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484,422
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JEL Code: G12
5,803,622 Total downloads
Showing Papers 801 - 850 of 13,814
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Decentralized Exchange
NET Institute Working Paper No. 12-18
Semyon Malamud
and
Marzena J. Rostek
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
and
University of Wisconsin - Madison
Date Posted: October 24, 2012
Last Revised: December 30, 2012
Working Paper Series
97 downloads
What Does Rising Comovement Mean for Price Informativeness? An Examination of Average R2 Trends
Jared DeLisle
,
Dan W. French
and
Maria G. Schutte
Washington State University - Department of Finance, Insurance and Real Estate
,
University of Missouri at Columbia
and
Michigan Technological University
Date Posted: October 24, 2012
Last Revised: March 20, 2013
Working Paper Series
46 downloads
House Price Dynamics and Their Reaction to Macroeconomic Changes
Economic Modelling, 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: October 23, 2012
Last Revised: March 13, 2013
Working Paper Series
64 downloads
Quantifying and Explaining the New Issue Premium in the Post Glass-Steagall Corporate Bond Market
Ehud I. Ronn and
Robert S. Goldberg
University of Texas at Austin - Department of Finance
and
Adelphi University
Date Posted: October 23, 2012
Last Revised: February 19, 2013
Working Paper Series
L'overpricing dei Covered Warrant: Evidenze per il Mercato Italiano (Why are Derivative Warrants More Expensive than Options? - The Italian case)
Emilio Ciccone
,
Luca Giordano
and
Renato Grasso
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: October 23, 2012
Working Paper Series
12 downloads
Estimating Behavioural Heterogeneity Under Regime Switching
University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 290
Carl Chiarella
,
Xuezhong He ,
Weihong Huang
and
Huanhuan Zheng
University of Technology, Sydney - UTS Business School, Finance Discipline Group
,
University of Technology, Sydney (UTS) - School of Finance and Economics
,
Nanyang Technological University (NTU) - School of Humanities & Social Sciences
and
Nanyang Technological University (NTU) - Division of Economics
Date Posted: October 23, 2012
Working Paper Series
13 downloads
Trading Volume in General Equilibrium with Complete Markets
Eric M. Aldrich
UC Santa Cruz
Date Posted: October 23, 2012
Working Paper Series
14 downloads
IPO Underpricing: A Liquidity Based Explanation
Palmucci F (2012). IPO UNDERPRICING: A LIQUIDITY BASED EXPLANATION. INTERNATIONAL RESEARCH JOURNAL OF FINANCE AND ECONOMICS, vol. 101, p. 98-113.
Fabrizio Palmucci
University of Bologna, Department of Management
Date Posted: October 23, 2012
Last Revised: January 26, 2013
Working Paper Series
71 downloads
The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies
Journalof Portfolio Management, Forthcoming
Robert D. Arnott ,
Jason C. Hsu
,
Vitali Kalesnik and
Phil Tindall
Research Affiliates, LLC
,
Research Affiliates, LLC
,
Research Affiliates LLC
and
Towers Watson Limited
Date Posted: October 22, 2012
Last Revised: April 04, 2013
Accepted Paper Series
702 downloads
The Challenge of Assessing the Market Value of Private Companies Using a Standardized Combination Method for Tax Purposes – Lessons to Be Learned from Past Experience
European Accounting Review, Forthcoming
Jens Mueller
University of Graz
Date Posted: October 22, 2012
Accepted Paper Series
Calibration of Stochastic Volatility Models: An Optimal Control
Approach
Min Dai
,
Ling Tang
and
Xingye Yue
National University of Singapore (NUS) - Department of Mathematics
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 21, 2012
Working Paper Series
82 downloads
