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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
Papers Received in
  Last 12 months: 		68,947

Paper Downloads:
To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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  References: 		238,027
Total References: 8,463,775
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Total Citation
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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,971,179 Total downloads
Showing Papers 6,421 - 6,470 of 36,683
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Incl. Electronic Paper The Value of Tradeability
Swiss Finance Institute Research Paper No. 11-37
Marc Chesney and Alexander Kempf
University of Zurich - Swiss Banking Institute (ISB) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Date Posted: September 21, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper A Proposed Value Function for Private Clients
Revista Espanola de Financiacion y Contabilidad (REFC), Spanish Journal of Finance and Accounting
 Andrea Lippi
Catholic University of the Sacred Heart of Piacenza
Date Posted: September 20, 2011
Accepted Paper Series
15 downloads

Incl. Electronic Paper Fast and Realistic European ARCH Option Pricing and Hedging
 Gilles O. Zumbach and Luis Fernandez
affiliation not provided to SSRN and J.P. Morgan
Date Posted: September 20, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Investment-Based Corporate Bond Pricing
 Lars-Alexander Kuehn and Lukas Schmid
Carnegie Mellon University - David A. Tepper School of Business and Duke University - The Fuqua School of Business
Date Posted: September 20, 2011
Working Paper Series
485 downloads

Incl. Electronic Paper Nonlinear Regime Shifts in Oil Price Hedging Dynamics
 Giulio Cifarelli
University of Florence - Dipartimento di Scienze Economiche
Date Posted: September 20, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Price Modeling in the Spanish Electric Market (in Spanish)
Cuadernos de Economía, Vol. 30, No. 54, p. 227, 2011,
 Aitor Ciarreta , Mónica Lagullón and Ainhoa Zarraga Alonso
Universidad del Pais Vasco , Grupo Banco Bilbao Vizcaya Argentaria (BBVA) and Universidad del País Vasco - Departamento de Economia Aplicada III
Date Posted: September 20, 2011
Last Revised: March 08, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper Pricing and Hedging Short Sterling Options Using Neural Networks
 Charles Sutcliffe and Fei Chen
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: September 20, 2011
Working Paper Series
81 downloads

Incl. Electronic Paper Short Interest vs. Short Selling
 Benjamin M. Blau , Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: September 20, 2011
Working Paper Series
143 downloads

Incl. Electronic Paper The Regime-Switching Structural Default Risk Model
 Andreas Milidonis and Kevin Chisholm
University of Cyprus - Department of Public & Business Administration and Independent
Date Posted: September 19, 2011
Last Revised: April 13, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper The Dividend Month Premium
 Samuel M. Hartzmark and David H. Solomon
University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Southern California - Marshall School of Business
Date Posted: September 19, 2011
Last Revised: November 20, 2012
Working Paper Series
380 downloads

Incl. Electronic Paper Accounting for Past and Future Actions
 Wei Li , Pierre Jinghong Liang and Xiaoyan Wen
University of Illinois at Urbana-Champaign - Department of Accountancy , Carnegie Mellon University - Tepper School of Business and University of Illinois at Chicago - College of Business Administration
Date Posted: September 19, 2011
Last Revised: August 24, 2012
Working Paper Series
194 downloads

Incl. Electronic Paper Assessing the Performance of Funds of Hedge Funds
Midwest Finance Association 2012 Annual Meetings Paper
 Benoit Dewaele , Hugues Pirotte , Nils Tuchschmid and Erik Wallerstein
Université Libre de Bruxelles (ULB) , Université Libre de Bruxelles - Solvay Brussels School of Economics and Management , Tages Capital LLP and University of Applied Sciences Western Switzerland - Geneva School of Business Administration
Date Posted: September 19, 2011
Last Revised: October 10, 2011
Working Paper Series
402 downloads

Incl. Electronic Paper Canonical Distribution, Implied Binomial Tree, and the Pricing of American Options
The Journal of Futures Markets, Forthcoming
 Qiang Liu and Shuxin Guo
Southwestern University of Finance and Economics - School of Finance and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Date Posted: September 19, 2011
Last Revised: September 21, 2011
Accepted Paper Series
72 downloads

Incl. Electronic Paper Commodity Investments: Opportunities for Indian Institutional Investors
 Dr. Kedar Nath Mukherjee
National Institute of Bank Management
Date Posted: September 19, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Debt Covenant Violation and Cost of Borrowing: Evidence from Quarterly Bond Issue
 Umar
McMaster University - Michael G. DeGroote School of Business
Date Posted: September 19, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Do Fund Managers Keep Their Promises?: The Case of Shari’ah Equity Funds
Midwest Finance Association 2012 Annual Meetings Paper
 Yunieta Nainggolan , Peter Verhoeven and Janice C. Y. How
Queensland University of Technology - Faculty of Business , Queensland University of Technology - Faculty of Business and Queensland University of Technology
Date Posted: September 19, 2011
Last Revised: October 02, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Do Institutional Traders Predict Bull and Bear Markets?
 Bahattin Buyuksahin , Celso Brunetti and Jeffrey H. Harris
Bank of Canada , Federal Reserve Board and Syracuse University
Date Posted: September 19, 2011
Working Paper Series
139 downloads

