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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C2
1,124,635 Total downloads
Showing Papers 1,761 - 1,810 of 8,107
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Incl. Electronic Paper Price Discovery and Trade Fragmentation in a Multi - Market Environment: Evidence from the MTS System
CESifo Working Paper Series No. 3525
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University - Centre for Empirical Finance and National Institute of Statistics (ISTAT)
Date Posted: July 26, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Measuring Time Use in Surveys – How Valid are Time Use Questions in Surveys? Concordance of Survey and Experience Sampling Measures
Bettina Sonnenberg , Michaela Riediger , Cornelia Wrzus and Gert G. Wagner
German Institute for Economic Research (DIW Berlin) , Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development , Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development and German Institute for Economic Research (DIW Berlin)
Date Posted: July 26, 2011
Working Paper Series
28 downloads

Incl. Electronic Paper The Decoupling of Monetary Policy from Long-Term Interest Rates in the U.S. and Germany
Matthew Greenwood-Nimmo , Yongcheol Shin , Till van Treeck and Byungchul Yu
University of Melbourne , University of York (UK) - Department of Economics and Related Studies , Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK) and Dong-A University Business School
Date Posted: July 25, 2011
Last Revised: May 17, 2013
Working Paper Series
70 downloads

Incl. Electronic Paper Using the Helmert-Transformation to Reduce Dimensionality in a Mixed Model: Application to a Wage Equation with Worker and Firm Heterogeneity
IZA Discussion Paper No. 5847
Øivind Anti Nilsen , Arvid Raknerud and Terje Skjerpen
Norwegian School of Economics (NHH) - Department of Economics , Statistics Norway - Research Department and Statistics Norway
Date Posted: July 24, 2011
Working Paper Series
6 downloads

Incl. Electronic Paper Growth and Productivity: The Role of Government Debt
Technical University of Lisbon Department of Economics Working Paper No. 13/2011/DE/UECE
Antonio Afonso and João Tovar Jalles
Technical University of Lisbon - ISEG (School of Economics and Management) and University of Aberdeen - Business School
Date Posted: July 24, 2011
Working Paper Series
123 downloads

Incl. Electronic Paper The Effect of Round-off Error on Long Memory Processes
Gabriele La Spada and Fabrizio Lillo
Princeton University - Department of Economics and University of Palermo
Date Posted: July 23, 2011
Last Revised: March 17, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Export Diversification and Development - Empirical Assessment
Universita' Politecnica delle Marche Dipartimento di Scienze Economiche e Sociali Working Paper No. 359
Aleksandra Parteka and Massimo Tamberi
Gdansk University of Technology - Faculty of Management and Economics and Università Politecnica delle Marche - Faculty of Economics
Date Posted: July 22, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper On the Economic Determinants of Oil Production - Theoretical Analysis and Empirical Evidence for Small Exporting Countries
FEEM Working Paper No. 54.2011
Alessandro Cologni and Matteo Manera
Edison S.p.A and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: July 22, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Socioeconomic Factors and Water Quality in California
FEEM Working Paper No. 51.2011
Y. Hossein Farzin and Kelly A. Grogan
University of California, Davis - Department of Agricultural and Resource Economics and University of Florida - Food & Resource Economics Department
Date Posted: July 22, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Competitiveness Channel in Poland and Slovakia: A Pre-EMU DSGE Analysis
Andrzej Torój
National Bank of Poland
Date Posted: July 21, 2011
Working Paper Series
24 downloads

Incl. Fee Electronic Paper On the High-Frequency Dynamics of Hedge Fund Risk Exposures
CEPR Discussion Paper No. DP8479
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: July 20, 2011
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Absorptive Capacity and the Growth Effects of Regional Transfers: A Regression Discontinuity Design with Heterogeneous Treatment Effects
CEPR Discussion Paper No. DP8474
Sascha O. Becker , Peter Egger and Maximilian von Ehrlich
University of Warwick , ETH Zürich and Ludwig Maximilians University of Munich - Center for Economic Studies (CES)
Date Posted: July 20, 2011
Working Paper Series
7 downloads