ZA PLSs’ Performance and Black Swan Approach
Journal of Modern Accounting and Auditing, Vol. 7, No. 3, March 2011: 305-309
Tumellano Sebehela
Sebehela Inc
Date Posted: October 21, 2012
Accepted Paper Series
9 downloads
South Africa REITs and Alternative Investments
International Journal of Finance & Management, 2 (1), 2012: 257-261
Tumellano Sebehela
Sebehela Inc
Date Posted: October 21, 2012
Accepted Paper Series
15 downloads
Structured Product's Hidden Value
Journal of Modern Accounting & Auditing, 8 (6), June 2012: 891-899
Tumellano Sebehela
Sebehela Inc
Date Posted: October 20, 2012
Accepted Paper Series
24 downloads
To See is to Believe: Common Expectations in Experimental Asset Markets
IZA Discussion Paper No. 6922
Stephen L. Cheung
,
Morten Hedegaard and
Stefan Palan
The University of Sydney
,
affiliation not provided to SSRN
and
Karl-Franzens-University
Date Posted: October 20, 2012
Working Paper Series
21 downloads
Project Finance Collateralised Debt Obligations: An Empirical Analysis of Spread Determinants
European Financial Management, Vol. 18, Issue 5, pp. 950-969, 2012
Valerio Buscaino
,
Stefano Caselli
,
Francesco Corielli
and
Stefano Gatti
affiliation not provided to SSRN
,
Bocconi University - Department of Finance
,
Bocconi University - Department of Finance
and
Bocconi University - Department of Finance
Date Posted: October 20, 2012
Accepted Paper Series
1 downloads
A Regime-Switching Heston Model for VIX and S&P 500 Implied Volatilities
Andrew Papanicolaou
and
Ronnie Sircar
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
and
Princeton University - Department of Operations Research and Financial Engineering
Date Posted: October 20, 2012
Last Revised: April 27, 2013
Working Paper Series
157 downloads
Implied Volatility of Leveraged ETF Options
Tim Leung and
Ronnie Sircar
Columbia University
and
Princeton University - Department of Operations Research and Financial Engineering
Date Posted: October 20, 2012
Working Paper Series
146 downloads
Binary Options and Real Assets
Acuitas-Journal of Management Research, 1 (2), 2011: 45-54
Tumellano Sebehela
Sebehela Inc
Date Posted: October 19, 2012
Last Revised: October 21, 2012
Accepted Paper Series
22 downloads
More RRBs, Please! Why Ottawa Should Issue More Inflation-Indexed Bonds
C.D. Howe Institute Commentary No. 363
Philippe Bergevin
and
William B. P. Robson
C.D. Howe Institute
and
C.D. Howe Institute
Date Posted: October 19, 2012
Working Paper Series
8 downloads
Risk Horizon and Expected Market Returns
Georges Hubner and
Thomas Lejeune
HEC Management School - University of Liège
and
University of Liege
Date Posted: October 18, 2012
Last Revised: May 17, 2013
Working Paper Series
47 downloads
Financing Investment: The Choice between Bonds and Bank Loans
Erwan Morellec ,
Philip Valta
and
Alexei Zhdanov
Swiss Finance Institute
,
HEC Paris (Groupe HEC) - Finance Department
and
University of Lausanne - Institute of Banking and Finance (IBF)
Date Posted: October 18, 2012
Last Revised: May 07, 2013
Working Paper Series
99 downloads
On Bounding Credit Event Risk Premia
Jennie Bai ,
Pierre Collin-Dufresne ,
Robert S. Goldstein
and
Jean Helwege
Federal Reserve Bank of New York
,
Columbia Business School - Finance and Economics
,
University of Minnesota - Twin Cities
and
University of South Carolina
Date Posted: October 18, 2012
Working Paper Series
28 downloads
Islamic Finance, Distress and Restructuring: Lessons from Asian Financial Crises
Wassim Rajhi
Laboratory of Economics Applied to Development (LEAD), University of Toulon-Var
Date Posted: October 18, 2012
Last Revised: January 19, 2013
Working Paper Series
Catching Falling Knives: Speculating on Market Overreaction
Jean-Edouard Colliard
European Central Bank (ECB) - Directorate General Research
