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SSRN eLibrary Statistics:

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

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

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  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,996,395 Total downloads
Showing Papers 8,761 - 8,810 of 36,712
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Incl. Electronic Paper Influence of IPO Characteristics on Liquidity
Spanish Journal of Finance and Accounting, Forthcoming
Miguel Angel Acedo Ramirez , Francisco J. Ruiz-Cabestre and Rafael Santamaria
University of La Rioja , Universidad de La Rioja and University of Navarra
Date Posted: February 14, 2011
Accepted Paper Series
77 downloads

Incl. Electronic Paper Liquidity Management in Islamic Banking
 Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: February 14, 2011
Last Revised: November 21, 2011
Working Paper Series
259 downloads

Incl. Electronic Paper Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return
 Meysam Safari and Reza Tahmoorespour
University Putra Malaysia - Graduate School of Management and University Putra Malaysia - Graduate School of Management
Date Posted: February 14, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Ownership Concentration, Blockholder Types and Stock Market Liquidity
 Christoph G. Rösch and Christoph Kaserer
Technische Universität München (TUM) and Technische Universität München (TUM)
Date Posted: February 14, 2011
Working Paper Series
209 downloads

Incl. Electronic Paper Passing on Family Values: Informed Trading Through Accounts of Children
 Henk Berkman , Paul D. Koch and P. Joakim Westerholm
University of Auckland - Faculty of Business & Economics , University of Kansas - Finance Area and The University of Sydney Business School
Date Posted: February 14, 2011
Last Revised: August 07, 2011
Working Paper Series
68 downloads

The Performance of European Index Funds and Exchange-Traded Funds
European Financial Management, Forthcoming
 David Blitz , Joop Huij and Laurens A. P. Swinkels
Robeco Asset Management - Quantitative Strategies , Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR)
Date Posted: February 14, 2011
Accepted Paper Series

Incl. Electronic Paper Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDs Spreads and Exchange Rates
LSF Research Workiing Paper No. 10-13
 Robert Vermeulen and Theoharry Grammatikos
De Nederlandsche Bank and Universite du Luxembourg - Luxembourg School of Finance
Date Posted: February 14, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper Volatility Exposure for Strategic Asset Allocation
Journal of Portfolio Management, Vol. 36, No. 3, pp. 105-116, Spring 2010
 Ombretta Signori , Marie Briere and Alexandre Burgues
AXA Investment Managers , Amundi Asset Management and Amundi Asset Management
Date Posted: February 14, 2011
Accepted Paper Series
395 downloads

Incl. Electronic Paper Closed Form Pricing Formulas for Discretely Sampled Generalized Variance Swaps
 Wendong Zheng and Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: February 13, 2011
Last Revised: April 30, 2012
Working Paper Series
99 downloads

Incl. Electronic Paper Estimating Transaction-Based Price Indices of Local Commercial Real Estate Markets
 Dean H. Gatzlaff and Cynthia Holmes
Florida State University and Ryerson University - Finance
Date Posted: February 13, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper Evaluation of Real Options with Information Costs
 Jean-Michel Sahut , Mondher Bellalah and Inass El Farissi
University of Applied Sciences - Geneva School of Business Administration , Universite de Cergy-Pontoise and affiliation not provided to SSRN
Date Posted: February 13, 2011
Working Paper Series
1032 downloads

Incl. Electronic Paper Financing Obstacles Among Euro Area Firms: Who Suffers the Most?
ECB Working Paper No. 1293
 Annalisa Ferrando and Nicolas Griesshaber
European Central Bank (ECB) and Berlin Graduate School of Social Sciences
Date Posted: February 13, 2011
Working Paper Series
46 downloads

Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management
Journal of Banking and Finance, Vol. 35, 2011
 Joop Huij and Jeroen Derwall
Erasmus University - Rotterdam School of Management and Maastricht University - European Centre for Corporate Engagement
Date Posted: February 13, 2011
Accepted Paper Series

