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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
Papers Received in
  Last 12 months: 		69,655

Paper Downloads:
To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

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  Resolved
  References: 		239,806
Total References: 8,539,827
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Total Citation
  Links: 		5,733,423
Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,113,288 Total downloads
Showing Papers 6,401 - 6,450 of 36,957
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Incl. Electronic Paper Modeling of Seasonal Volatility - Empirical Analysis of Impact of Increased Market Timings
Khagesh Agarwal and Pulkit Ahuja
DE Shaw & Co. and LBSIM
Date Posted: October 22, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Short Sale Constraints and the Likelihood of Crashes and Bubbles
 Arne Christian Klein and Martin T. Bohl
University of Muenster and University of Muenster
Date Posted: October 22, 2011
Last Revised: March 01, 2012
Working Paper Series
142 downloads

Incl. Electronic Paper The Forward Premium Puzzle and Latent Factors Day by Day
De Nederlandsche Bank Working Paper No. 246
 Kerstin Bernoth , Jürgen von Hagen and Casper G. de Vries
German Institute for Economic Research (DIW Berlin) , University of Bonn and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 22, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper Time-Varying Risk and Risk Premiums in Frontier Markets
 Galin Todorov and Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics and Florida International University (FIU) - Department of Economics
Date Posted: October 22, 2011
Working Paper Series
71 downloads

Incl. Electronic Paper Toward a Uniform Functional Model of Payment and Securities Settlement Systems
De Nederlandsche Bank Working Paper No. 243
 Ron Berndsen
De Nederlandsche Bank
Date Posted: October 22, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Using Adaptation and Optimization Techniques in Neural Networks to Predict Stock Market Exchange
 Nikitas Goumatianos
affiliation not provided to SSRN
Date Posted: October 22, 2011
Working Paper Series
98 downloads

Incl. Electronic Paper A Theory of Asset Prices Based on Heterogeneous Information
Cowles Foundation Discussion Paper No. 1827
 Elias Albagli , Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business , University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Date Posted: October 21, 2011
Accepted Paper Series
82 downloads

Incl. Electronic Paper Assessing the Market Timing Performance of Managed Portfolios
Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
 Ravi Jagannathan and Robert A. Korajczyk
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Date Posted: October 21, 2011
Last Revised: May 03, 2012
Accepted Paper Series
282 downloads

Incl. Electronic Paper Asymmetric News and Asset Pricing
Date Posted: October 21, 2011
Working Paper Series
94 downloads

Incl. Electronic Paper Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers
IESE Business School Working Paper No. 920
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: October 21, 2011
Working Paper Series
649 downloads

Incl. Electronic Paper Momentum or Contrarian Investment Strategies: Evidence from Dutch Institutional Investors
De Nederlandsche Bank Working Paper No. 242
 Leo de Haan and Jan Kakes
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Date Posted: October 21, 2011
Accepted Paper Series
56 downloads

Incl. Electronic Paper No Predictable Components in G7 Stock Returns
 Prasad V. Bidarkota and Khurshid M. Kiani
Florida International University (FIU) - Department of Economics and affiliation not provided to SSRN
Date Posted: October 21, 2011
Last Revised: October 23, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk
 Chuang-Chang Chang , Hsiao-Wei Ho , Hongming Huang and Yildiray Yildirim
National Central University at Taiwan - Department of Finance , affiliation not provided to SSRN , National Central University at Taiwan and Syracuse University - Whitman School of Management
Date Posted: October 21, 2011
Last Revised: October 22, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper Pricings and Hedgings of the Perpetual Russian Options
 Weiping Li and Su
Oklahoma State University and Oklahoma State University
Date Posted: October 21, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Understanding Stock Price Behavior Around the Time of Equity Issues
ASYMMETRIC INFORMATION, CORPORATE FINANCE, AND INVESTMENT, R. Glenn Hubbard, ed., University of Chicago Press, 1990
 Robert A. Korajczyk , Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management , Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Date Posted: October 21, 2011
Accepted Paper Series
56 downloads

Institutional, Macroeconomic and Firm-Specific Determinants of Capital Structure: The African Evidence
Management Research Review, 2013, Volume 36, No. 10
 Tesfaye T. Lemma and Minga Negash
University of Limpopo and Metropolitan State University of Denver - Department of Accounting
Date Posted: October 20, 2011
Last Revised: December 25, 2012
Accepted Paper Series

Active Management in Mostly Efficient Markets
Financial Analysts Journal, Forthcoming
 Robert Jones and Russ Wermers
Arwen Advisors and University of Maryland - Robert H. Smith School of Business
Date Posted: October 20, 2011
Accepted Paper Series

Debt Maturity Choice of a Firm: Evidence from African Countries
Journal of Business and Policy Research, Volume 7, Issue No.2
 Tesfaye T. Lemma and Minga Negash
University of Limpopo and Metropolitan State University of Denver - Department of Accounting
Date Posted: October 20, 2011
Last Revised: December 17, 2012
Accepted Paper Series

