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SSRN eLibrary Search Results
JEL Code: C1
1,883,247 Total downloads
Showing Papers 161 - 210 of 8,586
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Incl. Electronic Paper Is Individual Job Performance Distributed According to a Power Law? A Review of Methods for Comparing Heavy-Tailed Distributions
Seth M. Spain , P. D. Harms , Marcus Credé and Bradley Brummel
SUNY at Binghamton - School of Management , University of Nebraska at Lincoln , George Washington University - Department of Organizational Sciences and University of Tulsa
Date Posted: March 24, 2013
Last Revised: March 27, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Predictability Hidden by Anomalous Observations
Swiss Finance Institute Research Paper No. 13-05
 Lorenzo Camponovo , O. Scaillet and Fabio Trojani
University of St. Gallen , University of Geneva - HEC and Swiss Finance Institute
Date Posted: March 23, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Using Statistical Methods to Diagnose the Innovative Development of Siberian Regions
Region: Economics and Sociology, 2013, Vol. 2
 Maria Alexandrovna Kaneva and Galina Afanasjevna Untura
Institute of Economics and Industrial Organization, Novosibirsk and Russian Academy of Sciences (RAS) - Institute of Economics and Industrial Engineering, Siberia
Date Posted: March 23, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Using Statistical Methods to Diagnose the Innovative Development of Siberian Regions
Region: Economic and Sociology, 2013, Vol. 2
 Maria Alexandrovna Kaneva and Galina Untura
Institute of Economics and Industrial Organization, Novosibirsk and Institute of Economics and Industrial Organization
Date Posted: March 23, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper A Study of Impact of Macroeconomic Variables on Performance of Nifty
 Saurabh Singh , L. K. Tripathi and Arpan Arashar
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University , Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University
Date Posted: March 23, 2013
Last Revised: March 26, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Estimating Obesity Rates in the Presence of Measurement Error
IZA Discussion Paper No. 7288
 Donal O'Neill and Olive Sweetman
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: March 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model
IZA Discussion Paper No. 7277
 Almas Heshmati , Subal C. Kumbhakar and Kai Sun
Sogang University , State University of New York (SUNY) at Binghamton - Department of Economics and Aston University - Aston Business School
Date Posted: March 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Star Wars: The Empirics Strike Back
IZA Discussion Paper No. 7268
 Abel Brodeur , Mathias Lé , Marc Sangnier and Yanos Zylberberg
Paris School of Economics (PSE) , Paris School of Economics (PSE) , French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and CREI and Universitat Pompeu Fabra
Date Posted: March 23, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Team Heterogeneity in Startups and its Development Over Time
IZA Discussion Paper No. 7284
 Ulrich Kaiser and Bettina Mueller
University of Zurich and Center for European Economic Research (ZEW)
Date Posted: March 23, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Network Formation and Geography: Modelling Approaches, Underlying Conceptions, Recent and Promising Extensions
 Corinne Autant-Bernard and Cilem Selin Hazir
University of St. Etienne and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: March 23, 2013
Last Revised: March 27, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper An Adaptive Truncated Product Method for Combining Dependent P-Values
Economics Letters, Forthcoming
 Xuguang Simon Sheng and Jingyun Yang
American University and Pennsylvania State University
Date Posted: March 23, 2013
Accepted Paper Series
6 downloads

Incl. Electronic Paper Let's Get Lade: Robust Estimation of Semiparametric Multiplicative Volatility Models
 Oliver B. Linton and Bonsoo Koo
University of Cambridge and Monash University - Faculty of Business and Economics
Date Posted: March 22, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts
Tinbergen Institute Discussion Paper 2013-047/III
 David Ardia and Lennart F. Hoogerheide
Laval University - Département de Finance et Assurance and Vrije Universiteit Amsterdam - Dept. of Econometrics
Date Posted: March 21, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Asymptotic Normality of the QMLEs in the EGARCH(1,1) Model
 Antonis Demos and Dimitra Kyriakopoulou
Athens University of Economics and Business and University of Piraeus - Department of Banking and Financial Management
Date Posted: March 21, 2013
Last Revised: April 10, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper The Nexus between Natural Gas Spot and Futures Prices at NYMEX: What about Non-Linear Causality?
FCN Working Paper No. 17/2012
 Theologos Dergiades , Georgia Christofidou and Reinhard Madlener
International Hellenic University (IHU) , International Hellenic University (IHU) and RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Evaluating the Efficiency of Turkish Banks: A Risk and Profitability Approach
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 6, Issue 1, pp. 53-68, 2013
 Mehmet Hasan Eken and Süleyman Kale
Istanbul Commerce University and Ziraat Bankasi
Date Posted: March 21, 2013
Last Revised: April 03, 2013
Accepted Paper Series
18 downloads

