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SSRN eLibrary Statistics:

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Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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Last 12 months: 11,179,664
Last 30 days: 1,087,336

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SSRN eLibrary Search Results
JEL Code: G1
12,972,423 Total downloads
Showing Papers 651 - 700 of 36,683
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Incl. Electronic Paper Predictability Hidden by Anomalous Observations
Swiss Finance Institute Research Paper No. 13-05
Lorenzo Camponovo , O. Scaillet and Fabio Trojani
University of St. Gallen , University of Geneva - HEC and Swiss Finance Institute
Date Posted: March 23, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Optimal Real Option Generation and Investment-Return Dynamics
Praveen Kumar and Dongmei Li
University of Houston - Department of Finance and UC San Diego - Rady School of Management
Date Posted: March 23, 2013
Last Revised: April 10, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Methods for Multicountry Studies of Corporate Governance (and Evidence from the BRIKT Countries)
ECGI - Finance Working Paper, Northwestern Law & Econ Research Paper No. 13-05, U of Michigan Law & Econ Research Paper No. 13-005
Bernard S. Black , Antonio Gledson De Carvalho , Vikramaditya S. Khanna , Woochan Kim and B. Burcin Yurtoglu
Northwestern University - School of Law , Fundacao Getulio Vargas School of Business at Sao Paulo , University of Michigan Law School , Korea University Business School and WHU - Otto Beisheim School of Management
Date Posted: March 23, 2013
Last Revised: March 27, 2013
Working Paper Series
113 downloads

Incl. Electronic Paper Quadratic Variance Swap Models
Swiss Finance Institute Research Paper No. 13-06
Damir Filipovic , Elise Gourier and Loriano Mancini
Ecole Polytechnique Fédérale de Lausanne , Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 23, 2013
Last Revised: May 14, 2013
Working Paper Series
62 downloads

Incl. Electronic Paper A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives
Duy Minh Dang , Christina Christara and Kenneth R. Jackson
University of Waterloo, David R. Cheriton School of Computer Science , University of Toronto - Department of Computer Science and University of Toronto - Department of Computer Science
Date Posted: March 23, 2013
Last Revised: April 28, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Investors' Heterogeneity and Implied Volatility Smiles
Management Science, Forthcoming
Tao Li
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: March 23, 2013
Last Revised: March 28, 2013
Accepted Paper Series
37 downloads

Incl. Electronic Paper Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets
Vladimir Filimonov , David Bicchetti , Nicolas Maystre and Didier Sornette
Swiss Federal Institute of Technology Zurich (ETH Zurich) , United Nations - Conference on Trade and Development (UNCTAD) , UNCTAD - United Nations Conference on Trade and Development and Swiss Finance Institute
Date Posted: March 23, 2013
Working Paper Series
691 downloads

Incl. Electronic Paper A Study of Impact of Macroeconomic Variables on Performance of Nifty
Saurabh Singh , L. K. Tripathi and Arpan Arashar
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University , Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University
Date Posted: March 23, 2013
Last Revised: March 26, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Financial Markets in February 2013
Journal of Russian Economic Developments. № 3, 2013,
Nikita Andrievskiy and Elizaveta Khudko
Gaidar Institute for Economic Policy and Russian Presidential Academy of National Economy and Public Admnistration
Date Posted: March 23, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Financial Markets
Journal of Russian Economic Developments. No. 2, 2013
Nikita Andrievskiy and Elizaveta Khudko
Gaidar Institute for Economic Policy and Russian Presidential Academy of National Economy and Public Admnistration
Date Posted: March 23, 2013
Last Revised: April 11, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Balkan Countries: Catching Up and Their Integration in the European Financial System
Fabienne Bonetto , Srdjan Redžepagić and Anna Tykhonenko
Université de Nice Sophia Antipolis , Institute of Economic Sciences Belgrade and Université de Nice Sophia Antipolis
Date Posted: March 23, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Reinvestigating the Uncovered Interest Rate Parity Puzzle Via Analysis of Multivariate Tail Dependence in Currency Carry Trades
Matthew Ames , Guillaume Bagnarosa and Gareth William Peters
University College London , Molinero Capital ManagementUniversity College London and University College London
Date Posted: March 22, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper The Exodus from Sovereign Risk: Sovereign Ceiling Violations in Credit Default Swap Markets
Jongsub Lee , Andy Naranjo and Stace Sirmans
University of Florida - Warrington College of Business Administration , University of Florida - Warrington College of Business Administration and University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: March 22, 2013
Last Revised: May 09, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper More on Cornish Fisher: Distribution Density and Boundary Conditions
Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: March 22, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Volatility of Volatility and Tail Risk Premiums
Yang-Ho Park
Federal Reserve Board
Date Posted: March 22, 2013
Last Revised: May 14, 2013
Working Paper Series
149 downloads

