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SSRN eLibrary Statistics:

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Abstracts: 489,633
Full Text Papers: 398,485
Authors: 228,803
Papers Received in
  Last 12 months: 		69,680

Paper Downloads:
To date: 66,768,753
Last 12 months: 11,227,318
Last 30 days: 836,975

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  References: 		239,806
Total References: 8,539,827
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Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C10
339,647 Total downloads
Showing Papers 1 - 50 of 937
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Incl. Electronic Paper A Theoretical Framework for Conducting Multi-Level Studies of Complex Social Systems With Agent-Based Models and Empirical Data
Chih-Chun Chen
French National Center for Scientific Research (CNRS)
Date Posted: June 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Analysis of CEEC Exchange Rates Co-Movements Using Wavelet Multiple Correlation and Cross-Correlation
 Aviral Kumar Tiwari , Marius Alin Andries and Iulian Ihnatov
ICFAI University Tripura , Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Alexandru Ioan Cuza University
Date Posted: June 08, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Understanding DSGE Filters in Forecasting and Policy Analysis
IMF Working Paper No. 13/98
 Michal Andrle
International Monetary Fund (IMF)
Date Posted: June 08, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Inverting Analytic Characteristic Functions and Financial Applications
SIAM Journal on Financial Mathematics, 2013, 4(1), 372-398
 Liming Feng and Xiong Lin
University of Illinois at Urbana-Champaign - Department of Industrial and Enterprise Systems Engineering and University of Illinois at Urbana-Champaign, Department of Mathematics
Date Posted: June 06, 2013
Accepted Paper Series
10 downloads

Incl. Electronic Paper Profitable Pair Trading: A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs
 Jozef Rudy , Christian Dunis and Jason Laws
Independent Portfolio Manager , John Moores University - Business School and University of Liverpool - Management School (ULMS)
Date Posted: June 02, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Mean Reversion Based on Autocorrelation: A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs
 Jozef Rudy , Christian Dunis and Jason Laws
Independent Portfolio Manager , John Moores University - Business School and University of Liverpool - Management School (ULMS)
Date Posted: June 01, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Profitable Mean Reversion after Large Price Drops: A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices
Journal of Asset Management, Vol. 12, 3, 185-202, 2010
 Jozef Rudy , Christian Dunis and Jason Laws
Independent Portfolio Manager , John Moores University - Business School and University of Liverpool - Management School (ULMS)
Date Posted: June 01, 2013
Accepted Paper Series
232 downloads

Incl. Electronic Paper Analyzing Time-Frequency Relationship between Interest Rate, Stock Price and Exchange Rate in India Through Continuous Wavelet
 Aviral Kumar Tiwari , Marius Alin Andries and Iulian Ihnatov
ICFAI University Tripura , Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Alexandru Ioan Cuza University
Date Posted: June 01, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities
 Jozef Rudy , Christian Dunis , Gianluigi Giorgioni and Jason Laws
Independent Portfolio Manager , John Moores University - Business School , University of Liverpool - Management School (ULMS) and University of Liverpool - Management School (ULMS)
Date Posted: June 01, 2013
Last Revised: June 03, 2013
Working Paper Series
114 downloads

Incl. Electronic Paper Risk and Evidence of Bias in Randomized Controlled Trials in Economics
Mimeo, (2013), Brown University
 Alex Eble and Peter Boone
Brown University - Department of Economics and London School of Economics & Political Science (LSE)
Date Posted: May 31, 2013
Last Revised: June 14, 2013
Accepted Paper Series
209 downloads

Incl. Electronic Paper A Note on Tail Dependence Regression
 Qingzhao Zhang , Deyuan Li and Hansheng Wang
Chinese Academy of Sciences (CAS) , Fudan University and Peking University - Guanghua School of Management
Date Posted: May 29, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper The Effect of Parallel OTC-DVP Bond Market Introduction on Yield Curve Volatility
 Andraž Grum
University of Ljubljana, Faculty of Economics
Date Posted: May 29, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Investigation of Options for a New Longitudinal Household Survey: Issues and Options Paper
 Ron Crawford and David C. Maré
Independent and Motu Economic and Public Policy Research Trust
Date Posted: May 28, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Likelihoodism, Bayesianism, and a Pair of Shoes
Jurimetrics, Vol. 53, No. 1, Fall 2012, Penn State Law Research Paper No. 15-2013
 David H. Kaye
Penn State Law
Date Posted: May 25, 2013
Accepted Paper Series
24 downloads

