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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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  Last 12 months: 		68,998

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To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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


SSRN eLibrary Search Results
JEL Code: G1
12,972,193 Total downloads
Showing Papers 771 - 820 of 36,683
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Incl. Electronic Paper Two-Step Acquisitions and Liquidity Spread
Journal of Economics and Finance, Forthcoming
Mufaddal H. Baxamusa and Dobrina Georgieva
University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis and University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis
Date Posted: March 12, 2013
Accepted Paper Series
13 downloads

Incl. Electronic Paper The Black-Litterman Model: A Consistent Estimation of the Parameter Tau
Financial Markets and Portfolio Management June 2013, Volume 27, Issue 2, pp 217-251. The final publication is available at Springer online
 Erindi Allaj
University of Rome II
Date Posted: March 12, 2013
Last Revised: May 07, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Mellin Transform Approach for Pricing of Barrier Option under Levy Process with Minimal Martingle Measure
 Sudip Ratan Chandra and Diganta Mukherjee
Indian Statistical Institute, Kolkata and Indian Statistical Institute, Kolkata
Date Posted: March 12, 2013
Last Revised: May 17, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Numerical Option Pricing under Levy Process with Minimal Martingle Measure
 Sudip Ratan Chandra and Diganta Mukherjee
Indian Statistical Institute, Kolkata and Indian Statistical Institute, Kolkata
Date Posted: March 12, 2013
Working Paper Series
21 downloads

Sustainable Withdrawal Rates of Retirees: Is the Recent Economic Crisis a Cause for Concern?
International Journal of Economics and Finance, 3(1), 17-22
 Swarn Chatterjee , Lance Palmer and Joseph Goetz
University of Georgia , University of Georgia and University of Georgia
Date Posted: March 12, 2013
Accepted Paper Series

Incl. Electronic Paper On Empirically Capturing 'Other Information'
 Thanamas Kungwal , yun shen and Andrew W Stark
Durham University Business School , University of Nottingham Ningbo China and University of Manchester - Manchester Business School
Date Posted: March 12, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Fundamental Based Market Strategies
 Angelo Aspris , Nigel Finch and Sean Foley
University of Sydney - Discipline of Finance , The University of Sydney Business School and University of Sydney
Date Posted: March 12, 2013
Working Paper Series
129 downloads

Incl. Electronic Paper A Bayesian Understanding of Information Uncertainty and the Cost of Capital
 David James Johnstone
University of Sydney - Discipline of Finance
Date Posted: March 12, 2013
Working Paper Series
73 downloads

Incl. Electronic Paper Identifying Term Interbank Loans from Fedwire Payments Data
FRB of New York Staff Report No. 603
 Dennis Kuo , David R. Skeie , James I. Vickery and Thomas Youle
University of California, Los Angeles (UCLA) , Federal Reserve Bank of New York , Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Department of Economics
Date Posted: March 12, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper The Psychology of Tail Events: Progress and Challenges
 Nicholas Barberis
Yale School of Management
Date Posted: March 12, 2013
Working Paper Series
192 downloads

Incl. Electronic Paper Derivative Pricing and Hedging in Asynchronous Markets
 Christopher Jordinson
UBS Investment Bank
Date Posted: March 12, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Principal Component Analysis of Time Variations in the Mean-Variance Efficient Frontier
 Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: March 12, 2013
Working Paper Series
117 downloads

Incl. Fee Electronic Paper Forecasting Stock Returns Under Economic Constraints
CEPR Discussion Paper No. DP9377
 Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: March 12, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Funding Terror
University of Pennsylvania Law Review, Forthcoming
 Shima Baradaran , Michael Findley , Daniel Nielson and J. C. Sharman
Brigham Young University - J. Reuben Clark Law School , University of Texas at Austin , Brigham Young University and Griffith University
Date Posted: March 11, 2013
Accepted Paper Series
115 downloads

Incl. Electronic Paper Risk Adjustments of Option Prices under Time-Changed Dynamics
 Elisa Nicolato and David Sloth
University of Aarhus - Business and Social Sciences and Graduate School of Business, Aarhus University
Date Posted: March 11, 2013
Last Revised: May 11, 2013
Working Paper Series
39 downloads

Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984–2009)
International Journal of Economics and Financial Issues Vol. 2, No. 3, 2012, pp. 340-347
Pyemo Afego
North-Eastern Hill University
Date Posted: March 11, 2013
Accepted Paper Series

Incl. Electronic Paper Multivariate Markov Chain Approximations
 Simon Scheuring and Benjamin Jonen
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 11, 2013
Working Paper Series
20 downloads

