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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months:
69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
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5,733,423
Papers with
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G10
1,466,288 Total downloads
Showing Papers 961 - 1,010 of 4,479
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Incl. Electronic Paper Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: January 07, 2009
Working Paper Series
171 downloads

Incl. Electronic Paper Deepening Association of Southeast Asian Nations’ Financial Markets
ADBI Working Paper 414
Choong Lyol Lee and Shinji Takagi
Korea University Sejong - College of Business and Economics and Osaka University - Graduate School of Economics
Date Posted: April 04, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Default and Idiosyncratic Risk Anomalies Revisited
Björn Bick , Christian W. Hirsch , Holger Kraft and Yildiray Yildirim
Goethe University Frankfurt , University of Frankfurt , Goethe University Frankfurt and Syracuse University - Whitman School of Management
Date Posted: November 15, 2011
Working Paper Series
169 downloads

Incl. Electronic Paper Default Risk and Collateral in the Absence of Commitment
David C. Mills Jr. and Robert R. Reed III
Federal Reserve Board - Payment System Studies and University of Kentucky - Gatton College of Business and Economics
Date Posted: June 21, 2008
Last Revised: July 06, 2008
Working Paper Series
53 downloads

Incl. Electronic Paper Defaultable Bonds and Credit Derivatives: Valuation and Risk Management
Daniel L. Chertok
Independent
Date Posted: May 08, 2010
Last Revised: May 16, 2010
Working Paper Series
98 downloads

Incl. Electronic Paper Defaults and Losses on Commercial Real Estate Bonds during the Great Depression Era
FRB of New York Staff Report No. 544
Tyler Wiggers and Adam B. Ashcraft
affiliation not provided to SSRN and Federal Reserve Bank of New York
Date Posted: February 10, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Defining Residual Risk-Sharing Opportunities: Pooling World Income Components
Yale ICF Working Paper No. 00-43
Stefano Athanasoulis and Robert J. Shiller
University of Notre Dame - Department of Finance and Yale University - Cowles Foundation
Date Posted: July 10, 2001
Working Paper Series
318 downloads

Incl. Electronic Paper Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures
Arthur M. Berd , Roy Mashal and Peili Wang
General Quantitative, LLC , Lehman Brothers, New York and Lehman Brothers, New York
Date Posted: June 07, 2005
Working Paper Series
793 downloads

Incl. Electronic Paper Defining, Estimating and Using Credit Term Structures. Part 2: Consistent Risk Measures
Arthur M. Berd , Roy Mashal and Peili Wang
General Quantitative, LLC , Lehman Brothers, New York and Lehman Brothers, New York
Date Posted: June 07, 2005
Working Paper Series
644 downloads

Incl. Electronic Paper Defining, Estimating and Using Credit Term Structures. Part 3: Consistent CDS-Bond Basis
Arthur M. Berd , Roy Mashal and Peili Wang
General Quantitative, LLC , Lehman Brothers, New York and Lehman Brothers, New York
Date Posted: June 07, 2005
Working Paper Series
1084 downloads

Incl. Electronic Paper Deliberate Limits to Arbitrage
AFA 2013 San Diego Meetings Paper
Igor Makarov and Guillaume Plantin
London Business School and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 16, 2012
Working Paper Series
60 downloads

Delivery Horizon and Grain Market Volatility
Journal of Futures Markets, Forthcoming
Berna Karali , Jeffrey H. Dorfman and Walter N. Thurman
University of Georgia , University of Georgia and North Carolina State University
Date Posted: August 18, 2009
Last Revised: April 12, 2012
Accepted Paper Series

Incl. Electronic Paper Delivery Options and Convexity in Treasury Bond and Note Futures
Robin Grieves , Alan J. Marcus and Adrian Woodhams
Rollins College - Crummer Graduate School of Business , Boston College - Department of Finance and Goldman Sachs JBWere
Date Posted: July 14, 2008
Working Paper Series
522 downloads

Delta Hedging of S&P 500 Options: Cash versus Futures Market Execution
Journal of Derivatives, Spring 1996, Cass Business School Research Paper

Date Posted: May 17, 2000
Accepted Paper Series

Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Review of Financial Studies, Forthcoming
Nikunj Kapadia and Gurdip Bakshi
University of Massachusetts at Amherst - Department of Finance & Operations Management and University of Maryland - Robert H. Smith School of Business
Date Posted: January 10, 2002
Accepted Paper Series

Incl. Electronic Paper Demography and Intensity of Stock Trading: The Effect of Social Interaction
Venkat Eleswarapu
Trilogy Global Advisors
Date Posted: January 13, 2005
Working Paper Series
179 downloads

Incl. Electronic Paper Demutualization and Public Offerings of Financial Exchanges
Reena Aggarwal and Sandeep Dahiya
Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Date Posted: December 01, 2005
Working Paper Series
428 downloads

