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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
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  Last 12 months: 		68,988

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To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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  References: 		238,981
Total References: 8,480,523
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,990,293 Total downloads
Showing Papers 6,951 - 7,000 of 36,699
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Incl. Electronic Paper Value vs. Glamour Revisited: Historical P/B Ratio Disparities and Subsequent Value Stock Outperformance
Brandes Institute Research Paper No. 05, 2009
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Value vs. Glamour: A Global Phenomenon
Brandes Institute Research Paper No. 2010-03
 Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
57 downloads

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading
Journal of Banking and Finance, Forthcoming
 Yuxing Yan and Shaojun Zhang
Hofstra University and Hong Kong Polytechnic University
Date Posted: August 09, 2011
Accepted Paper Series

An Investigation of Australian Takeover Firm Returns from an Investor Viewpoint
 Anna Madam
affiliation not provided to SSRN
Date Posted: August 09, 2011
Working Paper Series

Infrastructure as Hedge against Inflation – Fact or Fantasy?
Journal of Alternative Investments, Summer 2012
 Maximilian G. Roedel and Christoph Rothballer
Technische Universität München (TUM) - Department of Financial Management and Capital Markets and Technische Universität München (TUM)
Date Posted: August 09, 2011
Last Revised: June 05, 2012
Accepted Paper Series

Incl. Electronic Paper Smart Money, Dumb Money, and Learning Type from Price
 J.B. Heaton III and Nick Polson
Bartlit Beck Herman Palenchar & Scott LLP and University of Chicago - Booth School of Business
Date Posted: August 09, 2011
Last Revised: June 15, 2012
Working Paper Series
182 downloads

Time, Risk and Investment Styles
Financial Services Review, Vol. 19, pp. 323-336, 2010
 Zugang Liu and Jia Wang
Pennsylvania State University Hazleton - Department of Business and Economics and Rowan University - Department of Finance and Accounting
Date Posted: August 09, 2011
Accepted Paper Series

Incl. Electronic Paper Advances in Cointegration and Subset Correlation Hedging Methods
Journal of Investment Strategies (Risk Journals), Vol.1(2), Spring 2012, pp.67-115.
 Marcos Lopez de Prado and David Leinweber
Hess Energy Trading Company and Lawrence Berkeley National Laboratory
Date Posted: August 08, 2011
Last Revised: August 30, 2012
Accepted Paper Series
3300 downloads

Incl. Electronic Paper Korea Investment Corporation: Its Origin and Evolution
 Woochan Kim
Korea University Business School
Date Posted: August 08, 2011
Working Paper Series
112 downloads

Incl. Electronic Paper Korea Investment Corporation: Its Origin and Evolution
KDI School of Pub Policy & Management Paper No. 6
 Woochan Kim
Korea University Business School
Date Posted: August 08, 2011
Last Revised: September 23, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper Measuring Systemic Risk and Assessing Systemic Importance in Global and Regional Financial Markets using the ESS-Indicator
 Wolfgang Lahmann and Christoph Kaserer
Technische Universität München (TUM) and Technische Universität München (TUM)
Date Posted: August 08, 2011
Last Revised: January 30, 2012
Working Paper Series
142 downloads

Incl. Electronic Paper Investor Sentiment and Value and Growth Index Options
 Jerry Coakley , George Dotsis , Xiaoquan Liu and Jia Zhai
University of Essex - Essex Business School , Essex Finance Centre, Essex Business School,University of Essex - , Essex Business School and affiliation not provided to SSRN
Date Posted: August 07, 2011
Last Revised: December 15, 2011
Working Paper Series
124 downloads

