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SSRN eLibrary Statistics:

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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months: 		68,973

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To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  References: 		238,027
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,797,246 Total downloads
Showing Papers 951 - 1,000 of 13,810
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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
121 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
1684 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
182 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
176 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

Incl. Electronic Paper Liquidity Crises Due to Asymmetric Information
Midwest Finance Association 2013 Annual Meeting Paper
 Søren Hesel
University of Southern Denmark - Department of Business and Economics
Date Posted: September 18, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Liquidity Risk and Stock Returns: A Return Decomposition Approach
Midwest Finance Association 2013 Annual Meeting Paper
 Shaun A. Bond and Qingqing Chang
University of Cincinnati and University of Cincinnati
Date Posted: September 18, 2012
Last Revised: March 11, 2013
Working Paper Series
130 downloads

Incl. Electronic Paper Understanding the Term Structure of Credit Default Swap Spreads
Midwest Finance Association 2013 Annual Meeting Paper
 Bing Han and Yi Zhou
University of Texas at Austin - McCombs School of Business and Florida State University, College of Business, Department of Finance
Date Posted: September 18, 2012
Last Revised: January 22, 2013
Working Paper Series
105 downloads

Incl. Electronic Paper A New Measure of Equity Duration: The Duration-Based Explanation of the Value Premium Revisited
 David Schröder and Florian Esterer
University of London - Birkbeck College and MainFirst Schweiz AG
Date Posted: September 17, 2012
Last Revised: May 18, 2013
Working Paper Series
65 downloads

Incl. Electronic Paper Growth Opportunities, Assets in Place, Stocks Migration and CAPM: A Rational Foundation for the Fama-French and Momentum Factors
29th International Conference of the French Finance Association (AFFI) 2012
 Christophe Faugère
BEM
Date Posted: September 17, 2012
Last Revised: November 03, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Performance-Based Fees and Asset Allocation Under Loss-Aversion
29th International Conference of the French Finance Association (AFFI) 2012
 Constantin Mellios
Université Paris I Panthéon-Sorbonne
Date Posted: September 17, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Sustainability and Sovereign Credit Ratings in Emerging Markets: Nigeria as a Case Study
 Allan Dwyer
Mount Royal University - Bissett School of Business
Date Posted: September 17, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper The Value of Private Information in Investment Research: Do Company On-Site Visits Affect the Trading Patterns and Performance of Professional Investors?
29th International Conference of the French Finance Association (AFFI) 2012
 Lorne N. Switzer and Mariane Keushgerian
Concordia University, Quebec - Department of Finance and Concordia University, Quebec
Date Posted: September 17, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Unlevered Betas and the Cost of Equity Capital: An Empirical Approach
 Julio Sarmiento-Sabogal and Mehdi Sadeghi
Macquarie University, Department of Applied Finance and Actuarial Science and Dept. of Applied Finance & Actuarial Studies, Macquarie University, Sydney, Australia.
Date Posted: September 17, 2012
Last Revised: October 06, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Which Dimensions of Social Responsibility Concern Financial Investors?
29th International Conference of the French Finance Association (AFFI) 2012
 Isabelle Girerd-Potin , Sonia Jimenez-Garces and Pascal Louvet
Université Pierre Mendes France Grenoble II , University of Lyon 2 and University of Grenoble - Institut d'Administration des Entreprises Grenoble (IAE Grenoble)
Date Posted: September 17, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Why Do Investors Trade Around Social Rating Announcements?
29th International Conference of the French Finance Association (AFFI) 2012
 Alexis Cellier , Pierre Chollet and Jean-Francois Gajewski
University Paris-Est Créteil (UPEC) , IRG, Université Paris-Est and University of Savoie, IREGE
Date Posted: September 17, 2012
Last Revised: November 05, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Corporate Retail Notes: A Good Alternative for Individual Investors?
Midwest Finance Association 2013 Annual Meeting Paper
 Igor Kozhanov and Joseph P. Ogden
University at Buffalo (SUNY) and State University of New York (SUNY) at Buffalo - School of Management
Date Posted: September 16, 2012
Last Revised: May 14, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Equity Short Selling and the Cost of Debt
Midwest Finance Association 2013 Annual Meeting Paper
 Bilal Erturk and Ali Nejadmalayeri
Oklahoma State University - Stillwater - Department of Finance and Oklahoma State University - Department of Finance
Date Posted: September 16, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
Midwest Finance Association 2013 Annual Meeting Paper
 Olesya V. Grishchenko and Eduard Dubin
Federal Reserve Board and Goethe University Frankfurt - Department of Finance
Date Posted: September 16, 2012
Last Revised: January 21, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Mispricing and Trading Profits in ETNs
Journal of Investing, Forthcoming
 Dean Diavatopoulos , Hélyette Geman , Lovjit Thukral and Colbrin Wright
Villanova University - Department of Finance , University of London, Birkbeck College - School of Economics, Mathematics and Statistics , University of London, Birkbeck College - School of Economics, Mathematics and Statistics and Brigham Young University
Date Posted: September 16, 2012
Last Revised: March 19, 2013
Accepted Paper Series
473 downloads

