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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
Papers Received in
  Last 12 months: 		68,898

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To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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  Resolved
  References: 		238,027
Total References: 8,463,775
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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,974,797 Total downloads
Showing Papers 7,461 - 7,510 of 36,687
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Incl. Electronic Paper Dislocations in the Won-Dollar Swap Markets During the Crisis of 2007-09
Ilhyock Shim and Naohiko Baba
Bank for International Settlements (BIS) and Bank of Japan - Financial Markets Department
Date Posted: June 09, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Mean-Extended Gini Portfolios Personalized to the Investor’s Risk-Gain Profile
 Marta Cardin , Bennet Eisenberg and Luisa Tibiletti
Ca Foscari University of Venice - Department of Economics , Lehigh University - Industrial and Systems Engineering Department and University of Turin - Department of Management
Date Posted: June 09, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Robust Portfolio Choice with Ambiguity and Learning About Return Predictability
 Nicole Branger , Linda Sandris Larsen and Claus Munk
University of Muenster - Finance Center Muenster , University of Southern Denmark and Copenhagen Business School
Date Posted: June 09, 2011
Last Revised: April 26, 2012
Working Paper Series
117 downloads

Incl. Electronic Paper Surveillance by International Institutions: Lessons from the Global Financial and Economic Crisis
OECD Working Paper No. 860
 Kumiharu Shigehara and Paul E. Atkinson
International Economic Policies Studies Association and Groupe d’Economie Mondiale de Sciences Po
Date Posted: June 09, 2011
Working Paper Series
55 downloads

The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDs Market: An Econometric Analysis
 Carlos Santos
Catholic University of Portugal (UCP)
Date Posted: June 09, 2011
Working Paper Series

Incl. Electronic Paper The News of No News in Stock Markets
Quantitative Finance, Vol. 9, No. 8, 2009
 Oral Erdogan and Ari Yezegel
Istanbul Bilgi University Department of Business Administration and Bentley University - Department of Accountancy
Date Posted: June 09, 2011
Last Revised: July 09, 2011
Accepted Paper Series
479 downloads

Incl. Electronic Paper Volatility Timing in the Emerging Market Hedge Funds Indices
Journal of Emerging Markets, Forthcoming
 Bolong Cao
Ohio University
Date Posted: June 09, 2011
Last Revised: September 15, 2011
Accepted Paper Series
56 downloads

Incl. Electronic Paper How National and International Financial Development Affect Industrial R&D
CESifo Working Paper Series No. 3480
 Keith E. Maskus , Rebecca M. Neumann and Tobias Seidel
University of Colorado at Boulder - Department of Economics , University of Wisconsin - Milwaukee and Ludwig Maximilians University of Munich
Date Posted: June 08, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper Comparing and Selecting Performance Measures Using Rank Correlations
Economics Discussion Paper No. 2011-14
 Massimiliano Caporin and Francesco Lisi
University of Padova - Department of Economics and Management "Marco Fanno" and University of Padua - Department of Statistical Sciences
Date Posted: June 08, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Analysis and Comparison of Leveraged ETFs and CPPI-Type Leveraged Strategy
 Philippe Bertrand and Jean-Luc Prigent
IAE Aix-en-Provence, Aix Marseille University, CERGAM and University of Cergy-Pontoise - ThEMA
Date Posted: June 08, 2011
Working Paper Series
178 downloads

Incl. Electronic Paper Are Investment and Financing Anomalies Two Sides of the Same Coin?
Journal of Empirical Finance, Forthcoming
 Andrew (Jianzhong) Zhang and Michael J. Sullivan
University of Nevada, Las Vegas - Department of Finance and University of Nevada, Las Vegas - Department of Finance
Date Posted: June 08, 2011
Accepted Paper Series
70 downloads

Incl. Electronic Paper Disposition Effect and Mutual Fund Performance
 Manuel Ammann , Alexander Ising and Stephan Kessler
University of St. Gallen - Swiss Institute of Banking and Finance , University of St. Gallen and Universität St. Gallen - Swiss Institute of Banking and Finance
Date Posted: June 08, 2011
Working Paper Series
135 downloads

Incl. Electronic Paper Flows, Price Pressure, and Hedge Fund Returns
 Katja Ahoniemi and Petri Jylha
Imperial College Business School and Imperial College Business School
Date Posted: June 08, 2011
Last Revised: September 04, 2012
Working Paper Series
113 downloads

Incl. Electronic Paper FX Comovements: Disentangling the Role of Market Factors, Carry-Trades and Idiosyncratic Components
 Jose Gonzalo Rangel
Goldman Sachs Group, Inc. - Global Investment Research
Date Posted: June 08, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper Information or Speculation: What Motivates Pre-Earnings Announcement Option Activity?
 Dallin M. Alldredge , Benjamin M. Blau and J. Michael Pinegar
University of Tennessee, Knoxville - Department of Finance , Utah State University - Huntsman School of Business and Brigham Young University - Marriott School of Management
Date Posted: June 08, 2011
Last Revised: June 22, 2011
Working Paper Series
70 downloads

