Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,173
Full Text Papers:
393,564
Authors:
226,645
Papers Received in Last 12 months:
68,973
Paper Downloads:
To date:
65,885,359
Last 12 months:
11,172,224
Last 30 days:
1,065,087
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
Econometrics: Applied Econometric Modeling in Financial Economics - Econometrics of Financial Markets eJournal, Archives of Vol. 1, 2012
171,648 Total downloads
| Link to this page
| Subscribe to this eJournal (requires login)
To link to this page from another website you can:
Help
|
Close
Use the URL below:
or
Copy and paste the HTML below into your webpage:
Showing Papers 1 - 50 of 1,440
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
The Investment Manifesto AFA 2013 San Diego Meetings Paper
Xiaoji Lin
and
Lu Zhang
Date Posted: December 15, 2012221 downloads
Structure and Price Efficiency of an Emerging Market IIM Bangalore Research Paper No. 125
Raghbendra Jha
and
Hari K. Nagarajan
Date Posted: October 28, 201216 downloads
The Interrelationship between the Stock Markets and the Foreign Exchange Market IIM Bangalore Research Paper No. 169
Prakash Apte
Date Posted: October 27, 201259 downloads
Options on Short-Term Interest Rate Futures Economic Review, Vol. 72, No. 6, November/December 1986, pp. 3-11
Anatoli Kuprianov
Date Posted: October 25, 201210 downloads
Eyes Wide Shut? The U.S. House Market Bubble Through the Lense of Statistical Process Control CESifo Working Paper Series No. 3962
Michael Berlemann
,
Julia Freese
and
Sven Knoth
Date Posted: October 24, 201249 downloads
Do Food Commodity Prices Have Asymmetric Effects on Euro-Area Inflation? Bank of Italy Temi di Discussione (Working Paper) No. 878
Mario Porqueddu
and
Fabrizio Venditti
Date Posted: October 24, 201218 downloads
Macroeconomic Considerations and Motives of Sovereign Wealth Funds Activity Contemporary Economics, Vol. 5, No. 2, pp. 42-53, June 2011
Dariusz Urban
Date Posted: October 23, 201227 downloads
Estimating Behavioural Heterogeneity Under Regime Switching University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 290
Carl Chiarella
,
Xuezhong He ,
Weihong Huang
and
Huanhuan Zheng
Date Posted: October 23, 201213 downloads
Credit Derivative Pricing with Stochastic Volatility Models University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 293
Carl Chiarella
,
Samuel Chege Maina
and
Christina Nikitipoulos Sklibosios
Date Posted: October 23, 201222 downloads
ZA PLSs’ Performance and Black Swan Approach Journal of Modern Accounting and Auditing, Vol. 7, No. 3, March 2011: 305-309
Tumellano Sebehela
Date Posted: October 21, 20129 downloads
Performance Persistence of Equity Funds in Hungary Contemporary Economics, Volume 5, Issue 1, 2011, pp. 18-34
Dariusz Filip
Date Posted: October 20, 20126 downloads
Global Financial Governance: A Perspective from the International Monetary Fund Contemporary Economics, Volume 5, Issue 1, 2011, pp. 4-16
Ryszard Wilczyński
Date Posted: October 20, 20127 downloads
A Simple Approach to Country Risk
Frank Lehrbass
Date Posted: October 20, 201228 downloads
A Regime-Switching Heston Model for VIX and S&P 500 Implied Volatilities
Andrew Papanicolaou
and
Ronnie Sircar
Date Posted: October 20, 2012Last Revised: April 27, 2013155 downloads
Bank/Sovereign Risk Spillovers in the European Debt Crisis European Banking Center Discussion Paper No. 2012-021
Valerie De Bruyckere
,
Maria Gerhardt
,
Glenn Schepens
and
Rudi Vander Vennet
Date Posted: October 18, 201275 downloads
Interdependence and Contagion in Global Asset Markets ECB Working Paper No. 1480
John Beirne
and
Jana Gieck