Incl. Electronic Paper Service Quality Variability and Termination Behavior
 S. Sriram , Pradeep K. Chintagunta and Puneet Manchanda
University of Michigan at Ann Arbor - Marketing , University of Chicago and University of Michigan - Ross School of Business
Date Posted: May 22, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Visually-Weighted Regression
 Solomon M. Hsiang
Princeton University
Date Posted: May 17, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Quantifying Wikipedia Usage Patterns Before Stock Market Moves
Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
 Helen Susannah Moat , Chester Curme , Adam Avakian , Dror Y. Kenett , H. Eugene Stanley and Tobias Preis
University College London - Department of Civil, Environmental and Geomatic Engineering , Boston University , Boston University , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies and Warwick Business School - Behavioural Science Group
Date Posted: May 13, 2013
Accepted Paper Series
265 downloads

Incl. Electronic Paper Cooperation and Division: An Empirical Analysis of Voting Similarities and Differences During the Stable Rehnquist Court Era — 1994 to 2005
Cornell Journal of Law and Public Policy, Vol. 22, No. 3, 2013
 Mark Klock
George Washington School of Business
Date Posted: May 07, 2013
Last Revised: May 15, 2013
Accepted Paper Series

Incl. Electronic Paper Testing Covariates in High Dimensional Regression
 Wei Lan , Hansheng Wang and Chih-Ling Tsai
Peking University - Guang Hua School of Management , Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Date Posted: May 05, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper An Information-Theoretic Approach to Dimension Reduction of Financial Data
 Brian Fleming and Jens Kroeske
Standard Life Investments Limited and Standard Life Investments Limited
Date Posted: May 04, 2013
Last Revised: June 03, 2013
Working Paper Series
103 downloads

Incl. Electronic Paper Quantifying Trading Behavior in Financial Markets Using Google Trends
Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
 Tobias Preis , Helen Susannah Moat and H. Eugene Stanley
Warwick Business School - Behavioural Science Group , University College London - Department of Civil, Environmental and Geomatic Engineering and Boston University - Center for Polymer Studies
Date Posted: May 04, 2013
Accepted Paper Series
221 downloads

Incl. Electronic Paper Online Learning in Practice: An Introduction to Statistics Course
 Hershey H. Friedman and Linda Weiser Friedman
Brooklyn College - Department of Finance and Business Management and Baruch College, CUNY - Zicklin School of Business
Date Posted: May 03, 2013
Working Paper Series
244 downloads

Incl. Electronic Paper Reduce Computation in Profile Empirical Likelihood Method
 Minqiang Li , Liang Peng and Yongcheng Qi
Bloomberg LP , Georgia Institute of Technology and University of Minnesota–Duluth
Date Posted: April 27, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Relative Importance and Value
 Barry E. Feldman
Russell Investments
Date Posted: April 24, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper A Comment on Siegfried's First Lesson in Econometrics
 Damien Eldridge
La Trobe University School of Economics
Date Posted: April 18, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper The Case of Gold and Silver: A New Algorithm for Pairs Trading
 Jay Desai , Arti Trivedi and Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research , Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Date Posted: April 10, 2013
Working Paper Series
636 downloads

Incl. Electronic Paper Accuracy of Combined Forecasts for the 2012 Presidential Elections: The Pollyvote
Political Science & Politics, Forthcoming
 Andreas Graefe , J. Scott Armstrong , Randall J. Jones and Alfred G. Cuzan
Ludwig Maximilians University of Munich - Department of Communication Science and Media Research , University of Pennsylvania - Marketing Department , University of Central Oklahoma and University of West Florida
Date Posted: April 08, 2013
Accepted Paper Series
13 downloads

Incl. Electronic Paper Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
 Gary Antonacci
Portfolio Management Consultants
Date Posted: April 04, 2013
Last Revised: April 27, 2013
Working Paper Series
2687 downloads

A Threshold Stochastic Conditional Duration Model for Financial Transaction Data
 Zhongxian Men , Tony S. Wirjanto and Adam W. Kolkiewicz
Independent , University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: March 31, 2013
Working Paper Series

Stochastic Conditional Duration Models with Mixture Processes
 Tony S. Wirjanto , Adam W. Kolkiewicz and Zhongxian Men
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science , Independent and Independent
Date Posted: March 31, 2013
Working Paper Series

Bayesian Inference of Asymmetric Stochastic Conditional Duration Models
 Zhongxian Men , Adam W. Kolkiewicz and Tony S. Wirjanto
Independent , Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Working Paper Series

Incl. Electronic Paper Asset Price Trend Theory: Reframing Portfolio Theory from the Ground Up
 Robert Dubois
Trend Modus Capital Management LLC
Date Posted: March 31, 2013
Last Revised: May 22, 2013
Working Paper Series
717 downloads

