben R. Marshall and Nhut H. Nguyen
Massey University - Department of Economics and Finance and The University of Auckland
Date Posted: October 13, 2011
Last Revised: October 08, 2012
Working Paper Series
171 downloads

Incl. Electronic Paper Market Performance and Accounting Information as the Reference of Stocks Portfolio Formation in Indonesia Stock Exchange
Journal of Economics and Business, Vol. 3, No. 3, pp. 203-223, 2009
 Rowland Bismark Pasaribu
Gunadarma University
Date Posted: October 13, 2011
Accepted Paper Series
98 downloads

Incl. Electronic Paper Outsourcing in the International Mutual Fund Industry: An Equilibrium View
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Oleg Chuprinin , Massimo Massa and David Schumacher
University of New South Wales (UNSW) , INSEAD - Finance and INSEAD - Finance
Date Posted: October 13, 2011
Last Revised: November 25, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Risk Premia and Optimal Liquidation of Credit Derivatives
International Journal of Theoretical and Applied Finance, Forthcoming
 Tim Leung and Peng Liu
Columbia University and Johns Hopkins University - Department of Applied Mathematics and Statistics
Date Posted: October 13, 2011
Last Revised: September 30, 2012
Accepted Paper Series
38 downloads

The Alternative Three-Factor Model: An Alternative Beyond U.S. Markets?
European Financial Management, Forthcoming
 Christian Walkshäusl and Sebastian Lobe
University of Regensburg - Center of Finance and University of Regensburg
Date Posted: October 13, 2011
Accepted Paper Series

Incl. Electronic Paper The Impact of Government Interventions on CDS and Equity Markets
Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
 Frederic Schweikhard and Zoe Tsesmelidakis
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: October 13, 2011
Last Revised: September 19, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Volatility Activity: Specification and Estimation
Economic Research Initiatives at Duke (ERID) Working Paper No. 114
 Viktor Todorov , George Tauchen and Iaryna Grynkiv
Northwestern University , Duke University - Economics Group and Duke University
Date Posted: October 13, 2011
Accepted Paper Series
125 downloads

Incl. Electronic Paper Which Firms are Responsible for Characteristic Anomalies? A Statistical Leverage Analysis
 Kevin Aretz and Marc Aretz
Manchester Business School and RWTH Aachen University
Date Posted: October 13, 2011
Working Paper Series
188 downloads

Incl. Electronic Paper Acquisitions as Lotteries: Do Managerial Gambling Attitudes Influence Takeover Decisions?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Christoph Schneider and Oliver G. Spalt
University of Mannheim - Department of Business Administration and Finance and Tilburg University - Department of Finance
Date Posted: October 12, 2011
Working Paper Series
96 downloads

Incl. Electronic Paper High Frequency Trading and Price Discovery
 Jonathan Brogaard , Terrence Hendershott and Ryan Riordan
University of Washington - Department of Finance and Business Economics , University of California, Berkeley - Haas School of Business and University of Ontario Institute of Technology - Faculty of Business and Information Technology
Date Posted: October 12, 2011
Last Revised: April 26, 2013
Working Paper Series
1884 downloads

Incl. Electronic Paper Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Arie Eskenazi Gozluklu
Warwick Business School
Date Posted: October 12, 2011
Last Revised: May 28, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions
Economic Research Initiatives at Duke (ERID) Working Paper No. 112
 Viktor Todorov and George Tauchen
Northwestern University and Duke University - Economics Group
Date Posted: October 12, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Large Capital Infusions, Investor Reactions, and the Return and Risk Performance of Financial Institutions Over the Business Cycle and Recent Financial Crisis
FRB of Philadelphia Working Paper No. 11-46
 Elyas Elyasiani , Loretta J. Mester and Michael S. Pagano
Temple University - Department of Finance , Federal Reserve Bank of Philadelphia and Villanova University - Villanova School of Business
Date Posted: October 12, 2011
Working Paper Series
68 downloads

Managerial Compensation and the Debt Placement Decision
Journal of Corporate Finance, Vol. 17, Issue 5, pp. 1445-1456, December 2011
 Susan Albring , Inder K. Khurana , Ali Nejadmalayeri and Raynolde Pereira
Syracuse University - Joseph I. Lubin School of Accounting , University of Missouri at Columbia - Robert J. Trulaske, Sr. College of Business , Oklahoma State University - Department of Finance and University of Missouri at Columbia - School of Accountancy
Date Posted: October 12, 2011
Accepted Paper Series

Incl. Electronic Paper Mean-Variance Optimization of Power Generation Portfolios Under Uncertainty in the Merit Order
 Christoph Weber and Malte Sunderkötter
University of Duisburg-Essen and Chair for Management Sciences and Energy Economics
Date Posted: October 12, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees
 Christian Hilpert , Jing Li and Alexander Szimayer
University of Bonn - The Bonn Graduate School of Economics , University of Bonn - The Bonn Graduate School of Economics and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: October 12, 2011
Last Revised: January 18, 2012
Working Paper Series
47 downloads


 

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