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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 561,497
Full Text Papers: 463,976
Authors: 260,663
Papers Received in
  Last 12 months:
63,920

Paper Downloads:
To date: 77,982,266
Last 12 months: 9,685,714
Last 30 days: 662,946

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262,270
Total References: 9,034,735
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Total Citation
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5,983,061
Papers with
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  Footnotes:
92,654
Total Footnotes: 9,166,729


SSRN eLibrary Search Results
JEL Code: C22
606,921 Total downloads
Showing Papers 1,851 - 1,900 of 3,826
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Incl. Electronic Paper Which Factors are Priced? An Application of the Fama French Three-Factor Model in Australia
Duc Hong Vo
Economic Regulation Authority
Date Posted: August 18, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Alternative Investments: Inflation Hedger or Mean-Variance Efficient?
Muhammad Muzammal Murtaza , Khurram Shahzad and Abida Perveen
University of Central Punjab - UCP Business School , Vrije University - Faculty of Economics and Business Administration and National College of Business Administration & Economics
Date Posted: August 17, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Compound Multifractal Model for High-Frequency Asset Returns
Eric M. Aldrich , Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz , University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: August 17, 2014
Last Revised: August 20, 2014
Working Paper Series
86 downloads

Incl. Electronic Paper The Demand and Supply Model of Housing: Evidence from the Turkish Housing Market
Yusuf Varli and Orhan Erdem
Borsa İstanbul - Research Dept. and Borsa Istanbul- Research Dept.
Date Posted: August 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Quantifying the Semantics of Search Behavior Before Stock Market Moves
Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Chester Curme , Tobias Preis , H. Eugene Stanley and Helen Susannah Moat
Boston University , Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: August 14, 2014
Accepted Paper Series
15 downloads

Incl. Electronic Paper The Turn-of-The-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: August 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Optimal Formulations for Nonlinear Autoregressive Processes
Tinbergen Institute Discussion Paper 14-103/III
Francisco Blasques , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: August 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
Melbourne Institute Working Paper No. 18/14
Efrem Castelnuovo and Luca Fanelli
Melbourne Institute and Department of Economics and Universita di Bologna
Date Posted: August 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Interdependencies and Causalities in Coupled Financial Networks
Irena Vodenska , Hideaki Aoyama , Yoshi Fujiwara , Hiroshi Iyetomi , Yuta Arai and H. Eugene Stanley
Boston University Metropolitan College , Kyoto University , University of Hyogo , Niigata University , Niigata University and Boston University - Center for Polymer Studies
Date Posted: August 08, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Windfall Gains or Eco-Innovation? ‘Green' Evolution in the Swedish Innovation System
Max Rånge and Mikael Sandberg
Halmstad University and Halmstad University
Date Posted: August 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper 150 Years of Italian Co2 Emissions and Economic Growth
CEIS Working Paper No. 320
Barbara Annicchiarico , Anna Rita Bennato and Emilio Zanetti Chini
University of Rome II - Department of Economics and Law , Centre for Competition Policy, University of East Anglia and University of Rome II - Department in Economics, Law and Institutions
Date Posted: August 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Exponential Smoothing, Long Memory and Volatility Prediction
CEIS Working Paper No. 319
Tommaso Proietti
University of Rome II - Department of Economics and Finance
Date Posted: August 05, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Impact of Exchange Rate on Balance of Payment: An Investigation from Pakistan
Research Journal of Finance and Accounting, Vol. 5, No.13, 2014, ISSN: 2222-1697
Ahmad Nawaz , Ahmed Rizwan Raheem , Imamuddin Khoso , Rana Imroze Palwishah and Unaib Raza
Indus University , Indus University , University of Sindh , Indus University and Indus University
Date Posted: August 04, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: August 04, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Do Exchange Rates Really Help Forecasting Commodity Prices?
Lasse Bork and Pablo Rovira Kaltwasser
Aalborg University - Department of Business and Management and Catholic University of Leuven (KUL)
Date Posted: July 30, 2014
Last Revised: August 21, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper A Simple Modification of the Busetti-Harvey Stationarity Tests with Structural Breaks at Unknown Time
Anton Skrobotov
Russian Presidential Academy of National Economy and Public Administration
Date Posted: July 29, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Supply and Demand Shocks in the Oil Market and their Predictive Power
Avihai (Avi) Rapaport
University of Chicago - Booth School of Business
Date Posted: July 27, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Changing Point and Parameter Instability with Heteroskedastic Models
Mumtaz Ahmed , Gulfam Haider and Asad Zaman
Department of Management Sciences, COMSATS Institute of Information Technology Islamabad, Pakistan , International Islamic University, Islamabad and Pakistan Institute of Development Economics
Date Posted: July 27, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: July 24, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Rejoinder: A Note on Wavelet Correlation and Cointegration
Chee Kian Leong
University of Nottingham, Ningbo China
Date Posted: July 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand
Komain Jiranyakul
National Institute of Development Administration
Date Posted: July 21, 2014
Last Revised: August 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Long Memory and Regime Switching in the Second Moment: A Simulation Study
Yanlin Shi and Kin-Yip Ho
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Forecasting Stock Returns: Do Commodity Prices Help?
Angela J. Black , Olga Klinkowska , David G. McMillan and Fiona Jayne McMillan
University of Aberdeen - Business School , University of Aberdeen - Business School , University of Stirling and University of Saint Andrews
Date Posted: July 18, 2014
Working Paper Series
29 downloads