Date Posted: October 17, 2012
Last Revised: March 14, 2013
Working Paper Series
106 downloads
Stock Return Volatility, Operating Performance and Stock Returns: International Evidence on Drivers of the 'Low Volatility' Anomaly
Journal of Banking and Finance, 2013, Vol 37, No 3, pp 999-1017, UNSW Australian School of Business Research Paper No. 2012 BFIN 14
Tanuj Dutt
and
Mark Humphery-Jenner
Nuvest Capital
and
University of New South Wales - Australian School of Business
Date Posted: October 17, 2012
Last Revised: January 14, 2013
Working Paper Series
397 downloads
The Information Content of Option Demand
Swiss Finance Institute Research Paper No. 12-43
Kerstin Kehrle
and
Tatjana-Xenia Puhan
University of Zurich
and
University of Zurich
Date Posted: October 16, 2012
Last Revised: March 11, 2013
Working Paper Series
402 downloads
Weak-Form Market Efficiency and Calendar Anomalies for Eastern European Equity Markets
Journal of Emerging Market Finance, Vol. 10, Issue 3, pp.337-389, December 2011
Rakesh Gupta and
Suneel Maheshwari
Griffith University - Griffith Business School
and
Marshall University
Date Posted: October 16, 2012
Accepted Paper Series
Dividendos Potenciales: Efectos Sobre la Valoración y el Análisis Financiero de Empresas (Potential Dividends: Effects on Financial Valuation and Analysis)
Pedro Fabián Castilla Ávila
Master Consultores
Date Posted: October 16, 2012
Last Revised: February 13, 2013
Working Paper Series
33 downloads
Forecasting Inflation and the Inflation Risk Premium using Nominal Yields
Bruno Feunou
and
Jean-Sebastien Fontaine
Bank of Canada
and
Bank of Canada
Date Posted: October 16, 2012
Last Revised: December 05, 2012
Working Paper Series
58 downloads
London or New York: Where and When Does the Gold Price Originate?
Brian M. Lucey ,
Charles James Larkin
and
Fergal A. O'Connor
Trinity College, Dublin - School of Business
,
Trinity College Dublin
and
University of Central Lancashire - Lancashire Business School
Date Posted: October 16, 2012
Working Paper Series
127 downloads
Implied Liquidity Risk in the Term Structure of Sovereign Credit Default Swap Spreads
Saad Badaoui
,
Lara Cathcart
and
Lina El-Jahel
Imperial College Business School
,
Imperial College Business School
and
Imperial College Business School
Date Posted: October 16, 2012
Last Revised: October 18, 2012
Working Paper Series
69 downloads
In Germany the CAPM is Alive and Well
Roman Brückner
,
Patrick Lehmann
and
Richard Stehle
University of Mannheim - Department of Business Administration and Finance
,
Humboldt University of Berlin
and
Humboldt University of Berlin - Faculty of Business
Date Posted: October 16, 2012
Working Paper Series
98 downloads
Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms
Daniel Edelman ,
William Fung and
David A. Hsieh
Alternative Investment Solutions
,
London Business School
and
Duke University - Fuqua School of Business
Date Posted: October 15, 2012
Working Paper Series
404 downloads
Optimal Portfolio Selection: A Note with a VBA Solution
Ignacio Velez-Pareja and
Pedro Fabián Castilla Ávila
Master Consultores
and
Master Consultores
Date Posted: October 15, 2012
Last Revised: October 29, 2012
Working Paper Series
145 downloads
Funding, Collateral and Hedging: Uncovering the Mechanics and the Subtleties of Funding Valuation Adjustments
Andrea Pallavicini
,
Daniele Perini
and
Damiano Brigo
Banca IMI
,
Mediobanca
and
Department of Mathematics, Imperial College, London
Date Posted: October 14, 2012
Last Revised: December 12, 2012
Working Paper Series
166 downloads
The Pricing and Performance of New Corporate Bonds: Sorting Out Underpricing and Liquidity Effects
Igor Kozhanov
and
Joseph P. Ogden
University at Buffalo (SUNY)
and
State University of New York (SUNY) at Buffalo - School of Management
