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SSRN eLibrary Search Results
Econometrics eJournal, Archives of Vols. 1-15, 1996-2008
1,731,705 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 8,851
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1 2 3 4 ... 178 | Next >
   


Incl. Electronic Paper Index Methods for Forecasting: An Application to the American Presidential Elections
FORESIGHT: International Journal of Applied Forecasting, No. 3, pp. 10-13, February 2006
J. Scott Armstrong and Alfred G. Cuzan
University of Pennsylvania - Marketing Department and University of West Florida
Date Posted: June 30, 2014
Accepted Paper Series
55 downloads

Incl. Electronic Paper 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 (Groupe HEC) - Strategy & Business Policy and University of Waterloo - Department of Management Sciences
Date Posted: March 03, 2013
Working Paper Series
362 downloads

Empirical Tests for Stochastic Dominance Efficiency
Journal of Finance, Vol. 58, pp. 1905-1932, October 2003
Thierry Post
Koc University - Graduate School of Business
Date Posted: January 31, 2012
Accepted Paper Series

Averaged Periodogram Spectral Estimation with Long Memory Conditional Heteroscedasticity
Journal of Time Series Analysis
Marc Henry
Pennsylvania State University
Date Posted: December 09, 2011
Working Paper Series

Incl. Electronic Paper Optimisation of Complex Financial Models Using Nature-Inspired Techniques
Nikos S. Thomaidis , George D. Dounias , Magdalene Marinaki and Ioannis Marinakis
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory , University of the Aegean - Department of Financial Engineering and Management , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 23, 2011
Last Revised: January 31, 2012
Working Paper Series
393 downloads

Currency Derivatives and Exchange Rate Forecastability
Financial Analysts Journal, Vol. 63, No. 4, pp. 72-78, July/August 2007
Shinhua Liu
Texas A&M International University - Accounting, Economics and Finance
Date Posted: September 09, 2010
Accepted Paper Series

Incl. Electronic Paper A Logical Analysis of Banks’ Financial Strength Ratings
Peter L. Hammer , Alexander Kogan and Miguel Lejeune
Rutgers, The State University of New Jersey , Rutgers, The State University of New Jersey and George Washington University
Date Posted: August 31, 2010
Working Paper Series
284 downloads

Incl. Electronic Paper The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches
Fathi Abid , Mourad Mroua and Wing-Keung Wong
University of Sfax - Faculty of Economics and Management (FSEGS) , University of Sfax and Hong Kong Baptist University (HKBU)
Date Posted: February 08, 2010
Last Revised: February 15, 2010
Working Paper Series
482 downloads

Incl. Electronic Paper A Unified Approach to Portfolio Optimization with Linear Transaction Costs
Bodoe Graduate School of Business Working Paper No. 3/2004
Valeriy Zakamulin
University of Agder - School of Business and Law
Date Posted: February 04, 2010
Last Revised: February 08, 2010
Working Paper Series
172 downloads

Incl. Electronic Paper 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 State University of New York at Albany - School of Business
Date Posted: September 08, 2009
Last Revised: September 29, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper 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: February 13, 2010
Working Paper Series
666 downloads

Incl. Electronic Paper Structural Threshold Regression
Econometric Theory, Forthcoming
Andros Kourtellos , Thanasis Stengos and Chih Ming Tan
University of Cyprus - Department of Economics , University of Guelph - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Date Posted: June 15, 2009
Last Revised: February 25, 2015
Accepted Paper Series
257 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: FEA and University of Malaya - FEA
Date Posted: February 27, 2009
Last Revised: February 28, 2015
Accepted Paper Series

Incl. Electronic Paper A Stochastic Extension of the Miller-Modigliani Framework
Mathematical Finance, Vol. 1, No. 4, pp. 57-76, October 1991
Suresh Sethi , N. A. Derzko and John P. Lehoczky
University of Texas at Dallas - Naveen Jindal School of Management , University of Toronto and Carnegie Mellon University
Date Posted: January 20, 2009
Last Revised: April 30, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper 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
Working Paper Series
1198 downloads

Incl. Electronic Paper 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 , Cardiff University - Cardiff Business School and University of Bath
Date Posted: October 19, 2008
Last Revised: May 05, 2013
Accepted Paper Series
80 downloads

Incl. Electronic Paper 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
Working Paper Series
378 downloads

Incl. Electronic Paper 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 at the University of Turku - Department of Accounting & Finance and University of Lapland - Faculty of Social Sciences
Date Posted: September 01, 2008
Last Revised: May 20, 2009
Working Paper Series
942 downloads

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

Incl. Electronic Paper 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 State University of New York at Albany - School of Business
Date Posted: July 14, 2008
Last Revised: October 15, 2012
Accepted Paper Series
92 downloads

