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SSRN eLibrary Statistics:
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Abstracts:
489,242
Full Text Papers:
398,123
Authors:
228,655
Papers Received in Last 12 months:
69,587
Paper Downloads:
To date:
66,708,528
Last 12 months:
11,224,159
Last 30 days:
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239,806
Total References:
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230,167
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5,733,423
Papers with Resolved Footnotes:
78,859
Total Footnotes:
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JEL Code: G1
13,111,708 Total downloads
Showing Papers 9,561 - 9,610 of 36,954
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Andrew Mason
,
Steve Thomas and
Frank McGroarty
University of Surrey - Surrey Business School
,
City University London - Sir John Cass Business School
and
University of Southampton - School of Management
Date Posted: December 17, 2010
Working Paper Series
69 downloads
Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?
Frontiers in Finance and Economics, Vol. 7, No. 2, 1-37, October 2010
Lawrence Kryzanowski and
Shishir Singh
Concordia University, Quebec - Department of Finance
and
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
74 downloads
Size, Book-to-Market, Volatility and Stock Returns: Evidence from Amman Stock Exchange (ASE)
Frontiers in Finance and Economics, Vol. 7, No. 2, 90-124, October 2010
Walid Saleh
The Hashemite University
Date Posted: December 17, 2010
Accepted Paper Series
105 downloads
The Cross-Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
Redouane Elkamhi
,
Kris Jacobs and
Xuhui (Nick) Pan
University of Iowa - Henry B. Tippie College of Business
,
University of Houston - C.T. Bauer College of Business
and
Tulane University, A.B. Freeman School of Business
Date Posted: December 17, 2010
Last Revised: March 12, 2011
Working Paper Series
188 downloads
The Effect of Policyholders’ Rationality on Unit-Linked Life Insurance Contracts with Surrender Guarantees
Jing Li and
Alexander Szimayer
Institute for Finanancial Economics and Statistics
and
University of Hamburg - Faculty of Economics and Business Administration
Date Posted: December 17, 2010
Working Paper Series
110 downloads
Would You Follow MM or a Profitable Trading Strategy?
Frontiers in Finance and Economics, Vol. 7, No. 2, 69-89, October 2010
Yaz Gulnur Muradoglu and
Brian Baturevich
Queen Mary University of London
and
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
239 downloads
Market Reaction to an Earnings Shock: A Test of the Conservatism Effect
CAAA Annual Conference 2012
Abdulaziz M. Alwathainani
York University
Date Posted: December 16, 2010
Last Revised: November 27, 2012
Working Paper Series
Conservatism Flow and the Pricing of Credit Risk
Sumantra Chakravarty
California State University, Fullerton
Date Posted: December 16, 2010
Last Revised: August 05, 2011
Working Paper Series
199 downloads
Do Dark Pools Harm Price Discovery?
