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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 485,161
Full Text Papers: 394,479
Authors: 227,127
Papers Received in
  Last 12 months: 		69,082

Paper Downloads:
To date: 66,070,363
Last 12 months: 11,183,867
Last 30 days: 1,021,006

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


SSRN eLibrary Search Results
JEL Code: G12
5,812,381 Total downloads
Showing Papers 8,751 - 8,800 of 13,826
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Incl. Electronic Paper Stocks and Bonds: Eggs in the Same or Different Baskets - A Cointegration Analysis
Niall O'Sullivan
University College Cork (UCC) - Department of Economics
Date Posted: May 25, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimension?
 Luís Oliveira , João Pedro Vidal Nunes and Luís Malcato
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - ISCTE Business School , ISCTE Business School and ISCTE Business School / Portuguese Association of Insurers (APS)
Date Posted: May 25, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Asymmetric Information, Trading Volume, and Portfolio Performance
 Antony Jackson
University of Leicester - Department of Economics
Date Posted: May 24, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper R2 and Idiosyncratic Risk are not Interchangeable
 Bin Li , Shivaram Rajgopal and Mohan Venkatachalam
University of Texas at Dallas - Naveen Jindal School of Management , Emory University - Goizueta Business School and Duke University - Fuqua School of Business
Date Posted: May 24, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
 Yeguang Chi
Booth School of Business, University of Chicago
Date Posted: May 23, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper House Prices, Expectations, and Time-Varying Fundamentals
 Paolo Gelain and Kevin J. Lansing
Norges Bank and Federal Reserve Bank of San Francisco
Date Posted: May 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling
 Tim Xiao
CIBC World Markets - Risk Quant, Capital Markets, CIBC
Date Posted: May 22, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper How Do Managers Move Firm Value? Cash Flows vs. Expected Returns
 Assaf Eisdorfer
University of Connecticut - Department of Finance
Date Posted: May 22, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Which Currency Hedging Strategy is Best?
MIT Sloan Research Paper No. 5003-13
 Wei Chen , Mark Kritzman and David Turkington
State Street Corporate - State Street Associates , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Global Markets
Date Posted: May 22, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Expectations-Based Reference-Dependent Preferences and Asset Pricing
 Michaela Pagel
University of California, Berkeley
Date Posted: May 22, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Does Initial Mispricing imply Equilibrium Price Overreaction and Wealth Divide?
 Federico Cecconi , Giovanni Cerulli and Maria-Augusta Miceli
ISTC-CNR , Ceris-CNR and University of Rome "Sapienza"
Date Posted: May 22, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper An Economic Examination of Collateralization in Different Financial Markets
 Tim Xiao
CIBC World Markets - Risk Quant, Capital Markets, CIBC
Date Posted: May 22, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Incomplete Market Equilibria Solved on the GPU
 Matthijs Breugem
INSEAD
Date Posted: May 22, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Distress Anomaly and Shareholder Risk: International Evidence
 Assaf Eisdorfer , Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance , University of Lausanne and University of Lausanne - Institute of Banking and Finance (IBF)
Date Posted: May 21, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk
 Tim Xiao
CIBC World Markets - Risk Quant, Capital Markets, CIBC
Date Posted: May 21, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Liquidity and Investment Horizon
 Volodymyr Vovchak
University of Lugano - Swiss Finance Institute at the University of Lugano
Date Posted: May 20, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Long and Short-Term Dynamics of the S&P500 Option-Implied Distribution
 Yi Ling Michelle-Joy Low
The University of Melbourne
Date Posted: May 20, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Two Gold Return Puzzles
 Gueorgui I. Kolev
EDHEC Business School
Date Posted: May 19, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Liquidity Issues in Indian Sovereign Bond Market
 Golaka C. Nath
Clearing Corporation of India
Date Posted: May 19, 2013
Last Revised: May 23, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Mark-to-Market Accounting and Systemic Risk in the Financial Sector
 Andrew Ellul , Pab Jotikasthira , Christian T. Lundblad and Yihui Wang
Indiana University Bloomington - Department of Finance , University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School and Fordham University - Finance Area
Date Posted: May 18, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper The Most Relevant Value Creation Indicator Under Competitive Dynamics of the Firm
 Chawki Mouelhi and Jacques Saint-Pierre
University of Quebec at Rimouski - Department of Management Sciences and Laval University
Date Posted: May 17, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper The Role of Information Intermediaries in Financial Markets
 Michal Dzielinski
University of Zurich - Department of Banking and Finance
Date Posted: May 17, 2013
Working Paper Series
11 downloads

Under the Competitive Dynamics of the Firm: Which Value Creation Indicator is the Most Relevant?
Journal of Academy of Business and Economics, Volume 13, Number 1, 2013, pp. 35-50
 Chawki Mouelhi and Jacques Saint-Pierre
University of Quebec at Rimouski - Department of Management Sciences and Laval University
Date Posted: May 17, 2013
Accepted Paper Series

