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398,394
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228,766
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69,683
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Can Governments Signal Commitment in Privatization Sales?
Bruno E. Viani
Nathan Associates
Date Posted: May 05, 2008
Working Paper Series
44 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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