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Full Text Papers: 393,787
Authors: 226,737
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SSRN eLibrary Search Results
JEL Code: G1
12,989,502 Total downloads
Showing Papers 9,101 - 9,150 of 36,695
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Solvency of Life Insurance Companies: Methodological Issues
Journal of Actuarial Practice, Vol. 13, 2006
Rosa Cocozza and Emilia Di Lorenzo
University of Naples Federico II - Faculty of Economics and University of Naples Federico II - Faculty of Economics
Date Posted: January 09, 2011
Accepted Paper Series

The Effects of Option Introduction on Analyst Coverage and Earnings Estimates
The American Economist, 2010
Susana Yu , Kishore Tandon and Gwendolyn P. Webb
Montclair State University , CUNY Baruch College - Zicklin School of Business and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Date Posted: January 09, 2011
Accepted Paper Series

The Fair Value of Pension Liabilities: The Case of Embedded Option in Scenario Analysis
Investment Innovations and Financial Management, Vol. 7, pp. 36-45, 2010
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 09, 2011
Accepted Paper Series

Incl. Electronic Paper The Relationship Profitability-Trade Volume: Dynamism of Overconfidence in the Context of the Tunisian Market (La Relation Rentabilité-Volume des Transactions: Dynamisme de la Sur-Confiance Dans le Contexte du Marché Tunisien) (French)
Abderrazak Dhaoui
University of Sousse - Faculty of Economic Sciences and Management
Date Posted: January 09, 2011
Last Revised: January 16, 2011
Working Paper Series
77 downloads

The Value at Risk of the Mathematical Provision: Critical Issues
Journal of Risk Management in Financial Institutions, Vol. 1, No. 3, pp. 311-319, 2008
Rosa Cocozza , Emilia Di Lorenzo , Albina Orlando and Marilena Sibillo
University of Naples Federico II - Faculty of Economics , University of Naples Federico II - Faculty of Economics , Italian National Research Council (CNR) and Università degli Studi di Salerno
Date Posted: January 09, 2011
Accepted Paper Series

Usage of Stock Index Options: Evidence from the Italian Market
STOCK MARKET VOLATILITY, pp. 337-353, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009
Rosa Cocozza
University of Naples Federico II - Faculty of Economics
Date Posted: January 09, 2011
Accepted Paper Series

Value-at-Risk-Adjusted Performance for Structured Portfolios
THE VAR MODELING HANDBOOK, pp. 349-374, G.N. Gregoriou, ed., McGraw Hill, 2009
Rosa Cocozza
University of Naples Federico II - Faculty of Economics
Date Posted: January 09, 2011
Accepted Paper Series

Incl. Electronic Paper Why is the Market Share of Adjustable-Rate Mortgages so Low?
Current Issues in Economics and Finance, Vol. 16, No. 8, December 2010
Emanuel Moench , James I. Vickery and David Aragon
Federal Reserve Bank of New York , Federal Reserve Bank of New York and affiliation not provided to SSRN
Date Posted: January 09, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Evidence on the Real Effects of Accounting: The Case of Employee Stock Option Expensing
Yiwei Dou , M.H. Franco Wong and Baohua Xin
New York University (NYU) - Department of Accounting, Taxation & Business Law , INSEAD and University of Toronto - Rotman School of Management
Date Posted: January 08, 2011
Last Revised: July 06, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper How Much Trouble is Early Foul Trouble? Strategically Idling Resources in the NBA
NYU Poly Research Paper
Allan Maymin , Philip Maymin and Eugene Shen
AllianceBernstein , NYU Poly - Department of Finance and Risk Engineering and AllianceBernstein
Date Posted: January 08, 2011
Last Revised: February 22, 2012
Working Paper Series
768 downloads

Incl. Electronic Paper Short Sales, Class-Action Lawsuits, and Potential Information Leakages
Benjamin M. Blau and Philip L. Tew
Utah State University - Huntsman School of Business and Arkansas State University
Date Posted: January 08, 2011
Working Paper Series
115 downloads