Incl. Electronic Paper Can Institutional Investors Cherry-Pick Hot IPOs?
Ufuk Gucbilmez
University of Edinburgh - Business School
Date Posted: March 22, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts
Tinbergen Institute Discussion Paper 2013-047/III
David Ardia and Lennart F. Hoogerheide
Laval University - Département de Finance et Assurance and Vrije Universiteit Amsterdam - Dept. of Econometrics
Date Posted: March 21, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Measurement in Financial Reporting: The Need for Concepts
Mary E. Barth
Stanford University - Graduate School of Business
Date Posted: March 21, 2013
Working Paper Series
84 downloads

Incl. Electronic Paper The Nexus between Natural Gas Spot and Futures Prices at NYMEX: What about Non-Linear Causality?
FCN Working Paper No. 17/2012
Theologos Dergiades , Georgia Christofidou and Reinhard Madlener
International Hellenic University (IHU) , International Hellenic University (IHU) and RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Foreign Capital and Firm Financial Constraints - Evidence from Two Systemic Liquidity Crises
Rachita Gullapalli
Securities and Exchange Commission (SEC)
Date Posted: March 21, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper The Limits of Granularity Adjustments
Jean-David Fermanian
CREST
Date Posted: March 21, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper On Risks and Opportunities in Financial Markets
Tinbergen Institute Research Series No. 543
Simon D. Lansdorp
Robeco Quantitative Strategies
Date Posted: March 21, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Optimal Portfolio Selection in Ex Ante Stock Price Bubble and Furthermore Bubble Burst Scenario from Dhaka Stock Exchange with Relevance to Sharpe’s Single Index Model

Date Posted: March 21, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Portfolio Balance Effects of the SNB's Bond Purchase Program
University of Zurich, Department of Economics Working Paper No. 116
Andreas Kettemann and Signe Krogstrup
University of Zurich - Department of Economics and Swiss National Bank
Date Posted: March 21, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Risk and the Volatility Anomaly: A Global Analysis
Charles D. Collver Jr. , Jack De Jong and Darshana Palkar
U.S.Securities and Exchange Commission , Nova Southeastern University and Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship
Date Posted: March 21, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper Capital Controls: A Pragmatic Proposal
Asian Development Bank Economics Working Paper Series No. 337
Maria Socorro Gochoco-Bautista and Changyong Rhee
Asian Development Bank and Asian Development Bank
Date Posted: March 21, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper How Virtuous is Your Firm? A Checklist
Electronic Journal of Business Ethics and Organization Studies, 2009, 14, 14-20
Hershey H. Friedman and Linda Weiser Friedman
Brooklyn College - Department of Finance and Business Management and Baruch College, CUNY - Zicklin School of Business
Date Posted: March 21, 2013
Accepted Paper Series
16 downloads

Incl. Electronic Paper The Importance of the Volatility Risk Premium for Volatility Forecasting
Marcel Prokopczuk and Chardin Wese Simen
Zeppelin University - Institute of Corporate Management & Economics and University of Reading - Henley Business School - ICMA Centre
Date Posted: March 21, 2013
Working Paper Series
157 downloads

Incl. Electronic Paper Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework
FCN Working Paper No. 4/2009 (Revised March 2010)
Günther Westner and Reinhard Madlener
RWTH Aachen University - E.ON Energy Research Center and RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper What Do We Know About High-Frequency Trading?
Columbia Business School Research Paper No. 13-11
Charles M. Jones
Columbia Business School - Finance and Economics
Date Posted: March 21, 2013
Working Paper Series
883 downloads

Incl. Electronic Paper Mortgage Hedging in Fixed Income Markets
Aytek Malkhozov , Philippe Mueller , Andrea Vedolin and Gyuri Venter
McGill University , London School of Economics & Political Science (LSE) - Department of Finance , London School of Economics and Political Science and Copenhagen Business School
Date Posted: March 21, 2013
Last Revised: May 10, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper Beta of Viet Nam Listed Computer and Electrical Company Groups During and after the Financial Crisis 2007-2011
Asian Journal of Finance and Accounting, Vol.5, No.1, 2013
Dinh Tran Ngoc Huy
International University of Japan - GSIM
Date Posted: March 20, 2013
Last Revised: April 15, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Risk Premia in Gold Leasing Markets
Anh Le and Haoxiang Zhu
University of North Carolina Kenan-Flagler Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 20, 2013
Last Revised: March 27, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Economic Uncertainty and the Cross-Section of Hedge Fund Returns
Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: March 20, 2013
Working Paper Series
86 downloads

Weighting Methods for Financial Stress Indices - Comparison and Implications for Risk Management
Journal of Financial Management and Analysis, Volume 25, No. 2, July-December, 2012
Dieter Gramlich , Timothy Bianco and Mikhail V. Oet
Baden-Württemberg Cooperative State University , Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: March 20, 2013
Accepted Paper Series

