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Authors: 228,766
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SSRN eLibrary Search Results
JEL Code: G12
5,858,739 Total downloads
Showing Papers 6,551 - 6,600 of 13,883
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Liberalization and the Value Relevance of Accrual Accounting Information: Evidence from the Johannesburg Securities Exchange
Minga Negash
Metropolitan State University of Denver - Department of Accounting
Date Posted: May 13, 2008
Working Paper Series

Competition and Survival of Stock Exchanges: Lessons from Canada
Review of Pacific Basin Financial Markets and Policies (RPBFMP), Forthcoming
Cécile Carpentier , Jean-Francois L'Her and Jean-Marc Suret
Laval University , Canada Pension Plan Investment Board and Laval University
Date Posted: May 12, 2008
Accepted Paper Series

Incl. Electronic Paper Hedge Portfolios in Markets with Price Discontinuities
University of Technology Sydney Research Paper No. 218
Gerald H. L. Cheang and Carl Chiarella
Nanyang Technological University - Business School and University of Technology, Sydney - UTS Business School, Finance Discipline Group
Date Posted: May 12, 2008
Working Paper Series
76 downloads

Incl. Electronic Paper Momentum in Credit Rated Stocks: Is Momentum Investors' Reaction to Uncertainty Across Business Cycle?
Sirajum Munira and Yaz Gulnur Muradoglu
City University - Sir John Cass Business School - Faculty of Finance and Queen Mary University of London
Date Posted: May 12, 2008
Working Paper Series
97 downloads

Incl. Electronic Paper Pattern-Based Expectations: International Experimental Evidence and Applications in Financial Economics
Review of Economics and Statistics, Forthcoming
Tobias F. Rötheli
University of Erfurt
Date Posted: May 09, 2008
Last Revised: July 06, 2010
Accepted Paper Series
164 downloads

Incl. Electronic Paper Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Date Posted: May 08, 2008
Last Revised: February 13, 2013
Working Paper Series
458 downloads

Incl. Electronic Paper Can Common Components Eliminate Momentum Returns?
Sirajum Munira , Yaz Gulnur Muradoglu and Soosung Hwang
City University - Sir John Cass Business School - Faculty of Finance , Queen Mary University of London and Sungkyunkwan University - Department of Economics
Date Posted: May 08, 2008
Working Paper Series
106 downloads

Incl. Electronic Paper Decomposition of Momentum Return: Which Component Contributes Most?
Sirajum Munira , Yaz Gulnur Muradoglu and Soosung Hwang
City University - Sir John Cass Business School - Faculty of Finance , Queen Mary University of London and Sungkyunkwan University - Department of Economics
Date Posted: May 08, 2008
Working Paper Series
242 downloads

Incl. Electronic Paper Restricting Interest Deductions in Corporate Tax Systems: Its Impact on Investment Decisions and Capital Markets
Christoph Kaserer
Technische Universität München (TUM)
Date Posted: May 08, 2008
Working Paper Series
504 downloads

Incl. Fee Electronic Paper To Fair Value or Not to Fair Value: A Broader Perspective
Abacus, Vol. 44, No. 2, pp. 181-208, June 2008
Joshua Ronen
New York University (NYU) - Department of Accounting, Taxation & Business Law
Date Posted: May 08, 2008
Accepted Paper Series
3 downloads

Incl. Electronic Paper Asset Pricing and the Credit Market
Francis A. Longstaff and Jiang Wang
University of California, Los Angeles (UCLA) - Finance Area and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 07, 2008
Working Paper Series
322 downloads

Incl. Electronic Paper Constructing the Optimal Exercise Boundary for American Options by Least-Squares Monte Carlo
Qiang Liu
Southwestern University of Finance and Economics - School of Finance
Date Posted: May 07, 2008
Last Revised: January 05, 2009
Working Paper Series
465 downloads

