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SSRN eLibrary Statistics:
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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:
11,229,174
Last 30 days:
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Total References:
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5,733,423
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SSRN eLibrary Search Results
JEL Code: G1
13,116,011 Total downloads
Showing Papers 9,121 - 9,170 of 36,967
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Does Fund of Hedge Funds Based Portable Alpha Provide Tools for Optimal Investment Performance?
Mark Azzopardi
Atlas JMFS Investment Services Ltd
Date Posted: January 31, 2011
Working Paper Series
171 downloads
Event Study Methodologies in Information Systems Research
International Journal of Accounting Information Systems, Forthcoming
Yaniv Konchitchki
and
Daniel E. O'Leary
University of California, Berkeley - Haas School of Business
and
University of Southern California - Marshall School of Business
Date Posted: January 31, 2011
Last Revised: February 03, 2011
Accepted Paper Series
202 downloads
Financial Development and Economic Growth in Developing Asia
Asian Development Bank Economics Working Paper No. 233
Gemma Bolotaulo Estrada
,
Donghyun Park
and
Arief Ramayandi
Asian Development Bank - Economic Research
,
Asian Development Bank - Economic Research
and
affiliation not provided to SSRN
Date Posted: January 31, 2011
Working Paper Series
86 downloads
Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk
Pierre Clauss
Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
Date Posted: January 31, 2011
Working Paper Series
192 downloads
Ranking of the Pension Fund Industry in Spain: 1990-2010 (Ranking De Gestoras De Fondos De Pensiones)
Pablo Fernandez ,
Javier Aguirreamalloa
and
Luis Corres Avendaño
University of Navarra - IESE Business School
,
IESE Business School
and
IESE
Date Posted: January 31, 2011
Working Paper Series
751 downloads
Seeing Through the Eyes of Others: Dissonance Within and Across Trading Rooms
HANDBOOK OF THE SOCIOLOGY OF FINANCE, K. Knorr-Cetina & A. Preda, Oxford University Press, 2011
Daniel Beunza
and
David Stark
London School of Economics & Political Science (LSE) - Department of Management
and
Columbia University
Date Posted: January 31, 2011
Accepted Paper Series
110 downloads
Tenor Specific Pricing
Robert H. Smith School Research Paper No. RHS-06-143
Dilip B. Madan and
Wim Schoutens
University of Maryland - Robert H. Smith School of Business
and
KU Leuven - Department of Mathematics
Date Posted: January 31, 2011
Last Revised: February 23, 2012
Working Paper Series
147 downloads
Why Does Bad News Increase Volatility and Decrease Leverage?
Cowles Foundation Discussion Paper No. 1762R
Ana Fostel
and
John Geanakoplos
George Washington University
and
Yale University - Cowles Foundation
Date Posted: January 31, 2011
Working Paper Series
100 downloads
A Macro-Finance Approach to Exchange Rate Determination
HKIMR Working Paper No.01/2011
Yu-Chin Chen and
Kwok Ping Tsang
University of Washington - Department of Economics
and
Virginia Polytechnic Institute & State University
Date Posted: January 30, 2011
Working Paper Series
88 downloads
Asset Price and Monetary Policy – The Effect of Expectation Formation
HKIMR Working Paper No.03/2011
Nan-Kuang Chen
and
Han Liang Cheng
National Taiwan University
and
affiliation not provided to SSRN
Date Posted: January 30, 2011
Working Paper Series
66 downloads
Call Auctions with Contingent Orders
Serkan Imisiker
and
Isa Emin Hafalir
Central Bank of Turkey
and
Carnegie Mellon University - David A. Tepper School of Business
Date Posted: January 30, 2011
Last Revised: February 24, 2011
Working Paper Series
30 downloads
Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
HKIMR Working Paper No.02/2011
Song Han and
Hao Zhou
Federal Reserve Board - Division of Research and Statistics
and
PBC School of Finance, Tsinghua University
Date Posted: January 30, 2011
Working Paper Series
41 downloads
Investing in Global Equities: A Cross Country Approach
Malay Kanti Roy
and
Hirak Ray
affiliation not provided to SSRN
and
University of North Bengal
Date Posted: January 30, 2011
Last Revised: April 10, 2011
Working Paper Series
69 downloads
Semi-Parametric Estimation of Portfolio Large Losses
Alexandra Dias
University of Leicester School of Management
Date Posted: January 30, 2011
Working Paper Series
111 downloads
The Economic Value of Controlling for Large Losses in Portfolio Selection
Alexandra Dias
University of Leicester School of Management
Date Posted: January 30, 2011
Working Paper Series
253 downloads
Are Regime Shift Risks Priced in Asset Markets?
