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SSRN eLibrary Statistics:

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

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

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Total References: 8,480,523
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G14
3,699,293 Total downloads
Showing Papers 8,301 - 8,350 of 9,881
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Incl. Electronic Paper Financial Asset Returns, Market Timing, and Volatility Dynamics
Peter Christoffersen and Francis X. Diebold
University of Toronto - Rotman School of Management and University of Pennsylvania - Department of Economics
Date Posted: April 19, 2002
Working Paper Series
464 downloads

Performance Evaluation with Stochastic Discount Factors
Journal of Business, Vol. 75, No. 3, July 2002
 Heber Farnsworth , Wayne E. Ferson , David Jackson and Steven K. Todd
Pennsylvania State University - Department of Finance , University of Southern California , Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Date Posted: April 17, 2002
Accepted Paper Series

Incl. Electronic Paper The Market for Borrowing Stock
 Gene D'Avolio
Harvard University, Graduate School of Business Administration
Date Posted: April 17, 2002
Working Paper Series
1840 downloads

Incl. Electronic Paper How do Analyst Recommendations Respond to Major News?
 Jennifer S. Conrad , Bradford Cornell , Wayne R. Landsman and Brian Rountree
University of North Carolina Kenan-Flagler Business School , California Institute of Technology , University of North Carolina (UNC) at Chapel Hill - Accounting Area and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: April 15, 2002
Working Paper Series
1048 downloads

Incl. Electronic Paper What Enron Means for the Management and Control of the Modern Business Corporation: Some Initial Reflections
Forthcoming, University of Chicago Law Review, Summer 2002
 Jeffrey N. Gordon
Columbia Law School
Date Posted: April 12, 2002
Accepted Paper Series
3298 downloads

Incl. Fee Electronic Paper Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period
CEPR Discussion Paper No. 3254
 Hans-Joachim Voth
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: April 09, 2002
Working Paper Series
29 downloads

Bringing the Future Forward: The Effect of Disclosure on the Returns-Earnings Relation
Journal of Accounting Research, Forthcoming
 Russell J. Lundholm and Linda A. Myers
University of British Columbia - Sauder School of Business and University of Arkansas
Date Posted: April 09, 2002
Accepted Paper Series

Incl. Electronic Paper Comovement
Harvard Institute of Economic Research Paper No. 1953
 Nicholas Barberis , Andrei Shleifer and Jeffrey Wurgler
Yale School of Management , Harvard University - Department of Economics and NYU Stern School of Business
Date Posted: April 06, 2002
Working Paper Series
1510 downloads

The Distribution of Information Among Institutional and Retail Investors in IPOs
European Financial Management Journal, Forthcoming
 Matti Keloharju and Sami Torstila
Aalto University and Aalto University
Date Posted: April 05, 2002
Accepted Paper Series

Incl. Electronic Paper The Seasonality of Momemtum: Analysis of Tradability
Northwestern University Department of Finance Working Paper No. 277
 Ronnie Sadka
Boston College - Carroll School of Management
Date Posted: April 05, 2002
Working Paper Series
409 downloads

Intraday Variation in the Bid-Ask Spread: Evidence After the Market Reform
Journal of Financial Research, Forthcoming
 Kee H. Chung and Xin Zhao
State University of New York at Buffalo - School of Management and Pennsylvania State University (Erie) - The Behrend College
Date Posted: April 01, 2002
Accepted Paper Series

Incl. Electronic Paper Are Momentum Profits Robust to Trading Costs?
Northwestern University Department of Finance Working Paper No. 289; AFA 2003 Washington, DC Meetings
 Robert A. Korajczyk and Ronnie Sadka
Northwestern University - Kellogg School of Management and Boston College - Carroll School of Management
Date Posted: March 28, 2002
Working Paper Series
3571 downloads

Incl. Electronic Paper The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings
Dice Center Working Paper No. 2002-4; AFA 2003 Washington, DC Meetings
 Warren Bailey , George Andrew Karolyi and Carolina Salva
Cornell University , Cornell University - Johnson Graduate School of Management and University of Neuchatel
Date Posted: March 27, 2002
Working Paper Series
1140 downloads

Incl. Electronic Paper Characterizing Asymmetric Information in International Equity Markets
Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper
 Rui A. Albuquerque , Gregory H. Bauer and Martin Schneider
Boston University - School of Management , Bank of Canada and Independent
Date Posted: March 22, 2002
Working Paper Series
432 downloads

Incl. Electronic Paper Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes
EFA 2002 Berlin Meetings Presented Paper
 Honghui Chen , Vijay Singal and Gregory Noronha
University of Central Florida , Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Date Posted: March 22, 2002
Working Paper Series
574 downloads

Incl. Electronic Paper January Effect - A Re-examination
 Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: March 22, 2002
Working Paper Series
787 downloads

Incl. Electronic Paper Performance, Herding, and Career Concerns of Individual Financial Analysts
EFA 2002 Berlin Meetings Discussion Paper
 Xi Li
Hong Kong University of Science & Technology (HKUST)
Date Posted: March 22, 2002
Working Paper Series
753 downloads

