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489,633
Full Text Papers:
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228,803
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JEL Code: G10
1,466,464 Total downloads
Showing Papers 651 - 700 of 4,479
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The Gain-Loss Spread: A New and Intuitive Measure of Risk
Javier Estrada
IESE Business School
Date Posted: November 29, 2008
Working Paper Series
566 downloads
A Note on Analysts' Earnings Forecast Errors Distribution
JAE Boston Conference October 2002
Daniel A. Cohen and
Thomas Z. Lys
University of Texas at Dallas - Naveen Jindal School of Management
and
Northwestern University - Kellogg School of Management
Date Posted: November 21, 2003
Working Paper Series
563 downloads
Short Arbitrage, Return Asymmetry and the Accrual Anomaly
David A. Hirshleifer ,
Siew Hong Teoh and
Jeff Jiewei Yu
University of California, Irvine - Paul Merage School of Business
,
University of California - Paul Merage School of Business
and
Southern Methodist University - Cox School of Business
Date Posted: June 20, 2007
Last Revised: October 15, 2010
Working Paper Series
563 downloads
Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988)
Utpal Bhattacharya and
Matthew I. Spiegel
Indiana University Bloomington - Department of Finance
and
Yale University - Yale School of Management, International Center for Finance
Date Posted: May 12, 1997
Working Paper Series
562 downloads
Stocks of Admired Companies and Spurned Ones
SCU Leavey School of Business Research Paper No. 10-02
Meir Statman and
Deniz Anginer
Santa Clara University - Department of Finance
and
Virginia Tech Pamplin Business School
Date Posted: January 24, 2010
Working Paper Series
562 downloads
Volatility Information Trading in the Option Market
Sophie X. Ni ,
Jun Pan and
Allen M. Poteshman
Hong Kong University of Science and Technology
,
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
and
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: October 06, 2005
Working Paper Series
562 downloads
Analyst Impartiality and Investment Banking Relationships
Patricia C. O'Brien ,
Maureen F. McNichols and
Hsiou-wei Lin
University of Waterloo
,
Stanford University
and
National Taiwan University
Date Posted: May 02, 2005
Working Paper Series
561 downloads
Dark Pool Trading Strategies
Charles A. Dice Center Working Paper No. 2010-6 , Fisher College of Business Working Paper No. 03-006, AFA 2012 Chicago Meetings Paper
Sabrina Buti
,
Barbara Rindi and
Ingrid M. Werner
University of Toronto - Rotman School of Management
,
Bocconi University - Department of Finance
and
The Ohio State University - Fisher College of Business
Date Posted: March 18, 2010
Last Revised: November 11, 2011
Working Paper Series
561 downloads
Determining the Optimal Dynamic Rebalancing Frequency for Delta-Neutral Hedges in LIFFE Short-Term Interest-Rate Markets
Thomas O. Meyer
Southeastern Louisiana University - Department of Marketing and Finance
Date Posted: June 04, 1999
Working Paper Series
559 downloads
Market Architecture: Limit Order Books Versus Dealership Markets
James J. D. Wang and
S. Viswanathan
Duke University
and
Duke University - Fuqua School of Business
Date Posted: October 22, 1998
Working Paper Series
559 downloads
Shadow Banks and the Financial Crisis of 2007-2008
In 'THE BANKING CRISIS HANDBOOK', Chapter 3, pp. 39-56, Greg Gregoriou, ed., CRC Press, 2009
Jason C. Hsu
and
Max Moroz
Research Affiliates, LLC
and
Research Affiliates, LLC
Date Posted: March 20, 2010
Last Revised: November 03, 2010
Accepted Paper Series
558 downloads
How Do Dealers in Government Bond Markets Manage Their Spot Risk with Derivatives? Evidence from London
AFA 2002 Atlanta Meetings; IFA Working Paper No. 301
Narayan Y. Naik and
