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SSRN eLibrary Search Results
2008 UNSW Time-Varying Correlation & Volatility Symposium (Archive)
3,130 Total downloads | Link to this page
Showing Papers 1 - 13 of 13
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Incl. Electronic Paper The Leverage Effect on Stock Returns
Sheeja Sivaprasad , Yaz Gulnur Muradoglu , Orla Gough and Roberta Adami
University of Westminster - Westminster Business School , Queen Mary University of London , Westminster Business School, University of Westminster and affiliation not provided to SSRN
Date Posted: October 11, 2010
Working Paper Series
486 downloads

Incl. Electronic Paper Islamic Finance and the Theory of Capital Structure
Mamoru Nagano
Seikei University
Date Posted: September 30, 2010
Working Paper Series
584 downloads

Do Size and Unobservable Company Factors Explain Stock Price Reversals?
Robert Clive Cressy and Hisham Farag
Birmingham Business School and Birmingham Business School
Date Posted: May 18, 2010
Working Paper Series

Forecasting Shipping Freight Rates
Peter Groder
Johannes Kepler University Linz
Date Posted: May 02, 2010
Last Revised: November 28, 2011
Working Paper Series

Incl. Electronic Paper Asymmetric Volatility in the Gold Market
Dirk G. Baur
Kuehne Logistics University
Date Posted: December 22, 2009
Last Revised: April 04, 2011
Working Paper Series
721 downloads

Incl. Electronic Paper Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach
Midwest Finance Association Conference, USA, February 2010
Ai Jun Hou
Stockholm University, Business School
Date Posted: November 24, 2009
Last Revised: March 16, 2010
Working Paper Series
93 downloads

Incl. Electronic Paper Can Balanced and Income Mutual Funds Outperform the Stock Market? An Empirical Study in the Indian Context
D. N. Rao and S. B. Rao
Suresh Gyan Vihar University and All India Management Association
Date Posted: March 26, 2009
Working Paper Series
234 downloads

Wild Bootstrap Inference on Long-Run Linkages between the CDS and Credit Spreads
Silika Prohl
University of Zurich - Swiss Banking Institute (ISB)
Date Posted: February 18, 2009
Working Paper Series

Incl. Electronic Paper Geometrical Loss Model
Charaf Ech-Chatbi
affiliation not provided to SSRN
Date Posted: February 04, 2009
Last Revised: April 03, 2009
Working Paper Series
352 downloads

Hybrid Evolutionary Techniques for FX Arbitrage Prediction
Tristan Fletcher
University College London
Date Posted: January 06, 2009
Working Paper Series

Incl. Electronic Paper Monitoring the Upsurge of Biofuels in Commodity Futures Markets
Takashi Kanamura
J-POWER
Date Posted: October 28, 2008
Working Paper Series
222 downloads

Incl. Electronic Paper Monthly Forecasts of Systematic Risk: An Evaluation
Vincent J. Hooper , Kevin Ng and Jonathan J. Reeves
University of Plymouth , UNSW Australia Business School, School of Banking and Finance and UNSW Business School, University of New South Wales
Date Posted: November 21, 2007
Last Revised: September 12, 2010
Working Paper Series
225 downloads

Incl. Electronic Paper Alternative Explanations of the Volatility Trend: Are They Really That Different?
Amir Rubin and Daniel R. Smith
Simon Fraser University (SFU) - Beedie School of Business and Queensland University of Technology - School of Economics and Finance
Date Posted: October 17, 2007
Last Revised: March 20, 2009
Working Paper Series
213 downloads


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