Incl. Electronic Paper The Lake Wobegon Effect: Informed Trading Through the Accounts of Children
 Henk Berkman , Paul D. Koch and P. Joakim Westerholm
University of Auckland - Faculty of Business & Economics , University of Kansas - Finance Area and The University of Sydney Business School
Date Posted: August 07, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Operational-Risk Dependencies and the Determination of Risk Capital
Center for Quantitative Risk Analysis (CEQURA) Working Paper No. 3
 Stefan Mittnik , Sandra Paterlini and Tina Yener
University of Kiel - Institute of Statistics & Econometrics , EBS Universität für Wirtschaft und Recht and Ludwig Maximilians University of Munich
Date Posted: August 06, 2011
Working Paper Series
185 downloads

Incl. Electronic Paper Stock Market Returns and Shipping Freight Market Information: Yet Another Puzzle!
 Amir H. Alizadeh and Yaz Gulnur Muradoglu
City University London - Sir John Cass Business School and Queen Mary University of London
Date Posted: August 06, 2011
Last Revised: September 21, 2011
Working Paper Series
365 downloads

Incl. Electronic Paper 30-Day Interbank Futures: Investigating the Process of Price Discovery Following RBA Cash Target Rate Announcements
Journal of International Financial Markets, Institutions and Money, Forthcoming, 24th Australasian Finance and Banking Conference 2011 Paper
 Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: August 05, 2011
Last Revised: January 10, 2012
Accepted Paper Series
54 downloads

Australia's Equity Home Bias and Real Exchange Rate Volatility
Review of Quantitative Finance and Accounting, Vol. 37, pp. 223-244, 2011
 Anil V. Mishra
University of Western Sydney - Department of Economics & Finance
Date Posted: August 05, 2011
Accepted Paper Series

Corporate Governance and the Global Financial Crisis: International Perspectives
CORPORATE GOVERNANCE AND THE GLOBAL FINANCIAL CRISIS: INTERNATIONAL PERSPECTIVES, William Sun, Jim Stewart, David Pollard, eds., Cambridge: Cambridge University Press, 2011
 William Sun , Jim Stewart and David Pollard
Leeds Metropolitan University , Leeds Metropolitan University and affiliation not provided to SSRN
Date Posted: August 05, 2011
Accepted Paper Series

Incl. Electronic Paper Credit Default Swaps: Contract Characteristics and Interrelations with the Bond Market
Discussion Papers CONSOB
 Luca Amadei , Simona Di Rocco , Monica Gentile , Renato Grasso and Giovanni Siciliano
CONSOB , CONSOB (Commissione Nazionale per le Società e la Borsa) - Divisione Mercati , CONSOB (Commissione Nazionale per le Società e la Borsa) , CONSOB (Commissione Nazionale per le Società e la Borsa) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: August 05, 2011
Last Revised: May 02, 2012
Working Paper Series
184 downloads

Incl. Fee Electronic Paper Downside Risk Management in Emerging Markets
Journal of Investment Consulting, Vol. 12, No. 1, pp. 60-66, 2011
 Issam S. Strub and Edward D. Baker III
The Cambridge Strategy and The Cambridge Strategy
Date Posted: August 05, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Extracting Risk-Neutral Density and its Moments from American Option Prices
Journal of Derivatives, Vol. 18, No. 3, 2011
 Yisong S. Tian
York University - Schulich School of Business
Date Posted: August 05, 2011
Accepted Paper Series
211 downloads

Incl. Electronic Paper Investing in the 'New Economy': Mutual Fund Performance and the Nature of the Firm
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Swasti Gupta-Mukherjee
Loyola University Chicago - Department of Finance
Date Posted: August 05, 2011
Last Revised: August 23, 2012
Accepted Paper Series
71 downloads

Incl. Fee Electronic Paper Is it Fair? Perceptions of Fair Investment Behavior Across Countries
Journal of Investment Consulting, Vol. 12, No. 1, pp. 47-59, 2011
 Meir Statman
Santa Clara University - Department of Finance
Date Posted: August 05, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Managing Financial Risk via Prediction Markets
 Russ Ray
affiliation not provided to SSRN
Date Posted: August 05, 2011
Working Paper Series
158 downloads