Incl. Electronic Paper Jackknifing Stock Return Predictions
FRB International Finance Discussion Paper No. 932
Ben Chiquoine and Erik Hjalmarsson
Federal Reserve Board - Division of International Finance and Queen Mary - University of London, School of Economics and Finance
Date Posted: June 27, 2008
Working Paper Series
158 downloads

Incl. Electronic Paper Non-Parametric Analysis of Technical Efficiency: Factors Affecting Efficiency of West Java Rice Farms
CERGE-EI Working Paper Series No. 286
František Brázdik
Czech National Bank
Date Posted: June 25, 2008
Working Paper Series
139 downloads

Incl. Electronic Paper Escape Dynamics: A Continuous-Time Approximation
CERGE-EI Working Paper Series No. 285
Dmitri Kolyuzhnov , Anna Bogomolova and Sergey Slobodyan
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: June 25, 2008
Working Paper Series
25 downloads

Incl. Electronic Paper Indeterminacy and Stability in a Modified Romer Model: A General Case
CERGE-EI Working Paper Series No. 284
Sergey Slobodyan
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: June 25, 2008
Working Paper Series
26 downloads

Incl. Electronic Paper Modeling and Forecasting Jakarta Stock Exchange: Stock Market Volatility
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Universitas Padjadjaran - Department of Management and Business
Date Posted: June 25, 2008
Working Paper Series
230 downloads

Incl. Electronic Paper Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach
CREATES Research Paper No. 2008-15
Jie Zhu
University of Aarhus - School of Economics and Management
Date Posted: June 25, 2008
Working Paper Series
142 downloads

Incl. Electronic Paper Volatility Model For Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix
Economic Journal, University of Padjadjaran, March, 2006
Erie Febrian and Aldrin Herwany
University of Padjadjaran and Universitas Padjadjaran - Department of Management and Business
Date Posted: June 25, 2008
Last Revised: August 17, 2010
Working Paper Series
229 downloads

Incl. Electronic Paper Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model
CREATES Research Paper No. 2007-10
Bent Jesper Christensen , Morten Ørregaard Nielsen and Jie Zhu
University of Aarhus - Department of Economics , Queen's University (Canada) - Department of Economics and University of Aarhus - School of Economics and Management
Date Posted: June 24, 2008
Working Paper Series
72 downloads

Incl. Electronic Paper A Reduced Form Framework for Modeling Volatility of Speculative Prices Based on Realized Variation Measures
Journal of Econometrics, Vol. 160, Issue 1, pp. 176-189, January 2011, CREATES Research Paper 2007-14
Torben G. Andersen , Tim Bollerslev and Xin Huang
Northwestern University - Kellogg School of Management , Duke University - Finance and University of Oklahoma
Date Posted: June 23, 2008
Last Revised: January 07, 2012
Accepted Paper Series
271 downloads

Incl. Electronic Paper Agricultural Price Volatiltiy Spillover Effects: The Case Of Greece
European Review of Agricultural Economics, Vol. 30, Iss. 3, pp. 389-406, 2006
Nicholas Apergis and Anthony N. Rezitis
University of Piraeus and University of Helsinki - Department of Economics and Management
Date Posted: June 23, 2008
Accepted Paper Series
79 downloads

Agricultural Productivity Convergence Across Europe and the United States of America
Applied Economics Letters, Vol. 12, 2005
Anthony N. Rezitis
University of Helsinki - Department of Economics and Management
Date Posted: June 23, 2008
Accepted Paper Series

Mean and Volatility Spillover Effects in Greek Producer-Consumer Meat Prices
Applied Economics Letters, Vol. 10, No. 6, 2003
Anthony N. Rezitis
University of Helsinki - Department of Economics and Management
Date Posted: June 23, 2008
Accepted Paper Series

Incl. Electronic Paper Measuring Technical Efficiency in the Greek Agricultural Sector
Applied Economics, Vol. 34, No. 11, 2002
Anthony N. Rezitis , Kostas Tsiboukas and Stauros Tsoukalas
University of Helsinki - Department of Economics and Management , Agricultural University of Athens - Department of Agricultural Economics and Rural Development and Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Date Posted: June 23, 2008
Accepted Paper Series
109 downloads

Incl. Electronic Paper Optimal Inference for Instrumental Variables Regression with Non-Gaussian Errors
CREATES Research Paper 2007-11
Matias D. Cattaneo , Richard K. Crump and Michael Jansson
University of Michigan at Ann Arbor - Department of Economics , Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Date Posted: June 23, 2008
Working Paper Series
17 downloads

Incl. Electronic Paper Pricing Options on the Dax - An Empirical Investigation
Rene Reinsberg
WHU - Otto Beisheim School of Management - Dresdner Bank Chair of Finance
Date Posted: June 23, 2008
Working Paper Series
214 downloads

