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Warwick Business School Finance Group Research Paper Series
120,028 Total downloads | Link to this page

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Showing Papers 1 - 50 of 238
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Incl. Electronic Paper Growth Options and Credit Risk
WBS Finance Group Research Paper
Andrea Gamba and Alessio Saretto
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: July 11, 2016
Last Revised: February 01, 2017
Working Paper Series
81 downloads

Incl. Electronic Paper Dynamic Q-Theory with Agency Investment Frictions and Cross-Sectional Stock Returns
WBS Finance Group Research Paper No. 0001
Lei Mao, Mike Qinghao Mao and K. C. John Wei
University of Warwick - Finance Group, Erasmus University Rotterdam and Hong Kong University of Science & Technology (HKUST)
Date Posted: December 03, 2015
Last Revised: January 26, 2016
Working Paper Series
69 downloads

Incl. Electronic Paper Trading Aggressiveness and Market Efficiency
WBS Finance Group Research Paper
Olga Klein
University of Warwick - Warwick Business School
Date Posted: November 10, 2015
Last Revised: January 15, 2017
Working Paper Series
99 downloads

Incl. Electronic Paper Inventory and Corporate Risk Management
WBS Finance Group Research Paper
Marco Bianco and Andrea Gamba
University of Bologna - Department of Management and University of Warwick - Finance Group
Date Posted: September 18, 2015
Last Revised: February 20, 2016
Working Paper Series
138 downloads

Incl. Electronic Paper Fund Management: An Emotional Finance Perspective
CFA Institute Research Foundation, ISBN 978-1-934667-49-1, WBS Finance Group Research Paper
David Tuckett and Richard Taffler
University College London (UCL) and University of Warwick - Finance Group
Date Posted: June 09, 2015
Accepted Paper Series
180 downloads

Incl. Electronic Paper The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2016, WBS Finance Group Research Paper
Andras Danis and Andrea Gamba
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
Date Posted: February 20, 2015
Last Revised: December 05, 2016
Accepted Paper Series
186 downloads

Incl. Electronic Paper Information Acquisition and Corporate Debt Illiquidity
WBS Finance Group Research Paper
Ilona Babenko and Lei Mao
Arizona State University and University of Warwick - Finance Group
Date Posted: February 19, 2015
Last Revised: September 01, 2016
Working Paper Series
99 downloads

Incl. Electronic Paper Optimal Security Design Under Asymmetric Information and Profit Manipulation
WBS Finance Group Research Paper
Kostas Koufopoulos, Roman Kozhan and Giulio Trigilia
University of Warwick - Finance Group, University of Warwick, Warwick Business School and University of Rochester, Simon School
Date Posted: February 18, 2015
Working Paper Series
160 downloads

Incl. Electronic Paper Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper
Kostas Koufopoulos and Roman Kozhan
University of Warwick - Finance Group and University of Warwick, Warwick Business School
Date Posted: February 18, 2015
Working Paper Series
123 downloads

Incl. Electronic Paper The Skew Risk Premium in the Equity Index Market
WBS Finance Group Research Paper
Roman Kozhan, Anthony Neuberger and Paul Schneider
University of Warwick, Warwick Business School, Cass Business School, City, University of London and University of Lugano - Institute of Finance
Date Posted: February 18, 2015
Working Paper Series
72 downloads

Incl. Electronic Paper Modeling Contagion and Systemic Risk
Daniele Bianchi, Monica Billio, Roberto Casarin and Massimo Guidolin
University of Warwick, Warwick Business School, Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Bocconi University - Department of Finance
Date Posted: December 14, 2014
Last Revised: March 18, 2017
Working Paper Series
568 downloads

Incl. Electronic Paper Internal Control and Maturity of Debt
WBS Finance Group Research Paper, Robert H. Smith School Research Paper No. RHS 2512720
Onur Tosun and Lemma W. Senbet
Warwick Business School, University of Warwick and University of Maryland - Robert H. Smith School of Business
Date Posted: October 21, 2014
Working Paper Series
155 downloads

