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393,865
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JEL Code: G1
12,992,589 Total downloads
Showing Papers 9,181 - 9,230 of 36,704
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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
480 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
71 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
Options to Improve the Governance and Investment of Japan’s Government Pension Investment Fund
OECD Working Papers on Finance, Insurance and Private Pensions No. 2010/6
Juan Yermo
and
Fiona Stewart
Organization for Economic Co-Operation and Development (OECD)
and
Organization for Economic Co-Operation and Development (OECD)
Date Posted: December 26, 2010
Working Paper Series
32 downloads
Synchronicity and Firm Interlocks in an Emerging Economy
Journal of Financial Economics, 2009
Tarun Khanna and
Catherine Thomas
Harvard University - Strategy Unit
and
Columbia Business School - Finance and Economics
Date Posted: December 26, 2010
Working Paper Series
The Changing Role of House Price Dynamics Over the Business Cycle
Banque de France Working Paper No. 309
Gilles Dufrénot
and
Sheheryar Malik
Banque de France
and
Banque de France
Date Posted: December 26, 2010
Working Paper Series
37 downloads
The Determinants of Regional Real Estate Returns in the United Kingdom: A Vector Error Correction Approach
Journal of Property Research, Vol. 27, No. 1, pp. 87-117, March 2010
Daniel M. Kohlert
Bamberg University (Alumnus) - GTP "Markets and Social Systems in Europe" and Chair of Finance
Date Posted: December 26, 2010
Accepted Paper Series
The Intrinsic Logic of the Augmented Black-Litterman Model
Wing Cheung
affiliation not provided to SSRN
Date Posted: December 26, 2010
Last Revised: April 25, 2012
Working Paper Series
246 downloads
Vertical Integration, Competition, and Financial Exchanges: Is There Grain in the Silo?
CFS Working Paper No. 2010/22
Steffen Juranek
and
Uwe Walz
Goethe University Frankfurt - Faculty of Economics and Business Administration
and
Goethe University Frankfurt - Institute of Economics
Date Posted: December 26, 2010
Last Revised: March 06, 2012
Working Paper Series
71 downloads
Volatility Risk and the Value Premium: Evidence from the French Stock Market
Journal of Banking and Finance, Vol. 34, No. 5, 2010
Yakup Eser Arisoy
Université Paris-Dauphine - DRM-CEREG
Date Posted: December 26, 2010
Accepted Paper Series
Stress Testing the Resilience of Financial Networks
Hamed Amini ,
Rama Cont and
Andreea Minca
Ecole Polytechnique Fédérale de Lausanne
,
Imperial College London
and
Cornell University - School of Operations Research and Industrial Engineering
Date Posted: December 25, 2010
Last Revised: December 28, 2010
Working Paper Series
916 downloads
Are Commodity Futures a Good Hedge Against Inflation?
Netspar Discussion Paper No. 11/2010-078
Laura Spierdijk and
Zaghum Umar
University of Groningen
and
University of Groningen
Date Posted: December 24, 2010
Last Revised: May 04, 2013
Working Paper Series
340 downloads
Arbitrage-Free Rate Interpolation Scheme for Libor Market Model with Smooth Volatility Term Structure
Roman Werpachowski
UniCredit Corporate & Investment Banking
Date Posted: December 24, 2010
Last Revised: December 29, 2010
Working Paper Series
273 downloads
Firm Investment, Financial Constraint and Voluntary Asset Sales
Vikash Gautam
Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: December 24, 2010
Last Revised: December 16, 2011
Working Paper Series
Foreign Exchange Exposure of ‘Domestic’ Corporations
Journal of International Money and Finance, Vol. 29, No. 8, 2010
Raj Aggarwal and
Joel T. Harper
University of Akron - Department of Finance
and
Oklahoma State University - Stillwater - Department of Finance
Date Posted: December 24, 2010
Accepted Paper Series
FOREX and its Application in Comparison with Islamic Jurisprudence Principal
Islamic Economics System Conference 2009
Seyed Mohammad Mahdi Mousavi
,
Balal Vosough
and
Jalal Tabatabaei
Essex Business School
,
Imam Sadiq University
and
Payame Noor University
Date Posted: December 24, 2010
Accepted Paper Series
108 downloads
Incorporating Managerial Information into Real Option Valuation
Sebastian Jaimungal
and
Yuri Lawryshyn
University of Toronto - Department of Statistics
and
University of Toronto
Date Posted: December 24, 2010
Last Revised: March 28, 2011
Working Paper Series
257 downloads
Investor Inattention: A Hidden Cost of Choice in Pension Plans?
Netspar Discussion Paper No. 11/2010-072
Magnus Dahlquist and
Jose Vicente Martinez
Stockholm School of Economics
and
University of Oxford - Said Business School
Date Posted: December 24, 2010
Last Revised: April 02, 2011
Working Paper Series
65 downloads
Optimal Capital Structure for Insurance Companies
Netspar Discussion Paper No. 11/2010-073
Roger J. A. Laeven and
Enrico C. Perotti
Tilburg University - Department of Econometrics and Operations Research, and CentER
and
University of Amsterdam - Finance Group
Date Posted: December 24, 2010
Working Paper Series
226 downloads
Stockholding: Participation, Location, and Spillovers
Netspar Discussion Paper No. 10/2010-077
Dimitris Christelis
,
Dimitris Georgarakos
and
Michael Haliassos
European Central Bank (ECB) - Directorate General Research
,
University of Frankfurt
and
Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: December 24, 2010
Working Paper Series
20 downloads
Underpricing of Banks in Intermediary-Oriented Marketplaces: A Test of Baron’s Model on the Italian Market
Maria-Gaia Soana
and
Massimo Regalli
University of Rome (Tor Vergata)
and
University of Parma - Facoltà di Economia
Date Posted: December 24, 2010
Working Paper Series
63 downloads
A Value-at-Risk Review of the Major Stock Market Indices in Mauritius
Jamsheed Ali Khadaroo
Financial Services Commission, Mauritius
Date Posted: December 23, 2010
Working Paper Series
56 downloads
An Alternative Performance Measure
Alexandre Hocquard
,
Nicolas A. Papageorgiou
and
Bruno Remillard
Pavilion Advisory Group
,
HEC Montreal - Department of Finance
and
HEC Montreal
Date Posted: December 23, 2010
Working Paper Series
135 downloads
Do Implicit Barriers Matter for Globalization?
Swiss Finance Institute Research Paper No. 10-55
Francesca Carrieri ,
Ines Chaieb
and
Vihang R. Errunza
McGill University - Desautels Faculty of Management
,
University of Geneva
and
McGill University - Desautels Faculty of Management
Date Posted: December 23, 2010
Last Revised: February 11, 2012
Working Paper Series
108 downloads
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