Incl. Electronic Paper What Role for Gold in a Diversified Portfolio?
Matthieu Leblanc
Independent
Date Posted: January 08, 2011
Last Revised: November 01, 2011
Working Paper Series
115 downloads

Incl. Electronic Paper Why Does the Law Matter? Investor Protection and its Effects on Investment, Finance, and Growth
Journal of Finance, Forthcoming
R. David McLean , Tianyu Zhang and Mengxin Zhao
University of Alberta - Department of Finance and Statistical Analysis , City University of Hong Kong (CityUHK) - Department of Accountancy and University of Alberta - School of Business
Date Posted: January 07, 2011
Last Revised: January 27, 2013
Accepted Paper Series
589 downloads

A New Classification of Exotic Options
Bankers, Markets and Investors, Forthcoming
Jian Wu
Rouen Business School
Date Posted: January 07, 2011
Last Revised: August 03, 2012
Accepted Paper Series

Decision Making in Structured Finance. A Case in Risk-Adjusted Performance Computation
4th Computational Management Science Conference, April 2007
Rosa Cocozza and Albina Orlando
University of Naples Federico II - Faculty of Economics and Italian National Research Council (CNR)
Date Posted: January 07, 2011
Accepted Paper Series

External Extendible Options with Modifiable Underlying Assets
Bankers, Markets and Investors, Forthcoming
Jian Wu
Rouen Business School
Date Posted: January 07, 2011
Last Revised: August 02, 2012
Accepted Paper Series

Incl. Electronic Paper Markets Change Every Day: Evidence from the Memory of Trade Direction
Spyros Skouras and Christos Axioglou
Athens University of Economics and Business - Department of International and European Economic Studies and affiliation not provided to SSRN
Date Posted: January 07, 2011
Last Revised: January 20, 2011
Working Paper Series
153 downloads

Incl. Electronic Paper Price Dynamics in a Markovian Limit Order Market
Rama Cont and Adrien de Larrard
Imperial College London and Université Paris VII Denis Diderot
Date Posted: January 07, 2011
Last Revised: March 28, 2012
Working Paper Series
1417 downloads

Size and Momentum Strategies in Indonesian Market
Cecep Setiawan
affiliation not provided to SSRN
Date Posted: January 07, 2011
Working Paper Series

Incl. Electronic Paper Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns
McCombs Research Paper Series No. FIN-01-11, AFA 2012 Chicago Meetings Paper
Bing Han and Yi Zhou
University of Texas at Austin - McCombs School of Business and Florida State University, College of Business, Department of Finance
Date Posted: January 07, 2011
Last Revised: June 18, 2011
Working Paper Series
724 downloads

Incl. Electronic Paper Textual Risk Disclosures and Investors’ Risk Perceptions
Review of Accounting Studies, Forthcoming
Todd D. Kravet and Volkan Muslu
University of Texas at Dallas - School of Management and Bauer College of Business University of Houston
Date Posted: January 07, 2011
Last Revised: December 05, 2012
Accepted Paper Series
466 downloads

Incl. Electronic Paper The Performance of Socially Responsible Funds: Does the Screening Process Matter?
Finance and Corporate Governance Conference 2011 Paper
Gunther Capelle-Blancard and Stéphanie Monjon
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CIRED, International Research Center on Environment & Development, France
Date Posted: January 07, 2011
Last Revised: January 04, 2012
Working Paper Series
298 downloads

The Puzzle of Privately-Imposed Price Limits: Are the Limits Imposed by Financial Exchanges Effective
IEB International Journal of Business, January 2011
Bahattin Buyuksahin and David Reiffen
Bank of Canada and U.S. Commodity Futures Trading Commission (CFTC)
Date Posted: January 07, 2011
Accepted Paper Series