Incl. Electronic Paper Dependencia Estructural en los Mercados Bursatiles de Colombia y Estados Unidos: Una Aproximacion Usando Copulas (Structural Dependence on the Stock Exchange Market of Colombia and the United States: An Approach Using Couples)
Cuadernos de Economía, Vol. 31, No. 57, Special Issue, 2012,
Daiver Cardona Salgado Sr.
affiliation not provided to SSRN
Date Posted: November 28, 2012
Accepted Paper Series
12 downloads

Incl. Electronic Paper Depicting the Bid-Offer Spread
Alexander Pierre Faure
Rhodes University
Date Posted: April 20, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA
Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Graduate School of Economics
Date Posted: December 28, 2010
Last Revised: December 19, 2011
Working Paper Series
381 downloads

Derivative Usage by Non-Financial Firms in Sweden 1996 and 2003: What has Changed?
Managerial Finance Vol. 32, No. 2, pp. 101-114, 2006
Per Alkeback , Niclas Hagelin and Bengt Pramborg
Stockholm University - School of Business , Nordea Bank, Nordea Markets and Stockholm University - School of Business
Date Posted: February 28, 2004
Accepted Paper Series

Incl. Electronic Paper Derivative Usage by Non-Financial Firms in Sweden 1996 and 2003: What Has Changed?
Per Alkeback , Bengt Pramborg and Niclas Hagelin
Stockholm University - School of Business , Stockholm University - School of Business and Nordea Bank, Nordea Markets
Date Posted: November 20, 2003
Working Paper Series
309 downloads

Incl. Electronic Paper Deriving by Doing: A New Approach to Teaching Finance
Joshua D. Coval , Jonathan Gadzik and Erik Stafford
Harvard Business School - Finance Unit , upTick Learning and Harvard Business School - Finance Unit
Date Posted: June 25, 2007
Working Paper Series
716 downloads

Incl. Electronic Paper Descriptive Analysis of Finnish Equity, Bond and Money Market Returns
Bank of Finland Research Discussion Paper No. 14/2011
Peter M. Nyberg and Mika Vaihekoski
Aalto University and University of Turku
Date Posted: June 09, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Descriptive Analysis of Finnish Equity, Bond, and Money Markets
Peter M. Nyberg and Mika Vaihekoski
Aalto University and University of Turku
Date Posted: September 06, 2005
Last Revised: April 02, 2011
Working Paper Series
534 downloads

Incl. Electronic Paper Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands
The Journal of Trading, Fall 2011, Vol. 6, No. 4, pp. 45-52
Vladimir Markov , Slava Mazur and David Saltz
Liquidnet, Inc. , Liquidnet, Inc and Liquidnet, Inc
Date Posted: December 13, 2012
Accepted Paper Series
76 downloads

Incl. Electronic Paper Designated Sponsors and Bid-Ask Spreads on Xetra
Jördis Hengelbrock
University of Bonn - The Bonn Graduate School of Economics
Date Posted: December 06, 2007
Last Revised: December 17, 2008
Working Paper Series
105 downloads

Incl. Electronic Paper Detecting A Stock Market Anomaly With A Classifier System
Hakan Aksoy and Ismail Saglam
Boğaziçi University and Boğaziçi University
Date Posted: March 21, 2002
Working Paper Series
304 downloads

Incl. Electronic Paper Detecting Atypical Observations in Financial Data: The Forward Search for Elliptical Copulas
Advances in Data Analysis and Classification (2010) 4, 287-299
Tiziano Bellini
University of Parma - Facoltà di Economia
Date Posted: February 05, 2013
Accepted Paper Series
14 downloads

Incl. Electronic Paper Detecting Multiple Breaks in Financial Market Volatility Dynamics
Elena Andreou and Eric Ghysels
University of Cyprus - Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: June 12, 2002
Working Paper Series
286 downloads

Detecting News in Aggregate Accounting Earnings: Implications for Stock Market Valuation
Review of Accounting Studies, Forthcoming
Panos N. Patatoukas
University of California, Berkeley - Haas School of Business
Date Posted: March 13, 2013
Accepted Paper Series

Incl. Electronic Paper Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Bertrand Tavin
Université Paris 1 - Panthéon Sorbonne
Date Posted: June 09, 2012
Last Revised: November 07, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Bertrand Tavin
Université Paris 1 - Panthéon Sorbonne
Date Posted: July 26, 2012
Last Revised: November 07, 2012
Working Paper Series
85 downloads

Incl. Electronic Paper Determinants of Corporate Bond Trading: A Comprehensive Analysis
Edith S. Hotchkiss and Gergana Jostova
Boston College - Carroll School of Management and George Washington University - Department of Finance
Date Posted: July 19, 2007
Working Paper Series
736 downloads

Incl. Electronic Paper Determinants of Institutional Investor Behavior
Stephen Lawrence
State Street Associates
Date Posted: September 24, 2011
Working Paper Series
71 downloads

