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SSRN eLibrary Statistics:

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Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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  Last 12 months:
68,998

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To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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Total References: 8,463,775
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5,708,794
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C1
1,880,114 Total downloads
Showing Papers 1,201 - 1,250 of 8,578
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Incl. Electronic Paper The Black-Litterman Approach: Original Model and Extensions
Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010
Attilio Meucci
SYMMYS
Date Posted: April 08, 2008
Last Revised: October 13, 2010
Working Paper Series
12395 downloads

Incl. Electronic Paper The Biotechnology Cluster in San Diego: An Analysis of IPO Activity and Probability of Success for Firms
Management Online Review, March 2010
Radu Munteanu
University of San Diego
Date Posted: February 25, 2010
Last Revised: November 08, 2012
Working Paper Series
103 downloads

Incl. Electronic Paper The Biggest Myth in Spatial Econometrics
James P. LeSage and R. Kelley Pace
Texas State University - McCoy College of Business Administration and Louisiana State University - E.J. Ourso College of Business Administration
Date Posted: December 16, 2010
Working Paper Series
433 downloads

Incl. Electronic Paper The Bias of the Gini Coefficient Due to Grouping: Revisiting First-Order Corrections
Tinbergen Institute Discussion Paper No. 08-095/3
Tom Van Ourti and Philip Clarke
Erasmus University Rotterdam (EUR) and University of Sydney - School of Public Health
Date Posted: October 13, 2008
Working Paper Series
54 downloads

Incl. Electronic Paper The Best Posterior Probability Model Could Be Different from the Actual Causal Model
Kruger JW 2011 The Causal Structure Could be Different from the Best Posterior Probability Structure If It Is Not a Tree Structure, Proceedings of the 2011 ORSSA Annual Conference: 11-18
Jan Walters Kruger
Unisa SBL
Date Posted: July 28, 2012
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk
Matthew P. Richardson , Jacob Boudoukh and Robert Whitelaw
New York University (NYU) - Department of Finance , Interdisciplinary Center (IDC) - Rothschild Center and New York University
Date Posted: January 07, 1998
Working Paper Series
1696 downloads

Incl. Electronic Paper The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis
FCN Working Paper No. 5/2009
Günther Westner and Reinhard Madlener
RWTH Aachen University - E.ON Energy Research Center and RWTH Aachen University
Date Posted: June 04, 2010
Last Revised: July 01, 2010
Working Paper Series
61 downloads

Incl. Electronic Paper The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment
Studies in Nonlinear Dynamics and Econometrics, Vol. 10, Article 6, pp. 1-32, December 2006
Alfred A. Haug and Pierre L. Siklos
University of Otago - School of Business - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Date Posted: November 04, 2005
Last Revised: September 03, 2008
Accepted Paper Series
146 downloads

Incl. Electronic Paper The Basis Risk of Catastrophic-Loss Index Securities
J. David Cummins , David Lalonde and Richard D. Phillips
Temple University , Applied Insurance Research and Georgia State University
Date Posted: June 22, 2000
Working Paper Series
484 downloads

Incl. Electronic Paper The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: October 23, 2006
Working Paper Series
85 downloads

Incl. Electronic Paper The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
Economics Discussion Paper No. 2008-14
José García-Solanes and Fernando Torrejón-Flores
University of Murcia - Department of Applied Economics and University of Murcia - Faculty of Business and Economics
Date Posted: December 13, 2010
Working Paper Series
12 downloads

Incl. Electronic Paper The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-2
José García-Solanes and Fernando Torrejón-Flores
University of Murcia - Department of Applied Economics and University of Murcia - Faculty of Business and Economics
Date Posted: December 18, 2010
Accepted Paper Series
36 downloads

Incl. Electronic Paper The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?
William Davidson Institute Working Paper No. 483
Balázs Égert , Imed Drine , Kirsten Lommatzsch and Christophe Rault
Organization for Economic Co-Operation and Development (OECD) , University of Paris 1 Pantheon-Sorbonne - Equipe Universitaire de Recherche en Economie Quantitative (EUREQUA) , German Institute for Economic Research (DIW Berlin) and University of Orleans
Date Posted: February 05, 2003
Working Paper Series
268 downloads

