Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,633
Full Text Papers:
398,485
Authors:
228,803
Papers Received in Last 12 months:
69,680
Paper Downloads:
To date:
66,768,753
Last 12 months:
11,227,318
Last 30 days:
836,975
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G10
1,466,453 Total downloads
Showing Papers 821 - 870 of 4,479
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
From Local Volatility to Local Levy Models Quantitative Finance, Vol. 4, No. 5, October 2004
Peter Carr ,
Hélyette Geman ,
Dilip B. Madan and
Marc Yor
Date Posted: January 15, 2007445 downloads
Loan Pricing: Thinking Collateral
Aydin Akguen
and
Paolo Vanini
Date Posted: March 07, 2007Last Revised: April 22, 2009445 downloads
Yield Spread and Term to Maturity: Default vs. Liquidity EFMA 2002 London Meetings
Antonio Diaz and
Eliseo Navarro Arribas
Date Posted: June 12, 2002444 downloads
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali and
Scott Murray
Date Posted: March 22, 2010Last Revised: May 05, 2012443 downloads
Information Content When Mutual Funds Deviate from Benchmarks AFA 2012 Chicago Meetings Paper
Hao Jiang
,
Marno Verbeek and
Yu Wang
Date Posted: March 12, 2011Last Revised: December 13, 2011443 downloads
The Prevalence, Sources, and Effects of Herding
Naomi E. Boyd
,
Bahattin Buyuksahin
,
Jeffrey H. Harris and
Michael S. Haigh
Date Posted: March 15, 2009Last Revised: June 03, 2013442 downloads
CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities
Yongheng Deng ,
Stuart A. Gabriel and
Anthony B. Sanders
Date Posted: March 11, 2009Last Revised: September 07, 2010441 downloads
Dr. Jekyll & Mr. Skilling: How Enron's Public Image Morphed from the Most Innovative Company in the Fortune 500 to the Most Notorious Company Ever ENRON: CORPORATE FIASCOS AND THEIR IMPLICATIONS, Foundation Press 2004
Jeffrey D. Van Niel
and
Nancy B. Rapoport
Date Posted: February 24, 2004441 downloads
Taxation, Dividends and Share Repurchases: Taking Evidence Global Forthcoming in: Journal of Financial and Quantitative Analysis (JFQA)
Marcus Jacob and
Martin Jacob
Date Posted: January 07, 2010Last Revised: April 03, 2013441 downloads
The Convertible Bond Announcement Effect in Japan Macquarie University Working Paper No. 1f
Michael Mollemans
Date Posted: September 12, 2003441 downloads
Brazilian Dual-Listed Stocks, Arbitrage and Barriers
Marcellus Egydio Lima
Date Posted: April 20, 2006440 downloads
Exploiting Predictability in the Returns to Value and Momentum Investment Strategies: A Portfolio Approach
Elton Babameto
and
Richard D. F. Harris
affiliation not provided to SSRN
and
University of Exeter - Business School
Date Posted: November 18, 2008440 downloads
Extrapolative Expectations: Implications for Volatility and Liquidity AFA 2007 Chicago Meetings Paper
Prachi Deuskar
Date Posted: March 19, 2006440 downloads
The Impact of Iceberg Orders in Limit Order Books AFA 2009 San Francisco Meetings Paper
Stefan Frey
and
Patrik Sandås
Date Posted: March 27, 2008Last Revised: June 02, 2009440 downloads
Do Macroeconomic Variables Play Any Role in the Stock Market Movement in Ghana?
Anokye M. Adam
and
George Tweneboah
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 01, 2008439 downloads
How and Where Should We Invest in Europe? An Economic Geography of Global Finance
Gordon L. Clark and
Dariusz Wojcik
Date Posted: May 05, 2002439 downloads
The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think Texas Finance Festival
Shingo Goto and
Rossen I. Valkanov
Date Posted: April 11, 2002439 downloads
The Private Equity Myth Journal of Business Valuation and Economic Loss Analysis, Vol. 4, No. 1, Article 7, 2008
Harlan D. Platt
Date Posted: May 25, 2009Last Revised: December 05, 2012438 downloads
Margin Trading, Overpricing, and Synchronization Risk Review of Financial Studies, Forthcoming
Sanjeev Bhojraj ,
Robert J. Bloomfield and
William B. Tayler
Date Posted: August 24, 2005437 downloads
Cross-Sectional Stock Returns in the UK Market: The Role of Liquidity Risk FORECASTING EXPECTED RETURNS, Butterworth-Heinemann, Forthcoming
Chensheng Lu
and
Soosung Hwang
Date Posted: April 15, 2007436 downloads
High Frequency Electricity Spot Price Dynamics: An Intra-Day Markets Approach
Graeme Guthrie and
Steen Videbeck
Date Posted: February 26, 2003436 downloads
International Stock Market Integration and Its Economic Determinants: A Study of Indian and World Equity Markets
Dr. Kedar Nath Mukherjee
and
R. K. Mishra
Date Posted: March 10, 2006436 downloads
The Recent Behaviour of Financial Markets Volatility
Fabio Panetta ,
Paolo Angelini
,
Roberto Perli ,
Michela Scatigna
,
Srichander Ramaswamy
,
Stefan Gerlach ,
Aviram Levy
,
Pinar Yesin and
Giuseppe Grande
Date Posted: September 18, 2006436 downloads
