Feedback to SSRN (Beta)
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
CiteReader: What's this?
Papers with Resolved References:
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation Links:
5,733,423
Papers with Resolved Footnotes:
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G12
5,856,824 Total downloads
Showing Papers 641 - 690 of 13,874
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Insider Stock Trading and the Bond Market
Andreas Oehler ,
Kuntara Pukthuanthong ,
Thomas John Walker
and
Stefan Wendt
Bamberg University
,
San Diego State University - College of Business Administration
,
Concordia University, Quebec - Department of Finance
and
Bamberg University
Date Posted: December 21, 2012
Working Paper Series
Liquidity in Government Versus Covered Bond Markets
BIS Working Paper No. 392
Jens Dick-Nielsen
,
Jacob Gyntelberg
and
Thomas Sangill
Copenhagen Business School - Department of Finance
,
Bank for International Settlements (BIS) - Monetary and Economic Department
and
affiliation not provided to SSRN
Date Posted: December 21, 2012
Working Paper Series
10 downloads
Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
Journal of Portfolio Management, Vol. 38, No. 2, 2012
Peter Cauwels
and
Didier Sornette
ETH Zürich
and
Swiss Finance Institute
Date Posted: December 21, 2012
Working Paper Series
28 downloads
Hedging with Swaps Under a Parallel Shift of the Yield Curve
Hanan Jaffal
,
Yves Rakotondratsimba and
Adnan Yassine
Université du Havre
,
ECE Paris- Graduate School of Engineering
and
Université du Havre
Date Posted: December 21, 2012
Working Paper Series
84 downloads
Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk
Stefan Ankirchner ,
Judith C. Schneider and
Nikolaus Schweizer
University of Bonn
,
University of Muenster - Finance Center Muenster
and
Saarland University
Date Posted: December 21, 2012
Last Revised: March 27, 2013
Working Paper Series
67 downloads
Investor Sentiment: Rational or Irrational — Evidence from China
Changsheng Hu
and
Yangchun Chi
Wuhan University - School of Economics and Management
and
Wuhan University - School of Economics and Management
Date Posted: December 21, 2012
Working Paper Series
46 downloads
Profit Index - Pertinent Risk of Financial Investment
Amitay Kauffmann
,
Haim Shalit and
Gal Zahavi
Technion - Israel Institute of Technology
,
Ben-Gurion University of the Negev - Department of Economics
and
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Date Posted: December 21, 2012
Working Paper Series
56 downloads
Pésames por ser Español y 210 Comentarios (Condolences for Being Born in Spain and 210 Comments)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: December 20, 2012
Working Paper Series
227 downloads
Algunos Swaps de Tipos de Interés (Some Interest Rate Swaps)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: December 19, 2012
Working Paper Series
284 downloads
Notes on Option Pricing with ADE
Kin Hung (Felix) Kan
CIBC
Date Posted: December 19, 2012
Last Revised: January 05, 2013
Working Paper Series
Implied Cost of Capital: A Stochastic Perspective
2013 Financial Markets & Corporate Governance Conference
Fabian Echterling
and
Brigitte Eierle
University of Bamberg
and
University of Bamberg
Date Posted: December 19, 2012
Last Revised: May 13, 2013
Working Paper Series
31 downloads
Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies
IMF Working Paper No. 12/271
Tigran Poghosyan
International Monetary Fund (IMF)
Date Posted: December 19, 2012
Working Paper Series
46 downloads
Efecto de la Crisis Financiera (2007-10) en la Innovación Estratégica y la Estructura Productiva, en el Proceso de Formación de los Precios (Impact of Financial Crisis (2007-10) in Strategic Innovation and Production Structure in the Asset Pricing Process)
Spanish Journal of Finance and Accounting, Forthcoming
Alfredo Juan Grau
Department of Corporate Finance (University of Valencia)
Date Posted: December 19, 2012
Accepted Paper Series
15 downloads
Predicting Returns and Rent Growth in the Housing Market Using the Rent-to-Price Ratio: Evidence from the OECD Countries
Tom Engsted and
Thomas Quistgaard Pedersen
University of Aarhus - CREATES
and
University of Aarhus - CREATES
Date Posted: December 19, 2012
Working Paper Series
39 downloads
What is Common Among Return Anomalies? Evidence from Insider Trading Decisions
Qingzhong Ma and
Andrey Ukhov
Cornell University
and
Cornell University
Date Posted: December 18, 2012
Last Revised: May 11, 2013
Working Paper Series
122 downloads
Does Volatility Allow for Style Rotation? Evidence from International Stock Market Returns
