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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
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Total Citation
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Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,992,589 Total downloads
Showing Papers 8,961 - 9,010 of 36,704
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Incl. Electronic Paper Volatility-of-Volatility : A Simple Model-Free Motivation
Wilmott Magazine, September 2012
Gabriel G. Drimus
Institute of Banking and Finance, University of Zürich
Date Posted: January 23, 2011
Last Revised: November 07, 2012
Accepted Paper Series
172 downloads

Incl. Electronic Paper Incentives Through the Cycle: Microfounded Macroprudential Regulation
Systemic Risk, Basel III, Financial Stability and Regulation 2011
 Giovanni di Iasio and Mario Quagliariello
Bank of Italy and European Banking Authority
Date Posted: January 22, 2011
Last Revised: March 01, 2013
Working Paper Series
131 downloads

Incl. Electronic Paper Investor Sentiment, Disagreement, and Breadth-Return Relationship
forthcoming, Management Science
 Ling Cen , Hai Lu and Liyan Yang
University of Toronto - Rotman School of Management , University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Date Posted: January 22, 2011
Last Revised: July 22, 2012
Accepted Paper Series
273 downloads

Incl. Electronic Paper Is There Price Discovery in Equity Options?
 Dmitriy Muravyev , Neil D. Pearson and John Paul Broussard
Boston College , University of Illinois at Urbana-Champaign - Department of Finance and Rutgers School of Business - Camden
Date Posted: January 22, 2011
Last Revised: August 21, 2011
Working Paper Series
230 downloads

Incl. Electronic Paper The Use of Credit Default Swaps in Fund Tournaments
FIRS 2011 Research Paper
 Andre Guettler and Tim Adam
University of Ulm - Department of Mathematics and Economics and Humboldt University
Date Posted: January 22, 2011
Last Revised: February 17, 2012
Working Paper Series
202 downloads

Incl. Electronic Paper Extreme Value at Risk and Expected Shortfall During Financial Crisis
 Lancine Kourouma , Denis Dupre , Gilles Sanfilippo and Ollivier Taramasco
affiliation not provided to SSRN , University of Grenoble , University of Grenoble and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Date Posted: January 21, 2011
Working Paper Series
306 downloads

Incl. Electronic Paper Liquidity Risk Premia: An Empirical Analysis of European Corporate Bond Yields
 Raquel M. Gaspar and Patrícia Pereira
Technical University of Lisbon (UTL) - Cemapre Research Center and SGFP Bank of Portugal
Date Posted: January 21, 2011
Working Paper Series
131 downloads

Incl. Electronic Paper Measuring the Impact of the GFC on European Equity Markets
 George Milunovich
Macquarie University - Department of Economics
Date Posted: January 21, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper Real Rate Inflation-Indexed Mortgages: A Housing Market Stabilization Proposal
 Xavier Barrull and Antoni Dorse
ESADE Business School and ESADE Business School
Date Posted: January 21, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Trading Aggressiveness and Market Breadth Around Earnings Announcements
 James Upson , Sugato Chakravarty , Pankaj K. Jain and Thomas H. McInish
University of Texas at El Paso , Purdue University , University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Date Posted: January 21, 2011
Last Revised: September 10, 2011
Working Paper Series
99 downloads

Incl. Electronic Paper A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
 Massimo Guidolin , Francesco Ravazzolo and Andrea Donato Tortora
Bocconi University - Department of Finance , Norges Bank and Bocconi University
Date Posted: January 20, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper Barriers to Portfolio Flows, Short Sales Constraints and International Asset Pricing: Theory and Evidence
 Hai T. Ta and Vihang R. Errunza
McGill University and McGill University - Desautels Faculty of Management
Date Posted: January 20, 2011
Last Revised: March 07, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment Including Re-Hypotecation and Netting
 Damiano Brigo , Agostino Capponi , Andrea Pallavicini and Vasileios Papatheodorou
Department of Mathematics, Imperial College, London , Purdue University - School of Industrial Engineering , Banca IMI and Barclays Capital
Date Posted: January 20, 2011
Working Paper Series
311 downloads

