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489,423
Full Text Papers:
398,298
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228,729
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69,626
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JEL Code: C15
369,848 Total downloads
Showing Papers 1,401 - 1,450 of 1,762
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On the Small Sample Properties of Dickey-Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
Paulo M.M. Rodrigues and
Antonio Rubia Serrano
Banco de Portugal
and
University of Alicante, Department of Financial Economics
Date Posted: July 18, 2004
Working Paper Series
105 downloads
Convergence of the Stochastic Mesh Estimator for Pricing Bermudan Options
Journal of Computational Finance, Vol. 7, Summer 2004
Athanassios N. Avramidis
and
Heinrich Matzinger
School of Mathematics, Univ. of Southampton
and
Universite de Montreal
Date Posted: July 14, 2004
Accepted Paper Series
182 downloads
A Bpe Model for the Burgers' Equation
UPF Economics and Business Working Paper No. 717
Shigeyoshi Ogawa and
Arturo Kohatsu-Higa
Ritsumeikan University, Dept of Math Sci
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 12, 2004
Last Revised: June 14, 2009
Working Paper Series
53 downloads
Using Composite Estimators to Improve both Domain and Total Area Estimation
UPF Economics and Business Working Paper No. 731
Alex Costa Saenz de San Pedro
,
Albert Satorra and
Eva Ventura
Institut d'Estadistica de Catalunya
,
Universitat Pompeu Fabra
and
Universitat Pompeu Fabra
Date Posted: July 12, 2004
Working Paper Series
30 downloads
Job Turnover, Wage Rates, and Marital Stability: How Are They Related?
IZA Discussion Paper No. 1470
Avner Ahituv and
Robert I. Lerman
University of Haifa
and
The Urban Institute
Date Posted: July 02, 2004
Working Paper Series
142 downloads
Estimation of Dynamic Programming Models with Censored Dependent Variables
Investigaciones Economicas, Vol. XXI(2), pp. 167-208, 1997
Victor Aguirregabiria
University of Toronto - Department of Economics
Date Posted: June 22, 2004
Accepted Paper Series
68 downloads
Using Localized Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options
CentER Discussion Paper No. 2004-20
Steffan John Berridge
and
J. M. Schumacher
affiliation not provided to SSRN
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: June 22, 2004
Working Paper Series
Multicollinearity and Modular Maximum Entropy Leuven Estimator
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 21, 2004
Working Paper Series
117 downloads
Multicollinearity and Maximum Entropy Leuven Estimator
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 17, 2004
Working Paper Series
198 downloads
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Tinbergen Institute Discussion Paper No. 04-015/4
Charles S. Bos and
Neil Shephard
VU University Amsterdam
and
University of Oxford - Oxford-Man Institute
Date Posted: June 08, 2004
Working Paper Series
108 downloads
Median as a Weighted Arithmetic Mean of All Sample Observations
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 08, 2004
Working Paper Series
120 downloads
Computational Issues in the Sequential Probit Model: A Monte Carlo Study
Patrick Waelbroeck
Telecom ParisTech
Date Posted: June 07, 2004
Working Paper Series
239 downloads
Dynamics of the Spanish Stock Market through a Broadband View of the IBEX 35 Index
Estudios de Economia Aplicada, Vol. 22, No. 1, pp. 7-21, April 2004
J. Spronk ,
I. Pouchkarev and
J.E. Trinidad Segovia
Erasmus Research Institute of Management (ERIM)
,
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
and
Universidad de Almeria
Date Posted: June 03, 2004
Accepted Paper Series
Least Absolute Deviation Estimation of Linear Econometric Models: A Literature Review
Madhuchhanda Dasgupta
and
Sudhanshu K. Mishra
North Eastern Hill University - Economics
and
North-Eastern Hill University (NEHU)
Date Posted: June 01, 2004
Working Paper Series
480 downloads
Empirical Characteristic Function Estimation and its Applications
Jun Yu
Singapore Management University
Date Posted: May 31, 2004
Working Paper Series
287 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
Monte Carlo Appraisals of Gravity Model Specifications