Incl. Electronic Paper Putting the Cards on the Table: A Talk with Edward O. Thorp, PhD
Journal of Investment Consulting, Vol. 12, No. 1, pp. 5-14, 2011
 Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: August 05, 2011
Accepted Paper Series
129 downloads

Incl. Electronic Paper Stocks for the Long Run: Historical Facts and Statistical Fallacies
 Andrea Malagoli and Chris Young
Buck Consultants and affiliation not provided to SSRN
Date Posted: August 05, 2011
Working Paper Series
281 downloads

Incl. Electronic Paper Thinking by Analogy and Option Prices
 Hammad Siddiqi
Lahore University of Management Sciences (LUMS)
Date Posted: August 05, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper The Effect of Liquidity on Governance
ECGI - Finance Working Paper No. 319/2011
 Alex Edmans , Vivian W. Fang and Emanuel Zur
University of Pennsylvania - Finance Department , University of Minnesota - Twin Cities - Department of Accounting and City University of New York - Baruch College
Date Posted: August 04, 2011
Last Revised: October 21, 2012
Working Paper Series
896 downloads

Incl. Electronic Paper Transaction Costs, Trading Volume, and the Liquidity Premium
Boston U. School of Management Research Paper No. 2011-16
 Stefan Gerhold , Paolo Guasoni , Johannes Muhle-Karbe and Walter Schachermayer
Vienna University of Technology , Boston University - Department of Mathematics and Statistics , ETH Zürich and Vienna University of Technology
Date Posted: August 04, 2011
Last Revised: February 05, 2013
Working Paper Series
231 downloads

Incl. Electronic Paper A Test for Long Memory in the Conditional Correlation of Bivariate Returns to Stock and Bond Market Index Futures
 Kirt C. Butler , William Christopher Gerken and Katsushi Okada
Michigan State University , University of Kentucky - Finance and affiliation not provided to SSRN
Date Posted: August 04, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper An Extended Model of Effective Bid-Ask Spread
 Hao Zhang and Stewart D. Hodges
City University London - Sir John Cass Business School and University of Warwick - Financial Options Research Centre (FORC)
Date Posted: August 04, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper Default and Systemic Risk in Equilibrium
 Agostino Capponi and Martin Larsson
Purdue University - School of Industrial Engineering and Cornell University - School of Operations Research and Industrial Engineering
Date Posted: August 04, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Did the SEC Impact Banks’ Loan Loss Reserve Policies and Their Informativeness?
 Paul J. Beck and Ganapathi S. Narayanamoorthy
University of Illinois at Urbana-Champaign - Department of Accountancy and University of Illinois at Urbana-Champaign
Date Posted: August 04, 2011
Last Revised: April 04, 2012
Working Paper Series
279 downloads

Incl. Fee Electronic Paper Frontier Markets: An Emerging Opportunity for Diversifying Risks and Returns
Journal of Investment Consulting, Vol. 12, No. 1, pp. 31-38, 2011
 Joe Wawrzaszek and Hemambara Vadlamudi
Independent and affiliation not provided to SSRN
Date Posted: August 04, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Macroprudential Policy – Taxonomy and Challenges
National Institute Economic Review, No. 216, 2011
Date Posted: August 04, 2011
Accepted Paper Series
99 downloads

Incl. Electronic Paper Particle Swarm Optimization with Non-Smooth Penalty Reformulation for a Complex Portfolio Selection Problem
 Marco Corazza , Giovanni Fasano and Riccardo Gusso
Ca Foscari University of Venice - Department of Economics , affiliation not provided to SSRN and Ca Foscari University of Venice - Department of Economics
Date Posted: August 04, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Pricing Risk Under Risk Measures: An Introduction to Stochastic-Endogenous Equilibria
 Daniel Ralph and Yves Smeers
University of Cambridge - Judge Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: August 04, 2011
Working Paper Series
110 downloads

