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SSRN eLibrary Statistics:

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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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  Last 12 months: 		68,942

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Last 12 months: 11,175,672
Last 30 days: 1,053,329

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: G12
5,800,201 Total downloads
Showing Papers 9,151 - 9,200 of 13,812
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Incl. Electronic Paper Systematic Movements in Macroeconomic Releases and the Term Structure of Interest Rates
EFA 2006 Zurich Meetings
Liuren Wu and Biao Lu
City University of New York, CUNY Baruch College - Zicklin School of Business and University of Michigan at Ann Arbor
Date Posted: July 28, 2005
Working Paper Series
567 downloads

Incl. Electronic Paper Taxes and Valuation: Evidence from Dividend Change Announcements
 Oliver Zhen Li
National University of Singapore
Date Posted: July 28, 2005
Working Paper Series
287 downloads

Incl. Fee Electronic Paper Agency Conflicts, Investment and Asset Pricing
CEPR Discussion Paper No. 4955
 Rui A. Albuquerque and Neng Wang
Boston University - School of Management and Columbia Business School - Finance and Economics
Date Posted: July 27, 2005
Working Paper Series
24 downloads

Incl. Electronic Paper Improved Forecasting of Mutual Fund Alphas and Betas
Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings
 Matthew I. Spiegel , Harry Mamaysky and Hong Zhang
Yale University - Yale School of Management, International Center for Finance , Yale School of Management and INSEAD - Finance
Date Posted: July 27, 2005
Working Paper Series
3432 downloads

Incl. Fee Electronic Paper Loss Functions in Option Valuation: A Framework for Model Selection
CEPR Discussion Paper No. 4960
 Dennis Bams , Thorsten Lehnert and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE) , Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Luxembourg - Luxembourg School of Finance
Date Posted: July 27, 2005
Working Paper Series
8 downloads

Brokerage House Reputation, Underwriting Relationships, and Analysts Earnings Forecasts in UK Firms
 Steven K. Todd , Phillip J. McKnight and Charlie Weir
Loyola University of Chicago , University of Saint Andrews - School of Economics & Management and Robert Gordon University - Aberdeen Business School
Date Posted: July 26, 2005
Working Paper Series

Incl. Electronic Paper Momentum Profits, Factor Pricing, and Macroeconomic Risk
Ross School of Business Paper No. 1050
 Laura Xiaolei Liu , Jerold B. Warner and Lu Zhang
Hong Kong University of Science & Technology , Simon Graduate School of Business, University of Rochester and Ohio State University - Fisher College of Business
Date Posted: July 26, 2005
Working Paper Series
405 downloads

Incl. Electronic Paper Portfolio Performance: Factors or Benchmarks?
 Juan Carlos Matallín Sáez
Universitat Jaume I
Date Posted: July 26, 2005
Working Paper Series
362 downloads

Risk Management, Internal Controls and Organizational Vulnerabilities
Managerial Auditing Journal, Vol. 20, No. 6, pp. 569-577, August 2005
 Jagdish Pathak
University of Windsor - Odette School of Business
Date Posted: July 26, 2005
Accepted Paper Series

Incl. Electronic Paper Expected Returns and the Expected Growth in Rents of Commercial Real Estate
EFA 2007 Ljubljana Meetings Paper, EFA 2005 Moscow Meetings Paper, AFA 2007 Chicago Meetings Paper
 Walter N. Torous , Rossen I. Valkanov and Alberto Plazzi
University of California, Los Angeles (UCLA) - Finance Area , University of California, San Diego (UCSD) - Rady School of Management and University of Lugano - Institute of Finance
Date Posted: July 25, 2005
Accepted Paper Series
709 downloads

Incl. Electronic Paper Dividend Policy and Accounting-Based Valuation
 Yi-Mien Lin , Yun-Sheng Hsu and Woody M. Liao
National Chung Hsing University - Graduate Institute of Accounting , National Chung Hsing University - Department of Accounting and University of California, Riverside
Date Posted: July 22, 2005
Working Paper Series
1063 downloads

Funds of Hedge Funds versus Portfolios of Hedge Funds - A Comparative Analysis
HEDGE FUNDS: INSIGHTS IN PERFORMANCE MEASUREMENT, RISK ANALYSIS, AND PORTFOLIO ALLOCATION, Chapter 3, John Wiley and Sons, New York, 2005
 Daniel P.J. Capocci and Valerie Nevolo
HEC - Université de Liège and University of Liege - Department of Economics
Date Posted: July 20, 2005
Accepted Paper Series

Inserting Convertible Arbitrage Funds in a Classical Portfolio: An Empirical Assessment
HEDGE FUNDS STRATEGIES: RISK ASSESSMENT AND RETURNS, Beard Books, Washington, 2004
 Daniel P.J. Capocci
HEC - Université de Liège
Date Posted: July 20, 2005
Accepted Paper Series

Incl. Electronic Paper Investment Irreversibility, Real Activity and the Value Premium
EFA 2005 Moscow Meetings Paper
 Ilan Cooper , Guojun Wu and Bruno Gerard
BI Norwegian Business School , University of Houston and Norwegian School of Management BI - Department of Financial Economics
Date Posted: July 20, 2005
Working Paper Series
279 downloads

