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Abstracts: 489,242
Full Text Papers: 398,123
Authors: 228,655
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Last 12 months: 11,224,159
Last 30 days: 834,566

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SSRN eLibrary Search Results
JEL Code: C1
1,903,508 Total downloads
Showing Papers 1,781 - 1,830 of 8,647
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Learning from Micro-Level Expert Forecasts: Real-Time Data, Regression Trees, and Bagging
Simon Knaus and Fabian Krueger
University of Saint Gallen - SEPS: Economics and Political Sciences and University of Konstanz
Date Posted: August 25, 2011
Working Paper Series

Incl. Electronic Paper Rational Speculative Bubbles and Commodities Markets: Application of Duration Dependence Test
Applied Financial Economics, Forthcoming
Peter Went , Benjamas Jirasakuldech and Riza Emekter
GARP Research Center , University of the Pacific (UOP) - Eberhardt School of Business and Robert Morris University
Date Posted: August 25, 2011
Accepted Paper Series
117 downloads

Incl. Electronic Paper Hedge Funds: The Good, the (Not-So) Bad, and the Ugly
Yong Chen , Michael T. Cliff and Haibei Zhao
Texas A&M University (TAMU) - Department of Finance , Analysis Group and Georgia State University - Department of Finance
Date Posted: August 24, 2011
Last Revised: March 16, 2012
Working Paper Series
178 downloads

Incl. Electronic Paper Tournament Qualification, Seeding and Selection Effciency: An Analysis of the PGA TOUR's FedExCup
Tuck School of Business Working Paper No. 2011-96
Robert A. Connolly Jr. and Richard J. Rendleman
University of North Carolina (UNC) at Chapel Hill - Finance Area and Tuck School of Business
Date Posted: August 24, 2011
Last Revised: September 02, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Is Real Estate a Good Way to Diversify in Times of Financial Crisis?
Stephane Dubreuille , Stephane Fourneaux and Sebastien Lleo
Reims Management School (RMS) , Reims Management School (RMS) and Reims Management School (RMS)
Date Posted: August 22, 2011
Last Revised: November 26, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Combination Schemes for Turning Point Predictions
Tinbergen Institute Discussion Paper No. 11-123/4
Monica Billio , Roberto Casarin , Francesco Ravazzolo and H. K. van Dijk
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics , Norges Bank and Tinbergen Institute
Date Posted: August 22, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form
Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: August 22, 2011
Last Revised: May 18, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Identifying Structural Shocks Behind Loan Supply Fluctuations in Russia
BOFIT Discussion Paper No. 20/2011
Elena B. Deryugina and Alexey A. Ponomarenko
Central Bank of Russia and Central Bank of Russia
Date Posted: August 22, 2011
Last Revised: November 24, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Paid-Incurred Chain Reserving Method with Dependence Modeling
Sebastian Happ and Mario V. Wuthrich
University of Hamburg and ETH Zurich, RiskLab, Department of Mathematics
Date Posted: August 22, 2011
Working Paper Series
186 downloads

Incl. Electronic Paper Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels
Swiss Finance Institute Research Paper No. 11-32
Marcelo Fernandes , O. Scaillet and Eduardo F. Mendes
Queen Mary University of London - Economics Department , University of Geneva - HEC and Northwestern University
Date Posted: August 22, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Luc Bauwens , Gary Koop , Dimitris Korobilis and J. V. K. Rombouts
Université catholique de Louvain , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow and HEC Montreal
Date Posted: August 21, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Cyclical Fluctuations in the Mediterranean Basin
ECB Working Paper No. 1367
Fabio Canova and Matteo Ciccarelli
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and European Central Bank (ECB)
Date Posted: August 19, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data
William Davidson Institute Working Paper No. 1015
Evzen Kocenda and Martin Vojtek
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: August 19, 2011
Working Paper Series
56 downloads

Incl. Electronic Paper Estimating Correlated Jumps and Stochastic Volatilities
IES Working Paper No. 35/2011
Jiri Witzany
University of Economics
Date Posted: August 19, 2011
Last Revised: November 18, 2011
Working Paper Series
58 downloads

Incl. Electronic Paper Factors, Characteristics and Endogenous Structural Breaks: Evidence from Japan
Pin-Huang Chou , Kuan-Cheng Ko and Shinn-Juh Lin
National Central University , National Chi Nan University - College of Management and National Chengchi University
Date Posted: August 18, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Lower Partial Moments-Proxy of Downside Risk
Interdisciplinary Journal of Contemporary Research In Business, Vol. 3, No. 2, pp. 1069-1084, June 2011
Usman Ayub , Qaiser Abbas , Syed Kashif Saeed and Shahid Mehmood Sargana
COMSATS Institute of Information Technology , CIIT , COMSATS Institute of Information Technology and CIIT
Date Posted: August 18, 2011
Last Revised: August 23, 2011
Accepted Paper Series
51 downloads

