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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 566,342
Full Text Papers: 468,461
Authors: 262,596
Papers Received in
  Last 12 months:
63,646

Paper Downloads:
To date: 78,742,226
Last 12 months: 9,720,147
Last 30 days: 793,623

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  Resolved
  References:
263,937
Total References: 9,064,481
Papers with Cites: 243,212
Total Citation
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6,006,875
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: C50
260,362 Total downloads
Showing Papers 1 - 50 of 489
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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
132403 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
36435 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
6326 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
3696 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
3346 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
3311 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
2446 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
2273 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
2174 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
1836 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
1803 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
1682 downloads

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


Date Posted: December 07, 2004
Working Paper Series
1504 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
1372 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
1348 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
1118 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
1109 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 , John Moores University - Business School and University of Liverpool - Management School (ULMS)
Date Posted: June 01, 2013
Accepted Paper Series
893 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
837 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
803 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
780 downloads

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

Date Posted: April 20, 2005
Working Paper Series
743 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
657 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
626 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
612 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
607 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 Zeppelin University
Date Posted: March 06, 2008
Last Revised: April 24, 2012
Accepted Paper Series
605 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
601 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
580 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
573 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
569 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
556 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
554 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
518 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
516 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
511 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
494 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
493 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
492 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
487 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
474 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 Technological Change in Economic Models of Environmental Policy: A Survey
FEEM Working Paper No. 4.2002; ZEW Discussion Paper No. 01-62
Andreas Löschel
Chair of Microeconomics, esp. Energy and Resource Economics
Date Posted: February 09, 2004
Working Paper Series
456 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
448 downloads

Incl. Electronic Paper A Note on the Common Support Problem in Applied Evaluation Studies
Univ. of St. Gallen Economics, Disc. Paper 2001-01
Michael Lechner
University of St. Gallen - Swiss Institute for Empirical Economic Research
Date Posted: February 15, 2001
Working Paper Series
447 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
447 downloads

Incl. Electronic Paper Longevity Risk Management for Life and Variable Annuities: Effectiveness of Static Hedging Using Longevity Bonds and Derivatives
UNSW Australian School of Business Research Paper No. 2010ACTL03
Michael Sherris and Andrew Ngai
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and PricewaterhouseCoopers Australia
Date Posted: April 12, 2010
Last Revised: March 12, 2012
Accepted Paper Series
438 downloads

Incl. Electronic Paper A Quick Introduction to Quantitative Models That Discard Estimation of Expected Returns for Portfolio Construction
Stefano Colucci
Symphonia Sgr
Date Posted: September 03, 2012
Last Revised: February 20, 2013
Working Paper Series
425 downloads

Incl. Electronic Paper Timing and Volatility Quantitative Model
Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: June 10, 2009
Last Revised: November 21, 2010
Working Paper Series
423 downloads

Incl. Electronic Paper A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects
Tim Bollerslev , Uta Kretschmer , Christian Pigorsch and George Tauchen
Duke University - Finance , University of Bonn, Department of Economics , Ludwig-Maximilians-Universität München - Department of Statistics and Duke University - Economics Group
Date Posted: August 24, 2005
Working Paper Series
414 downloads


 

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