European Stock Markets and the ECB's Monetary Policy Surprises
International Finance, Forthcoming
Martin T. Bohl , Pierre L. Siklos and David Sondermann
University of Muenster , Wilfrid Laurier University - School of Business & Economics and European Central Bank (ECB)
Date Posted: May 07, 2008
Accepted Paper Series

Incl. Electronic Paper How Big is Big Enough? Justifying Results of the Iid Test Based on the Correlation Integral in the Non-Normal World
CERGE-EI Working Paper No. 308, pp. 1-30, 2006
Lubos Briatka
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: May 07, 2008
Working Paper Series
26 downloads

Incl. Electronic Paper Long-Run Consumption Risk and the Real Yield Curve
Shu Wu
The University of Kansas - Department of Economics
Date Posted: May 07, 2008
Last Revised: November 24, 2008
Working Paper Series
68 downloads

Incl. Electronic Paper The Puzzle of Warrants Trading Below Their Intrinsic Values in China's A-Share Market
Qiang Liu , Song-Ping Zhu and Wei Fan
Southwestern University of Finance and Economics - School of Finance , University of Wollongong and University of Electronic Science and Technology of China
Date Posted: May 07, 2008
Working Paper Series
238 downloads

Extended Affine Term Structure Models
Marco Realdon
affiliation not provided to SSRN
Date Posted: May 06, 2008
Working Paper Series

Incl. Electronic Paper The Relative Efficient Markets Hypothesis: Information Space and Refutable Models
Jialiu Lu
Sun Yat-Sen University
Date Posted: May 06, 2008
Last Revised: September 17, 2009
Working Paper Series
99 downloads

Incl. Electronic Paper They Would if They Could: Assessing the Bindingness of the Property Holding Constraints for REITs
Tobias Muhlhofer
University of Texas at Austin - Department of Finance
Date Posted: May 06, 2008
Last Revised: December 14, 2009
Working Paper Series
60 downloads

Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 06, 2008
Working Paper Series

Incl. Electronic Paper Can Governments Signal Commitment in Privatization Sales?
Bruno E. Viani
Nathan Associates
Date Posted: May 05, 2008
Working Paper Series
44 downloads

Incl. Electronic Paper Conditional Volatility in Affine Term Structure Models: Evidence from Treasury and Swap Markets
Journal of Financial Economics (JFE), Forthcoming
Kris Jacobs and Lotfi Karoui
University of Houston - C.T. Bauer College of Business and Goldman, Sachs & Co
Date Posted: May 05, 2008
Last Revised: May 12, 2008
Working Paper Series
142 downloads

Incl. Electronic Paper Inflation, Monetary Policy and Stock Market Conditions: Quantitative Evidence from a Hybrid Latent-Variable VAR
FRB of St. Louis Working Paper No. 2008-012A
Michael D. Bordo , Michael Dueker and David C. Wheelock
Harvard University - Department of Economics , Russell Investments and Federal Reserve Bank of St. Louis - Research Division
Date Posted: May 05, 2008
Last Revised: February 03, 2009
Working Paper Series
545 downloads

Incl. Electronic Paper The Effects of Financial Statement Information Proximity and Feedback on Cash Flow Forecasts
Contemporary Accounting Research, Vol. 27, No.1, 2010
Frank D. Hodge , Patrick E. Hopkins and David A. Wood
University of Washington - Michael G. Foster School of Business , Indiana University and Brigham Young University - School of Accountancy
Date Posted: May 05, 2008
Last Revised: February 10, 2010
Accepted Paper Series
640 downloads

Incl. Electronic Paper Time Varying Risk Premia and the Output Gap
Review of Financial Studies, Forthcoming
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Date Posted: May 04, 2008
Accepted Paper Series
323 downloads

Incl. Electronic Paper Dynamic Hedge Fund Style Analysis with Errors-in-Variables
Laurent Bodson , Alain Coen and Georges Hubner
HEC Management School - University of Liège , Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG) and HEC Management School - University of Liège
Date Posted: May 01, 2008
Working Paper Series
392 downloads

