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Abstracts: 619,107
Full Text Papers: 515,520
Authors: 286,040
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Last 12 months: 11,606,748
Last 30 days: 787,747

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Total References: 9,075,589
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Total Footnotes: 9,170,355


SSRN eLibrary Search Results
JEL Code: C10
506,773 Total downloads
Showing Papers 1 - 50 of 1,243
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Incl. Electronic Paper Moon Phases and Rates of Return of Wig Index on the Warsaw Stock Exchange
International Journal of Economics and Finance, vol. 8, no. 8, pp. 256-264, 2015
Krzysztof Borowski
Warsaw School of Economics
Date Posted: July 31, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Expected Loss and Impact of Risk: Backtesting Parameter-Based Expected Loss in a Basel II Framework
Journal of Risk Model Validation 7(3), 59-84, Fall 2013, Incisive Media
Wolfgang Reitgruber
UniCredit Bank Austria AG
Date Posted: July 29, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Determinants of Competitiveness in Travel and Tourism Industry: An Empirical Investigation
Atul Bhardwaj and Ramesh Bhardwaj
Independent and George Brown College
Date Posted: July 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Underestimating the Trial Penalty: An Empirical Analysis of the Federal Trial Penalty and Critique of the Abrams Study
Mississippi Law Journal, Vol. 84, No. 5, 2015
Andrew Chongseh Kim
Concordia University School of Law
Date Posted: July 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Quantifying Crowd Size with Mobile Phone and Twitter Data
Federico Botta, Helen Susannah Moat and Tobias Preis, Quantifying crowd size with mobile phone and Twitter data. Royal Society Open Science 2, 150162 (2015).
Federico Botta , Helen Susannah Moat and Tobias Preis
University of Warwick - Warwick Business School , University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: July 21, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Assessment of Accuracy of Finite Difference Methods in Evaluation of Options within Heston Model
Chencheng Cai
Rutgers, The State University of New Jersey - Financial Statistics & Risk Management
Date Posted: July 15, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper An Alternative View of Exchange Market Pressure Episodes in Emerging Europe: An Analysis Using Extreme Value Theory (EVT)
ECB Working Paper No. 1818
Frigyes Ferdinand Heinz and Desislava Rusinova
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General International and European Relations
Date Posted: July 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Relationship between Disparate Impact Case Law and Empirical Research in the Behavioral Sciences
Palmer Morrel-Samuels
Northwestern University Law School
Date Posted: July 09, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Multinational Finance Journal, Vol. 4, No. 3/4, p. 159-179, 2000
Torben G. Andersen , Tim Bollerslev , Francis X. Diebold and Paul Labys
Northwestern University - Kellogg School of Management , Duke University - Finance , University of Pennsylvania - Department of Economics and Charles River Associates (CRA) - Utah Office
Date Posted: July 08, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Multinational Finance Journal, Vol. 10, No. 3/4, p. 179–221, 2006,
Marios Nerouppos , David Saunders , Costas Xiouros and Stavros A. Zenios
Cyprus International Institute of Management (CIIM) , University of Waterloo , University of Cyprus - Department of Public and Business Administration and University of Cyprus
Date Posted: June 30, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Accurate & Efficient Pricing of Arithmetic Average Asian Options within the Hull-White Method
Pratik Ramprasad
Department of Statistics, Rutgers University
Date Posted: June 30, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper U.K. Stock Market Inefficiencies and the Risk Premium
Multinational Finance Journal, Vol. 11, No. 1/2, p. 97-122, 2007
Antonis Demos and George Vasillelis
Athens University of Economics and Business and University of London - Imperial College of Science, Technology and Medicine
Date Posted: June 26, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Edmond Malinvaud: A Tribute to His Contributions in Econometrics
Cowles Foundation Discussion Paper No. 2002
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: June 25, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper On Long-Run Stock Returns after Corporate Events
James W. Kolari , Seppo Pynnonen and Ahmet M. Tuncez
Texas A&M University (TAMU) - Department of Finance , University of Vaasa, Department of Mathematics and Statistics and Texas A&M University (TAMU) - Department of Finance
Date Posted: June 12, 2015
Last Revised: July 24, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper The Impact of Large-Scale Asset Purchases on the S&P 500 Index, Long-Term Interest Rates and Unemployment
Ramaprasad Bhar , A. (Tassos) G. Malliaris and Mary Malliaris
UNSW Australia Business School, School of Banking and Finance , Loyola University of Chicago - Department of Economics and Loyola University of Chicago
Date Posted: June 09, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper On Rosen's and Adler's Hypotheses in the Modern and Contemporary Visual Art Market
Empirical Economics, Forthcoming
Guido Candela , Massimiliano Castellani , Pierpaolo Pattitoni and F. Marta L. Di Lascio
University of Bologna - Department of Economics , University of Bologna - Department of Economics , University of Bologna - Department of Management and Free University of Bozen-Bolzano - School of Economics
Date Posted: June 08, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Estimation of the Stochastic Leverage Effect Using the Fourier Transform Method
Imma Valentina Curato
University of Ulm
Date Posted: June 07, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence
Guillaume Chevillon , Alain Hecq and Sébastien Laurent
ESSEC Business School , Maastricht University - Department of Economics and French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Date Posted: June 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Return and Volatility Spillover between Carbon Futures Market and Global Financial, Energy and Commodity Futures Markets
Ziran Li , Mengchen Ji , Han Qiao and Shouyang Wang
Chinese Academy of Sciences (CAS) - Center for Forecasting Science , Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences , Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: June 02, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Archival Research Considerations for CRSP Data
Rick N. Francis , Grace Mubako and Lori M. Olsen
University of Texas at El Paso , University of Texas at El Paso and Central Michigan University
Date Posted: May 29, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Examining the Stability of Factor Exposures of Equity Indices in Bull and Bear Markets
Albena Emilova Georgieva
EDHEC Business School
Date Posted: May 28, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Information Spillover Dynamics of the Energy Futures Market Sector: A Novel Common Factor Approach
Duminda Kuruppuarachchi and I. M. Premachandra
University of Sri Jayewardenepura and University of Otago - Department of Accountancy and Finance
Date Posted: May 26, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Efficient Estimation of Nonparametric Regression in the Presence of Dynamic Heteroskedasticity
Oliver B. Linton and Zhijie Xiao
University of Cambridge and Boston College - Department of Finance and Department of Economics
Date Posted: May 26, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper A Complete Analytical Solution of the Asian Option Pricing within the Heston Model for Stochastic Volatility: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: May 23, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Mean Reversion Framework
Mukul Pal
Orpheus Risk Management Indices
Date Posted: May 20, 2015
Working Paper Series
49 downloads

