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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
Papers Received in
  Last 12 months:
68,947

Paper Downloads:
To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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  Resolved
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238,027
Total References: 8,463,775
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Total Citation
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,135 Total downloads
Showing Papers 981 - 1,030 of 13,808
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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
107 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
41 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
127 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
22 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
504 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

Incl. Electronic Paper The Fast Track IPO – Success Factors for Taking Firms Public with SPACs
Douglas Cumming , Lars Helge Hass and Denis Schweizer
York University - Schulich School of Business , Lancaster University Management School and WHU - Otto Beisheim School of Management
Date Posted: September 11, 2012
Working Paper Series
101 downloads

Put Option Exercise and Short Stock Interest Arbitrage
Journal of Investment Management, Forthcoming
Kathryn Barraclough and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Date Posted: September 10, 2012
Accepted Paper Series

Incl. Electronic Paper Efficient Markets and the Law: A Predictable Past and an Uncertain Future
Annual Review of Financial Economics, Volume 4, 2012, Forthcoming
Henry T.C. Hu
University of Texas at Austin - School of Law
Date Posted: September 10, 2012
Last Revised: September 16, 2012
Accepted Paper Series
333 downloads

Incl. Fee Electronic Paper International Equity Valuation: The Relative Importance of Country and Industry Factors Versus Company‐Specific Financial Reporting Information
Accounting & Finance, Vol. 52, Issue 3, pp. 767-814, 2012
George Foster , Ron Kasznik and Baljit Sidhu
Stanford Graduate School of Business , Stanford Graduate School of Business and University of New South Wales - Australian School of Business
Date Posted: September 09, 2012
Accepted Paper Series
1 downloads

Incl. Electronic Paper An Analysis of Temporal Relation between Monetary Conditions and Illiquidity Premium in Indonesia
Zaafri Ananto Husodo and Rama Raditya
Universitas Indonesia, Graduate School of Management and affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper A Chaos Expansion Approach Under Hybrid Volatility Models

Date Posted: September 09, 2012
Last Revised: September 13, 2012
Working Paper Series
55 downloads

Incl. Electronic Paper European Option Pricing under Jump Diffusion with Proportional Transaction Costs
Haipeng Xing , Yang Yu and TiongWee Lim
Stony Brook , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Momentum Effect as Part of a Market Equilibrium
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Mays Business School Research Paper No. 2012-80
Seung Mo Choi and Hwagyun Kim
International Monetary Fund (IMF) and Texas A&M University - Mays Business School
Date Posted: September 09, 2012
Last Revised: December 18, 2012
Accepted Paper Series
68 downloads

Incl. Electronic Paper On Funding Costs and the Valuation of Derivatives
Bert-Jan Nauta
Double Effect
Date Posted: September 09, 2012
Last Revised: October 12, 2012
Working Paper Series
132 downloads

Incl. Electronic Paper What Makes the VIX Tick?
Warren Bailey , Lin Zheng and Yinggang Zhou
Cornell University , City University of New York, CUNY City College of New York - Department of Economics and Business and The Chinese University of Hong Kong
Date Posted: September 09, 2012
Working Paper Series
473 downloads

Incl. Electronic Paper The True Invariant of an Arbitrage Free Portfolio: Finite Liquidity Effect
Anatoly B. Schmidt
Stevens Institute of Technology - Financial Engineering Program
Date Posted: September 08, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Álvaro Cartea and Pablo Villaplana
University College London and Comisión Nacional de Energía
Date Posted: September 07, 2012
Working Paper Series
105 downloads

Incl. Electronic Paper A Model of the Euro-Area Yield Curve with Discrete Policy Rates
Banque de France Working Paper No. 395
Jean-Paul Renne
Banque de France
Date Posted: September 06, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Effect of Decimalization on Market Equilibrium and Price Discovery
Surya Chelikani
Quinnipiac University
Date Posted: September 06, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Equilibrium Theory with Link Portfolios
Guangsug Hahn
POSTECH
Date Posted: September 06, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Capitalizing on the Greatest Anomaly in Finance with Mutual Funds
David Nanigian
The American College
Date Posted: September 05, 2012
Last Revised: February 07, 2013
Working Paper Series
280 downloads

