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JEL Code: G12
5,795,135 Total downloads
Showing Papers 981 - 1,030 of 13,808
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
The Bottom-Up Beta of Momentum
Pedro Barroso
Nova School of Business and Economics
Date Posted: September 11, 2012
Working Paper Series
141 downloads
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
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
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
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
A Chaos Expansion Approach Under Hybrid Volatility Models
Date Posted: September 09, 2012
Last Revised: September 13, 2012
Working Paper Series
55 downloads
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
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
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
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
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
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
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
Effect of Decimalization on Market Equilibrium and Price Discovery
Surya Chelikani
Quinnipiac University
Date Posted: September 06, 2012
Working Paper Series
26 downloads
Equilibrium Theory with Link Portfolios
Guangsug Hahn
POSTECH
Date Posted: September 06, 2012
Working Paper Series
22 downloads
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
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
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
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
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
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
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
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
Derivatives Pricing
Ilya I. Gikhman
Independent
Date Posted: September 04, 2012
Working Paper Series
63 downloads
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
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
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
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
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
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
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
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
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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