Fabian Dori
1741 Asset Management Ltd.
Date Posted: December 18, 2012
Working Paper Series
73 downloads
Learning from Experience in the Stock Market
FEDS Working Paper No. 2012-41
Anton Nakov and
Galo Nuno
Bank of Spain
and
Bank of Spain - Department of International Economics & International Relations
Date Posted: December 18, 2012
Working Paper Series
13 downloads
Have We Solved the Idiosyncratic Volatility Puzzle?
Fisher College of Business Working Paper No. 2012-03-028, Charles A. Dice Center Working Paper No. 2012-28
Kewei Hou and
Roger Loh
Ohio State University (OSU) - Department of Finance
and
Singapore Management University
Date Posted: December 18, 2012
Working Paper Series
301 downloads
Credit Default Swap & Variance Risk Premia
Ghada Zgolli
Université Paris Ouest - Nanterre, La Défense - Laboratoire CEROS
Date Posted: December 18, 2012
Working Paper Series
Black-Scholes Representation for Asian Options
Mathematical Finance, Forthcoming
Jan Vecer
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: December 18, 2012
Accepted Paper Series
66 downloads
Minimum Return Guarantees - Information Asymmetries and Optimal Product Design
Antje Brigitte Mahayni and
Judith C. Schneider
Mercator School of Management
and
University of Muenster - Finance Center Muenster
Date Posted: December 18, 2012
Working Paper Series
59 downloads
Online Appendix: International Diversification Benefits with Foreign Exchange Investment Styles
Tim-Alexander Kroencke
,
Felix Schindler
and
Andreas Schrimpf
Centre for European Economic Research (ZEW)
,
Steinbeis University Berlin
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: December 18, 2012
Working Paper Series
40 downloads
Historical Housing-Related Statistics for Australia 1881-2011 – A Short Note
UNSW Australian School of Business Research Paper No. 2012ECON52
Nigel Stapledon
University of New South Wales - Australian School of Business - School of Economics
Date Posted: December 17, 2012
Working Paper Series
46 downloads
Why Does ETF Short Selling Provide a Different Signal?
Journal of Index Investing, Forthcoming
John Christopher Hughen and
Xiaoyu Ma
University of Denver - Daniels College of Business
and
Independent
Date Posted: December 17, 2012
Last Revised: February 04, 2013
Accepted Paper Series
Causes and Implications of Shifts in Financial Participation in Commodity Markets
Bassam Fattouh
and
Lavan Mahadeva
University of Oxford - Oxford Institute for Energy Studies
and
Oxford Institute for Energy Studies
Date Posted: December 17, 2012
Last Revised: March 25, 2013
Working Paper Series
47 downloads
In Search of a Statistically Valid Volatility Risk Factor
Robert M. Anderson ,
Stephen W. Bianchi
and
Lisa R. Goldberg
University of California, Berkeley - Department of Economics
,
University of California, Berkeley
and
University of California at Berkeley
Date Posted: December 16, 2012
Last Revised: February 10, 2013
Working Paper Series
74 downloads
LIBOR Manipulation in Developed Markets
Sermaye Piyasasi Dergisi (Journal of Capital Markets), Sermaye Piyasası Meslek Personeli Derneği, Ankara, 2012,
Oral Erdogan
and
Ethem Sancak
Istanbul Bilgi University Department of Business Administration
and
Capital Market Board of Turkey
Date Posted: December 16, 2012
Working Paper Series
231 downloads
The Performance of Individual Investors in Structured Financial Products
Oliver Entrop
,
Michael D. McKenzie ,
Marco Wilkens and
Christoph Winkler
University of Passau
,
University of Sydney - Discipline of Finance
,
University of Augsburg
and
University of Augsburg
Date Posted: December 16, 2012
Last Revised: February 03, 2013
Working Paper Series
131 downloads
Assessing the Effectiveness of the Paulson 'Teaser Freezer' Plan: Evidence from the ABX Index
FRB Richmond Working Paper No. 10-06
Eliana Balla
,
Robert E. Carpenter and
Breck L. Robinson
Federal Reserve Banks - Federal Reserve Bank of Richmond
,
University of Maryland, Baltimore County - Department of Economics
and
University of Delaware - Department of Finance
Date Posted: December 16, 2012
Working Paper Series
2 downloads
Conditional Forecasting: When is Inventory Growth Bad?