Michael A. Anderson ,
Michael Ferrantino and
Kurt C. Schaefer
Washington and Lee University - Department of Economics
,
U.S. International Trade Commission
and
Calvin College
Date Posted: May 24, 2004
Working Paper Series
167 downloads
Australian Options
EFMA 2004 Basel Meetings Paper
Manuel Moreno and
Javier F. Navas
University of Castilla-La Mancha
and
Pablo de Olavide University
Date Posted: May 18, 2004
Working Paper Series
131 downloads
Drawdown Measure in Portfolio Optimization
Alexei Chekhlov ,
Stanislav P. Uryasev and
Michael Zabarankin
Columbia University - Department of Mathematics
,
University of Florida
and
Stevens Institute of Technology - Department of Mathematical Sciences
Date Posted: May 13, 2004
Working Paper Series
1144 downloads
Movements in the Equity Premium: Evidence from a Time Varying VAR
EFMA 2004 Basel Meetings Paper
Massi De Santis
Dimensional Fund Advisors
Date Posted: May 08, 2004
Working Paper Series
Downward Nominal Wage Rigidity in Europe
CESifo Working Paper Series No. 1177
Steinar Holden and
Fredrik Wulfsberg
University of Oslo - Department of Economics
and
Norges Bank
Date Posted: May 07, 2004
Working Paper Series
80 downloads
Revisiting Residential Segregation by Income: A Monte Carlo Test
International Journal of Business and Economics, Vol. 2, No. 1, pp. 27-37, 2003
Junfu Zhang
Clark University
Date Posted: May 06, 2004
Accepted Paper Series
Term Structure of Risk under Alternative Econometric Specifications
Massimo Guidolin and
Allan G. Timmermann
Bocconi University - Department of Finance
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 04, 2004
Working Paper Series
188 downloads
Measuring Peer Effects on Youth Smoking Behavior
Osaka University Social and Economic Research Working Paper No. 600
Ryo Nakajima
Yokohama National University - Department of Economics
Date Posted: May 02, 2004
Working Paper Series
221 downloads
An Algorithm for Fitting Archimedean Spiral to Empirical Data
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: April 30, 2004
Working Paper Series
166 downloads
Analytical Prediction of Transitions Probabilities in the Conditional Logit Model
IZA Discussion Paper No. 1015
Holger Bonin and
Hilmar Schneider
Institute for the Study of Labor (IZA)
and
Institute for the Study of Labor (IZA)
Date Posted: April 28, 2004
Working Paper Series
121 downloads
Hiring Gender Discrimination in the French Financial Sector: An Econometric Analysis on Field Experiment Data
Cahiers de la MSE - EUREQua Working Paper No. 38
Emmanuel Duguet and
Pascale Petit
ERUDITE
and
EUREQua
Date Posted: April 27, 2004
Working Paper Series
104 downloads
Real Options for Real Ventures
Berkley Center for Entrepreneurial Studies Working Paper No. BCES-02-05
Hollister B. Sykes
New York University (NYU) - Berkley Center for Entrepreneurial Studies
Date Posted: April 26, 2004
Working Paper Series
276 downloads
Robust GMM Tests for Structural Breaks
Cass Business School Research Paper
Patrick Gagliardini ,
Fabio Trojani
and
Giovanni Urga
University of Lugano and Swiss Finance Institute
,
Swiss Finance Institute
and
Cass Business School, Faculty of Finance, London
Date Posted: April 12, 2004
Working Paper Series
247 downloads
A Behavioral Model of Digital Music Piracy
Journal of Organizational Computing and Electronic Commerce, Forthcoming
Ram D. Gopal
,
G. L. Sanders ,
Sudip Bhattacharjee ,
Manish K. Agrawal
and
Suzanne C Wagner
University of Connecticut - Department of Operations & Information Management
,
SUNY at Buffalo - School of Management
,
University of Connecticut - Department of Operations & Information Management
,
University of South Florida - College of Business Administration
and
Niagara University
Date Posted: April 10, 2004
Accepted Paper Series
2672 downloads
Digital Music and Online Sharing: Software Piracy 2.0?
Communications of the ACM, Vol. 46, No. 7, pp. 107-111, July 2003
Sudip Bhattacharjee ,
Ram D. Gopal
and
G. L. Sanders
University of Connecticut - Department of Operations & Information Management
,
University of Connecticut - Department of Operations & Information Management
and
SUNY at Buffalo - School of Management
Date Posted: April 10, 2004
Accepted Paper Series
878 downloads
Do Artists Benefit from Online Music Sharing?
