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SSRN eLibrary Statistics:
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Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
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69,626
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To date:
66,741,858
Last 12 months:
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Last 30 days:
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239,806
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5,733,423
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JEL Code: G1
13,114,336 Total downloads
Showing Papers 8,881 - 8,930 of 36,963
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Cream Skimming in Financial Markets
Patrick Bolton ,
Tano Santos
and
Jose A. Scheinkman
Columbia Business School - Department of Economics
,
Columbia Business School
and
Princeton University - Department of Economics
Date Posted: February 28, 2011
Last Revised: June 15, 2012
Working Paper Series
583 downloads
Credit Lines and Capital Adequacy
Elizabeth Foote
affiliation not provided to SSRN
Date Posted: February 28, 2011
Working Paper Series
57 downloads
Day of the Week Effect and Market Efficiency in the Italian Stock Market: An Empirical Analysis
The IUP Journal of Applied Finance, Vol. 16, No. 2, pp. 5-51, February 2010
Francesco Guidi
University of Greenwich - Greenwich Business School
Date Posted: February 28, 2011
Accepted Paper Series
Effectiveness of Copula-Extreme Value Theory in Estimating Value-at-Risk: Empirical Evidence from Asian Emerging Markets
Chun-Pin Hsu
,
Chin-Wen Huang
and
Wan-Jiun Paul Chiou
CUNY York College
,
affiliation not provided to SSRN
and
Central Michigan University - Department of Finance and Law
Date Posted: February 28, 2011
Working Paper Series
Forecasting Hedge Funds Volatility: A Markov Regime-Switching Approach
Szabolcs Blazsek
affiliation not provided to SSRN
Date Posted: February 28, 2011
Working Paper Series
108 downloads
Heston 2010
Antoine Jacquier
and
Claude Martini
Imperial College London - Department of Mathematics
and
Zeliade Systems
Date Posted: February 28, 2011
Last Revised: March 07, 2011
Working Paper Series
215 downloads
How Much do Firms Pay as Bribes and What Benefits do They Get? Evidence from Corruption Cases Worldwide
24th Australasian Finance and Banking Conference 2011 Paper
Stephen Yan-Leung Cheung ,
Raghavendra Rau
and
Aris Stouraitis
City University of Hong Kong (CityUHK) - Department of Economics & Finance
,
University of Cambridge
and
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Date Posted: February 28, 2011
Last Revised: September 14, 2012
Working Paper Series
691 downloads
Portfolios of American Options Under General Preferences: Results and Counterexamples
Vicky Henderson ,
A. Elizabeth Whalley and
Jia Sun
University of Oxford - Oxford Man Institute
,
University of Warwick - Finance Group
and
China Credit Rating Co.,Ltd
Date Posted: February 28, 2011
Last Revised: October 31, 2011
Working Paper Series
89 downloads
Simulating Fundamental Analysis of a Firm Using a VECX Model
Jose Bonifacio De Araujo Jr.
and
Bernardus F. N. Van Doornik
University of Brasilia
and
Universidade de Brasilia
Date Posted: February 28, 2011
Working Paper Series
104 downloads
Stock Price Response to Earnings Announcements: Evidence from Nigeria
Pyemo Afego
North-Eastern Hill University
Date Posted: February 28, 2011
Last Revised: August 10, 2011
Working Paper Series
120 downloads
The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market
HKIMR Working Paper No. 05/2011
Song Han and
Li Dan
Federal Reserve Board - Division of Research and Statistics
and
affiliation not provided to SSRN
Date Posted: February 28, 2011
Working Paper Series
33 downloads
Tick Size Reduction and Price Discovery in Option Markets: An Empirical Investigation
Michal Czerwonko
,
Nabil Khoury
,
Stylianos Perrakis and
Marko Savor
McGill University
,
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
,
Concordia University, Quebec - John Molson School of Business
and
University of Quebec in Montreal
Date Posted: February 28, 2011
Working Paper Series
52 downloads
Wealth Effects Revisited 1978-2009
Cowles Foundation Discussion Paper No. 1784
Karl E. Case ,
John M. Quigley and
Robert J. Shiller
Wellesley College
,
University of California, Berkeley, College of Letters & Science, Department of Economics
and
Yale University - Cowles Foundation
Date Posted: February 28, 2011
Working Paper Series
174 downloads
Why Do Traders Choose to Trade Anonymously?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Carole Comerton-Forde
,
Tālis J. Putniņš and
Kar Mei Tang
University of Melbourne - Department of Finance
,
University of Technology, Sydney - UTS Business School
and
University of Sydney - Discipline of Finance
Date Posted: February 28, 2011
Accepted Paper Series
154 downloads
Estructura óptima de capital y estructura de varias empresas (Optimal Capital Structure)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 27, 2011
Last Revised: April 18, 2013
Working Paper Series
2003 downloads
Investor Competition Over Information and the Pricing of Information Asymmetry
The Accounting Review, Forthcoming
Brian Akins ,
Jeffrey Ng and
Rodrigo S. Verdi
Rice University - Jesse H. Jones Graduate School of Business
,
Singapore Management University - School of Accountancy
and
Massachusetts Institute of Technology (MIT)
Date Posted: February 27, 2011
Last Revised: April 18, 2013
Working Paper Series
580 downloads
Tweets and Peers: Defining Industry Groups and Strategic Peers based on Investor Perceptions of Stocks on Twitter
Algorithmic Finance (2011), 1:1, 57-76
Timm O. Sprenger and
Isabell M. Welpe
Technische Universität München (TUM) - School of Management
and
Technische Universität München (TUM) - School of Management
Date Posted: February 27, 2011
Accepted Paper Series
260 downloads
An Apple a Day Keeps Shareholder Suits at Bay: An Examination of a Corporate Officer’s Legal Duty to Disclose Health Problems to Shareholders
Texas Wesleyan Law Review, Vol. 17, p. 303, 2011
Alexis Brown Stokes
Texas State University - San Marcos
Date Posted: February 27, 2011
Last Revised: August 26, 2011
Accepted Paper Series
35 downloads
Are Value and Size Fundamentals Proxies for the Systematic Risk Factors?