Haoxiang Zhu
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 16, 2010
Last Revised: June 12, 2013
Working Paper Series
1249 downloads
Liquidity and Capital Structure: Evidence from a Bank-dominated Economy
Prasit Udomsirikul ,
Seksak Jumreornvong and
Pornsit Jiraporn
Exxon Mobil (Thailand)
,
Thammasat University
and
Pennsylvania State University - SGPS; National Institute of Development Administration (NIDA), Bangkok, Thailand
Date Posted: December 16, 2010
Last Revised: November 02, 2011
Working Paper Series
245 downloads
Optimal Capital Requirements for a Large Insurer/AIG: A Stochastic Optimal Control Approach
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: December 16, 2010
Working Paper Series
54 downloads
Stockholding: Participation, Location, and Spillovers
Journal of Banking and Finance, Forthcoming
Dimitris Christelis
,
Dimitris Georgarakos
and
Michael Haliassos
European Central Bank (ECB) - Directorate General Research
,
University of Frankfurt
and
Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: December 16, 2010
Accepted Paper Series
Too Small or Too Low? New Evidence on the 4-Factor Model
Paola Brighi
,
Stefano d'Addona
and
Antonio Carlo Francesco Della Bina
University of Bologna - Department of Management
,
University of Rome 3
and
University of Bologna - Department of Management
Date Posted: December 16, 2010
Working Paper Series
114 downloads
Trading and Liquidity with Limited Cognition
Bruno Biais ,
Johan Hombert
and
Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR)
,
HEC Paris (Groupe HEC) - Finance Department
and
University of California, Los Angeles
Date Posted: December 15, 2010
Working Paper Series
68 downloads
Analytical Solution for Optimal Capital Structure in Perpetuities
Joseph Tham ,
Ignacio Velez-Pareja and
James W. Kolari
Duke University - Duke Center for International Development in the Sanford School of Public Policy
,
Master Consultores
and
Texas A&M University (TAMU) - Department of Finance
Date Posted: December 15, 2010
Last Revised: October 19, 2011
Working Paper Series
204 downloads
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Eric M. Aldrich and
Howard Kung
UC Santa Cruz
and
University of British Columbia
Date Posted: December 15, 2010
Last Revised: May 06, 2011
Working Paper Series
94 downloads
Return's Seasonalities in the LATIBEX Market
Revista de Análisis Económico / Economic Analysis Review, Vol. 25, No. 1, pp. 3-14, June 2010,
Josep Garcia-Blandon
Facultat d'Economia IQS, Universitat Ramon Llull
Date Posted: December 15, 2010
Accepted Paper Series
23 downloads
Style Timing Abilities: Evidence for Pension Fund Managers from Spain and United Kingdom
Spanish Journal of Finance and Accounting, Forthcoming
Mercedes Alda
,
Luis Ferruz
and
Fernando Muñoz
University of Zaragoza-Faculty of Social and Human Sciences
,
University of Zaragoza - Faculty of Business and Economics
and
Centro Universitario de la Defensa de Zaragoza
Date Posted: December 15, 2010
Accepted Paper Series
54 downloads
The Relationship between Environmental Social Governance Factors and Stock Returns
John R. Evans
and
Dinusha Peiris
Australian School of Business at UNSW
and
ING Investment Management
Date Posted: December 15, 2010
Working Paper Series
141 downloads
Using Earnings Forecasts to Simultaneously Estimate Firm-Specific Cost of Equity and Long-Term Growth
Review of Accounting Studies, Forthcoming
Alexander Nekrasov and
Maria Ogneva
University of California, Irvine - Paul Merage School of Business
and
University of Southern California - Marshall School of Business
Date Posted: December 15, 2010
Last Revised: March 09, 2011
Accepted Paper Series
451 downloads
Why International Financial Markets are Not Cointegrated
Thomas Dimpfl
University of Tuebingen - Department of Statistics and Econometrics
Date Posted: December 15, 2010
Working Paper Series
84 downloads
Why Issue Bonds Offshore?