The Effect of CEO Option Compensation on the Capital Structure: A Natural Experiment
Financial Management, Forthcoming, WBS Finance Group Research Paper
Onur Tosun
Warwick Business School, University of Warwick
Date Posted: September 18, 2014
Last Revised: September 08, 2015
Working Paper Series

Incl. Electronic Paper Corporate Governance and Bank Insolvency Risk: International Evidence
European Banking Center Discussion Paper Series No. 2014-010, CentER Discussion Paper Series No. 2014-053
Deniz Anginer, Asli Demirgüç-Kunt, Harry Huizinga and Kebin Ma
World Bank Research, World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Date Posted: September 04, 2014
Working Paper Series
121 downloads

Incl. Electronic Paper Banking Competition and Stability: The Role of Leverage
CentER Discussion Paper Series No. 2014-048, European Banking Center Discussion Paper Series No. 2014-009
Xavier Freixas and Kebin Ma
Universitat Pompeu Fabra and University of Warwick - Finance Group
Date Posted: August 29, 2014
Last Revised: September 02, 2014
Working Paper Series
191 downloads

Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Massimo Guidolin and Daniele Bianchi
Bocconi University - Department of Finance and University of Warwick, Warwick Business School
Date Posted: June 25, 2014
Accepted Paper Series

Incl. Electronic Paper Short-term Corporate Debt Around The World
WBS Finance Group Research Paper
Marco Sorge, Chendi Zhang and Kostas Koufopoulos
World Bank Group - International Finance Corporation, University of Warwick - Finance Group and University of Warwick - Finance Group
Date Posted: April 03, 2014
Last Revised: October 12, 2016
Working Paper Series
701 downloads

Incl. Electronic Paper Toxic Arbitrage
HEC Paris Research Paper No. FIN-2014-1040
Thierry Foucault, Roman Kozhan and Wing Wah Tham
HEC Paris - Finance Department, University of Warwick, Warwick Business School and Erasmus School of Economics - Econometric Institute
Date Posted: March 15, 2014
Last Revised: September 28, 2016
Working Paper Series
820 downloads

Incl. Electronic Paper Market Order Flows, Limit Order Flows and Exchange Rate Dynamics
Roman Kozhan, Michael Moore and Richard Payne
University of Warwick, Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
Date Posted: March 02, 2014
Working Paper Series
209 downloads

Incl. Electronic Paper A Dynamic Test of Conditional Asset Pricing Models
Daniele Bianchi
University of Warwick, Warwick Business School
Date Posted: March 01, 2014
Last Revised: November 23, 2016
Working Paper Series
198 downloads

Incl. Electronic Paper Corporate Post-Retirement Benefit Plans and Real Investment
Management Science, Forthcoming
Söhnke M. Bartram
Warwick Business School - Department of Finance
Date Posted: February 15, 2014
Last Revised: January 09, 2016
Accepted Paper Series
225 downloads

Incl. Electronic Paper Corporate Post-Retirement Benefit Plans and Leverage
Review of Finance, June 2015, 1-55.
Söhnke M. Bartram
Warwick Business School - Department of Finance
Date Posted: February 15, 2014
Last Revised: June 12, 2015
Accepted Paper Series
126 downloads

Incl. Electronic Paper CDS-Bond Basis and Bond Return Predictability
Journal of Empirical Finance, Vol. 38, 307-337, September 2016
Gi H. Kim, Haitao Li and Weina Zhang
Warwick Business School - University of Warwick, University of Michigan - Stephen M. Ross School of Business and Department of Finance, National University of Singapore
Date Posted: January 22, 2014
Last Revised: January 04, 2017
Accepted Paper Series
407 downloads

Incl. Electronic Paper The Agency Credit Spread
Andrea Gamba, Mamen Aranda and Alessio Saretto
University of Warwick - Finance Group, University of Navarra - Business and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: January 01, 2014
Last Revised: May 13, 2015
Working Paper Series
144 downloads