Incl. Electronic Paper The API Method: A Contribution to Project Valuation and Classification
UFRGS Working Paper No. 01-05
 Alexandre Lerch Franco and Oscar Claudino Galli
Escola Superior de Propaganda e Marketing (ESPM/RS) and Universidade Federal do Rio Grande do Sul (UFRGS)
Date Posted: July 20, 2005
Working Paper Series
256 downloads

Asset Pricing with Heterogeneous Beliefs
Journal of Banking and Finance, 2005
 Suleyman Basak
London Business School
Date Posted: July 19, 2005
Accepted Paper Series

Commercial Property Prices and Bank Performance
BIS Working Paper No. 175
 Haibin Zhu and E. Philip Davis
Bank for International Settlements (BIS) and National Institute of Economic and Social Research (NIESR)
Date Posted: July 19, 2005
Working Paper Series

Does the Provision of Non-Audit Services Affect Investor Perceptions of Auditor Independence?
Auditing: A Journal of Practice & Theory, November 2005
Jayanthi Krishnan , Yinqi Zhang and Heibatollah Sami
Temple University - Department of Accounting , American University and Lehigh University
Date Posted: July 19, 2005
Accepted Paper Series

Incl. Electronic Paper Information Environment and the Cost of Equity Capital
 Rodrigo S. Verdi
Massachusetts Institute of Technology (MIT)
Date Posted: July 19, 2005
Working Paper Series
1042 downloads

Model of Credit Risk, Optimal Policies, and Asset Prices
Journal of Business, Vol. 78, No. 4, July 2005
 Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Date Posted: July 19, 2005
Accepted Paper Series

On the Role of Arbitrageurs in Rational Markets
Journal of Financial Economics, Forthcoming
 Suleyman Basak and Benjamin Croitoru
London Business School and McGill University - Desautels Faculty of Management
Date Posted: July 19, 2005
Accepted Paper Series

What Made the Internet Bubble Burst? A Butterfly Flapping Its Wings, or How Little Things Can Make a Big Difference
 Teodoro D. Cocca
University of Zurich - Swiss Banking Institute (ISB)
Date Posted: July 19, 2005
Working Paper Series

Incl. Electronic Paper Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk
Les Cahiers du CREF of HEC Montréal Working Paper No. CREF 04-09,
 Christian Gourieroux and Razvan Sufana
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
718 downloads

Incl. Electronic Paper Identifying Risk-based Factors
AFA 2006 Boston Meetings Paper
 Anchada Charoenrook and Jennifer S. Conrad
Vanderbilt University - Owen Graduate School of Management and University of North Carolina Kenan-Flagler Business School
Date Posted: July 18, 2005
Working Paper Series
492 downloads

Incl. Electronic Paper Finitely Additive Supermartingales
 Gianluca Cassese
Department of Economics, Statistics and Management
Date Posted: July 16, 2005
Working Paper Series
67 downloads

Incl. Electronic Paper Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data
 Silvio John Camilleri
University of Malta - Department of Banking and Finance - FEMA
Date Posted: July 15, 2005
Working Paper Series
84 downloads

Incl. Electronic Paper Momentum Profits, Non-Normality Risks and the Business Cycle
Applied Financial Economics, Forthcoming, Cass Business School Research Paper
 Ana-Maria Fuertes , Joelle Miffre and Wooi Hou Tan
Cass Business School, City University London , EDHEC Business School and Cyberring Ltd.
Date Posted: July 15, 2005
Last Revised: May 05, 2008
Working Paper Series
716 downloads

Incl. Electronic Paper Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations
 Baosheng Yuan and Kan Chen
Great Eastern Life Assurance Co. and National University of Singapore (NUS) - Faculty of Science
Date Posted: July 14, 2005
Working Paper Series
160 downloads

Incl. Electronic Paper The Empirical Risk-Return Relation: A Factor Analysis Approach
 Serena Ng and Sydney C. Ludvigson
University of Michigan at Ann Arbor - Department of Economics and New York University - Department of Economics
Date Posted: July 14, 2005
Working Paper Series
495 downloads

Incl. Electronic Paper No-Arbitrage Macroeconomic Determinants of the Yield Curve
AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
 Ruslan Bikbov and Mikhail Chernov
Columbia Business School and London School of Economics
Date Posted: July 11, 2005
Working Paper Series
470 downloads

Incl. Electronic Paper Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
Journal of Financial Economics, Vol. 91, pp. 24-37, January 2009
 Fangjian Fu
Singapore Management University - School of Business
Date Posted: July 08, 2005
Last Revised: February 18, 2009
Accepted Paper Series
2119 downloads

Incl. Electronic Paper Supply and Demand Shifts in the Shorting Market
EFA 2005 Moscow Meetings Paper
 Christopher J. Malloy , Karl B. Diether and Lauren Cohen
Harvard Business School , Tuck School of Business at Dartmouth College and Harvard Business School
Date Posted: July 08, 2005
Working Paper Series
578 downloads