Incl. Electronic Paper Strategic Allocation to Commodity Factor Premiums
 David Blitz and Wilma de Groot
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management
Date Posted: May 17, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
 Andrew Clare , James Seaton , Peter N. Smith and Steve Thomas
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , University of York (UK) - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: May 16, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
Crawford School Research Paper No. 22/2013
 Alfonso Mendoza Velazquez and Peter N. Smith
Centro de Investigación e Inteligencia Económica and University of York (UK) - Department of Economics and Related Studies
Date Posted: May 16, 2013
Last Revised: May 17, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Realized Volatility and Liquidity in the Indonesia Stock Exchange
 Risca Fleureta and Zaafri Ananto Husodo
Universitas Indonesia, Graduate School of Management and Universitas Indonesia, Graduate School of Management
Date Posted: May 16, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Liquidity Premium Persistency in the Indonesia Stock Exchange
 Daniel Wojtyla Sr. and Zaafri Ananto Husodo
Lembaga Pembiayaan Ekspor Indonesia (Indonesia Eximbank) and Universitas Indonesia, Graduate School of Management
Date Posted: May 16, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Relative Asset Price Bubbles
 Philip Protter and Robert A. Jarrow
Columbia University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 16, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Continuation in Daily Returns and Slow Diffusion of Information
 Dermot Murphy and Ramabhadran S. Thirumalai
Kellogg School of Management - Department of Finance and Indian School of Business
Date Posted: May 14, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Competition between High-Frequency Traders and Market Quality
 Johannes H. Breckenfelder
Institute for Financial Research (SIFR)
Date Posted: May 14, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper A Model for Dependent Defaults and Pricing Contingent Claims with Counterparty Risk
 Dariusz Gatarek and Juliusz Jablecki
Polish Academy of Sciences and National Bank of Poland
Date Posted: May 13, 2013
Working Paper Series
7 downloads

Pricing Financial Derivatives by Gram-Charlier Expansions
 Yin-Hei Cheng and Tony S. Wirjanto
Scotiabank and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series

Incl. Electronic Paper Divided Governments and Asset Prices
 Elvira Sojli and Wing Wah Tham
RSM Erasmus University and Erasmus School of Economics - Econometric Institute
Date Posted: May 12, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper New Warrant Issues Valuation with Leverage and Noisy Equity Values
 Jean-Guy Simonato
HEC Montréal
Date Posted: May 12, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Do U.S. Macroeconomic Surprises Influence Equity Returns? An Exploratory Analysis of Developed Economies
 Brian M. Lucey , Ali Nejadmalayeri and Manohar Singh
Trinity College, Dublin - School of Business , Oklahoma State University - Department of Finance and Willamette University - Atkinson Graduate School of Management
Date Posted: May 11, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper An Empirical Walk Down Valuation Way: Are the Valuation Methods of Closely Held Companies Chosen by the Courts a Function of the Type of Case and Level of Court?
Journal of Legal Economics, Vol. 13, No. 3, 2006
 James A. DiGabriele
Montclair State University
Date Posted: May 11, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Cross-Firm Information Flows and the Predictability of Stock Returns
 Anna Scherbina and Bernd Schlusche
University of California, Davis - Graduate School of Management and Board of Governors of the Federal Reserve System
Date Posted: May 11, 2013
Last Revised: May 22, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper The Informational Content of the Embedded Deflation Option in TIPS
FEDS Working Paper No. 2013-24
 Olesya V. Grishchenko , Joel M. Vanden and Jianing Zhang
Federal Reserve Board , Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: May 11, 2013
Working Paper Series
11 downloads

Risk Aversion, Fanning Preference, and Volatility Smirk on S&P500 Index Options
 Jian Chen and Chenghu Ma
Xiamen University - School of Economics and Fudan University - School of Management
Date Posted: May 09, 2013
Working Paper Series

Incl. Electronic Paper Reestimación Del Modelo De Curva De Tipos Basado En Tres Factores De Diebold: Una Determinación Imprecisa De Lambda Puede Inducir a Sesgos Significativos (A Three-Factor Yield Curve Model by Diebold Re-Estimation: A Lambda Miscalculation Leads to Biased Forecasts)
 Félix R. Doldán Tíe , Pablo de Llano Monelos Sr., Carlos Piñeiro-Sánchez and Manuel Rodríguez - López Sr.
University of Coruña , University of Coruña , University of Coruña - Finance and MIS Research Group (FYSIG) - Faculty of Business and Economics and University of Coruña - Finance and MIS Research Group (fysig) - Faculty of Business and Economics
Date Posted: May 09, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Predicting the Distribution of Stock Returns: Statistical Evaluation and Value at Risk Analysis
 Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: May 08, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Firm Intangible Investment and Market Informativeness in China
 Yin Yu and Carol Padgett
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: May 08, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper European Asset Swap Spreads and the Credit Crisis
 Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: May 08, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012
 Lucas Godeiro
Federal Rural University Of Semi-Arid - UFERSA
Date Posted: May 08, 2013
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Asset Prices with Heterogeneity in Preferences and Beliefs
CEPR Discussion Paper No. DP9459
 Harjoat Singh Bhamra and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Date Posted: May 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Trading Volatility: At What Cost?
 Robert E. Whaley
Vanderbilt University - Finance
Date Posted: May 07, 2013
Working Paper Series
214 downloads

Incl. Electronic Paper Measuring Sovereign Contagion in Europe
Norges Bank Working Paper 2012/05
 Norges Bank Submitter
Central Bank of Norway
Date Posted: May 07, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Portfolio Optimization with Private Equity Funds
 Axel Buchner
University of Passau
Date Posted: May 06, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Instalment Warrant Mechanics
 Antonie Kotze
Financial Chaos Theory
Date Posted: May 06, 2013
Working Paper Series
5 downloads


 

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