Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,422
Full Text Papers:
393,787
Authors:
226,737
Papers Received in Last 12 months:
68,988
Paper Downloads:
To date:
65,953,402
Last 12 months:
11,186,475
Last 30 days:
1,057,634
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C1
1,882,395 Total downloads
Showing Papers 1,081 - 1,130 of 8,581
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Asymmetric and Crash Effects in Stock Volatility for the S&P 100 Index and its Constituents Lancaster University, Management School Working Paper 98/003
Ser-Huang Poon ,
Stephen J. Taylor and
Bevan Blair
Date Posted: September 11, 2001346 downloads
Component Structure of Credit Default Swap Spreads and Their Determinants 21st Australasian Finance and Banking Conference 2008 Paper
Ramaprasad Bhar
,
David B. Colwell and
Peipei Wang
affiliation not provided to SSRN
Date Posted: September 04, 2008346 downloads
Conditional Skewness of Aggregate Market Returns
Anchada Charoenrook
and
Hazem Daouk
Date Posted: July 07, 2004346 downloads
Effective Number of Scenarios in Fully Flexible Probabilities GARP Risk Professional, pp. 32-35, February 2012
Attilio Meucci
Date Posted: February 01, 2012346 downloads
Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants Quantitavtive Marketing and Economics, Vol. 2, No. 1, pp. 23-58, 2004, Stanford University Graduate School of Business Research Paper No. 1948
Harikesh Nair
,
Pradeep K. Chintagunta and
Jean-Pierre H. Dube
Date Posted: July 22, 2003346 downloads
A Statistical Analysis to Improve Basketball Strategy WSUN Working Paper
Walter Sun
Date Posted: April 30, 2008345 downloads
Multivariate and Propensity Score Matching Software with Automated Balance Optimization: The Matching Package for R Journal of Statistical Software, Forthcoming
Jasjeet S. Sekhon
Date Posted: May 29, 2008345 downloads
The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: A Panel Data Approach
Richard D. F. Harris
Date Posted: June 02, 1998345 downloads
Bayesian Estimation of Random-Coefficients Choice Models Using Aggregate Data Journal of Applied Econometrics, Forthcoming
Andres Musalem
,
Eric Bradlow
and
Jagmohan S. Raju
Date Posted: April 10, 2005Last Revised: April 05, 2012344 downloads
Systematic Risk and the Cross-Section of Hedge Fund Returns
Turan G. Bali ,
Stephen J. Brown and
Mustafa O. Caglayan
Date Posted: March 09, 2011Last Revised: February 27, 2012344 downloads
A Note on the Malliavin Differentiability of the Heston Volatility
Elisa Alos
and
Christian-Oliver Ewald
Date Posted: November 15, 2005343 downloads
Estimating Asset Correlation from CDS Spreads: An Analysis of the Hedge Effectiveness of FTD Baskets
Nils Friewald
Date Posted: August 18, 2009343 downloads
Market Behavior Around Stock Index Revisions EFMA 2003 Helsinki Meetings
Meriam Boussema
and
Sandrine Lardic
Date Posted: April 26, 2003342 downloads
Estimating Poverty and Inequality from Grouped Data: How Well Do Parametric Methods Perform? Journal of Income Distribution, Vol. 18, No. 2, 2009
Camelia Minoiu and
Sanjay G. Reddy
Date Posted: August 23, 2006Last Revised: April 28, 2011341 downloads
Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models
Jacek Osiewalski and
Mark F.J. Steel
Date Posted: January 14, 1997341 downloads
Samuelson on Globalization: A Comment Andreas School of Business Working Paper
Robert W. McGee
Date Posted: October 05, 2004341 downloads
Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped-T Copula Approach The VAR IMPLEMENTATION HANDBOOK, McGraw-Hill, pp. 253-282, 2009
Date Posted: September 02, 2009Last Revised: December 23, 2011341 downloads
Kyoto Protocol and Emission Trading: Does the US Make a Difference? FEEM Working Paper No. 90.2001
Alessandro Lanza ,
Umberto Ciorba and
Francesco Pauli
affiliation not provided to SSRN
Date Posted: December 12, 2001340 downloads
Nonparametric Stochastic Volatility
Federico M. Bandi and
Roberto Renò
Date Posted: July 12, 2008Last Revised: June 14, 2010340 downloads
Portfolio Considerations in Trading
Andrew Brzezinski and
Venk Kidambi
Date Posted: June 17, 2010340 downloads
Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets' Case
Christophe J. Godlewski
Date Posted: September 13, 2004339 downloads
Firm Level Implications of Early Stage Venture Capital Investment - an Empirical Investigation ZEW Discussion Paper No. 02-82, Journal of Empirical Finance, Vol. 14, No. 2, pp. 150-167, 2007
Dirk Engel and
Max Keilbach
Date Posted: June 04, 2003Last Revised: July 15, 2009339 downloads
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange EFMA 2004 Basel Meetings Paper
Timotheos Angelidis
and
Alexander Benos
Date Posted: April 02, 2004339 downloads
Forecasting Volatility States and Active Portfolio Strategies
Mattias Persson and
Birger Nilsson
Date Posted: March 21, 2002338 downloads