Incl. Electronic Paper Using the Inconsistency of Private and Public Information to Identify Misleading Management Guidance
CAAA Annual Conference 2011
Xiaobo Dong and Kuan-Chen Lin
Arizona State University (ASU) and Arizona State University (ASU) - School of Accountancy
Date Posted: January 07, 2011
Working Paper Series
62 downloads

Asset Market Linkages: Evidence from Financial, Commodity and Real Estate Assets
Journal of Banking and Finance, Forthcoming
Kam Fong Chan , Sirimon Treepongkaruna , Robert Darren Brooks and Stephen Gray
University of Queensland - Faculty of Business, Economics and Law , University of Western Australia , Monash University and University of Queensland - Business School
Date Posted: January 06, 2011
Accepted Paper Series

Incl. Electronic Paper Does Capital Market Myopia Affect Plant Productivity? Evidence from Going Private Transactions
Ross School of Business Paper No. 1153
Sreedhar T. Bharath , Amy K. Dittmar and Jagadeesh Sivadasan
Arizona State University - W.P. Carey School of Business , University of Michigan at Ann Arbor - Stephen M. Ross School of Business and University of Michigan - Stephen M. Ross School of Business
Date Posted: January 06, 2011
Working Paper Series
160 downloads

Incl. Electronic Paper Empirical Tests on the Credit Default Swap and Stock Markets During the Global Credit Crisis
Kam Fong Chan and Alastair Marsden
University of Queensland - Faculty of Business, Economics and Law and University of Auckland - Faculty of Business & Economics
Date Posted: January 06, 2011
Working Paper Series
131 downloads

Incl. Electronic Paper Firm-Level Internationalisation and the Home Bias Puzzle
Journal of Economics and Business, Vol. 62, No. 4, 2010
Jenny Berrill and Colm Kearney
University of Dublin - School of Business Studies and Monash University - Faculty of Business and Economics
Date Posted: January 06, 2011
Accepted Paper Series
31 downloads

Potential Effects of Basel II on the Transmission from Currency Crises to Banking Crises – The Case of South Korea
Journal of Money, Investment and Banking, No. 13, pp. 5-20, 2010
Tobias Knedlik
Halle Institute for Economic Research (IWH)
Date Posted: January 06, 2011
Accepted Paper Series

Incl. Electronic Paper Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral Densities
Banque de France Working Paper No. 47
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 06, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Strategic Balance Sheet Adjustments Under First-Time IFRS Adoption and the Consequences for Earnings Quality
Beatriz Garcia Osma and Peter F. Pope
Universidad Autonoma de Madrid and City University London
Date Posted: January 06, 2011
Working Paper Series
400 downloads

Incl. Electronic Paper The Relevance to Investors of Greenhouse Gas Emission Disclosures
UC Davis Graduate School of Management Research Paper No. 01-11
Paul A. Griffin , David H. Lont and Yuan Sun
University of California, Davis - Graduate School of Management , University of Otago - Department of Accountancy and Finance and University of California, Berkeley - Haas School of Business
Date Posted: January 06, 2011
Last Revised: June 21, 2012
Working Paper Series
855 downloads

Incl. Electronic Paper Evaluation of Hedging Effectiveness for CNX Bank and Nifty Index Futures
Centre for Multi-Disciplinary Development Research Monograph Series No. 57
B. Prasanna Kumar and M. V. Supriya
Xavier Institute of Management & Entrepreneurship and Anna University, Chennai.
Date Posted: January 05, 2011
Last Revised: November 25, 2012
Working Paper Series
51 downloads

Book-to-Market Ratio and Skewness of Stock Returns
Xiao-Jun Zhang
University of California, Berkeley
Date Posted: January 05, 2011
Working Paper Series

Incl. Electronic Paper EU Bank Packages: Objectives and Potential Conflicts of Objectives
Oesterreichische Nationalbank Financial Stability Review, No. 17, June 2009
Stefan W. Schmitz , Beat Weber and Michaela Posch
Oesterreichische Nationalbank (OeNB)University of Vienna - Institute Vienna Circle (IVC) , affiliation not provided to SSRN and Oesterreichische Nationalbank (OeNB)
Date Posted: January 05, 2011
Accepted Paper Series
40 downloads

