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Abstracts: 576,798
Full Text Papers: 477,964
Authors: 267,102
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Last 12 months: 10,236,972
Last 30 days: 980,917

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Total References: 9,075,125
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Total Footnotes: 9,191,316


SSRN eLibrary Search Results
JEL Code: C2
1,317,272 Total downloads
Showing Papers 1 - 50 of 9,225
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Incl. Electronic Paper A Revealed Preference Ranking of U.S. Colleges and Universities
NBER Working Paper No. W10803
Christopher Avery , Mark E. Glickman , Caroline M. Hoxby and Andrew Metrick
Harvard University - Harvard Kennedy School (HKS) , Boston University - Department of Health Services , Stanford University and Yale School of Management
Date Posted: October 11, 2004
Working Paper Series
46230 downloads

Incl. Electronic Paper A Simplified Approach to Understanding the Kalman Filter Technique
Tom Arnold , Mark Bertus and Jonathan M. Godbey
University of Richmond - E. Claiborne Robins School of Business , Auburn University and Georgia State University - Department of Finance
Date Posted: May 07, 2005
Last Revised: April 17, 2008
Working Paper Series
12122 downloads

Incl. Electronic Paper Imitation is the Sincerest Form of Flattery: Warren Buffett and Berkshire Hathaway
Gerald S. Martin and John Puthenpurackal
American University - Kogod School of Business and University of Nevada, Las Vegas - Department of Finance
Date Posted: September 26, 2005
Last Revised: May 05, 2008
Working Paper Series
12115 downloads

Incl. Electronic Paper Endogeneity in Empirical Corporate Finance
Simon School Working Paper No. FR 11-29
Michael R. Roberts and Toni M. Whited
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Rochester - Simon Business School
Date Posted: January 28, 2011
Last Revised: October 06, 2012
Working Paper Series
9992 downloads

Incl. Electronic Paper The Dow Theory: William Peter Hamilton's Track Record Re-Considered
Stephen J. Brown , Alok Kumar and William N. Goetzmann
New York University - Stern School of Business , University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
Date Posted: February 11, 1998
Working Paper Series
9959 downloads

Incl. Electronic Paper Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site
Robert H. Smith School Research Paper No. RHS 06-065
Michael Trusov , Randolph E. Bucklin and Koen H. Pauwels
University of Maryland - Robert H. Smith School of Business , UCLA Anderson School of Management and Ozyegin University
Date Posted: May 08, 2008
Last Revised: June 19, 2014
Working Paper Series
8813 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: September 12, 2014
Working Paper Series
8063 downloads

Incl. Electronic Paper A Multifractal Model of Asset Returns
Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Benoit B. Mandelbrot , Adlai J. Fisher and Laurent E. Calvet
Yale University - International Center for Finance , University of British Columbia (UBC) - Sauder School of Business and HEC Paris (Groupe HEC) - Finance Department
Date Posted: April 21, 1998
Working Paper Series
7065 downloads

Incl. Electronic Paper Volatility, Correlation and Tails for Systemic Risk Measurement
Christian T. Brownlees and Robert F. Engle
Universitat Pompeu Fabra - Department of Economics and Business and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: May 18, 2010
Last Revised: November 15, 2013
Working Paper Series
6401 downloads

Incl. Electronic Paper Econometrics of the Basu Asymmetric Timeliness Coefficient and Accounting Conservatism
Chicago Booth Research Paper No. 09-16
Ray Ball , S.P. Kothari and Valeri V. Nikolaev
University of Chicago , Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Booth School of Business
Date Posted: July 13, 2007
Last Revised: February 19, 2013
Working Paper Series
4677 downloads

Incl. Electronic Paper Value at Risk Models in Finance
ECB Working Paper No. 75
Simone Manganelli and Robert F. Engle
European Central Bank (ECB) and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: February 25, 2003
Working Paper Series
4675 downloads

