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489,370
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228,711
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69,655
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JEL Code: C13
358,719 Total downloads
Showing Papers 1,451 - 1,500 of 2,078
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Optimal Instruments in Time Series: A Survey
Journal of Economic Surveys, Forthcoming
Stanislav Anatolyev
New Economic School
Date Posted: August 09, 2006
Accepted Paper Series
104 downloads
Challenges and Opportunities for Resource Rich Economies
CEPR Discussion Paper No. 5688
Rick van der Ploeg
University of Oxford
Date Posted: August 08, 2006
Working Paper Series
39 downloads
Compensating Balances: A New Look
Commercial Lending Review, July-August 2006
Thomas B. Sanders
University of Miami - Department of Finance
Date Posted: August 08, 2006
Accepted Paper Series
79 downloads
How to Calculate Liquidity Financing for Non-Public Companies
Management Accounting Quarterly, Vol. 7, No. 3, Spring 2006
Thomas B. Sanders
University of Miami - Department of Finance
Date Posted: August 08, 2006
Accepted Paper Series
184 downloads
Idiosyncratic Volatility and the Cross-Section of Expected Returns
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Turan G. Bali and
Nusret Cakici
Georgetown University - Robert Emmett McDonough School of Business
and
Fordham University - Graduate School of Business
Date Posted: August 08, 2006
Accepted Paper Series
1064 downloads
Deciding between GARCH and Stochastic Volatility via Strong Decision Rules
CORE Discussion Paper No. 2006/42
Arie Preminger
and
Christian M. Hafner
University of Haifa - Department of Economics
and
Catholic University of Louvain - Institute of Statistics
Date Posted: August 04, 2006
Working Paper Series
149 downloads
Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data
IZA Discussion Paper No. 2202
Alberto Chong and
José Galdo
University of Ottawa
and
Syracuse University - Department of Economics
Date Posted: July 31, 2006
Working Paper Series
86 downloads
Statistics of Extremes under Random Censoring
CentER Discussion Paper No. 2006-62
John H. J. Einmahl
,
Amélie Fils-Villetard
and
Armelle Guillou
Tilburg University - Department of Econometrics & Operations Research
,
University of Paris VI Pierre et Marie Curie
and
University of Paris VI Pierre et Marie Curie
Date Posted: July 31, 2006
Working Paper Series
46 downloads
Taylor Rule Under Rule-of-Thumb Consumers and External Habits: An International Comparison
Giovanni Di Bartolomeo ,
Lorenza Rossi
and
Massimiliano Tancioni
University of Teramo
,
University of Rome II - Faculty of Economics
and
Sapienza, University of Rome, Dep. of Public Economics
Date Posted: July 27, 2006
Working Paper Series
83 downloads
Balance Sheet Information and Future Stock Returns
Richard G. Sloan and
A. Irem Tuna
University of California at Berkeley - Haas School of Business
and
London Business School
Date Posted: July 23, 2006
Working Paper Series
1076 downloads
Macro Variables Do Drive Exchange Rate Movements: Evidence from a No-Arbitrage Model
Sen Dong
Columbia Business School - Economics Department
Date Posted: July 23, 2006
Working Paper Series
417 downloads
Statistical Treatment Choice: An Application to Active Labour Market Programmes
IZA Discussion Paper No. 2187, University of St. Gallen Economics Discussion Paper No. 2006-14
Markus Froelich
Universität Mannheim, Chair of Econometrics
Date Posted: July 14, 2006
Working Paper Series
53 downloads
The Estimation of Market Risk in Portfolios of Stocks and Stock Options
Schmalenbach Business Review, Special Issue, Vol. 54, No. 1-02, pp. 171-189, 2002
Hermann Locarek-Junge
,
Ralf Prinzler
and
Mario Strassberger
Dresden University of Technology
,
KfW Banking Group
and
Zittau Goerlitz University of Applied Sciences
Date Posted: July 06, 2006
