Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 581,616
Full Text Papers: 482,298
Authors: 269,321
Papers Received in
  Last 12 months:
63,390

Paper Downloads:
To date: 81,514,273
Last 12 months: 10,258,420
Last 30 days: 899,548

CiteReader:  What's this?
Papers with
  Resolved
  References:
277,637
Total References: 9,075,575
Papers with Cites: 245,713
Total Citation
  Links:
6,012,013
Papers with
  Resolved
  Footnotes:
94,592
Total Footnotes: 9,190,674


SSRN eLibrary Search Results
Econometrics: Applied Econometric Modeling in Financial Economics - Econometrics of Financial Markets eJournal, Archives of Vol. 1, 2012
256,048 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 1,400
Sort By
1 2 3 4 ... 28 | Next >
   


Incl. Electronic Paper The Investment Manifesto
AFA 2013 San Diego Meetings Paper
Xiaoji Lin and Lu Zhang
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
Date Posted: December 15, 2012
Working Paper Series
294 downloads

Incl. Electronic Paper Structure and Price Efficiency of an Emerging Market
IIM Bangalore Research Paper No. 125
Raghbendra Jha and Hari K. Nagarajan
Indira Gandhi Institute of Development Research (IGIDR) and Indian Institute of Management Bangalore
Date Posted: October 28, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper The Interrelationship between the Stock Markets and the Foreign Exchange Market
IIM Bangalore Research Paper No. 169
Prakash Apte
Indian Institute of Management, Bangalore
Date Posted: October 27, 2012
Working Paper Series
146 downloads

Incl. Electronic Paper Options on Short-Term Interest Rate Futures
Economic Review, Vol. 72, No. 6, November/December 1986, pp. 3-11
Anatoli Kuprianov
Independent
Date Posted: October 25, 2012
Accepted Paper Series
18 downloads

Incl. Electronic Paper 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
University of the German Federal Armed Forces - Helmut Schmidt Universität , University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Date Posted: October 24, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper 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
Bank of Italy and Bank of Italy
Date Posted: October 24, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper Macroeconomic Considerations and Motives of Sovereign Wealth Funds Activity
Contemporary Economics, Vol. 5, No. 2, pp. 42-53, June 2011
Dariusz Urban
University of Lodz
Date Posted: October 23, 2012
Accepted Paper Series
38 downloads

Incl. Electronic Paper 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
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) - School of Finance and Economics , Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Nanyang Technological University (NTU) - Division of Economics
Date Posted: October 23, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper 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
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney - Faculty of Business
Date Posted: October 23, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper ZA PLSs’ Performance and Black Swan Approach
Journal of Modern Accounting and Auditing, Vol. 7, No. 3, March 2011: 305-309
Tumellano Sebehela
Sebehela Inc
Date Posted: October 21, 2012
Accepted Paper Series
15 downloads

Incl. Electronic Paper Performance Persistence of Equity Funds in Hungary
Contemporary Economics, Volume 5, Issue 1, 2011, pp. 18-34
Dariusz Filip
ARMA in Warsaw, Direct Payments Department, Poland
Date Posted: October 20, 2012
Accepted Paper Series
8 downloads

Incl. Electronic Paper Global Financial Governance: A Perspective from the International Monetary Fund
Contemporary Economics, Volume 5, Issue 1, 2011, pp. 4-16
Ryszard Wilczyński
Faculty of Management and Finance, University of Finance and Management in Warsaw, Poland
Date Posted: October 20, 2012
Accepted Paper Series
21 downloads

Incl. Electronic Paper A Simple Approach to Country Risk
Frank Lehrbass
RWE Supply & Trading GmbH
Date Posted: October 20, 2012
Last Revised: June 14, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper A Regime-Switching Heston Model for VIX and S&P 500 Implied Volatilities
Quantitative Finance, Volume 14, Issue 10, (2014) pp. 1811-1827.
Andrew Papanicolaou and Ronnie Sircar
University of Sydney, School of Mathematics and Statistics and Princeton University - Department of Operations Research and Financial Engineering
Date Posted: October 20, 2012
Last Revised: September 21, 2014
Accepted Paper Series
235 downloads

