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12,988,372 Total downloads
Showing Papers 9,151 - 9,200 of 36,695
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Measuring the Reward-to-Risk Ratio from the Euro-Currency Market (In French)
Banque de France Working Paper No. 59
Eric Jondeau
University of Lausanne
Date Posted: January 04, 2011
Working Paper Series
16 downloads
The Market’s Assessment of the Probability of Meeting or Beating the Consensus
Guang Ma
and
Stanimir Markov
National University of Singapore
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 04, 2011
Last Revised: May 24, 2012
Working Paper Series
106 downloads
The Minimum Liquidity Deficit and the Maturity Structure of Central Banks' Open Market Operations: Lessons from the Financial Crisis
ECB Working Paper No. 1282
Jens Eisenschmidt
and
Cornelia Holthausen
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: January 04, 2011
Working Paper Series
25 downloads
The Pricing of Risk-Neutral Systematic Moments in the Cross-Section of Expected Returns
Jared DeLisle
,
James S. Doran and
David R. Peterson
Washington State University - Department of Finance, Insurance and Real Estate
,
Florida State University - Department of Finance
and
Florida State University - Department of Finance
Date Posted: January 04, 2011
Last Revised: April 02, 2011
Working Paper Series
103 downloads
Funding Conditions, Asset Prices, and Macroeconomic Dynamics: Some U.S. Evidence
Carmine Trecroci and
Matilde Vassalli
University of Brescia
and
University of Brescia - Department of Economics
Date Posted: January 03, 2011
Working Paper Series
55 downloads
Credit Ratings in Structured Finance and the Role of Systemic Risk
Bank of Italy Temi di Discussione (Working Paper) No. 774
Roberto Violi
Bank of Italy
Date Posted: January 02, 2011
Working Paper Series
114 downloads
Islamic Banks’ Income Structure and Risk: Evidence from GCC Countries
Rihab Grassa
KPMG- Global Islamic Finance
Date Posted: January 02, 2011
Last Revised: January 04, 2011
Working Paper Series
202 downloads
Markets for Services are Different
Ingo Rapold
affiliation not provided to SSRN
Date Posted: January 02, 2011
Working Paper Series
14 downloads
Fiscal Sustainability of Japan: A Dynamic Stochastic General Equilibrium Approach
Japanese Economic Review, Vol. 61, Issue 4, pp. 517-537, 2010
Masaya Sakuragawa
and
Kaoru Hosono
Nagoya City University - Department of Economics
and
Gakushuin University - Economics
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
Hot Debt Markets and Capital Structure
European Financial Management, Vol. 17, No. 1, pp. 46-99, 2010
John A. Doukas ,
Jie (Michael) Guo and
Bilei Zhou
Old Dominion University - College of Business & Public Administration
,
affiliation not provided to SSRN
and
Durham Business School
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
Information Transmission in the World Money Markets
European Financial Management, Vol. 17, No. 1, pp. 183-200, 2010
Bruce G. Resnick and
Gary L. Shoesmith
Wake Forest University - Schools of Business
and
Wake Forest University
Date Posted: January 01, 2011
Accepted Paper Series
2 downloads
The Impact of Corporate Governance Press News on Stock Market Returns
European Financial Management, Vol. 17, No. 1, pp. 100-119, 2010
Alessandro Carretta
,
Duccio Martelli ,
Franco Fiordelisi and
Paola Schwizer
University of Rome II - Faculty of Economics
,
University of Perugia - Faculty of Economics
,
University of Rome III, Italy
and
University of Parma
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
The Return of the Size Anomaly: Evidence from the German Stock Market
European Financial Management, Vol. 17, Issue 1, pp. 145-182, 2010
Amir Amel-Zadeh
affiliation not provided to SSRN
Date Posted: January 01, 2011
Accepted Paper Series
3 downloads
Learning by Investing
Economics of Transition, Vol. 19, Issue 1, pp. 125-149, 2010
Jan Hanousek and
Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
and
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
The Real Effect of Financial Crises in the European Transition Economies
Economics of Transition, Vol. 19, Issue 1, pp. 1-25, 2010
Davide Furceri
and
Aleksandra Zdzienicka
University of Palermo
and
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
A Guide to Duration, DV01, and Yield Curve Risk Transformations
Thomas Coleman
University of Chicago - Becker Friedman Institute for Research in Economics
Date Posted: January 01, 2011
Last Revised: January 23, 2011
Working Paper Series
668 downloads
A High-Frequency Analysis of Trading Activity in the Corporate Bond Market: Do Macro Announcements Drive Activity?