Incl. Electronic Paper Tick Size Constraints, Market Structure, and Liquidity
Mao Ye and Chen Yao
University of Illinois at Urbana-Champaign and University of Warwick
Date Posted: November 24, 2013
Last Revised: March 18, 2014
Working Paper Series
350 downloads

Incl. Electronic Paper Can Long-Run Dynamic Optimal Strategies Outperform Fixed-Mix Portfolios? Evidence from Multiple Data Sets
Daniele Bianchi and Massimo Guidolin
University of Warwick, Warwick Business School and Bocconi University - Department of Finance
Date Posted: November 13, 2013
Working Paper Series
84 downloads

Incl. Electronic Paper Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?
Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo
University of Warwick, Warwick Business School, Bocconi University - Department of Finance and Free University of Bolzano
Date Posted: November 12, 2013
Last Revised: November 06, 2016
Working Paper Series
94 downloads

Incl. Electronic Paper Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Journal of Business & Economic Statistics, Forthcoming
Daniele Bianchi, Massimo Guidolin and Francesco Ravazzolo
University of Warwick, Warwick Business School, Bocconi University - Department of Finance and Free University of Bolzano
Date Posted: November 12, 2013
Last Revised: June 11, 2015
Accepted Paper Series
253 downloads

Incl. Electronic Paper How Does Corporate Governance Affect Bank Capitalization Strategies?
European Banking Center Discussion Paper No. 2013-011, CentER Discussion Paper Series Nol 2013-054
Deniz Anginer, Asli Demirgüç-Kunt, Harry Huizinga and Kebin Ma
World Bank Research, World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Date Posted: October 07, 2013
Last Revised: February 17, 2015
Working Paper Series
201 downloads

Incl. Electronic Paper How Important Is Financial Risk?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Söhnke M. Bartram, Gregory W. Brown and William Waller
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: August 10, 2013
Accepted Paper Series
695 downloads

Incl. Electronic Paper Outsourcing Corporate Governance: Conflicts of Interest and Competition in the Proxy Advisory Industry
ECGI - Finance Working Paper No. 389/2013
Tao Li
University of Warwick - Warwick Business School
Date Posted: June 29, 2013
Last Revised: March 16, 2014
Working Paper Series
664 downloads

Incl. Electronic Paper Bank Pay Caps, Bank Risk, and Macroprudential Regulation
Journal of Banking and Finance, Forthcoming
John E. Thanassoulis
University of Warwick - Warwick Business School
Date Posted: June 15, 2013
Last Revised: April 14, 2014
Accepted Paper Series
165 downloads

Incl. Electronic Paper Microprudential Regulation in a Dynamic Model of Banking
Review of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper
Gianni De Nicolo, Andrea Gamba and Marcella Lucchetta
International Monetary Fund and CESifo, University of Warwick - Finance Group and University Ca' Foscari of Venice
Date Posted: May 13, 2013
Last Revised: March 11, 2014
Accepted Paper Series
266 downloads

Incl. Electronic Paper Why are U.S. Stocks More Volatile?
Journal of Finance, Vol. 67, No. 4, 2012, pp. 1329-1370
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Date Posted: May 02, 2013
Accepted Paper Series
167 downloads

Incl. Electronic Paper Signalling under Uncertainty: The Case of IFRS Adoption
Osman Ghani
University of Warwick - Warwick Business School
Date Posted: April 24, 2013
Last Revised: March 04, 2014
Working Paper Series
155 downloads

Incl. Electronic Paper Credit Derivatives as a Commitment Device: Evidence from the Cost of Corporate Debt
Journal of Banking and Finance, Vol. 73, 2016
Gi H. Kim
Warwick Business School - University of Warwick
Date Posted: April 15, 2013
Last Revised: January 05, 2017
Working Paper Series
231 downloads