Commonality in Liquidity: A Global Perspective Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Paul Brockman ,
Dennis Y. Chung and
Christophe Perignon
Date Posted: February 27, 2007Last Revised: September 29, 2008434 downloads
Liquidity in the Futures Pits: Inferring Market Dynamics with Incomplete Data
Joel Hasbrouck
Date Posted: September 21, 1998434 downloads
Risk, Uncertainty, and Expected Returns AFA 2013 San Diego Meetings Paper
Turan G. Bali and
Hao Zhou
Date Posted: November 24, 2012Last Revised: January 11, 2013434 downloads
The Mechanisms of Voting Efficiency Columbia Business Law Review, Forthcoming, Centre for Business Research, University of Cambridge, Working Paper No. 411, Harvard/Stanford International Junior Faculty Forum 2010
Michael C. Schouten
Date Posted: August 15, 2010Last Revised: April 29, 2011434 downloads
Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
Sofiane Aboura
and
Niklas Wagner
Date Posted: February 25, 2009Last Revised: January 18, 2013433 downloads
Fear of the Unknown: Familiarity and Economic Decisions
H. Henry Cao ,
Bing Han ,
Harold H. Zhang and
David A. Hirshleifer
Date Posted: May 10, 2007Last Revised: September 16, 2009433 downloads
Macroeconomic Sources of Systematic Liquidity
Akiko Watanabe
Date Posted: October 04, 2004433 downloads
Market Dynamics Associated with Credit Ratings: A Literature Review ECB Occasional Paper No. 16
Fernando González
,
François Haas
,
Mattias Persson ,
Liliana Toledo
,
Roberto Violi ,
Martin Wieland
and
Carmen Zins
Date Posted: November 16, 2005433 downloads
Short-term Institutional Herding and Its Impact on Stock Prices
Andy Puckett
and
Xuemin Sterling Yan
Date Posted: March 20, 2007Last Revised: March 25, 2008433 downloads
The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate FRB of New York Staff Report No. 335
James McAndrews ,
Asani Sarkar and
Zhenyu Wang
Date Posted: July 28, 2008433 downloads
Model Uncertainty and Liquidity EFA 2002 Berlin Meetings Presented Paper
Bryan Routledge and
Stanley E. Zin
Date Posted: March 20, 2002432 downloads
Information, Trading and Product Market Interactions: Cross-Sectional Implications of Informed Trading AFA 2004 San Diego Meetings, Journal of Finance, Vol. 63, No. 1, 2008, EFA 2003 Annual Conference Paper No. 68
Heather Tookes
Date Posted: August 07, 2003Last Revised: October 23, 2008431 downloads
A Psychoanalytic Interpretation of Dot.com Stock Valuations
David Tuckett
and
Richard Taffler
Date Posted: March 06, 2005430 downloads
Liquidity Biases in TRACE Journal of Fixed Income, Vol. 19, No. 2, 2009
Jens Dick-Nielsen
Date Posted: June 24, 2009Last Revised: June 29, 2011430 downloads
Market Segmentation and IPO-Underpricing: The German Experience Munich Business Working Paper No. 2003-14
Adrian Hunger
Date Posted: February 07, 2004430 downloads
The Equity Volatility Smile and Default Risk
Bernd Walter
Date Posted: July 20, 2007430 downloads
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective
Lucio Sarno and
Maik Schmeling
Date Posted: May 19, 2011Last Revised: April 05, 2013430 downloads
Broker-Dealer Risk Appetite and Commodity Returns FRB of New York Staff Report No. 406
Erkko Etula
affiliation not provided to SSRN
Date Posted: November 16, 2009Last Revised: March 29, 2010429 downloads
CEO/CFO Certification and Emerging Needs to Separate Facts and Forecasts: Exploring 'Intertemporal Financial Statements' with Two Time-Phases
Jonathan C. Glover ,
Yuji Ijiri ,
Carolyn B. Levine and
Pierre Jinghong Liang
Date Posted: January 23, 2003429 downloads
Island Tides: Exploring ECN Liquidity EFMA 2003 Helsinki Meetings
Oliver Hansch
Date Posted: June 21, 2003429 downloads
Liquidity Shocks and Stock Market Reactions Fordham University Schools of Business Research Paper No. 2020476
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Date Posted: March 13, 2012Last Revised: July 09, 2012429 downloads
Performance Of Leveraged Asset Funds
Zsolt Berenyi
Date Posted: September 14, 2001429 downloads
The 2008 Financial Crisis and Taxation Policy CESifo Working Paper Series No. 2932
Thomas Hemmelgarn and
Gaetan Nicodeme
Date Posted: February 08, 2010429 downloads
Corporate Governance in Alternative Investment Market (AIM) Companies: Determinants of Corporate Governance Disclosure
Chris Mallin and
Kean Ow-Yong
Date Posted: January 16, 2009428 downloads
Demutualization and Public Offerings of Financial Exchanges
Reena Aggarwal and
Sandeep Dahiya
Date Posted: December 01, 2005428 downloads
Electronic Finance: Reshaping the Financial Landscape Around the World
Stijn Claessens ,
Thomas Glaessner and
Daniela Klingebiel
Date Posted: June 09, 2001428 downloads
High Frequency Data in Finance: A Study of the Indian Equity Markets IGIDR Working Paper
Susan Thomas
Date Posted: November 11, 2003428 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.406 seconds