Alexander Subbotin
and
Thierry Chauveau
Natixis
and
National Center for Scientific Research (CNRS)
Date Posted: February 27, 2011
Working Paper Series
81 downloads
Asset Pricing Theory in Light of Ellsberg Paradox
Peter Lerner (Ret.)
Rollins College
Date Posted: February 27, 2011
Last Revised: March 08, 2012
Working Paper Series
41 downloads
Cross-Country Equity Investment and Exchange Rate Dynamics
Sanders Chang
University of Dayton - School of Business Administration - Department of Economics and Finance
Date Posted: February 27, 2011
Working Paper Series
63 downloads
Firm Level Productivity, Risk, and Return
Ayse Imrohoroglu and
Selale Tuzel
University of Southern California - Marshall School of Business
and
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Date Posted: February 27, 2011
Last Revised: February 07, 2013
Working Paper Series
168 downloads
Global Sovereign Debt Crises and the Performance of IPOs
Andre B. Dorsman
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: February 27, 2011
Last Revised: January 11, 2013
Working Paper Series
150 downloads
In Pursuit of the Naked Short
New York University Journal of Law and Business, Vol. 5, No. 1, 2009
Alexis Brown Stokes
Texas State University - San Marcos
Date Posted: February 27, 2011
Accepted Paper Series
140 downloads
Option Bid-Ask Spread and Liquidity
Mo Chaudhury
McGill University - Desautels Faculty of Management
Date Posted: February 27, 2011
Last Revised: September 01, 2011
Working Paper Series
124 downloads
Returns Premia on Company Fundamentals
Alexander Subbotin
and
Thierry Chauveau
Natixis
and
National Center for Scientific Research (CNRS)
Date Posted: February 27, 2011
Working Paper Series
264 downloads
Some Easy-to-Implement Methods of Calculating American Futures Option Prices
Journal of Futures Markets Journal of Futures Markets, Vol. 15, No. 3, pp. 303-344, 1995
Mo Chaudhury
McGill University - Desautels Faculty of Management
Date Posted: February 27, 2011
Accepted Paper Series
34 downloads
Value and Size Puzzles: A Commented Survey
Alexander Subbotin
Natixis
Date Posted: February 27, 2011
Working Paper Series
250 downloads
Why are U.S. Stocks More Volatile?
Charles A. Dice Center Working Paper No. 2011-6, Fisher College of Business Working Paper No. 2011-03-006
Söhnke M. Bartram ,
Gregory W. Brown
and
Rene M. Stulz
Warwick Business School - Department of Finance
,
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
Ohio State University (OSU) - Department of Finance
Date Posted: February 27, 2011
Working Paper Series
530 downloads
A One-Year Review of SEC Interpretive Release on Climate Change Disclosures
Alexis Brown Stokes
Texas State University - San Marcos
Date Posted: February 26, 2011
Last Revised: May 09, 2013
Working Paper Series
Financial Market Dislocations
AFA 2013 San Diego Meetings Paper
Paolo Pasquariello
University of Michigan - Stephen M. Ross School of Business
Date Posted: February 26, 2011
Last Revised: January 11, 2013
Working Paper Series
104 downloads
Economic Analysis of the Effects of the Federal Reserve Board’s Proposed Debit Card Interchange Fee Regulations on Consumers and Small Businesses
David S. Evans ,
Robert E. Litan and
Richard Schmalensee
University of Chicago Law School
,
Ewing Marion Kauffman Foundation
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 26, 2011
Last Revised: March 01, 2011
Working Paper Series
677 downloads
Fat-Tailed Models for Risk Estimation
Journal of Portfolio Management, Vol. 37, No. 2, 2011
Stoyan V. Stoyanov ,
Svetlozar Rachev
,
Boryana Racheva-Iotova
and
Frank J. Fabozzi
EDHEC Business School
,
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
,
affiliation not provided to SSRN
and
EDHEC Business School
Date Posted: February 26, 2011
Accepted Paper Series
Finance and Oil: Is There a Resource Curse in Financial Development?