Incl. Electronic Paper Gram-Charlier Densities (Revised version)
Banque de France Working Paper No. 56
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 05, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Issuer Quality and the Credit Cycle
Harvard Business School Working Paper No. 1734528
Robin M. Greenwood and Samuel Gregory Hanson
Harvard Business School - Finance Unit and Harvard Business School
Date Posted: January 05, 2011
Last Revised: June 28, 2011
Working Paper Series
515 downloads

Incl. Electronic Paper News or Noise? The Stock Market Reaction to Different Types of Company-Specific News Events
Timm O. Sprenger and Isabell M. Welpe
Technische Universität München (TUM) - School of Management and Technische Universität München (TUM) - School of Management
Date Posted: January 05, 2011
Last Revised: January 20, 2011
Working Paper Series
661 downloads

Incl. Electronic Paper Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election
Banque de France Working Paper No. 54
Sophie Coutant , Eric Jondeau and Michael Rockinger
Banque de France , University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 05, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Reducing Systemic Risk: The Role of Money Market Mutual Funds as Substitutes for Federally Insured Bank Deposits
Yale Law & Economics Research Paper No. 422
Jonathan R. Macey
Yale Law School
Date Posted: January 05, 2011
Last Revised: January 23, 2011
Working Paper Series
676 downloads

Incl. Electronic Paper Serial Correlation in Management Earnings Forecast Errors
Journal of Accounting Research, Forthcoming
Guojin Gong , Laura Yue Li and Jundong (Jeff) Wang
Penn State University - Smeal College of Business , University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Accountancy
Date Posted: January 05, 2011
Accepted Paper Series
280 downloads

Incl. Electronic Paper Stable Value Funds: Performance to Date
David F. Babbel and Miguel Herce
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and CRA International, Inc.
Date Posted: January 05, 2011
Working Paper Series
710 downloads

Incl. Electronic Paper Stock Volatility, Institutional Ownership and Analyst Coverage
Bankers Markets & Investors, Forthcoming
Jean-Michel Sahut , Sami Gharbi and Hidaya Othmani Gharbi
University of Applied Sciences - Geneva School of Business Administration , Jendouba University and affiliation not provided to SSRN
Date Posted: January 05, 2011
Accepted Paper Series
1887 downloads

Incl. Electronic Paper Technical Analysis in the Foreign Exchange Market
Federal Reserve Bank of St. Louis Working Paper No. 2011-001B
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Date Posted: January 05, 2011
Last Revised: July 26, 2011
Working Paper Series
835 downloads

Incl. Electronic Paper The Pricing and Timing of the Option to Invest for Cash Flows with Partial Information
Zhaojun Yang , Dandan Song and Jinqiang Yang
Hunan University - School of Finance and Statistics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 05, 2011
Last Revised: January 20, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper The Tail Behavior of Stock Returns: Emerging Versus Mature Markets
Banque de France Working Paper No. 66
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 05, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions
ECB Working Paper No. 1281
Rupert de Vincent-Humphreys and Josep Maria Puigvert Gutierrez
Bank of England and European Central Bank
Date Posted: January 04, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Center for Financial Innovation and Stability Working Paper No. 10-03
Francisco Penaranda and Enrique Sentana
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: January 04, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Interest Rate Transmission and Volatility Transmission along the Yield Curve
Banque de France Working Paper No. 57
Sanvi Avouyi-Dovi and Eric Jondeau
Banque de France and University of Lausanne
Date Posted: January 04, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper Is There an Accruals or a Cash Flow Anomaly in UK Stock Returns?
Nuno Soares and Andrew W. Stark
Universidade do Porto and University of Manchester - Manchester Business School
Date Posted: January 04, 2011
Working Paper Series
245 downloads


 

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