Incl. Electronic Paper Causes of State Tax Amnesties: A Review
 Hari S. Luitel
Algoma University
Date Posted: March 26, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Is Individual Job Performance Distributed According to a Power Law? A Review of Methods for Comparing Heavy-Tailed Distributions
 Seth M. Spain , P. D. Harms , Marcus Credé and Bradley Brummel
SUNY at Binghamton - School of Management , University of Nebraska at Lincoln , George Washington University - Department of Organizational Sciences and University of Tulsa
Date Posted: March 24, 2013
Last Revised: March 27, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Team Heterogeneity in Startups and its Development Over Time
IZA Discussion Paper No. 7284
 Ulrich Kaiser and Bettina Mueller
University of Zurich and Center for European Economic Research (ZEW)
Date Posted: March 23, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Using Trees to Grow Money
Risk, Vol 16, No 11, November 2003, S11-S12
 Maria-Augusta Miceli and Gabriele Susinno
University of Rome "Sapienza" and Unigestion SA
Date Posted: March 20, 2013
Last Revised: May 05, 2013
Accepted Paper Series
9 downloads

Incl. Electronic Paper Qualitative and Quantitative Research: How to Choose the Best Design
Presented at Academic Business World International Conference. Nashville, Tennessee. May, 2007
 Greg L. Lowhorn
Pensacola Christian College
Date Posted: March 20, 2013
Accepted Paper Series
16 downloads

Incl. Electronic Paper The Cyprus Debt: Perfect Crisis and a Way Forward
Cyprus Economic Policy Review, Vol. 7, No. 1, pp. 3-45 (2013)
 Stavros A. Zenios
University of Cyprus
Date Posted: March 16, 2013
Last Revised: June 18, 2013
Accepted Paper Series
265 downloads

Incl. Electronic Paper Principal Component Analysis of Time Variations in the Mean-Variance Efficient Frontier
 Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: March 12, 2013
Working Paper Series
121 downloads

Incl. Fee Electronic Paper Choosing the Variables to Estimate Singular DSGE Models
CEPR Discussion Paper No. DP9381
 Fabio Canova , Filippo Ferrini and Christian Matthes
Universitat Pompeu Fabra - Department of Economics and Business (DEB) , Banque de France and New York University (NYU) - Department of Economics
Date Posted: March 12, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Sustainable Justice - A Most Striking Innovative Concept for Law that over Time Will Transform the the Whole Legal System
Lawyers as Peacemakers and Healers Conference, 22-­24 February 2013, Phoenix, AZ USA,
 Alexander F. de Savornin Lohman
Center for Sustainable Justice
Date Posted: March 11, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper An Unscented Kalman Smoother for Volatility Extraction: Evidence from Stock Prices and Options
 Junye Li
ESSEC Business School
Date Posted: March 10, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Practical Use of Sensitivity in Econometrics with an Illustration to Forecast Combinations
 J.R. Magnus and Andrey L. Vasnev
Tilburg University, CentER and University of Sydney
Date Posted: March 07, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Is Your Covariance Matrix Still Relevant? An Asset Allocation-Based Analysis of Dynamic Volatility Models
 James A. Colon
Nuveen Asset Management
Date Posted: March 01, 2013
Working Paper Series
200 downloads

Incl. Electronic Paper ASEAN Economic Community – 2015: Economic Competitiveness for Sustained Growth and the Implication for Education Market
 Paul I. Louangrath
Bangkok University
Date Posted: March 01, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Survey Reliability & Instrument Calibration
 Paul I. Louangrath
Bangkok University
Date Posted: March 01, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Sustainable Justice Screening of Conflict Resolution Systems for Sustainability, and: How Does Restorative Justice Fit into the Picture?
Tijdschrift voor Herstelrecht 2012, nr 4, Dutch Flemish magazine for restorative justice
 Alexander F. de Savornin Lohman
Center for Sustainable Justice
Date Posted: February 22, 2013
Accepted Paper Series
35 downloads

Incl. Electronic Paper The Effect of Fed's Quantitative Easing on Stock Volatility
 Ji Tan and Vaibhav Kohli
University of California, Berkeley and University of California, Berkeley - Haas School of Business
Date Posted: February 14, 2013
Working Paper Series
77 downloads

Incl. Electronic Paper Revisiting Early Warning Signals of Corporate Credit Default Using Linguistic Analysis
 Ralph Lu , Chung-Hua Shen and Yu-Chen Wei
Ming Chuan University - Finance , National Taiwan University - Department of Finance and National Kaohsiung First University of Science and Technology - Department of Money and Banking
Date Posted: February 12, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Decomposing the Pearson Correlation
 Natarajan Sriram
University of Virginia
Date Posted: February 09, 2013
Working Paper Series
8 downloads


 

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