Incl. Electronic Paper Option-Implied Information and Predictability of Extreme Returns
 Grigory Vilkov and Yan Xiao
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Date Posted: September 16, 2012
Last Revised: September 25, 2012
Working Paper Series
264 downloads

Incl. Electronic Paper Statistical Arbitrage Trading Strategies and High Frequency Trading
 Thomas A. Hanson and Joshua R. Hall
Kent State University - Department of Finance and Kent State University - College of Business Administration
Date Posted: September 16, 2012
Last Revised: February 19, 2013
Working Paper Series
238 downloads

Incl. Electronic Paper Structural Credit Risk Models: Endogenous versus Exogenous Default
 Michael B. Imerman
Lehigh University
Date Posted: September 16, 2012
Working Paper Series
91 downloads

Incl. Electronic Paper The Informational Content of the Embedded Deflation Option in TIPS
Midwest Finance Association 2013 Annual Meeting Paper
 Olesya V. Grishchenko , Joel M. Vanden and Jianing Zhang
Federal Reserve Board , Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: September 16, 2012
Last Revised: January 23, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Interaction between Corporate Bonds Yields, Equity Market and the Macro Economy
 Samuel B. Bulmash and Nilesh Balaram Sah
University of South Florida - Finance Department and University of South Florida - Department of Finance
Date Posted: September 16, 2012
Working Paper Series
40 downloads

Incl. Electronic Paper The Risk Premium for Minority Banks Altruistic Portfolios in Underserved Communities
Date Posted: September 16, 2012
Last Revised: October 05, 2012
Working Paper Series
29 downloads

Incl. Fee Electronic Paper Order Imbalance and Daily Momentum Investing: Evidence from Taiwan
Financial Review, Vol. 47, Issue 4, pp. 697-718, 2012
 Chiao‐Yi Chang
affiliation not provided to SSRN
Date Posted: September 15, 2012
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper The Impact of Mispricing and Asymmetric Information on the Price Discount of Private Placements of Common Stock
Financial Review, Vol. 47, Issue 4, pp. 665-696, 2012
 Charmaine Glegg , Oneil Harris , Jeff Madura and Thanh Ngo
East Carolina University - Department of Finance , East Carolina University - Department of Finance , Florida Atlantic University - College of Business and University of Texas-Pan American
Date Posted: September 15, 2012
Accepted Paper Series

Incl. Electronic Paper Arrow-Debreu Equilibria for Rank-Dependent Utilities
 Jianming Xia and Xun Yu Zhou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: September 15, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Fund Manager Overconfidence and Investment Performance: Evidence from Mutual Funds
 Arman Eshraghi and Richard Taffler
University of Edinburgh - Business School and University of Warwick - Finance Group
Date Posted: September 15, 2012
Last Revised: October 03, 2012
Working Paper Series
162 downloads

