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SSRN eLibrary Statistics:

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Abstracts: 602,821
Full Text Papers: 500,742
Authors: 279,042
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  Last 12 months:
63,405

Paper Downloads:
To date: 85,368,127
Last 12 months: 10,912,462
Last 30 days: 1,088,839

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  References:
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Total References: 9,075,753
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6,036,513
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  Footnotes:
94,530
Total Footnotes: 9,184,918


SSRN eLibrary Search Results
JEL Code: C50
294,741 Total downloads
Showing Papers 1 - 50 of 519
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Incl. Electronic Paper A Quantitative Approach to Tactical Asset Allocation
The Journal of Wealth Management, Spring 2007
Mebane T. Faber
Cambria Investment Management
Date Posted: February 11, 2007
Last Revised: March 03, 2014
Accepted Paper Series
146712 downloads

Incl. Electronic Paper Relative Strength Strategies for Investing
Mebane T. Faber
Cambria Investment Management
Date Posted: April 06, 2010
Last Revised: April 20, 2010
Working Paper Series
40945 downloads

Incl. Electronic Paper An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities
2014 Charles H. Dow Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: March 31, 2014
Working Paper Series
10199 downloads

Incl. Electronic Paper An Intermarket Approach to Tactical Risk Rotation: Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation
2014 Wagner Award, 3rd Place
Michael A. Gayed and Charles V. Bilello
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 01, 2014
Working Paper Series
4340 downloads

Incl. Electronic Paper Financial Econometrics
International Library of Financial Econometrics, Forthcoming
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 14, 2007
Accepted Paper Series
3784 downloads

Incl. Electronic Paper Forecasting Volatility in Financial Markets: A Review (revised edition)
Clive W. J. Granger and Ser-Huang Poon
University of California, San Diego (UCSD) - Department of Economics and University of Manchester - Manchester Business School
Date Posted: December 04, 2002
Working Paper Series
3413 downloads

Incl. Electronic Paper Forecasting Financial Market Volatility: A Review
Clive W. J. Granger and Ser-Huang Poon
University of California, San Diego (UCSD) - Department of Economics and University of Manchester - Manchester Business School
Date Posted: June 15, 2001
Working Paper Series
3391 downloads

Incl. Electronic Paper An Improved Moving Average Technical Trading Rule
Quantf Research Working Paper Series No. WP01/2014
Fotis Papailias and Dimitrios D. Thomakos
quantf research and University of Peloponnese - School of Management and Economics
Date Posted: September 13, 2011
Last Revised: June 02, 2014
Working Paper Series
2729 downloads

Incl. Electronic Paper Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models
FEEM Working Paper No. 98.2002
Matteo Manera and Gianfranco Forte
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Milan, Bicocca - Department of Management and Business Administration
Date Posted: November 22, 2002
Working Paper Series
2204 downloads

Incl. Electronic Paper Paired-Switching for Tactical Portfolio Allocation
Akhilesh Maewal and Joel R. Bock
Scalaton and Scalaton
Date Posted: August 26, 2011
Last Revised: September 21, 2011
Working Paper Series
2141 downloads

Incl. Electronic Paper ANANTA: A Systematic Quantitative FX Trading Strategy
Nicolas Georges
Independent
Date Posted: April 02, 2014
Last Revised: May 29, 2014
Working Paper Series
1904 downloads

Incl. Electronic Paper Can the VIX Signal Market's Direction? An Asymmetric Dynamic Strategy
Alessandro Paolo Luigi Cipollini and Antonio Manzini
Deutsche Bank, Fixed Income Research and UBS Global Asset Management
Date Posted: June 27, 2007
Working Paper Series
1774 downloads

Incl. Electronic Paper Optimal Momentum: A Global Cross Asset Approach
Gary Antonacci
Portfolio Management Consultants
Date Posted: May 10, 2011
Last Revised: December 15, 2014
Working Paper Series
1668 downloads