Kyriakos Chourdakis
,
Yiannis Dendramis
and
Elias Tzavalis
affiliation not provided to SSRN
,
Athens University of Economics and Business - Department of Economics
and
Athens University of Economics and Business - Department of Economics
Date Posted: January 29, 2011
Working Paper Series
76 downloads
Block Share Acquisitions and Bondholder Wealth Effects
Jim Hsieh and
Tao-Hsien Dolly King
George Mason University
and
University of North Carolina (UNC) at Charlotte - Department of Finance
Date Posted: January 29, 2011
Working Paper Series
54 downloads
Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models
Michael B. Gordy
Board of Governors of the Federal Reserve
Date Posted: January 29, 2011
Working Paper Series
48 downloads
Granularity Adjustment for Mark-to-Market Credit Risk Models
FEDS Working Paper No. 2010-37
Michael B. Gordy and
James Marrone
Board of Governors of the Federal Reserve
and
Government of the United States of America - Division of Research and Statistics
Date Posted: January 29, 2011
Working Paper Series
92 downloads
Negative Correlation between Stock and Futures Returns: An Unexploited Hedging Opportunity?
Federal Reserve Bank of Saint Louis Working Paper No. 2011-005C
Parantap Basu and
William T. Gavin
Durham University - Department of Economics and Finance
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: January 29, 2011
Last Revised: July 11, 2012
Working Paper Series
127 downloads
Patent Value Apportionment Rules for Complex, Multi-Patent Products
Santa Clara University's Computer & High Tech Law Journal Symposium, January 2011, TILEC Discussion Paper No. 2011-010
Damien Geradin
and
Anne Layne-Farrar
George Mason University School of LawTilburg University - Tilburg Law and Economics Center (TILEC)
and
Charles River Associates
Date Posted: January 29, 2011
Last Revised: February 17, 2011
Accepted Paper Series
233 downloads
Should Banks be Diversified Geographically? Evidence from Cross-Country Diversification of European Banks
Andreja Bandelj
Bocconi University
Date Posted: January 29, 2011
Working Paper Series
The Prudent Investor Rule and Trust Asset Allocation: An Empirical Analysis
American College of Trust and Estate Counsel Journal, Vol. 35, p. 314, 2010, Harvard Law and Economics Discussion Paper No. 668, Northwestern Law & Econ Research Paper No. 11-05
Max M. Schanzenbach and
Robert H. Sitkoff
Northwestern University - School of Law
and
Harvard Law School
Date Posted: January 29, 2011
Last Revised: March 10, 2011
Accepted Paper Series
227 downloads
Volatility Dynamics in an Emerging Economy: Case of Karachi Stock Exchange
Mahreen Mahmud
Lahore School of Economics - Centre for Research in Economics and Business
Date Posted: January 29, 2011
Working Paper Series
62 downloads
Applied Fund-of-Funds Construction: A Robust Approach
Nik Tuzov
affiliation not provided to SSRN
Date Posted: January 28, 2011
Working Paper Series
210 downloads
Bank Loans Pricing and Basel II: A Multi-Period Risk-Adjusted Methodology Under the New Regulatory Constraints
Banks and Bank Systems, Vol. 4, No. 4, pp.56-66, 2009
Domenico Curcio
and
Igor Gianfrancesco
University of Naples Federico II
and
LUISS Guido Carli University
Date Posted: January 28, 2011
Last Revised: August 01, 2011