The Balassa-Samuelson Effect in Central and Eastern Europe: Myth or Reality?
Journal of Comparative Economics, No. 3, 2003
Balázs Égert , Imed Drine , Kirsten Lommatzsch and Christophe Rault
Organization for Economic Co-Operation and Development (OECD) , University of Paris 1 Pantheon-Sorbonne - Equipe Universitaire de Recherche en Economie Quantitative (EUREQUA) , German Institute for Economic Research (DIW Berlin) and University of Orleans
Date Posted: May 21, 2003
Accepted Paper Series

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
2201 downloads

Incl. Electronic Paper The Averaged Periodogram for Nonstationary Vector Time Series
LSE STICERD Research Paper No. EM408
D. Marinucci
affiliation not provided to SSRN
Date Posted: July 21, 2008
Working Paper Series
12 downloads

Incl. Electronic Paper The Augmented Black-Litterman Model: A Ranking-Free Approach to Factor-Based Portfolio Construction and Beyond
Quantitative Finance, DOI: 10.1080/14697688.2012.714902
Wing Cheung
affiliation not provided to SSRN
Date Posted: February 26, 2009
Last Revised: October 21, 2012
Accepted Paper Series
1643 downloads

Incl. Electronic Paper The Attenuation of Idiosyncratic Risk Under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
International Journal of Economics and Finance; Vol. 4, No. 11; 2012
Chia Rui Ming Daryl and Lim Kai Jie Shawn
University of Warwick - Department of Statistics and University College London - Department of Economics
Date Posted: September 16, 2012
Last Revised: September 20, 2012
Accepted Paper Series
191 downloads

Incl. Electronic Paper The Asymptotics for Panel Models with Common Shocks
Syracuse University Center for Policy Research Working Paper No. 77
Chihwa Kao , Lorenzo Trapani and Giovanni Urga
Syracuse University , City University London - Sir John Cass Business School and Cass Business School, Faculty of Finance, London
Date Posted: April 20, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper The Asymptotic Theory of the Kakwani Class of Poverty Measures
Gane Samb Lo , Serigne Touba Sall and Cheikh Tidiane Seck
Universite Gaston Berger , Université Gaston Berger de Saint-Louis and Université Gaston Berger de Saint-Louis
Date Posted: August 11, 2007
Working Paper Series
81 downloads

Incl. Electronic Paper The Asian Financial Crisis: the Start of a Regime Switch in Volatility'
CORE Discussion Paper No. 2003/78
Pierre Giot
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: May 25, 2007
Accepted Paper Series
101 downloads

Incl. Electronic Paper The Asian Financial Crisis: The Start of a Regime Switch in Volatility

Pierre Giot
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: June 24, 2003
Working Paper Series
347 downloads

Incl. Electronic Paper The Art of PD Curve Calibration
Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: December 16, 2012
Last Revised: April 28, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 02, 2009
Working Paper Series
598 downloads

Incl. Electronic Paper The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System
Economic Computation and Economic Cybernetics Studies and Research, Vol. 41, No. 3-4, pp. 131-139, 2007
Tudorel Andrei , Daniel Teodorescu , Andreea Iluzia E.S. Iacob and Stelian Stancu
Academy of Economic Studies Bucharest - Faculty of Cybernetics, Statistics and Economic Informatics, Department of Statistics and Econometrics , affiliation not provided to SSRN , Academy of Economic Studies Bucharest - Faculty of Cybernetics, Statistics and Economic Informatics, Department of Statistics and Econometrics and affiliation not provided to SSRN
Date Posted: January 10, 2008
Accepted Paper Series
83 downloads

Incl. Electronic Paper The Application of Performance Measurement in the Service Quality Concept: The Case of a Greek Service Organization
Alexandros Garefalakis and Nikolaos Sariannidis
Hellenic Open University and affiliation not provided to SSRN
Date Posted: March 15, 2009
Last Revised: August 24, 2009
Working Paper Series
362 downloads