Incl. Electronic Paper Evolutionary Strategic Beliefs and Financial Markets
 Elyes Jouini , Clotilde Napp and Yannick Viossat
Universite de Paris 9 Dauphine - CEREMADE , Université Paris-Dauphine - CNRS-DRM and Université Paris-Dauphine - CEREMADE
Date Posted: October 20, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Integration and Contagion in US Housing Markets
 John Cotter , Stuart A. Gabriel and Richard Roll
University College Dublin , University of California, Los Angeles - Anderson School of Management and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: October 20, 2011
Last Revised: December 16, 2011
Working Paper Series
69 downloads

Internal Dealing and Insider Trading: Focus on Financial Market Discipline in Italy Empirical Research Findings
Journal of Financial Management and Analysis, Vol. 24, No. 1, 2011
Giuseppe Tardivo and Stefano Bresciani
University of Turin and University of Turin
Date Posted: October 20, 2011
Last Revised: October 23, 2011
Accepted Paper Series

Loss Aversion, Asymmetric Market Comovements, and the Home Bias
Journal of International Money and Finance, Vol. 29, No. 7, 2010
 Carlos Carvalho and Kevin Amonlirdviman
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) and Boston Consulting Group
Date Posted: October 20, 2011
Accepted Paper Series

Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts
Annual Review of Financial Economics, Forthcoming
 Russ Wermers
University of Maryland - Robert H. Smith School of Business
Date Posted: October 20, 2011
Accepted Paper Series

Incl. Electronic Paper The Power of Weather
De Nederlandsche Bank Working Paper No. 236
 Christian Huurman , Francesco Ravazzolo and Chen Zhou
Financial Engineering Associates , Norges Bank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 20, 2011
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Accelerated Equity Offers and Firm Quality
European Financial Management, Vol. 17, Issue 5, pp. 835-859, 2011
 Don M. Autore , Irena Hutton and Tunde Kovacs
Florida State University - College of Business , Florida State University - The College of Business and University of Massachusetts at Lowell
Date Posted: October 19, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Model of Non-Belief in the Law of Large Numbers
 Daniel J. Benjamin , Matthew Rabin and Collin Raymond
Cornell University - Department of Economics , University of California, Berkeley - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: October 19, 2011
Last Revised: October 30, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper An Anatomy of Serial Acquirers, M&A Learning, and the Role of Post-Merger Integration
 Dr. Jens Kengelbach , Dominic C. Klemmer , Bernhard Schwetzler and Marco O. Sperling
The Boston Consulting Group , Boston Consulting Group , HHL Leipzig Graduate School of Management - Department of Finance and HHL - Leipzig Graduate School of Management
Date Posted: October 19, 2011
Last Revised: December 19, 2012
Working Paper Series
252 downloads

Incl. Electronic Paper Capital Ratios and the Cross-Section of Bank Stock Returns: Evidence from Japan
Journal of Asian Economics, Forthcoming
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Accepted Paper Series
71 downloads

Incl. Electronic Paper Central Banking Post-Crisis: What Compass for Uncharted Waters?
BIS Working Paper No. 353
 Claudio E. V. Borio
Bank for International Settlements (BIS) - Research and Policy Analysis
Date Posted: October 19, 2011
Accepted Paper Series
164 downloads

Empirical Examination of the Impact of Terrorist Attacks - New York, Madrid, London - On Sectoral Stock Returns: Cross Stock Market Study
Journal of Financial Management and Analysis, Vol. 24, No. 1, January-June 2011
George Emmanuel Iatridis , Apostolos Stagiannis , Christos Kallias and Apostolos M. Mastronikolos
University of Thessaly - Department of Economics , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 19, 2011
Accepted Paper Series

Incl. Electronic Paper Financial-Demand Based Commodity Pricing: A Theoretical Model for Financialization of Commodities
 Peng Liu , Zhigang Qiu and Ke Tang
Cornell University , Renmin University of China and Renmin University of China
Date Posted: October 19, 2011
Last Revised: September 08, 2012
Working Paper Series
242 downloads

Incl. Electronic Paper Fuel Mix Characteristics and Expected Stock Returns of European Power Companies
EWL Working Paper No. 06/2011
 Malte Sunderkötter
Chair for Management Sciences and Energy Economics
Date Posted: October 19, 2011
Last Revised: December 08, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Inflation-Hedging Portfolios: Economic Regimes Matter
Journal of Portfolio Management, Forthcoming
 Ombretta Signori and Marie Briere
AXA Investment Managers and Amundi Asset Management
Date Posted: October 19, 2011
Accepted Paper Series
271 downloads

