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SSRN eLibrary Statistics:

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Abstracts: 586,696
Full Text Papers: 487,055
Authors: 271,595
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  Last 12 months:
63,288

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To date: 82,358,614
Last 12 months: 10,275,259
Last 30 days: 757,897

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279,686
Total References: 9,075,784
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6,008,977
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  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: G12
6,996,724 Total downloads
Showing Papers 81 - 130 of 15,950
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1 2 3 4 ... 319 | Next >
   


Incl. Electronic Paper A Discrete-Time Two-Factor Model for Pricing Bonds and Interest Rate Derivatives under Random Volatility
FRB Atlanta Working Paper Series No. 99-20
Steven L. Heston and Saikat Nandi
University of Maryland - Department of Finance and Federal National Mortgage Association (Fannie Mae)
Date Posted: January 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Consumption and Asset Prices with Homothetic Recursive Preferences
FRB Atlanta Working Paper Series No. 99-17
Mark Fisher and Christian Gilles
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Bear, Stearns & Co., Inc.
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Good, the Bad, and the Ambiguous: The Aggregate Stock Market Dynamics around Macroeconomic News
John Zhou
Harvard University
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring Immediate Price Impact Using Nonparametric Models
Manh Pham , Huu Nhan Duong and Paul Lajbcygier
Monash University - Department of Econometrics & Business Statistics , Monash University - Department of Accounting and Finance and Monash University - Department of Banking & Finance
Date Posted: January 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The ARCH-in-Mean Dose Work: Out-of-Sample Predictability of US Stock Market
Haibin Xie and Shouyang Wang
University of International Business and Economics and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Optimal Pricing of Market Maker in a Heterogeneous Agent Economy
Bin Guo , Wei Zhang , Shu-Heng Chen and Yongjie Zhang
Tianjin University - College of Management and Economics , Tianjin University - College of Management and Economics , National Chengchi University (NCCU) - Department of Economics and Tianjin University
Date Posted: January 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Volatility Derivatives in Practice: Activity and Impact
Scott Mixon and Esen Onur
Commodity Futures Trading Commission and Commodity Futures Trading Commission (CFTC)
Date Posted: January 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Equity Risk Factors and the Intertemporal CAPM
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics
Date Posted: January 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Simple, Fast and Flexible Pricing of Asian Options
Final version in: Journal of Computational Finance, 4 (3) 89-124 (2001)
Timothy Klassen
Getco LLC
Date Posted: January 25, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Dark Trading and Intraday Market Quality
James Brugler
University of Cambridge
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Sovereign Risk and the Pricing of Corporate Credit Default Swaps
Matthias Haerri , Stefan Morkoetter and Simone Westerfeld
University of Applied Sciences Solothurn Northwestern Switzerland (CH) , University of Saint Gallen - SoF: School of Finance and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper International Endogenous Growth, Macro Anomalies, and Asset Prices
SAFE Working Paper No. 83
Patrick Grüning
Goethe University Frankfurt - Research Center SAFE
Date Posted: January 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Size Matters, if You Control Your Junk
Clifford S. Asness , Andrea Frazzini , Ronen Israel , Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: January 23, 2015
Working Paper Series
756 downloads

Incl. Electronic Paper Implicit Assumption and its Consequences with Expected Utility Maximization
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: January 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Real Value Risk Estimation Model for an Emerging Market
Sven Carlin
Amsterdam University of Applied Sciences - International Business School
Date Posted: January 23, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Do Analysts Forecasts Vary Too Much?
Russell J. Lundholm and Rafael Rogo
University of British Columbia - Sauder School of Business and University of British Columbia - Sauder School of Business
Date Posted: January 23, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Influence of Credit Ratings on Capital Structure
Seungho Baek and Joseph D. Cursio
University of North Dakota - College of Business & Public Administration and Illinois Institute of Technology - Stuart School of Business, IIT
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Long-Run Bulls and Bears
CEPR Discussion Paper No. DP10351
Rui A. Albuquerque , Martin Eichenbaum , Dimitris Papanikolaou and Sergio T. Rebelo
Boston University - School of Management , Northwestern University , Northwestern University - Kellogg School of Management - Department of Finance and Northwestern University - Kellogg School of Management
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
CEPR Discussion Paper No. DP10328
Murray Carlson , David A. Chapman , Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business , McIntire School, University of Virginia , University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
CEPR Discussion Paper No. DP10335
Martin Lettau , Sydney C. Ludvigson and Sai Ma
University of California - Haas School of Business , New York University - Department of Economics and New York University (NYU) - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Option-Based Credit Spreads
CEPR Discussion Paper No. DP10318
Christopher L. Culp and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and University of Chicago - Booth School of Business
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Origins of Stock Market Fluctuations
CEPR Discussion Paper No. DP10336
Daniel L. Greenwald , Martin Lettau and Sydney C. Ludvigson
New York University (NYU) , University of California - Haas School of Business and New York University - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Rare Disasters and Exchange Rates
CEPR Discussion Paper No. DP10334
Emmanuel Farhi and Xavier Gabaix
Harvard University - Department of Economics and New York University - Stern School of Business
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Market Instruments for Collateral Management
Antonio Castagna
Iason Ltd.
Date Posted: January 23, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper A Detailed Analysis of Fulfilling and Delinquency of Payments on a Loan
Ihor Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv)
Date Posted: January 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Long-Term Price Overreactions: Are Markets Inefficient?
DIW Berlin Discussion Paper No. 1444
Guglielmo Maria Caporale , Luis A. Gil-Alana and Alex Plastun
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: January 22, 2015
Working Paper Series
7 downloads