Incl. Electronic Paper Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework
FCN Working Paper No. 4/2009 (Revised March 2010)
 Günther Westner and Reinhard Madlener
RWTH Aachen University - E.ON Energy Research Center and RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Economic Uncertainty and the Cross-Section of Hedge Fund Returns
 Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: March 20, 2013
Working Paper Series
87 downloads

Incl. Electronic Paper Using Trees to Grow Money
Risk, Vol 16, No 11, November 2003, S11-S12
 Maria-Augusta Miceli and Gabriele Susinno
University of Rome "Sapienza" and Unigestion SA
Date Posted: March 20, 2013
Last Revised: May 05, 2013
Accepted Paper Series
9 downloads

Incl. Electronic Paper Qualitative and Quantitative Research: How to Choose the Best Design
Presented at Academic Business World International Conference. Nashville, Tennessee. May, 2007
 Greg L. Lowhorn
Pensacola Christian College
Date Posted: March 20, 2013
Accepted Paper Series
11 downloads

Incl. Electronic Paper Iteration Capping for Discrete Choice Models Using the EM Algorithm
CentER Discussion Paper Series No. 2013-019
 Jan Kabatek
CentER, Tilburg University
Date Posted: March 20, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper How are Farmers Adapting to Climate Change in Vietnam? Endogeneity and Sample Selection in a Rice Yield Model
IFPRI Discussion Paper 01248
 Bingxin Yu , Tingju Zhu , Clemens Breisinger and Ha Manh Nguyen
A member of the CGIAR Consortium - International Food Policy Research Institute (IFPRI) , A member of the CGIAR Consortium - International Food Policy Research Institute (IFPRI) , A member of the CGIAR Consortium - International Food Policy Research Institute (IFPRI) and Central Institute of Economic Management
Date Posted: March 20, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Nonparametric Specification Testing in Nonlinear and Nonstationary Time Series Models: Theory and Practice
 Jia Chen , Jiti Gao , Degui Li and Zhengyan Lin
The University of Queensland , Monash University - Department of Econometrics & Business Statistics , Monash University and Zhejiang University
Date Posted: March 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper A Joint Non-Parametric Approach to the Decomposition of Bond Yields and CDS Spreads: Application of Eurozone Market Data
Higher School of Economics Research Paper No. WP BPR 13/FE/2012
 Victor Lapshin and Marat Kurbangaleev
National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: March 18, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Term Structure Dynamics with Macro Factors Using High Frequency Data
 Hwagyun Kim and Hail Park
Texas A&M University - Mays Business School and Bank of Korea
Date Posted: March 16, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Can Global Value Chains Effectively Serve Regional Economic Development in Asia?
 Hans-Peter Brunner
Asian Development Bank
Date Posted: March 16, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper The Cyprus Debt: Perfect Crisis and a Way Forward
Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania, PA, Working Paper No. 13-09
 Stavros A. Zenios
University of Cyprus
Date Posted: March 16, 2013
Working Paper Series
250 downloads

Incl. Electronic Paper Testing Independence for a Large Number of High-Dimensional Random Vectors
 Guangming Pan , Jiti Gao and Yanrong Yang
Independent , Monash University - Department of Econometrics & Business Statistics and Independent
Date Posted: March 15, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination
UNSW Australian School of Business Research Paper No. 2013ACTL08
 Daniel H. Alai , Severine Gaille and Michael Sherris
Australian School of Business at UNSW , University of Lausanne - Faculty of Business and Economics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 15, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Truncated Product Methods for Panel Unit Root Tests
Forthcoming in Oxford Bulletin of Economics and Statistics
 Xuguang Simon Sheng and Jingyun Yang
American University and Pennsylvania State University
Date Posted: March 15, 2013
Accepted Paper Series
5 downloads

Incl. Electronic Paper Scale vs. Translation Invariant Measures of Inequality of Opportunity when the Outcome is Binary
 Florian Wendelspiess Chávez Juárez and Isidro Soloaga
University of Geneva - Department of Economics and El Colegio de Mexico
Date Posted: March 14, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Regional Income Convergence in India: A Bayesian Spatial Durbin Model Approach
 Pushparaj Soundararajan
Department of Econometrics, School of Economics, Madurai Kamaraj University
Date Posted: March 14, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Income Polarization in Brazil, 2001-2011: A Distributional Analysis Using PNAD Data
 Fabio Clementi and Francesco Schettino
Università degli studi di Macerata and Second University of Naples
Date Posted: March 13, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper The Black-Litterman Model: A Consistent Estimation of the Parameter Tau
Financial Markets and Portfolio Management June 2013, Volume 27, Issue 2, pp 217-251. The final publication is available at Springer online
 Erindi Allaj
University of Rome II
Date Posted: March 12, 2013
Last Revised: May 07, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Bayesian Understanding of Information Uncertainty and the Cost of Capital
 David James Johnstone
University of Sydney - Discipline of Finance
Date Posted: March 12, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Derivative Pricing and Hedging in Asynchronous Markets
 Christopher Jordinson
UBS Investment Bank
Date Posted: March 12, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Principal Component Analysis of Time Variations in the Mean-Variance Efficient Frontier
 Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: March 12, 2013
Working Paper Series
117 downloads