Incl. Electronic Paper The Breakdown of Standard Microstructure Techniques: And What to Do About it
Craig W. Holden and Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: August 18, 2011
Last Revised: November 14, 2011
Working Paper Series
161 downloads

Incl. Electronic Paper Semi-Nonparametric Estimation of the Call Price Surface Under Strike and Time-to-expiry No-Arbitrage Constraints
Matthias R. Fengler and Lin-Yee Hin
University of St. Gallen - School of Economics and Political Science and Department of Mathematics & Statistics, Curtin University of Technology
Date Posted: August 17, 2011
Last Revised: April 27, 2013
Working Paper Series
105 downloads

Incl. Electronic Paper A Review of Statistical Model Selection Criteria: Application to Prediction in Regression, Histograms, and Finite Mixture Models
Stanley L. Sclove
University of Illinois at Chicago - Information & Decision Sciences Department
Date Posted: August 17, 2011
Working Paper Series
71 downloads

Incl. Electronic Paper Augmented Dickey Fuller Test
Rizwan Mushtaq
International Islamic University Islamabad Pakistan
Date Posted: August 17, 2011
Working Paper Series
122 downloads

Claims Development Result in the Paid-Incurred Chain Reserving Method
Insurance: Mathematics and Economics, Forthcoming
Sebastian Happ , Michael Merz and Mario V. Wuthrich
University of Hamburg , University of Hamburg and ETH Zurich, RiskLab, Department of Mathematics
Date Posted: August 17, 2011
Last Revised: July 04, 2012
Accepted Paper Series

Incl. Electronic Paper How to Predict the Frequency of Voting Events in Actual Elections
Florenz Plassmann and T. Nicolaus Tideman
SUNY at Binghamton, Department of Economics and Virginia Polytechnic Institute & State University - Department of Economics
Date Posted: August 17, 2011
Last Revised: March 20, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
MIT Department of Economics Working Paper No. 11-18
Victor Chernozhukov and Ivan Fernandez-Val
Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Date Posted: August 16, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper A Re-Examination of Diversification and Firm Productivity
AAA 2012 Management Accounting Section (MAS) Meeting Paper
Hsihui Chang , Guy Dinesh Fernando , Dhinu Srinivasan and Arindam Tripathy
Drexel University , SUNY Albany , University of Pittsburgh - Katz Graduate School of Business and University of Washington, Tacoma
Date Posted: August 15, 2011
Working Paper Series
155 downloads

Incl. Electronic Paper Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval between IPO and SEO in China
Yang Ni , ShaSha Guo and David E. A. Giles
Shanghai Jiao Tong University (SJTU) , affiliation not provided to SSRN and University of Victoria - Economics
Date Posted: August 15, 2011
Working Paper Series
78 downloads

Incl. Electronic Paper Performance Analysis of Log-Optimal Portfolio Strategies with Transaction Costs
Mihály Ormos and András Urbán
Budapest University of Technology and Economics - Department of Finance and Budapest University of Technology and Economics
Date Posted: August 15, 2011
Working Paper Series
98 downloads

Incl. Electronic Paper The Economic Impact of Microcredit in a Region of Southern Tunisia
Nahla Dhib
affiliation not provided to SSRN
Date Posted: August 15, 2011
Last Revised: November 25, 2011
Working Paper Series
42 downloads

Incl. Fee Electronic Paper Asset Pricing Under Rational Learning About Rare Disasters
CEPR Discussion Paper No. DP8514
Christos Koulovatianos and Volker Wieland
University of Nottingham and University of Frankfurt
Date Posted: August 12, 2011
Working Paper Series
4 downloads

Incl. Electronic Paper Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
Swiss Finance Institute Research Paper No. 11-29
Didier Sornette , Ryan Woodard , Wanfeng Yan and Wei-Xing Zhou
Swiss Finance Institute , ETH Zurich , ETH Zurich and East China University of Science and Technology - School of Business
Date Posted: August 12, 2011
Working Paper Series
133 downloads

Incl. Electronic Paper Estimating the Effects of Recent Disability Reforms in the Netherlands
Tinbergen Institute Discussion Paper No. 11-121/3
Jan-Maarten van Sonsbeek and Raymond Gradus
UWV and The Netherlands Ministry of Social Affairs and Employment
Date Posted: August 12, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Fiscal Volatility Shocks and Economic Activity
PIER Working Paper No. 11-022
Jesús Fernández-Villaverde , Pablo Guerron-Quintana , Keith Kuester and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics , Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Duke University - Department of Economics
Date Posted: August 12, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Innovation Subsidies: Does the Funding Source Matter for Innovation Intensity and Performance? Empirical Evidence from Germany
ZEW - Centre for European Economic Research Discussion Paper No. 11-053
Dirk Czarnitzki and Cindy Lopes Bento
Centre for European Economic Research (ZEW) and CEPS/INSTEAD
Date Posted: August 12, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Conditional Quantile Processes Based on Series or Many Regressors
MIT Department of Economics Working Paper No. 11-15
Alexandre Belloni , Victor Chernozhukov and Ivan Fernandez-Val
Massachusetts Institute of Technology (MIT) - Operations Research Center , Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Date Posted: August 11, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Fiscal Volatility Shocks and Economic Activity
FRB of Philadelphia Working Paper No. 11-32
Jesús Fernández-Villaverde , Pablo Guerron-Quintana , Keith Kuester and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics , Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Duke University - Department of Economics
Date Posted: August 11, 2011
Working Paper Series
13 downloads