Incl. Electronic Paper Pricing American Options in Regime-Switching Models: FFT Realization
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: May 01, 2008
Last Revised: July 29, 2008
Working Paper Series
164 downloads

Incl. Electronic Paper Conservative Financial Reporting, Debt Covenants, and the Agency Costs of Debt
Journal of Accounting & Economics (JAE), Forthcoming
Wayne R. Guay
University of Pennsylvania - Accounting Department
Date Posted: April 30, 2008
Accepted Paper Series
599 downloads

Incl. Electronic Paper Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable?
Federal Reserve Bank of St. Louis Working Paper No. 2008-010A
Massimo Guidolin , Stuart Hyde , David G. McMillan and Sadayuki Ono
Bocconi University - Department of Finance , University of Manchester - Manchester Business School , University of Stirling and Hiroshima University
Date Posted: April 30, 2008
Last Revised: January 15, 2009
Working Paper Series
407 downloads

Incl. Electronic Paper Revisiting Non-Linear Dividend Yield Dynamics and Returns Predictability: Evidence from a Time-Varying ESTR Model
David G. McMillan
University of Stirling
Date Posted: April 30, 2008
Working Paper Series
144 downloads

Incl. Electronic Paper Using Economic Theory to Build Optimal Portfolios
Thomas Chevrier and Robert E. McCulloch
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: April 30, 2008
Working Paper Series
943 downloads

Incl. Electronic Paper La inflación disminuye el valor de las empresas (How Inflation Destroys Value)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 29, 2008
Last Revised: April 30, 2013
Working Paper Series
1904 downloads

Incl. Electronic Paper Inflation and the Stock Market: Understanding the 'Fed Model'
Geert Bekaert and Eric Engstrom
Columbia Business School - Finance and Economics and U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Date Posted: April 29, 2008
Last Revised: June 28, 2011
Working Paper Series
2173 downloads

Incl. Electronic Paper On the Internal Inconsistency of the Black-Scholes Option Pricing Model
Jeremy Berkowitz
University of Houston - Department of Finance
Date Posted: April 29, 2008
Working Paper Series
113 downloads

Systemic Liquidation Risk and the Diversity-Diversification Trade-Off
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Wolf Wagner
Tilburg University - Department of Economics
Date Posted: April 29, 2008
Last Revised: October 30, 2010
Working Paper Series
161 downloads

Incl. Electronic Paper The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach
Pedro Pires , João Pedro Pereira and Luis F. Martins
ISCTE Business School , ISCTE-IUL Business School - Lisbon and Pennsylvania State University - Department of Economics
Date Posted: April 29, 2008
Last Revised: January 31, 2010
Working Paper Series
1563 downloads

The Stock Price Effects of Changes in Dispersion of Investor Beliefs During Earnings Announcements
Review of Accounting Studies, Forthcoming
Lynn L. Rees and Wayne B. Thomas
Texas A&M University (TAMU) - Department of Accounting and University of Oklahoma, Michael F. Price College of Business
Date Posted: April 28, 2008
Accepted Paper Series

Incl. Electronic Paper Alternative Information Sources and Information Asymmetry Reduction: Evidence from Small Business Debt
Gavin Cassar , Ken Cavalluzzo and Christopher D. Ittner
INSEAD , Wisconsin Capital Management and University of Pennsylvania - Accounting Department
Date Posted: April 25, 2008
Last Revised: November 16, 2011
Working Paper Series
533 downloads

Incl. Electronic Paper Ethical Corporate Citizenship: Does it Pay?
Research on Professional Responsibility and Ethics in Accounting, Forthcoming
Janell L. Blazovich and Murphy Smith
University of St. Thomas and Murray State University - College of Business
Date Posted: April 25, 2008
Last Revised: September 08, 2010
Accepted Paper Series
641 downloads