Incl. Electronic Paper Efficiency and Integration in European Banking Markets
 Candida Ferreira
Technical University of Lisbon - ISEG (School of Economics and Management)
Date Posted: September 19, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Get Rid of Banks and Build Up a Modern Financial World
 Rainer Lenz
University of Applied Sciences, Bielefeld
Date Posted: September 19, 2011
Working Paper Series
154 downloads

Incl. Electronic Paper Globalization Effect on Stock Exchange Integration
Meeting of Young Researchers Around the Mediterranean, Tarragona, 3-4 May 2007
 Amir N. R. Armanious
Cairo University
Date Posted: September 19, 2011
Working Paper Series
52 downloads

Impact of Diversification Strategies on Performance of Malaysian Public Listed Companies
 Mona Yaghoubi , Sazali Abidin and Ehsan Yaeghoobi
Victoria University of Wellington - School of Economics & Finance , University of Waikato - Department of Finance and University of Waikato - Management School
Date Posted: September 19, 2011
Last Revised: March 20, 2013
Working Paper Series

Interest Rates After the Credit Crunch: Multiple Curve Vanilla Derivatives and SABR
Capco Journal of Financial Transformation, Applied Finance, No. 32, August 2011
 Marco Bianchetti and Mattia Carlicchi
Intesa Sanpaolo - Market Risk Management and Intesa Sanpaolo - Market Risk Management
Date Posted: September 19, 2011
Accepted Paper Series

Incl. Electronic Paper Private Equity Arrangements as Real Options
Midwest Finance Association 2012 Annual Meetings Paper
 John W. Kensinger
University of North Texas
Date Posted: September 19, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Sensitivity Analysis for Cash Flow Simulation Based Real Option Valuation
 Tero J. Haahtela
Aalto University
Date Posted: September 19, 2011
Working Paper Series
155 downloads

Incl. Electronic Paper Solutions to the Inflation-Induced Instability in Housing Markets
 Xavier Barrull and Antoni Dorse
ESADE Business School and ESADE Business School
Date Posted: September 19, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper The Foreign Corrupt Practices Act: Minefield for Directors
Virginia Law & Business Review, Vol. 6, No. 1, 2011
 Lawrence James Trautman and Kara Altenbaumer-Price
Independent and affiliation not provided to SSRN
Date Posted: September 19, 2011
Accepted Paper Series
188 downloads

Incl. Electronic Paper The Intricate Relation between Return, Market Value and Past Performance of Common Stocks in the United States 1926-2006
Midwest Finance Association 2012 Annual Meetings Paper
 Glenn N. Pettengill , Werner F.M. DeBondt , Jungshik Hur and Vivek Singh
Grand Valley State University , DePaul University - Driehaus Center for Behavioral Finance , Louisiana Tech University and University of Michigan at Dearborn - School of Management
Date Posted: September 19, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper Time Varying Arbitrage Pricing Factors in the Mexican Stock Market
 Maria de Lourdes Trevino
Universidad Autonoma de Nuevo Leon
Date Posted: September 19, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Traders Reacting to Bad News: The SEC versus Goldman Sachs
 Ryan McKeon
University of San Diego
Date Posted: September 19, 2011
Last Revised: March 15, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Traversing the Short-Sale-Ban and the No-Ban Regime: A New Tale of the Old Overvaluation Story
 Xiaoming Li and Min Bai
Massey University - School of Economics and Finance (Albany) and Massey University - College of Business
Date Posted: September 19, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Using VIX Data to Enhance Technical Trading Signals
 James Kozyra and Camillo Lento
Lakehead University and Lakehead University
Date Posted: September 19, 2011
Working Paper Series
859 downloads

Incl. Electronic Paper Volatility Links between U.S. Industries
Midwest Finance Association 2012 Annual Meetings Paper
 Bernard Ben Sita
Lebanese American University
Date Posted: September 19, 2011
Last Revised: December 26, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Online Information Acquisition and Investor Trading
 Lei Gao , Oliver Zhen Li and P. Eric Yeung
University of Georgia - C. Herman and Mary Virginia Terry College of Business , National University of Singapore and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: September 18, 2011
Last Revised: December 09, 2012
Working Paper Series
174 downloads

Incl. Electronic Paper Average Option Pricing in Volatile Market
 Angelo Joseph and Jan Walters Kruger
University of South Africa - School of Business Leadership and SBL
Date Posted: September 18, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Law
 Magomet Yandiev and Renat Bekkin
Moscow State University - Economic Department and Moscow State University - Institute of International Relations, Mardjani Foundation
Date Posted: September 18, 2011
Working Paper Series
40 downloads

