Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
Papers Received in Last 12 months:
69,626
Paper Downloads:
To date:
66,741,858
Last 12 months:
11,229,174
Last 30 days:
844,246
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G12
5,857,624 Total downloads
Showing Papers 661 - 710 of 13,877
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Have We Solved the Idiosyncratic Volatility Puzzle? Fisher College of Business Working Paper No. 2012-03-028, Charles A. Dice Center Working Paper No. 2012-28
Kewei Hou and
Roger Loh
Date Posted: December 18, 2012302 downloads
Credit Default Swap & Variance Risk Premia
Ghada Zgolli
Date Posted: December 18, 2012
Black-Scholes Representation for Asian Options Mathematical Finance, Forthcoming
Jan Vecer
Date Posted: December 18, 201266 downloads
Minimum Return Guarantees - Information Asymmetries and Optimal Product Design
Antje Brigitte Mahayni and
Judith C. Schneider
Date Posted: December 18, 201259 downloads
Online Appendix: International Diversification Benefits with Foreign Exchange Investment Styles
Tim-Alexander Kroencke
,
Felix Schindler
and
Andreas Schrimpf
Date Posted: December 18, 201240 downloads
Historical Housing-Related Statistics for Australia 1881-2011 – A Short Note UNSW Australian School of Business Research Paper No. 2012ECON52
Nigel Stapledon
Date Posted: December 17, 201246 downloads
Why Does ETF Short Selling Provide a Different Signal? Journal of Index Investing, Forthcoming
John Christopher Hughen and
Xiaoyu Ma
Date Posted: December 17, 2012Last Revised: February 04, 2013
Causes and Implications of Shifts in Financial Participation in Commodity Markets
Bassam Fattouh
and
Lavan Mahadeva
Date Posted: December 17, 2012Last Revised: March 25, 201347 downloads
In Search of a Statistically Valid Volatility Risk Factor
Robert M. Anderson ,
Stephen W. Bianchi
and
Lisa R. Goldberg
Date Posted: December 16, 2012Last Revised: February 10, 201374 downloads
LIBOR Manipulation in Developed Markets Sermaye Piyasasi Dergisi (Journal of Capital Markets), Sermaye Piyasası Meslek Personeli Derneği, Ankara, 2012,
Oral Erdogan
and
Ethem Sancak
Date Posted: December 16, 2012231 downloads
The Performance of Individual Investors in Structured Financial Products
Oliver Entrop
,
Michael D. McKenzie ,
Marco Wilkens and
Christoph Winkler
Date Posted: December 16, 2012Last Revised: February 03, 2013131 downloads
Assessing the Effectiveness of the Paulson 'Teaser Freezer' Plan: Evidence from the ABX Index FRB Richmond Working Paper No. 10-06
Eliana Balla
,
Robert E. Carpenter and
Breck L. Robinson
Date Posted: December 16, 20122 downloads
Conditional Forecasting: When is Inventory Growth Bad?
Francesco Momentè and
Francesco Reggiani
Date Posted: December 15, 201299 downloads
Oil Price Shocks and Stock Market Returns: Evidence from Oil-Importing and Oil-Exporting Countries
Li Yang
,
Chongfeng Wu
and
Yudong Wang
Date Posted: December 15, 201282 downloads
A Primer on Pricing and Valuation: The Case of Credit Default Swaps
Nicholas DeRobertis
,
Corbin Fox
,
Lucas Wright
and
Kenneth N. Daniels
Date Posted: December 15, 201273 downloads
DJIA Milestones: Irrational Trades and Rational Market Makers
Harikumar Sankaran
,
Jayashree Harikumar
and
Violeta Diaz
Date Posted: December 15, 201213 downloads
Pricing Liquidity Risk and Buyout Returns
Matthias Huss
and
Heinz Zimmermann
Date Posted: December 15, 201242 downloads
Probability Weighting Functions Implied in Options Prices
Valery Polkovnichenko and
Feng Zhao
Date Posted: December 15, 201239 downloads
The Investment Manifesto AFA 2013 San Diego Meetings Paper
Xiaoji Lin
and
Lu Zhang
Date Posted: December 15, 2012225 downloads
An Estimation of Economic Models with Recursive Preferences Cowles Foundation Discussion Paper No. 1883
Xiaohong Chen ,
Jack Favilukis
and
Sydney C. Ludvigson
Date Posted: December 15, 201230 downloads
Market Ecologies: The Interaction and Profitability of Technical Trading Strategies
Antony Jackson
and
Dan Ladley
Date Posted: December 15, 201246 downloads
Economic and Market Conditions: Two State Variables that Predict the Stock Market
Dashan Huang
and
Guofu Zhou
Date Posted: December 14, 2012Last Revised: January 20, 2013312 downloads
Investors’ Order Placement Strategies Around the Time of a Market Sensitive Announcement
Marvin Wee
and
Philip R. Brown
Date Posted: December 14, 201217 downloads
Industry and ASEAN Country Effects on Malaysian Firms’ Market Return
Ei Yet Chu
Date Posted: December 14, 2012
The Effect of Political Communication on European Financial Markets During the Sovereign Debt Crisis University of Heidelberg, Department of Economics, Discussion Paper No. 536
Christian Conrad
and
Klaus Ulrich Zumbach
Date Posted: December 14, 201271 downloads
The Determinants of the Sovereign CDS Volume
Tobias Berg
and
Daniel Streitz
Date Posted: December 13, 201270 downloads
