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JEL Code: G10
1,446,215 Total downloads
Showing Papers 751 - 800 of 4,440
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Multivariate Weibull Distributions for Asset Returns: I
Finance Letters, Vol. 2, No. 6, pp. 16-32, 2005
Yannick Malevergne and
Didier Sornette
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
and
Swiss Finance Institute
Date Posted: May 04, 2005
Accepted Paper Series
482 downloads
The Indian Pharmaceutical Industry - Fundamentals vis-a-vis Market Perception
Tamal Datta Chaudhuri
and
Paritosh Kumar
Industrial Investment Bank of India, Ltd. - IBS Kolkata
and
ICFAI Business School
Date Posted: March 08, 2009
Working Paper Series
481 downloads
Investing in Stock Market Anomalies
Turan G. Bali ,
Stephen J. Brown and
K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Stern School of Business
and
CUNY Baruch College - Zicklin School of Business
Date Posted: March 15, 2011
Working Paper Series
480 downloads
Review of Noel Amenc and Veronique Le Sourd's 'Portfolio Theory and Performance Analysis'
Craig W. French
SportSafety Labs, LLC
Date Posted: October 04, 2004
Working Paper Series
480 downloads
Who Knows What When? - the Information Content of Pre-Ipo Market Prices
EFA 2002 Berlin Meetings Presented Paper
Gunter Löffler
,
Patrick Panther
and
Erik Theissen
University of Ulm - Department of Mathematics and Economics
,
Johann Wolfgang Goethe Universitat
and
University of Mannheim - Finance Area
Date Posted: March 11, 2002
Working Paper Series
480 downloads
A Catering Theory of Analyst Bias
Richard K. Lai
The Wharton School, Univ. of Pennsylvania
Date Posted: May 21, 2004
Working Paper Series
479 downloads
Corporate Reputation and Stock Returns: Are Good Firms Good for Investors?
Stephen J. Brammer ,
Chris Brooks
and
Stephen Pavelin
University of Bath - School of Management
,
University of Reading - ICMA Centre
and
University of Bath - School of Management
Date Posted: December 30, 2004
Working Paper Series
479 downloads
The Real Term Structure and Consumption Growth
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: October 08, 2005
Working Paper Series
478 downloads
Can Overreaction Explain Part of the Size Premium?
International Journal of Revenue Management, 2008, Vol.2, Issue 3.
K. Ozgur Demirtas
and
A. Burak Guner
CUNY Baruch College - Zicklin School of Business
and
Menta Capital
Date Posted: December 11, 2006
Last Revised: August 20, 2008
Working Paper Series
477 downloads
Pricing Relevance of Stock Price Jumps: CAPM and Variance Decomposition
EFMA 2001 Lugano Meetings
Bernhard Nietert
University of Marburg - Faculty of Economics and Business Administration - Chair of Finance and Banking
Date Posted: April 30, 2001
Working Paper Series
477 downloads
A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets
EFA 2006 Zurich Meetings
Justin S. P. Chan ,
Dong Hong and
Marti G. Subrahmanyam
Singapore Management University - School of Business
,
Singapore Management University
and
New York University - Stern School of Business
Date Posted: May 24, 2006
Working Paper Series
476 downloads
Market Timing with Aggregate and Idiosyncratic Stock Volatilities
FRB St. Louis Working Paper No. 2005-073A
Hui Guo and
Jason Higbee
University of Cincinnati - Department of Finance - Real Estate
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: December 14, 2005
Working Paper Series
476 downloads
Sell Side School Ties
Harvard Business School Finance Working Paper No. 08-074
Andrea Frazzini ,
Christopher J. Malloy and
Lauren Cohen
AQR Capital Management, LLC
,
Harvard Business School
and
Harvard Business School
Date Posted: February 20, 2008
Working Paper Series
476 downloads
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
Kabir Dutta
and
David F. Babbel
CRA International
and
University of Pennsylvania - The Wharton School - Finance and Insurance Departments
Date Posted: March 07, 2010
Last Revised: October 23, 2012
Working Paper Series
474 downloads
Mispricing and Trading Profits in ETNs
Journal of Investing, Forthcoming
Dean Diavatopoulos ,
Hélyette Geman ,
Lovjit Thukral
and
Colbrin Wright
Villanova University - Department of Finance
,
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
,
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
and
Brigham Young University
Date Posted: September 16, 2012
Last Revised: March 19, 2013
Accepted Paper Series
473 downloads
Debt Subordination and the Pricing of Credit Default Swaps
Cal Tech Working Paper No. CALT-68-2415
Peter B. Lee ,
Mark B. Wise and
Vineer Bhansali
Lehman Brothers, New York
,
California Institute of Technology
and
Pacific Investment Management Company (PIMCO)
Date Posted: January 30, 2003
Working Paper Series
471 downloads
Modeling Credit Spreads: An Application to the Sterling Eurobond Market
Cass Business School Research Paper
Katiuscia Manzoni
City University London - Faculty of Finance
Date Posted: May 31, 2001
Working Paper Series
471 downloads
A Source of Long Memory in Volatility
Ser-Huang Poon ,
Namwon Hyung and
Clive W. J. Granger
University of Manchester - Business School
,
University of Seoul - Department of Economics
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 26, 2006
Working Paper Series
470 downloads
Holding Companies Discounts: Some Evidence from the Milan Stock Exchange
EFMA 2001 Lugano Meetings
Giuseppe Alesii II
University of L'Aquila - Department of Pure and Applied Math.
