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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months:
68,968

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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
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SSRN eLibrary Search Results
JEL Code: G12
5,806,443 Total downloads
Showing Papers 921 - 970 of 13,821
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Incl. Electronic Paper The Pricing Effects of Ambiguous Private Information
Midwest Finance Association 2013 Annual Meeting Paper
Scott Condie and Jayant V. Ganguli
Brigham Young University - Department of Economics and University of Essex - Department of Economics
Date Posted: September 30, 2012
Last Revised: January 25, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Exchange Traded Funds, Liquidity, and Market Volatility
Midwest Finance Association 2013 Annual Meeting Paper
Timothy A. Krause , Sina Ehsani and Donald D. Lien
University of Texas at San Antonio , University of Texas at San Antonio and University of Texas at San Antonio - College of Business - Department of Economics
Date Posted: September 29, 2012
Last Revised: January 21, 2013
Working Paper Series
158 downloads

Incl. Electronic Paper La Volatilité Des Actions Françaises Sur Le Long Terme (The Stock Market Volatility in France for the Long Run)
Revue Economique, 63.3, 2012, pp. 569-580
David Le Bris
BEM Bordeaux Management School
Date Posted: September 29, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper Les Krachs Boursiers En France Depuis 1854 (The Stock Market Crashes in France Since 1854)
Revue Economique, 61.3, 2010, p. 421-430
David Le Bris
BEM Bordeaux Management School
Date Posted: September 29, 2012
Accepted Paper Series
15 downloads

Incl. Electronic Paper Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
Journal of Finance, Forthcoming
Craig W. Holden and Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: September 29, 2012
Last Revised: May 05, 2013
Accepted Paper Series
102 downloads

Incl. Electronic Paper Market Quality Breakdowns in Equities
Cheng Gao and Bruce Mizrach
Rutgers University, Department of Economics and Rutgers University, Department of Economics
Date Posted: September 29, 2012
Last Revised: March 13, 2013
Working Paper Series
121 downloads

Incl. Electronic Paper Searching for Lost Decades in U.S and Global Equities
Blake LeBaron
Brandeis University - International Business School
Date Posted: September 29, 2012
Working Paper Series
35 downloads

Incl. Fee Electronic Paper Asset Prices and Institutional Investors
CEPR Discussion Paper No. DP9120
Suleyman Basak and Anna Pavlova
London Business School and London Business School
Date Posted: September 28, 2012
Working Paper Series
5 downloads

Incl. Fee Electronic Paper The Federal Reserves Large-Scale Asset Purchase Programs: Rationale and Effects
CEPR Discussion Paper No. DP9145
Stefania D'Amico , William B. English , David Lopez-Salido and Edward Nelson
Federal Reserve Board , Government of the United States of America - Division of Monetary Affairs , Federal Reserve Board and Federal Reserve Bank of St. Louis - Research Division
Date Posted: September 28, 2012
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition
CEPR Discussion Paper No. DP9108
Aziz A. Lookman
Moody's Research Labs
Date Posted: September 28, 2012
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Spread the News: How the Crisis Affected the Impact of News On the European Sovereign Bond Markets
CEPR Discussion Paper No. DP9043
Roel M. W. J. Beetsma , Frank de Jong , Massimo Giuliodori and Daniel Widijanto
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) , Tilburg University - Department of Finance , University of Amsterdam - Faculty of Economics & Econometrics (FEE) and affiliation not provided to SSRN
Date Posted: September 28, 2012
Working Paper Series
3 downloads

Incl. Fee Electronic Paper The Cross-Section and Time-Series of Stock and Bond Returns
CEPR Discussion Paper No. DP9024
Ralph S. J. Koijen , Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business , UCLA - Anderson School of Management and New York University Stern School of Business, Department of Finance
Date Posted: September 28, 2012
Working Paper Series
2 downloads

Incl. Fee Electronic Paper The Wealth-Consumption Ratio
CEPR Discussion Paper No. DP9022
Hanno N. Lustig , Stijn Van Nieuwerburgh and Adrien Verdelhan
UCLA - Anderson School of Management , New York University Stern School of Business, Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 28, 2012
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
CEPR Discussion Paper No. DP9023
Bryan T. Kelly , Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business , UCLA - Anderson School of Management and New York University Stern School of Business, Department of Finance
Date Posted: September 28, 2012
Working Paper Series
2 downloads

Three Curves, One Sovereign: The Credit and Currency Spread Extraction for a Fixed Exchange Rate Risky Country and of its CDS-Bond Basis: The Case of Bulgaria
Vilimir Yordanov and Atanas Totkov
Independent and affiliation not provided to SSRN
Date Posted: September 27, 2012
Last Revised: September 29, 2012
Working Paper Series

