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SSRN eLibrary Statistics:

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Abstracts: 489,050
Full Text Papers: 397,938
Authors: 228,554
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  Last 12 months:
69,482

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To date: 66,677,453
Last 12 months: 11,211,022
Last 30 days: 825,416

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239,806
Total References: 8,539,827
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,108,163 Total downloads
Showing Papers 7,841 - 7,890 of 36,949
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Incl. Electronic Paper Decomposing Short-Term Return Reversal
FRB of New York Staff Report No. 513
Zhi Da , Qianqiu Liu and Ernst Schaumburg
University of Notre Dame - Mendoza College of Business , University of Hawaii at Manoa - Shidler College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: September 13, 2011
Working Paper Series
205 downloads

Incl. Electronic Paper Decomposing Swap Spreads
EFA 2006 Zurich Meetings
Peter Feldhütter and David Lando
London Business School and Copenhagen Business School - Department of Finance
Date Posted: March 22, 2005
Working Paper Series
1118 downloads

Incl. Electronic Paper Decomposing the Effect of Consumer Sentiment News - Evidence from US Stock and Stock Index Futures Markets
Shumi M. Akhtar II , Robert W. Faff , Barry R. Oliver and Avanidhar Subrahmanyam
Australian National University (ANU) , University of Queensland , Australian National University (ANU) and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: February 07, 2011
Last Revised: February 10, 2011
Working Paper Series
120 downloads

Incl. Electronic Paper Decomposing the Price-Earnings Ratio
Keith P. Anderson and Chris Brooks
The York Management School and University of Reading - ICMA Centre
Date Posted: June 09, 2005
Working Paper Series
1232 downloads

Incl. Electronic Paper Decomposing the Probability of Informed Trading Measure
Wang Chun Wei , Alex Frino and Dionigi Gerace
University of Sydney - Discipline of Finance , University of Sydney - Discipline of Finance and University of Sydney
Date Posted: August 28, 2012
Last Revised: October 04, 2012
Working Paper Series
142 downloads

Incl. Electronic Paper Decomposing the Returns on European Corporate Debt
ECB Working Paper No. 805
Antje Berndt and Iulian Obreja
Carnegie Mellon University - Tepper School of Business and University of Colorado at Boulder - Department of Finance
Date Posted: March 25, 2008
Last Revised: April 07, 2008
Working Paper Series
108 downloads

Incl. Electronic Paper 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
University of Antwerp - Institute for Development Policy and Management , University of Utrecht - Utrecht University School of Economics and Independent
Date Posted: December 12, 2012
Last Revised: March 05, 2013
Accepted Paper Series
32 downloads

Incl. Electronic Paper Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value
Proceedings of the XXIV Annual AMASES Conference, Padenghe sul Garda, Italy, pp. 163-170, September 6-9, 2000
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: February 25, 2008
Last Revised: July 14, 2009
Accepted Paper Series
147 downloads

Incl. Electronic Paper Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value
Bulletin of Economic Research, Vol. 55, No. 2, pp.149-176, 2003
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: August 01, 2009
Accepted Paper Series
150 downloads

Incl. Electronic Paper Decomposition of Momentum Return: Which Component Contributes Most?
Sirajum Munira , Yaz Gulnur Muradoglu and Soosung Hwang
City University - Sir John Cass Business School - Faculty of Finance , Queen Mary University of London and Sungkyunkwan University - Department of Economics
Date Posted: May 08, 2008
Working Paper Series
242 downloads

Incl. Electronic Paper Decomposition of the Realized Rate of Return on Investment in Fixed-Income Securities
Rumiana Gorska
Warsaw School of Economics (SGH)
Date Posted: May 07, 2007
Working Paper Series
173 downloads

Incl. Electronic Paper Deconstructing Equity: Public Ownership, Agency Costs, and Complete Capital Markets
Columbia Law Review, Vol. 108, p. 231, 2008, ECGI - Law Working Paper No. 86/2007, Stanford Law and Economics Olin Working Paper No. 346, Columbia Law and Economics Working Paper No. 302, Boston Univ. School of Law Working Paper No. 07-25, Rock Center for Corporate Governance at Stanford University Working Paper No. 8
Ronald J. Gilson and Charles K. Whitehead
Stanford Law School and Cornell Law School
Date Posted: June 06, 2007
Last Revised: September 29, 2009
Accepted Paper Series
1423 downloads

Incl. Electronic Paper Decoupled American Option Pricing Method: Computation of Implied Volatilities and Further Applications
Yuriy Shkolnikov
NumeriX - Quantitative Research
Date Posted: April 02, 2009
Last Revised: July 13, 2009
Working Paper Series
333 downloads