Long-Term Sustainability of the Slovenian Pension System
Economic and Business Review, Vol.10, No. 4, 2008
 Mitja Cok , Joze Sambt , Ales S. Berk and Marko Kosak
University of Ljubljana - Faculty of Economics , University of Ljubljana - Faculty of Economics , University of Ljubljana - Faculty of Economics and affiliation not provided to SSRN
Date Posted: September 18, 2011
Accepted Paper Series

Incl. Electronic Paper On the Causes of Volatility Changes upon Dividend Initiation
 Chintal A. Desai , Khoa Huu Nguyen and Robert Savickas
University of Texas - Pan American , The University of Texas - Pan American and George Washington University - School of Business - Department of Finance
Date Posted: September 18, 2011
Last Revised: August 19, 2012
Working Paper Series
55 downloads

Incl. Electronic Paper Portfolio Selection: An Extreme Value Approach
 Francis DiTraglia and Jeffrey R. Gerlach
University of Pennsylania and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: September 18, 2011
Last Revised: July 27, 2012
Working Paper Series
181 downloads

Incl. Electronic Paper Stressing Correlations and Volatilities – A Consistent Modeling Approach
 Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 18, 2011
Working Paper Series
434 downloads

Incl. Electronic Paper Tail Risks Across Investment Funds
 Jerchern Lin
State University of New York (SUNY) - Financial & Managerial Economics
Date Posted: September 18, 2011
Working Paper Series
149 downloads

Incl. Electronic Paper The Performance of Chinese Open End Stock Mutual Funds: A First Look
Midwest Finance Association 2012 Annual Meetings Paper
 Bolong Cao and Wei He
Ohio University and Mississippi State University
Date Posted: September 18, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper 15 Years of the Russell 2000 Buy-Write
 Nikunj Kapadia and Edward Szado
University of Massachusetts at Amherst - Department of Finance & Operations Management and University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: September 17, 2011
Working Paper Series
279 downloads

Incl. Electronic Paper A Novel Quantitative Behavioral Framework for Financial Markets Prediction
Capital Markets: Asset Pricing & Valuation, eJournal, Vol. 3, Issue 152, September 28, 2011 , 61st Midwest Finance Association Conference, February, 2012
 ramesh thimmaraya and Venkateshwarlu Masuna
Centre for quantitative finance and risk analytics and National Institute of Industrial Engineering NITIE - NITIE
Date Posted: September 17, 2011
Last Revised: May 21, 2012
Working Paper Series
202 downloads

Determinants of Leverage in Slovenian Blue-Chip Firms and Stock Performance Following Substantial Debt Increases
Post-Communist Economies, Vol. 18, No. 4, 2006
 Ales S. Berk
University of Ljubljana - Faculty of Economics
Date Posted: September 17, 2011
Accepted Paper Series

Establishing the Value of Flexibility Created by Training: Applying Real Options Methodology to a Single HR Practice
Organization Science, Vol. 21, No. 3, 2010
 Ales S. Berk and Robert Kaše
University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Date Posted: September 17, 2011
Accepted Paper Series

Incl. Electronic Paper Gain and Loss Learning Differentially Contribute to Life Financial Outcomes
PLOS ONE, Vol. 6, No. 9, September 2011
 Brian Knutson , Gregory R. Samanez-Larkin and Camelia M. Kuhnen
Stanford University - Psychology , Vanderbilt University - Department of Psychology and Northwestern University - Kellogg School of Management
Date Posted: September 17, 2011
Accepted Paper Series
53 downloads

Incl. Electronic Paper How Do Local Markets Respond to Global Risk Factor Differently in Various Market Regimes? A Study of Country Exchange Traded Funds
Midwest Finance Association 2012 Annual Meetings Paper
 Jun Yuan , Leonard MacLean , Kuan Xu and Yonggan Zhao
Dalhousie University - Department of Economics , Dalhousie University - School of Business Administration , Dalhousie University - Department of Economics and Dalhousie University - School of Business Administration
Date Posted: September 17, 2011
Last Revised: February 13, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper The Credit Risk of Banks and Non-Banks During the Crisis: Evidence from the CDS Market
Midwest Finance Association 2012 Annual Meetings Paper
 Burkhard Raunig
Austrian National Bank - Economic Studies Division
Date Posted: September 17, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper The Impact of Maturity Financing Choices Made by Primary Bond Dealers on Repo Market Rates
 Vladimir Sokolov
National Research University Higher School of Economics
Date Posted: September 17, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper The Information Content of Accounting Disclosures for Forecasting Sales of Manufacturing Firms
 Logan B. Steele and Mark A. Trombley
University of Connecticut and University of Arizona - Eller College of Management
Date Posted: September 17, 2011
Last Revised: July 26, 2012
Working Paper Series
113 downloads


 

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