Incl. Electronic Paper Business Financial Structure and Asset Pricing in the Spanish Stock Market
Spanish Journal of Finance and Accounting, Forthcoming
Jose Luis Miralles-Marcelo , Maria del Mar Miralles-Quiros and Jose Luis Miralles-Quiros
University of Extremadura - Financial Economics & Accounting , University of Extremadura - Financial Economics & Accounting and University of Extremadura - Financial Economics & Accounting
Date Posted: September 26, 2012
Accepted Paper Series
57 downloads

Incl. Electronic Paper Digesting Anomalies: An Investment Approach
Fisher College of Business Working Paper No. 2012-03-021, Charles A. Dice Center Working Paper No. 2012-021
Kewei Hou , Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance , University of Cincinnati and Ohio State University - Fisher College of Business
Date Posted: September 26, 2012
Last Revised: December 05, 2012
Working Paper Series
419 downloads

Incl. Electronic Paper Predicting First-Year Returns of Health Care IPOs
Richard Borghesi and Thomas Pencek
University of South Florida and University of South Florida - College of Business Administration
Date Posted: September 26, 2012
Last Revised: December 22, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Real Estate Sector Response to Economic Policy Uncertainty Shocks
International Research Journal of Applied Finance, 3(12), 1739-1747
Vichet Sum and Kate Brown
University of Maryland, Eastern Shore and University of Maryland, Eastern Shore
Date Posted: September 26, 2012
Last Revised: December 30, 2012
Accepted Paper Series
35 downloads

Incl. Electronic Paper The Cake-Eating Problem: Non-Linear Sharing Rules
Working Paper Series, Department of Economics, University of Verona 26/2012
Eugenio Peluso and Alain Trannoy
University of Verona - Department of Economics and National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Date Posted: September 26, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper Equity Performance of Zero Debt Firms Vis-À-Vis their Leveraged Counterparts
Soumya Guha Deb , Prithviraj Banerjee and Pradip Banerjee
Xavier Institute of Management , Globsyn Business School (GBS) and Institute of Management Technology
Date Posted: September 25, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper One-Factor Based Exercise Strategies for American Options in Multi-Factor Models
Alfredo Ibanez and Carlos Velasco
ESADE Business School and Universidad Carlos III de Madrid - Department of Economics
Date Posted: September 24, 2012
Last Revised: October 16, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Cash Flow Volatility and Corporate Bond Yield Spreads
Midwest Finance Association 2013 Annual Meeting Paper
Alan V. S. Douglas , Alan Guoming Huang and Kenneth R. Vetzal
University of Waterloo - School of Accounting and Finance , University of Waterloo and University of Waterloo
Date Posted: September 23, 2012
Last Revised: January 21, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Midwest Finance Association 2013 Annual Meeting Paper
Ana Fostel and John Geanakoplos
George Washington University and Yale University - Cowles Foundation
Date Posted: September 22, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Hedge Fund Liquidity and Performance: Evidence from the Financial Crisis
Nic Schaub and Markus M. Schmid
University of Mannheim - Finance Area and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: September 22, 2012
Last Revised: April 23, 2013
Working Paper Series
146 downloads

Incl. Electronic Paper Information Acquisition and Financial Intermediation
FRB of New York Staff Report No. 571
Nina Boyarchenko
Federal Reserve Bank of New York
Date Posted: September 22, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Pricing TIPS and Treasuries with Linear Regressions
FRB of New York Staff Report No. 570
Michael G. Abrahams , Tobias Adrian , Richard K. Crump and Emanuel Moench
Massachusetts Institute of Technology (MIT) - Sloan School of Management , Federal Reserve Bank of New York , Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: September 22, 2012
Last Revised: May 07, 2013
Working Paper Series
36 downloads

Incl. Electronic Paper Short-Selling Constraints: The Asymmetric Role of Institutional Ownership, Relative Short Interest, Options and Dividends
Jose A. Gutierrez , Steve Johnson and Robert Stretcher
Sam Houston State University , Sam Houston State University and Sam Houston State University
Date Posted: September 22, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper The Arithmetic Brownian Motion in Corporate Valuation
Alexander D.F. Lahmann
HHL Leipzig Graduate School of Management
Date Posted: September 22, 2012
Last Revised: February 27, 2013
Working Paper Series
101 downloads

Incl. Electronic Paper The Relative Asset Pricing Model Incorporating Liabilities and Delegation to CIOs: Version 0.1
Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Date Posted: September 22, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NYU Working Paper No. FIN-12-010
Karthik Balakrishnan , Mary Brooke Billings , Bryan T. Kelly and Alexander Ljungqvist
University of Pennsylvania - Accounting DepartmentUniversity of Pennsylvania - The Wharton School , New York University , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: September 21, 2012
Last Revised: May 07, 2013
Working Paper Series
91 downloads

Incl. Electronic Paper An Examination of Prediction Market Efficiency: NBA Contracts on Tradesports
The Journal of Prediction Markets 3(2), pp. 65-77, 2009
Richard Borghesi
University of South Florida
Date Posted: September 21, 2012
Last Revised: September 25, 2012
Accepted Paper Series
16 downloads