Investment Decisions with Financial Constraints: Evidence from Spanish Firms
Quantitative Finance, Forthcoming
 Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: March 11, 2013
Last Revised: March 15, 2013
Accepted Paper Series

Incl. Electronic Paper Reconciling Ex Post and Ex Ante Volatility Figures
 Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: March 11, 2013
Last Revised: March 12, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper A Test of the International CAPM Using Optimal Instruments
 Matthijs Breugem
INSEAD
Date Posted: March 11, 2013
Last Revised: May 06, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Value of Implicit Guarantees
 Zoe Tsesmelidakis and Robert C. Merton
University of Oxford - Oxford-Man Institute of Quantitative Finance and MIT Sloan School of Management
Date Posted: March 11, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper Default Risk for Bonds with a Make Whole Call Provision
 Olfa Maalaoui Chun
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Date Posted: March 11, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper The Intra-Day Impact of Communication on Euro-Dollar Volatility and Jumps
KU Leuven - Center for Economic Studies Discussion Paper No. DPS13.04
 Hans Dewachter , Deniz Erdemlioglu , Jean-Yves Gnabo and Christelle Lecourt
Catholic University of Leuven (KUL) - Department of Economics , University of Namur - FUNDP , Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Department of Business Administration
Date Posted: March 11, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Are Credit Ratings Subjective? The Role of Credit Analysts in Determining Ratings
 Cesare Fracassi , Stefan Petry and Geoffrey A. Tate
University of Texas at Austin , University of Melbourne and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Date Posted: March 11, 2013
Last Revised: April 17, 2013
Working Paper Series
112 downloads

Incl. Electronic Paper Inflection Point Significance for the Investment Size
 Ralph Vince and Qiji Jim Zhu
LSP Partners, LLC and Western Michigan University
Date Posted: March 11, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper A Dynamic Implementations of the Leverage Space Portfolio
 Qiji Jim Zhu , Ralph Vince and Steven Malinsky
Western Michigan University , LSP Partners, LLC and Connors Global Indexes, LLC
Date Posted: March 11, 2013
Working Paper Series
103 downloads

Incl. Electronic Paper US Corporate Bond Yield Spread: A Default Risk Debate
 Syed Muhammad Noaman Ahmed Shah and Mazen Kebewar
Université d’Orléans. Faculté de Droit, d’Économie et de Gestion and Université d’Orléans - Laboratoire d’Économie d’Orléans (LEO)
Date Posted: March 10, 2013
Working Paper Series
167 downloads

Incl. Electronic Paper FASB's Failure to Regulate Off-Balance Sheet Special-Purpose Entities and the Downfall of Securitization
12 Asper Rev. Int’l Bus. & Trade L. 39 (2012),
Charles J. Abrams
Florida State University College of Law
Date Posted: March 10, 2013
Accepted Paper Series
56 downloads

Incl. Electronic Paper The Calm Before the Storm
 Ferhat Akbas
University of Kansas
Date Posted: March 10, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper The Expected Returns and Valuations of Private and Public Firms
 Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Date Posted: March 10, 2013
Last Revised: March 19, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Impact of Irreversibility and Uncertainty on the Timing of Infrastructure Projects
Journal of Construction Engineering and Management, p. 331, March 2013
 Phuong Doan and Kojo Menyah
University of Cambridge and London Metropolitan University - Department of Accounting, Banking and Financial Systems (ABFS)
Date Posted: March 10, 2013
Accepted Paper Series
42 downloads

Incl. Electronic Paper Sensitivity of Safe Withdrawal Rates to Longevity, Market and Failure Risk Preferences with Implications for Asset Allocation
 Adam Butler , Mike Philbrick , Rodrigo Gordillo and Michael Guan
Macquarie Group - Darwin Investment Strategies , Macquarie Group - Darwin Investment Strategies , Macquarie Group - Darwin Investment Strategies and Macquarie Group – Darwin Investment Strategies
Date Posted: March 10, 2013
Working Paper Series
466 downloads

Incl. Electronic Paper End the Charade: Replacing the Efficient Frontier with the Efficient Range
 Meir Statman and Joni Clark
Santa Clara University - Department of Finance and Loring Ward
Date Posted: March 10, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Time-Varying Mixture GARCH Models and Asymmetric Volatility
Swiss Finance Institute Research Paper No. 13-04
 Markus Haas , Jochen Krause , Marc S. Paolella and Sven C. Steude
Ludwig Maximilians University of Munich - Department of Statistics , University of Zurich - Department of Banking and Finance , University of Zurich and University of Zurich - Department of Banking and Finance
Date Posted: March 10, 2013
Working Paper Series
44 downloads