Incl. Electronic Paper Re-Thinking Target Date Funds
Buck Insightful Thinking, August 2011
 Andrea Malagoli
Buck Consultants
Date Posted: August 04, 2011
Accepted Paper Series
98 downloads

Incl. Electronic Paper The Current State of Financial and Regulatory Frameworks in Asian Economies: The Case of India
ADBI Working Paper 303
 Abhijit Sen Gupta
Asian Development Bank
Date Posted: August 04, 2011
Working Paper Series
53 downloads

Incl. Fee Electronic Paper Viral Crises
Journal of Investment Consulting, Vol. 12, No. 1, pp. 39-46, 2011
 Brian Jacobsen
Wells Fargo Funds Management
Date Posted: August 04, 2011
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Volatility as an Asset Class: The Potential of VIX as a Hedging Tool and the Shortcomings of VIX Exchange - Traded Notes
Journal of Investment Consulting, Vol. 12, No. 1, pp. 23-30, 2011
 Clifford W. Stanton
affiliation not provided to SSRN
Date Posted: August 04, 2011
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Benefits of Capture
Wake Forest Law Review, Vol. 47, No. 2, 2012, UC Hastings Research Paper No. 5
 Dorit Rubinstein Reiss
University of California Hastings College of the Law
Date Posted: August 03, 2011
Last Revised: November 21, 2012
Accepted Paper Series
95 downloads

Incl. Electronic Paper A Network Analysis of Global Banking: 1978-2010
Journal of Financial Stability, Forthcoming
 Camelia Minoiu and Javier A. Reyes
International Monetary Fund (IMF) and University of Arkansas - Sam M. Walton College of Business
Date Posted: August 03, 2011
Last Revised: February 27, 2013
Working Paper Series
108 downloads

Incl. Electronic Paper After Effects of Global Financial Crisis on Indian Derivatives Market
 Narain
University of Delhi - Faculty of Management Studies
Date Posted: August 03, 2011
Last Revised: January 19, 2012
Working Paper Series
159 downloads

Incl. Electronic Paper Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
 Oscar Arce , Sergio Mayordomo and Juan Ignacio Peña
CNMV , University of Navarra - School of Economics and Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: August 03, 2011
Last Revised: February 07, 2012
Working Paper Series
350 downloads

Incl. Electronic Paper Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index
European Financial Management, 2012
 Laurent Deville , Carole Gresse and Béatrice de Séverac
Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG) , Université Paris-Dauphine and Université Paris Ouest Nanterre La Défense
Date Posted: August 03, 2011
Last Revised: January 24, 2012
Accepted Paper Series
133 downloads

Incl. Electronic Paper Do Cash Flows of Growth Stocks Really Grow Faster?
 Huafeng (Jason) Chen
University of British Columbia (UBC) - Sauder School of Business
Date Posted: August 03, 2011
Last Revised: August 18, 2012
Working Paper Series
349 downloads

Incl. Electronic Paper Goodness-of-Fit Tests with Dependent Observations
Journal of Statistical Mechanics: Theory and Experiment, 2011
Rémy Chicheportiche and Jean-Philippe Bouchaud
Capital Fund Management and Capital Fund Management
Date Posted: August 03, 2011
Last Revised: September 05, 2011
Accepted Paper Series
69 downloads

Incl. Electronic Paper Perpetual American Options in a Diffusion Model with Piecewise-Linear Coefficients
 Pavel V. Gapeev and Neofytos Rodosthenous
London School of Economics and London School of Economics & Political Science (LSE) - Department of Mathematics
Date Posted: August 03, 2011
Working Paper Series
31 downloads

The Effects of Mandatory IFRS Reporting on the Syndicated Loan Market
 Chen Lung Chin and Chun Yao
National Chengchi University and National Chengchi University (NCCU)
Date Posted: August 03, 2011
Working Paper Series


 

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