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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months:
69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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Total References: 8,539,827
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C1
1,904,108 Total downloads
Showing Papers 1,651 - 1,700 of 8,649
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Incl. Electronic Paper Libor Litigation and the Role of Screening: The Need for Enhanced Compliance Programs
Competition Policy International (CPI) Antitrust Chronicle, Vol. 2, July 2011
Rosa M. Abrantes-Metz
Global Economics Group, LLC
Date Posted: October 14, 2011
Accepted Paper Series
146 downloads

Incl. Electronic Paper Stressing Correlations and Volatilities - A Consistent Modeling Approach
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: October 14, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Measuring Luck in Mutual Fund Performance: Evidence from False Discovery Ratio Method
Ya Tang , YU-Jane Liu and Yi Yang
Peking University - Guanghua School of Management , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 13, 2011
Last Revised: October 14, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper CVA Implied Vol and Netting Arbitrage
Christian Kamtchueng
Barclays Capital
Date Posted: October 10, 2011
Last Revised: November 12, 2012
Working Paper Series
155 downloads

Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes
Journal of Asset Management, Vol. 12, No. 5, pp. 360-375, 2011
David Blitz and Pim van Vliet
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies
Date Posted: October 10, 2011
Accepted Paper Series

Incl. Electronic Paper Regression Analysis of Asymmetric Pairs in Large-Scale Network Data
Rui Pan , Hansheng Wang and Chih-Ling Tsai
Peking University , Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Date Posted: October 10, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Turan G. Bali , Nusret Cakici and Robert Whitelaw
Georgetown University - Robert Emmett McDonough School of Business , Fordham University - Graduate School of Business and New York University
Date Posted: October 09, 2011
Working Paper Series
122 downloads

Incl. Electronic Paper Loss-Based Risk Measures
Rama Cont , Romain Deguest and Xue Dong He
Imperial College London , EDHEC Business School and Columbia University - Department of Industrial Engineering and Operations Research
Date Posted: October 08, 2011
Working Paper Series
389 downloads

Incl. Electronic Paper Visitors’ Expenditure Behaviour at Cultural Events
Juan Gabriel Brida , Marta Disegna and Linda Osti
Free University of Bolzano , Free University of Bozen-Bolzano - School of Economics and Free University of Bozen-Bolzano - School of Economics
Date Posted: October 08, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK
International Journal of Business and Economics, Vol. 10, No. 1, pp. 61-68, 2011
Tomoe Moore
Brunel University
Date Posted: October 07, 2011
Accepted Paper Series
33 downloads

Incl. Electronic Paper Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
Rotman School of Management Working Paper No. 1939486
John M. Maheu , Thomas H. McCurdy and Yong Song
McMaster University - Michael G. DeGroote School of Business , University of Toronto - Rotman School of Management and University of Technology, Sydney (UTS) - Centre for the Study of Choice
Date Posted: October 06, 2011
Last Revised: November 06, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper Modelling Electricity Forward Markets by Ambit Fields
Ole E. Barndorff-Nielsen , Fred Espen Benth and Almut Veraart
University of Aarhus - Thiele Centre, Department of Mathematical Sciences , University of Oslo and Imperial College London
Date Posted: October 05, 2011
Working Paper Series
137 downloads

Incl. Electronic Paper Pricing Financial Derivatives in TURKDEX Using Artificial Neural Networks Tools and a Comparison with Conventional Theory
Ali Osman Kusakci
International University of Sarajevo (IUS)
Date Posted: October 05, 2011
Last Revised: October 06, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
Francesco Audrino and Yujia Hu
University of St. Gallen and University of St. Gallen
Date Posted: October 05, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Do Experts Incorporate Statistical Model Forecasts and Should They?
Tinbergen Institute Discussion Paper 11-141/4
Rianne Legerstee , Philip Hans Franses and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: October 04, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Do Macro-Economic Variables Explain Stock-Market Returns? Evidence Using a Semi-Parametric Approach
Journal of Asset Management, Vol. 28, pp. 1-13, April 2011
Sagarika Mishra and Harminder Singh
Deakin University - Faculty of Business and Law and Deakin University - School of Accounting, Economics and Finance
Date Posted: October 04, 2011
Accepted Paper Series
112 downloads

Incl. Electronic Paper Session-Effects in the Laboratory
Guillaume R. Frechette
New York University (NYU) - Department of Economics
Date Posted: October 04, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper Assessing the Impact of the 2007 Tax Reform on Poverty and Inequality in Uruguay
PEP MPIA Working Paper No. 2011-14
Cecilia Llambi , Silvia Laens , Marcelo Perera and Mery Ferrando
Centro de Investigaciones Economicas (CINVE - Uruguay) , Centro de Investigaciones Economicas (CINVE - Uruguay) , Centro de Investigaciones Economicas (CINVE - Uruguay) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: October 03, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper The Millennium Development Goals: Milestones or Millstones? Human Rights Priorities for the Post-2015 Development Agenda
Yale Human Rights and Development Law Journal, Vol. XV, March 2012
Mac Darrow
affiliation not provided to SSRN
Date Posted: October 02, 2011
Last Revised: January 17, 2012
Accepted Paper Series
347 downloads