Incl. Electronic Paper A Macro Approach to the Asset Price for Principles
 Jannett Highfill and Raymond Wojcikewych
Bradley University and Bradley University
Date Posted: July 05, 2005
Working Paper Series
79 downloads

Dividend Taxes and Implied Cost of Equity Capital
Journal of Accounting Research, December 2005
 Dan S. Dhaliwal , Linda K. Krull , Oliver Zhen Li and William J. Moser
University of Arizona - Department of Accounting , University of Oregon , National University of Singapore and University of Missouri at Columbia - Robert J. Trulaske, Sr. College of Business
Date Posted: July 05, 2005
Accepted Paper Series

Incl. Electronic Paper Valuation of Partially-Controlled Investments
 Zhen Deng and Nishi Sinha
City University of New York, CUNY Baruch College, Zicklin School of Business and Boston University - School of Management
Date Posted: July 05, 2005
Working Paper Series
152 downloads

Incl. Electronic Paper Foreign Exchange Exposure of U.S. Firms in the Pacific Rim
 Lifan Zhang and Timothy Falcon Crack
Government of New Zealand - Treasury and University of Otago - Department of Finance and Quantitative Analysis
Date Posted: July 03, 2005
Working Paper Series
128 downloads

Incl. Electronic Paper Equity Premium: Interaction of Belief Heterogeneity and Distribution of Wealth?

 Filippo Taddei
School of Advanced International Studies (SAIS) - The Johns Hopkins University
Date Posted: June 29, 2005
Working Paper Series
53 downloads

Incl. Electronic Paper Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model
Center of Finance and Econometrics No. 05/01l, EFA 2005 Moscow Meetings Paper
 Guenter Franke and Erik Lueders
University of Konstanz - Department of Economics and Laval University
Date Posted: June 29, 2005
Working Paper Series
301 downloads

Incl. Electronic Paper The Alpha Factor Asset Pricing Model: A Parable
 Wayne E. Ferson , Sergei Sarkissian and Timothy T. Simin
University of Southern California , McGill University and Pennsylvania State University
Date Posted: June 29, 2005
Working Paper Series
615 downloads

Incl. Electronic Paper Cash Flow, Consumption Risk and Cross Section of Stock Returns
 Zhi Da
University of Notre Dame - Mendoza College of Business
Date Posted: June 28, 2005
Working Paper Series
259 downloads

Incl. Electronic Paper An Empirical Analysis of Commodity Convenience Yields
 Cantekin Dincerler , Zeigham Khoker and Timothy T. Simin
McKinsey & Co. Inc. , University of Western Ontario - Finance-Economics Area Group and Pennsylvania State University
Date Posted: June 24, 2005
Working Paper Series
1094 downloads

Incl. Fee Electronic Paper Asset Pricing Implications of Pareto Optimality with Private Information
CEPR Discussion Paper No. 4930
 Narayana Kocherlakota and Luigi Pistaferri
University of Minnesota - Twin Cities - Department of Economics and Stanford University
Date Posted: June 24, 2005
Working Paper Series
18 downloads

Incl. Electronic Paper Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation
 Liuren Wu and Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: June 24, 2005
Working Paper Series
2309 downloads

Incl. Electronic Paper Bears and Numbers: Investigating How Short Sellers Exploit and Affect Earnings-Based Pricing Anomalies
 Adam C. Kolasinski , Bing Cao , Adam V. Reed and Dan S. Dhaliwal
University of Washington - Michael G. Foster School of Business , McKinsey & Co. Inc. , University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Arizona - Department of Accounting
Date Posted: June 23, 2005
Working Paper Series
552 downloads

Incl. Electronic Paper Incomplete Information, Heterogeneity and Asset Pricing
Les Cahiers du CREF of HEC Montreal Working Paper No. 03-11
 Tony Berrada
University of Geneva
Date Posted: June 23, 2005
Working Paper Series
77 downloads

Incl. Electronic Paper Measuring the True Cost of Active Management by Mutual Funds
 Ross M. Miller
Miller Risk Advisors
Date Posted: June 23, 2005
Working Paper Series
2892 downloads

Incl. Electronic Paper Minimum Consumption Level, Limited Stock Market Participation, and Equity Premium

 Yiyu Shen
affiliation not provided to SSRN
Date Posted: June 23, 2005
Working Paper Series
86 downloads

Incl. Fee Electronic Paper Euler Equation Errors
CEPR Discussion Paper No. 5245
 Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Date Posted: June 21, 2005
Working Paper Series
24 downloads

Incl. Electronic Paper Optimal Research in Financial Markets with Heterogeneous Private Information: A Rational Expectations Model
ECB Working Paper No. 493
 Katrin Tinn
London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: June 21, 2005
Working Paper Series
77 downloads

Incl. Electronic Paper Multifrequency News and Stock Returns
Sauder School of Business Working Paper
 Laurent E. Calvet and Adlai J. Fisher
HEC Paris (Groupe HEC) - Finance Department and University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 20, 2005
Working Paper Series
190 downloads


 

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