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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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  Last 12 months: 		68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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  References: 		238,981
Total References: 8,480,523
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,801,370 Total downloads
Showing Papers 8,651 - 8,700 of 13,813
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Incl. Electronic Paper Asymptotic Pricing in Term Structure Models Driven by Jump-Diffusions of Ornstein-Uhlenbeck Type
Nina Boyarchenko and Sergei Levendorskii
Federal Reserve Bank of New York and University of Leicester - Department of Mathematics
Date Posted: March 14, 2006
Working Paper Series
161 downloads

Incl. Electronic Paper Bond Durations: Corporates vs. Treasuries
 Claus Munk and Holger Kraft
Copenhagen Business School and Goethe University Frankfurt
Date Posted: March 14, 2006
Working Paper Series
143 downloads

Incl. Electronic Paper Estimating Preferences Toward Risk: Evidence from Dow Jones
 Douglas W. Blackburn and Andrey Ukhov
Fordham University - Schools of Business and Cornell University
Date Posted: March 14, 2006
Working Paper Series
296 downloads

Incl. Electronic Paper Financial Leverage Does Not Cause the Leverage Effect
AFA 2007 Chicago Meetings Paper
 Abdullah C. Aydemir , Michael F. Gallmeyer and Burton Hollifield
Lehman Brothers , University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: March 14, 2006
Working Paper Series
855 downloads

Incl. Electronic Paper Financing Shortfalls and the Value of Aggregate Liquidity
AFA 2008 New Orleans Meetings Paper
 Adriano A. Rampini and Andrea L. Eisfeldt
Duke University and UCLA Anderson School of Management
Date Posted: March 14, 2006
Working Paper Series
199 downloads

Incl. Electronic Paper Institutional Investor Participation and Stock Market Anomalies
 Tao Shu
University of Georgia - Department of Banking and Finance
Date Posted: March 14, 2006
Last Revised: October 30, 2012
Working Paper Series
284 downloads

Incl. Electronic Paper Less Can Be More!
Journal of Money, Investment and Banking, 2009
Christian Walter , Hayette Gatfaoui and Hubert Rodarie
Groupe d'Economie Mondiale (GEM) - IEP Paris , Rouen Business School - Economics & Finance Department and Groupe SMA BTP
Date Posted: March 14, 2006
Last Revised: July 22, 2009
Accepted Paper Series
114 downloads

Incl. Electronic Paper Rational Laymen versus Over-Confident Experts: Who Survives in the Long-Run?
EFA 2006 Zurich Meetings Paper
 Nicole Branger , Christian Schlag and Lue Wu
University of Muenster - Finance Center Muenster , Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Date Posted: March 14, 2006
Working Paper Series
97 downloads

Incl. Electronic Paper Resolving Macroeconomic Uncertainty in Stock and Bond Markets
AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings Paper
 Alessandro Beber and Michael W. Brandt
Cass Business School and Duke University - Fuqua School of Business
Date Posted: March 14, 2006
Working Paper Series
356 downloads

The Implications of Annual Report's Risk Sentiment for Future Earnings and Stock Returns
 Feng Li
University of Michigan at Ann Arbor - Stephen M. Ross School of Business
Date Posted: March 14, 2006
Working Paper Series

Incl. Electronic Paper The Mystery of Zero-Leverage Firms
 Ilya A. Strebulaev and Baozhong Yang
Stanford University - Graduate School of Business and Georgia State University - Robinson College of Business
Date Posted: March 14, 2006
Last Revised: April 10, 2013
Working Paper Series
1505 downloads

Incl. Electronic Paper Underpricing in the Corporate Bond Market
 Kelly Nianyun Cai , Jean Helwege and Arthur Warga
University of Michigan at Dearborn - School of Management , University of South Carolina and University of Houston - Department of Finance
Date Posted: March 14, 2006
Working Paper Series
304 downloads

Incl. Electronic Paper Asset Pricing in a Production Economy with Heterogeneous Investors
 Jin E. Zhang and Tiecheng Li
The University of Hong Kong and Tsinghua University
Date Posted: March 13, 2006
Working Paper Series
79 downloads

Incl. Electronic Paper Household Search Choice: Theory and Evidence
Applied Economics, Forthcoming
 Yosef Bonaparte and Frank J. Fabozzi
University of British Columbia and EDHEC Business School
Date Posted: March 13, 2006
Last Revised: April 10, 2011
Accepted Paper Series
415 downloads

Incl. Electronic Paper The Expected Value Premium
AFA 2007 Chicago Meetings Paper, Ross School of Business Paper No. 1049
 Long Chen , Ralitsa Petkova and Lu Zhang
Cheung Kong Graduate School of Business , Purdue University - Krannert School of Management and Ohio State University - Fisher College of Business
Date Posted: March 13, 2006
Working Paper Series
602 downloads

Incl. Electronic Paper What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
 Nicholas Barberis and Wei Xiong
Yale School of Management and Princeton University - Department of Economics
Date Posted: March 13, 2006
Working Paper Series
487 downloads