Incl. Electronic Paper Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects
Min Seong Kim and Yixiao Sun
Ryerson University and University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 01, 2011
Last Revised: October 03, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper Adapting Kernel Estimation to Uncertain Smoothness
LSE STICERD Research Paper No. EM557
Yulia Kotlyarova , Marcia Schafgans and Victoria Zinde‐Walsh
affiliation not provided to SSRN , London School of Economics & Political Science (LSE) and McGill University - Department of Economics
Date Posted: September 30, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper Inference on Power Law Spatial Trends (Running Title: Power Law Trends)
LSE STICERD Research Paper No. EM556
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: September 30, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation
Patrik Guggenberger and Yixiao Sun
University of California, Los Angeles (UCLA) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: September 30, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper More than Mean Effects: Modeling the Effect of Climate on the Higher Order Moments of Crop Yields
Jesse Tack , Ardian Harri and Keith H. Coble
Mississippi State University - Department of Agricultural Economics , Mississippi State University - Department of Agricultural Economics and Mississippi State University - Department of Agricultural Economics
Date Posted: September 30, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper Price-Setting, Monetary Policy and the Contractionary Effects of Productivity Improvements
Massimiliano Tancioni and Francesco Giuli
Sapienza, University of Rome, Dep. of Public Economics and University of Rome III - Department of Economics
Date Posted: September 30, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper The Relationship between Economic Growth and Human Well-Being in Latin America: A Dynamic Time Series Analysis
Edgardo Bucciarelli , Fabrizio Muratore and Michele Alessi
“Gabriele d’Annunzio” University of Chieti-Pescara , “Gabriele d’Annunzio” University of Chieti-Pescara - School of Advanced Studies and “Gabriele d’Annunzio” University of Chieti-Pescara - School of Advanced Studies
Date Posted: September 30, 2011
Working Paper Series
58 downloads

Incl. Fee Electronic Paper Industries at the World Technology Frontier: Measuring R&D Efficiency in a Non-Parametric Dea Framework
CEPR Discussion Paper No. DP8579
Jens Schmidt-Ehmcke and Petra Zloczysti
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: September 29, 2011
Working Paper Series
3 downloads

Incl. Electronic Paper Are There Differences in the Academic Performance between Men and Women in Colombia?: A Regional Analysis
Carolina Cárcamo-Vergara and José Mola-Ávila
Universidad Tecnologica de Bolivar and Universidad Tecnológica de Bolivar
Date Posted: September 29, 2011
Working Paper Series
47 downloads

Bayesian Belief Network Outperforms Linear Regression to Select Shares
Jan Walters Kruger
SBL
Date Posted: September 29, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Asymptotically Informative Prior for Bayesian Analysis
Tinbergen Institute Discussion Paper 11-130/4
Ao Yuan and Jan G. De Gooijer
Howard University and University of Amsterdam - Department of Quantitative Economics (KE)
Date Posted: September 28, 2011
Working Paper Series
8 downloads

Incl. Electronic Paper Bayesian Learning in Share Selection
Jan Walters Kruger
SBL
Date Posted: September 28, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Default Probability Estimation in Small Samples - With an Application to Sovereign Bonds
Discussion Papers in Statistics and Econometrics, University of Cologne, No. 05/2011
Walter Orth
University of Cologne - Department of Statistics and Econometrics
Date Posted: September 28, 2011
Last Revised: February 09, 2012
Working Paper Series
87 downloads

Designing and Analyzing Randomized Experiments: Application to a Japanese Election Survey Experiment
American Journal of Political Science, Vol. 51, No. 3, pp. 669–687, July 2007,
Yusaku Horiuchi , Kosuke Imai and Naoko Taniguchi
Dartmouth College - Department of Government , Princeton University - Department of Politics and affiliation not provided to SSRN
Date Posted: September 28, 2011
Accepted Paper Series

Measuring and Testing the Long-Term Impact of Terrorist Attacks on the U.S. Futures Market
Applied Economics, Volume 45, Pages 225-238.
Rim Zaabar and David K. Wang
CERAM Business School and National University of Kaohsiung
Date Posted: September 28, 2011
Last Revised: June 12, 2013
Accepted Paper Series

Incl. Electronic Paper Jumps and Information Flow in Financial Markets
Review of Financial Studies, Forthcoming
Suzanne S. Lee
Georgia Institute of Technology - Finance Area
Date Posted: September 27, 2011
Accepted Paper Series
79 downloads

Incl. Electronic Paper Introduction to Research Methodologies
INTRODUCTION TO RESEARCH METHODOLOGIES, Africa International University, Khartoum, Sudan
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: September 26, 2011
Last Revised: October 05, 2011
Accepted Paper Series
32 downloads