Incl. Electronic Paper A Simple Long Memory Model of Realized Volatility


Date Posted: December 07, 2004
Working Paper Series
1643 downloads

Incl. Electronic Paper Tactical Asset Allocation on Market Neutral Hedge Fund
Juan Ledesma Padilla and Martin Zebad
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: April 24, 2009
Working Paper Series
1399 downloads

Incl. Electronic Paper The Term Structure of Real Rates and Expected Inflation
EFA 2004 Maastricht Meetings Paper No. 1220; AFA 2004 San Diego Meetings
Geert Bekaert and Andrew Ang
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Date Posted: July 16, 2003
Working Paper Series
1357 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
Christian Dunis , Jason Laws and Jozef Rudy
John Moores University - Business School , University of Liverpool - Management School (ULMS) and Harvest Alpha Capital
Date Posted: June 01, 2013
Last Revised: November 27, 2014
Accepted Paper Series
1215 downloads

Incl. Electronic Paper An Improved Moving Average Technical Trading Rule II: Can We Obtain Performance Improvements with Short Sales?
Quantf Research Working Paper Series No. WP02/2014
Fotis Papailias and Dimitrios D. Thomakos
quantf research and University of Peloponnese - School of Management and Economics
Date Posted: November 14, 2011
Last Revised: June 02, 2014
Working Paper Series
1194 downloads

Incl. Electronic Paper Facts and Fantasies About Factor Investing
Zélia Cazalet and Thierry Roncalli
Lyxor Asset Management and Lyxor Asset Management
Date Posted: November 16, 2014
Last Revised: November 28, 2014
Working Paper Series
1136 downloads

Incl. Electronic Paper Identifying Bull and Bear Markets in Stock Returns
John M. Maheu and Thomas H. McCurdy
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Rotman School of Management
Date Posted: February 19, 1999
Working Paper Series
1112 downloads

Incl. Electronic Paper Dragon-Kings, Black Swans and the Prediction of Crises
Swiss Finance Institute Research Paper No. 09-36
Didier Sornette
Swiss Finance Institute
Date Posted: September 08, 2009
Working Paper Series
913 downloads

Incl. Electronic Paper The Effect of Endogenous Right-to-Work Laws on Business and Economic Conditions in the United States: A Multivariate Approach
Review of Law and Economics, Vol. 5, No. 1, pp. 595-614, 2009
Lonnie K. Stevans
Hofstra University - Frank G. Zarb School of Business
Date Posted: November 07, 2007
Last Revised: February 23, 2011
Accepted Paper Series
883 downloads

Incl. Electronic Paper The Impact of Trades on Daily Volatility
AFA 2005 Philadelphia Meetings
Doron Avramov , Tarun Chordia and Amit Goyal
Hebrew University of Jerusalem , Emory University - Department of Finance and University of Lausanne
Date Posted: March 21, 2004
Working Paper Series
806 downloads

Incl. Electronic Paper An Econometric Model of the Brazilian Stock Market

Date Posted: April 20, 2005
Working Paper Series
757 downloads

Incl. Electronic Paper Economic Policy Analysis in Zimbabwe: A Review of Zimbabwe Economic Policies: Special Reference to Zimbabwe Agenda for Sustainable Socio-Economic Transformation (Zim Asset)
Wellington Garikai Bonga
Independent
Date Posted: January 26, 2014
Working Paper Series
713 downloads

Incl. Electronic Paper A Monthly Indicator of Brazilian GDP
UCR Department of Economics Working Paper
Marcelle Chauvet
University of California
Date Posted: January 23, 2001
Working Paper Series
671 downloads

Incl. Electronic Paper An Exploratory Study of the Impact of e-Service Process on Online Customer Satisfaction
Sulin Ba and Wayne Johansson
University of Connecticut - School of Business and Government of the United States of America - Department of Homeland Security
Date Posted: December 14, 2006
Working Paper Series
641 downloads