James J. Forest
and
Brian Berry
University of Massachusetts
and
Independent Researcher
Date Posted: January 01, 2011
Last Revised: July 24, 2012
Working Paper Series
22 downloads
Bank Insolvency and Sovereign Insolvency
Rosa Maria Lastra, CROSS-BORDER BANK INSOLVENCY, Chapter 13, Oxford University Press, May 2011
Date Posted: January 01, 2011
Accepted Paper Series
267 downloads
Do Investors Overpay for Stocks with Lottery-Like Payoffs? An Examination of the Returns on OTC Stocks
Bjorn Eraker and
Mark J. Ready
University of Wisconsin - Madison - Department of Finance, Investment and Banking
and
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: January 01, 2011
Last Revised: February 13, 2013
Working Paper Series
447 downloads
Investment Banks’ Entry into New IPO Markets and IPO Underpricing
Simon Fung
,
Ferdinand A. Gul and
Suresh Radhakrishnan
Hong Kong Polytechnic University - Faculty of Business
,
Monash University Sunway Campus
and
University of Texas at Dallas - School of Management
Date Posted: January 01, 2011
Working Paper Series
121 downloads
On the Economics of Hedge Fund Drawdown Status: Performance, Insurance Selling and Darwinian Selection
Sevinc Cukurova and
Jose M. Marin
Finance Department, Aalto University
and
Universidad Carlos III de Madrid
Date Posted: January 01, 2011
Last Revised: March 17, 2012
Working Paper Series
830 downloads
A Target-Zone Model with Two Types of Assets
HKIMR Working Paper No. 30/2010
Yue Ma ,
Shu-ki Tsang
,
Matthew S. Yiu and
Wai-Yip Alex Ho
City University of Hong Kong (CityUHK) - Department of Economics & Finance
,
Hong Kong Baptist University (HKBU) - Economics
,
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
and
Hong Kong Monetary Authority
Date Posted: December 31, 2010
Working Paper Series
23 downloads
Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Michael Neumann
and
George S. Skiadopoulos
Queen Mary, University of London - School of Economics and Finance
and
University of Piraeus
Date Posted: December 31, 2010
Last Revised: March 12, 2012
Accepted Paper Series
340 downloads
Book-to-Market Decomposition and the Accrual Anomaly
CAAA Annual Conference 2011
Yunhao Chen
and
Xiaoquan Jiang
Florida International University (FIU) - School of Accounting
and
Florida International University (FIU) - Department of Finance
Date Posted: December 30, 2010
Working Paper Series
99 downloads
CFOs versus CEOs: Equity Incentives and Crashes
Journal of Financial Economics, Vol. 101, pp. 713–730, 2011,
Jeong-Bon Kim V
,
Yinghua Li and
Liandong Zhang
City University of Hong Kong
,
CUNY Baruch College
and
City University of Hong Kong
Date Posted: December 30, 2010
Last Revised: September 27, 2011
Accepted Paper Series
479 downloads
Characteristics of Financial Distress: A Comprehensive Study of Indian Firms
Surenderrao Komera and
Jijo Lukose
Institute for Financial Management and Research (IFMR), Chennai
and
Institute for Financial Management and Research (IFMR) - Centre for Advanced Financial Studies
Date Posted: December 30, 2010
Working Paper Series
Does Corruption Matter? The Impact of Corruption in Share Returns of Listed Industrial Companies in Euro Area
Carlo Bellavite Pellegrini
and
Laura Pellegrini
Catholic University of the Sacred Heart of Milan
and
Catholic University of the Sacred Heart of Milan
Date Posted: December 30, 2010
Working Paper Series
62 downloads
Is There a Bubble in the Chinese Housing Market?
DIW Berlin Discussion Paper No. 1081
Christian Dreger
and
Yanqun Zhang
German Institute for Economic Research (DIW Berlin)
and
Chinese Academy of Social Sciences (CASS)
Date Posted: December 30, 2010
Last Revised: January 13, 2011
Working Paper Series
153 downloads
Risk Premia in General Equilibrium
Journal of Economic Dynamics and Control, Vol. 35, No. 9, 2011
Olaf Posch
Universität Hamburg, Department of Economics
Date Posted: December 30, 2010
Last Revised: June 16, 2012
Accepted Paper Series
72 downloads
Analysts’ Forecasts During Forced CEO Changes
Finance and Corporate Governance Conference 2011 Paper
Sue Wright
,
Steven Wu ,
Charlene Chen and
Ka Wai (Stanley) Choi
Macquarie University - Faculty of Business and Economics
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Macquarie University - Department of Applied Finance and Actuarial Studies
Date Posted: December 29, 2010
Working Paper Series
104 downloads
Medium and Long Run Implications of Financial Integration Without Financial Development
Flavia Corneli
Bank of Italy
Date Posted: December 29, 2010
Working Paper Series
28 downloads
Structural Breaks, Parameter Uncertainty and Term Structure Puzzles
Journal of Financial Economics (JFE), Forthcoming
George Bulkley and
Paolo Giordani
University of Bristol
and
affiliation not provided to SSRN
Date Posted: December 29, 2010
Accepted Paper Series
76 downloads
Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA
Masaaki Fujii
and
Akihiko Takahashi
University of Tokyo - Faculty of Economics
and
University of Tokyo - Graduate School of Economics
Date Posted: December 28, 2010
Last Revised: December 19, 2011
Working Paper Series
376 downloads
Estimating Beta of Viet Nam Listed Construction Companies Groups During Financial Crisis 2007-2009
Asian Journal of Management and Business Sciences, Vol 1, No 1, 2011
Dinh Tran Ngoc Huy
International University of Japan - GSIM
Date Posted: December 28, 2010
Last Revised: July 28, 2011
Accepted Paper Series
Skewness Preference in Financial Markets
A. Tolga Ergun
State Street Corporation
Date Posted: December 28, 2010
Last Revised: January 23, 2012
Working Paper Series
59 downloads
Theory and Practice of Islamic Banking: Financial Reporting Perspective
Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: December 28, 2010
Last Revised: November 18, 2011
Working Paper Series
395 downloads
What Does the Yield Curve Tell Us About Exchange Rate Predictability?
