Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months:
69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

CiteReader:  What's this?
Papers with
  Resolved
  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links:
5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C2
1,138,111 Total downloads
Showing Papers 1,851 - 1,900 of 8,173
Sort By
1 2 3 4 ... Last | Next >


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
53 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
76 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
42 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
40 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
14 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
23 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
123 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
142 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
64 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

Incl. Electronic Paper Another Look at the Identification at Infinity of Sample Selection Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 102
Arnaud Maurel and Xavier d'Haultfoeuille
Duke University - Department of Economics and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: July 08, 2011
Accepted Paper Series
28 downloads

Incl. Electronic Paper Broadband Internet: An Information Superhighway to Sex Crime?
Manudeep Bhuller , Tarjei Havnes , Edwin Leuven and Magne Mogstad
Statistics Norway , University of Oslo - Department of Economics , University of Amsterdam - Faculty of Economics and Business (FEB) and Statistics Norway
Date Posted: July 08, 2011
Working Paper Series
127 downloads

Incl. Electronic Paper Estimating Non-Linear Models with Multiple Fixed Effects: A Computational Note
Banco de Espana Working Paper No. 1114
Laura Hospido
Bank of Spain - Research Department
Date Posted: July 08, 2011
Working Paper Series
11 downloads

Incl. Electronic Paper Inference on an Extended Roy Model, with an Application to Schooling Decisions in France
Economic Research Initiatives at Duke (ERID) Working Paper No. 101
Arnaud Maurel and Xavier d'Haultfoeuille
Duke University - Department of Economics and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: July 08, 2011
Accepted Paper Series
46 downloads

Incl. Electronic Paper The Impact of Short Sale Restrictions on Stock Volatility: Evidence from Taiwan
International Journal of Business and Finance Research, Vol. 5, No. 4, pp. 89-98, 2011
Shih Yung Wei and Jack J.W. Yang
National Taiwan University of Science and Technology and National Yunlin University of Science and Technology
Date Posted: July 07, 2011
Accepted Paper Series
61 downloads

Incl. Electronic Paper Avoiding the Pitfalls of Instrumental Variables Estimation with Few or Many Instruments
Michael P. Murray
Bates College
Date Posted: July 05, 2011
Working Paper Series
96 downloads

Incl. Electronic Paper Predicting Swings in Exchange Rates with Macro Fundamentals
Shiu-Sheng Chen
National Taiwan University - Department of Economics
Date Posted: July 05, 2011
Last Revised: October 28, 2011
Working Paper Series
126 downloads

Which Household Attitudes Determine the Store Type Choice for Meat?
Journal of Retailing and Consumer Services, Vol. 18, No. 3, pp. 224-234, May 2011
Alexander Staus
University of Hohenheim
Date Posted: July 05, 2011
Accepted Paper Series

Incl. Electronic Paper Labor Supply Elasticities in Europe and the US
IZA Discussion Paper No. 5820
Olivier Bargain , Kristian Orsini and Andreas Peichl
Institute for the Study of Labor (IZA) , KU Leuven and Institute for the Study of Labor (IZA)
Date Posted: July 04, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Career Changers in Teaching Jobs: A Case Study Based on the Swiss Vocational Education System
IZA Discussion Paper No. 5806
Stefani Hof , Mirjam Strupler and Stefan C. Wolter
affiliation not provided to SSRN , affiliation not provided to SSRN and Swiss Coordination Centre for Research in Education (SKBF)
Date Posted: July 04, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Underlying Trends and International Price Transmission of Agricultural Commodities
Asian Development Bank Economics Working Paper Series No. 257
Atanu Ghoshray
University of Bath - Department of Economics
Date Posted: July 03, 2011
Working Paper Series
81 downloads

Incl. Electronic Paper American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
Lars Stentoft
HEC Montréal - Department of Finance
Date Posted: July 02, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper Corporate Governance and Transparency in Japan
Hiroyuki Aman , Wendy Beekes and Philip R. Brown
Kwansei Gakuin University , Lancaster University - Department of Accounting and Finance and University of Western Australia - Department of Accounting and Finance
Date Posted: July 01, 2011
Working Paper Series
202 downloads