Incl. Electronic Paper Stochastic Processes in Credit Risk Modelling
Roberto Casarin
University Ca' Foscari of Venice - Department of Economics
Date Posted: March 09, 2006
Working Paper Series
638 downloads

Incl. Electronic Paper Foreign Direct Investment and Stock Market Development: Ghana's Evidence
International Research Journal of Finance and Economics, Vol. 26, pp. 178-185, 2009
Anokye M. Adam and George Tweneboah
University of Cape Coast - School of Business and University of Leicester - School of Management
Date Posted: October 26, 2008
Last Revised: April 07, 2009
Accepted Paper Series
625 downloads

Incl. Electronic Paper Informational Cascades and Software Adoption on the Internet: An Empirical Investigation
MIS Quarterly, Vol. 33, No. 1, pp. 23-48, March 2009
Wenjing Duan , Bin Gu and Andrew B. Whinston
George Washington University - School of Business , Arizona State University (ASU) - Department of Information Systems and University of Texas at Austin - Department of Information, Risk and Operations Management
Date Posted: April 07, 2008
Last Revised: July 31, 2012
Accepted Paper Series
623 downloads

Incl. Electronic Paper The Impact of the Adoption of International Financial Reporting Standards on the Quality of Accounting Information of the Brazilian and European Public Firms
Edilson Paulo , Luiz Felipe de Araújo Pontes Girão , David Carter and Rodrigo Silva de Souza
Federal University of Paraiba , Federal University of Paraiba (UFPB) , University of Roehampton and University of Roehampton - Social Sciences
Date Posted: May 28, 2013
Last Revised: June 19, 2013
Working Paper Series
615 downloads

Incl. Electronic Paper Integrating Multiple Commodities in a Model of Stochastic Price Dynamics
Journal of Energy Markets, Vol. 2, No. 3, 2009
Raphael Paschke and Marcel Prokopczuk
University of Mannheim - Department of Business Administration and Finance and Leibniz University of Hannover - Faculty of Economics and Management
Date Posted: March 06, 2008
Last Revised: April 24, 2012
Accepted Paper Series
614 downloads

Incl. Electronic Paper Growth Regressions and What the Textbooks Don't Tell You
Jonathan R.W. Temple
University of Bristol - Department of Economics
Date Posted: July 26, 1999
Working Paper Series
613 downloads

Incl. Electronic Paper A Note on the Black-Scholes Implied Volatility with Default Risk
Wilmott Journal, Vol. 2, No. 3, 2010
Shuichi Ohsaki , Takaaki Ozeki , Yuji Umezawa and Akira Yamazaki
Merrill Lynch & Co. , Mizuho-DL Financial Technology Co., Ltd. , Mizuho-DL Financial Technology Co., Ltd. and Hosei University - Graduate School of Business Administration
Date Posted: November 12, 2008
Last Revised: August 17, 2010
Accepted Paper Series
596 downloads

Incl. Electronic Paper Cointegration and Threshold Adjustment
Pierre L. Siklos and Walter Enders
Wilfrid Laurier University - School of Business & Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: February 24, 1998
Working Paper Series
588 downloads

Incl. Electronic Paper Decisionmetrics: A Decision-Based Approach to Econometric Modelling
SFI Working Paper No. 01-10-64
Spyros Skouras
Athens University of Economics and Business - Department of International and European Economic Studies
Date Posted: November 28, 2001
Working Paper Series
580 downloads

Incl. Electronic Paper Exogeneity, Cointegration, and Economic Policy Analysis
FRB International Finance Discussion Paper No. 616
Neil R. Ericsson , David F. Hendry and Grayham E. Mizon
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section , University of Oxford - Department of Economics and University of Southampton - Division of Economics
Date Posted: August 14, 1998
Working Paper Series
558 downloads