Incl. Electronic Paper Modelling the Time Varying Determinants of Portfolio Flows to Emerging Markets
 Marco Lo Duca
European Central Bank (ECB)
Date Posted: October 19, 2011
Last Revised: August 26, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges and a Way Forward
BIS Working Paper No. 354
 Claudio E. V. Borio
Bank for International Settlements (BIS) - Research and Policy Analysis
Date Posted: October 19, 2011
Accepted Paper Series
246 downloads

Incl. Electronic Paper The Predictability of Aggregate Japanese Stock Returns: Implications of Dividend Yield
International Review of Economics and Finance, Forthcoming
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Accepted Paper Series
63 downloads

Incl. Electronic Paper The Size and Composition of Government Debt in the Euro Area
ECB Occasional Paper No. 132
 Dagmar Hartwig Lojsch , Marta Rodríguez Vives and Michal Slavik
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Date Posted: October 19, 2011
Working Paper Series
212 downloads

Incl. Electronic Paper Trading on Gender Heterogeneity in Analyst Recommendations: A Profitable Investment Strategy?
 Katrien Bosquet , Peter de Goeij and Kristien Smedts
KU Leuven - Faculty of Business and Economics (FBE) , CentER, Tilburg Law and Economics Center (TILEC), Tilburg University and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: October 19, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Volatility Strategies for Global and Country Specific European Investors
 Marie Briere , Jean-David Fermanian , Hassan Malongo and Ombretta Signori
Amundi Asset Management , CREST , Amundi Asset Management and AXA Investment Managers
Date Posted: October 19, 2011
Last Revised: October 27, 2011
Working Paper Series
179 downloads

Incl. Electronic Paper What Drives the Time-Series and Cross-Sectional Variations in Bank Capital Ratios? Evidence from Japan
Pacific Economic Review, Forthcoming
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Last Revised: October 20, 2011
Accepted Paper Series
31 downloads

Incl. Electronic Paper Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium
 Hsiao-Wei Ho , Hongming Huang and Yildiray Yildirim
affiliation not provided to SSRN , National Central University at Taiwan and Syracuse University - Whitman School of Management
Date Posted: October 18, 2011
Last Revised: November 12, 2012
Working Paper Series
125 downloads

Incl. Electronic Paper Commodity Index Traders and the Boom/Bust Cycle in Commodities Prices
 David Frenk and Wallace Turbeville
Better Markets and affiliation not provided to SSRN
Date Posted: October 18, 2011
Working Paper Series
282 downloads

Incl. Electronic Paper Short Selling After Hours
 Dallin M. Alldredge , Benjamin M. Blau and Tyler Brough
University of Tennessee, Knoxville - Department of Finance , Utah State University - Huntsman School of Business and Utah State University
Date Posted: October 18, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation
Review of Financial Studies, Forthcoming, AFA 2013 San Diego Meetings Paper, Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011
 David Easley , Maureen O'Hara and Liyan Yang
Cornell University - Department of Economics , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Toronto - Rotman School of Management
Date Posted: October 17, 2011
Last Revised: June 03, 2013
Accepted Paper Series
290 downloads

Incl. Electronic Paper Bank Earnings Forecasts, Risk and the Crisis
 Mario Anolli , Elena Beccalli and Philip Molyneux
Università Cattolica del S. Cuore , Catholic University of the Sacred Heart of Milan and Bangor University, Bangor Business School
Date Posted: October 17, 2011
Last Revised: February 19, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper Do Investors Care About Credit Ratings? An Analysis Through the Cycle
 Giuliano Iannotta , Giacomo Nocera and Andrea Resti
Università Cattolica , Audencia Nantes School of Management and Bocconi University - Department of Finance
Date Posted: October 17, 2011
Last Revised: October 22, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Individuals and Their Local Utility Stocks: Preference for the Familiar
The Financial Review, Forthcoming
 John R. Nofsinger and Abhishek Varma
Washington State University - Department of Finance and Illinois State University
Date Posted: October 17, 2011
Accepted Paper Series
35 downloads

Incl. Electronic Paper On the Equity and Interest Rate Predictability for Balanced Portfolios and Coverage Ratios for Pension Plans
 Foort Hamelink
Lombard Odier & Cie
Date Posted: October 17, 2011
Working Paper Series
115 downloads

Incl. Electronic Paper Ratings and Performance of German Mutual Funds: A Comparison of Feri Trust, Euro Fondsnote and Finanztest
 Christian Meinhardt
Humboldt University of Berlin
Date Posted: October 17, 2011
Last Revised: December 14, 2011
Working Paper Series
81 downloads

Incl. Electronic Paper Simultaneous Determination of Market Value and Risk Premium in the Valuation of Firms
ICER Working Paper No. 15/2011
 Stefan Lutz
University of Manchester - School of Economic Studies
Date Posted: October 17, 2011
Working Paper Series
55 downloads


 

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