Incl. Electronic Paper The Theory of Internet Finance
Volume 8, Number 2, March-April 2013, China Economist
Xie Ping and Zou Chuanwei
China Investment Corporation (CIC) and China Investment Corporation (CIC)
Date Posted: March 20, 2013
Accepted Paper Series
32 downloads

Incl. Electronic Paper Moore's Law vs. Murphy's Law: Algorithmic Trading and Its Discontents
Andrei A. Kirilenko and Andrew W. Lo
MIT Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 20, 2013
Last Revised: April 10, 2013
Working Paper Series
569 downloads

Incl. Electronic Paper Joint Effect of Culture and Mandatory IFRS Adoption on Earning Quality - A Test of the Secrecy Hypothesis
Nurul Houqe , Reza Monem and Mohammad Tareq
Victoria University of Wellington - Victoria Business School , Griffith University - Griffith Business School and RMIT University
Date Posted: March 20, 2013
Last Revised: April 17, 2013
Working Paper Series
48 downloads

Dynamic Correlation Analysis of Asian Stock Markets
International Advances in Economic Research, Vol. 18, No. 2, 2012
Jae-Kwang Hwang
Virginia State University - Department of Economics & Finance
Date Posted: March 20, 2013
Accepted Paper Series

Incl. Electronic Paper The Role of Institutional Investors in Propagating the Crisis of 2007-2008
Journal of Financial Economics (JFE), Vol. 104, No. 3, 2012
Alberto Manconi , Massimo Massa and Ayako Yasuda
Tilburg University , INSEAD - Finance and University of California, Davis - Graduate School of Management
Date Posted: March 20, 2013
Accepted Paper Series
17 downloads

Incl. Electronic Paper Labor Market Dysfunction During the Great Recession
Cato Papers on Public Policy Vol. 1, 2011
Kyle F. Herkenhoff and Lee E. Ohanian
University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: March 20, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper What Determines Stock Market Behavior in Russia and Other Emerging Countries?
BOFIT Discussion Paper No. 4/2013
Iikka Korhonen and Anatoly Peresetsky
Bank of Finland - Institute for Economies in Transition (BOFIT) and National Research University Higher School of Economics
Date Posted: March 20, 2013
Working Paper Series
6 downloads

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
Journal of Real Estate Finance and Economics, Vol. 46, No. 4, 2013
Gang-Zhi Fan , Zsuzsa R. Huszar and Weina Zhang
Konkuk University - Department of Real Estate , National University of Singapore and National University of Singapore (NUS) - Department of Finance
Date Posted: March 20, 2013
Accepted Paper Series

Incl. Electronic Paper Convergence to EMU Through the Test of the Public Finance – Romania’s Budgetary Deficit and Public Debt
7th International Conference «Economic integration, cooperation and competition», Opatija, Croatia, 2009.,
Monica Susanu
University Dunarea De Jos Galati - Economics
Date Posted: March 19, 2013
Last Revised: April 17, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Toward the European Federation? Reform Processes in the Financial Stability System of the European Union, Especially to the Early Concept of European Bankunion
US-China Law Review, Vol. 10:46, 2013
János Kálmán
Széchenyi István University - Faculty of Law and Political Sciences
Date Posted: March 19, 2013
Accepted Paper Series
6 downloads

Incl. Electronic Paper Behavioral Decision-Making in Finance: An Overview and Assessment of Selected Research
Revista Española de Financiación y Contabilidad (Spanish Journal of Finance and Accounting), Vol. 42, 157, 99-118, January-March 2013,
Werner F.M. DeBondt , Rosa Mayoral and Teyo Vallelado
DePaul University - Driehaus Center for Behavioral Finance , University of Valladolid and University of Valladolid
Date Posted: March 19, 2013
Last Revised: April 11, 2013
Accepted Paper Series
30 downloads

Incl. Electronic Paper The Small-Maturity Heston Forward Smile
Antoine Jacquier and Patrick Roome
Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Date Posted: March 19, 2013
Last Revised: April 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Fully Liquidity Adjusted CVA
Christian Kamtchueng
Barclays Capital
Date Posted: March 19, 2013
Last Revised: March 22, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Tracing Tails – Large Idiosyncratic Income Shocks in a Heterogeneous Agent Asset Pricing Model
Tobias Langen
University of Tübingen
Date Posted: March 19, 2013
Last Revised: April 14, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Firm Level Governance and Institutional Determinants of Liquidity: Evidence from Sub Saharan Africa
International Review of Financial Analysis, 2013
Bruce Allen Hearn and Jenifer Piesse
University of Sussex and Bournemouth University
Date Posted: March 19, 2013
Accepted Paper Series
4 downloads


 

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