Incl. Electronic Paper Seasonal Anomalies
 William T. Ziemba and Constantine N. Dzahabarov
University of British Columbia (UBC) - Sauder School of Business and Alpha Lake Financial Analytics Corp
Date Posted: February 13, 2011
Working Paper Series
784 downloads

Incl. Electronic Paper Shareholder Value Creators in the S&P 500: 1991-2010
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: February 13, 2011
Working Paper Series
3160 downloads

Incl. Electronic Paper Variations in Emerging-Market Equity Premia: Impact of Financial Architecture
 Raj Aggarwal and John W. Goodell
University of Akron - Department of Finance and University of Akron - Department of Finance, College of Business Administration
Date Posted: February 13, 2011
Working Paper Series
45 downloads

Does Size Affect Mutual Fund Performance? A General Approach
Journal of Asset Management, Forthcoming
 Laurent Bodson , Laurent Cavenaile and Danielle Marie Sougné
HEC Management School - University of Liège , University of Liege and University of Liege - HEC Management School
Date Posted: February 12, 2011
Accepted Paper Series

Incl. Electronic Paper Inflation-Hedging Portfolios in Different Regimes
 Ombretta Signori and Marie Brière
AXA Investment Managers and affiliation not provided to SSRN
Date Posted: February 12, 2011
Working Paper Series
128 downloads

Incl. Electronic Paper On Estimating Conditional Conservatism
Forthcoming, The Accounting Review, Chicago Booth Research Paper No. 11-09
 Ray Ball , S.P. Kothari and Valeri V. Nikolaev
University of Chicago , Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Booth School of Business
Date Posted: February 12, 2011
Last Revised: December 03, 2012
Accepted Paper Series
1287 downloads

Incl. Electronic Paper Optimal Portfolio Choice in Real Terms: Measuring the Benefits of TIPS
Journal of Empirical Finance, Volume 19, Issue 5, December 2012, Pages 721–740,
Álvaro Cartea , Jonatan Saúl and Juan Toro
University College London , Universidad Carlos III de Madrid and Fundación Instituto de Empresa, S.L. - IE Business School
Date Posted: February 12, 2011
Last Revised: March 11, 2013
Working Paper Series
178 downloads

Incl. Electronic Paper Pricing of Fair Values During the Financial Crisis: International Evidence
 Peter Fiechter and Zoltan Novotny-Farkas
University of Zurich - Department of Business Administration and Lancaster University - Lancaster University Management School
Date Posted: February 12, 2011
Working Paper Series
455 downloads

Incl. Electronic Paper The International Monetary System After the Financial Crisis
ECB Occasional Paper No. 123
 Ettore Dorrucci and Julie McKay
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: February 12, 2011
Working Paper Series
266 downloads

Incl. Electronic Paper Which Firms are More Prone to Stock Market Manipulation?
 Serkan Imisiker and Bedri Kamil Onur Tas
Central Bank of Turkey and TOBB University of Economics and Technology - Department of Economics
Date Posted: February 12, 2011
Last Revised: November 29, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Contrarian or Momentum Profits in Pakistani Market
 Rameez Alam Jaswal and Bilal Jamil
University of Lahore - Lahore Business School and affiliation not provided to SSRN
Date Posted: February 11, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper EU and U.S. Solutions to Systemic Risk and Their Potential Influence on a World Trade Organization Approach
Georgetown Law and Economics Research Paper
Benjamin Austrin-Willis
affiliation not provided to SSRN
Date Posted: February 11, 2011
Working Paper Series
126 downloads

Foreign Direct Investment in the Financial Sector: The Engine of Growth for Central and Eastern Europe?
Europe Institute Working Paper No. 69
 Markus Eller , Peter R. Haiss and Katharina Steiner
Vienna University of Economics and Business Administration , WU Vienna University of Economics and Business and Oesterreichsiche Nationalbank (OeNB)
Date Posted: February 11, 2011
Accepted Paper Series

Speed of Convergence to Market Efficiency: The Role of ECNs
Journal of Empirical Finance, Vol. 19, No. 5, pp. 702-720, 2012
 Karel Hrazdil and Dennis Y. Chung
Simon Fraser University and Simon Fraser University
Date Posted: February 11, 2011
Last Revised: September 29, 2012
Accepted Paper Series

