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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
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  Last 12 months: 		69,683

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To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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  References: 		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
13,118,710 Total downloads
Showing Papers 8,121 - 8,170 of 36,975
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Incl. Electronic Paper Prima de riesgo del mercado utilizada para España: encuesta 2011 (The Equity Premium in Spain: Survey 2011) (in Spanish)
Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: April 26, 2011
Last Revised: April 18, 2013
Working Paper Series
2068 downloads

Incl. Electronic Paper Calibration of the Heston Stochastic Local Volatility Model: A Finite Volume Scheme
 Bernd Engelmann , Frank Koster and Daniel Oeltz
Quantsolutions , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: April 26, 2011
Last Revised: February 13, 2012
Working Paper Series
378 downloads

Incl. Electronic Paper FOMC Communication Policy and the Accuracy of Fed Funds Futures
FRB of New York Staff Report No. 491
 Menno H. Middeldorp
Federal Reserve Bank of New York
Date Posted: April 26, 2011
Working Paper Series
18 downloads

Information Asymmetry, Information Precision, and the Cost of Capital
Review of Finance, Forthcoming
 Richard A. Lambert , Christian Leuz and Robert E. Verrecchia
University of Pennsylvania - Accounting Department , University of Chicago - Booth School of Business and University of Pennsylvania - Accounting Department
Date Posted: April 26, 2011
Accepted Paper Series

Incl. Electronic Paper Kirkanson, Inc. (A): Deal Structure and Cap Tables
 John D. Martin and J. William Petty
Baylor University - Department of Finance, Insurance & Real Estate and Baylor University - Department of Finance, Insurance & Real Estate
Date Posted: April 26, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: April 26, 2011
Working Paper Series
7858 downloads

Incl. Electronic Paper The Truth About Moral Hazard and Adverse Selection
 Mark V. Pauly
University of Pennsylvania - Health Care Systems Department
Date Posted: April 26, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper U.S. Takeovers in Foreign Markets: Do They Impact Emerging and Developed Markets Differently?
Journal of Corporate Finance, Forthcoming
 Natasha Burns and Ivonne A. Liebenberg
University of Texas at San Antonio - Department of Finance and University of Mississippi - School of Business Administration
Date Posted: April 26, 2011
Accepted Paper Series
85 downloads

Incl. Electronic Paper The Impact of Dark Trading and Visible Fragmentation on Market Quality
European Banking Center Discussion Paper No. 2011-016, CentER Discussion Paper Series No. 2011-069, TILEC Discussion Paper No. 2011-026
Hans Degryse , Frank de Jong and Vincent van Kervel
KU Leuven - Faculty of Business and Economics (FBE) , Tilburg University - Department of Finance and VU University Amsterdam
Date Posted: April 25, 2011
Last Revised: January 07, 2013
Working Paper Series
190 downloads

Incl. Electronic Paper A Comparison of Socially Responsible and Islamic Equity Investments
 Federica Miglietta and Gianfranco Forte
Università degli Studi di Bari “Aldo Moro” - Dipartimento di Studi Aziendali e Giusprivatistici and University of Milan, Bicocca - Department of Management and Business Administration
Date Posted: April 25, 2011
Last Revised: April 30, 2011
Working Paper Series
253 downloads

Incl. Electronic Paper Agency Problems in Target-Date Funds
Netspar Discussion Paper No. 03/2011-035
 Vallapuzha Sandhya
Georgia State University - J. Mack Robinson College of Business
Date Posted: April 25, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper An Introduction Lecture to Credit Derivatives
 Stéphane Thomas-Simonpoli
Université Paris I Panthéon - Sorbonne, Centre d'Economie
Date Posted: April 25, 2011
Last Revised: February 10, 2013
Working Paper Series
220 downloads

Incl. Electronic Paper Anticipation, Acquisitions and Bidder Returns: Industry Shocks and the Transfer of Information Across Rivals
The Review of Financial Studies, Forthcoming
 Jie Cai , Moon H. Song and Ralph A. Walkling
Drexel University , San Diego State University - Finance Department and Drexel University - Lebow College of Business
Date Posted: April 25, 2011
Last Revised: May 24, 2011
Accepted Paper Series
90 downloads

Incl. Electronic Paper Central Bank Communication on Financial Stability
ECB Working Paper No. 1332
 Benjamin Born , Michael Ehrmann and Marcel Fratzscher
Bonn University , European Central Bank (ECB) and DIW Berlin
Date Posted: April 25, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Is There a Cost to Transparency?
 Philippe Jorion and Rajesh K. Aggarwal
University of California, Irvine - Paul Merage School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: April 25, 2011
Working Paper Series
162 downloads

Incl. Electronic Paper Optimizing the Performance of Sample Mean-Variance Efficient Portfolios
AFA 2013 San Diego Meetings Paper
 Chris Kirby and Barbara Ostdiek
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: April 25, 2011
Last Revised: July 25, 2012
Working Paper Series
345 downloads