Date Posted: October 18, 201244 downloads
Market Efficiency in the European Carbon Markets USAEE Working Paper No. 12-139
Amélie Charles ,
Olivier Darné and
Jessica Fouilloux
affiliation not provided to SSRN
,
University of Nantes - Faculty of Business and Economics
and
IGR - IAE de Rennes 1
Date Posted: October 18, 201243 downloads
Does the Oil Price Matter? Case of the Czech Republic USAEE Working Paper No. 12-137
Vladimir Hajko
Date Posted: October 18, 201216 downloads
Do Mergers and Acquisitions Affect the Performance of Acquiring Firms? Evidence for Swiss Small- and Medium-Sized Firms KOF Working Papers No. 319
Spyros Arvanitis and
Tobias Stucki
Date Posted: October 18, 201242 downloads
Stock Return Volatility, Operating Performance and Stock Returns: International Evidence on Drivers of the 'Low Volatility' Anomaly Journal of Banking and Finance, 2013, Vol 37, No 3, pp 999-1017, UNSW Australian School of Business Research Paper No. 2012 BFIN 14
Tanuj Dutt
and
Mark Humphery-Jenner
Date Posted: October 17, 2012Last Revised: January 14, 2013395 downloads
Energy Price Transmissions during Extreme Movements USAEE Working Paper No. 12-133
Marc Joets
Date Posted: October 16, 201224 downloads
Cointegration Relationship and Time Varying Co-Movements among Indian and Asian Developed Stock Markets International Review of Financial Analysis, Vol. 21, pp. 10-22, 2012
Rakesh Gupta
Date Posted: October 15, 2012Last Revised: October 19, 2012
Intraday Share Price Volatility and Leveraged ETF Rebalancing
Edgar Haryanto
,
Arthur Rodier
,
Pauline M. Shum and
Walid Hejazi
Date Posted: October 13, 2012Last Revised: April 16, 20131576 downloads
The Volatility of Interest Rates and Forward Rates in the Hull White Model
Joachim Paulusch
Date Posted: October 10, 2012117 downloads
The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece Economic Notes, Vol. 41, Issue 3, pp. 173-182, 2012
Vassilios G. Papavassiliou
Date Posted: October 10, 2012Last Revised: November 15, 2012
The Determinants of Government Yield Spreads in the Euro Area CONSOB Working Papers No. 71
Luca Giordano
,
Nadia Linciano
and
Paola Soccorso
Date Posted: October 09, 201244 downloads
Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability Fisher College of Business Working Paper No. 2012-03-019, Charles A. Dice Center Working Paper No. 2012-19
Jack Favilukis
and
Xiaoji Lin
Date Posted: October 08, 2012Last Revised: October 24, 201245 downloads
Size and Complexity in Model Financial Systems Bank of England Working Paper No. 465
Nimalan Arinaminpathy
,
Sujit Kapadia
and
Robert May
Date Posted: October 08, 201240 downloads
Market Earnings Risks and Spillover Effects in Tramp Shipping Industry International Journal of Decision Sciences, Vol. 2, No.1, pp.37-53
Sinem Derindere Koseoglu
and
Mehmet Barut
affiliation not provided to SSRN
and
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS)
Date Posted: October 07, 2012
Changes in the Monthly Effects from the Romanian Foreign Exchange Market
Ramona Dumitriu ,
Costel Nistor
and
Razvan Stefanescu
Date Posted: October 06, 2012Last Revised: October 12, 20124 downloads
Competitor Accounting and Corporate Profitability of Manufacturing Firms in Nigeria ESUT Journal of Management Sciences Vol. 6, No. 1, April 2011
Emma Ik Okoye
and
Cletus Akenbor
affiliation not provided to SSRN
Date Posted: October 06, 201237 downloads
The Impact of the Us Stock Market on the Romanian Stock Market in the Context of the Financial Crisis
Costel Nistor
,
Razvan Stefanescu and
Ramona Dumitriu
Date Posted: October 06, 20125 downloads
Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings The Journal of Fixed Income, Vol. 21, 2012, pp. 7-14