Incl. Electronic Paper In What Form Will the Eurozone Emerge from the Crisis?
Franklin Allen and Victor Ngai
University of Pennsylvania - Finance Department and affiliation not provided to SSRN
Date Posted: September 05, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Pricing Illiquidity of Corporate Bonds Through Static and Dynamic Measures
Seoul Journal of Economics, Vol. 25, No. 3, pp. 279-316, 2012
Daisuke Miyakawa and Shuji Watanabe
Development Bank of Japan and Nihon University
Date Posted: September 05, 2012
Accepted Paper Series
21 downloads

Incl. Electronic Paper The Relation between Earnings and Price Momentum: Does it Vary Across Regimes?
Midwest Finance Association 2013 Annual Meeting Paper
Yao Zheng , Peihwang Wei and Eric Osmer
University of New Orleans - College of Business Administration - Department of Economics and Finance , University of New Orleans - College of Business Administration - Department of Economics and Finance and University of New Orleans - College of Business Administration - Department of Economics and Finance
Date Posted: September 05, 2012
Last Revised: March 08, 2013
Working Paper Series
57 downloads

Incl. Electronic Paper Volatility, Correlation, and the Market Trend
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 05, 2012
Last Revised: October 10, 2012
Working Paper Series
160 downloads

Incl. Electronic Paper Wage Rigidity: A Solution to Several Asset Pricing Puzzles
Fisher College of Business Working Paper No. 2012-03-016, Charles A. Dice Center Working Paper No. 2012-16
Jack Favilukis and Xiaoji Lin
London School of Economics & Political Science (LSE) and Ohio State University (OSU) - Fisher College of Business
Date Posted: September 05, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Yes, FVA is a Cost for Derivatives Desks - A Note on 'Is FVA a Cost for Derivatives Desks?' by Prof. Hull and Prof. White
Antonio Castagna
Iason Ltd.
Date Posted: September 05, 2012
Working Paper Series
179 downloads

Incl. Electronic Paper Comovement and the News
Midwest Finance Association 2013 Annual Meeting Paper
Travis Box
University of Arizona
Date Posted: September 04, 2012
Last Revised: January 25, 2013
Working Paper Series
123 downloads

Incl. Electronic Paper Derivatives Pricing
Ilya I. Gikhman
Independent
Date Posted: September 04, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper The Determinants of Recovery Rates in the US Corporate Bond Market
Rainer Jankowitsch , Florian Nagler and Marti G. Subrahmanyam
Vienna University of Economics and Business , VGSF (Vienna Graduate School of Finance) and New York University - Stern School of Business
Date Posted: September 04, 2012
Last Revised: January 15, 2013
Working Paper Series
223 downloads

Incl. Electronic Paper 国债交易的噪音信息 (Noise Information from Treasury Bonds' Trading)
Rufei Zhu
Fudan University - School of Management
Date Posted: September 04, 2012
Last Revised: May 09, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper A Bad State of Accruals: Does Inter-Temporal Variation Explain Accrual Premiums?
Midwest Finance Association 2013 Annual Meeting Paper
Doina Chichernea , Anthony Dewayne Holder and Alex Petkevich
The University of Toledo - Department of Finance , University of Toledo - Department of Accounting and The University of Toledo - Department of Finance
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Asset Pricing with Subtle Information: Evidence from Equity Analysts Responses to Corporate Transactions
Midwest Finance Association 2013 Annual Meeting Paper
Rui Cui
University of Chicago - Booth School of Business (Finance Authors)
Date Posted: September 03, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper On the Estimation of Systematic Downside Risk
Midwest Finance Association 2013 Annual Meeting Paper
Nikolaos T. Artavanis
Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
85 downloads

Incl. Electronic Paper Real Options and the Cross-Section of Expected Stock Returns
Graeme Guthrie
Victoria University of Wellington - School of Economics & Finance
Date Posted: September 03, 2012
Last Revised: January 09, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper Dealer Inventory and the Cost of Immediacy
Midwest Finance Association 2013 Annual Meeting Paper
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Date Posted: September 02, 2012
Last Revised: March 19, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Identifying the Value Premium: A Test of Mutual Fund Performance Measures
Midwest Finance Association 2013 Annual Meeting Paper
Glenn N. Pettengill , George Chang and C. James Hueng
Grand Valley State University , Department of Finance and Western Michigan University - Department of Economics
Date Posted: September 02, 2012
Last Revised: February 03, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Effects of Sovereign Risk on Duration: Evidence from European and Latin American Sovereign Bond Markets
Hei Wai Lee , Yan Alice Xie and Jot Yau
University of Michigan at Dearborn - School of Management , University of Michigan at Dearborn and Seattle University
Date Posted: September 02, 2012
Working Paper Series
45 downloads


 

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