Date Posted: May 19, 2000
Working Paper Series
470 downloads
Price-Time Priority, Order Routing, and Trade Execution Costs in NYSE-listed Stocks
Hendrik Bessembinder
University of Utah - Department of Finance
Date Posted: July 10, 2001
Working Paper Series
469 downloads
Who Gains More by Trading – Institutions or Individuals?
Granit San
affiliation not provided to SSRN
Date Posted: March 24, 2005
Last Revised: November 26, 2010
Working Paper Series
469 downloads
Cheap Talk, Fraud and Adverse Selection in Financial Markets: Some Experimental Evidence
Robert Forsythe ,
Russell J. Lundholm and
Thomas Rietz
University of South Florida - College of Business
,
University of British Columbia - Sauder School of Business
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: August 27, 1998
Working Paper Series
468 downloads
Floor Versus Screen Trading: Evidence from the German Stock Market
Erik Theissen
University of Mannheim - Finance Area
Date Posted: January 25, 2000
Working Paper Series
468 downloads
Investor Protection and Liquidity of Cross-Listed Securities: Evidence from the ADR Market
EFMA 2004 Basel Meetings Paper
Huimin Chung
National Chiao-Tung University - Graduate Institute of Finance
Date Posted: May 13, 2004
Working Paper Series
468 downloads
An Epidemiological Approach to Opinion and Price-Volume Dynamics
AFA 2012 Chicago Meetings Paper
Dong Hong ,
Harrison G. Hong and
Andrei Ungureanu
Singapore Management University
,
Princeton University - Department of Economics
and
Princeton University
Date Posted: March 13, 2010
Last Revised: March 16, 2011
Working Paper Series
467 downloads
Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
AFA 2010 Atlanta Meetings Paper
Mozaffar Khan
,
Leonid Kogan and
George Serafeim
University of Minnesota - Twin Cities - Carlson School of Management
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Harvard University - Harvard Business School
Date Posted: March 19, 2009
Last Revised: July 08, 2011
Working Paper Series
466 downloads
The Effects of Insider Trading on Liquidity
Louis T. W. Cheng ,
Michael Firth and
Tak Yan Leung
Hong Kong Polytechnic University - School of Accounting and Finance
,
Lingnan University - Department of Accounting and Finance
and
City University of Hong Kong (CityUHK) - Department of Accountancy
Date Posted: February 08, 2006
Working Paper Series
465 downloads
Economic Growth in Egypt: Constraints and Determinants
World Bank MENA Working Paper No. 42
Anton Dobronogov and
Farrukh Iqbal
World Bank
and
World Bank
Date Posted: December 28, 2005
Working Paper Series
464 downloads
In Search of Fundamentals
AFA 2012 Chicago Meetings Paper
Zhi Da
,
Joseph Engelberg
and
Pengjie Gao
University of Notre Dame - Mendoza College of Business
,
University of California, San Diego (UCSD) - Rady School of Management
and
University of Notre Dame - Mendoza College of Business
Date Posted: April 22, 2010
Last Revised: March 16, 2011
Working Paper Series
463 downloads
Understanding Rational Expectations Models of Financial Markets: A Guide for the Analytically Challenged
William M. Cready
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: July 11, 2007
Working Paper Series
463 downloads
Volatility Spreads and Expected Stock Returns
Management Science, Forthcoming
Turan G. Bali and
Armen Hovakimian
Georgetown University - Robert Emmett McDonough School of Business
and
Baruch College - Zicklin School of Business
Date Posted: August 04, 2009
Accepted Paper Series
463 downloads
Trading Styles and Trading Volume
Stefan Nagel
Stanford Graduate School of Business
Date Posted: August 25, 2005
Working Paper Series
462 downloads
Betas, Characteristics and the Cross-Section of Hedge Fund Returns
Mark M. Klebanov
University of Chicago - Graduate School of Business (GSB)
Date Posted: November 13, 2007
Last Revised: January 09, 2008
Working Paper Series
460 downloads
Short Term Overreaction, Underreaction and Momentum in Equity Markets
Robert Hudson
and
Christina V. Atanasova
Newcastle University
and
Simon Fraser University
Date Posted: July 10, 2008
Last Revised: July 14, 2008
Working Paper Series
460 downloads
Day-of-the-Month Effects in the Performance of Momentum Trading Strategies in the Foreign Exchange Market
XFi Working Paper No. 08-07
Richard D. F. Harris ,
Evarist Stoja
and
Fatih Yilmaz
University of Exeter - Business School
,
University of Bristol
and
Bank of America, U.K.