Incl. Electronic Paper Accruals, Income Smoothing and Bond Ratings
 Zhaoyang Gu and Yinqing Zhao
Chinese Univ of Hong Kong - School of Accountancy and Carnegie Mellon University
Date Posted: March 11, 2006
Working Paper Series
903 downloads

The Instantaneous Capital Market Line
Economic Theory, Vol. 28, No. 3, pp. 651-664, August 2006
 Lars Tyge Nielsen and Maria Vassalou
affiliation not provided to SSRN and Centre for Economic Policy Research (CEPR)
Date Posted: March 11, 2006
Accepted Paper Series

Incl. Electronic Paper Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk
AFA 2007 Chicago Meetings Paper
 Qiang Dai , Anh Le and Kenneth J. Singleton
University of North Carolina (UNC) at Chapel Hill - Finance Area , New York University, Leonard N. Stern School of Business and Stanford University-Graduate School of Business
Date Posted: March 10, 2006
Working Paper Series
448 downloads

Incl. Electronic Paper Dynamic Conditional Correlation with Elliptical Distributions
 Matteo M. Pelagatti
University of Milan, Bicocca - Department of Statistics
Date Posted: March 10, 2006
Working Paper Series
143 downloads

Incl. Electronic Paper Implied Volatility and Risk Aversion in a Simple Model with Uncertain Growth
 Frederik Lundtofte
Lund University - Department of Economics
Date Posted: March 10, 2006
Last Revised: October 26, 2009
Working Paper Series
172 downloads

Incl. Electronic Paper Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
 Charlotte Christiansen and Angelo Ranaldo
University of Aarhus - School of Economics and Management - CREATES and University of St. Gallen
Date Posted: March 10, 2006
Working Paper Series
345 downloads

Incl. Electronic Paper The Cross-Sectional Variability of Stock-Price Returns: Country and Sector Effects Revisited
Cass Business School Research Paper
 Michael E. Steliaros and Dylan C. Thomas
Merrill Lynch & Co. and Swansea University - Department of Business & Economics
Date Posted: March 10, 2006
Working Paper Series
330 downloads

Incl. Electronic Paper Trading Volume, Price Autocorrelation and Volatility under Proportional Transaction Costs
 Hua Cheng Sr.
Université Paris-Dauphine - Economics
Date Posted: March 10, 2006
Working Paper Series
147 downloads

Incl. Electronic Paper Linear Approximations and Tests of Conditional Pricing Models
 Michael W. Brandt and David A. Chapman
Duke University - Fuqua School of Business and Boston College
Date Posted: March 09, 2006
Working Paper Series
34 downloads

Incl. Electronic Paper Earnings Surprises and Changes in Liquidity
 Jeffrey Ng
Singapore Management University - School of Accountancy
Date Posted: March 08, 2006
Working Paper Series
400 downloads

Corporate Governance and the Value of Cash Holdings
Journal of Financial Economics, Forthcoming
 Amy K. Dittmar and Jan Mahrt-Smith
University of Michigan at Ann Arbor - Stephen M. Ross School of Business and University of Toronto - Rotman School of Management
Date Posted: March 08, 2006
Accepted Paper Series

Incl. Electronic Paper Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses
Economic Policy Review, Vol. 6, No. 1, April 2000
 Paul B. Bennett , Kenneth Garbade and John Kambhu
Fordham University Business School , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: March 08, 2006
Accepted Paper Series
66 downloads

Incl. Electronic Paper Habit Formation, Time-Varying Risk Aversion and the Cross-Section of Expected Returns
 Huafeng (Jason) Chen and Michal Pakos
University of British Columbia (UBC) - Sauder School of Business and CERGE-EI and Economics Institute of the Academy of Sciences of the Czech Republic
Date Posted: March 08, 2006
Last Revised: February 25, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper International Capital Asset Pricing: Evidence from Options
 Henry Mo and Liuren Wu
Credit Suisse - Fixed Income Division and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 08, 2006
Working Paper Series
196 downloads

Incl. Electronic Paper When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?
EFA 2006 Zurich Meetings Paper, Cass Business School Research Paper, Durham Business School Working Paper
 Devraj Basu , Chi-Hsiou Hung , Roel C. A. Oomen and Alexander Stremme
Skema Business School , Adam Smith Business School , Deutsche Bank AG and Warwick Business School
Date Posted: March 08, 2006
Working Paper Series
479 downloads

Incl. Electronic Paper Incorporating Higher Moments into Financial Data Analysis
 James M. Sfiridis
University of Connecticut - Department of Finance
Date Posted: March 07, 2006
Working Paper Series
202 downloads

Incl. Electronic Paper Information Salience and News Absorption by the Stock Market: The Peculiar Case of Betting Markets
ECGI - Finance Working Paper No. 81/2005, CentER Discussion Paper No. 2005-62
 Frédéric Palomino , Chendi Zhang and Luc Renneboog
EDHEC Business School - Department of Economics & Finance , University of Warwick - Finance Group and Tilburg University - Department of Finance
Date Posted: March 07, 2006
Working Paper Series
137 downloads