BIS Working Paper No. 334
Susan Black
and
Anella Munro
Reserve Bank of Australia
and
Reserve Bank of New Zealand
Date Posted: December 15, 2010
Working Paper Series
92 downloads
Case Studies of Cybercrime and its Impact on Marketing Activity and Shareholder Value
Academy of Marketing Studies Journal, 2011
Katherine Taken Smith
,
Murphy Smith and
Jacob Lawrence Smith
Murray State University - College of Business
,
Murray State University - College of Business
and
Texas A&M University
Date Posted: December 14, 2010
Accepted Paper Series
359 downloads
Consistent Valuation of Project Finance and LBO's Using the Flows-to-Equity Method
Swiss Finance Institute Research Paper No. 10-51
Ian A. Cooper and
Kjell G. Nyborg
London Business School
and
University of Zurich - Department of Banking and Finance
Date Posted: December 14, 2010
Working Paper Series
356 downloads
Cross-Industry Consequences of Terrorism
Kevin L. Meyer
Edinburgh University School of Law
Date Posted: December 14, 2010
Last Revised: March 03, 2011
Working Paper Series
68 downloads
Errors in Individual Risk Tolerance
Caterina Lucarelli
and
Gianni Brighetti
Università Politecnica delle Marche
and
University of Bologna
Date Posted: December 14, 2010
Working Paper Series
89 downloads
Fund Flows, Performance, Managerial Career Concerns, and Risk-Taking
Management Science, Forthcoming
Ping Hu
,
Jayant R. Kale ,
Marco Pagani
and
Ajay Subramanian
affiliation not provided to SSRN
,
Georgia State University
,
San Jose State University
and
Georgia State University
Date Posted: December 14, 2010
Accepted Paper Series
95 downloads
Real Estate or Infrastructure? Evidence from Conditional Asset Allocation
Tobias Dechant
and
Konrad Finkenzeller
University of Regensburg - International Real Estate Business School (IREBS)
and
University of Regensburg - International Real Estate Business School (IREBS)
Date Posted: December 14, 2010
Last Revised: January 27, 2012
Working Paper Series
Strategic Default on First and Second Lien Mortgages During the Financial Crisis
FRB of Philadelphia Working Paper No. 11-3
Julapa Jagtiani and
William W. Lang
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
and
Federal Reserve Bank of Philadelphia
Date Posted: December 14, 2010
Working Paper Series
149 downloads
Is the Portfolio Effect Ending? Idiosyncratic and Market Risk Over the Long Run
David Le Bris
BEM Bordeaux Management School
Date Posted: December 13, 2010
Last Revised: December 12, 2012
Working Paper Series
62 downloads
An Examination of Price Integration Between Stock Market and International Crude Oil Indices: Evidence from China
Applied Economics Letters, 18(16), 1595-1602, (2011)
Bruce Allen Hearn and
Shuk Yin Man
University of Sussex
and
University of Leicester
Date Posted: December 13, 2010
Last Revised: November 20, 2012
Accepted Paper Series
76 downloads
A Data-Reconstructed Fractional Volatility Model
Economics Discussion Paper No. 2008-22
Rui Vilela Mendes
and
Javier Ordóñez Monfort
CMAF, Complexo Interdisciplinar UL and IPFN, Instituto Superior Técnico
and
Jaume I University - Department of Economics
Date Posted: December 13, 2010
Working Paper Series
10 downloads
A Theoretical Extension of the Consumption-Based CAPM Model
Georges Dionne and
Jingyuan Li
HEC Montreal - Department of Finance
and
Lingnan University - Department of Finance and Insurance
Date Posted: December 13, 2010
Last Revised: June 02, 2011
Working Paper Series
135 downloads
Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?
Journal of Banking and Finance, Forthcoming
Margarida Abreu
,
Victor Mendes
and
João A. C. Santos
ISEG-UTL
,
CMVM - Comissao do Mercado de Valores Mobiliarios
and
Federal Reserve Bank of New York
Date Posted: December 13, 2010
Accepted Paper Series
46 downloads
How Should We Regulate Bank Capital and Financial Products? What Role for 'Living Wills?' (Cómo Deberíamos Regular el Capital Bancario y los Productos Financieros? Cuál es el Papel de los 'Testamentos en Vida?') (Spanish)
Revista de Economía Institucional, Vol. 12, No. 23, p. 85, 2010,
Charles Goodhart
London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: December 13, 2010
Accepted Paper Series
129 downloads
IPO Underpricing: A Literature Review
Deepak Agrawal
University of Mysore, Mysore
Date Posted: December 13, 2010