Incl. Electronic Paper 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
Ghent University - Department of Financial Economics , Ghent University-Universiteit Gent , National Bank of Belgium - Research Department and Ghent University-Universiteit Gent - Department of Financial Economics
Date Posted: October 18, 2012
Working Paper Series
170 downloads

Incl. Electronic Paper Interdependence and Contagion in Global Asset Markets
ECB Working Paper No. 1480
John Beirne and Jana Gieck
European Central Bank (ECB) and International Monetary Fund (IMF)
Date Posted: October 18, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper Market Efficiency in the European Carbon Markets
USAEE Working Paper No. 12-139
Amélie Charles , Olivier Darné and Jessica Fouilloux
Audencia Nantes School of Management , University of Nantes - Faculty of Business and Economics and IGR - IAE de Rennes 1
Date Posted: October 18, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper Does the Oil Price Matter? Case of the Czech Republic
USAEE Working Paper No. 12-137
Vladimir Hajko
Masaryk University
Date Posted: October 18, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper 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
Swiss Federal Institute of Technology Zurich (ETH) - Swiss Institute for Business Cycle Research (KOF) and Swiss Federal Institute of Technology Zurich - Swiss Institute for Business Cycle Research
Date Posted: October 18, 2012
Working Paper Series
151 downloads

Incl. Electronic Paper 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
Nuvest Capital and UNSW Business School
Date Posted: October 17, 2012
Last Revised: January 14, 2013
Working Paper Series
680 downloads

Incl. Electronic Paper Energy Price Transmissions during Extreme Movements
USAEE Working Paper No. 12-133
Marc Joets
Université Paris X Nanterre
Date Posted: October 16, 2012
Working Paper Series
50 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
Griffith University - Griffith Business School
Date Posted: October 15, 2012
Last Revised: October 19, 2012
Accepted Paper Series

Incl. Electronic Paper Intraday Share Price Volatility and Leveraged ETF Rebalancing
Pauline M. Shum , Walid Hejazi , Edgar Haryanto and Arthur Rodier
York University - Schulich School of Business , University of Toronto - Rotman School of Management , Independent and Independent
Date Posted: October 13, 2012
Last Revised: May 16, 2014
Working Paper Series
2515 downloads

Incl. Electronic Paper The Volatility of Interest Rates and Forward Rates in the Hull White Model
Joachim Paulusch
R+V Lebensversicherung AG
Date Posted: October 10, 2012
Last Revised: July 02, 2014
Working Paper Series
329 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
Queen's University Belfast
Date Posted: October 10, 2012
Last Revised: November 15, 2012
Accepted Paper Series

Incl. Electronic Paper The Determinants of Government Yield Spreads in the Euro Area
CONSOB Working Papers No. 71
Luca Giordano , Nadia Linciano and Paola Soccorso
IOSCO (International Organization of Securities Commissions) , Commissione Nazionale per le Societa e la Borsa (CONSOB) and Commissione Nazionale per le Societa e la Borsa (CONSOB)
Date Posted: October 09, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability
Charles A. Dice Center Working Paper No. 2012-19, Fisher College of Business Working Paper No. 2012-03-019
Jack Favilukis and Xiaoji Lin
London School of Economics & Political Science (LSE) and Ohio State University (OSU) - Fisher College of Business
Date Posted: October 08, 2012
Last Revised: September 09, 2013
Working Paper Series
124 downloads

Incl. Electronic Paper Size and Complexity in Model Financial Systems
Bank of England Working Paper No. 465
Nimalan Arinaminpathy , Sujit Kapadia and Robert May
Princeton University , Bank of England and University of Oxford
Date Posted: October 08, 2012
Working Paper Series
53 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
Accepted Paper Series

Incl. Electronic Paper Changes in the Monthly Effects from the Romanian Foreign Exchange Market
Ramona Dumitriu , Costel Nistor and Razvan Stefanescu
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: October 06, 2012
Last Revised: October 12, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper 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
Nnamdi Azikiwe University - Department of Accountancy and affiliation not provided to SSRN
Date Posted: October 06, 2012
Accepted Paper Series
75 downloads