Price Discovery in Crude Oil Prices
 Cherl-Hyun Kim
University of Washington
Date Posted: June 08, 2011
Last Revised: March 10, 2012
Working Paper Series

Incl. Electronic Paper Sustaining Reform Efforts at the SEC: A Progress Report
Banking & Financial Services Policy Report, Vol. 30, No. 4, 2011, University of Tennessee Legal Studies Research Paper No. 153
 Joan MacLeod Heminway
University of Tennessee College of Law
Date Posted: June 08, 2011
Last Revised: September 08, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper Value at Risk and Stock Portfolio Liquidity
Journal of Accounting and Management, Vol. 21, No. 2, pp. 105-127, August 2010
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 08, 2011
Accepted Paper Series
161 downloads

Incl. Electronic Paper Investor Competition Over Information and the Pricing of Information Asymmetry
Accounting Review, Vol. 87, No. 1, pp. 35-58, 2012
 Brian Akins , Jeffrey Ng and Rodrigo S. Verdi
Rice University - Jesse H. Jones Graduate School of Business , Singapore Management University - School of Accountancy and Massachusetts Institute of Technology (MIT)
Date Posted: June 07, 2011
Last Revised: April 18, 2013
Accepted Paper Series
286 downloads

Incl. Electronic Paper Testing for Monotonicity in Expected Asset Returns
 Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics Library
Date Posted: June 07, 2011
Last Revised: January 24, 2013
Working Paper Series
51 downloads

Incl. Electronic Paper High Frequency Traders, News and Volatility
AFA 2013 San Diego Meetings
 Victor Hugo Martinez and Ioanid Rosu
Baruch College, City University of New York, Department of Economics and Finance and HEC Paris (Groupe HEC) - Finance Department
Date Posted: June 07, 2011
Last Revised: May 06, 2013
Working Paper Series
384 downloads

Incl. Electronic Paper Investment Strategies and Compensation of a Mean-Variance Optimizing Fund Manager
 Jan Palczewski and Georgios Aivaliotis
University of Leeds - School of Mathematics and University of Leeds - School of Mathematics
Date Posted: June 07, 2011
Last Revised: April 21, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Commercial Real Estate and Equity Market Bubbles: Are they Contagious to REITs?
Urban Studies, Forthcoming
 Ogonna Nneji , Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre , University of Reading - ICMA Centre and University of Reading
Date Posted: June 06, 2011
Last Revised: March 13, 2013
Working Paper Series
153 downloads

Incl. Electronic Paper A Fast Method for the Computation of Option Prices Based on the N-Point Pade Approximant
Date Posted: June 06, 2011
Last Revised: December 12, 2011
Working Paper Series
98 downloads

Incl. Electronic Paper A Supplement to Remark on Local Volatility
 Ilya I. Gikhman
Independent
Date Posted: June 06, 2011
Last Revised: July 06, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Does Gender Affect Investors' Appetite for Risk? Evidence from Peer-to-Peer Lending
DIW Berlin Discussion Paper No. 1125
 Nataliya Barasinska
German Institute for Economic Research (DIW Berlin)
Date Posted: June 06, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper High-Frequency Trading
 Peter Gomber , Björn Arndt , Marco Lutat and Tim Uhle
Goethe University Frankfurt Faculty of Economics and Business Administration , affiliation not provided to SSRN , Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: June 06, 2011
Working Paper Series
4472 downloads

Incl. Electronic Paper Institutional Asset Pricing with Heterogeneous Beliefs
 Zhigang Qiu , Shiyang Huang , Qi Shang and Ke Tang
Renmin University of China , affiliation not provided to SSRN , London School of Economics and Renmin University of China
Date Posted: June 06, 2011
Last Revised: October 20, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper MiFID - Spirit and Reality of a European Financial Markets Directive
 Peter Gomber and Axel Pierron
Goethe University Frankfurt Faculty of Economics and Business Administration and affiliation not provided to SSRN
Date Posted: June 06, 2011
Working Paper Series
214 downloads

Incl. Electronic Paper Re-Envisioning the Controlling Shareholder Regime: Why Controlling Shareholders and Minority Shareholders Embrace Each Other
 Sang Yop Kang
Peking University School of Transnational Law
Date Posted: June 06, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach
 Zhuo Qiao , Yuming Li and Wing-Keung Wong
University of Macau , California State University and Hong Kong Baptist University (HKBU)
Date Posted: June 06, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper The Bequest Motive for Macroeconomic Modeling
 Yuta Motoyama
affiliation not provided to SSRN
Date Posted: June 06, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper The Path to Impairment: Do Credit Rating Agencies Anticipate Default Events of Structured Finance Transactions?
European Journal of Finance, Forthcoming
 Matthias Bodenstedt , Daniel Roesch and Harald Scheule
University of Cambridge - Judge Business School , Leibniz University Hannover and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: June 06, 2011
Last Revised: November 03, 2011
Accepted Paper Series
240 downloads