Incl. Electronic Paper Rational Asset Pricing Implications from Realistic Trading Frictions
EFA 2002 Berlin Meetings Presented Paper
 Jean-Pierre Zigrand
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: March 22, 2002
Working Paper Series
135 downloads

Incl. Electronic Paper Role of Short Sellers in Price Formation - The Weekend Effect
 Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: March 22, 2002
Working Paper Series
329 downloads

Incl. Electronic Paper The Predictive Value of Expenses Excluded from 'Pro Forma' Earnings
 Jeffrey T. Doyle and Russell J. Lundholm
Utah State University and University of British Columbia - Sauder School of Business
Date Posted: March 22, 2002
Working Paper Series
1592 downloads

Incl. Electronic Paper Trading Behaviour of Finnish Households: Activity, Performance and Overconfidence
Working Paper Series
 Markku Tapani Tyynelä and Jukka Perttunen
University of Oulu and University of Oulu - Department of Accounting & Finance
Date Posted: March 22, 2002
Working Paper Series
251 downloads

A Test of the Market's Mispricing of Domestic and Foreign Earnings
Journal of Accounting and Economics, Vol. 28, No. 3, 1999, 243-267.
 Wayne B. Thomas
University of Oklahoma, Michael F. Price College of Business
Date Posted: March 21, 2002
Accepted Paper Series

Incl. Electronic Paper Detecting A Stock Market Anomaly With A Classifier System
 Hakan Aksoy and Ismail Saglam
Boğaziçi University and Boğaziçi University
Date Posted: March 21, 2002
Working Paper Series
304 downloads

Incl. Electronic Paper The Predictive Ability of the Bond Stock Earnings Yield Differential in World-wide Equity Markets
Sauder School of Business Working Paper
 Klaus Berge and William T. Ziemba
Dresden University of Technology - Faculty of Economics and Business Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: March 21, 2002
Working Paper Series
762 downloads

Incl. Electronic Paper The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
EFA 2002 Berlin Meetings Presented Paper
 Philip R. Brown , Nick Chappel , Raymond da Silva Rosa and Terry S. Walter
University of Western Australia - Department of Accounting and Finance , University of Sydney - School of Business , University of Western Australia - Department of Accounting and Finance and University of Technology, Sydney - School of Finance and Economics
Date Posted: March 21, 2002
Working Paper Series
724 downloads

Incl. Electronic Paper Why Do Firms Choose Value-Destroying Rights Offerings? Theory and Evidence from Hong Kong
 Xueping Wu and Zheng Wang
City University of Hong Kong (CityUHK) - Department of Economics & Finance and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: March 21, 2002
Working Paper Series
390 downloads

Incl. Electronic Paper Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
EFMA 2002 London Meetings; Copenhagen Business School Finance Working Paper
 Ken L. Bechmann
Copenhagen Business School - Department of Finance
Date Posted: March 20, 2002
Working Paper Series
365 downloads

Incl. Electronic Paper Price Manipulation in Parallel Markets with Different Transparency

 Massimo Massa
INSEAD - Finance
Date Posted: March 20, 2002
Working Paper Series
370 downloads

Incl. Electronic Paper The Relationship Between Spot and Futures Index Contracts after the Introduction of Electronic Trading on the Johannesburg Stock Exchange

 Owen Beelders
Emory University - Department of Economics
Date Posted: March 20, 2002
Working Paper Series
364 downloads

Incl. Electronic Paper Analyst Forecast Revisions and Market Price Formation
Parker Center for Investment Working Paper
 Cristi A. Gleason and Charles M.C. Lee
University of Iowa - Department of Accounting and Stanford University - Graduate School of Business
Date Posted: March 19, 2002
Working Paper Series
1462 downloads

Incl. Electronic Paper Is Meeting the Consensus EPS Good News or Bad News? Stock Splits and the Accuracy of Analysts' Forecast Data
 William R. Baber and Sok-Hyon Kang
Georgetown University - Department of Accounting and Business Law and George Washington University - School of Business
Date Posted: March 19, 2002
Working Paper Series
668 downloads

Financial Opening, Deposit Insurance, and Risk in a Model of Banking Competition
European Economic Review, Vol. 46, pp. 471-485, 2002
 Tito Cordella and Eduardo Levy Levy-Yeyati
World Bank and Universidad Torcuato Di Tella - School of Business
Date Posted: March 18, 2002
Accepted Paper Series

Incl. Electronic Paper Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings
FRB of New York Staff Reports No. 145
 Michael J. Fleming
Federal Reserve Bank of New York
Date Posted: March 18, 2002
Working Paper Series
128 downloads

Incl. Electronic Paper Stock Price Volatility and Political Uncertainty: Evidence from the Interwar Period
MIT Department of Economics Working Paper No. 02-09, AFA 2003 Washington, DC Meetings
 Hans-Joachim Voth
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: March 18, 2002
Working Paper Series
768 downloads

Incl. Electronic Paper Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models
Lancaster University Working Paper; EFA 2002 Berlin Meetings Presented Paper
 Shiu-yan Eddie Pong , Mark B. Shackleton , Stephen J. Taylor and Xinzhong Xu
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Peking University - Guang Hua School of Management
Date Posted: March 16, 2002
Working Paper Series
1193 downloads