How Robust is the Var-Based Expectation of the Federal Reserve Board (FRB/US) to Model-Selection Uncertainty?
International Journal of Applied Economics, Vol. 5, No. 1, pp. 54-84, March 2008
Islam Azzam
The American University in Cairo - School of Business and Economics
Date Posted: August 11, 2011
Accepted Paper Series

Incl. Electronic Paper Similar-on-The-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
Cowles Foundation Discussion Paper No. 1815
Donald W. K. Andrews
Yale University - Cowles Foundation
Date Posted: August 11, 2011
Working Paper Series
18 downloads

The Effect of Model-Selection Uncertainty on Autoregressive Models Estimates
International Research Journal of Finance and Economics, No. 11, pp. 79-92, September 2007
Islam Azzam
The American University in Cairo - School of Business and Economics
Date Posted: August 11, 2011
Accepted Paper Series

Incl. Electronic Paper Efficient and Robust Estimation for Financial Returns: An Approach Based on q-Entropy
Davide Ferrari and Sandra Paterlini
affiliation not provided to SSRN and EBS Universität für Wirtschaft und Recht
Date Posted: August 10, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Generalized Direct Sampling for Hierarchical Bayesian Models
McCombs Research Paper Series No. IROM-02-11, MIT Sloan Research Paper No. 4925-11
Michael Braun and Paul Damien
MIT Sloan School of Management and University of Texas at Austin - McCombs School of Business
Date Posted: August 10, 2011
Last Revised: September 26, 2012
Working Paper Series
83 downloads

Incl. Electronic Paper Joint Default Events and Correlated Migration Moves
Péter Dobránszky
BNP Paribas, Risk - Investment & Markets
Date Posted: August 10, 2011
Working Paper Series
78 downloads

Incl. Electronic Paper Long-Term Incentives, Managerial Effort and Supervisor Evaluation Bias
AAA 2012 Management Accounting Section (MAS) Meeting Paper
Nicola Dalla Via , Frank G. H. Hartmann and Paolo Collini
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) , Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and University of Trento - Department of Economics
Date Posted: August 10, 2011
Last Revised: December 01, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper Measure the Energy Market Integration in East Asia: A Principal Component Analysis Approach
Miaojie Yu
Peking University - China Center for Economic Research (CCER)
Date Posted: August 10, 2011
Working Paper Series
28 downloads

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading
Journal of Banking and Finance, Forthcoming
Yuxing Yan and Shaojun Zhang
Hofstra University and Hong Kong Polytechnic University
Date Posted: August 09, 2011
Accepted Paper Series

Incl. Electronic Paper Motivations of Electronic Word-of-Mouth Communications by Reviewers: A Proposed Study
Vic Matta and Raymond Frost
Ohio University - Department of Management Information Systems and Ohio University - Department of Management Information Systems
Date Posted: August 09, 2011
Working Paper Series
182 downloads

Incl. Electronic Paper Visualizing Multiple Quantile Plots
CentER Working Paper Series No. 2011-085
Marko A.A. Boon , Ian W. McKeague and John H. J. Einmahl
Eindhoven University of Technology (TUE) , affiliation not provided to SSRN and Tilburg University - Department of Econometrics & Operations Research
Date Posted: August 08, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper Testing for Symmetry of Distribution

Date Posted: August 07, 2011
Last Revised: October 30, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Operational-Risk Dependencies and the Determination of Risk Capital
Center for Quantitative Risk Analysis (CEQURA) Working Paper No. 3
Stefan Mittnik , Sandra Paterlini and Tina Yener
University of Kiel - Institute of Statistics & Econometrics , EBS Universität für Wirtschaft und Recht and Ludwig Maximilians University of Munich
Date Posted: August 06, 2011
Working Paper Series
189 downloads

An Analysis of Estimates Arising from the Tennessee Econometric Model as Presented in an Economic Report to the Governor: A Report to the State Funding Board, 1995
Joe Adams
Public Affairs Research Council of Alabama
Date Posted: August 05, 2011
Working Paper Series

Incl. Electronic Paper A Test for Long Memory in the Conditional Correlation of Bivariate Returns to Stock and Bond Market Index Futures
Kirt C. Butler , William Christopher Gerken and Katsushi Okada
Michigan State University , University of Kentucky - Finance and affiliation not provided to SSRN
Date Posted: August 04, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Algebraic Theory of Indentification in Parametric Models
Andrzej Kociecki
National Bank of Poland
Date Posted: August 04, 2011
Working Paper Series
13 downloads


 

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