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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,988,372 Total downloads
Showing Papers 9,151 - 9,200 of 36,695
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Markets for Services are Different
Ingo Rapold
affiliation not provided to SSRN
Date Posted: January 02, 2011
Working Paper Series
14 downloads

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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