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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months: 		69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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Papers with
  Resolved
  References: 		239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links: 		5,733,423
Papers with
  Resolved
  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,118,489 Total downloads
Showing Papers 9,131 - 9,180 of 36,975
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Assessing Alternative Global Equity Investment Frameworks
 Xi Li
Hong Kong University of Science & Technology
Date Posted: January 27, 2011
Working Paper Series
310 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Real Risk, Inflation Risk, and the Term Structure
The Economic Journal, Vol. 113, No. 487, April 2003
 Martin D.D. Evans
Georgetown University - Department of Economics
Date Posted: January 26, 2011
Accepted Paper Series
63 downloads

Incl. Electronic Paper Statistical Modeling of High Frequency Financial Data: Facts, Models and Challenges
 Rama Cont
Imperial College London
Date Posted: January 26, 2011
Last Revised: March 15, 2011
Working Paper Series
2196 downloads

Incl. Electronic Paper Stock Prices, Returns and Dividend Yields
 Dimitrios Malliaropulos and Richard Priestley
University of Piraeus - Department of Banking and Financial Management and Norwegian Business School
Date Posted: January 26, 2011
Working Paper Series
255 downloads

Incl. Electronic Paper Tests of the Put-Call Parity Relation Using Options on Futures on the S&P 500 Index
Trading & Regulation, Vol. 9, No. 3, pp. 259-280, 2003
 Urbi Garay , Maximiliano Gonzalez and Maria Celina Ordonez
Instituto de Estudios Superiores de Administración (IESA) , Universidad de los Andes - School of Management and affiliation not provided to SSRN
Date Posted: January 26, 2011
Accepted Paper Series
69 downloads

The European Venture Capital and Private Equity Country Attractiveness Indices
Journal of Corporate Finance, Vol. 16, No. 2, 2010
 Alexander Peter Groh , Heinrich Liechtenstein and Karsten Lieser
EMLYON Business School , University of Navarra - IESE Business School and Allianz Real Estate
Date Posted: January 26, 2011
Accepted Paper Series

Incl. Electronic Paper The Market Value of Corporate Votes: Theory and Evidence from Option Prices
Journal of Finance, Forthcoming
 Avner Kalay , Oguzhan Karakas and Shagun Pant
Tel Aviv University - Faculty of Management , Boston College - Department of Finance and University of Iowa - Department of Finance
Date Posted: January 26, 2011
Last Revised: April 28, 2013
Accepted Paper Series
390 downloads


 

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