HKIMR Working Paper No. 29/2010
Yu-Chin Chen and
Kwok Ping Tsang
University of Washington - Department of Economics
and
Virginia Polytechnic Institute & State University
Date Posted: December 28, 2010
Working Paper Series
91 downloads
Risk, Uncertainty and Monetary Policy
CEPR Discussion Paper No. DP8154
Geert Bekaert ,
Marie Hoerova
and
Marco Lo Duca
Columbia Business School - Finance and Economics
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: December 27, 2010
Working Paper Series
3 downloads
Aggregate Idiosyncratic Volatility
CEPR Discussion Paper No. DP8149
Geert Bekaert ,
Robert J. Hodrick and
Xiaoyan Zhang
Columbia Business School - Finance and Economics
,
Columbia Business School - Finance and Economics
and
Purdue University - Krannert School of Management
Date Posted: December 27, 2010
Working Paper Series
3 downloads
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
CEPR Discussion Paper No. DP8150
Geert Bekaert and
Eric Engstrom
Columbia Business School - Finance and Economics
and
U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Date Posted: December 27, 2010
Working Paper Series
2 downloads
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
Banque de France Working Paper No. 77
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: December 27, 2010
Working Paper Series
70 downloads
Does Correlation between Stock Returns Really Increase During Turbulent Period?
Banque de France Working Paper No. 73
françois chesnay
and
Eric Jondeau
Banque de France
and
University of Lausanne
Date Posted: December 27, 2010
Working Paper Series
70 downloads
Entropy Densities: With an Application to Autoregressive Conditional Skewness and Kurtosis
Banque de France Working Paper No. 79
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: December 27, 2010
Working Paper Series
25 downloads
Martingale Representation Theorem for the G-Expectation
Swiss Finance Institute Research Paper No. 10-54
Halil Mete Soner ,
Nizar Touzi
and
Jianfeng Zhang
ETH Zürich
,
Ecole Polytechnique, Paris
and
University of Southern California - Department of Mathematics
Date Posted: December 27, 2010
Working Paper Series
152 downloads
Modelling and Forecasting the Global Financial Crisis: Initial Findings Using Heterosckedastic Log-Periodic Models
Economics Bulletin, Forthcoming
Date Posted: December 27, 2010
Accepted Paper Series
136 downloads
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
CESifo Working Paper Series No. 3281
Guglielmo Maria Caporale ,
Alessandro Girardi
and
Paolo Paesani
Brunel University - Centre for Empirical Finance
,
National Institute of Statistics (ISTAT)
and
University of Rome - Tor Vergata - Department of Economics and Institutions
Date Posted: December 26, 2010
Working Paper Series
32 downloads
Aggregate Volatility and Market Jump Risk: A Risk-Based Explanation to Size and Value Premia
Yakup Eser Arisoy
Université Paris-Dauphine - DRM-CEREG
Date Posted: December 26, 2010
Last Revised: December 27, 2010
Working Paper Series
132 downloads
American Step-Up and Step-Down Credit Default Swaps Under Levy Models
Quantitative Finance, 2012, Forthcoming
Tim Leung and
Kazutoshi Yamazaki
Columbia University
and
Osaka University - Center for the Study of Finance and Insurance
Date Posted: December 26, 2010
Last Revised: October 01, 2012
Accepted Paper Series
94 downloads
Conditional Dependency of Financial Series: An Application of Copulas
Banque de France Working Paper No. 82
Michael Rockinger and
Eric Jondeau
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
and
University of Lausanne
Date Posted: December 26, 2010
Working Paper Series
51 downloads
Liquidity Models in Continuous and Discrete Time
Swiss Finance Institute Research Paper No. 10-53
Selim Gokay
,
Alexandre F. Roch
and
Halil Mete Soner
affiliation not provided to SSRN
,
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
and
ETH Zürich
Date Posted: December 26, 2010
Working Paper Series
244 downloads
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