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SSRN eLibrary Statistics:

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Abstracts: 489,242
Full Text Papers: 398,123
Authors: 228,655
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  Last 12 months:
69,587

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To date: 66,708,528
Last 12 months: 11,224,159
Last 30 days: 834,566

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239,806
Total References: 8,539,827
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5,733,423
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,856,571 Total downloads
Showing Papers 941 - 990 of 13,874
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Is Gold Overpriced?
Journal of Investing, Forthcoming
Lingjie Ma and George Patterson
Bank of Montreal - BMO Global Asset Management and Independent
Date Posted: October 06, 2012
Last Revised: January 29, 2013
Accepted Paper Series

Incl. Electronic Paper Looking into the Black Box of Firm Valuation: A Monte-Carlo Simulation Model for Assessing the Riskiness of Debt and Tax Savings
Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: October 06, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper How to Extract Short-Rate Expectations from the Extended Vasicek Model
Thomas Braun
University of Bielefeld - Department of Business Administration and Economics
Date Posted: October 05, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Mortality Laws for Pricing Statutory Nurse and Health Care Policies
Thomas Braun
University of Bielefeld - Department of Business Administration and Economics
Date Posted: October 05, 2012
Working Paper Series
6 downloads

Empirical Properties of Straddle Returns
Journal of Derivatives, Vol. 17, No. 1, 2009
Wan Ni Lai
Euromed Management
Date Posted: October 05, 2012
Accepted Paper Series

Faith Matters? A Closer Look at the Performance of Belief-Based Equity Investments
Wan Ni Lai
Euromed Management
Date Posted: October 05, 2012
Working Paper Series

Incl. Electronic Paper Modelling Time-Variation in the Stock Return-Dividend Yield Predictive Equation
David G. McMillan
University of Stirling
Date Posted: October 05, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Does Academic Research Destroy Stock Return Predictability?
AFFI/EUROFIDAI, Paris December 2012 Finance Meetings Paper
R. David McLean and Jeffrey Pontiff
University of Alberta - Department of Finance and Statistical Analysis and Boston College - Department of Finance
Date Posted: October 04, 2012
Last Revised: May 16, 2013
Working Paper Series
3393 downloads

Incl. Electronic Paper A Model-Independent Replicating Approach for Variance Swaps
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: October 04, 2012
Working Paper Series
126 downloads

Incl. Electronic Paper An Investment-Based Investigation of Mutual Fund Performance
Chen Xue
University of Cincinnati
Date Posted: October 04, 2012
Last Revised: March 18, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Long Run Stock Returns: Evidence from Belgium 1838-2010
Jan Annaert , Frans Buelens and Marc Deloof
Antwerp Management School , University of Antwerp and University of Antwerp
Date Posted: October 04, 2012
Working Paper Series
92 downloads

Incl. Electronic Paper Salvaging the C-Capm: Currency Carry Trade Risk Premia and Conditioning Information
Midwest Finance Association 2013 Annual Meeting Paper
Angelica Gonzalez , Abhay Abhyankar and Olga Klinkowska
University of Edinburgh , University of Exeter Business School, University of Exeter and University of Aberdeen - Business School
Date Posted: October 04, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Zero-Coupon Yields and the Cross-Section of Bond Prices
N. Aaron Pancost
University of Chicago
Date Posted: October 04, 2012
Last Revised: June 15, 2013
Working Paper Series
62 downloads

Incl. Electronic Paper On Creditor Seniority and Sovereign Bond Prices in Europe
CESifo Working Paper Series No. 3944
Sven Steinkamp and Frank Westermann
Institute of Empirical Economic Research and University of Osnabrueck - Department of Economics
Date Posted: October 03, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Dynamic Trading Volume
Boston U. School of Management Research Paper No. 2012-28
Paolo Guasoni and Marko Weber
Boston University - Department of Mathematics and Statistics and Dublin City University - School of Mathematical Sciences
Date Posted: October 03, 2012
Last Revised: October 16, 2012
Working Paper Series
103 downloads

Incl. Electronic Paper A Sorry State of Affairs: The Problems with Financial Ratio Education
Mankin, J. A. & Jewell, J. J. (In Press) A Sorry State of Affairs: The Problems with Financial Ratio Education, Academy of Educational Leadership Journal
Jeffrey A. Mankin and Jeffrey Jay Jewell
Lipscomb University and Lipscomb University
Date Posted: October 03, 2012
Accepted Paper Series
78 downloads

Incl. Electronic Paper Are Investors Ever Rational?
Saptarshi Mukherjee and Sankar De
Indian School of Business and Indian School of Business
Date Posted: October 03, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Davids, Goliaths, and Business Cycles
Jefferson Duarte and Nishad Kapadia
Rice University and Rice University
Date Posted: October 03, 2012
Last Revised: April 17, 2013
Working Paper Series
215 downloads

Incl. Electronic Paper Do Mutual Funds Supply or Demand Immediacy?
Kalle Rinne and Matti Suominen
Luxembourg School of Finance and Aalto University, Department of Finance
Date Posted: October 03, 2012
Last Revised: March 11, 2013
Working Paper Series
34 downloads

Forecasting Corporate Financial Performance from Utilization of Capital Expenditure, R&D, Goodwill and Intangible Assets
James Gilloon
City University of New York, Baruch College, Solaris Asset Management LLC
Date Posted: October 03, 2012
Working Paper Series