Incl. Electronic Paper A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility
Elisa Alos , Jorge A. Leon , Monique Pontier and Josep Vives
University of Pompeu Fabra - Department of Economics , Centro de Investigación y de Estudios Avanzados del IPN (CINVESTAV-IPN) , University of Toulouse III and University of Barcelona
Date Posted: April 24, 2008
Working Paper Series
186 downloads

Incl. Electronic Paper An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk
Shu Wu and Yong Zeng
The University of Kansas - Department of Economics and University of Missouri at Kansas City - Department of Mathematics and Statistics
Date Posted: April 23, 2008
Working Paper Series
104 downloads

Incl. Electronic Paper Audit Quality, Alternative Monitoring Mechanisms, and Cost of Capital: An Empirical Analysis
Anwer S. Ahmed , Stephanie J. Rasmussen and Senyo Y. Tse
Texas A&M University - Mays Business School , University of Texas at Arlington and Texas A&M University - Lowry Mays College & Graduate School of Business
Date Posted: April 23, 2008
Last Revised: September 02, 2008
Working Paper Series
788 downloads

Incl. Electronic Paper Properties of High Frequency DAX Returns: Intraday Patterns, Jumps and their Impact on Subsequent Volatility
Philippe Masset
Ecole hôtelière de Lausanne
Date Posted: April 23, 2008
Working Paper Series
300 downloads

Incl. Electronic Paper A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing
Junye Li , Carlo A. Favero and Fulvio Ortu
ESSEC Business School , Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: April 22, 2008
Last Revised: December 13, 2010
Working Paper Series
174 downloads

Incl. Electronic Paper Do Synergies Exist in Related Acquisitions? A Meta-Analysis of Acquisition Studies
Fabian Homberg , Katja Rost and Margit Osterloh
University of Zurich - Institute for Organization and Administrative Science , University of Zurich - Institute for Organization and Administrative Science and Professor of Management Science
Date Posted: April 22, 2008
Last Revised: January 24, 2009
Working Paper Series
439 downloads

Incl. Electronic Paper Equity Valuation Effects of the Pension Protection Act of 2006
Contemporary Accounting Research, Vol. 27, No. 2, Summer 2010
John L. Campbell , Dan S. Dhaliwal and William C. Schwartz Jr.
University of Georgia - J.M. Tull School of Accounting , University of Arizona - Department of Accounting and Oklahoma State University
Date Posted: April 22, 2008
Last Revised: July 12, 2010
Accepted Paper Series
449 downloads

Incl. Electronic Paper Fair Valuation of Italian Participating Life Insurance Policies
Alberto Floreani
Catholic University of the Sacred Heart of Milan - Department of Economics and Business Administration
Date Posted: April 21, 2008
Working Paper Series
167 downloads

Incl. Electronic Paper Neighborhood Matters: The Impact of Location on Broad Based Stock Option Plans
Journal of Financial Economics (JFE), Forthcoming
Simi Kedia and Shivaram Rajgopal
Rutgers Business School and Emory University - Goizueta Business School
Date Posted: April 19, 2008
Last Revised: November 27, 2008
Accepted Paper Series
109 downloads

Incl. Fee Electronic Paper Stock Returns, Asymmetric Volatility, Risk Aversion, and Business Cycle: Some New Evidence
Economic Inquiry, Vol. 46, Issue 2, pp. 131-148, April 2008
Sei-Wan Kim and Bong-Soo Lee
California State University, Fullerton - Department of Economics and Florida State University
Date Posted: April 18, 2008
Accepted Paper Series
4 downloads

Incl. Electronic Paper Does Trading by Foreign Investors Contribute More to Stock Price Informativeness than Trading by Domestic Institutions in Emerging Markets? Korean Evidence
Jeong-Bon Kim V and Cheong H. Yi
City University of Hong Kong and Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: April 18, 2008
Working Paper Series
229 downloads


 

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