Incl. Electronic Paper Is Your Fund's Board Watching Out for You?
 Javier Vidal
Harvard University
Date Posted: March 10, 2013
Last Revised: March 20, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Ek Parasal Sıkılaştırma’nın Döviz Kurları Üzerindeki Etkisi (The Effects of Additional Monetary Tightening on Exchange Rates)
Central Bank of the Republic of Turkey Economic Notes No. 12/30
Yasin Akcelik , Ergun Ermisoglu , Arif Oduncu and Temel Taskin
Central Bank of Turkey , Central Bank of Turkey , Central Bank of Turkey and Central Bank of the Republic of Turkey
Date Posted: March 10, 2013
Last Revised: March 13, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Reserve Options Mechanism and FX Volatility
Central Bank of the Republic of Turkey Working Paper No. 13/03
 Arif Oduncu , Yasin Akcelik and Ergun Ermisoglu
Central Bank of Turkey , Central Bank of Turkey and Central Bank of Turkey
Date Posted: March 09, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Merger Arbitrage Short Selling and Price Pressure
 Tingting Liu and Juan (Julie) Wu
University of Georgia - C. Herman and Mary Virginia Terry College of Business and University of Georgia
Date Posted: March 09, 2013
Last Revised: April 29, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper Information Flows in Dark Markets: Dissecting Customer Currency Trades
 Lukas Menkhoff , Lucio Sarno , Maik Schmeling and Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 08, 2013
Working Paper Series
88 downloads

Incl. Electronic Paper Overreacting to a History of Underreaction?
 Jonathan A. Milian
Florida International University (FIU)
Date Posted: March 08, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper Security Design with Interim Public Information
 André Stenzel
University of Mannheim, Graduate School of Economic and Social Sciences
Date Posted: March 08, 2013
Last Revised: April 08, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper The Value Destruction of Leverage & the Rejection of the M&M Propositions
 Roger Dayala
The Hague Executive Campus - Department of Finance
Date Posted: March 08, 2013
Last Revised: March 29, 2013
Working Paper Series
126 downloads

Incl. Electronic Paper Adverse Selection, Market Access and Inter-Market Competition
ECB Working Paper No. 1519
 Peter Hoffmann
European Central Bank (ECB) - Directorate General Research
Date Posted: March 08, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper The Pricing of G7 Sovereign Bond Spreads: The Times, They are A-Changin
ECB Working Paper No. 1520
 Antonello D'Agostino and Michael Ehrmann
Central Bank and Financial Services Authority of Ireland and European Central Bank (ECB)
Date Posted: March 08, 2013
Working Paper Series
23 downloads

Incl. Fee Electronic Paper A, B or C? Experimental Tests of IPO Mechanisms
European Financial Management, Vol. 19, Issue 2, pp. 304-344, 2013
 Stefano Bonini and Olena Voloshyna
Bocconi University - Department of Finance and Bocconi University
Date Posted: March 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Fixed Odds Bookmaking with Stochastic Betting Demands
European Financial Management, Vol. 19, Issue 2, pp. 399-417, 2013
 Stewart Hodges , Hao Lin and Lan Liu
City University London , California State University, Sacramento and California State University
Date Posted: March 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Hedge Fund Characteristics and Performance Persistence
European Financial Management, Vol. 19, Issue 2, pp. 209-250, 2013
 Manuel Ammann , Otto R. Huber and Markus M. Schmid
University of St. Gallen - Swiss Institute of Banking and Finance , Credit Suisse and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: March 08, 2013
Accepted Paper Series

Incl. Electronic Paper Fund Choice Behavior and Estimation of Switching Models: An Experiment
 Mikhail Anufriev , Te Bao and Jan Tuinstra
University of Amsterdam , University of Amsterdam - CeNDEF and University of Amsterdam - Department of Quantitative Economics (KE)
Date Posted: March 07, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper An Empirical Study of the Interrelationships, Integration, and the Efficiency of Stock and Foreign Exchange Markets in Fiji
 Muthucattu Thomas Paul and Timiti Uriam
School of Accounting & Finance,University Of South Pacific and University of Laucala - School of Accounting & Finance
Date Posted: March 07, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Neglected Risks in Mutual Fund Performance Measurement: An Additional Cost to Stock-Picking
 Justus Heuer
University of Mannheim - Finance Area
Date Posted: March 07, 2013
Working Paper Series
18 downloads


 

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