Incl. Electronic Paper When, Where and How to Perform Efficiency Estimation
IZA Discussion Paper No. 5997
Oleg Badunenko , Daniel J. Henderson and Subal C. Kumbhakar
DIW-Berlin , University of Alabama and State University of New York (SUNY) at Binghamton - Department of Economics
Date Posted: September 25, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Equity Premia and State-Dependent Risks
Midwest Finance Association 2012 Annual Meetings Paper
Michel Normandin , Mohammed Bouaddi and Denis Larocque
HEC Montreal - Institute of Applied Economics , The American University in Cairo and HEC Montreal - Department of Management Sciences
Date Posted: September 25, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper The Judiciary Funded: The Generosity of David Dudley Field
Green Bag 2d, Vol. 14, No. 4, pp. 433-452, Summer 2011, George Mason Law & Economics Research Paper No. 11-41
Ross E. Davies
George Mason University School of Law
Date Posted: September 24, 2011
Accepted Paper Series
25 downloads

Generalized Impulse Response Analysis in a Fractionally Integrated Vector Autoregressive Model
Economics Letters, Forthcoming
Hung Xuan Do , Robert Darren Brooks and Sirimon Treepongkaruna
Monash University , Monash University and University of Western Australia
Date Posted: September 23, 2011
Last Revised: December 25, 2012
Accepted Paper Series

Incl. Electronic Paper Natural Resources Exchange Traded Funds: Performance Appraisal using DEA Modeling
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 250-259, 2011
Ioannis Tsolas
National Technical University of Athens (NTUA)
Date Posted: September 23, 2011
Last Revised: October 31, 2012
Accepted Paper Series
56 downloads

Incl. Electronic Paper Information Structure and Statistical Information in Discrete Response Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 110
Shakeeb Khan and Denis Nekipelov
Duke University - Department of Economics and affiliation not provided to SSRN
Date Posted: September 23, 2011
Accepted Paper Series
51 downloads

Incl. Electronic Paper Stable Mixture GARCH Models
Swiss Finance Institute Research Paper No. 11-39
Simon A. Broda , Markus Haas , Jochen Krause , Marc S. Paolella and Sven C. Steude
University of Amsterdam - Amsterdam School of Economics (ASE) , Ludwig Maximilians University of Munich - Department of Statistics , University of Zurich - Department of Banking and Finance , University of Zurich and University of Zurich - Department of Banking and Finance
Date Posted: September 23, 2011
Last Revised: October 18, 2011
Working Paper Series
213 downloads

Incl. Electronic Paper Analysis of the Fertility Reduction in Colombia: Proximate Determinants Model
Cuadernos de Economía, Vol. 30, No. 54, p. 127, 2011,
Universidad Nacional de Colombia , Camilo Andrés Mesa Salamanca and Gustavo Adolfo Junca Rodriguez
Universidad de los Andes, Colombia , National University of Colombia and affiliation not provided to SSRN
Date Posted: September 22, 2011
Accepted Paper Series
16 downloads

Incl. Electronic Paper Forecasting the Performance of Hedge Fund Styles
Jose Olmo and Marcos Sanso-Navarro
Centro Universitario de la Defensa de Zaragoza and Universidad de Zaragoza
Date Posted: September 22, 2011
Last Revised: April 16, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper Local and Global Agglomeration Patterns: Two Econometrics-Based Indicators
Regional Science and Urban Economics, Vol. 41, No. 3, 2011
Valter Di Giacinto and Marcello Pagnini
Bank of Italy and Bank of Italy
Date Posted: September 22, 2011
Last Revised: March 08, 2012
Accepted Paper Series
7 downloads

Incl. Electronic Paper Markowitz meets Darwin: Portfolio Oversight and Evolutionary Divergence
Johnson School Research Paper Series No. 39-2011
Marcos Lopez de Prado and Matthew Foreman
Hess Energy Trading Company and University of California, Irvine
Date Posted: September 22, 2011
Last Revised: August 08, 2012
Working Paper Series
2511 downloads

Incl. Fee Electronic Paper Do Mergers Really Reduce Costs? Evidence from Hospitals
Economic Inquiry, Vol. 49, Issue 4, pp. 1054-1069, 2011
Teresa D. Harrison
Drexel University - Department of Economics & International Business
Date Posted: September 21, 2011
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper The Impact of AIDS on Income and Human Capital
Economic Inquiry, Vol. 49, Issue 4, pp. 1104-1116, 2011
Pedro Cavalcanti Ferreira , Samuel Pessôa and Marcelo Rodrigues Dos Santos
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 21, 2011
Accepted Paper Series
3 downloads

Incl. Fee Electronic Paper Modeling the Incidence of Self‐Employment: Individual and Employment Type Heterogeneity
Contemporary Economic Policy, Vol. 29, Issue 4, pp. 605-619, 2011
Sarah Brown , Lisa Farrell and Mark N. Harris
University of Leicester - Department of Economics , RMIT University and affiliation not provided to SSRN
Date Posted: September 21, 2011
Accepted Paper Series
2 downloads


 

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