Pradeep K. Yadav
London Business School - Institute of Finance and Accounting
and
University of Oklahoma - Division of Finance
Date Posted: April 10, 2000
Working Paper Series
553 downloads
Systematic Liquidity and Expected Returns: Evidence from the London Stock Exchange
EFMA 2003 Helsinki Meetings
Evangelos Giouvris
Durham University - Department of Economics and Finance
Date Posted: June 15, 2003
Working Paper Series
552 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
Fordham University - School of Business
Date Posted: June 23, 2012
Last Revised: June 05, 2013
Working Paper Series
549 downloads
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
FEEM Working Paper No. 72.04
Matteo Manera ,
Alessandro Lanza and
Michael McAleer
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
,
Fondazione Eni Enrico Mattei (FEEM), Milan
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: June 11, 2004
Working Paper Series
549 downloads
On the Relation Between Expected Returns and Implied Cost of Capital
John S. Hughes ,
Jing Liu and
Jun Liu
University of California at Los Angeles
,
The Cheung Kong Graduate School of Business
and
University of California, San Diego (UCSD) - Rady School of Management
Date Posted: April 18, 2008
Working Paper Series
549 downloads
Milestones in Financial Management
Indian Institute of Management Calcutta Working Paper No. WPS-396/2000
Date Posted: June 02, 2006
Working Paper Series
546 downloads
Are Institutions Momentum Traders?
Timothy R. Burch and
Bhaskaran Swaminathan
University of Miami - Department of Finance
and
LSV Asset Management
Date Posted: November 23, 2001
Working Paper Series
545 downloads
Voluntary Disclosure and Ownership Structure: An Exploratory Study of Romanian Listed Companies
Victoria Bogdan
,
Adina S. Popa
,
Cosmina Madalina Pop
and
Nicoleta Farcane
University of Oradea
,
affiliation not provided to SSRN
,
University of Oradea
and
West University of Timisoara
Date Posted: February 23, 2009
Working Paper Series
545 downloads
Bank Risk, Implied Volatility and Bank Derivative Use: Implications for Future Performance
Jeffrey A. Clark ,
James S. Doran and
Jared DeLisle
Florida State University - College of Business
,
Florida State University - Department of Finance
and
Washington State University - Department of Finance, Insurance and Real Estate
Date Posted: January 22, 2008
Last Revised: July 17, 2008
Working Paper Series
544 downloads
Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization
Fisher College of Business Working Paper No. 2008-03-012, Dice Center Working Paper No. WP 2008-13, ECGI - Finance Working Paper No. 217/2008, ECGI - Law Working Paper No. 112/2008
Rene M. Stulz
Ohio State University (OSU) - Department of Finance
Date Posted: July 28, 2008
Last Revised: September 27, 2010
Working Paper Series
543 downloads
Time-Varying Volatility in Canadian and U.S. Stock Index Futures Markets: A Multivariate Analysis
FRB Atlanta Working Paper 98-14
Lucy F. Ackert and
Marie D. Racine
Kennesaw State University - Michael J. Coles College of Business
and
University of Saskatchewan - Edwards School of Business
Date Posted: September 11, 1998
Working Paper Series
542 downloads
A Simultaneous Equations Analysis of Analysts' Forecast Bias and Institutional Ownership
EFMA 2001 Lugano Meetings; FR Bank of Atlanta Working Paper No. 2000-5
Lucy F. Ackert and
George Athanassakos
Kennesaw State University - Michael J. Coles College of Business
and
University of Western Ontario - Finance-Economics Area Group
Date Posted: June 28, 2000
Working Paper Series
541 downloads
Margin Accounting for Stocks: an Excel Classroom Exercise
Tom Arnold
University of Richmond - E. Claiborne Robins School of Business
Date Posted: April 20, 2006
Working Paper Series
540 downloads
Momentum Trading by Institutions