Incl. Electronic Paper International Financial Flows, Real Exchange Rates and Cross-Border Insurance
Banco de Espana Working Paper No. 1038
 Francesca Viani
Banco de España
Date Posted: January 20, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Intra-Day Anomalies in the Relationship between U.S. Futures and European Stock Indexes
University of Siena Department of Economic Policy, Finance and Development Working Paper No. 12/2010
 Alessandro Innocenti , Pier Malpenga , Lorenzo Menconi and Alessandro Santoni
University of Siena - Labsi Experimental Economics Laboratory , affiliation not provided to SSRN , University of Siena and University of Siena
Date Posted: January 20, 2011
Working Paper Series
161 downloads

Incl. Electronic Paper Log-Normal Approximation of the Equity Premium in the Production Model
CESifo Working Paper Series No. 3311
 Burkhard Heer and Alfred Maussner
University of Augsburg and University of Augsburg - Faculty of Business and Economics
Date Posted: January 20, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Predicting Extreme Returns and Portfolio Management Implications
 Greg Stevenson , Andy Fodor and Nathan Mauck
University of Tulsa , Ohio University and University of Missouri - Kansas City
Date Posted: January 20, 2011
Last Revised: May 15, 2012
Working Paper Series
374 downloads

Incl. Electronic Paper Tax Shield, Bankruptcy and Interest Ceiling
 Sven Arnold , Alexander D.F. Lahmann and Bernhard Schwetzler
HHL Leipzig Graduate School of Management , HHL Leipzig Graduate School of Management and HHL Leipzig Graduate School of Management - Department of Finance
Date Posted: January 20, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper The Case for a Single-Document-Driven European Issuer-Disclosure Regime
Revue Trimestrielle de Droit Financier, No. 3, 2010
 Gaetane Schaeken Willemaers
Research Centre for Social and Economic Law (CRIDES) of the University of Louvain (Belgium)
Date Posted: January 20, 2011
Accepted Paper Series
52 downloads

Incl. Electronic Paper An Overview of Equity Real Estate Investment Trusts (REITs): 1993-2009
Journal of Real Estate Literature, Vol. 19, No. 2, pp. 307-343, 2011
 Zhilan Feng , S. McKay Price and C. F. Sirmans
Union College , Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: January 19, 2011
Last Revised: November 08, 2011
Accepted Paper Series
578 downloads

Incl. Electronic Paper Calibration of the Multi-Currency LIBOR Market Model
 Kay F. Pilz and Erik Schlogl
affiliation not provided to SSRN and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 19, 2011
Working Paper Series
96 downloads

Incl. Electronic Paper Fourteen at One Blow: The Market Entry of Turquoise
 Jördis Hengelbrock and Erik Theissen
University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Date Posted: January 19, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Global Tactical Sector Allocation: A Quantitative Approach
 Ronald Q. Doeswijk and Pim van Vliet
Robeco and Robeco Asset Management - Quantitative Strategies
Date Posted: January 19, 2011
Working Paper Series
1227 downloads

Incl. Electronic Paper The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets
ECB Occasional Paper No. 122
 John Beirne , Lars Dalitz , Jacob Ejsing , Magdalena Grothe , Simone Manganelli , Fernando Monar , Benjamin Sahel , Matjaz Susec , Jens Tapking and Tana Vong
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank , European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: January 19, 2011
Working Paper Series
235 downloads

Incl. Electronic Paper Toxic Asset Subsidies and the Early Redemption of TALF Loans
 Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
Date Posted: January 19, 2011
Last Revised: August 19, 2011
Working Paper Series
130 downloads

Incl. Electronic Paper Can Position Limits Restrain 'Rogue' Trading?
Journal of Banking and Finance, Forthcoming
 Muhammed Shahid Ebrahim
Bangor University - University of Wales System
Date Posted: January 18, 2011
Last Revised: October 26, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Spillover Effects in Mutual Fund Companies
McCombs Research Paper Series No. FIN-03-11
 Clemens Sialm and T. Mandy Tham
University of Texas at Austin - McCombs School of Business and Nanyang Technological University (NTU)
Date Posted: January 18, 2011
Last Revised: May 06, 2013
Working Paper Series
152 downloads