Incl. Electronic Paper The Angular Distribution of Asset Returns in Delay Space
Roger Koppl and Carlo Nardone
Whitman School of Management and CRS4 Center for Advanced Studies, Research and Development in Sardinia
Date Posted: April 13, 1997
Working Paper Series
125 downloads

Incl. Electronic Paper The Anatomy of Daily Stock Turnover

Gang Ma
Brandeis University - International Business School
Date Posted: May 16, 2004
Working Paper Series
146 downloads

Incl. Electronic Paper The Anatomy of Absenteeism
IZA Discussion Paper No. 4240
Simen Markussen , Knut Roed , Ole Jorgen Røgeberg and Simen Gaure
University of Oslo - Ragnar Frisch Centre for Economic Research , Ragnar Frisch Centre for Economic Research , Ragnar Frisch Centre for Economic Research and University of Oslo - Ragnar Frisch Centre for Economic Research
Date Posted: June 21, 2009
Working Paper Series
114 downloads

The Allocative Efficiency Measure by Means of a Distance Function: The Case of Spanish Public Railways
European Journal of Operational Research, Vol. 137, No. 1 , pp. 191-205, 2002
José Baños-Pino , Victor Fernandez-Blanco and Ana Rodriguez-Alvarez
Universidad de Oviedo - Facultad de Economicas , Universidad de Oviedo - Facultad de Economicas and Universidad de Oviedo - Departamento de Economia
Date Posted: May 25, 2004
Accepted Paper Series

The Advantages of Using Quarterly Returns for Long-Term Event Studies
Review of Quantitative Finance and Accounting, Forthcoming
Ronald Bremer , Bonnie Buchanan and Philip C. English
Texas Tech University , Seattle University - Albers School of Business and Economics and American University - Kogod School of Business
Date Posted: August 02, 2010
Accepted Paper Series

Incl. Electronic Paper The Adoption of Statistical Tests by Natural Scientists: An Empirical Analysis
David A. Gulley
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: March 03, 2012
Last Revised: March 26, 2013
Working Paper Series
210 downloads

Incl. Electronic Paper The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production
Centre for International Business and Sustainability (London Metropolitan Business School), Working Paper No. 12
Vlasios Voudouris and Carlo Di Maio
ABM Analytics Ltd and Bocconi University
Date Posted: August 06, 2010
Last Revised: October 14, 2010
Working Paper Series
187 downloads

Incl. Electronic Paper The Ability of Multivariate Edgeworth-Sargan Density Capturing Financial Data Behaviour
Mauleon Torres Ignacio and Javier Perote
Universidad Rey Juan Carlos and Universidad Rey Juan Carlos - Department Economia
Date Posted: September 20, 2000
Working Paper Series
167 downloads

Incl. Electronic Paper The 4 Percent Rule is Not Safe in a Low-Yield World
Michael S. Finke , Wade Pfau and David Blanchett
Texas Tech University , The American College and Morningstar Investment Management
Date Posted: January 16, 2013
Last Revised: January 17, 2013
Working Paper Series
1520 downloads

The 25 Percent Rule Still Rules: New Evidence from Pro Forma Analysis in Royalty Rates
Licensing Economics Review, April 2010, Les Nouvelles, March 2011
Jiaqing "Jack" Lu
Applied Economics Consulting Group, Inc.
Date Posted: April 01, 2010
Last Revised: July 12, 2011
Accepted Paper Series

Incl. Electronic Paper The 2008 Presidential Primaries Through the Lens of Prediction Markets
Neil A. Malhotra and Erik Snowberg
Stanford Graduate School of Business and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: January 28, 2009
Working Paper Series
46 downloads

Incl. Electronic Paper The 1989-94 Consumption Boom in Mexico: An Analysis of Cointegration using Regime Shifts
Jesus Gonzalez-Garcia
International Monetary Fund (IMF)
Date Posted: April 30, 2001
Working Paper Series
127 downloads