S.G. Badrinath and
Sunil Wahal
San Diego State University
and
Arizona State University (ASU) - Finance Department
Date Posted: May 27, 1998
Working Paper Series
540 downloads
Winter Blues and Time Variation in the Price of Risk
EFA 2003 Annual Conference Paper No. 263
Mark J. Kamstra ,
Lisa A. Kramer and
Ian Garrett
York University - Schulich School of Business
,
University of Toronto - Rotman School of Management
and
Manchester Business School
Date Posted: July 18, 2003
Working Paper Series
540 downloads
Zooming in on Liquidity
EFA 2004 Maastricht Meetings Paper No. 1805
Peter Gomber
,
Uwe Schweickert
and
Erik Theissen
Goethe University Frankfurt Faculty of Economics and Business Administration
,
Deutsche Börse AG
and
University of Mannheim - Finance Area
Date Posted: July 01, 2004
Working Paper Series
540 downloads
Extreme Value Theory for Finance: A Survey
Bank of Italy Occasional Paper No. 99
Marco Rocco
Bank of Italy
Date Posted: February 05, 2012
Working Paper Series
538 downloads
Informed Trading, Information Asymmetry, and Pricing of Information Risk: Empirical Evidence from the NYSE
EFA 2006 Zurich Meetings
Florian Bardong ,
Söhnke M. Bartram and
Pradeep K. Yadav
BlackRock
,
Warwick Business School - Department of Finance
and
University of Oklahoma - Division of Finance
Date Posted: March 15, 2006
Last Revised: March 16, 2010
Working Paper Series
538 downloads
Properties of Foreign Exchange Risk Premiums
Journal of Financial Economics (JFE), Forthcoming
Lucio Sarno ,
Paul Schneider and
Christian Wagner
City University London - Sir John Cass Business School
,
University of Lugano - Institute of Finance
and
Copenhagen Business School
Date Posted: August 24, 2009
Last Revised: July 13, 2011
Accepted Paper Series
537 downloads
CISS - A Composite Indicator of Systemic Stress in the Financial System
Daniel Hollo
,
Manfred Kremer
and
Marco Lo Duca
affiliation not provided to SSRN
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 19, 2010
Last Revised: February 14, 2012
Working Paper Series
535 downloads
Descriptive Analysis of Finnish Equity, Bond, and Money Markets
Peter M. Nyberg and
Mika Vaihekoski
Aalto University
and
University of Turku
Date Posted: September 06, 2005
Last Revised: April 02, 2011
Working Paper Series
534 downloads
How Deep was the September Stock Exchange Crisis? Putting Last Events into Perspective on the American and French Stock Markets with an Index of Market Shocks
Bertrand B. Maillet and
Thierry Michel
University of Orléans
and
Commission des Operations de Bourse
Date Posted: February 20, 2002
Working Paper Series
534 downloads
Optimal Trading Strategy and Supply/Demand Dynamics
EFA 2005 Moscow Meetings Paper
Anna A. Obizhaeva and
Jiang Wang
University of Maryland - Robert H. Smith School of Business
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 14, 2005
Working Paper Series
533 downloads
Expected Returns and Expected Dividend Growth
AFA 2003 Washington, DC Meetings; New York University Economics Department Working Paper No. FIN-02-024
Martin Lettau and
Sydney C. Ludvigson
University of California - Haas School of Business
and
New York University - Department of Economics
Date Posted: August 15, 2002
Working Paper Series
532 downloads
Analysts' Treatment of Nonrecurring Items in Street Earnings
Zhaoyang Gu and
Ting Chen
Chinese Univ of Hong Kong - School of Accountancy
and
CUNY Baruch College
Date Posted: August 30, 2004
Working Paper Series
531 downloads
Individual vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond
Douglas W. Blackburn
and
Andrey Ukhov
Fordham University - Schools of Business
and
Cornell University
Date Posted: November 01, 2006
Last Revised: March 10, 2010
Working Paper Series
531 downloads
Financial System Architecture and the Co-Evolution of Banks and Capital Markets