Incl. Electronic Paper Support for Resistance: Technical Analysis and Intraday Exchange Rates
Economic Policy Review, Vol. 6, No. 2, July 2000
 Carol L. Osler
Brandeis University - International Business School
Date Posted: March 07, 2006
Accepted Paper Series
1100 downloads

Incl. Electronic Paper Equity Return Prediction: Are Coefficients Time-Varying?
EFA 2006 Zurich Meetings Paper
 Thomas Dangl , Michael Halling and Otto Randl
Vienna University of Technology , Stockholm School of Economics - Department of Finance and WU Vienna University of Economics and Business
Date Posted: March 06, 2006
Working Paper Series
313 downloads

Possible Explanations for the Low Contemporeneous Returns-Earnings Association
The 4th Annual Accounting Conference, Modern Trends in Accounting and Auditing, Faculty of Commerce, Cairo University, June 2007
 Abdulati A. Abdou and Dina Elmahdy
Cairo University-Faculty of Commerce and Morgan State University
Date Posted: March 06, 2006
Working Paper Series

Incl. Electronic Paper Reservation Prices and Pre-Auction Estimates: A Study in Abstract Art
 Calin Valsan and Robert Sproule
Bishop's University - Williams School of Business and Bishop's University - Department of Economics
Date Posted: March 06, 2006
Last Revised: January 15, 2008
Working Paper Series
138 downloads

Incl. Electronic Paper Risk and Return in the U.S. Housing Market: A Cross-Sectional Asset Pricing Approach
Real Estate Economics, Vol. 34, No. 4, pp. 519-552, 2006
 Susanne E. Cannon , Norman G. Miller and Gurupdesh S. Pandher
DePaul University - Department of Finance , University of San Diego - Real Estate Institute and University of British Columbia - Faculty of Management
Date Posted: March 06, 2006
Last Revised: March 28, 2011
Accepted Paper Series
202 downloads

Incl. Electronic Paper The Coskewness Puzzle in the Cross-Section of Industry Portfolio Returns
 Valerio Potì
Dublin City University Business School
Date Posted: March 06, 2006
Working Paper Series
93 downloads

Incl. Electronic Paper The Value of Transparency and the Cost of Complexity
 Aswath Damodaran
New York University - Stern School of Business
Date Posted: March 06, 2006
Working Paper Series
764 downloads

Incl. Electronic Paper Actuarial Risk Measures for Financial Derivative Pricing
 Marc Goovaerts and Roger J. A. Laeven
Catholic University of Leuven (KUL) - Department of Economics and Tilburg University - Department of Econometrics and Operations Research, and CentER
Date Posted: March 05, 2006
Working Paper Series
248 downloads

Incl. Electronic Paper Predictability of Industry Returns After M&A Announcements
 Christian Funke , Timo Gebken , Lutz Johanning and Gaston Michel
Source For Alpha AG , Source For Alpha AG , WHU - Otto Beisheim School of Management and Source For Alpha AG
Date Posted: March 05, 2006
Last Revised: March 05, 2010
Working Paper Series
297 downloads

Incl. Electronic Paper Does Firm Value Move Too Much to Be Justified By Subsequent Changes in Cash Flow?
Journal of Financial Economics (JFE), Vol. 87, No. 1, 2008
 Borja Larrain and Motohiro Yogo
Universidad Catolica de Chile and Federal Reserve Bank of Minneapolis
Date Posted: March 04, 2006
Last Revised: June 17, 2009
Accepted Paper Series
328 downloads

Incl. Electronic Paper How Important is Sovereign Risk in Determining Corporate Default Premia?: The Case of South Africa
IMF Working Paper No. 05/217
 Marcel Peter and Martin Grandes
Swiss National Bank - International Research and Technical Assistance Division and American University of Paris
Date Posted: March 03, 2006
Working Paper Series
173 downloads

Incl. Electronic Paper Investment Restrictions and Contagion in Emerging Markets
IMF Working Paper No. 05/190
 A. Ilyina
International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
103 downloads

Incl. Electronic Paper European Union Enlargement and Equity Markets in Accession Countries
IMF Working Paper No. 05/182
 Tomas Dvorak and Richard Podpiera
Union College and International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
70 downloads

Incl. Electronic Paper Economic News and International Stock Market Co-Movement
EFA 2006 Zurich Meetings
 Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston University - School of Management
Date Posted: March 03, 2006
Working Paper Series
232 downloads

Incl. Electronic Paper Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
 Ekkehart Boehmer , Joachim Grammig and Erik Theissen
EDHEC Business School , Eberhard Karls Universitaet Tübingen and University of Mannheim - Finance Area
Date Posted: March 03, 2006
Working Paper Series
696 downloads

Incl. Electronic Paper Market Reaction to Changes in the S&P SmallCap 600 Index
The Financial Review, Vol. 41, No. 3, August 2006
 S. Gowri Shankar and James M. Miller
University of Washington, Bothell and University of Washington, Bothell - Business
Date Posted: March 03, 2006
Accepted Paper Series
291 downloads

Incl. Electronic Paper Seasonalities in China`s Stock Markets: Cultural or Structural?
IMF Working Paper No. 06/4
 Li Ong
International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
304 downloads


 

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