Incl. Electronic Paper Momentum and Markowitz: A Golden Combination
Wouter J. Keller , Adam Butler and Ilya Kipnis
Flex Capital BV , BPG and Associates and QuantStrat TradeR
Date Posted: May 16, 2015
Last Revised: June 05, 2015
Working Paper Series
1356 downloads

Incl. Electronic Paper Community Engagement and Collective Evaluation in Crowdfunding
Eun Ju Jung , Anjana Susarla and Vallabh Sambamurthy
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Michigan State University - Department of Accounting & Information Systems
Date Posted: May 16, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Collective Provisions Models in the IFRS 9 Framework
Vivien Brunel
Société Générale
Date Posted: May 14, 2015
Last Revised: June 09, 2015
Working Paper Series
134 downloads

An Analysis on the Difference Between Bank Index-Linked Bonds’ Prices and Their Fair-Value (Un’Analisi Della Differenza Tra I Prezzi Delle Obbligazioni Bancarie Index-Linked E Il Loro Fair-Value)
Bancaria No. 06/2014
Michele Leonardo Bianchi
Bank of Italy
Date Posted: May 13, 2015
Accepted Paper Series

Incl. Electronic Paper An Entropy-Based Early Warning Indicator for Systemic Risk
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 09/WP/2015
Monica Billio , Roberto Casarin , Michele Costola and Andrea Pasqualini
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics , Ca' Foscari University of Venice and Ca Foscari University of Venice - Department of Economics
Date Posted: May 11, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Lumber: Worth It's Weight in Gold Offense and Defense in Active Portfolio Management
2015 NAAIM Wagner Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 11, 2015
Last Revised: June 01, 2015
Working Paper Series
1483 downloads