Incl. Electronic Paper Effects of Price Limits on Volatility: Evidence from the Istanbul Stock Exchange
 Recep Bildik and Selim Elekdag
Istanbul Stock Exchange and Johns Hopkins University - Department of Economics
Date Posted: March 16, 2002
Working Paper Series
612 downloads

Incl. Electronic Paper Expectations of Infrequently Occurring Jumps in Returns: The Reclined 7-Curve Shape of Cumulative Abnormal Returns
EFA 2002 Berlin Meetings Discussion Paper
Date Posted: March 16, 2002
Working Paper Series
142 downloads

Financial Liberalization, Credit Constraints, and Collateral: Investment in the Mexican Manufacturing Sector
Journal of Development Economics, Vol. 67, 2002
 Gaston Gelos and Alejandro M. Werner
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Date Posted: March 14, 2002
Accepted Paper Series

Incl. Electronic Paper Is There Information Leakage Around Business Combinations on the French Market?
EFMA 2002 London Meetings
 Nihat Aktas , Eric de Bodt and Fany Declerck
Skema Business School , Université Lille Nord de France - SKEMA Business School and University of Toulouse 1
Date Posted: March 14, 2002
Working Paper Series
292 downloads

Incl. Electronic Paper Game-Theoretic Capital Asset Pricing in Continuous Time
Game-Theoretic Probability Project Working Paper No. 2
 Vladimir Vovk and Glenn Shafer
Royal Holloway, University of London and Rutgers, The State University of New Jersey - Accounting & Information Systems
Date Posted: March 13, 2002
Working Paper Series
221 downloads

Incl. Electronic Paper Quality of Information and Volatility Around Earnings Announcements
EFA 2002 Berlin Meetings Presented Paper
 Suleiman R. Mohammed and Pradeep K. Yadav
University of Strathclyde, Glasgow - Department of Accounting and Finance and University of Oklahoma - Division of Finance
Date Posted: March 13, 2002
Working Paper Series
901 downloads

Incl. Electronic Paper Multiple Comparisons of Return Distributions: A New Look at the Day-of-the-Week Effect

 Dan Galai and Haim Kedar-Levy
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
Date Posted: March 12, 2002
Working Paper Series
364 downloads

Incl. Electronic Paper Manipulation, the Allocational Role of Prices and Production Externalities
AFA 2003 Washington, DC Meetings; 5th Annual Texas Finance Festival; EFA 2002 Berlin Meetings Presented Paper
 Itay Goldstein and Alexander Guembel
University of Pennsylvania - The Wharton School - Finance Department and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 11, 2002
Working Paper Series
325 downloads

Incl. Electronic Paper Ownership Concentration, Asymmetric Information, and the Positive Announcement Effect of New Equity Placements
 Xueping Wu and Zheng Wang
City University of Hong Kong (CityUHK) - Department of Economics & Finance and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: March 11, 2002
Working Paper Series
485 downloads

Incl. Electronic Paper Shareholder Wealth Effects of Joint Venture Strategies: Theory and Evidence from The Netherlands
EFA 2002 Berlin Meetings Discussion Paper
 Gertjan Schut and Ruud A.I. van Frederikslust
affiliation not provided to SSRN and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: March 11, 2002
Working Paper Series
518 downloads

Incl. Electronic Paper Testing Efficiency of the Latvian Stock Market: An Evolutionary Perspective
 Timur Mihailov and Dirk Linowski
Independent and University of Nijmegen, Nijmegen School of Management
Date Posted: March 11, 2002
Working Paper Series
562 downloads

Incl. Electronic Paper Testing Weak-Form Efficiency of the Russian Stock Market
EFA 2002 Berlin Meetings Presented Paper
 Natalia Abrosimova , Gishan Dissanaike and Dirk Linowski
Deloitte & Touche, LLP , University of Cambridge - Judge Business School and University of Nijmegen, Nijmegen School of Management
Date Posted: March 11, 2002
Working Paper Series
2189 downloads

Incl. Electronic Paper The Winners and Losers Effect: Evidence from the Istanbul Stock Exchange
EFMA 2002 London Meetings
 Recep Bildik and Guzhan Gulay
Istanbul Stock Exchange and Istanbul Stock Exchange
Date Posted: March 11, 2002
Working Paper Series
678 downloads

Incl. Electronic Paper Who Knows What When? - the Information Content of Pre-Ipo Market Prices
EFA 2002 Berlin Meetings Presented Paper
 Gunter Löffler , Patrick Panther and Erik Theissen
University of Ulm - Department of Mathematics and Economics , Johann Wolfgang Goethe Universitat and University of Mannheim - Finance Area
Date Posted: March 11, 2002
Working Paper Series
480 downloads

Incl. Electronic Paper Risk Aversion and Herd Behavior in Financial Markets
 J. P. Decamps and Stefano Lovo
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris (Groupe HEC) - Finance Department
Date Posted: March 10, 2002
Working Paper Series
513 downloads


 

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