Incl. Electronic Paper 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
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: October 06, 2012
Working Paper Series
10 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
EDHEC Business School and Nyenrode Business University
Date Posted: October 05, 2012
Last Revised: October 08, 2012
Accepted Paper Series

Empirical Properties of Straddle Returns
Journal of Derivatives, Vol. 17, No. 1, 2009
Wan Ni Lai
Euromed Management
Date Posted: October 05, 2012
Accepted Paper Series

Incl. Electronic Paper Factor Analysis for Real Estate
Felix Schlumpf and Genene Tessera
Zurich Insurance Company Ltd and Zurich Insurance Company Ltd
Date Posted: October 04, 2012
Working Paper Series
116 downloads

Incl. Electronic Paper Factors Influencing Dividend Policy Decisions in Banking Sector: An Indian Evidence
Amity Business Review, Vol. 7, No. 2, pp. 64-76, July-December 2006
Dr. Jasvir S. Sura , Karam Pal and B. S. Bodla
Department of Business Studies and Research,Kurukshetra University P. G. Regional Centre, Jind , Guru Jambheshwar University of Science and Technology and Guru Jambheshwar University of Science and Technology
Date Posted: October 04, 2012
Accepted Paper Series
433 downloads

Incl. Electronic Paper Dynamic Trading Volume
Boston U. School of Management Research Paper No. 2012-28
Paolo Guasoni and Marko Weber
Boston University - Department of Mathematics and Statistics and Dublin City University - School of Mathematical Sciences
Date Posted: October 03, 2012
Last Revised: December 13, 2014
Working Paper Series
258 downloads

Incl. Electronic Paper 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
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: October 03, 2012
Accepted Paper Series
7 downloads

Incl. Electronic Paper Risk Parity Portfolios with Risk Factors
Thierry Roncalli and Guillaume Weisang
Lyxor Asset Management and Clark University - Graduate School of Management
Date Posted: October 03, 2012
Last Revised: October 06, 2012
Working Paper Series
1577 downloads

Incl. Electronic Paper 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
International Monetary Fund (IMF) , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: October 02, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Early Warning Indicators of Asset Price Boom/Bust Cycles in Emerging Markets
BOFIT Discussion Paper No. 22/2012
Alexey A. Ponomarenko
Central Bank of Russia
Date Posted: October 02, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper 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
Washington State University and APG Asset Management, GTAA Fund
Date Posted: October 02, 2012
Accepted Paper Series
30 downloads

Incl. Electronic Paper 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
Washington State University
Date Posted: October 02, 2012
Accepted Paper Series
37 downloads

Incl. Electronic Paper What Could Also Cause or Aggravate the Implicit ‘Smile’ and ‘Asymmetry’?
Applied Economics Letters, 2002 (9), 75-80
George J. Jiang
Washington State University
Date Posted: October 02, 2012
Accepted Paper Series
13 downloads

Incl. Electronic Paper Macroeconomic Uncertainty and the Impact of Oil Shocks
CESifo Working Paper Series No. 3937
Ine Van Robays
European Central Bank
Date Posted: September 27, 2012
Working Paper Series
26 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
University of Michigan at Ann Arbor - Department of Economics and Federal Reserve Board - Trade and Quantitative Studies
Date Posted: September 27, 2012
Working Paper Series

Incl. Electronic Paper 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
Independent , UC Berkeley , World Bank - Development Research Group (DECRG) and World Bank - Development Research Group (DECRG)
Date Posted: September 25, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Does CEO Turnover Matter in China? Evidence from the Stock Market
BOFIT Discussion Paper No. 21/2012
Pierre Pessarossi and Laurent Weill
University of Strasbourg - Institut d’Etudes Politiques and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Date Posted: September 24, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper A Survey of the Regulation of Public Offering of Shares and Convertible Securities in India
IIM Bangalore Research Paper No. 239
G. Sabarinathan
Indian Institute of Management (IIMB), Bangalore
Date Posted: September 24, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper 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, 2012
Working Paper Series
137 downloads


 

1 2 3 4 ... 28 | Next >
   


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 0.610 seconds