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

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

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SSRN eLibrary Search Results
JEL Code: G12
5,856,824 Total downloads
Showing Papers 641 - 690 of 13,874
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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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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


 

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