Date Posted: October 06, 2008
Last Revised: October 28, 2008
Working Paper Series
458 downloads
Economic Growth and Financial Depth: Is the Relationship Extinct Already?
Peter L. Rousseau and
Paul Wachtel
Vanderbilt University - Department of Economics
and
New York University - Stern School of Business
Date Posted: October 27, 2005
Working Paper Series
458 downloads
The Dynamic Correlation between Stock and Bond Returns
Thomas Chinan Chiang and
Jiandong Li
Drexel University - Department of Finance
and
Central University of Finance and Economics
Date Posted: March 19, 2009
Working Paper Series
458 downloads
The Trade-Off Theory and the Pecking Order Theory: Are They Mutually Exclusive?
Carmen Cotei
and
Joseph Farhat
University of Hartford - Department of Economics, Finance & Insurance
and
Central Connecticut State University - Department of Finance
Date Posted: May 14, 2009
Working Paper Series
457 downloads
Through-the-Cycle EDF Credit Measures
Moody's Analytics, August 2011
David T. Hamilton ,
Zhao Sun
and
Min Ding
Moody's Analytics
,
affiliation not provided to SSRN
and
Pennsylvania State University - Department of Marketing
Date Posted: September 03, 2011
Last Revised: September 15, 2011
Accepted Paper Series
457 downloads
Value Versus Growth: Australian Evidence
Philip Gharghori ,
Sebastian Stryjkowski
and
Madhu Veeraraghavan
Monash University
,
Monash University
and
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
Date Posted: May 04, 2007
Last Revised: December 26, 2007
Working Paper Series
457 downloads
Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences
BIS Working Paper No. 284
Claudio E. V. Borio and
Mathias Drehmann
Bank for International Settlements (BIS) - Research and Policy Analysis
and
Bank for International Settlements
Date Posted: August 22, 2009
Working Paper Series
456 downloads
Analysis of Limit Order Book and Order Flow
EFMA 2004 Basel Meetings Paper
Charlie Charoenwong
Nanyang Technological University (NTU)
Date Posted: February 04, 2005
Working Paper Series
455 downloads
Financing Entrepreneurial Firms in Europe: Facts, Issues, and Research Agenda
CESifo Working Paper Series No. 958
Laura Bottazzi and
Marco Da Rin
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
and
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Date Posted: June 17, 2003
Working Paper Series
455 downloads
Accounting Conservatism and the Limits to Earnings Management
Juan Manuel García Lara ,
Beatriz Garcia Osma and
Fernando Penalva
Universidad Carlos III de Madrid - Department of Business Administration
,
Universidad Autonoma de Madrid
and
IESE Business School - University of Navarra
Date Posted: October 23, 2012
Working Paper Series
454 downloads
Hedging Foreign Exchange Risk in Chile: Markets and Instruments
IMF Working Paper No. 05/37
Jorge A. Chan-Lau
International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: April 10, 2005
Working Paper Series
454 downloads
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
Jianqing Fan
and
Yazhen Wang
Princeton University - Bendheim Center for Finance
and
University of Wisconsin - Madison - Department of Statistics
Date Posted: January 16, 2007
Working Paper Series
454 downloads
Employee Stock Options Accounting - A Solution for Everyone
Joel Jameson
affiliation not provided to SSRN
Date Posted: April 11, 2005
Working Paper Series
452 downloads
How Do Stock Markets Process Analysts' Recommendations? An Intra-daily Analysis
Jennifer L. Juergens
Drexel University - Department of Finance
Date Posted: December 16, 1999
Working Paper Series
452 downloads
Expected Returns Dynamics Implied by Firm Fundamentals
Harvard Business School Accounting & Management Unit Working Paper No. 13-050, Rotman School of Management Working Paper No. 2182628
Matthew R. Lyle
and
Charles C. Y. Wang
University of Toronto - Rotman School of Management
and
Harvard Business School
Date Posted: December 02, 2012
Last Revised: March 26, 2013
Working Paper Series
451 downloads
The Effect of Employee Stock Options on the Evolution of Compensation in the 1990s
Economic Policy Review, Vol. 7, No. 3, December 2001
Hamid Mehran and
Joseph S. Tracy
Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: June 21, 2001
Accepted Paper Series
450 downloads
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