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SSRN eLibrary Statistics:
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Abstracts:
489,242
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398,123
Authors:
228,655
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69,587
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Last 12 months:
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239,806
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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