Accepted Paper Series
167 downloads
Robust Non-Parametric Quantile Estimation of Efficiency and Productivity Change in U.S. Commercial Banking, 1985-2004
FRB of St. Louis Working Paper No. 2006-041B
David C. Wheelock and
Paul W. Wilson
Federal Reserve Bank of St. Louis - Research Division
and
Clemson University - John E. Walker Department of Economics
Date Posted: June 30, 2006
Working Paper Series
99 downloads
Instrumental Variable Quantile Regression
MIT Department of Economics Working Paper No. 06-19
Victor Chernozhukov and
Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics
and
University of Chicago Graduate School of Business
Date Posted: June 19, 2006
Working Paper Series
206 downloads
A Metamodel Specification for a Tomato Processing Plant
Journal of the Operational Research Society, Vol. 41, No. 3, pp. 229-40, 1990
S. Andrew Starbird
Santa Clara University - Department of Operations Management & IS
Date Posted: June 17, 2006
Accepted Paper Series
Affine Point Processes and Portfolio Credit Risk
Eymen Errais
,
Kay Giesecke and
Lisa R. Goldberg
Stanford University
,
Stanford University - Management Science & Engineering
and
University of California at Berkeley
Date Posted: June 14, 2006
Last Revised: June 15, 2010
Working Paper Series
798 downloads
Basel Requirement of Downturn LGD: Modeling and Estimating PD & LGD Correlations
Journal of Credit Risk, Forthcoming
Peter Miu and
Bogie Ozdemir
McMaster University - DeGroote School of Business
and
Standard & Poor's
Date Posted: June 13, 2006
Accepted Paper Series
Discount Rate for Workout Recovery: An Empirical Study
Brooks Brady
,
Peter Chang
,
Peter Miu ,
Bogie Ozdemir
and
David C. Schwartz
Standard & Poor's Risk Solutions
,
Standard & Poor's - Quantitative Analytics
,
McMaster University - DeGroote School of Business
,
Standard & Poor's
and
Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: June 08, 2006
Last Revised: October 28, 2007
Working Paper Series
534 downloads
A Theoretical Approach to the EONIA Rate Movements
Augusto Schianchi
and
Giovanni Verga
University of Parma - Facoltà di Economia
and
Università degli Studi di Parma
Date Posted: June 07, 2006
Working Paper Series
205 downloads
Information-Theoretic Approximation of Small Sample Distributions
Ximing Wu and
Suojin Wang
Texas A&M University (TAMU) - Department of Agricultural Economics
and
Texas A&M University - Department of Statistics
Date Posted: June 05, 2006
Working Paper Series
68 downloads
Minimax Estimation of Location Parameters for Spherically Symmetric Unimodal Distributions under Quadratic Loss
Annals of Statistics, Vol. 6, No. 2, pp. 377-416, March 1978
Ann Cohen Brandwein and
William Strawderman
CUNY Baruch College - Zicklin School of BusinessDepartment of Statistics & CIS
and
Statitiscs Center
Date Posted: June 02, 2006
Accepted Paper Series
24 downloads
An Asymptotic Analysis of Nearly Unstable Inar (1) Models
CentER Discussion Paper No. 2006-44
Feike C. Drost ,
Ramon van den Akker
and
Bas J. M. Werker
Tilburg University - Center for Economic Research (CentER)
,
Tilburg University - CentER and department of Econometrics & OR
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: June 01, 2006
Working Paper Series
39 downloads
Local Asymptotic Normality and Efficient Estimation for INAR(p) Models
CentER Discussion Paper No. 2006-45
Feike C. Drost ,
Ramon van den Akker
and
Bas J. M. Werker
Tilburg University - Center for Economic Research (CentER)
,
Tilburg University - CentER and department of Econometrics & OR
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: June 01, 2006
Working Paper Series
64 downloads
A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables
University of St. Gallen Economics Discussion Paper No. 2006-11
Markus Froelich
Universität Mannheim, Chair of Econometrics
Date Posted: May 30, 2006
Working Paper Series
42 downloads
Information-Theoretic Deconvolution Approximation of Treatment Effect Distribution