Incl. Electronic Paper Why the Going-Concern Anomaly: Gambling in the Market?
Asad Kausar, Alok Kumar and Richard Taffler
Nanyang Technological University (NTU), University of Miami - School of Business Administration and University of Warwick - Finance Group
Date Posted: April 13, 2013
Working Paper Series
315 downloads

Incl. Electronic Paper Subjective Bayesian Beliefs
Constantinos Antoniou, Glenn W. Harrison, Morten I. Lau and Daniel Read
University of Warwick - Warwick Business School, Georgia State University - J. Mack Robinson College of Business, Durham Business School and University of Warwick - Warwick Business School
Date Posted: April 10, 2013
Last Revised: March 09, 2014
Working Paper Series
97 downloads

Incl. Electronic Paper Aggregate Dispersion in Economists' Opinion on Macroeconomic Forecasts
Rong Leng
Warwick Business School
Date Posted: February 09, 2013
Last Revised: March 19, 2014
Working Paper Series
86 downloads

Incl. Electronic Paper Ambiguity Aversion and Stock Market Participation: An Empirical Analysis
Constantinos Antoniou, Richard D. F. Harris and Ruogu Zhang
University of Warwick - Warwick Business School, University of Exeter - Business School and University of Exeter
Date Posted: February 04, 2013
Last Revised: October 16, 2014
Working Paper Series
169 downloads

Incl. Electronic Paper Are Short-Sellers Different?
Florian Bardong, Söhnke M. Bartram and Pradeep K. Yadav
BlackRock, Warwick Business School - Department of Finance and University of Oklahoma Price College of Business
Date Posted: December 30, 2012
Working Paper Series
93 downloads

Incl. Electronic Paper Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk
HKIMR Working Paper No.29/2012
Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
New York University - Stern School of Business, The University of Hong Kong - School of Economics and Finance and University of Warwick
Date Posted: December 22, 2012
Working Paper Series
384 downloads

Incl. Electronic Paper The Beneficial Coexistence of Banks and Markets: The Role of Capital Requirements and Underwriting
Swarnava Biswas and Kostas Koufopoulos
University of Warwick - Finance Group and University of Warwick - Finance Group
Date Posted: November 11, 2012
Working Paper Series
1924 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: March 18, 2014
Working Paper Series
534 downloads

Incl. Electronic Paper Dealer Intermediation between Markets
Swiss Finance Institute Research Paper No. 12-29
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School
Date Posted: September 04, 2012
Working Paper Series
91 downloads

Incl. Electronic Paper Trading Aggressiveness and Its Implications for Market Efficiency
AFA 2015 Boston Meetings Paper
Olga Klein
University of Warwick - Warwick Business School
Date Posted: August 05, 2012
Last Revised: January 12, 2015
Working Paper Series
74 downloads

Incl. Electronic Paper Firm Policies and the Cross-Section of CDS Spreads
Andrea Gamba and Alessio Saretto
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: July 31, 2012
Last Revised: March 11, 2014
Working Paper Series
232 downloads

Incl. Electronic Paper Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information
Kostas Koufopoulos and Roman Kozhan
University of Warwick - Finance Group and University of Warwick, Warwick Business School
Date Posted: July 31, 2012
Last Revised: March 16, 2014
Working Paper Series
2349 downloads

Incl. Electronic Paper Trading Strategies of Corporate Insiders
Journal of Financial Markets, Forthcoming
Olga Klein, Ernst G. Maug and Christoph Schneider
University of Warwick - Warwick Business School, University of Mannheim Business School and Tilburg University - Department of Finance
Date Posted: July 27, 2012
Last Revised: January 12, 2017
Accepted Paper Series
310 downloads

Incl. Electronic Paper Vertical Relations Under Credit Constraints
Forthcoming, Journal of the European Economic Association.
Volker Nocke and John E. Thanassoulis
University of Mannheim - Department of Economics and University of Warwick - Warwick Business School
Date Posted: July 18, 2012
Accepted Paper Series
114 downloads


 

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