Incl. Electronic Paper Robust Capital Regulation
FRB of New York Staff Report No. 490
 Viral V. Acharya , Hamid Mehran , Til Schuermann and Anjan V. Thakor
New York University - Leonard N. Stern School of Business , Federal Reserve Bank of New York , Oliver Wyman and Washington University, Saint Louis - John M. Olin School of Business
Date Posted: April 25, 2011
Last Revised: July 06, 2011
Working Paper Series
188 downloads

Incl. Electronic Paper Securitization, Bank Lending and Credit Quality: The Case of Spain
ECB Working Paper No. 1329
 Santiago Carbo-Valverde , David Marques-Ibanez and Francisco Rodríguez-Fernández
Bangor Business School , European Central Bank (ECB) and University of Granada - Department of Economic Theory and History
Date Posted: April 25, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Profiting from Mimicking Strategies in Non-Anonymous Markets
 Ingmar Nolte , Richard Payne and Michalis Vasios
Warwick Business School - Finance Group - Financial Econometrics Research Centre , City University London - Sir John Cass Business School and University of Warwick
Date Posted: April 24, 2011
Last Revised: May 24, 2013
Working Paper Series
166 downloads

Incl. Electronic Paper The Sharpe Ratio Efficient Frontier
Journal of Risk, Vol. 15, No. 2, Winter 2012/13
 David H. Bailey and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory and Hess Energy Trading Company
Date Posted: April 24, 2011
Last Revised: December 28, 2012
Accepted Paper Series
3842 downloads

Incl. Electronic Paper IRC and CRM: Modelling Framework for the 'Basel 2.5' Risk Measures
 Sascha Wilkens , Jean-Baptiste Brunac and Vladimir Chorniy
Independent , BNP Paribas, London and BNP Paribas, London
Date Posted: April 24, 2011
Last Revised: April 09, 2013
Working Paper Series
1298 downloads

Incl. Electronic Paper Anchoring Bias and Value Strategy
 Li-Wen Chen and Hsin-Yi Yu
National Chung Cheng University and National University of Kaohsiung
Date Posted: April 24, 2011
Last Revised: May 29, 2012
Working Paper Series
137 downloads

Incl. Electronic Paper Information Content in Small and Large Trades
Economic Notes, Forthcoming
 Malay K. Dey , Hal S. Stern and Zhang Hongmei
Cornell University , University of California, Irvine - Department of Statistics and affiliation not provided to SSRN
Date Posted: April 24, 2011
Accepted Paper Series
28 downloads

Incl. Electronic Paper Liquidity as an Investment Style
Financial Analysts Journal, Vol. 69, No. 3, 2013
 Roger G. Ibbotson , Zhiwu Chen , Daniel Y.-J. Kim and Wendy Yunchun Hu
Yale School of Management , Yale University - International Center for Finance , Zebra Capital Management, LLC and Zebra Capital Management, LLC
Date Posted: April 24, 2011
Last Revised: May 24, 2013
Accepted Paper Series
595 downloads

Incl. Electronic Paper Mandatory IFRS Adoption and Financial Statement Comparability
Contemporary Accounting Research, Forthcoming, Harvard Business School Accounting & Management Unit Working Paper No. 11-109
 Francois Brochet , Alan D. Jagolinzer and Edward J. Riedl
Harvard Business School , University of Colorado - Leeds School of Business and Boston University - School of Management
Date Posted: April 24, 2011
Last Revised: August 21, 2012
Working Paper Series
972 downloads

Incl. Electronic Paper Shocks and Crashes
 Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Date Posted: April 24, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Understanding the Fed Model, Capital Structure, and Then Some
 Jan H. Timmer
affiliation not provided to SSRN
Date Posted: April 24, 2011
Last Revised: August 15, 2012
Working Paper Series
1149 downloads

Incl. Electronic Paper An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
 Dion Bongaerts , Frank de Jong and Joost Driessen
Erasmus University Rotterdam (EUR) - Finance , Tilburg University - Department of Finance and Tilburg University - Department of Finance
Date Posted: April 23, 2011
Last Revised: March 14, 2012
Working Paper Series
410 downloads

Incl. Electronic Paper Continuous Workout Mortgages
Cowles Foundation Discussion Paper No. 1794
 Robert J. Shiller , Rafal M. Wojakowski , Muhammed Shahid Ebrahim and Mark B. Shackleton
Yale University - Cowles Foundation , University of Surrey , Bangor University - University of Wales System and Lancaster University - Department of Accounting and Finance
Date Posted: April 23, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Developments in State Takeover Regulation: Mite and its Aftermath
The Business Lawyer, Vol. 40, No. 2, February 1985
 Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: April 23, 2011
Last Revised: September 10, 2011
Working Paper Series
12 downloads

Incl. Electronic Paper Household Portfolios and Risk Taking Over Age and Time
Netspar Discussion Paper No. 04/2011-037
 Alessandro Bucciol and Raffaele Miniaci
University of Verona - Department of Economics and University of Brescia - Department of Economics
Date Posted: April 23, 2011
Working Paper Series
78 downloads

