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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
Papers Received in
  Last 12 months:
68,998

Paper Downloads:
To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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  Resolved
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238,027
Total References: 8,463,775
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Total Citation
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,971,774 Total downloads
Showing Papers 9,351 - 9,400 of 36,682
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Incl. Electronic Paper High Frequency Trading and the New-Market Makers
AFA 2012 Paper, EFA 2011 Paper
Albert J. Menkveld
VU University Amsterdam
Date Posted: December 10, 2010
Last Revised: May 14, 2013
Working Paper Series
5411 downloads

Incl. Electronic Paper How Important is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
Bank of Canada Working Paper No. 2008-47
Ron Alquist
Bank of Canada
Date Posted: December 10, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Liquidity Risk and Solvency II
Insurance Markets and Companies: Analyses and Actuarial Computations, Vol. 1, No. 3, pp. 85-96
Raquel M. Gaspar and Hugo Sousa
Technical University of Lisbon (UTL) - Cemapre Research Center and affiliation not provided to SSRN
Date Posted: December 10, 2010
Last Revised: December 16, 2010
Accepted Paper Series
249 downloads

Incl. Electronic Paper Trading Activity in the Equity Market and Its Contingent Claims: An Empirical Investigation
Richard Roll , Eduardo S. Schwartz and Avanidhar Subrahmanyam
University of California, Los Angeles (UCLA) - Finance Area , University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: December 10, 2010
Last Revised: March 31, 2012
Working Paper Series
116 downloads

Incl. Electronic Paper Modeling Asset Prices for Algorithmic and High Frequency Trading
Forthcoming, Applied Mathematical Finance
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: December 09, 2010
Last Revised: January 07, 2013
Working Paper Series
2264 downloads

Incl. Electronic Paper Asset Pricing with Durable Goods and Nonhomothetic Preferences
Michal Pakos
CERGE-EI and Economics Institute of the Academy of Sciences of the Czech Republic
Date Posted: December 09, 2010
Working Paper Series
72 downloads

Incl. Electronic Paper Mean-Variance Framework and Diversification Objective: Theoretical and Empirical Implications
Ghislain Yanou
University of Paris-1 (CES/UG5/Finance)
Date Posted: December 09, 2010
Last Revised: December 15, 2010
Working Paper Series
127 downloads

Incl. Electronic Paper The Black-Litterman Model: Wrong Views v.s. Opportunity Cost
Ghislain Yanou
University of Paris-1 (CES/UG5/Finance)
Date Posted: December 09, 2010
Working Paper Series
165 downloads

Incl. Electronic Paper The Retail Investor Vote: Mobilizing Rationally Apathetic Shareholders to Preserve or Challenge the Board's Presumption of Authority
Utah Law Review, Vol. 2010, No. 3, 2010
Christopher John Gulinello
Northern Kentucky University - Salmon P. Chase College of Law
Date Posted: December 09, 2010
Accepted Paper Series
45 downloads

Incl. Electronic Paper Are Speculators Informed?
Krista Schwarz
University of Pennsylvania - Finance Department
Date Posted: December 08, 2010
Working Paper Series
60 downloads

Incl. Electronic Paper Contingent Liquidity
Bank of Italy Occasional Paper No. 70
Sergio Nicoletti-Altimari and Carmelo Salleo
Bank of Italy and Bank of Italy
Date Posted: December 08, 2010
Working Paper Series
76 downloads

Incl. Electronic Paper Countercyclical Contingent Capital (CCC): Possible Use and Ideal Design
Bank of Italy Occasional Paper No. 71
Giuseppe De Martino , Massimo Libertucci , Mario Marangoni and Mario Quagliariello
Bank of Italy , Bank of Italy , Bank of Italy and European Banking Authority
Date Posted: December 08, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper Entropy and the Value of Information for Investors
Brown Economics Working Paper Series , Antonio Cabrales , Olivier Gossner and Roberto Serrano
Brown University - Department of Economics , Universidad Carlos III de Madrid , Paris School of Economics (PSE) and Brown University
Date Posted: December 08, 2010
Working Paper Series
76 downloads

Incl. Electronic Paper Excess Based Allocation of Risk Capital
CentER Discussion Paper Series No. 2010-123
Gerwald van Gulick , Anja De Waegenaere and Henk Norde
Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center For Economic Research
Date Posted: December 08, 2010
Working Paper Series
34 downloads

Incl. Electronic Paper Pensions, Debt and Inflation Risk in a Monetary Union
Netspar Discussion Paper No. 10/2010-070
Yvonne Adema
Erasmus University - Erasmus School of Economics
Date Posted: December 08, 2010
Working Paper Series
14 downloads

Incl. Electronic Paper The Role of Macroeconomic Policies in the Global Crisis
Bank of Italy Occasional Paper No. 69
Pietro Catte , Pietro Cova , Patrizio Pagano and Ignazio Visco
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: December 08, 2010
Working Paper Series
129 downloads