Incl. Electronic Paper The (Constitutional) Convention on IP: A New Reading
UCLA Law Review, Forthcoming
Dotan Oliar
University of Virginia School of Law
Date Posted: November 14, 2009
Last Revised: September 21, 2011
Accepted Paper Series
202 downloads

Incl. Electronic Paper The 'Shadow of Succession': A Non-Parametric Matching Approach
SFB International Tax Coordination Discussion Paper No. 13
Sandra Diwisch , Peter Voithofer and Christoph Weiss
Vienna University of Economics and Business Administration - Department of Economics , affiliation not provided to SSRN and Vienna University of Economics and Business Administration - Department of Economics
Date Posted: May 30, 2008
Working Paper Series
34 downloads

Incl. Fee Electronic Paper The 'Puzzles' Methodology: En Route to Indirect Inference?
CEPR Discussion Paper No. DP7539
Vo Phuong Mai Le , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School and University of York (UK) - Department of Economics and Related Studies
Date Posted: November 17, 2009
Working Paper Series
3 downloads

Incl. Electronic Paper The 'Pre-Eminence of Theory' Versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling
Economics Discussion Paper No. 2008-25
Aris Spanos
Virginia Polytechnic Institute & State University - Department of Economics
Date Posted: December 18, 2010
Working Paper Series
13 downloads

Incl. Electronic Paper The 'Deeper' and the 'Wider' EU Strategies of Trade Integration: An Empirical Evaluation of EU Common Commercial Policy Effects
Global Economy Journal, Vol. 7, No. 4, 2007, ISAE Working Paper No.79
Roberta de Santis and Claudio Vicarelli
Italian National Institute of Statistics and ISTAT - Italian National Institute of Statistics
Date Posted: March 28, 2007
Last Revised: December 13, 2007
Accepted Paper Series
150 downloads

Incl. Electronic Paper The "Dartboard" Column: The Pros, the Darts, and the Market
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Date Posted: November 27, 1996
Working Paper Series
740 downloads

Incl. Electronic Paper TFP Growth and its Determinants: Nonparametrics and Model Averaging
Banco de Espana Working Paper No. 1104
Michael Danquah , Enrique Moral-Benito and Bazoumana Ouattara
University of Wales, Swansea , Bank of Spain and University of Wales
Date Posted: April 06, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Tests of the Present-Value Model of the Current Account: A Monte Carlo Study
Hafedh Bouakez and Takashi Kano
HEC Montréal and Hitotsubashi University - Graduate School of Economics
Date Posted: July 15, 2006
Working Paper Series
110 downloads

Incl. Electronic Paper Tests of Technical Trading Rules in the Asian-Pacific Equity Markets: A Bootstrap Approach
Academy of Financial and Accounting Studies Journal, Vol. 11, No. 2, 2007
Camillo Lento
Lakehead University
Date Posted: March 26, 2008
Last Revised: November 09, 2009
Accepted Paper Series
599 downloads

Tests of Significance for the Average Square Deviation from Target in a Finite Lot
METRIKA, Vol 45 No 2, March 1997
Rainer Gob
University of Wuerzburg
Date Posted: April 29, 1997
Accepted Paper Series

Incl. Electronic Paper Tests of Mean-Variance Spanning
AFA 2001 New Orleans Meetings, OLIN Working Paper No. 99-05, Rotman School of Management Working Paper
Raymond Kan and Guofu Zhou
University of Toronto - Rotman School of Management and Washington University in St. Louis - Olin School of Business
Date Posted: September 06, 2000
Last Revised: March 14, 2008
Working Paper Series
841 downloads

Incl. Electronic Paper Tests of Long-Term Abnormal Performance: Analysis of Power
Alexander Nekrasov , Rajdeep Singh and Pervin K. Shroff
University of California, Irvine - Paul Merage School of Business , University of Minnesota - Twin Cities - Carlson School of Management and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: March 23, 2009
Last Revised: March 16, 2010
Working Paper Series
443 downloads


 

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