Split Credit Rating Attribution – Beyond Rating Scales and Credit Metrics
James Gilloon
City University of New York, Baruch College, Solaris Asset Management LLC
Date Posted: October 03, 2012
Working Paper Series

Incl. Electronic Paper Variance Risk Premium and VIX Pricing: A Simple GARCH Approach
Qiang Liu and Gaoxiu Qiao
Southwestern University of Finance and Economics - School of Finance and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Date Posted: October 03, 2012
Working Paper Series
102 downloads

Incl. Electronic Paper Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Midwest Finance Association 2013 Annual Meeting Paper
Longzhen Fan , Canlin Li and Guofu Zhou
Department of Finance, School of Management, Fudan University , Federal Reserve Board and Washington University in St. Louis - Olin School of Business
Date Posted: October 02, 2012
Last Revised: March 26, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper A Unified Heath-Jarrow-Morton Approach to Gaussian Dynamic Term Structure Models
Haitao Li and Xiaoxia Ye
University of Michigan - Stephen M. Ross School of Business and National University of Singapore (NUS) - Risk Management Institute
Date Posted: October 02, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper An Extension of the Consuption-Based CAPM Model
Georges Dionne , Jingyuan Li and Cedric Okou
HEC Montreal - Department of Finance , Lingnan University - Department of Finance and Insurance and University of Quebec at Montreal (UQAM)
Date Posted: October 02, 2012
Last Revised: October 31, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper Do Stock Prices Move Too Much to Be Justified by Changes in Cash Flows? New Evidence from Parallel Asset Markets
29th International Conference of the French Finance Association (AFFI) 2012
Tobias Muhlhofer and Andrey Ukhov
University of Texas at Austin - Department of Finance and Cornell University
Date Posted: October 02, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Labor Heterogeneity and Asset Prices: The Importance of Skilled Labor
Fisher College of Business Working Paper No. 2012-03-025, Charles A. Dice Center Working Paper No. 2012-25
Frederico Belo and Xiaoji Lin
University of Minnesota and Ohio State University (OSU) - Fisher College of Business
Date Posted: October 02, 2012
Last Revised: March 01, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper Liquidity and Asset Prices: An Empirical Investigation of the Finnish Stock Market
Midwest Finance Association 2013 Annual Meeting Paper
Hilal Anwar Butt and Nader Shahzad Virk
Hanken School of Economics, Vasa Campus and Hanken School of Economics - Department of Finance and Statistics
Date Posted: October 02, 2012
Last Revised: January 22, 2013
Working Paper Series
40 downloads

Stock Returns, Firm Size, Liquidity and the Festivities Effect: Asian Evidence
Mohd Edil Abd Sukor
University of Melbourne - Faculty of Business and Economics
Date Posted: October 02, 2012
Working Paper Series

Incl. Electronic Paper What is Your ROA? An Investigation of the Many Formulas for Calculating Return on Assets
Jewell, J. J. & Mankin, J. A (2011) What is Your ROA? An Investigation of the Many Formulas for Calculating Return on Assets, Academy of Educational Leadership Journal, 15 (Special Issue), 79-91
Jeffrey Jay Jewell and Jeffrey A. Mankin
Lipscomb University and Lipscomb University
Date Posted: October 02, 2012
Accepted Paper Series
71 downloads

Incl. Electronic Paper Asset Prices in an Economy Where Volatility Comes with the Intensity of Rare Disaster
Soohun Kim
Northwestern University, Kellogg School of Management, Department of Finance
Date Posted: October 01, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Empirische Analyse der Unternehmensbewertung für die Erbschaftsteuer mit dem vereinfachten Ertragswertverfahren (Empirical Analysis of Firm Valuation for Inheritance Tax Purposes Using the Simplified Discounted Cash Flow Method)
Arqus Quantitative Tax Research Discussion Paper No. 6
Jens Müller and Caren Sureth
University of Paderborn - Department of Economics and University of Paderborn
Date Posted: October 01, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Income Smoothing, Information Uncertainty, Stock Returns, and Cost of Equity
Review of Pacific Basin Financial Markets and Policies (RPBFMP), Forthcoming
Linda H. Chen
Washington State University
Date Posted: October 01, 2012
Last Revised: December 07, 2012
Accepted Paper Series
193 downloads

Incl. Electronic Paper The Price Pressure Hypothesis Revisited: Evidence from Tax-Induced Selling
29th International Conference of the French Finance Association (AFFI) 2012
Erik Theissen and Meta Zaehres
University of Mannheim - Finance Area and affiliation not provided to SSRN
Date Posted: October 01, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Fed Funds Target Rate Surprise & Equity Duration
Niranjan Tripathy
University of North Texas
Date Posted: September 30, 2012
Last Revised: February 04, 2013
Working Paper Series
21 downloads

Cause and Effect between FII Trading Behaviour and Stock Market Returns: The Indian Experience
Journal of Indian Business Research, Vol. 4, Issue 4, pp. 286-300, 2012
Abhijeet Chandra
Indian Institute of Technology Madras
Date Posted: September 30, 2012
Last Revised: October 01, 2012
Accepted Paper Series

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
41 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
166 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
111 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
124 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
36 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
6 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
London Business School - Department of Finance , 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


 

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