Working Paper Series
699 downloads
Regulation and Failure (Regulación y Fallas) (Spanish)
Revista de Economía Institucional, Vol. 12, No. 23, pp. 13-28, 2010,
Joseph E. Stiglitz
Columbia Business School - Finance and Economics
Date Posted: December 13, 2010
Accepted Paper Series
45 downloads
Tax Expense Momentum
Journal of Accounting Research, Forthcoming
Jacob K. Thomas and
Frank Zhang
Yale School of Management
and
Yale School of Management
Date Posted: December 13, 2010
Accepted Paper Series
157 downloads
Why are Financial Markets so Inefficient and Exploitative, And a Suggested Remedy (Por Qué Los Mercados Financieros son Tan Ineficientes y Explotadores, Y Una Propuesta de Solución) (Spanish)
Revista de Economía Institucional, Vol. 12, No. 23, p. 55, 2010,
Paul Woolley
London School of Economics
Date Posted: December 13, 2010
Accepted Paper Series
71 downloads
Efficient Learning via Simulation: A Marginalized Resample-Move Approach
Andras Fulop
and
Junye Li
ESSEC Business School
and
ESSEC Business School
Date Posted: December 12, 2010
Last Revised: March 07, 2013
Working Paper Series
196 downloads
A Study on Market Behaviour and Price Discovery in Indian Commodity Markets
Mihir Dash
and
Sowmya Brigitta Andrews
Alliance University - School of Business
and
affiliation not provided to SSRN
Date Posted: December 12, 2010
Working Paper Series
348 downloads
Analyst Selective Coverage in the Presence of IPO Management Forecasts
Finance and Corporate Governance Conference 2011 Paper
Natalia Chatalova
,
Janice C. Y. How and
Peter Verhoeven
Abacus Property Group
,
Queensland University of Technology
and
Queensland University of Technology - Faculty of Business
Date Posted: December 12, 2010
Last Revised: March 15, 2011
Working Paper Series
Creating a Linchpin for Financial Data: The Need for a Legal Entity Identifier
John A. Bottega and
Linda F. Powell
Federal Reserve Bank of New York
and
Federal Reserve Board
Date Posted: December 12, 2010
Last Revised: December 16, 2010
Working Paper Series
761 downloads
Decomposing Executive Stock Option Exercises: Relative Information and Incentives to Manage Earnings
Journal of Business Finance & Accounting, Vol. 38, Nos. 5‐6, pp. 536-573, 2011,
David Veenman
,
Allan Hodgson ,
Bart van Praag and
Wei Zhang
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
University of Queensland - Faculty of Business, Economics and Law
,
University of Amsterdam - Business School
and
SUNY at Albany
Date Posted: December 12, 2010
Last Revised: July 25, 2011
Accepted Paper Series
86 downloads
Environmental Offset Programs: Survey and Synthesis
Indiana University School of Public & Environmental Affairs Research Paper No. 2010-12-01
Robert W. Hahn and
Kenneth R. Richards
University of Oxford, Smith School
and
Indiana University Bloomington - School of Public & Environmental Affairs (SPEA)
Date Posted: December 12, 2010
Last Revised: July 22, 2011
Working Paper Series
102 downloads
In Defence of China’s Public Enforcement in Equity Market
International Company and Commercial Law Review, Vol. 21, No. 10, pp. 327-337, 2010
Flora Xiao Huang
University of Hull - Law School
Date Posted: December 12, 2010
Accepted Paper Series
47 downloads
Leverage Ratio Requirement and Credit Allocation Under Basel III
Ilkka Kiema
and
Esa Jokivuolle
University of Helsinki
and
Bank of Finland - Research
Date Posted: December 12, 2010
Last Revised: December 16, 2010
Working Paper Series
799 downloads
Macroeconomic Fundamentals and the Exchange Rate Dynamics: A No-Arbitrage Macro-Finance Approach
Junye Li
and
Weiwei Yin
ESSEC Business School
and
Bocconi University
Date Posted: December 12, 2010
Last Revised: December 16, 2010
Working Paper Series
76 downloads
Option Pricing Where the Underlying Assets Follow a Gram/Charlier Density of Arbitrary Order
Erik Schlogl
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: December 12, 2010
Working Paper Series
106 downloads
Predictability of Returns and Cash Flows
Ralph S. J. Koijen
and
Stijn Van Nieuwerburgh
London Business School - Department of Finance
and
New York University Stern School of Business, Department of Finance
Date Posted: December 12, 2010
Last Revised: January 09, 2011
Working Paper Series
993 downloads
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