Conservatism in Residual Income Models: Theory and Supporting Evidence
Accounting and Business Research, 2015
Pengguo Wang and David J. Ashton
Xfi, University of Exeter and University of Bristol - Department of Economics
Date Posted: January 22, 2015
Accepted Paper Series

Incl. Electronic Paper Earnings Forecasting in a Global Stock Selection Model and Efficient Portfolio Construction and Management
John Guerard , Harry Markowitz and Ganlin Xu
McKinley Capital Management, LLC , University of California at San Diego and Guidedchoice.com
Date Posted: January 22, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Cleaning the Gears: Counter-Cyclical Asset Trading with Financial Transactions Taxes
Quarterly Review of Economics and Finance, October 2014, DOI: DOI: 10.1016/j.qref.2014.09.001
Gian Domenico Sarolli
Drew University Dept. of Economics
Date Posted: January 22, 2015
Accepted Paper Series
1 downloads

Multilevel Dimension Reduction Monte-Carlo Simulation for High-Dimensional Stochastic Models in Finance
Duy-Minh Dang , Qifan Xu and Shangzhe Wu
School of Mathematics and Physics, University of Queensland , School of Mathematics, University of Queensland and School of Mathematics, University of Queensland
Date Posted: January 21, 2015
Working Paper Series

Dimension and Variance Reduction for Monte Carlo Methods for High-Dimensional Models in Finance
Duy-Minh Dang , Kenneth R. Jackson and Mohammadreza Mohammadi
School of Mathematics and Physics, University of Queensland , University of Toronto - Department of Computer Science and University of Toronto - Department of Statistics
Date Posted: January 21, 2015
Working Paper Series

Incl. Electronic Paper The Dual Use of Residual Income and Discounted Cash Flow Valuation Methods by U.S. Sell-Side Equity Analysts
John R. M. Hand , Joshua G. Coyne , Jeremiah Green and Frank Zhang
University of North Carolina Kenan-Flagler Business School , University of Memphis - School of Accountancy , Pennsylvania State University and Yale School of Management
Date Posted: January 21, 2015
Working Paper Series
10 downloads

Short-Term Reversal and Long-Term Momentum in Prior-Month Returns: European Evidence
Hannah Lea Huehn and Hendrik Scholz
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg and Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
Date Posted: January 21, 2015
Working Paper Series

Incl. Electronic Paper The Case of Herding is Stronger than You Think
Martin T. Bohl , Nicole Branger and Mark M. Trede
University of Muenster , University of Muenster - Finance Center Muenster and University of Muenster - Faculty of Economics
Date Posted: January 21, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Earnings Expectations and the Dispersion Anomaly
David Veenman and Patrick Verwijmeren
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: January 21, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products
ESMA Working Paper n. 1 2015
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: January 19, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper CAPM with Sentiment: The Efficient Market Hypothesis Spiced Up with Sentiment
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno
Date Posted: January 19, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Traditional and Alternative Risk: An Application to Hedge Fund Returns
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno
Date Posted: January 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Case for Forceful Stewardship (Part 1): The Financial Risk from Global Warming
Howard Covington and Raj Thamotheram
Cambridge University, Isaac Newton IInstitute for Mathematical Sciences and University of Oxford - Smith School of Enterprise and the EnvironmentPreventable Surprises
Date Posted: January 19, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper The Case for Forceful Stewardship (Part 2): Managing Climate Risk
Howard Covington and Raj Thamotheram
Cambridge University, Isaac Newton IInstitute for Mathematical Sciences and University of Oxford - Smith School of Enterprise and the EnvironmentPreventable Surprises
Date Posted: January 19, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Big and Small Tigers: An Analysis of Political Risk in China
Ariel Zhou
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: January 18, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Fluctuating Attention and Contagion: Theory and Evidence from the U.S. Equity Market
Rotman School of Management Working Paper
Michael Hasler and Chayawat Ornthanalai
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Date Posted: January 18, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper A Forecast Evaluation of Expected Equity Return Measures
Bank of England Working Paper No. 520
Michael Chin and Christopher Polk
Bank of England and London School of Economics
Date Posted: January 17, 2015
Last Revised: January 21, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper Testing Random Walk Behavior in the Damascus Securities Exchange
International Journal of Academic Research in Accounting, Finance and Management Sciences, Volume 4, Issue 4, 2014
Ghada Abbas
Higher Institute of Business Administration (HIBA)
Date Posted: January 16, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Managerial Power and Long-Term Idiosyncratic Volatility
Monica Tan and Bin Liu
RMIT University and RMIT University
Date Posted: January 16, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Are Firms in 'Boring' Industries Worth Less?
Fisher College of Business Working Paper No. 2015-3-02, Charles A. Dice Center Working Paper No. 2015-02
Jia Chen , Kewei Hou and Rene M. Stulz
Peking University - Guang Hua School of Management , Ohio State University (OSU) - Department of Finance and Ohio State University (OSU) - Department of Finance
Date Posted: January 16, 2015
Last Revised: January 17, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper The Alpha and Beta of Private Equity Investments
Axel Buchner
University of Passau
Date Posted: January 16, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Equilibrium Liquidity Premia of Private Equity Funds
Axel Buchner
University of Passau
Date Posted: January 16, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Portfolio Dynamics and Expected Returns Under Illiquidity
Axel Buchner
University of Passau
Date Posted: January 16, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Value of Tax Shields (VTS): 3 Theories with 'Some' Sense
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: January 15, 2015
Working Paper Series
100 downloads


 

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