Incl. Electronic Paper …and the Cross-Section of Expected Returns
Campbell R. Harvey , Yan Liu and Heqing Zhu
Duke University - Fuqua School of Business , Texas A&M University, Department of Finance and Duke University - Fuqua School of Business
Date Posted: April 17, 2013
Last Revised: October 07, 2014
Working Paper Series
4260 downloads

Incl. Electronic Paper Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations
Akindynos-Nikolaos (Nick) Baltas and Robert Kosowski
UBS Investment Bank and Imperial College Business School
Date Posted: September 02, 2012
Last Revised: June 03, 2014
Working Paper Series
3661 downloads

Incl. Electronic Paper Does Corporate Social Responsibility Affect The Performance of Firms?
FEEM Working Paper No. 52.2009
Sergio Vergalli and Laura Poddi
University of Brescia - Department of Economics and University of Ferrara
Date Posted: August 09, 2009
Working Paper Series
3553 downloads

Incl. Electronic Paper How to do Xtabond2: An Introduction to Difference and System GMM in Stata
Center for Global Development Working Paper No. 103
David Roodman
Center for Global Development
Date Posted: May 02, 2007
Working Paper Series
3365 downloads

Incl. Electronic Paper A Comparison of Bond Pricing Models in the Pricing of Credit Risk
Miikka Tauren
Credit Suisse First Boston
Date Posted: June 04, 1999
Working Paper Series
3255 downloads

Incl. Electronic Paper Value at Risk (VaR) in Real Options Analysis
Giuseppe Alesii
University of L'Aquila - Department of Information Engineering, Computer Science
Date Posted: May 20, 2003
Working Paper Series
2751 downloads

Incl. Electronic Paper Option Returns and Volatility Mispricing
Amit Goyal and Alessio Saretto
University of Lausanne and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: March 14, 2006
Working Paper Series
2717 downloads

Incl. Electronic Paper Conditional Value-at-Risk: Aspects of Modeling and Estimation
MIT Dept. of Economics Working Paper No. 01-19
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Date Posted: June 07, 2001
Working Paper Series
2712 downloads

Incl. Electronic Paper Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research
Accounting Review, Forthcoming
Ian D. Gow , Gaizka Ormazabal and Daniel J. Taylor
Harvard Business School , University of Navarra, IESE Business School and University of Pennsylvania - The Wharton School
Date Posted: July 31, 2008
Last Revised: October 24, 2010
Accepted Paper Series
2666 downloads

Incl. Electronic Paper Impact of Working Capital Management and Capital Structure on Profitability of Automobile Firms in Pakistan
Finance and Corporate Governance Conference 2011 Paper
H. Jamal Zubairi
Institute of Business Management
Date Posted: August 22, 2010
Last Revised: November 30, 2010
Working Paper Series
2659 downloads

Incl. Electronic Paper Large Deviations and the Distribution of Price Changes
Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Laurent E. Calvet , Adlai J. Fisher and Benoit B. Mandelbrot
HEC Paris (Groupe HEC) - Finance Department , University of British Columbia (UBC) - Sauder School of Business and Yale University - International Center for Finance
Date Posted: April 22, 1998
Working Paper Series
2634 downloads

Incl. Electronic Paper A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Brown Univ. Economics Working Paper No. 01-04
Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: April 13, 2001
Working Paper Series
2628 downloads

Incl. Electronic Paper The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee
Marco Moscadelli
Bank of Italy - Banking and Finance Supervision Department
Date Posted: July 30, 2004
Working Paper Series
2590 downloads

Incl. Electronic Paper Multifractality of Deutschemark / US Dollar Exchange Rates
Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Adlai J. Fisher , Laurent E. Calvet and Benoit B. Mandelbrot
University of British Columbia (UBC) - Sauder School of Business , HEC Paris (Groupe HEC) - Finance Department and Yale University - International Center for Finance
Date Posted: April 21, 1998
Working Paper Series
2542 downloads