Journal of Business, Forthcoming
Ram D. Gopal
,
Sudip Bhattacharjee and
G. L. Sanders
University of Connecticut - Department of Operations & Information Management
,
University of Connecticut - Department of Operations & Information Management
and
SUNY at Buffalo - School of Management
Date Posted: April 10, 2004
Accepted Paper Series
2663 downloads
Are Primary Care Physicians, Public and Private Sector Specialists Substitutes or Complements? Evidence from a Simultaneous Equations Model for Count Data
Vincenzo Atella and
Partha Deb
University of Rome II - Centre for International Studies on Economic Growth (CEIS)
and
City University of New York, CUNY Hunter College - Department of Economics
Date Posted: April 09, 2004
Working Paper Series
153 downloads
On Leverage in a Stochastic Volatility Model
Jun Yu
Singapore Management University
Date Posted: April 06, 2004
Working Paper Series
240 downloads
The Sources of Real Exchange Fluctuations in Developing Countries: An Econometric Investigation
William Davidson Institute Working Paper No. 653
Imed Drine
and
Christophe Rault
University of Paris 1 Pantheon-Sorbonne - Equipe Universitaire de Recherche en Economie Quantitative (EUREQUA)
and
University of Orleans
Date Posted: April 04, 2004
Working Paper Series
147 downloads
Movements in the Equity Premium: Evidence from a Bayesian Time Varying VAR
Massi De Santis
Dimensional Fund Advisors
Date Posted: April 01, 2004
Working Paper Series
The Topology of Large-Scale Engineering Problem-Solving Networks
Physical Review E, Vol. 69, 2004
Dan Braha
and
Yaneer Bar-Yam
New England Complex Systems Institute
and
New England Complex Systems Institute
Date Posted: March 30, 2004
Accepted Paper Series
659 downloads
Bubble, Critical Zone and the Crash of Royal Ahold
Gerrit Broekstra
,
Didier Sornette and
Wei-Xing Zhou
Nyenrode University
,
Swiss Finance Institute
and
East China University of Science and Technology - School of Business
Date Posted: March 26, 2004
Working Paper Series
367 downloads
Smoothed Empirical Likelihood Methods for Quantile Regression Models
Cowles Foundation Discussion Paper No. 1453
Yoon-Jae Whang
Seoul National University - School of Economics
Date Posted: March 24, 2004
Working Paper Series
152 downloads
Performance Matched Discretionary Accrual Measures
Journal of Accounting & Economics, Vol. 39, No. 1, 2005
S.P. Kothari
,
Andrew J. Leone and
Charles E. Wasley
Massachusetts Institute of Technology (MIT) - Sloan School of Management
,
University of Miami
and
University of Rochester - Simon School of Business
Date Posted: March 10, 2004
Accepted Paper Series
Education, Family Background and Racial Earnings Inequality in Brazil
International Journal of Manpower, Forthcoming
Omar Arias ,
Gustavo Yamada
and
Luis R. Tejerina
World Bank
,
Universidad del Pacifico, Peru - Department of Economics
and
Inter-American Development Bank (IADB)
Date Posted: March 08, 2004
Accepted Paper Series
202 downloads
Correlated Default Processes: A Criterion-Based Copula Approach
Sanjiv Ranjan Das and
Gary Geng
Santa Clara University - Leavey School of Business
and
Amaranth Advisors llc
Date Posted: March 07, 2004
Working Paper Series
588 downloads
Portfolio Return Characteristics of Different Industries
MODERN CONCEPTS OF THE THEORY OF THE FIRM, G. Fandel, U. Backes-Gellner, M. Schlueter, J.E. Staufenbiel, eds., Springer-Verlag, Berlin, Heidelberg 2004
I. Pouchkarev ,
J. Spronk and
Pim van Vliet
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
,
Erasmus Research Institute of Management (ERIM)
and
Robeco Asset Management - Quantitative Strategies
Date Posted: February 23, 2004
Accepted Paper Series
Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Journal of Financial Services Research, Forthcoming
Tor Jacobson ,
Jesper Lindé and
Kasper Roszbach
Sveriges Riksbank - Research Division
,
Sveriges Riksbank - Research Division
and
Sveriges Riksbank (Bank of Sweden) - Research Division
Date Posted: February 18, 2004
Accepted Paper Series
2138 downloads
Can Long-Run Restrictions Identify Technology Shocks?
FRB International Finance Discussion Paper No. 792
Christopher J. Erceg ,
Luca Guerrieri
and
Christopher J. Gust
Federal Reserve Board - Trade and Quantitative Studies
,
Federal Reserve Board - Trade and Financial Studies
and
Federal Reserve Board - Trade and Financial Studies
Date Posted: February 17, 2004
Working Paper Series
118 downloads
Valuation of Cancelable Cross Currency Bermudan Swaps
Milind Sharma and
Jonathan Stein
QuantZ Capital Management LLC
and
Ernst & Young
Date Posted: February 13, 2004
Working Paper Series
594 downloads
Assessing Forecast Performance in a VEC Model: An Empirical Examination
Zacharias Bragoudakis
Bank of Greece
Date Posted: February 11, 2004
Working Paper Series
A Perturbative Moment Approach to Option Pricing
Marco Airoldi
Mediobanka
Date Posted: February 09, 2004
Working Paper Series
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
PIER Working Paper No. 04-005; FRB of Atlanta Working Paper No. 2004-3
Jesús Fernández-Villaverde and
Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics
and
Duke University - Department of Economics
Date Posted: February 04, 2004
Working Paper Series
108 downloads
Approximating Volatility Diffusions with CEV-ARCH Models
Fabio Fornari and
Antonio Mele
European Central Bank (ECB)
and
Swiss Finance Institute & University of Lugano
Date Posted: January 29, 2004
Working Paper Series
89 downloads
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