Francesco Momentè and
Francesco Reggiani
Bocconi University - Department of Accounting
and
Bocconi University - Department of Accounting
Date Posted: December 15, 2012
Working Paper Series
99 downloads
Oil Price Shocks and Stock Market Returns: Evidence from Oil-Importing and Oil-Exporting Countries
Li Yang
,
Chongfeng Wu
and
Yudong Wang
University of New South Wales (UNSW) - School of Banking and Finance
,
Shanghai Jiao Tong University (SJTU) - Aetna School of Management
and
Shanghai Jiao Tong University (SJTU)
Date Posted: December 15, 2012
Working Paper Series
82 downloads
A Primer on Pricing and Valuation: The Case of Credit Default Swaps
Nicholas DeRobertis
,
Corbin Fox
,
Lucas Wright
and
Kenneth N. Daniels
Virginia Commonwealth University (VCU)
,
Virginia Commonwealth University (VCU)
,
Virginia Commonwealth University (VCU)
and
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Date Posted: December 15, 2012
Working Paper Series
73 downloads
DJIA Milestones: Irrational Trades and Rational Market Makers
Harikumar Sankaran
,
Jayashree Harikumar
and
Violeta Diaz
New Mexico State University
,
New Mexico State University - College of Business Administration & Economics, Physical Sciences Laboratory
and
New Mexico State University
Date Posted: December 15, 2012
Working Paper Series
13 downloads
Pricing Liquidity Risk and Buyout Returns
Matthias Huss
and
Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance
and
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: December 15, 2012
Working Paper Series
41 downloads
Probability Weighting Functions Implied in Options Prices
Valery Polkovnichenko and
Feng Zhao
University of Texas at Dallas - Jindal School of Management - Department of Finance & Managerial Economics
and
University of Texas at Dallas - Jindal School of Management
Date Posted: December 15, 2012
Working Paper Series
39 downloads
The Investment Manifesto
AFA 2013 San Diego Meetings Paper
Xiaoji Lin
and
Lu Zhang
Ohio State University (OSU) - Fisher College of Business
and
Ohio State University - Fisher College of Business
Date Posted: December 15, 2012
Working Paper Series
225 downloads
An Estimation of Economic Models with Recursive Preferences
Cowles Foundation Discussion Paper No. 1883
Xiaohong Chen ,
Jack Favilukis
and
Sydney C. Ludvigson
Yale University - Cowles Foundation
,
London School of Economics & Political Science (LSE)
and
New York University - Department of Economics
Date Posted: December 15, 2012
Working Paper Series
30 downloads
Market Ecologies: The Interaction and Profitability of Technical Trading Strategies
Antony Jackson
and
Dan Ladley
University of East Anglia (UEA)
and
University of Leicester - Department of Economics
Date Posted: December 15, 2012
Working Paper Series
46 downloads
Economic and Market Conditions: Two State Variables that Predict the Stock Market
Dashan Huang
and
Guofu Zhou
Washington University in St. Louis - Olin Business School
and
Washington University in St. Louis - Olin School of Business
Date Posted: December 14, 2012
Last Revised: January 20, 2013
Working Paper Series
311 downloads
Investors’ Order Placement Strategies Around the Time of a Market Sensitive Announcement
Marvin Wee
and
Philip R. Brown
The University of Western Australia
and
University of Western Australia - Department of Accounting and Finance