Incl. Electronic Paper Expected Stock Returns and Variance Risk Premia
AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Tim Bollerslev , George Tauchen and Hao Zhou
Duke University - Finance , Duke University - Economics Group and Tsinghua University
Date Posted: September 21, 2006
Last Revised: December 14, 2008
Working Paper Series
2531 downloads

Incl. Electronic Paper Scale Effects in Capital Markets-Based Accounting Research
Journal of Business Finance and Accounting, Forthcoming
Mary E. Barth and Greg Clinch
Stanford University - Graduate School of Business and University of Melbourne - Department of Accounting
Date Posted: January 31, 2000
Last Revised: January 13, 2009
Working Paper Series
2519 downloads

Incl. Electronic Paper A Practical Guide to GMM (with Applications to Option Pricing)
Tom Arnold and Timothy Falcon Crack
University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Finance and Quantitative Analysis
Date Posted: May 10, 2001
Working Paper Series
2503 downloads

Incl. Electronic Paper Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Michael McAleer , Juan-Angel Jiménez-Martin and Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute , Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: April 30, 2009
Last Revised: January 27, 2010
Working Paper Series
2470 downloads

Incl. Electronic Paper Testing Weak-Form Efficiency of the Russian Stock Market
EFA 2002 Berlin Meetings Presented Paper
Natalia Abrosimova , Gishan Dissanaike and Dirk Linowski
Deloitte & Touche, LLP , University of Cambridge - Judge Business School and University of Nijmegen, Nijmegen School of Management
Date Posted: March 11, 2002
Working Paper Series
2422 downloads

Incl. Electronic Paper The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation
Michael P. Murray
Bates College
Date Posted: November 08, 2005
Working Paper Series
2401 downloads

Incl. Electronic Paper LIBOR Manipulation?
Rosa M. Abrantes-Metz , Michael Kraten , Albert D. Metz and Gim Seow
Global Economics Group, LLC , Providence College , Moody's Investors Service and University of Connecticut - School of Business
Date Posted: August 05, 2008
Last Revised: August 11, 2008
Working Paper Series
2385 downloads

Incl. Electronic Paper Principal Component Analysis of Volatility Smiles and Skews
EFMA 2001 Lugano Meetings; University of Reading Working Paper in Finance 2000-10
Carol Alexander
University of Sussex - School of Business, Management and Economics
Date Posted: December 08, 2000
Working Paper Series
2381 downloads

Incl. Electronic Paper Simple Formulas for Standard Errors that Cluster by Both Firm and Time
Samuel Brodsky Thompson
Arrowstreet Capital, L.P.
Date Posted: July 13, 2006
Last Revised: May 18, 2009
Working Paper Series
2374 downloads

Incl. Electronic Paper Joint Tests of Signaling and Income Smoothing Through Bank Loan Loss Provisions
Kiridaran (Giri) Kanagaretnam , Dong-Hoon Yang and Gerald J. Lobo
York University - Schulich School of Business , Information and Communications University (ICU) and University of Houston - C.T. Bauer College of Business
Date Posted: December 26, 2000
Working Paper Series
2350 downloads

Incl. Electronic Paper Testing, Comparing, and Combining Value-at-Risk Measures
Peter Christoffersen , Jinyong Hahn and Atsushi Inoue
University of Toronto - Rotman School of Management , University of California, Los Angeles and Southern Methodist University
Date Posted: November 16, 1999
Working Paper Series
2348 downloads

Incl. Electronic Paper Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments
EFMA 2004 Basel Meetings Paper
Jean-Francois Bacmann and Gregor Gawron
RMF Investment Management and RMF Investment Products
Date Posted: May 09, 2004
Working Paper Series
2334 downloads

Incl. Electronic Paper Islamic Mutual Funds’ Financial Performance and International Investment Style: Evidence from 20 Countries
European Journal of Finance, Forthcoming
Andreas G. F. Hoepner , Hussain Gulzar Rammal and Michael Rezec
University of Reading - ICMA Centre , University of South Australia - School of Commerce and University of Saint Andrews - School of Management
Date Posted: October 12, 2009
Last Revised: December 18, 2010
Accepted Paper Series
2222 downloads