Incl. Electronic Paper Altruism, Equity, and Reciprocity in a Gift Exchange Experiment: An Encompassing Approach
Universitat Pompeu Fabra, Department of Economics Working Paper No. 368
Gary Charness and Ernan Haruvy
University of California, Santa Barbara - Department of Economics and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: August 05, 1999
Working Paper Series
557 downloads

Incl. Electronic Paper Uncertainty in Value-at-Risk Estimates under Parametric and Non-parametric Modeling
Wolfgang Aussenegg and Tatiana Miazhynskaia
Vienna University of Technology and Vienna University of Technology - Department of Finance and Corporate Control
Date Posted: February 26, 2005
Working Paper Series
532 downloads

Incl. Electronic Paper Identifying Business Cycle Turning Points in Real Time
FRB of Atlanta Working Paper No. 2002-27
Marcelle Chauvet and Jeremy Piger
University of California and University of Oregon - Department of Economics
Date Posted: February 19, 2003
Working Paper Series
525 downloads

Incl. Electronic Paper Forecasting Housing Prices with Google Econometrics
GMU School of Public Policy Research Paper No. 2009-10
Rajendra Kulkarni , Kingsley E. Haynes , Roger R. Stough and Jean H. P. Paelinck
George Mason University - School of Public Policy , George Mason University - School of Public Policy , George Mason University - School of Public Policy and Erasmus University Rotterdam (EUR) - Department of Economics
Date Posted: July 25, 2009
Last Revised: October 27, 2012
Working Paper Series
523 downloads

Incl. Electronic Paper The Brazilian Business Cycle and Growth Cycle
UC Riverside Economics Working Paper No. 2000
Marcelle Chauvet
University of California
Date Posted: December 19, 2000
Working Paper Series
514 downloads

Incl. Electronic Paper The Statistical Properties of the Maximum Drawdown in Financial Time Series
Alessandro Casati and Serge Tabachnik
Antares Technologies and Antares Technologies
Date Posted: May 02, 2012
Last Revised: May 15, 2013
Working Paper Series
513 downloads

Incl. Electronic Paper Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation
2014 NAAIM Wagner Award Winner
Dave Walton
StatisTrade
Date Posted: April 30, 2014
Working Paper Series
503 downloads

Incl. Electronic Paper Mean Reversion Based on Autocorrelation: A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs
ETF Risk, 2013, October, 36-41
Christian Dunis , Jason Laws and Jozef Rudy
John Moores University - Business School , University of Liverpool - Management School (ULMS) and Harvest Alpha Capital
Date Posted: June 01, 2013
Last Revised: November 27, 2014
Accepted Paper Series
503 downloads

Incl. Electronic Paper Copula-Based Dependence Characteriztions and Modeling for Time Series
Harvard Institute of Economic Research Discussion Paper No. 2094
Rustam Ibragimov
Harvard University - Department of Economics
Date Posted: September 21, 2005
Working Paper Series
502 downloads

Incl. Electronic Paper Are there any Reliable Leading Indicators for U.S. Inflation and GDP Growth?
IGIER Working Paper No. 236
Massimiliano Giuseppe Marcellino , Anindya Banerjee and Igor Masten
European University Institute , European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics
Date Posted: June 13, 2003
Working Paper Series
500 downloads

Incl. Electronic Paper A Source of Long Memory in Volatility
Ser-Huang Poon , Namwon Hyung and Clive W. J. Granger
University of Manchester - Manchester Business School , University of Seoul - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 26, 2006
Working Paper Series
498 downloads

Incl. Electronic Paper Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia
MIT Sloan Working Paper No. 4242-01
Kristin J. Forbes and Tilak Abeysinghe
Massachusetts Institute of Technology (MIT) - Sloan School of Management and National University of Singapore (NUS) - Department of Economics
Date Posted: April 28, 2002
Working Paper Series
468 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
Harvest Alpha Capital , 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
467 downloads


 

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