Incl. Electronic Paper The Market Reaction to Corporate Disclosure: Evidence from Germany
Midwest Finance Association 2013 Annual Meeting Paper
 Dominik Dettenrieder and Erik Theissen
University of Münster and University of Mannheim - Finance Area
Date Posted: September 15, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper The Demand Curves for Financial Assets and the Implied Cost of Capital in Segmented Markets
 Haim Levy and Moshe Levy
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: September 14, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper The Post Earnings Announcement Drift and Option Traders
 Suresh Govindaraj , Sangsang Liu and Joshua Livnat
Rutgers University - Rutgers Business School - Newark and New Brunswick , Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and New York University
Date Posted: September 14, 2012
Last Revised: January 16, 2013
Working Paper Series
109 downloads

Incl. Electronic Paper Ageing, Property Prices and Money Demand
BIS Working Paper No. 385
 Kiyohiko G. Nishimura and Elod Takats
Bank of Japan and Bank for International Settlements (BIS)
Date Posted: September 13, 2012
Accepted Paper Series
42 downloads

Incl. Electronic Paper Analyzing European SPACs
 Elena Ignatyeva , Christian Rauch and Mark Wahrenburg
Goethe University Frankfurt , Goethe University Frankfurt and University of Frankfurt - Economics and Business Administration Area
Date Posted: September 13, 2012
Last Revised: April 16, 2013
Working Paper Series
128 downloads

Incl. Electronic Paper Hard Times
Chicago Booth Research Paper No. 12-46, Fama-Miller Working Paper
 John Y. Campbell , Stefano Giglio and Christopher Polk
Harvard University - Department of Economics , University of Chicago - Booth School of Business and London School of Economics
Date Posted: September 13, 2012
Working Paper Series
113 downloads

Incl. Electronic Paper Minimal Variance Hedging of Natural Gas Derivatives in Exponential Levy Models: Theory and Empirical Performance
 Christian-Oliver Ewald , Roy Nawar and Tak-Kuen Siu
University of Glasgow , University of Sydney and Macquarie University, Faculty of Business and Economics
Date Posted: September 13, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper Sovereign Default Risk in the Euro-Periphery and the Euro-Candidate Countries
 Hubert Gabrisch , Lucjan T. Orlowski and Toralf Pusch
Halle Institute for Economic Research , Sacred Heart University - John F. Welch College of Business and affiliation not provided to SSRN
Date Posted: September 13, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times
 Eric Renault , Thijs van der Heijden and Bas J. M. Werker
University of North Carolina (UNC) at Chapel Hill - Department of Economics , University of Melbourne - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: September 13, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Valuing Real Options with Estimation Error: DCF Versus No-Arbitrage
 Ian A. Cooper
London Business School
Date Posted: September 13, 2012
Working Paper Series
78 downloads

Incl. Electronic Paper Asset Pricing with Second-Order Esscher Transforms
Banque de France Working Paper No. 397
 Alain Monfort and Fulvio Pegoraro
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Date Posted: September 12, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Come on Over: Analyst/Investor Days as a Disclosure Medium
 Marcus Kirk and Stanimir Markov
University of Florida - Fisher School of Accounting and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: September 12, 2012
Last Revised: February 26, 2013
Working Paper Series
83 downloads

Incl. Electronic Paper High Frequency Trading and End-of-Day Manipulation
 Douglas Cumming , Feng Zhan and Michael J. Aitken
York University - Schulich School of Business , York University - Schulich School of Business and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: September 12, 2012
Last Revised: November 10, 2012
Working Paper Series
507 downloads

Incl. Electronic Paper A Binary Model Versus Discriminant Analysis to Corporate Bankruptcies for Emerging Market
 Elena Makeeva , Ekaterina Neretina and Nikita Pirogov
National Research University Higher School of Economics , National Research University Higher School of Economics and affiliation not provided to SSRN
Date Posted: September 11, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper A Modified Dechow and Dichev (2002) Model with Cash Flow Forecasts
 Linna Shi and Nan Zhou
State University of New York at Binghamton - School of Management and State University of New York at Binghamton - School of Management
Date Posted: September 11, 2012
Last Revised: March 07, 2013
Working Paper Series
152 downloads

Incl. Electronic Paper The Bottom-Up Beta of Momentum
 Pedro Barroso
Nova School of Business and Economics
Date Posted: September 11, 2012
Working Paper Series
141 downloads


 

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