Incl. Electronic Paper War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market During the World War I
DIW Berlin Discussion Paper No. 1477
Konstantin A. Kholodilin
German Institute for Economic Research (DIW Berlin)
Date Posted: May 08, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Travel and Tourism Competiveness Analysis
Atul Bhardwaj and Ramesh Bhardwaj
Independent and George Brown College
Date Posted: May 07, 2015
Last Revised: May 09, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Abuse and Violence of Women and Children in Davao City
Adrian Tamayo , Noemi Bataga and Bernadeth Gerodias
University of Mindanao - Research and Publication Center , University of Mindanao and Southern Philippines Medical Center
Date Posted: May 07, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Econometric Identification of Causal Effects: A Graphical Approach with a Case Study
Indian School of Business Research Paper Series
Sanjay Kallapur
Indian School of Business
Date Posted: May 02, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Martingale Decomposition of Discrete Markov Chains
Peter Reinhard Hansen
European University Institute - Economics Department (ECO)
Date Posted: April 28, 2015
Working Paper Series
80 downloads

Incl. Electronic Paper Why Risk Is So Hard to Measure
Jon Danielsson and Chen Zhou
London School of Economics - Systemic Risk Centre and De Nederlandsche Bank
Date Posted: April 23, 2015
Working Paper Series
285 downloads

Incl. Electronic Paper Stochastic Orders and the Anatomy of Competitive Selection
Saïd Business School WP 2015-7,
Thomas H. Noe
University of Oxford - Said Business School
Date Posted: April 19, 2015
Last Revised: June 19, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Interconnectedness in the Interbank Market
Robert H. Smith School Research Paper No. RHS 2594469
Celso Brunetti , Jeffrey H. Harris , Shawn Mankad and George Michailidis
Board of Governors of the Federal Reserve System , American University , University of Maryland Robert H. Smith School of Business and University of Michigan at Ann Arbor
Date Posted: April 15, 2015
Last Revised: July 02, 2015
Working Paper Series
66 downloads

Incl. Electronic Paper Multidimensional Poverty in Sudan and South Sudan
OPHI Working Paper No. 93
Paola Ballon and Jean-Yves Duclos
University of Oxford and Laval University
Date Posted: April 11, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Inference on Optimal Treatment Assignments
Cowles Foundation Discussion Paper No. 1927RR
Timothy B. Armstrong and Shu Shen
Yale University - Cowles Foundation and University of California, Davis - Department of Economics
Date Posted: April 11, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Measuring Creative Capacity of Visegrad Four Countries’ Economies
In Region direct. ISSN 1337-8473. Vol. 7, No. 1 (2014), p. 77-104.
Martin Alexy and Marek Kacer
University of Economics in Bratislava and University of Leeds - Credit Management Research Centre (CMRC)
Date Posted: April 09, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper The Estimation of Multi-Dimensional Fixed Effects Panel Data Models
CESifo Working Paper Series No. 5251
Laszlo Balazsi , Laszlo Matyas and Tom Wansbeek
Central European University (CEU) , Central European University (CEU) - Department of Economics and University of Groningen - Faculty of Economics and Business
Date Posted: April 09, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: June 17, 2015
Working Paper Series
92 downloads

Incl. Electronic Paper Skewness Measures for the Weibull Distribution
Cokki Versluis and Stefan Straetmans
Independent and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Date Posted: April 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper On the Tracking and Replication of Hedge Fund Optimal Investment Portfolio Strategies in Global Capital Markets in Presence of Nonlinearities, Applying Bayesian Filters: 1. Stratanovich – Kalman – Bucy Filters for Gaussian Linear Investment Returns Distribution and 2. Particle Filters for Non-Gaussian Non-Linear Investment Returns Distribution
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 02, 2015
Working Paper Series
54 downloads

Incl. Electronic Paper Constrained Optimization Approaches to Estimation of Structural Models: Comment
Fedor Iskhakov , Jinhyuk Lee , John Rust , Kyoungwon Seo and Bertel Schjerning
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) , Ulsan National Institute of Science and Technology (UNIST) , Department of Economics, Georgetown University , Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and University of Copenhagen - Department of Economics
Date Posted: March 24, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Analysis of the Resource Concentration on Size and Research Performance: The Case of Italian National Research Council Over the Period 2000-2004
Ceris-Cnr Working Paper No. 3/2005
Mario Coccia and Secondo Rolfo
National Research Council of Italy (CNR) and Italian National Research Council (CNR)
Date Posted: March 22, 2015
Working Paper Series
1 downloads


 

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