Impact of the Introduction of Call Auction on Price Discovery: Evidence from the Indian Stock Market Using High-Frequency Data
Sobhesh Kumar Agarwalla ,
Joshy Jacob
and
Ajay Pandey
Date Posted: December 13, 2012Last Revised: December 15, 201228 downloads
Asset Pricing Frictions in Fragmented Markets
Emiliano Pagnotta
Date Posted: December 13, 2012Last Revised: January 23, 201358 downloads
On the Design of Sell-Side Limit and Market Order Tactics The Journal of Trading, Summer 2012, Vol. 7, No. 3, pp. 29-39
Vladimir Markov
Date Posted: December 13, 201269 downloads
Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands The Journal of Trading, Fall 2011, Vol. 6, No. 4, pp. 45-52
Vladimir Markov
,
Slava Mazur
and
David Saltz
Date Posted: December 13, 201276 downloads
Incorporating Technical Risk in Compound Real Option Models to Value a Pharmaceutical R&D Licensing Opportunity Research Policy, Vol. 40, No. 9, November 2011
Danny Cassimon
,
Marianne De Backer
,
Peter-Jan Engelen
,
Martine Van Wouwe
and
Vilimir Yordanov
Date Posted: December 12, 2012Last Revised: April 18, 20136 downloads
Option Bounds for Short Variance Swaps and the Variance Risk Premium Adjusting for Skewness
Steven J. Jordan
and
Shirley J. Huang
affiliation not provided to SSRN
and
University of Auckland - Department of Mathematics
Date Posted: December 12, 201233 downloads
Evaluating Hedge Funds with Pooled Benchmarks
Michael O'Doherty
,
N. Eugene Savin and
Ashish Tiwari
Date Posted: December 12, 2012Last Revised: May 31, 201341 downloads
Noise, Beliefs, and Momentum
Steven J. Jordan
affiliation not provided to SSRN
Date Posted: December 12, 2012148 downloads
Decomposing the Value of a Pharmaceutical Firm International Journal of Pharmaceutical Medicine, Vol. 20, No. 2, pp. 87-97, 2006
Danny Cassimon
,
Peter-Jan Engelen
and
Vilimir Yordanov
Date Posted: December 12, 2012Last Revised: March 05, 201332 downloads
On the Robustness of Fama and French Model: Evidence from Italy Journal of Applied Finance and Banking, Vol. 1, No. 4, pp. 201-221
Antonella Silvestri
and
Stefania Veltri
Date Posted: December 11, 201233 downloads
Let's Celebrate! Cultural New Year Holidays and Stock Returns Around the World
Kelley Bergsma
and
Danling Jiang
Date Posted: December 11, 2012Last Revised: March 23, 201320 downloads
On the Risk and Return of the Carry Trade Swiss Finance Institute Research Paper No. 12-36
Fabian Ackermann
,
Walt Pohl
and
Karl H. Schmedders
Date Posted: December 11, 2012323 downloads
Investor Sophistication and Asset Prices
George M. Korniotis
,
Alok Kumar and
Jeremy K. Page
Date Posted: December 10, 2012Last Revised: March 15, 2013125 downloads
Accounting Standards, Cost of Capital, Resource Allocation, and Welfare in a Large Economy Forthcoming in The Accounting Review (2013)
Guochang Zhang
Date Posted: December 10, 2012158 downloads
Dynamic Hopf Bifurcation Analysis in a Chartist-Fundamentalist Model with Time-Delays
Loretti Dobrescu ,
Mihaela Neamtu
and
Gabriela Mircea
Date Posted: December 10, 2012Last Revised: May 29, 201314 downloads
Investors' Heterogeneity and Implied Volatility Smiles
Tao Li
Date Posted: December 10, 201278 downloads
Forecasting Stock Returns Under Economic Constraints
Davide Pettenuzzo ,
Allan G. Timmermann and
Rossen I. Valkanov
Date Posted: December 09, 201283 downloads
Market Belief Risk and the Cross-Section of Stock Returns Swiss Finance Institute Research Paper No. 12-37
Rajna Gibson and
Songtao Wang
Date Posted: December 08, 2012135 downloads
Multifactor Explanations of Returns on the Warsaw Stock Exchange in Light of the ICAPM Economic Systems, Vol. 36, No. 4, 2012
Stanislaw Urbanski
Date Posted: December 08, 2012
Firm Volatility in Granular Networks Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-56
Bryan T. Kelly ,
Hanno N. Lustig and
Stijn Van Nieuwerburgh
Date Posted: December 07, 2012Last Revised: March 31, 2013242 downloads
A Quantitative Study of the Role of Wealth Inequality on Asset Prices FRB Richmond Working Paper No. 05-12
Juan Carlos Hatchondo
Date Posted: December 06, 20124 downloads
IPOs as an Exit Strategy for Financial Investors in German IPO Market Corporate Finance Biz (German), No. 1/2011, pp. 52-60
Tim Alexander Herberger
and
Andreas Oehler
Date Posted: December 06, 2012
Extended Dividend, Cash Flow and Residual Income Valuation Models - Accounting for Deviations from Ideal Conditions Contemporary Accounting Research, Forthcoming
Nicolas Heinrichs ,
Dieter Hess ,
Carsten Homburg ,
Michael Lorenz
and
Soenke Sievers
Date Posted: December 06, 2012
Valoracion de una expropiacion: YPF y Repsol en Argentina (Valuation of an Expropriated Company: The Case of YPF and Repsol in Argentina)
Pablo Fernandez
Date Posted: December 06, 2012Last Revised: April 18, 20132292 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
5.125 seconds