European Banking Center Discussion Paper No. 2011-004, CentER Discussion Paper No. 2011-017
Thorsten Beck
Tilburg University - European Banking Center, CentER
Date Posted: February 26, 2011
Working Paper Series
128 downloads
Government Intervention and Strategic Trading in the U.S. Treasury Market
Paolo Pasquariello and
Clara Vega
University of Michigan - Stephen M. Ross School of Business
and
Board of Governors of the Federal Reserve System
Date Posted: February 26, 2011
Last Revised: March 15, 2012
Working Paper Series
44 downloads
The Economic Principles for Establishing Reasonable Regulation of Debit-Card Interchange Fees that Could Improve Consumer Welfare
David S. Evans ,
Robert E. Litan and
Richard Schmalensee
University of Chicago Law School
,
Ewing Marion Kauffman Foundation
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 26, 2011
Last Revised: March 01, 2011
Working Paper Series
174 downloads
Trading Activity and Price Impact in Parallel Markets: SETS vs. Off-Book Market at the London Stock Exchange
Angelo Carollo ,
Gabriella Vaglica
,
Fabrizio Lillo
and
Rosario N. Mantegna
University of Palermo
,
University of Palermo
,
University of Palermo
and
Central European University
Date Posted: February 26, 2011
Last Revised: December 11, 2011
Working Paper Series
49 downloads
Accelerating Pathwise Greeks in the LIBOR Market Model
Mark S. Joshi and
Alexander Wiguna
University of Melbourne - Centre for Actuarial Studies
and
affiliation not provided to SSRN
Date Posted: February 25, 2011
Last Revised: August 01, 2011
Working Paper Series
195 downloads
An Application of Risk Contingent Credit Applied to New York Dairy Farms with U.S. Options on Class III Milk Futures
Calum G. Turvey and
Cao Yu
Cornell University - School of Applied Economics and Management
and
Cornell University
Date Posted: February 25, 2011
Working Paper Series
29 downloads
Calibration and Monte Carlo Pricing of the SABR-Hull-White Model for Long-Maturity Equity Derivatives
Bin Chen
,
Lech A. Grzelak and
Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI)
,
Centrum Wiskunde en Informatica
and
Center for Mathematics and Computer Science (CWI)
Date Posted: February 25, 2011
Working Paper Series
285 downloads
Capital Account Liberalization and the Role of the Renminbi
Peterson Institute for International Economics Working Paper No. 11-6
Nicholas Lardy and
Patrick Douglass
Peter G. Peterson Institute for International Economics
and
Peterson Institute for International Economics
Date Posted: February 25, 2011
Working Paper Series
184 downloads
Portfolio Selection via the Overreaction Strategy
Revue Sciences de Gestion, No. 73, 2009
Mohamed Ali Trabelsi
Ecole Supérieure de Commerce de Tunis
Date Posted: February 25, 2011
Accepted Paper Series
Analysis of Impact of Cash Out-Flow from the Banking Sector on the Sudanese Economy
Banking and Financial Institutions Journal, Vol. 3, No. 39, March 7, 2011
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: February 24, 2011
Last Revised: May 28, 2011
Accepted Paper Series
61 downloads
Dynamics of Entrepreneurship Under Incomplete Markets
Chong Wang
,
Neng Wang and
Jinqiang Yang
Naval Postgraduate School
,
Columbia Business School - Finance and Economics
and
Shanghai University of Finance and Economics
Date Posted: February 24, 2011
Last Revised: November 09, 2011
Working Paper Series
64 downloads
Fast Trees for Options with Discrete Dividends
Nelson Areal and
Artur Rodrigues
University of Minho - School of Economics and Management
and
University of Minho - School of Economics and Management
Date Posted: February 24, 2011
Working Paper Series
140 downloads
Regulatory Sloth and Activism in the Effervescence of Financial Crisis
Law and Policy, Spring 2011
Nicholas Dorn
Erasmus University Rotterdam - Erasmus School of Law
Date Posted: February 24, 2011
Accepted Paper Series
Render Unto Caesar: EU Financial Market Regulation Meets Political Accountability
Journal of European Integration, 34(3), April, pp 205-221
Nicholas Dorn
Erasmus University Rotterdam - Erasmus School of Law
Date Posted: February 24, 2011
Last Revised: August 21, 2012
Accepted Paper Series
The Impact of Convertible Debt Financing on Investment Timing
Economic Modelling, Vol. 29, No. 6, 2012
Kyoko Yagi and
Ryuta Takashima
Akita Prefectural University
and
Chiba Institute of Technology
Date Posted: February 24, 2011
Last Revised: December 18, 2012
Accepted Paper Series
Tournaments and the Impetuous Contestants: An Analysis of Incentives for Analyst Forecast Boldness
Zili Zhuang
Chinese University of Hong Kong (CUHK) - Faculty of Business Administration
Date Posted: February 24, 2011
Last Revised: June 09, 2012
Working Paper Series
Why Might Investors Choose Active Management?
Geoff Warren and
F. Douglas Foster
Australian National University (ANU) - School of Finance & Applied Statistics
and
University of Technology, Sydney
Date Posted: February 24, 2011
Last Revised: February 20, 2013
Working Paper Series
151 downloads
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