Incl. Fee Electronic Paper Spending-Based Austerity Measures and Their Effects on Output and Unemployment
CEPR Discussion Paper No. DP9383
 Dimitrios Bermperoglu , Evi Pappa and Eugenia Vella
Autonomous University of Barcelona , London School of Economics & Political Science (LSE) and Athens University of Economics and Business
Date Posted: March 12, 2013
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Choosing the Variables to Estimate Singular DSGE Models
CEPR Discussion Paper No. DP9381
 Fabio Canova , Filippo Ferrini and Christian Matthes
Universitat Pompeu Fabra - Department of Economics and Business (DEB) , Banque de France and New York University (NYU) - Department of Economics
Date Posted: March 12, 2013
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Forecasting Stock Returns Under Economic Constraints
CEPR Discussion Paper No. DP9377
 Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: March 12, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Sustainable Justice - A Most Striking Innovative Concept for Law that over Time Will Transform the the Whole Legal System
Lawyers as Peacemakers and Healers Conference, 22-­24 February 2013, Phoenix, AZ USA,
 Alexander F. de Savornin Lohman
Center for Sustainable Justice
Date Posted: March 11, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Default Risk for Bonds with a Make Whole Call Provision
 Olfa Maalaoui Chun
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Date Posted: March 11, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper US Corporate Bond Yield Spread: A Default Risk Debate
 Syed Muhammad Noaman Ahmed Shah and Mazen Kebewar
Université d’Orléans. Faculté de Droit, d’Économie et de Gestion and Université d’Orléans - Laboratoire d’Économie d’Orléans (LEO)
Date Posted: March 10, 2013
Working Paper Series
178 downloads

Incl. Electronic Paper Financial Performance (FP) and Social Performance (SP): Critical View Through Cross Sectional Study on Citizens Firms
Global Advanced Research Journal of Management and Business Studies (ISSN: 2315-5086) Vol. 1(11) pp. 416-424, December, 2012
Bouguila Sihem II
Jazan University - College of Business Administration
Date Posted: March 10, 2013
Accepted Paper Series
15 downloads

Incl. Electronic Paper Stakeholders Orientation: Instrumental or Intrinsic Commitment
International Journal of Educational Research and Technology, IJERT: Volume 3 [4] December 2012: 08-24
 Bouguila Sihem II
Jazan University - College of Business Administration
Date Posted: March 10, 2013
Accepted Paper Series
12 downloads

Incl. Electronic Paper An Unscented Kalman Smoother for Volatility Extraction: Evidence from Stock Prices and Options
 Junye Li
ESSEC Business School
Date Posted: March 10, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Ek Parasal Sıkılaştırma’nın Döviz Kurları Üzerindeki Etkisi (The Effects of Additional Monetary Tightening on Exchange Rates)
Central Bank of the Republic of Turkey Economic Notes No. 12/30
Yasin Akcelik , Ergun Ermisoglu , Arif Oduncu and Temel Taskin
Central Bank of Turkey , Central Bank of Turkey , Central Bank of Turkey and Central Bank of the Republic of Turkey
Date Posted: March 10, 2013
Last Revised: March 13, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Reserve Options Mechanism and FX Volatility
Central Bank of the Republic of Turkey Working Paper No. 13/03
 Arif Oduncu , Yasin Akcelik and Ergun Ermisoglu
Central Bank of Turkey , Central Bank of Turkey and Central Bank of Turkey
Date Posted: March 09, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Assessment of Efficiency in Basic and Secondary Education in Tunisia: A Regional Analysis
ISEG Economics Working Paper No. 6/2013/DE/UECE
Antonio Afonso , Mohamed Ayadi and Sourour Ramzi
Technical University of Lisbon - ISEG (School of Economics and Management) , Institut Supérieur de Gestion and institut supérieur de gestion de Tunis
Date Posted: March 09, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Level of Job Satisfaction and its Association with Demographic Variables
 Vadivelu Thusyanthy and Samithamby Senthilnathan
Eastern University, Sri Lanka and Eastern University, Sri Lanka
Date Posted: March 08, 2013
Last Revised: March 10, 2013
Working Paper Series
65 downloads


 

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