Incl. Electronic Paper Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
CREATES Research Paper 2007-12
Michael Jansson
University of California, Berkeley - Department of Economics
Date Posted: June 23, 2008
Working Paper Series
13 downloads

Incl. Electronic Paper Testing for Bubbles in Housing Markets: A Panel Data Approach
CERGE-EI Working Paper No. 338
Vyacheslav Mikhed and Petr Zemcik
Federal Reserve Bank of Philadelphia - Payment Cards Center and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: June 23, 2008
Working Paper Series
193 downloads

Incl. Electronic Paper The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
Thomas Busch , Bent Jesper Christensen and Morten Ørregaard Nielsen
Danske Markets , University of Aarhus - Department of Economics and Queen's University (Canada) - Department of Economics
Date Posted: June 23, 2008
Working Paper Series
343 downloads

Incl. Electronic Paper Using Trades to Estimate Sequential Trade Models
Stefan Kokot
Arcor AG & Co. KG
Date Posted: June 23, 2008
Working Paper Series
200 downloads

Incl. Electronic Paper Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model
Bent Jesper Christensen , Morten Ørregaard Nielsen and Jie Zhu
University of Aarhus - Department of Economics , Queen's University (Canada) - Department of Economics and University of Aarhus - School of Economics and Management
Date Posted: June 22, 2008
Working Paper Series
72 downloads

Incl. Electronic Paper The Age Profile of Income and the Burden of Unfunded Transfers in Four Countries: Evidence from the Luxembourg Income Study
Gary Burtless
Brookings Institution
Date Posted: June 22, 2008
Working Paper Series
24 downloads

Incl. Electronic Paper The Role of Policy Rule Misspecification in Monetary Policy Inertia Debate
CERGE-EI Working Paper No. 315
Jirí Podpiera
Czech National Bank
Date Posted: June 22, 2008
Working Paper Series
13 downloads

Incl. Electronic Paper Using Theory for Measurement: An Analysis of the Behaviour of the Underground Economy
Aarhus University Economics Paper No. 2005-19
Francesco Busato , Bruno Chiarini and Vincenzo di Maro
University of Aarhus - School of Economics and Management , University of Naples, Parthenope and University College London - Department of Economics
Date Posted: June 19, 2008
Working Paper Series
77 downloads

Incl. Electronic Paper A Danish Profiling System
Univ. of Aarhus Economics Working Paper No. 2004-13
Michael Rosholm , Michael Svarer and Bo Hammer
University of Aarhus - Department of Economics , University of Aarhus - Department of Economics and Danish Ministry of Employment
Date Posted: June 18, 2008
Working Paper Series
18 downloads

Incl. Electronic Paper A Regime Switching Long Memory Model for Electricity Prices
University of Aarhus Economics Working Paper No. 2004-02
Niels Haldrup and Morten Ørregaard Nielsen
Aarhus University, School of Economics and Management and Queen's University (Canada) - Department of Economics
Date Posted: June 18, 2008
Working Paper Series
166 downloads

Incl. Electronic Paper Aid Effectiveness on Growth
Aarhus University Economics Paper No. 2005-13
Hristos Doucouliagos and Martin Paldam
Deakin University - School of Accounting, Economics and Finance and University of Aarhus - Department of Economics
Date Posted: June 18, 2008
Working Paper Series
87 downloads

Incl. Electronic Paper Automatic Stabilizers in an Economy with Multiple Shocks
Univ. of Aarhus Economics Working Paper No. 2004-03
Morten Spange
Bank of England - Monetary Analysis
Date Posted: June 18, 2008
Working Paper Series
25 downloads

Incl. Electronic Paper Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
Aarhus University Economics Paper No. 2005-03
Niels Haldrup , Svend Hylleberg , Gabriel Pons , Jaume Rossello and Andreu Sansó
Aarhus University, School of Economics and Management , University of Aarhus - Department of Economics , University of Aarhus - Department of Economics , Centre de Recerca Econòmica and University of the Balearic Islands
Date Posted: June 18, 2008
Working Paper Series
9 downloads

Incl. Electronic Paper Conditional Aid Effectiveness
Aarhus University Economics Paper No. 2005-14
Hristos Doucouliagos and Martin Paldam
Deakin University - School of Accounting, Economics and Finance and University of Aarhus - Department of Economics
Date Posted: June 18, 2008
Working Paper Series
85 downloads

Incl. Electronic Paper Conditionality, Commitment and Investment Response in LDCS
Mariarosaria Agostino
Università degli Studi della Calabria - Department of Economics and Statistics
Date Posted: June 18, 2008
Working Paper Series
11 downloads


 

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