Incl. Electronic Paper Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination Among Boundedly-Rational Traders
University of Alberta School of Business Research Paper No. 2013-1014, Cowles Foundation Discussion Paper No. 1868
Karim Jamal , Michael S. Maier and Shyam Sunder
University of Alberta - Department of Accounting, Operations & Information Systems , University of Alberta - Department of Accounting, Operations and Information Systems and Yale University - School of Management
Date Posted: August 01, 2012
Last Revised: June 12, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Decreasing Negative the Delivery Risk Influence on the Recepient's Firm Value: Portfolio Approach
Grzegorz Michalski
Wroclaw University of Economics
Date Posted: November 11, 2008
Working Paper Series
148 downloads

Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
European Finance Review, Vol. 4, No. 1, 2001
Frank Riedel
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: May 03, 2001
Accepted Paper Series

Incl. Electronic Paper Dedicated Short Bias Hedge Funds Diversification and Alpha during Financial Crises
Ciara Connolly and Mark C. Hutchinson
University College Cork and University College Cork
Date Posted: May 22, 2010
Last Revised: August 18, 2011
Working Paper Series
212 downloads

Incl. Electronic Paper Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: January 07, 2009
Working Paper Series
171 downloads

Incl. Electronic Paper Deep Value Investing and Unexplained Returns
Midwest Finance Association 2012 Annual Meetings Paper
Jeffrey Oxman , Sunil Mohanty and Tobias Eric Carlisle
University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis , University of St. Thomas (Minnesota) - Opus College of Business and Eyquem Investment Management LLC
Date Posted: October 02, 2011
Last Revised: January 05, 2012
Working Paper Series
294 downloads

Deep-Value Investing, Fundamental Risks, and the Margin of Safety
Journal of Investing, Vol. 17, No. 3, pp. 35-46, Fall 2008
Kenton K. Yee
Mellon Capital Management
Date Posted: September 11, 2008
Accepted Paper Series

Incl. Electronic Paper Deepening Association of Southeast Asian Nations’ Financial Markets
ADBI Working Paper 414
Choong Lyol Lee and Shinji Takagi
Korea University Sejong - College of Business and Economics and Osaka University - Graduate School of Economics
Date Posted: April 04, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Deepening European Financial Integration: Theoretical Considerations and Empirical Evaluation of Growth and Employment Benefits
Rainer Beckmann , Markus Neimke and Carsten Eppendorfer
Deutsche Bundesbank , Ruhr Universität Bochum and Ruhr Universität Bochum
Date Posted: October 27, 2010
Working Paper Series
20 downloads

Incl. Electronic Paper Default and Idiosyncratic Risk Anomalies Revisited
Björn Bick , Christian W. Hirsch , Holger Kraft and Yildiray Yildirim
Goethe University Frankfurt , University of Frankfurt , Goethe University Frankfurt and Syracuse University - Whitman School of Management
Date Posted: November 15, 2011
Working Paper Series
169 downloads

Incl. Electronic Paper Default and Information
Kay Giesecke
Stanford University - Management Science & Engineering
Date Posted: June 11, 2003
Working Paper Series
694 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

Default and the Maturity Structure in Sovereign Bonds
Cristina Arellano and Ananth Ramanarayanan
University of Minnesota - Twin Cities - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Date Posted: September 03, 2008
Working Paper Series

Incl. Electronic Paper Default Characteristics of Corporate Bonds
Ilya I. Gikhman
Independent
Date Posted: July 23, 2008
Working Paper Series
121 downloads

Incl. Electronic Paper Default Clustering and Credit Risks in Commercial Mortgage-Backed Securities
Gang-Zhi Fan , Tien Foo Sing and Seow Eng Ong
Konkuk University - Department of Real Estate , National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Date Posted: May 24, 2011
Working Paper Series
71 downloads

Default Clustering Risks in Commercial Mortgage Backed Securities
Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
Gang-Zhi Fan , Tien Foo Sing and Seow Eng Ong
Konkuk University - Department of Real Estate , National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Date Posted: June 29, 2012
Accepted Paper Series

Default Contagion in Large Homogeneous Portfolios
THE CREDIT DERIVATIVES HANDBOOK: GLOBAL PERSPECTIVES, INNOVATIONS AND MARKET DRIVERS, Gregoriou, Greg N., Ali, Paul, eds., Chapter 14, McGraw-Hill, 2007
Alexander Herbertsson
University of Gothenburg - Department of Economics/Centre for Finance
Date Posted: June 26, 2007
Accepted Paper Series

Incl. Electronic Paper Default Correlation and Optimal Portfolio with Corporate Bonds
Sheen Liu
Washington State University - Vancouver
Date Posted: March 17, 2008
Working Paper Series
98 downloads

Incl. Electronic Paper Default Correlation and Optimal Portfolio with Corporate Bonds
Sheen Liu
Washington State University - Vancouver
Date Posted: May 21, 2009
Working Paper Series
130 downloads

Incl. Electronic Paper Default Correlation, Cluster Dynamics and Single Names: The GPCL Dynamical Loss Model
Damiano Brigo , Andrea Pallavicini and Roberto Torresetti
Department of Mathematics, Imperial College, London , Banca IMI and Quaestio Capital Management
Date Posted: January 14, 2007
Working Paper Series
230 downloads