Incl. Electronic Paper Stress-Testing with Fully Flexible Causal Inputs
Risk, 25, 4, p. 61-65 (2012)
Attilio Meucci
SYMMYS
Date Posted: December 07, 2010
Last Revised: October 11, 2012
Accepted Paper Series
1205 downloads

Incl. Electronic Paper A Resurgent Chinese Yuan Undervaluation and its International Trade Competitiveness
Finance and Corporate Governance Conference 2011 Paper, Monash U. Department of Business Law & Taxation Research Paper No. 1717254
Jothee Sinnakkannu
Monash University - Faculty of Business and Economics
Date Posted: December 07, 2010
Last Revised: October 03, 2011
Working Paper Series
859 downloads

Incl. Electronic Paper Controlled Options: Derivatives with Added Flexibility
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: December 07, 2010
Last Revised: October 14, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper Do Firms Sell Forward for Strategic Reasons? An Application to the Wholesale Market for Natural Gas
CESifo Working Paper Series No. 3270
Remco van Eijkel
University of Groningen
Date Posted: December 07, 2010
Working Paper Series
46 downloads

Incl. Electronic Paper Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
ERIM Report Series Reference No. ERS-2010-044-LIS
Alexander N. Cuntz and Knut Blind
Chair of Innovation Economics and Berlin Universtity of Technology
Date Posted: December 07, 2010
Working Paper Series
35 downloads

Incl. Fee Electronic Paper Credit Supply and the Price of Housing
CEPR Discussion Paper No. DP8129
Giovanni Favara and Jean M. Imbs
HEC University of Lausanne and Paris School of Economics (PSE)
Date Posted: December 06, 2010
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Housing Purchases and the Dynamics of Housing Wealth
CEPR Discussion Paper No. DP8128
Olympia Bover
Bank of Spain - Research Department
Date Posted: December 06, 2010
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Public Ownership of Banks and Economic Growth - The Role of Heterogeneity
CEPR Discussion Paper No. DP8138
Tobias Körner and Isabel Schnabel
University of Dortmund - Ruhr Graduate School in Economics and University of Mainz - Faculty of Law and Economics
Date Posted: December 06, 2010
Working Paper Series
3 downloads

Incl. Electronic Paper Executive Compensation, Risk Taking and the State of the Economy
Alon Raviv and Elif Sisli Ciamarra
Brandeis University - International Business School and Brandeis University
Date Posted: December 06, 2010
Last Revised: September 01, 2011
Working Paper Series
351 downloads

International Diversification in a Troubled World – Do Frontier Assets Still Improve the Efficient Frontier?
Journal of Investing, Forthcoming
Daniel M. Kohlert
Bamberg University (Alumnus) - GTP "Markets and Social Systems in Europe" and Chair of Finance
Date Posted: December 06, 2010
Accepted Paper Series

Incl. Electronic Paper The Impact of Derivatives Markets on Financial Integration, Risk, and Economic Growth
Peter R. Haiss and Bernhard Sammer
WU Vienna University of Economics and Business and Vienna University of Economics and Business Administration - European Institute
Date Posted: December 06, 2010
Working Paper Series
173 downloads

Incl. Electronic Paper What Explains Mutual Fund Performance Persistence? International Evidence
Midwest Finance Association 2012 Annual Meetings Paper
Aneel Keswani , Miguel A. Ferreira , Antonio F. Miguel and Sofia Brito Ramos
Faculty of Finance, Cass Business School, City University, London , Nova School of Business and Economics , Instituto Universitário de Lisboa (ISCTE - IUL), Business Research Unit (UNIDE-IUL), Portugal and Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - School of Business
Date Posted: December 06, 2010
Last Revised: September 13, 2011
Working Paper Series
246 downloads

Incl. Electronic Paper A New Heston Based Stochastic Volatility Model for Stock Price and Option Pricing
Huadong (Henry) Pang
J.P. Morgan Chase & Co., Quantitative Research
Date Posted: December 05, 2010
Working Paper Series
261 downloads

Incl. Electronic Paper Beating Market Expectations, Analysts’ Forecasts Dispersion and the Pricing of Credit Default Swaps
Mauricio A. Melgarejo
INCAE Business School
Date Posted: December 05, 2010
Last Revised: April 14, 2012
Working Paper Series
104 downloads

Incl. Electronic Paper Diversification Strategies and the Performance of Funds of Hedge Funds
Na Dai and Hany A. Shawky
State University of New York at Albany - School of Business & Center for Institutional Investment Management and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Date Posted: December 05, 2010
Working Paper Series
262 downloads

Incl. Electronic Paper Evidence of In-Play Insider Trading on a U.K. Betting Exchange
Alasdair Brown
University of East Anglia (UEA) - School of Economic and Social Studies
Date Posted: December 05, 2010
Working Paper Series
120 downloads