Accepted Paper Series
245 downloads
Leverage and Debt Maturity Choices by Undiversified Owner-Managers
Journal of Corporate Finance, Forthcoming
Richard Fu
and
Ajay Subramanian
San Jose State University - Accounting & Finance
and
Georgia State University
Date Posted: January 28, 2011
Accepted Paper Series
77 downloads
Mutual Fund Ratings and Performance Persistence
Pierre Hereil
,
Philippe Mitaine
,
Nicolas Moussavi
and
Thierry Roncalli
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
Lyxor Asset Management
and
Universite d'Evry
Date Posted: January 28, 2011
Working Paper Series
144 downloads
An Iterative Method for Pricing American Options Under Jump-Diffusion Models
Santtu Salmi
and
Jari Toivanen
University of Jyvaskyla - Department of Mathematical Information Technology
and
University of Jyvaskyla - Department of Mathematical Information Technology
Date Posted: January 27, 2011
Working Paper Series
167 downloads
Assessing Alternative Global Equity Investment Frameworks
Xi Li
Hong Kong University of Science & Technology
Date Posted: January 27, 2011
Working Paper Series
310 downloads
CAPM Performance in the Caracas Stock Exchange from 1992 to 1998
International Review of Financial Analysis, Vol. 10, No. 3, 2001
Maximiliano Gonzalez
Universidad de los Andes - School of Management
Date Posted: January 27, 2011
Accepted Paper Series
56 downloads
Does Investor Attention Affect Stock Prices?
Xiaodi Li
,
Reza S. Mahani
and
Vallapuzha Sandhya
Georgia State University - Department of Finance
,
Georgia State University - Department of Finance
and
Georgia State University - J. Mack Robinson College of Business
Date Posted: January 27, 2011
Last Revised: March 16, 2011
Working Paper Series
251 downloads
Efficient Portfolio Valuation Incorporating Liquidity Risk
Yu Tian
,
Ron Rood
and
Cornelis W. Oosterlee
Monash Uiversity
,
Royal Bank of Scotland (RBS)
and
Center for Mathematics and Computer Science (CWI)
Date Posted: January 27, 2011
Last Revised: December 23, 2012
Working Paper Series
93 downloads
Heading Down Route 66: How Do the 66 Investable Real Estate Markets Around the World Measure Up for Institutional Investors?
The Institutional Real Estate Letter, Vol. 4, No. 10, November 2010
Karsten Lieser and
Alexander Peter Groh
Allianz Real Estate
and
EMLYON Business School
Date Posted: January 27, 2011
Accepted Paper Series
Pricing American Interest Rate Options Under the Jump-Extended Constant-Elasticity-of-Variance Short Rate Models
Natalia Beliaeva
and
Sanjay K. Nawalkha
Suffolk University - Department of Finance
and
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: January 27, 2011
Last Revised: June 15, 2011
Working Paper Series
77 downloads
Solving General Equilibrium Models with Incomplete Markets and Many Financial Assets
Martin D.D. Evans and
Viktoria V. Hnatkovska
Georgetown University - Department of Economics
and
University of British Columbia (UBC) - Department of Economics
Date Posted: January 27, 2011
Working Paper Series
75 downloads
The Exchange of Flow Toxicity
The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: January 27, 2011
Last Revised: February 27, 2012
Accepted Paper Series
6168 downloads
The Reform of the Transparency Directive: Minimum or Full Harmonisation of Ownership Disclosure?