Ximing Wu and
Jeffrey M. Perloff
Texas A&M University (TAMU) - Department of Agricultural Economics
and
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: May 24, 2006
Working Paper Series
38 downloads
Variance, Return, and High-Low Price Spreads
Journal of Financial Research, Vol. 17, No. 3, Fall 1994
Ji-Chai Lin and
Michael S. Rozeff
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
and
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
137 downloads
The Delivery Option in Credit Default Swaps
EFA 2007 Ljubljana Meetings Paper
Rainer Pullirsch
,
Tanja Veza
and
Rainer Jankowitsch
Bank Austria Creditanstalt - Department of Operational and Group Risk Control
,
WU Vienna (Vienna University of Economics and Business)
and
Vienna University of Economics and Business
Date Posted: May 22, 2006
Last Revised: October 26, 2007
Working Paper Series
535 downloads
Changes in Migration Matrices and Credit VaR - A New Class of Difference Indices
Stefan Trueck
and
Svetlozar Rachev
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
and
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
Date Posted: May 19, 2006
Working Paper Series
318 downloads
PPP Over a Century: Cointegration and Structural Change
Ekaterini Panopoulou
University of Piraeus - Department of Statistics and Insurance Science
Date Posted: May 19, 2006
Working Paper Series
159 downloads
A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables
IZA Discussion Paper No. 2126
Markus Froelich
Universität Mannheim, Chair of Econometrics
Date Posted: May 17, 2006
Working Paper Series
123 downloads
Bayesian Estimation of Multivariate Location Parameters
Handbook of Statistics, Vol. 25, Fall 2005
Ann Cohen Brandwein and
William Strawderman
CUNY Baruch College - Zicklin School of BusinessDepartment of Statistics & CIS
and
Statitiscs Center
Date Posted: May 09, 2006
Accepted Paper Series
91 downloads
Dynamic Modelling of Large Dimensional Covariance Matrices
Valeri Voev
University of Aarhus - CREATES
Date Posted: May 09, 2006
Working Paper Series
285 downloads
Minimax Estimation of Location Parameters for Spherically Symmetric Distributions with Concave Loss
Annals of Statistics, Vol. 8, No. 2, pp. 279-284, March 1980
Ann Cohen Brandwein and
William Strawderman
CUNY Baruch College - Zicklin School of BusinessDepartment of Statistics & CIS
and
Statitiscs Center
Date Posted: May 09, 2006
Accepted Paper Series
26 downloads
Stein Estimation: The Spherical Symmetric Case
Statistical Science, Vol. 5, No. 3, August 1990
Ann Cohen Brandwein and
William Strawderman
CUNY Baruch College - Zicklin School of BusinessDepartment of Statistics & CIS
and
Statitiscs Center
Date Posted: May 09, 2006
Accepted Paper Series
52 downloads
Asset Performance Evaluation with the Mean-Variance Ratio
Zhidong Bai
,
Keyan Wang
,
Wing-Keung Wong
and
Kok Fai Phoon
Northeast Normal University
,
Northeast Normal University
,
Hong Kong Baptist University (HKBU)
and
Singapore Management University
Date Posted: May 08, 2006
Last Revised: September 13, 2011
Working Paper Series
426 downloads
Making Markowitz's Portfolio Optimization Theory Practically Useful
Zhidong Bai
,
Huixia Liu
and
Wing-Keung Wong
Northeast Normal University
,
Northeast Normal University
and
Hong Kong Baptist University (HKBU)
Date Posted: May 08, 2006
Last Revised: November 30, 2010
Working Paper Series
2165 downloads
The Common and Specific Components of Dynamic Volatility
Journal of Econometrics, Vol. 132, May 2006
Gregory Connor ,
Robert A. Korajczyk and
Oliver B. Linton
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
,
Northwestern University - Kellogg School of Management
and
University of Cambridge
Date Posted: May 03, 2006
Accepted Paper Series
Differential Investors’ Response to Restatement Announcements: An Empirical Investigation
European Journal of Economic and Political Studies, Fortcoming.
