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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months:
68,968

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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,807,097 Total downloads
Showing Papers 821 - 870 of 13,821
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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
100 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
399 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
403 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
101 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
405 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
146 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
1088 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
166 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

Incl. Electronic Paper Financing Asset Growth
Michael J. Brennan and Holger Kraft
University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Date Posted: October 11, 2012
Working Paper Series
185 downloads

Incl. Electronic Paper The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool
The Journal of Investment Management, Forthcoming
Terrence Hendershott , Ethan Namvar and Blake Phillips
University of California, Berkeley - Haas School of Business , University California, Berkeley and University of Waterloo
Date Posted: October 10, 2012
Last Revised: April 26, 2013
Accepted Paper Series
34 downloads

Incl. Electronic Paper State Development Loans Index – Investibility Issues
Golaka C. Nath
Clearing Corporation of India
Date Posted: October 10, 2012
Last Revised: February 22, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper The Real Effects of Hedge Fund Activism: Productivity, Risk, and Product Market Competition
US Census Bureau Center for Economic Studies Paper No. CES-WP-12-14, Johnson School Research Paper Series No. 33-2012
Alon P. Brav , Wei Jiang and Hyunseob Kim
Duke University - Fuqua School of Business , Columbia Business School - Finance and Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 10, 2012
Last Revised: January 18, 2013
Working Paper Series
52 downloads

Incl. Electronic Paper Convertible Debt and Shareholder Incentives
Christian Dorion , Pascal Francois , Gunnar Grass and Alexandre Jeanneret
HEC Montreal , HEC Montreal - Department of Finance , HEC Montréal and HEC Montréal
Date Posted: October 10, 2012
Last Revised: April 26, 2013
Working Paper Series
76 downloads

Incl. Electronic Paper Recent Estimates of Sovereign Risk Premia for Euro-Area Countries
Bank of Italy Occasional Paper No. 128
Antonio Di Cesare , Giuseppe Grande , Michele Manna and Marco Taboga
Bank of Italy , Banca d'Italia , Bank of Italy and Bank of Italy
Date Posted: October 10, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper Applying the Teachings of Behavioural Finance to Risk Arbitrage Strategy
Stephane Dieudonne , Fabienne Cretin and Slimane Bouacha
OFI Asset Management , OFI Asset Management and OFI Asset Management
Date Posted: October 09, 2012
Working Paper Series
161 downloads

Incl. Electronic Paper Arbitrage Illustrated by Options Models
International Journal of Financial Markets & Derivatives, 1 (1): 2012
Tumellano Sebehela
Sebehela Inc
Date Posted: October 09, 2012
Accepted Paper Series
53 downloads

How are Shorts Informed? Short Sellers, News, and Information Processing
Journal of Financial Economics (JFE), Vol. 105, No. 2, 2012
Joseph Engelberg , Adam V. Reed and Matthew Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management , University of North Carolina (UNC) at Chapel Hill - Finance Area and Washington University in Saint Louis - Olin Business School
Date Posted: October 09, 2012
Accepted Paper Series

Incl. Electronic Paper Inflation Protection from Homeownership: Long-Run Evidence: 1814-2008
Dirk Brounen , Piet M. A. Eichholtz , Stefan Straetmans and Marcel A.J. Theebe
Erasmus University Rotterdam (EUR) - Department of Financial Management , University of Maastricht - Limburg Institute of Financial Economics (LIFE) , University of Maastricht - Limburg Institute of Financial Economics (LIFE) and ING Real Estate Investment
Date Posted: October 09, 2012
Working Paper Series
81 downloads

Incl. Electronic Paper Positive Weights on the Efficient Frontier
Phelim P. Boyle
Wilfrid Laurier University - School of Business & Economics
Date Posted: October 09, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper The Determinants of Government Yield Spreads in the Euro Area
CONSOB Working Papers No. 71
Luca Giordano , Nadia Linciano and Paola Soccorso
CONSOB (Commissione Nazionale per le Società e la Borsa) , Commissione Nazionale per le Societa e la Borsa (CONSOB) and Commissione Nazionale per le Societa e la Borsa (CONSOB)
Date Posted: October 09, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Fund Flows and Underlying Returns: The Case of ETFs
Arsenio Staer
University of California, Irvine - Finance Area
Date Posted: October 08, 2012
Last Revised: January 01, 2013
Working Paper Series
84 downloads


 

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