Incl. Electronic Paper Default Dependence: The Equity Default Relationship
EFA 2008 Athens Meetings Paper
Stuart M. Turnbull and Jun Yang
University of Houston - C.T. Bauer College of Business and Bank of Canada
Date Posted: January 31, 2008
Working Paper Series
380 downloads

Incl. Electronic Paper Default Enrolment and Optimal Allocation in Retirement Portfolios
Fotini Thomaidou
UADPhiEcon, University of Athens - School of Law, Economics & Political Science
Date Posted: October 31, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Default Estimation for Low-Default Portfolios
Nicholas M. Kiefer
Cornell University - Department of Economics
Date Posted: November 19, 2006
Working Paper Series
143 downloads

Incl. Electronic Paper Default Funds in UK Defined Contribution Pension Plans
Financial Analysts Journal, July/August 2007
Alistair Byrne , Kevin Dowd , David P. Blake and Andrew J. G. Cairns
University of Edinburgh - Business School , Nottingham University Business School (NUBS) , City University London - Cass Business School - The Pensions Institute and Heriot-Watt University - Department of Actuarial Science & Statistics
Date Posted: September 10, 2007
Accepted Paper Series
363 downloads

Incl. Electronic Paper Default Implied Volatility for Credit Spread
C.K. Zheng
Morgan Stanley
Date Posted: May 24, 1999
Working Paper Series
1526 downloads

Incl. Electronic Paper Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration
Rama Cont , Romain Deguest and Yu Hang (Gabriel) Kan
Imperial College London , EDHEC Business School and Barclays Capital
Date Posted: August 13, 2009
Last Revised: November 14, 2012
Working Paper Series
676 downloads

Incl. Electronic Paper Default Investment Options in Defined Contribution Plans: A Quantitative Comparison
Pensions: an International Journal, Vol. 13, No. 4, pp. 221-226, October 2008
Gaobo Pang and Mark J. Warshawsky
Towers Watson and Towers Watson
Date Posted: April 14, 2008
Last Revised: September 29, 2009
Accepted Paper Series
176 downloads

Incl. Electronic Paper Default Probabilities and Default Correlations
Ulrich Erlenmaier and Hans Gersbach
University of Heidelberg - Alfred Weber Institute for Economics and Swiss Federal Institute of Technology Zurich, (CER-ETH)
Date Posted: February 01, 2001
Working Paper Series
1458 downloads

Incl. Electronic Paper Default Probability and CEO Turnover for Non-Distressed Firms
Andy Kim
Nanyang Technological University (NTU) - Nanyang Business School
Date Posted: August 22, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Default Probability Estimation in Small Samples - With an Application to Sovereign Bonds
Discussion Papers in Statistics and Econometrics, University of Cologne, No. 05/2011
Walter Orth
University of Cologne - Department of Statistics and Econometrics
Date Posted: September 28, 2011
Last Revised: February 09, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Default Prone Bond Prices, Valuable Growth Options and the Option to Re-Organize
Osman Colak and Padmaja Kadiyala
Commerzbank AG and Pace University - Lubin School of Business
Date Posted: June 16, 2010
Working Paper Series
31 downloads

Incl. Electronic Paper Default Risk and Collateral in the Absence of Commitment
David C. Mills Jr. and Robert R. Reed III
Federal Reserve Board - Payment System Studies and University of Kentucky - Gatton College of Business and Economics
Date Posted: June 21, 2008
Last Revised: July 06, 2008
Working Paper Series
53 downloads

Incl. Electronic Paper Default Risk and Diversification: Theory and Empirical Implications
EFA 2001 Barcelona Meetings
Robert A. Jarrow , David Lando and Fan Yu
Cornell University - Samuel Curtis Johnson Graduate School of Management , Copenhagen Business School - Department of Finance and Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: January 01, 2001
Working Paper Series
1401 downloads

Incl. Electronic Paper Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System
Christoph M. Breig and Ralf Elsas
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: March 06, 2008
Last Revised: July 23, 2009
Working Paper Series
167 downloads

Default Risk and Real Estate Prices: The Use of Index- Based Futures and Options in Real Estate
J. OF HOUSING RESEARCH, Vol. 7 No. 2, 1996
Karl E. Case and Robert J. Shiller
Wellesley College and Yale University - Cowles Foundation
Date Posted: December 06, 1996
Accepted Paper Series

Incl. Electronic Paper Default Risk as a Factor affecting the Earnings Response Coefficient
QUT School of Accountancy Working Paper
Roger J. Willett , Yeo Hwan Kim and Jee In Jang
University of Tasmania , Queensland University of Technology - School of Accountancy and Chung-Ang University
Date Posted: February 15, 2002
Working Paper Series
768 downloads

Default Risk Cannot Explain the Muni Puzzle: Evidence from Municipal Bonds that are Secured by U.S. Treasury Obligations
Review of Financial Studies Volume 11, Issue 2
John Chalmers
University of Oregon
Date Posted: April 07, 1998
Accepted Paper Series


 

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