Incl. Electronic Paper Entrepreneurial Intentions Among Business Students in Pakistan
Journal of Business Systems, Governance and Ethics, Vol. 5, No. 2, 2011
Asma Hyder , Abdulla Azhar , Annum Javaid and Mohsin Rehman
National University of Sciences and Techonology (NUST) Business School , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: July 01, 2011
Accepted Paper Series
111 downloads

Incl. Electronic Paper Job Creation and the Intra-Distribution Dynamics of the Firm Size Distribution
WIFO Working Paper No. 395/2011
Peter Huber , Michael Pfaffermayr and Harald Oberhofer
Austrian Institute of Economic Research (WIFO) , University of Innsbruck - Department of Economics and University of Salzburg - Department of Economics and Social Sciences
Date Posted: July 01, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper On Wage Formation, Wage Flexibility and Wage Coordination: A Focus on the Wage Impact of Productivity in Germany, Greece, Ireland, Portugal, Spain and the United States
Marga Peeters and Ard den Reijer
De Nederlandsche Bank and Sveriges Riksbank - Monetary Policy
Date Posted: July 01, 2011
Last Revised: March 07, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper Do Fundamentally-Adjusted Valuation Multiples Improve Valuation Accuracy? The Case of the Polish Stock Market
Accounting & Taxation, Vol. 3, No. 1, pp. 57-70, 2011
Jacek Welc
Wroclaw University of Economics
Date Posted: June 30, 2011
Accepted Paper Series
55 downloads

Incl. Fee Electronic Paper Estimating Time‐Varying Bargaining Power: A Fishery Application
Economic Inquiry, Vol. 49, Issue 3, pp. 685-696, 2011
Harrison G. Fell and Alan Haynie
Resources for the Future and affiliation not provided to SSRN
Date Posted: June 29, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Data-Driven Bandwidth Selection for Nonparametric Nonstationary Regressions
Federico M. Bandi , Valentina Corradi and Daniel Wilhelm
University of Chicago - Booth School of Business , University of Warwick - Department of Economics and University of Chicago - Booth School of Business
Date Posted: June 29, 2011
Last Revised: July 04, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper On the High-Frequency Dynamics of Hedge Fund Risk Exposures
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: June 29, 2011
Last Revised: December 15, 2011
Working Paper Series
372 downloads

Incl. Electronic Paper Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
HKIMR Working Paper No.17/2011
Shu Ping Shi , Peter C. B. Phillips and Jun Yu
Australian National University (ANU) , Yale University - Cowles Foundation and Singapore Management University
Date Posted: June 29, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Trans-Pacific Economic Relations and US-China Business Cycles: Convergence within Asia Versus US Economic Leadership
ADBI Working Paper No. 292
Andrew J. Hughes Hallett and Christian Richter
George Mason University - School of Public Policy and University of East London - Royal Docks Business School
Date Posted: June 29, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
Forthcoming, Journal of Futures Markets
Lin Gao and Lu Liu
University of Saint Gallen - Swiss Institute of Banking and Finance and Lund University - Department of Economics
Date Posted: June 26, 2011
Last Revised: November 06, 2012
Accepted Paper Series
126 downloads

Incl. Electronic Paper Trade, Environment and Democracy: Cross-Country Time Series Evidence for 1970-2006
Víctor Hernán Aguiar
FLACSO Sede Ecuador Economía del Desarrollo
Date Posted: June 26, 2011
Last Revised: January 12, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper Money and Inflation in the Euro Area During the Financial Crisis
DIW Berlin Discussion Paper No. 1131
Christian Dreger and Jürgen Wolters
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: June 24, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Private Equity, Buy-Outs and Insolvency Risk
Nick Wilson and Mike Wright
Credit Management Research Centre - University of Leeds and Nottingham University Business School
Date Posted: June 24, 2011
Working Paper Series
168 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo1 in 4.218 seconds