Incl. Fee Electronic Paper ECB Reaction Functions and the Crisis of 2008
CEPR Discussion Paper No. DP8472
Stefan Gerlach and John Lewis
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS) and De Nederlandsche Bank - Econometric Research and Special Studies
Date Posted: July 20, 2011
Working Paper Series
5 downloads

Incl. Electronic Paper Managerial Capabilities, Farm Efficiency and Price Signals: Their Influence on Farmers’ Export Participation
Amit Kumar Dwivedi and Prahadeeswaran M.
Entrepreneurship Development Institute of India (EDI) and affiliation not provided to SSRN
Date Posted: July 20, 2011
Working Paper Series
9 downloads

Incl. Electronic Paper Racial/Ethnic Differences in High Return Investment Ownership: A Decomposition Analysis
Journal of Financial Counseling and Planning, Vol. 21, No. 2, pp. 44-59, 2010
Sherman D. Hanna , Cong Wang and Yoonkyung Yuh
Ohio State University (OSU) , affiliation not provided to SSRN and Ewha Womans University
Date Posted: July 19, 2011
Accepted Paper Series
23 downloads

Incl. Electronic Paper Taxation and Political Stability
Fernando Estrada , Mihai Ioan Mutascu and Aviral Kumar Tiwari
Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales , affiliation not provided to SSRN and ICFAI University Tripura
Date Posted: July 19, 2011
Working Paper Series
39 downloads

A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics
Applied Economics Letters, Vol. 12, No. 12, pp. 775-780, 2005
Sergio Bianchi
University of Cassino
Date Posted: July 18, 2011
Accepted Paper Series

Incl. Electronic Paper A New Distribution-Based Test of Self-Similarity
Fractals-Complex Geometry Patterns and Scaling in Nature and Society, Vol. 12, No. 3, pp. 331-346, 2004
Sergio Bianchi
University of Cassino
Date Posted: July 18, 2011
Accepted Paper Series
9 downloads

Incl. Electronic Paper Financial Portfolio Selection in a Nonstationary Gaussian Framework
The Role of the University in the Analysis of Current Economic Crisis - Spiru Haret University, Bucharest: România de Mâine Publishing House, Vol. 1, pp. 619-627, May 28, 2009,
Sergio Bianchi , Alexandre Pantanella and Augusto Pianese
University of Cassino , University of Cassino and affiliation not provided to SSRN
Date Posted: July 18, 2011
Accepted Paper Series
46 downloads

Incl. Electronic Paper Global Asset Return in Pension Funds: A Dynamical Risk Analysis
Mathematical Methods in Economics and Finance, Vol. 3, No. 2, pp. 1-16
Sergio Bianchi and Alessandro Trudda
University of Cassino and Università degli Studi di Sassari
Date Posted: July 18, 2011
Accepted Paper Series
56 downloads

Iranian Crude Oil Marketing & Sale After The Islamic Republic
The 14th International Conference of The American Society of Business and Behavioral Sciences (ASBBS), France, June 2011
Sara Vakhshouri
affiliation not provided to SSRN
Date Posted: July 18, 2011
Last Revised: August 08, 2011
Accepted Paper Series

Incl. Electronic Paper Knock-On Effect of Non-Manufacturing Regulation on Manufacturing Sectors Efficiency and Productivity
Marco Fioramanti
ISTAT - Italian National Institute of Statistics
Date Posted: July 18, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper Minimum Risk Portfolios Using MMAR
MCBE'09 Proceedings of the 10th WSEAS International Conference on Mathematics and Computers in Business and Economics
Alexandre Pantanella and Augusto Pianese
University of Cassino and affiliation not provided to SSRN
Date Posted: July 18, 2011
Accepted Paper Series
71 downloads

Incl. Electronic Paper Modeling and Simulation of Currency Exchange Rates Using MPRE
2010 International Conference on Modeling, Simulation and Control, pp. 148-153, Cairo Egypt
Sergio Bianchi , Alexandre Pantanella and Augusto Pianese
University of Cassino , University of Cassino and affiliation not provided to SSRN
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series
41 downloads

