SSRN Econometrics, Archives of Vols. 1-15, 1996-2008

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Econometrics, Archives of Vols. 1-15, 1996-2008

1,137,947 Total downloads for all papers in this Journal/Topic

Records 1 - 20 of 9132 matches
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An Examination of the Role of Time and its Impact on Price Revision
ECU Working Paper Series
Shelton Peiris , David E. Allen and Wenling Joey Yang
University of Sydney - School of Mathematics and Statistics , Edith Cowan University - School of Finance and Business Economics and Securities Industry Research Centre of Asia Pacific (SIRCA)
Date Posted:
Last Revised: August 25, 2006
Working Paper Series
336 downloads

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IV Estimation of Engel Elasticities from Indian Household Budget Data
Suchismita Bose and Nikhilesh Bhattacharya
ICRA Ltd and Indian Statistical Institute - Economic Research Unit
Date Posted:
Last Revised: July 4, 2005
Working Paper Series
167 downloads

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Multi-Step Forecasting in the Presence of Weak Trends
Oxford Economic Working Paper Series No. 2004-212
Guillaume Chevillon
ESSEC Business School
Date Posted:
Last Revised: August 23, 2008
Working Paper Series
72 downloads

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The Effectiveness of Simple Decision Heuristics: A Case Study of Experts' Forecasts of the Commercial Success of Early-Stage Ventures
Thomas B. Astebro and Samir Elhedhli
HEC Paris and University of Waterloo - Department of Management Sciences
Date Posted:
Last Revised: December 27, 2005
Working Paper Series
164 downloads

Why Can't a Woman Bid More Like a Man?
Yan Chen , Peter Katuscak and Emre Ozdenoren
University of Michigan at Ann Arbor - Department of Economics , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and London Business School
Date Posted: October 12, 2009
Last Revised: October 12, 2009
Working Paper Series

Are Retail S&P 500 Index Funds a Financial Commodity? Insights for Investors
John A. Haslem , H. Kent Baker and David M. Smith
University of Maryland - Robert H. Smith School of Business , American University - Kogod School of Business and University at Albany - School of Business
Date Posted: September 8, 2009
Last Revised: September 8, 2009
Working Paper Series

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Stochastic Mortality Under Measure Changes
Enrico Biffis , Michel Denuit and Pierre Devolder
Imperial College Business School , Catholic University of Louvain and Catholic University of Louvain
Date Posted: June 22, 2009
Last Revised: October 26, 2009
Working Paper Series
315 downloads

Currency Derivatives and Exchange Rate Forecastability
Financial Analysts Journal, Vol. 63, No. 4, pp. 72-78, July/August 2007
Shinhua Liu
affiliation not provided to SSRN
Date Posted: May 7, 2009
Last Revised: May 7, 2009
Accepted Paper Series

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The Log of Gravity Revisited
Inmaculada Martinez-Zarzoso , Felicitas Nowak-Lehmann and Sebastian Vollmer
Jaume I University - Department of Economics , University of Goettingen (Gottingen) - Department of Economics and University of Goettingen (Gottingen)
Date Posted: March 23, 2009
Last Revised: March 23, 2009
Working Paper Series
152 downloads

The Openness Growth Monitoring Model (OGM-Model)
Journal of Policy Modeling, Vol. 28, No. 3, pp. 235-246, April 2006
Mario Arturo Ruiz Estrada and Su-Fei Yap
University of Malaya - Faculty of Economics and Administration and University of Malaya - FEA
Date Posted: February 27, 2009
Last Revised: February 27, 2009
Accepted Paper Series

The Application of Multi-Functional Pictorial Cartesian Space (MFP-Cartesian Space) in the Graphical Modeling of Macroeconomics Analysis
FEA Working Paper Series
Mario Arturo Ruiz Estrada
University of Malaya - Faculty of Economics and Administration
Date Posted: February 23, 2009
Last Revised: February 23, 2009
Working Paper Series

A Stochastic Extension of the Miller-Modigliani Framework
Mathematical Finance, Vol. 1, No. 4, pp. 57-76, October 1991
John P. Lehoczky , N. A. Derzko and Suresh Sethi
Carnegie Mellon University , University of Toronto and University of Texas at Dallas - School of Management
Date Posted: January 20, 2009
Last Revised: January 20, 2009
Accepted Paper Series

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Inflation Ambiguity and the Term Structure of Arbitrage-Free U.S. Government Bonds
AFA 2008 New Orleans Meetings Paper, EFA 2009 Bergen Meetings Paper
Maxim Ulrich
Columbia University - Columbia Business School
Date Posted: November 14, 2008
Last Revised: February 15, 2009
Working Paper Series
363 downloads

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Financial Data and the Skewed Generalized T Distribution
Management Science, Vol. 44, pp. 1650-1661, December 1998
Panayiotis Theodossiou
Cyprus University of Technology
Date Posted: October 27, 2008
Last Revised: October 27, 2008
Working Paper Series
952 downloads

The Market Reaction to Banks' Overseas Listing: Evidence from American Depositary Receipts
Journal of Financial Decision Making, Vol. 5, No. 2, December 2009
Abed AL-Nasser Abdallah , Wissam Abdallah and Yu Zhu
American University of Sharjah , Lebanese American University and University of Bath
Date Posted: October 19, 2008
Last Revised: October 19, 2008
Working Paper Series

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Liquidity and Price Discovery in the European CO2 Futures Market: An Intraday Analysis
21st Australasian Finance and Banking Conference 2008 Paper
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Date Posted: September 10, 2008
Last Revised: September 10, 2008
Working Paper Series
157 downloads

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Impact of IFRS Transition Complexity on Audit and Non-Audit Fees: Evidence from Small and Medium-Sized Listed Companies in Finland
Hannu J. Schadewitz and Markku J. Vieru
Turku School of Economics - Department of Accounting & Finance and University of Lapland - Faculty of Tourism and Business
Date Posted: September 1, 2008
Last Revised: May 20, 2009
Working Paper Series
376 downloads

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Copula Based Martingale Processes and Financial Prices Dynamics
Umberto Cherubini , Sabrina Mulinacci and Silvia Romagnoli
University of Bologna - Department of Mathematical Economics , Università Cattolica del Sacro Cuore di Milano and University of Bologna - Department of Mathematics for Economic and Social Sciences
Date Posted: July 17, 2008
Last Revised: July 17, 2008
Working Paper Series
99 downloads

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Are Retail S&P 500 Index Funds a Financial Commodity? Insights for Investors
Financial Services Review, Vol. 15, No. 2, pp., 99-116, Summer 2006
John A. Haslem , H. Kent Baker and David M. Smith
University of Maryland - Robert H. Smith School of Business , American University - Kogod School of Business and University at Albany - School of Business
Date Posted: July 14, 2008
Last Revised: June 30, 2009
Accepted Paper Series
37 downloads

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Jackknifing Stock Return Predictions
FRB International Finance Discussion Paper No. 932
Ben Chiquoine and Erik Hjalmarsson
Federal Reserve Board - Division of International Finance and Federal Reserve Board - Division of International Finance
Date Posted: June 27, 2008
Last Revised: June 27, 2008
Working Paper Series
97 downloads