Incl. Electronic Paper The Influence of Capital Structure on Company Value with Different Growth Opportunities
EFMA 2002 London Meetings
Kaifeng Kevin Chen
Universite de Lausanne
Date Posted: June 10, 2002
Working Paper Series
2183 downloads

Incl. Electronic Paper Dynamic Programming and Optimal Lookahead Strategies in High Frequency Trading with Transaction Costs
Alexander Vigodner
Bloomberg Financial Markets (BFM)
Date Posted: January 03, 2000
Working Paper Series
2142 downloads

Incl. Electronic Paper Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Kellogg Finance Dept. Working Paper No. 329, AFA 2006 Boston Meetings Paper
Mitchell A. Petersen
Northwestern University - Kellogg School of Management
Date Posted: February 05, 2005
Working Paper Series
2119 downloads

Incl. Electronic Paper Do Human Rights Treaties Make a Difference?
Yale Law Journal, Vol. 111, 2002, Boston Univ. School of Law Working Paper No. 02-03
Oona A. Hathaway
Yale University - Law School
Date Posted: May 18, 2002
Last Revised: August 08, 2008
Accepted Paper Series
2043 downloads

Incl. Electronic Paper Realized Variance and Market Microstructure Noise
Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: February 26, 2004
Working Paper Series
2034 downloads

Incl. Electronic Paper The Impact of FII Regulations in India: A Time-Series Intervention Analysis of Equity Flows
Money & Finance Money & Finance, ICRA Bulletin,Vol. 2, No. 18, pp 54-83, July-December 2004
Suchismita Bose and Dipankor Coondoo
ICRA Ltd and Indian Statistical Institute, New Delhi - Economic Research Unit
Date Posted: July 14, 2005
Accepted Paper Series
1992 downloads

Incl. Electronic Paper Energy Shocks and Financial Markets
Journal of Futures Markets, Vol. 16, No. 1, pp. 1-27, 1996
Roger D. Huang , Ronald W. Masulis and Hans R. Stoll
University of Notre Dame , University of New South Wales - Australian School of Business and Vanderbilt University - Finance
Date Posted: May 16, 2006
Accepted Paper Series
1971 downloads

Incl. Electronic Paper Alpha Generation and Risk Smoothing Using Managed Volatility
Tony Cooper
Double-Digit Numerics
Date Posted: August 24, 2010
Working Paper Series
1960 downloads

Incl. Electronic Paper Back to the Beginning: Persistence and the Cross-Section of Corporate Capital Structure
Michael L. Lemmon , Michael R. Roberts and Jaime F. Zender
University of Utah - Department of Finance , The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Colorado at Boulder - Department of Finance
Date Posted: February 09, 2006
Working Paper Series
1859 downloads

Incl. Electronic Paper Glossary to ARCH (GARCH)
CREATES Research Paper 2008-49
Tim Bollerslev
Duke University - Finance
Date Posted: September 04, 2008
Working Paper Series
1855 downloads

Incl. Electronic Paper Estimation of VAR Using Copula and Extreme Value Theory
Multinational Finance Journal, 2008, vol. 12, no. 3/4, pp. 205–218,
Luiz Koodi Hotta , Edimilson C. Lucas and Helder P. Palaro
University of Campinas (UNICAMP) - Department of Statistics , FGV-EAESP and Independent
Date Posted: June 15, 2006
Last Revised: October 19, 2013
Accepted Paper Series
1853 downloads

Incl. Electronic Paper On the Estimation of the Global Minimum Variance Portfolio
Alexander Kempf and Christoph Memmel
University of Cologne - Department of Finance & Centre for Financial Research (CFR) and Deutsche Bundesbank
Date Posted: April 09, 2003
Working Paper Series
1797 downloads


 

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