Modeling Stock Price Movements: Multifractality or Multifractionality?
Quantitative Finance, Vol. 7, No. 3, pp. 301-319
Sergio Bianchi and Augusto Pianese
University of Cassino and affiliation not provided to SSRN
Date Posted: July 18, 2011
Accepted Paper Series

Modeling Stock Prices by Multifractional Brownian Motion: An Improved Estimation of the Pointwise Regularity
Quantitative Finance, Forthcoming
Sergio Bianchi , Alexandre Pantanella and Augusto Pianese
University of Cassino , University of Cassino and affiliation not provided to SSRN
Date Posted: July 18, 2011
Accepted Paper Series

Incl. Electronic Paper Multiscaling in the Distribution of the Exchange Rates
WSEAS Transactions on Mathematics, Vol. 6, No. 2, pp. 354-360, 2006
Sergio Bianchi and Augusto Pianese
University of Cassino and University of Cassino
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series
28 downloads

Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance
International Journal of Theoretical and Applied Finance, Vol. 8, No. 2, pp. 255-281, 2005
Sergio Bianchi
University of Cassino
Date Posted: July 18, 2011
Accepted Paper Series

Scaling Laws in Stock Markets: An Analysis of Prices and Volumes
MATHEMATICAL AND STATISTICAL METHODS FOR INSURANCE AND FINANCE, Vol. XIV, pp. 35-42, Perna, Cira, Sibillo, Marilena, eds., Springer, 2008
Sergio Bianchi and Augusto Pianese
University of Cassino and University of Cassino
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series

Incl. Electronic Paper Stock Returns Declustering Under Time Dependent Hölder Exponent
2010 International Conference on E-business, Management and Economics, pp. 14-21, Hong Kong,China, 2010
Sergio Bianchi and Alexandre Pantanella
University of Cassino and University of Cassino
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series
38 downloads

Incl. Electronic Paper Financial Volatility Forecasting
Economic & Financial Computing, Vol. 10, No. 3, Autumn 2000
Michalis N. Vafopoulos
National Technical University of Athens (NTUA)
Date Posted: July 17, 2011
Accepted Paper Series
51 downloads

Incl. Electronic Paper Risk Spillovers in International Equity Portfolios
Matteo Bonato , Massimiliano Caporin and Angelo Ranaldo
UBS AG , University of Padova - Department of Economics and Management "Marco Fanno" and University of St. Gallen
Date Posted: July 17, 2011
Last Revised: March 11, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper A Gini-Based Methodology for Identifying and Analyzing Time Series with Non-Normal Innovations
Amit Shelef and Edna Schechtman
Ben-Gurion University of the Negev, Department of Industrial Engineering and Management and Ben-Gurion University of the Negev - Department of Industrial Engineering and Management
Date Posted: July 16, 2011
Last Revised: January 26, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Simulation of Historical Time Series Using MPRE, A Focus on Correlation in Squared Returns
Proceedings of the International Conference on Mathematics, Business and Economics 2011 IASI ROMANIA
Alexandre Pantanella and Massimiliano Frezza
University of Cassino and affiliation not provided to SSRN
Date Posted: July 16, 2011
Last Revised: July 20, 2011
Accepted Paper Series
22 downloads

Bayesian Forecasting of Federal Funds Target Rate Decisions
Tinbergen Institute Discussion Paper No. 11-093/4
Sjoerd van den Hauwe , Dick J. C. van Dijk and Richard Paap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 15, 2011
Working Paper Series

Incl. Electronic Paper Dating Business Cycles in a Historical Perspective: Evidence for Switzerland
KOF working papers / KOF Swiss Economic Institute, ETH Zurich; 284
Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin) - Department of International Economics
Date Posted: July 15, 2011
Working Paper Series
23 downloads

Fractal Properties of Some European Electricity Markets
INTERNATIONAL JOURNAL OF FINANCIAL MARKETS AND DERIVATIVES, Vol. 1, No. 4, pp. 395-421
Sergio Bianchi , Iva De Bellis and Augusto Pianese
University of Cassino , University of Cassino and affiliation not provided to SSRN
Date Posted: July 15, 2011
Accepted Paper Series