Incl. Electronic Paper Trading Volume and Exchange Rate Volatility: Evidence for the Sequential Arrival of Information Hypothesis
 Raj Aggarwal and Mbodja Mougoue
University of Akron - Department of Finance and Wayne State University - Finance
Date Posted: February 11, 2011
Working Paper Series
84 downloads

Incl. Electronic Paper Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds
 David Blitz and Joop Huij
Robeco Asset Management - Quantitative Strategies and Erasmus University - Rotterdam School of Management
Date Posted: February 10, 2011
Last Revised: January 13, 2012
Working Paper Series
441 downloads

Incl. Electronic Paper Optimal Portfolio Choice in the Presence of Domestic Systemic Risk: Empirical Evidence from Stock Markets
Decisions in Economics and Finance, Vol. 34, No. 2, pp. 141-168, 2011
 Marcel Prokopczuk
Zeppelin University - Institute of Corporate Management & Economics
Date Posted: February 10, 2011
Last Revised: January 30, 2012
Accepted Paper Series
105 downloads

Incl. Electronic Paper The Impact of Derivative Markets on Asset Management and the Economy
SUERF Studies No. 2008/5
 Bernhard Sammer , Peter R. Haiss , Martin Gartner , Otto Loistl , Stephan Zellner , Robert C. Merton , Krzysztof Rybinski and Urszula Sowa
Vienna University of Economics and Business Administration - European Institute , WU Vienna University of Economics and Business , affiliation not provided to SSRN , Vienna University of Economics and Business Administration , Vienna University of Economics and Business Administration , MIT Sloan School of Management , Warsaw University and National Bank of Poland
Date Posted: February 10, 2011
Accepted Paper Series
133 downloads

Incl. Fee Electronic Paper Trade Credit and International Return Comovement
CEPR Discussion Paper No. DP8222
 Rui A. Albuquerque , Tarun Ramadorai and Sumudu W. Watugala
Boston University - School of Management , University of Oxford - Said Business School and University of Oxford - Said Business School
Date Posted: February 09, 2011
Working Paper Series
5 downloads

Incl. Electronic Paper A Closer Look at Financial Development and Income Distribution
Groupe d’Analyse et de Théorie Économique Lyon‐St Étienne (GATE) Working Paper No. 1104,
Céline Gimet and Thomas Lagoarde-Segot
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE) and Euromed Management Marseille
Date Posted: February 09, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Derivatives Pricing Under a New Macro-Financial Square-Root Process for the Term Structure of Interest Rates
 Manuel Moreno and Federico Platania
University of Castilla-La Mancha and University of Castilla-La Mancha
Date Posted: February 09, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper High and Low Frequency Correlations in Global Equity Markets
 Robert F. Engle and Jose Gonzalo Rangel
New York University - Leonard N. Stern School of Business - Department of Economics and Goldman Sachs Group, Inc. - Global Investment Research
Date Posted: February 09, 2011
Working Paper Series
133 downloads

Incl. Electronic Paper Value-at-Risk Model Risk
 Carol Alexander and José María Sarabia
University of Reading - ICMA Centre and University of Cantabria - Department of Economics
Date Posted: February 09, 2011
Working Paper Series
487 downloads

Incl. Electronic Paper Inside-Out: Perception of Key Finance Professionals about Theory and Practice of Islamic Banking
International Journal of Humanities and Social Sciences, Vol 2, No. 4
Muhammad Hanif and Abdullah Muhammad Iqbal
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business and Independent
Date Posted: February 08, 2011
Last Revised: December 16, 2012
Accepted Paper Series
202 downloads

Incl. Electronic Paper The Pricing Policy of Banks for Exchange-Traded Leverage Certificates: Interday and Intraday Effects
 Oliver Entrop , Alexander Schober and Marco Wilkens
University of Passau , University of Augsburg and University of Augsburg
Date Posted: February 08, 2011
Last Revised: May 20, 2013
Working Paper Series
181 downloads