Date Posted: October 14, 2012
Working Paper Series
41 downloads
Expectations, Volatility, and the Implementation of Technical Currency Trading Strategies
Antony Jackson
University of Leicester - Department of Economics
Date Posted: October 14, 2012
Last Revised: December 24, 2012
Working Paper Series
81 downloads
Momentum in Government-Bond Markets
Journal of Fixed Income, Vol. 22, No. 2, 2012, DOI: 10.3905/jfi.2012.22.2.072
Bac Van Luu
and
Peiyi Yu
Norges Bank Investment Management
and
affiliation not provided to SSRN
Date Posted: October 14, 2012
Accepted Paper Series
A Macroeconomic Framework for Quantifying Systemic Risk
National Bank of Belgium Working Paper No. 233
Zhiguo He and
Arvind Krishnamurthy
University of Chicago - Booth School of Business, and NBER
and
Northwestern University - Kellogg School of Management
Date Posted: October 13, 2012
Working Paper Series
Flights to Safety
National Bank of Belgium Working Paper No. 230
Lieven Baele
,
Geert Bekaert ,
Koen Inghelbrecht and
Min Wei
Tilburg University - Department of Finance
,
Columbia Business School - Finance and Economics
,
University College of Ghent - Department of Finance
and
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: October 13, 2012
Working Paper Series
128 downloads
Risk, Uncertainty and Monetary Policy
National Bank of Belgium Working Paper No. 229
Geert Bekaert ,
Marie Hoerova
and
Marco Lo Duca
Columbia Business School - Finance and Economics
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: October 13, 2012
Working Paper Series
34 downloads
Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon
Doina Chichernea ,
Alex Petkevich
and
Blerina Bela Reca
The University of Toledo - Department of Finance
,
The University of Toledo - Department of Finance
and
The University of Toledo - Department of Finance
Date Posted: October 13, 2012
Last Revised: February 21, 2013
Working Paper Series
56 downloads
Risk-Adjusted Performances of World Equity Indices
Yigit Atilgan
and
K. Ozgur Demirtas
Sabanci University
and
CUNY Baruch College - Zicklin School of Business
Date Posted: October 13, 2012
Working Paper Series
89 downloads
'Real' Assets
Columbia Business School Research Paper No. 12-60
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: October 13, 2012
Working Paper Series
1084 downloads
Trading as Gambling
Anne Jones Dorn
,
Daniel Dorn
and
Paul Sengmueller
affiliation not provided to SSRN
,
Drexel University - Department of Finance
and
Tilburg University
Date Posted: October 12, 2012
Working Paper Series
42 downloads
Differential Effects of Corporate Governance on the Cost of Equity and Debt Capital: An International Study
Feifei Zhu
Hawaii Pacific University
Date Posted: October 12, 2012
Working Paper Series
88 downloads
Composite Liquidity: Characteristics and Risk
Wolfgang Schoepf
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: October 12, 2012
Working Paper Series
118 downloads
Searching for a Common Factor in Public and Private Real Estate Returns
Andrew Ang ,
Neil Nabar
and
Samuel Wald
Columbia Business School - Finance and Economics
,
Fidelity Investments, Inc. - Fidelity Management & Research
and
Fidelity Investments, Inc. - Fidelity Management & Research
Date Posted: October 12, 2012
Last Revised: April 17, 2013
Working Paper Series
164 downloads
Institutional Trading During a Wave of Corporate Scandals: 'Perfect Payday'?
Gennaro Bernile
,
Johan Sulaeman
and
Qin Wang
University of Miami - School of Business Administration
,
Southern Methodist University (SMU) - Edwin L. Cox School of Business
and
University of Michigan - Dearborn
Date Posted: October 11, 2012
Last Revised: May 14, 2013
Working Paper Series
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