Sebahattin Demirkan and
Harlan D. Platt
Suffolk University - Sawyer School of Management
and
Northeastern University
Date Posted: April 28, 2006
Last Revised: December 05, 2012
Accepted Paper Series
450 downloads
Idiosyncratic Risk in Greece: Properties and Portfolio Implications
Timotheos Angelidis
and
Nikolaos Tessaromatis
University of Peloponnese - Department of Economics
and
EDHEC Business School and EDHEC Risk Institute
Date Posted: April 26, 2006
Working Paper Series
93 downloads
Inflation in Pakistan: Money or Wheat?
IMF Working Paper No. 06/60
Mohsin S. Khan and
Axel Schimmelpfennig
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: April 26, 2006
Working Paper Series
929 downloads
Brazilian Dual-Listed Stocks, Arbitrage and Barriers
Marcellus Egydio Lima
Universitary Centre of Brasilia
Date Posted: April 20, 2006
Working Paper Series
440 downloads
Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators
FEEM Working Paper No. 49.2006
Ugo Gasparino
,
Barbara Del Corpo
and
Dino Pinelli
Fondazione Eni Enrico Mattei (FEEM)
,
Fondazione Eni Enrico Mattei (FEEM)
and
Fondazione Eni Enrico Mattei (FEEM), Milan
Date Posted: April 18, 2006
Working Paper Series
98 downloads
Smoothed L-Estimation of Regression Function
CentER Discussion Paper No. 2006-20
Pavel Cizek
,
Julien Tamine
and
Wolfgang K. Härdle
Tilburg University - Department of Econometrics & Operations Research
,
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
and
Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: April 17, 2006
Working Paper Series
69 downloads
An Algorithm for Estimating Multivariate Castastrophe Models: GEMCAT II
Studies in Nonlinear Dynamics And Econometrics, Vol. 4, No. 3, October 2000
Rense Lange
,
Terence A. Oliva
and
Sean McDade
Illinois State Board of Education
,
Temple University - Fox School of Business and Management
and
The Gallup Organization
Date Posted: March 29, 2006
Accepted Paper Series
99 downloads
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk
Tinbergen Institute Discussion Paper No. 06-024/2
Andre Lucas ,
Andre A. Monteiro and
Georgi V. Smirnov
VU University Amsterdam - Faculty of Economics and Business
,
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)
and
Department of Applied Mathematics, University of Porto
Date Posted: March 29, 2006
Working Paper Series
239 downloads
The Blp Method of Demand Curve Estimation in Industrial Organization
TRANSLATED INTO JAPANESE IN GENDAI KEIZAIGAKU 1, MIKURO-BUNSEKI, Isao Miura, Tohru Naito, eds., Tokyo: Keiso shobo Publisher, 2006
Eric Bennett Rasmusen
Indiana University Bloomington - Department of Business Economics & Public Policy
Date Posted: March 29, 2006
Last Revised: June 08, 2010
Accepted Paper Series
508 downloads
Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior
Canada Research Chair in Risk Management Working Paper No. 06-04
Georges Dionne ,
Claude Fluet and
Denise Desjardins
HEC Montreal - Department of Finance
,
University of Quebec at Montreal (UQAM) - Department of Economics
and
University of Montreal - Center for Research on Transportation
Date Posted: March 22, 2006
Working Paper Series
110 downloads
Exact Variance Ratio Test with Overlapping Data
Raymond Kan
University of Toronto - Rotman School of Management
Date Posted: March 20, 2006
Last Revised: January 15, 2011
Working Paper Series
382 downloads
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan and
Daniel R. Smith
University of Toronto - Rotman School of Management
and
Queensland University of Technology - School of Economics and Finance
Date Posted: March 18, 2006
Working Paper Series
310 downloads
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