Incl. Electronic Paper A New Approach to Pricing and Hedging Options with Transaction Costs
 Ling Chen , Tze Leung Lai and Tiong Wee Lim
Goldman Sachs Group, Inc. , Stanford University - Department of Statistics and National University of Singapore - Department of Statistics and Applied Probability
Date Posted: February 08, 2011
Working Paper Series
260 downloads

Incl. Electronic Paper Advanced Emerging Markets: The Road to Graduation
Emerging Markets Research, Barclays Capital, October 2010
 Eduardo Levy Levy-Yeyati and Piero Ghezzi
Universidad Torcuato Di Tella - School of Business and Barclays Capital
Date Posted: February 08, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Bubbles in Prices of Financial Assets (Burbujas en los Precios de los Actives Financieros) (Spanish)
Pensamiento y Gestión, Vol. 24, pp. 63-87, 2008,
 Alexander Guzman and María Andrea Trujillo
Colegio de Estudios Superiores de Administración - CESA - Universidad de los Andes - School of Management and Colegio de Estudios Superiores de Administración - CESA - Universidad de los Andes - School of Management
Date Posted: February 08, 2011
Last Revised: February 15, 2011
Accepted Paper Series
20 downloads

Incl. Electronic Paper Do IFRS Provide Better Information about Intangibles in Europe ?
Review of Accounting and Finance, Vol.10, N°3, 2011,
 Sandrine Boulerne , Jean-Michel Sahut and Frederic Teulon
University Francois Rabelais-Vallorem , University of Applied Sciences - Geneva School of Business Administration and Independent
Date Posted: February 08, 2011
Last Revised: April 13, 2012
Accepted Paper Series
1536 downloads

Incl. Electronic Paper Estimation Risk, Learning and the Equity Premium
 Evgenia Gvozdeva and Praveen Kumar
Russell Investments and University of Houston - Department of Finance
Date Posted: February 08, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach
Review of Financial Studies (RFS), Forthcoming
 Joseph D. Piotroski and Eric C. So
Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 08, 2011
Last Revised: May 10, 2012
Working Paper Series
1518 downloads

Incl. Electronic Paper Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises
ADBI Working Paper No. 264
 Viral V. Acharya , Thomas F. Cooley , Matthew P. Richardson and Ingo Walter
New York University - Leonard N. Stern School of Business , New York University - Leonard N. Stern School of Business , New York University (NYU) - Department of Finance and New York University - Leonard N. Stern School of Business
Date Posted: February 08, 2011
Working Paper Series
488 downloads

Incl. Electronic Paper Modelling Default Risk: A New Structural Approach
Finance Research Letters, Forthcoming
 Yildiray Yildirim
Syracuse University - Whitman School of Management
Date Posted: February 08, 2011
Accepted Paper Series
58 downloads

Incl. Electronic Paper The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks
 Vassilis A. Efthymiou and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: February 08, 2011
Last Revised: April 29, 2011
Working Paper Series
95 downloads

Incl. Electronic Paper Using Industry Momentum to Improve Portfolio Performance
Journal of Banking & Finance, Vol. 36, pp. 1414-1423. 2012
 Patrick Behr , Andre Guettler and Fabian Trübenbach
Braziliann School of Public and Business Administration , University of Ulm - Department of Mathematics and Economics and European Business School (EBS)
Date Posted: February 08, 2011
Last Revised: March 22, 2012
Accepted Paper Series
248 downloads

Incl. Electronic Paper A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
Economics Bulletin, Forthcoming
Jean-Michel Sahut and Mehdi Mili
University of Applied Sciences - Geneva School of Business Administration and University of Sousse - Institut Supérieur de Gestion (ISG), Tunis
Date Posted: February 07, 2011
Accepted Paper Series
1090 downloads

Incl. Electronic Paper A Short Remark on Feller’s Square Root Condition
 Ilya I. Gikhman
Independent
Date Posted: February 07, 2011
Working Paper Series
353 downloads


 

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