Market Characteristics and Chaos Dynamics in Stock Markets: An International Comparison
Gianluca Mattarocci
Date Posted: September 08, 2006338 downloads
Maximum-Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach Center for Research in Security Prices (CRSP) Working Paper No. 467
Yacine Ait-Sahalia
Date Posted: June 01, 1998338 downloads
Reverse Survivorship Bias Journal of Finance, Forthcoming, Western Finance Association 2010 Conference, CRSP Working Paper, Chicago Booth Research Paper No. 10-17
Juhani T. Linnainmaa
Date Posted: April 12, 2010Last Revised: November 17, 2011338 downloads
What is the True Cost of Active Management? A Comparison of Hedge Funds and Mutual Funds
Jussi Keppo and
Antti Petajisto
Date Posted: January 19, 2012Last Revised: February 19, 2013338 downloads
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market Journal of Financial and Quantitative Analysis, Vol. 45, No. 3, June 2010, pp. 763-789
Byoung Uk Kang
,
Francis Haeuck In
,
Gunky Kim
and
Tong Suk Kim
Date Posted: February 01, 2008Last Revised: November 03, 2012337 downloads
A Scientific Classification of Volatility Models
Massimiliano Caporin and
Michael McAleer
Date Posted: December 10, 2008Last Revised: March 24, 2009337 downloads
A Survey on Implied Theories : The Volatility Models
Sofiane Aboura
Date Posted: July 15, 2004Last Revised: March 31, 2009337 downloads
Board Size, Independence and Performance: An Analysis of Thai Banks Asia-Pacific Financial Markets, Vol. 14, No. 3, pp. 211-227, September 2007
Shams Pathan ,
Michael T. Skully and
J. Wickramanayake
Date Posted: February 26, 2008Last Revised: March 22, 2008337 downloads
Robust Regression in Stata
Vincenzo Verardi
and
Christophe Croux
Date Posted: March 27, 2009337 downloads
Volatility Computed by Time Series Operators at High Frequency Olsen & Associates Working Paper No. 323
Ulrich A. Müller
Date Posted: March 21, 2000337 downloads
Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions Journal of Financial and Quantitative Analysis, Forthcoming
John T. Scruggs and
Federico Nardari
Date Posted: May 08, 2006336 downloads
Conflict, Violence and Criminal Activity in Colombia: A Spatial Analysis Universidad de los Andes, CEDE Working Paper No. 2003-05
Fabio Sánchez ,
Ana María Diaz E.
and
Michel Formisano
Date Posted: June 26, 2003336 downloads
Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon EFMA 2002 London Meetings
Andreas Graflund and
Birger Nilsson
Date Posted: May 28, 2002336 downloads
Expected Returns and Markov-Switching Illiquidity
Tyler R. Henry
and
John T. Scruggs
Date Posted: March 06, 2007336 downloads
Inference on Counterfactual Distributions MIT Department of Economics Working Paper No. 08-16
Victor Chernozhukov ,
Ivan Fernandez-Val
and
Blaise Melly
Date Posted: August 26, 2008Last Revised: April 08, 2009336 downloads
Volatility Comovement: A Multifrequency Approach Sauder School of Business Working Paper
Laurent E. Calvet ,
Adlai J. Fisher and
Samuel Brodsky Thompson
Date Posted: August 31, 2004336 downloads
Yield Curve Factors, Yield Volatility, and the Predictability of Bond Excess Returns
Nikolaus Hautsch and
Yangguoyi Ou
Date Posted: March 08, 2008336 downloads
Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market ESSEC Department of Finance Working Paper
Sofiane Aboura
Date Posted: May 20, 2003335 downloads
A Bayesian Approach to Customer Scoring in Direct Marketing
Lichung Jen
,
Chien-Heng Chou
and
Greg M. Allenby
Date Posted: November 18, 2006334 downloads
Coexceedances in Financial Markets - A Quantile Regression Analysis of Contagion University of Tuebingen Economics Discussion Paper No. 253
Dirk G. Baur
and
Niels Schulze
Date Posted: November 17, 2003334 downloads
Competitive Pricing Analysis in Mature & Evolving Markets: A Time Series Approach
Joy V. Joseph
Date Posted: July 21, 2005334 downloads
Estimating Penalized Spline Regressions: Theory and Application to Economics
Alfred Greiner
Date Posted: May 16, 2005334 downloads
JOntoRisk: An Ontology-based Platform for Knowledge-based Simulation
Modeling in Financial Risk Management European Simulation and Modeling Conference 2005
Christian Cuske
,
Tilo Dickopp
and
Stefan Seedorf
Date Posted: October 25, 2005334 downloads
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Swiss Finance Institute Research Paper No. 12-18
Valentina Corradi
,
Walter Distaso
and
Antonio Mele
Date Posted: February 14, 2012334 downloads
Optimizing the Performance of Sample Mean-Variance Efficient Portfolios AFA 2013 San Diego Meetings Paper
Chris Kirby and
Barbara Ostdiek
Date Posted: April 25, 2011Last Revised: July 25, 2012334 downloads
Sargan's Instrumental Variable Estimation and GMM CEMFI Working Paper No. 0110
Manuel Arellano
Date Posted: January 15, 2002334 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
4.017 seconds