Frank J. Fabozzi and
Dennis Vink
Date Posted: October 05, 2012Last Revised: October 08, 2012
Empirical Properties of Straddle Returns Journal of Derivatives, Vol. 17, No. 1, 2009
Wan Ni Lai
Date Posted: October 05, 2012
Factor Analysis for Real Estate
Felix Schlumpf and
Genene Tessera
Date Posted: October 04, 201269 downloads
Factors Influencing Dividend Policy Decisions in Banking Sector: An Indian Evidence Amity Business Review, Vol. 7, No. 2, pp. 64-76, July-December 2006
Jasvir S. Sura ,
Karam Pal
and
B. S. Bodla
Date Posted: October 04, 2012159 downloads
Dynamic Trading Volume Boston U. School of Management Research Paper No. 2012-28
Paolo Guasoni and
Marko Weber
Date Posted: October 03, 2012Last Revised: October 16, 201297 downloads
Changes in the DOW Effects in the Romanian Foreign Exchange Market The International Conference on Economics and Administration, Faculty of Business and
Administration, University of Bucharest, Romania, ICEA – FAA Bucharest, June 4-5, 2010,
Ramona Dumitriu and
Razvan Stefanescu
Date Posted: October 03, 20125 downloads
Risk Parity Portfolios with Risk Factors
Thierry Roncalli
and
Guillaume Weisang
Date Posted: October 03, 2012Last Revised: October 06, 2012906 downloads
Early Warning Indicators of Asset Price Boom/Bust Cycles in Emerging Markets BOFIT Discussion Paper No. 22/2012
Alexey A. Ponomarenko
Date Posted: October 02, 201242 downloads
Euro Area and Global Oil Shocks: An Empirical Model-Based Analysis Bank of Italy Temi di Discussione (Working Paper) No. 873
Lorenzo Forni ,
Andrea Gerali ,
Alessandro Notarpietro
and
Massimiliano Pisani
Date Posted: October 02, 201220 downloads
Option Pricing with the Efficient Method of Moments Computational Finance, Edited by Yaser S. Abu-Mostafa, Blake LeBaron, Andrew W. Lo, and Andreas S. Weigend, 1999, Cambridge, MA: MIT Press
George J. Jiang and
Pieter Jelle van der Sluis
Date Posted: October 02, 201220 downloads
Stochastic Volatility and Jump-Diffusion --- Implications on Option Pricing International Journal of Theoretical and Applied Finance, 1999 (2), No. 4, 409-440
George J. Jiang
Date Posted: October 02, 201226 downloads
What Could Also Cause or Aggravate the Implicit ‘Smile’ and ‘Asymmetry’? Applied Economics Letters, 2002 (9), 75-80
George J. Jiang
Date Posted: October 02, 20129 downloads
Macroeconomic Uncertainty and the Impact of Oil Shocks CESifo Working Paper Series No. 3937
Ine Van Robays
Date Posted: September 27, 201225 downloads
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries FRB International Finance Discussion Paper No. 1050
Lutz Kilian and
Robert Vigfusson
Date Posted: September 27, 2012
How Firms Use Domestic and International Corporate Bond Markets World Bank Policy Research Working Paper No. 6209
Juan Carlos Gozzi
,
Ross Levine ,
Maria Soledad Martinez Peria and
Sergio L. Schmukler
Date Posted: September 25, 201248 downloads
A Survey of the Regulation of Public Offering of Shares and Convertible Securities in India IIM Bangalore Research Paper No. 239
G. Sabarinathan
Date Posted: September 24, 201217 downloads
Does CEO Turnover Matter in China? Evidence from the Stock Market BOFIT Discussion Paper No. 21/2012
Pierre Pessarossi
and
Laurent Weill
Date Posted: September 24, 201247 downloads
Financial Applications of Random Matrix Theory – Dynamics of the Covariance Matrix Ogólnopolskie Seminarium Naukowe, 4–6 wrzeœnia 2007 w Toruniu Katedra Ekonometrii i Statystyki, Uniwersytet Miko³aja Kopernika w Toruniu,
Malgorzata Snarska
affiliation not provided to SSRN
Date Posted: September 23, 201265 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
0.953 seconds
