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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,803,622 Total downloads
Showing Papers 801 - 850 of 13,814
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Trading Volume in General Equilibrium with Complete Markets
Eric M. Aldrich
UC Santa Cruz
Date Posted: October 23, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper '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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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