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JEL Code: G1
12,971,547 Total downloads
Showing Papers 661 - 710 of 36,682
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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
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
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
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
Can Institutional Investors Cherry-Pick Hot IPOs?
Ufuk Gucbilmez
University of Edinburgh - Business School
Date Posted: March 22, 2013
Working Paper Series
42 downloads
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
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
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
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
The Limits of Granularity Adjustments
Jean-David Fermanian
CREST
Date Posted: March 21, 2013
Working Paper Series
20 downloads
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
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
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
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
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
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
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
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
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
880 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
29 downloads
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
Fully Liquidity Adjusted CVA
Christian Kamtchueng
Barclays Capital
Date Posted: March 19, 2013
Last Revised: March 22, 2013
Working Paper Series
33 downloads
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
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
Corporate Bond Risk Premia
Christian Speck
University of Mannheim
Date Posted: March 19, 2013
Working Paper Series
42 downloads
Kosher: Private Regulation in the Age of Industrial Food
Harvard University Press (2013)
Timothy D. Lytton
Albany Law School
Date Posted: March 19, 2013
Last Revised: March 22, 2013
Accepted Paper Series
Better the Devil You Know: The Role of Political Uncertainty in Determining Financial Market Uncertainty
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: March 19, 2013
Working Paper Series
9 downloads
Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets
Emerging Markets Review, Forthcoming
Christoph Riedel
,
Kannan S. Thuraisamy
and
Niklas Wagner
University of Passau
,
Deakin University - Faculty of Business and Law
and
Passau University
Date Posted: March 19, 2013
Working Paper Series
21 downloads
Adopting a Label: Heterogeneity in the Economic Consequences Around IAS/IFRS Adoptions
Journal of Accounting Research, Vol. 51, No. 3, pp. 495-547, 2013
Holger Daske
,
Luzi Hail ,
Christian Leuz and
Rodrigo S. Verdi
University of Mannheim
,
University of Pennsylvania - The Wharton School
,
University of Chicago - Booth School of Business
and
Massachusetts Institute of Technology (MIT)
Date Posted: March 19, 2013
Last Revised: April 21, 2013
Accepted Paper Series
Identification and Inference Using Event Studies
CEPR Discussion Paper No. DP9388
Refet S. Gurkaynak and
Jonathan H. Wright
Bilkent University - Department of Economics
and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: March 19, 2013
Working Paper Series
3 downloads
Indexing and Stock Price Efficiency
Nan Qin
and
Vijay Singal
Virginia Polytechnic Institute & State University
and
Virginia Tech
Date Posted: March 19, 2013
Working Paper Series
214 downloads
A Discussion of 'What Do Management Earnings Forecasts Convey about the Macroeconomy?'
Forthcoming in Journal of Accounting Research
Maria Ogneva
University of Southern California - Marshall School of Business
Date Posted: March 18, 2013
Accepted Paper Series
Modeling Corporate Exposure at Default
Irina Barakova
and
Harini Parthasarathy
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
and
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: March 18, 2013
Working Paper Series
20 downloads
Experimental Research on Asset Pricing
CentER Discussion Paper Series No. 2013-020
Charles N. Noussair and
Steven James Tucker
Tilburg University
and
University of Waikato Management School - Economics
Date Posted: March 18, 2013
Working Paper Series
35 downloads
Characteristics of Persistence in Mutual Fund Performance
Jason P. Berkowitz ,
Patrick J. Schorno
and
Dmitry Shapiro
St. John's University - Department of Economics and Finance
,
University of North Carolina (UNC) at Charlotte
and
University of North Carolina at Charlotte - The Belk College of Business Administration - Department of Economics
Date Posted: March 18, 2013
Working Paper Series
27 downloads
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