Incl. Electronic Paper Limited and Varying Consumer Attention: Evidence from Shocks to the Salience of Bank Overdraft Fees
FRB of Philadelphia Working Paper No. 11-17
 Victor Stango and Jonathan Zinman
UC Davis Graduate School of Management and Dartmouth College
Date Posted: April 23, 2011
Last Revised: May 21, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Risk Models with Jumps and Time-Varying Second Moments
Netspar Discussion Paper No. 03/2011-034
 Rob van den Goorbergh , R. Molenaar , Onno W. Steenbeek and Peter Vlaar
APG Asset Management , Robeco Investments , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Algemene Pensioen Groep (APG)
Date Posted: April 23, 2011
Last Revised: June 14, 2011
Working Paper Series
95 downloads

Incl. Electronic Paper Alexandre Lamfalussy and the Origins of the BIS Macro-Prudential Approach to Financial Stability
PSL Quarterly Review, Vol. 63, No. 254, pp. 263-290, 2010
 Ivo Maes
National Bank of Belgium
Date Posted: April 22, 2011
Accepted Paper Series
41 downloads

Incl. Electronic Paper Contributions on Monetary and Financial Issues: An Introduction
PSL Quarterly Review, Vol. 63, No. 253, pp. 97-100, 2010
 Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
13 downloads

Incl. Electronic Paper Empowering Supervisors with More Principles and Discretion to Implement Them Will Not Reduce the Dangers of the Prudential Approach to Financial Regulation
PSL Quarterly Review, Vol. 63, No. 255, pp. 361-376, 2010
 Mario Tonveronachi
University of Siena
Date Posted: April 22, 2011
Accepted Paper Series
49 downloads

Incl. Electronic Paper Financial Innovation and System Design
PSL Quarterly Review, Vol. 63, No. 253, pp. 129-142, 2010
 Mario Tonveronachi
University of Siena
Date Posted: April 22, 2011
Last Revised: May 21, 2012
Accepted Paper Series
41 downloads

Incl. Electronic Paper Fractional Integration and Cointegration in US Financial Time Series Data
DIW Berlin Discussion Paper No. 1116
 Guglielmo Maria Caporale and Luis A. Gil-Alana
London South Bank University and University of Navarra - Department of Economics
Date Posted: April 22, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper International Bond Risk Premia
Swiss Finance Institute Research Paper No. 11-16
 Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and University of Zurich
Date Posted: April 22, 2011
Working Paper Series
231 downloads

Incl. Electronic Paper Introduction
PSL Quarterly Review, Vol. 63, No. 252, pp. 3-4, 2010
 Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper Introduzione
Moneta e Credito, Vol. 63, No. 250, pp. 95-98, 2010
 Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
4 downloads

Incl. Electronic Paper Introduzione
Moneta e Credito, Vol. 63, No. 252, pp. 281-283, 2010
 Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper Past and Future Regulation to Prevent a Systemic Financial Crisis
PSL Quarterly Review, Vol. 63, No. 253, pp. 101-127, 2010
 Mario Sarcinelli
University of Rome I - Department of Public Economics
Date Posted: April 22, 2011
Accepted Paper Series
45 downloads

Incl. Electronic Paper Portfolio Choice with Illiquid Assets
Netspar Discussion Paper No. 10/2010-092
 Andrew Ang , Dimitris Papanikolaou and Mark M. Westerfield
Columbia Business School - Finance and Economics , Northwestern University - Kellogg School of Management - Department of Finance and University of Washington
Date Posted: April 22, 2011
Working Paper Series
109 downloads

Incl. Electronic Paper Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
Netspar Discussion Paper No. 04/2011-038
 Roy P. M. M. Hoevenaars , R. Molenaar , Peter C. Schotman and Tom Steenkamp
APG Asset Management , Robeco Investments , Maastricht University and ABP Investments - Research Department
Date Posted: April 22, 2011
Working Paper Series
128 downloads

Incl. Electronic Paper Yaari's Lifecycle Model in the 21st Century: Consumption Under a Stochastic Force of Mortality
 Moshe A. Milevsky , Huang Huaxiong and Tom S. Salisbury
York University - Schulich School of Business , York University and York University
Date Posted: April 22, 2011
Working Paper Series
146 downloads

Incl. Electronic Paper Asset Pricing in the Dark: The Cross Section of OTC Stocks
Netspar Discussion Paper No. 11/2010-093
 Andrew Ang , Assaf A. Shtauber and Paul C. Tetlock
Columbia Business School - Finance and Economics , Columbia University - Columbia Business School and Columbia Business School - Finance and Economics
Date Posted: April 21, 2011
Last Revised: February 06, 2013
Working Paper Series
158 downloads

Incl. Electronic Paper A Model of True Spreads on Limit Order Markets
 James McCulloch
University of Technology, Sydney
Date Posted: April 21, 2011
Working Paper Series
56 downloads

Incl. Electronic Paper Currency Momentum Strategies
 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: April 21, 2011
Last Revised: November 07, 2011
Working Paper Series
1512 downloads

Incl. Electronic Paper Evidence for Dynamic Contracts in Sovereign Bank Lending
Economic Research Initiatives at Duke (ERID) Working Paper No. 96
 Peter Benczur and Cosmin L. Ilut
Central European University (CEU) - Department of Economics and Duke University
Date Posted: April 21, 2011
Accepted Paper Series
56 downloads


 

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