Incl. Electronic Paper To Err is Human: Rating Agencies and the Interwar Foreign Government Debt Crisis
BIS Working Paper No. 335
 Marc Flandreau , Norbert Gaillard and Frank Packer
Graduate Institute of International and Development Studies (HEI) , Fondation Nationale des Sciences Politiques (FNSP) - Main and Bank for International Settlements (BIS)
Date Posted: June 06, 2011
Accepted Paper Series
109 downloads

Incl. Electronic Paper Regulating the Timing of Disclosure: Insights from the Acceleration of 10-K Filing Deadlines
 Lisa Bryant-Kutcher , Emma Y. Peng and David P. Weber
Colorado State University - Department of Accounting , Fordham University - Accounting Area and University of Connecticut - Department of Accounting
Date Posted: June 05, 2011
Last Revised: July 26, 2012
Working Paper Series
126 downloads

Incl. Electronic Paper Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
 Jonathan Chiu and Thorsten V. Koeppl
Bank of Canada and Queen's University (Canada) - Department of Economics
Date Posted: June 05, 2011
Last Revised: June 09, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper An Empirical Study of Mutual Fund Excessive Fee Litigation: Do the Merits Matter?
Journal of Law, Economics and Organization, 2014, Forthcoming
 Quinn Curtis and John Morley
University of Virginia School of Law and University of Virginia School of Law
Date Posted: June 04, 2011
Last Revised: May 09, 2013
Accepted Paper Series
246 downloads

Incl. Electronic Paper Analytical Approximation of the Transition Density in a Local Volatility Model
 Andrea Pascucci and Stefano Pagliarani
University of Bologna - Department of Mathematics and University of Padua - Department of Pure and Applied Mathematics
Date Posted: June 04, 2011
Working Paper Series
222 downloads

Incl. Electronic Paper Law as a Registered Designation of Origin: The Case of Financial Law
 Bertrand du Marais
CRDP- University of Paris West Nanterre
Date Posted: June 04, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Moment-Based CVaR Estimation: Quasi-Closed Formulas
 Patrizia Stucchi
Università degli Studi di Udine
Date Posted: June 04, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper NYSE Euronext – Deutsche Börse Merger: Let the Dance Go On!
ECMI Policy Brief No. 18/31
 Diego Valiante
Centre for European Policy Studies (CEPS)
Date Posted: June 04, 2011
Working Paper Series
122 downloads

Incl. Electronic Paper Idiosyncratic Risk and the Pricing of Poorly-Diversified Portfolios
 Joelle Miffre , Chris Brooks and Xiafei Li
EDHEC Business School , University of Reading - ICMA Centre and Nottingham University Business School
Date Posted: June 03, 2011
Last Revised: April 22, 2013
Working Paper Series
104 downloads

Incl. Electronic Paper A Pricing Kernel Approach to Valuing Options on Interest Rate Futures
 Xiaoquan Liu , Jerry Coakley and Jing-Ming Kuo
Essex Business School , University of Essex - Essex Business School and Durham University - Durham Business School
Date Posted: June 03, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns Under the Microscope
 Enzo Weber and Numan Ulku
University of Regensburg and affiliation not provided to SSRN
Date Posted: June 03, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper Currency Total Return Swaps: Valuation and Risk Factor Analysis
 Cuchet Romain , Pascal Francois and Georges Hubner
BRD - Groupe Société Générale , HEC Montreal - Department of Finance and HEC Management School - University of Liège
Date Posted: June 03, 2011
Working Paper Series
122 downloads

Incl. Electronic Paper Global Crises and Equity Market Contagion
 Geert Bekaert , Michael Ehrmann , Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics , European Central Bank (ECB) , DIW Berlin and European Central Bank (ECB)
Date Posted: June 03, 2011
Last Revised: July 26, 2012
Working Paper Series
654 downloads

Incl. Electronic Paper Macroeconomic Effects of Bankruptcy & Foreclosure Policies
PIER Working Paper No. 11-015
 Kurt Mitman
University of Pennsylvania - Department of Economics
Date Posted: June 03, 2011
Last Revised: June 08, 2011
Working Paper Series
103 downloads

Modeling Macroeconomic Effects in Central Eastern Economies Stock Returns
Advances in Financial Forecasting, Lecture Series on Computer and Computational Sciences, Vol. 4, pp. 1345-1348, 2005
 Aristeidis Samitas and Dimitris Kenourgios
University of the Aegean and University of Athens - Faculty of Economics
Date Posted: June 03, 2011
Accepted Paper Series

Incl. Electronic Paper Portfolio Optimization for VAR, CVaR, Omega and Utility with General Return Distributions: A Monte Carlo Approach for Long-Only and Bounded Short Portfolios with Optional Robustness and a Simplified Approach to Covariance Matching
 William Thornton Shaw
University College London
Date Posted: June 03, 2011
Working Paper Series
413 downloads

Incl. Electronic Paper Predicting Simultaneous Severe Recessions Using Yield Spreads as Leading Indicators
 Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: June 03, 2011
Last Revised: February 22, 2012
Working Paper Series
82 downloads


 

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