Determinants of Leverage in Slovenian Blue-Chip Firms and Stock Performance Following Substantial Debt Increases
Post-Communist Economies, Vol. 18, No. 4, 2006
Ales S. Berk
University of Ljubljana - Faculty of Economics
Date Posted: September 17, 2011
Accepted Paper Series

Determinants of New Taiwan Dollar Interest Rate Swap Spreads
Journal of Financial Studies, 2013
Ralph Lu , Yu-Chun Wang and Hsiu-Chuan Lee
Ming Chuan University - Finance , affiliation not provided to SSRN and Ming Chuan University
Date Posted: May 08, 2012
Accepted Paper Series

Incl. Electronic Paper Determinants of Stock Prices: The Case of Zimbabwe
IMF Working Paper No. 97/117
Tsuyoshi Oyama
affiliation not provided to SSRN
Date Posted: February 15, 2006
Working Paper Series
393 downloads

Incl. Electronic Paper Determinants of Stock Trading Volume: Evidence from Indian Stock Markets
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Date Posted: November 29, 2006
Last Revised: May 31, 2008
Working Paper Series
319 downloads

Incl. Electronic Paper Determinants of the Component Structure of Intraday Return Distributions
Applied Financial Economics, Vol. 20, No. 4, 2010
Charlie X. Cai , Kevin Keasey and Gao-Liang Tian
University of Leeds - Leeds University Business School (LUBS) , University of Leeds - Division of Accounting and Finance and Xi'an Jiaotong University (XJTU) - School of Management
Date Posted: October 06, 2010
Accepted Paper Series
99 downloads

Incl. Electronic Paper Determinants of U.S. Government Bond Risk Premia
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: August 17, 2012
Last Revised: June 18, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Determining the Optimal Dynamic Rebalancing Frequency for Delta-Neutral Hedges in LIFFE Short-Term Interest-Rate Markets
Thomas O. Meyer
Southeastern Louisiana University - Department of Marketing and Finance
Date Posted: June 04, 1999
Working Paper Series
559 downloads

Incl. Electronic Paper Diagnosis, Therapy and Prophylaxis of Banking Crises - Challenges in Financial Supervision and Monetary Policy
Stefan Stein , Christian Brütting , Stephan Paul and Andreas Horsch
University of Bochum - Department of Finance and Banking , University of Bochum , University of Bochum - Faculty of Economics and Ruhr Universität Bochum
Date Posted: March 07, 2007
Working Paper Series
90 downloads

Incl. Electronic Paper Diamonds and Pearls among Financial Markets: The Keys to Succeed in Regulatory Competition
Eugenio Simone de Nardis , Leonardo Giani and Riccardo Vannini
University of Siena , affiliation not provided to SSRN and University of Siena
Date Posted: January 19, 2009
Working Paper Series
81 downloads

Incl. Electronic Paper Did CDS Trading Improve the Market for Corporate Bonds?
Sanjiv Ranjan Das , Madhu Kalimipalli and Subhankar Nayak
Santa Clara University - Leavey School of Business , Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - Clarica Financial Services Research Centre
Date Posted: March 10, 2011
Last Revised: October 16, 2012
Working Paper Series
140 downloads

Incl. Electronic Paper Did Exit Pricing Under FASB 157 Contribute to the Subprime Mortgage Crisis?
Global Journal of Business Research, Vol. 5, No. 2, pp. 97-104
Peter Harris and Paul R. Kutasovic
affiliation not provided to SSRN and New York Institute of Technology
Date Posted: June 29, 2011
Accepted Paper Series
83 downloads

Incl. Electronic Paper Did FASB 157 Cause the Financial Crisis?
Global Journal of Business Research, Vol. 4, No. 3, pp. 119-125, 2010
Harris Peter and Paul R. Kutasovic
affiliation not provided to SSRN and New York Institute of Technology
Date Posted: June 29, 2011
Accepted Paper Series
136 downloads

Incl. Electronic Paper Did NASDAQ Market Makers Successfully Collude to Increase Spreads? A Reexamination of Evidence from Stocks that Moved from NASDAQ to the New York or American Stock Exchanges
George J. Benston
Emory University - Department of Accounting
Date Posted: May 08, 2007
Working Paper Series
96 downloads

Incl. Fee Electronic Paper Did the EMS Reduce the Cost of Capital?
CEPR Discussion Paper No. 2640
Enrique Sentana
Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: February 22, 2001
Working Paper Series
16 downloads

Differences between Domestic Accounting Standards and IAS: Measurement, Determinants and Implications
Journal of Accounting and Public Policy, Forthcoming, Rotman School of Management Working Paper No. 07-01
Ole-Kristian Hope , Yuan Ding , Thomas Jeanjean and Hervé Stolowy
University of Toronto - Rotman School of Management , China Europe International Business School (CEIBS) , ESSEC Business School and HEC Paris (Groupe HEC) - Accounting and Management Control Department
Date Posted: March 26, 2006
Accepted Paper Series


 

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