Incl. Electronic Paper In Tandem for Cohesion? Synergies and Conflicts between Regional and Agricultural Policies of the European Union
LEQS Paper No. 40
Riccardo Crescenzi , Fabrizio de Filippis and Fabio Pierangeli
London School of Economics & Political Science (LSE) - Department of Geography and Environment , University of Rome III - Department of Economics and INEA - Istituto Nazionale di Economia Agraria
Date Posted: July 15, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Institutions and the Volatility Curse
Weishu Leong and Kamiar Mohaddes
University of Cambridge - Faculty of Economics and Politics and University of Cambridge - Faculty of Economics and Politics
Date Posted: July 15, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Pointwise Regularity Exponents and Market Cross-Correlations
INTERNATIONAL REVIEW OF BUSINESS RESEARCH PAPERS, Vol. 6, No. 2, pp. 39-51
Sergio Bianchi and Alexandre Pantanella
University of Cassino and University of Cassino
Date Posted: July 15, 2011
Accepted Paper Series
13 downloads

Incl. Electronic Paper Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets
International Journal of Trade, Economics and Finance, Vol. 2, No. 1, pp. 52-60
Sergio Bianchi and Alexandre Pantanella
University of Cassino and University of Cassino
Date Posted: July 15, 2011
Accepted Paper Series
21 downloads

Incl. Electronic Paper Fundamental Growth Factors of the Hungarian Economy
György Simon Jr.
Corvinus University of Budapest
Date Posted: July 14, 2011
Last Revised: May 15, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper The Foregone Recreation Value of Lake Ülemiste
Discussions on Estonian Economic Policy, January 2011
Sirje Pädam and Üllas Ehrlich
Tallinn University of Technology (TUT) and Tallinn University of Technology (TUT) - Faculty of Economics
Date Posted: July 14, 2011
Last Revised: February 04, 2012
Accepted Paper Series
7 downloads

Incl. Electronic Paper Analysis of Public Goods Experiments Using Dynamic Panel Regression Models
Rich Ashley , Sheryl B. Ball and Catherine C. Eckel
affiliation not provided to SSRN , Virginia Polytechnic Institute & State University - Department of Economics and Texas A&M University
Date Posted: July 13, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Out of Sight, Out of Mind: The Value of Political Connections in Social Networks
Quoc-Anh Do , Yen Teik Lee , Bang Dang Nguyen and Kieu-Trang Nguyen
Sciences Po - Department of Economics , Singapore Management University - School of Business , University of Cambridge - Judge Business School and London School of Economics & Political Science
Date Posted: July 13, 2011
Last Revised: August 29, 2011
Working Paper Series
122 downloads

Incl. Electronic Paper Extreme-Quantile Tracking for Financial Time Series
Swiss Finance Institute Research Paper No. 11-27
V. Chavez-Demoulin , Paul Embrechts and Sylvain Sardy
Swiss Federal Institute of Technology Zurich , Swiss Federal Institute of Technology Zurich and affiliation not provided to SSRN
Date Posted: July 12, 2011
Working Paper Series
139 downloads

Incl. Electronic Paper Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel
CESifo Working Paper Series No. 3502
Guglielmo Maria Caporale and Marinko Skare
Brunel University - Centre for Empirical Finance and Juraj Dobrila University of Pula
Date Posted: July 11, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Income and Democracy: Revisiting the Evidence
Banco de Espana Working Paper No. 1115
Enrique Moral-Benito and Cristian Bartolucci
Bank of Spain and affiliation not provided to SSRN
Date Posted: July 11, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper The Causal Effect of Family Difficulties During Childhood on Adult Labour Market Outcomes
CEIS Working Paper No. 203
Emanuele Millemaci and Dario Sciulli
University of Messina - Dipartimento di Economia (W.Pareto) and Department of Economics - University of Chieti-Pescara
Date Posted: July 11, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Does the Information Content of Option Prices Add Value for Asset Allocation?
ICMA Centre Discussion Paper No. DP2011-03
Vladimir V. Zdorovenin and Jacques Pezier
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: July 09, 2011
Last Revised: December 17, 2012
Working Paper Series
78 downloads


 

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