Incl. Electronic Paper Exponential Levy Models Extended by a Jump to Default
Applied Mathematical Finance, Forthcoming
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: December 05, 2010
Last Revised: March 14, 2012
Accepted Paper Series
147 downloads

Incl. Electronic Paper Extracting Information from Structured Credit Markets
Bank of England Working Paper No. 407
Joseph Noss
affiliation not provided to SSRN
Date Posted: December 05, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper Forecasting Spot Price Volatility Using the Short-Term Forward Curve
Erik Haugom and Carl J. Ullrich
affiliation not provided to SSRN and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: December 05, 2010
Last Revised: January 27, 2011
Working Paper Series
84 downloads

Incl. Electronic Paper Mutual Fund Flows, Expected Returns, and the Real Economy
Stephan Jank
University of Cologne - Centre for Financial Research (CFR)
Date Posted: December 05, 2010
Last Revised: August 18, 2011
Working Paper Series
220 downloads

Incl. Electronic Paper On Valuation with Stochastic Proportional Hazard Models in Finance
International Journal of Theoretical and Applied Finance, Forthcoming
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: December 05, 2010
Last Revised: December 20, 2012
Accepted Paper Series
118 downloads

Incl. Electronic Paper Online Investors: What They Want, What They Do, and How Their Portfolios Perform
Arvid O. I. Hoffmann and Hersh Shefrin
Maastricht University - School of Business and Economics - Department of Finance and Santa Clara University - Leavey School of Business
Date Posted: December 05, 2010
Last Revised: September 20, 2011
Working Paper Series
325 downloads

Incl. Electronic Paper Role of Private Equity Exit Strategy, Governance Mechanism and Regulatory Constraint on Performance of Indian IPOs
B.V. Phani , Kunal and Supriya Katti
Indian Institute of Techonology Kanpur , Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering and Indian Institute of Technology, Kanpur
Date Posted: December 05, 2010
Last Revised: December 14, 2010
Working Paper Series
182 downloads

Incl. Electronic Paper Sovereign Default Risk and the US Equity Market
Alexandre Jeanneret
HEC Montréal
Date Posted: December 05, 2010
Last Revised: January 22, 2013
Working Paper Series
264 downloads

Incl. Electronic Paper The Relationship Between Credit Default Swap and Cost of Equity Capital
Swiss Finance Institute Research Paper No. 10-49
Giovanni Barone-Adesi and Moreno Brughelli
Swiss Finance Institute at the University of Lugano and University of Lugano - Institute of Finance
Date Posted: December 05, 2010
Working Paper Series
305 downloads

Incl. Electronic Paper Turbo Charging the Cheyette Model
Jesper Andreasen
Danske Bank - Danske Markets
Date Posted: December 05, 2010
Working Paper Series
552 downloads

Incl. Electronic Paper An Empirical Analysis of the Dynamic Dependences in the European Corporate Credit Markets: Bonds vs. Credit Derivatives
Sergio Mayordomo and Juan Ignacio Peña
University of Navarra - School of Economics and Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: December 04, 2010
Last Revised: November 12, 2012
Working Paper Series
161 downloads

Incl. Electronic Paper Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
Swiss Finance Institute Research Paper No. 10-50
Wanfeng Yan , Ryan Woodard and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: December 04, 2010
Working Paper Series
103 downloads

It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Chris Kirby and Barbara Ostdiek
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: December 04, 2010
Accepted Paper Series

Incl. Electronic Paper Knowledge Representation and Information Management for Financial Risk Management: Report of a Workshop
Mark D. Flood , Albert S. Kyle and Louiqa Raschid
Independent , University of Maryland and University of Maryland - Decision and Information Technologies Department
Date Posted: December 04, 2010
Working Paper Series
112 downloads

Incl. Electronic Paper Non-Execution and Market Share of Crossing Networks
Mao Ye
University of Illinois at Urbana-Champaign
Date Posted: December 04, 2010
Working Paper Series
115 downloads

Incl. Electronic Paper Political Crises and the Stock Market Integration of Emerging Markets
Finance and Corporate Governance Conference 2011 Paper
Alireza Tourani Rad , Bart Frijns and Ivan Indriawan
Auckland University of Technology - Faculty of Business & Law , Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Department of Finance
Date Posted: December 04, 2010
Working Paper Series
92 downloads

Incl. Electronic Paper Seasoned Equity Offerings by New Economy Companies in Australia
Zoltan Murgulov and Graham N. Bornholt
Monash University - Department of Accounting and Finance and Griffith University - Department of Accounting, Finance and Economics
Date Posted: December 04, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper The Dodd-Frank Act: A Flawed and Inadequate Response to the Too-Big-To-Fail Problem
Oregon Law Review, Vol. 89, pp. 951-1057, 2011, GWU Legal Studies Research Paper No. 516, GWU Law School Public Law Research Paper No. 516
Arthur E. Wilmarth Jr.
George Washington University Law School
Date Posted: December 04, 2010
Last Revised: April 22, 2011
Accepted Paper Series
1782 downloads


 

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