European Business Organization Law Review, Forthcoming
Holger Fleischer
and
Klaus Ulrich Schmolke
Max Planck Institute for Comparative and International Private Law
and
Max Planck Institute for Comparative and International Private Law
Date Posted: January 27, 2011
Accepted Paper Series
Volatility Spillover from World Oil Spot Markets to Aggregate and Electricity Stock Index Returns in Turkey
Applied Energy, Vol. 88, pp. 354-360, 2011
Ugur Soytas
and
Adil Oran
affiliation not provided to SSRN
and
Middle East Technical University (METU) - Department of Business Administration
Date Posted: January 27, 2011
Accepted Paper Series
A Post-Crisis Assessment of Retirement Income Adequacy for Baby Boomers and Gen Xers
EBRI Issue Brief, No. 354, February 2011
Jack VanDerhei
Employee Benefit Research Institute (EBRI)
Date Posted: January 26, 2011
Accepted Paper Series
58 downloads
Bankruptcy Abuse Prevention and Consumer Protection Act: Friend or Foe?
Luis M.S. Coelho
University of the Algarve - School of Economics
Date Posted: January 26, 2011
Working Paper Series
97 downloads
Employment Protection Laws and Privatization
Krishnamurthy Subramanian and
William L. Megginson
Indian School of Business (ISB), Hyderabad
and
University of Oklahoma
Date Posted: January 26, 2011
Working Paper Series
65 downloads
Financial Integration, Macroeconomic Volatility, and Welfare
Journal of the European Economic Association, Vol. 5, No, 2, May 2007
Martin D.D. Evans and
Viktoria V. Hnatkovska
Georgetown University - Department of Economics
and
University of British Columbia (UBC) - Department of Economics
Date Posted: January 26, 2011
Accepted Paper Series
62 downloads
Improving the Culture of Ethical Behavior in the Financial Sector: Time to Expressly Provide for Private Enforcement Against Aiders and Abettors of Securities Fraud
Mark Klock
George Washington School of Business
Date Posted: January 26, 2011
Working Paper Series
106 downloads
Liquidity Risk, Credit Risk, Market Risk and Bank Capital
Simone Varotto
ICMA Centre - Henley Business School, University of Reading
Date Posted: January 26, 2011
Working Paper Series
513 downloads
Market Reaction, Managerial Response, and the Classification of SEOs
Konan Chan ,
Nandkumar Nayar
,
Ajai K. Singh and
Wen Yu
National Chengchi University (NCCU)
,
Lehigh University - College of Business & Economics
,
Case Western Reserve University - Department of Banking & Finance
and
University of St. Thomas (Minnesota) - Opus College of Business
Date Posted: January 26, 2011
Working Paper Series
70 downloads
Micro Approaches to Foreign Exchange Determination
Martin D.D. Evans and
Dagfinn Rime
Georgetown University - Department of Economics
and
Central Bank of Norway
Date Posted: January 26, 2011
Working Paper Series
122 downloads
Order Flows and the Exchange Rate Disconnect Puzzle
Journal of International Economics, Vol. 80, No. 1, 2010
Martin D.D. Evans
Georgetown University - Department of Economics
Date Posted: January 26, 2011
Accepted Paper Series
88 downloads
Past Performance is Indicative of Future Beliefs
Risk and Decision Analysis, Forthcoming, NYU Poly Research Paper
Philip Maymin
and
Gregg S. Fisher
NYU Poly - Department of Finance and Risk Engineering
and
Gerstein Fisher
Date Posted: January 26, 2011
Last Revised: April 29, 2011
Accepted Paper Series
443 downloads
Ranking of the Mutual Fund Industry in Spain: 1991-2010 (Ranking de Gestoras de Fondos de Inversión) (In Spanish)
Pablo Fernandez ,
Javier Aguirreamalloa
and
Luis Corres Avendaño
University of Navarra - IESE Business School
,
IESE Business School
and
IESE
Date Posted: January 26, 2011
Working Paper Series
1219 downloads
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