Date Posted: December 14, 2012
Working Paper Series
17 downloads
Industry and ASEAN Country Effects on Malaysian Firms’ Market Return
Ei Yet Chu
University Science of Malaysia
Date Posted: December 14, 2012
Working Paper Series
The Effect of Political Communication on European Financial Markets During the Sovereign Debt Crisis
University of Heidelberg, Department of Economics, Discussion Paper No. 536
Christian Conrad
and
Klaus Ulrich Zumbach
University of Heidelberg - Faculty of Economics and Social Studies
and
University of Heidelberg - Faculty of Economics and Social Studies
Date Posted: December 14, 2012
Working Paper Series
71 downloads
The Determinants of the Sovereign CDS Volume
Tobias Berg
and
Daniel Streitz
Humboldt Universität zu Berlin
and
Humboldt University of Berlin - Faculty of Business
Date Posted: December 13, 2012
Working Paper Series
70 downloads
Impact of the Introduction of Call Auction on Price Discovery: Evidence from the Indian Stock Market Using High-Frequency Data
Sobhesh Kumar Agarwalla ,
Joshy Jacob
and
Ajay Pandey
Indian Institute of Management Ahmedabad
,
Indian Institute of Management
and
IIM Ahmedabad
Date Posted: December 13, 2012
Last Revised: December 15, 2012
Working Paper Series
28 downloads
Asset Pricing Frictions in Fragmented Markets
Emiliano Pagnotta
New York University (NYU)- Stern School of Business Dept. of Finance
Date Posted: December 13, 2012
Last Revised: January 23, 2013
Working Paper Series
58 downloads
On the Design of Sell-Side Limit and Market Order Tactics
The Journal of Trading, Summer 2012, Vol. 7, No. 3, pp. 29-39
Vladimir Markov
Liquidnet, Inc.
Date Posted: December 13, 2012
Accepted Paper Series
69 downloads
Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands
The Journal of Trading, Fall 2011, Vol. 6, No. 4, pp. 45-52
Vladimir Markov
,
Slava Mazur
and
David Saltz
Liquidnet, Inc.
,
Liquidnet, Inc
and
Liquidnet, Inc
Date Posted: December 13, 2012
Accepted Paper Series
76 downloads
Incorporating Technical Risk in Compound Real Option Models to Value a Pharmaceutical R&D Licensing Opportunity
Research Policy, Vol. 40, No. 9, November 2011
Danny Cassimon
,
Marianne De Backer
,
Peter-Jan Engelen
,
Martine Van Wouwe
and
Vilimir Yordanov
University of Antwerp - Institute for Development Policy and Management
,
Johnson & Johnson
,
University of Utrecht - Utrecht University School of Economics
,
University of Antwerp - Department of Mathematics Statistics and Actuarial Sciences
and
Independent
Date Posted: December 12, 2012
Last Revised: April 18, 2013
Accepted Paper Series
6 downloads
Option Bounds for Short Variance Swaps and the Variance Risk Premium Adjusting for Skewness
Steven J. Jordan
and
Shirley J. Huang
affiliation not provided to SSRN
and
University of Auckland - Department of Mathematics
Date Posted: December 12, 2012
Working Paper Series
33 downloads
Evaluating Hedge Funds with Pooled Benchmarks
Michael O'Doherty
,
N. Eugene Savin and
Ashish Tiwari
University of Missouri at Columbia
,
University of Iowa - Henry B. Tippie College of Business - Department of Economics
and
University of Iowa
Date Posted: December 12, 2012
Last Revised: May 31, 2013
Working Paper Series
41 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo7 in 4.313 seconds