Incl. Fee Electronic Paper Rethinking the Effects of Financial Liberalization
CEPR Discussion Paper No. DP8171
 Fernando A. Broner and Jaume Ventura
CREI and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: January 18, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper Chaos in the Commodities Market (Caos en el Mercado de Commodities) (Spanish)
Cuadernos de Economía, Vol. 29, No. 53, p. 155, 2010,
 Christian Espinosa Méndez
Universidad Diego Portales
Date Posted: January 18, 2011
Accepted Paper Series
48 downloads

Incl. Electronic Paper Does Industry Size Matter? Revisiting European Mutual Fund Performance
 Rogér Otten and Kilian Thevissen
Maastricht University - Department of Finance and Philips Pension Fund
Date Posted: January 18, 2011
Last Revised: February 17, 2011
Working Paper Series
129 downloads

Incl. Electronic Paper Financial Regulation at the Crossroads
IMPLICATIONS FOR SUPERVISION, INSTITUTIONAL DESIGN AND TRADE, INTERNATIONAL BANKING AND FINANCE SERIES, Panagiotis Delimatsis and Nils Herger, eds., Kluwer Law International, 2011
 Panagiotis Delimatsis and Nils Herger
Tilburg Law and Economics Center (TILEC) and World Trade Institute - NCCR Trade Regulation - Swiss National Centre of Competence in Research
Date Posted: January 18, 2011
Accepted Paper Series
106 downloads

Incl. Electronic Paper International Equity Diversification: Small-Cap Versus Small-Market Effects
 Wenling Lin
Office of Comptroller of Currency
Date Posted: January 18, 2011
Last Revised: April 22, 2011
Working Paper Series
126 downloads

Incl. Electronic Paper Modelling Sukuk Structures in Indonesia: Economic Development and the Risk Management
 Roslina Mohamad Shafi and Mohd Asyadi Redzuan
Universiti Teknologi MARA JOHOR and affiliation not provided to SSRN
Date Posted: January 18, 2011
Working Paper Series
409 downloads

Potential Adoption of IFRS by the United States: A Critical View
CAAA Annual Conference 2011 , Accounting Horizons, Forthcoming
 Devrimi Kaya and Julian A. Pillhofer
University of Erlangen-Nuremberg - Department of Accounting and Auditing and University of Erlangen-Nuremberg
Date Posted: January 18, 2011
Last Revised: September 01, 2012
Accepted Paper Series

Incl. Electronic Paper Psychology and the Financial Crisis of 2007-2008
 Nicholas Barberis
Yale School of Management
Date Posted: January 18, 2011
Last Revised: September 03, 2011
Working Paper Series
1009 downloads

Incl. Electronic Paper Stock Market Crises, Background Risk and Liquidity Premium
 Sergey Isaenko and Rui Zhong
Concordia University, Quebec - Department of Finance and Concordia University, Quebec - John Molson School of Business
Date Posted: January 18, 2011
Last Revised: February 21, 2012
Working Paper Series
189 downloads

Incl. Electronic Paper Telefonica: 1991-2010 (Spanish)
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: January 18, 2011
Last Revised: January 24, 2011
Working Paper Series
597 downloads

Incl. Electronic Paper The Impact of Financial Market Frictions on Trade Flows, Capital Flows and Economic Development
 Spiros Bougheas and Rod Falvey
University of Nottingham - School of Economics and Bond University - Department of Economics
Date Posted: January 18, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper The Impact of Fiscal Rules on Public Finances: Theory and Empirical Evidence for the Euro Area
CESifo Working Paper Series No. 3303
 Wim Marneffe , Bas Van Aarle , Wouter Van Der Wielen and Lode Vereeck
Hasselt University - Faculty of Applied Ecoonomics , KU Leuven - LICOS - Centrum voor Transitie-economie , Hasselt University - Faculty of Applied Ecoonomics and Hasselt University - Faculty of Applied Ecoonomics
Date Posted: January 18, 2011
Working Paper Series
111 downloads