Third Singapore International Conference on Finance 2009
Fenghua Song
and
Anjan V. Thakor
Pennsylvania State University - Smeal College of Business
and
Washington University, Saint Louis - John M. Olin School of Business
Date Posted: January 30, 2006
Last Revised: July 22, 2009
Working Paper Series
530 downloads
Market Efficiency, Crashes and Securities Litigation
Bradford Cornell and
James Rutten
California Institute of Technology
and
Munger, Tolles & Olson, LLP
Date Posted: December 19, 2005
Working Paper Series
528 downloads
Value Creation Through Securitization: Evidence from the CMBS Market
Xudong An
,
Yongheng Deng and
Stuart A. Gabriel
San Diego State University - Department of Finance
,
National University of Singapore (NUS) - Institute of Real Estate StudiesNational University of Singapore
and
University of California, Los Angeles - Anderson School of Management
Date Posted: February 22, 2008
Working Paper Series
528 downloads
A.I.R.A.P. - Alternative Views on Alternative Investments
Milind Sharma
QuantZ Capital Management LLC
Date Posted: February 09, 2004
Working Paper Series
527 downloads
Trading Costs on a Limit Order Book Market: Evidence from the Paris Bourse
EFMA 2000 Athens; ESA Department of Market Microstructure
Fany Declerck
University of Toulouse 1
Date Posted: September 18, 2000
Working Paper Series
526 downloads
How Do Institutional Investors Trade
EFA 2004 Maastricht Meetings Paper No. 1751
Paul G.J. O'Connell and
Melvyn Teo
FDO Partners, LLC
and
Singapore Management University - School of Business
Date Posted: July 01, 2004
Working Paper Series
525 downloads
A Parimutuel Market Microstructure for Contingent Claims Trading
NYU Working Paper No. EC-03-18, NYU Stern School of Business EC-01-13
Jeffrey Lange and
Nicholas Economides
Longitude, Inc.
and
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: December 17, 2001
Working Paper Series
524 downloads
The Correlations and Volatilities of Stock Returns: The CAPM Beta and the Fama-French Factors
Daniel Suh
West Virginia University
Date Posted: March 21, 2009
Working Paper Series
524 downloads
The Evolution of Ownership Disclosure Rules Across Countries
Journal of Corporate Law Studies, Vol. 10, 2010, Centre for Business Research (CBR) of the University of Cambridge Working Paper No. 393
Michael C. Schouten and
Mathias M. Siems
University of Amsterdam, Faculty of Law
and
Durham University - Durham Law School
Date Posted: July 16, 2009
Last Revised: April 08, 2011
Accepted Paper Series
524 downloads
Unraveling the Disposition Effect: The Role of Prospect Theory and Emotions
Barbara Summers
and
Darren Duxbury
Leeds University Business School
and
Leeds University Business School
Date Posted: November 27, 2007
Last Revised: April 14, 2012
Working Paper Series
524 downloads
What Drives the Value Premium?: The Role of Asset Risk and Leverage
Fifth Singapore International Conference on Finance 2011
Jaewon Choi
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: June 10, 2009
Last Revised: May 05, 2013
Working Paper Series
523 downloads
Delivery Options and Convexity in Treasury Bond and Note Futures
Robin Grieves ,
Alan J. Marcus and
Adrian Woodhams
Rollins College - Crummer Graduate School of Business
,
Boston College - Department of Finance
and
Goldman Sachs JBWere
Date Posted: July 14, 2008
Working Paper Series
522 downloads
Resiliency, the Neglected Dimension of Market Liquidity: Empirical Evidence from the New York Stock Exchange
Jiwei Dong ,
Alexander Kempf and
Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance
,
University of Cologne - Department of Finance & Centre for Financial Research (CFR)
and
University of Oklahoma - Division of Finance
Date Posted: March 05, 2007
Working Paper Series
522 downloads
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