Incl. Electronic Paper Consistent Pricing of Options on Leveraged ETFs
Andrew Ahn , Martin Haugh and Ashish Jain
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) , Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and affiliation not provided to SSRN
Date Posted: September 21, 2012
Last Revised: October 01, 2012
Working Paper Series
251 downloads

Incl. Electronic Paper FMS, a Generic Framework for Agent-Based Financial Markets Simulations
Jean-Charles Bagneris
Montpellier Sup de Co Group - Center for Research in Organizations and Management (CEROM)
Date Posted: September 21, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Hedging Dynamics with Gold Futures
Pantnagar Journal of Research, Vol. 10, pp. 71-77, 2012
Saurabh Singh and Swati Saharawat
G. B. Pant University of Agriculture and Technology - College of Agribusiness Management and affiliation not provided to SSRN
Date Posted: September 21, 2012
Accepted Paper Series
67 downloads

Incl. Electronic Paper Index Option Returns and Generalized Entropy Bounds
Yan Liu
Duke University
Date Posted: September 21, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Price Biases in a Prediction Market: NFL Contracts on Tradesports
The Journal of Prediction Markets 1(3), pp. 233-253, 2007
Richard Borghesi
University of South Florida
Date Posted: September 21, 2012
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Nobel-Awarded Black Scholes Model: Key Characteristics and Its Applications to Option Valuation - Ultimate Collapse of LTCM Fund
Michal Rajkowski
Bradford University School of Management
Date Posted: September 21, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Cowles Foundation Discussion Paper No. 1877
Ana Fostel and John Geanakoplos
George Washington University and Yale University - Cowles Foundation
Date Posted: September 20, 2012
Working Paper Series
43 downloads

Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test
Review of Finance, (Forthcoming)
Dieter Hess and Sebastian Orbe
University of Cologne - Department of Corporate Finance and University of Cologne - Department of Corporate Finance
Date Posted: September 20, 2012
Accepted Paper Series

Incl. Electronic Paper Solution of Stochastic Volatility Models Using Variance Transition Probabilities and Path Integrals
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: September 20, 2012
Last Revised: November 13, 2012
Working Paper Series
212 downloads

Incl. Electronic Paper Does Pair Trading Work in Korean Market?
Actual Problems in Economics, No. 1, 2012
Yung-Gi Hong , Soo-Hyun Kim and Hyoung Goo Kang
Samsung Asset Management , Samsung Asset Management and Hanyang University
Date Posted: September 19, 2012
Accepted Paper Series
123 downloads

Incl. Electronic Paper An Impressionistic View of the 'Real' Price of Gold Around the World
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: September 19, 2012
Last Revised: September 20, 2012
Working Paper Series
1699 downloads

Incl. Electronic Paper Do Earnings Targets and Managerial Incentives Affect Sticky Costs?
Journal of Accounting Research, Forthcoming
Itay Kama and Dan Weiss
Tel Aviv University - Faculty of Management and Tel Aviv University - Faculty of Management
Date Posted: September 19, 2012
Accepted Paper Series
184 downloads

Incl. Electronic Paper Fear and Loathing in the Housing Market: Evidence from Search Query Data
Marcelle Chauvet , Stuart A. Gabriel and Chandler Lutz
University of California , University of California, Los Angeles - Anderson School of Management and Copenhagen Business School
Date Posted: September 19, 2012
Last Revised: March 18, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper Pricing of Firm Specific Jump Risk
Marius Ascheberg , Holger Kraft and Yildiray Yildirim
Goethe University Frankfurt , Goethe University Frankfurt and Syracuse University - Whitman School of Management
Date Posted: September 19, 2012
Last Revised: October 24, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Information Asymmetry and Capital Structure Around the World
Midwest Finance Association 2013 Annual Meeting Paper
Wenlian Gao and Feifei Zhu
Central University of Finance and Economics and Hawaii Pacific University
Date Posted: September 18, 2012
Last Revised: March 03, 2013
Working Paper Series
109 downloads

Incl. Electronic Paper Commercial Paper Rates and Stock Market Excess Returns
Journal of Finance and Investment Analysis, (2013), Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: September 18, 2012
Last Revised: December 30, 2012
Accepted Paper Series
16 downloads

Incl. Electronic Paper Institutional Investors and Stock Market Liquidity: Trends and Relationships
Marshall E. Blume and Donald B. Keim
University of Pennsylvania - Finance Department and University of Pennsylvania - Wharton School
Date Posted: September 18, 2012
Working Paper Series
177 downloads

International Price and Earnings Momentum
European Journal of Finance, Vol. 18, No. 5-6, 2012, pp. 535-573
Harald Lohre and Markus Leippold
Deka Investment GmbH and University of Zurich - Department of Banking and Finance
Date Posted: September 18, 2012
Accepted Paper Series


 

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