Valuation of the Conditional Indexation Option in Asset and Liability Management of Defined Benefit Pension Funds
MATHEMATICAL AND STATISTICAL METHODS FOR INSURANCE AND FINANCE, C. Perna, M. Sibillo, eds., Springer Verlag, Forthcoming
 Rosa Cocozza , Angela Gallo and Giuseppe Xella
University of Naples Federico II - Faculty of Economics , Università di Salerno - Faculty of Economics and University of Naples Federico II
Date Posted: January 18, 2011
Accepted Paper Series

Incl. Electronic Paper The Economic Gains from Predicting Returns of Multiple Assets
 Laurent Barras
McGill University - Desautels Faculty of Management
Date Posted: January 17, 2011
Last Revised: February 12, 2013
Working Paper Series
124 downloads

Incl. Electronic Paper A Tale of Two Market Microstructures: Spillovers of Informed Trading and Liquidity for Cross Listed Chinese A and B Shares
 Jing Chen , Julian M. Williams and Roger Buckland
Swansea University , University of Aberdeen Business School and University of Aberdeen - Business School
Date Posted: January 17, 2011
Last Revised: February 15, 2011
Working Paper Series
56 downloads

Incl. Electronic Paper Foreign Currency Lending in Emerging Europe: Bank Level Evidence
European Banking Center Discussion Paper No. 2010-31, CentER Discussion Paper Series No. 2010-135
 Martin Brown and Ralph De Haas
University of St. Gallen, Swiss Institute of Banking and Finance and European Bank for Reconstruction and Development
Date Posted: January 17, 2011
Last Revised: January 18, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound
 Martin M. Andreasen and Andrew Meldrum
University of Aarhus and University of Cambridge
Date Posted: January 17, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper The Role of Equity Funds in the Financial Crisis Propagation
Swiss Finance Institute Research Paper No. 11-35
 Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Date Posted: January 17, 2011
Last Revised: June 03, 2012
Working Paper Series
354 downloads

Incl. Electronic Paper The Role of Securitization in Mortgage Renegotiation
Fisher College of Business Working Paper No. 2011-03-002, Charles A. Dice Center Working Paper No. 2011-2, FRB of Chicago Working Paper No. 2011-02
 Sumit Agarwal , Gene Amromin , Itzhak Ben-David , Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore , Federal Reserve Bank of Chicago , Ohio State University - Fisher College of Business, Finance Department , Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Date Posted: January 17, 2011
Last Revised: March 14, 2011
Working Paper Series
455 downloads

Incl. Electronic Paper Volatility Transmission and Correlation Analysis between the US and Asia: The Impact of the Global Financial Crisis
 Natalia Valls and Helena Chuliá
Caixa d’Estalvis i Pensions de Barcelona and University of Barcelona - Faculty of Economic Science and Business Studies
Date Posted: January 17, 2011
Working Paper Series
114 downloads

Incl. Electronic Paper Unilateral CVA for CDS in a Contagion Model with Stochastic Pre-Intensity and Interest
 Qunfang Bao , Si Chen and Shenghong Li
Zhejiang University - Department of Mathematics , Zhejiang University - Department of Mathematics and Zhejiang University
Date Posted: January 16, 2011
Last Revised: April 27, 2013
Working Paper Series
89 downloads

Incl. Electronic Paper A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
 Giovanni Calice , Christos Ioannidis and Rong Hui Miao
University of Birmingham - Department of Economics , University of Bath-Department of Economics and University of Bath - Department of Economics
Date Posted: January 16, 2011
Last Revised: January 21, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper A Parametric Curve Analysis for the Risk-Return Tradeoff in an Agency Problem
 Ke-Wei Huang
National University of Singapore - Department of Information Systems
Date Posted: January 16, 2011
Working Paper Series
38 downloads


 

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