New Estimates of Time-Varying Currency Betas: A Trivariate BEKK Approach
Economic Modelling, Vol. 42, 2014
Prabhath Jayasinghe , Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics , National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Date Posted: July 17, 2014
Accepted Paper Series

Incl. Electronic Paper Noise Momentum Around the World
Charlie X. Cai , Robert W. Faff and Yongcheol Shin
Leeds University Business School , University of Queensland and University of York (UK) - Department of Economics and Related Studies
Date Posted: July 13, 2014
Working Paper Series
112 downloads

Incl. Electronic Paper Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland
Swiss Finance Institute Research Paper No. 14-44
Diego Ardila , Dorsa Sanadgol , Peter Cauwels and Didier Sornette
ETH Zurich , ETH Zurich , ETH Zürich and Swiss Finance Institute
Date Posted: July 12, 2014
Working Paper Series
54 downloads

Incl. Electronic Paper Post-Sovyet Petrol İhraç Eden Ülkelerde Petrol Gelirlerinin Yaşam Standartlarına Etkisi (The Impact of the Oil Revenues on the Standard of Living in Oil-Exporting Countries of the Former Soviet Union)
International Conference on Eurasian Economies, July 2014
Elchin Suleymanov , Cihan Bulut and Hasanov Fakhri
Qafqaz University - Department of Finance , Qafqaz University and Qafqaz University - Center for Socio-Economic Research
Date Posted: July 10, 2014
Last Revised: August 03, 2014
Working Paper Series
116 downloads

Incl. Electronic Paper Corporate Governance: Behavioral Approach and Cognitive Mapping Technique
Contemporary Economics, Vol. 8, No. 2, pp. 229-242, 2014
Garoui Nassreddine and Jarboui Anis
Independent and University of Sfax - Faculty of Economics and Management (FSEGS)
Date Posted: July 10, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Two EGARCH Models and One Fat Tail
Bank of Italy Temi di Discussione (Working Paper) No. 954
Michele Caivano and Andrew Harvey
Bank of Italy and University of Cambridge - Department of Applied Economics
Date Posted: July 08, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Modelling High-Frequency Volatility with Three-State FIGARCH Models
Yanlin Shi and Kin-Yip Ho
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Can We Distinguish Regime Switching from Long Memory? A Simulation Evidence
Yanlin Shi
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Selected Macroeconomic Variables and Stock Market Movements: Empirical Evidence from Thailand
Contemporary Economics, Vol. 8, No. 2; Pages 154-174, 2014
Joseph Ato Forson and Jakkaphong Janrattanagul
National Institute of Development Administration (NIDA), Graduate School of Public Administration and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: July 07, 2014
Accepted Paper Series
13 downloads

Incl. Electronic Paper Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
Japan and the World Economy, Vol. 20, No. 4, 2008
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 07, 2014
Last Revised: July 20, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure: Evidence from Emerging Markets
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Measuring Time-Varying Market and Currency Risks with Stochastic Dominance: Evidence from Country Level Stock Returns
Sri Lanka Journal of Business Economics, Vol. 5, July 2014
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Structural Breakage and Long-Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries
The Empirical Economics Letters, Vol. 13, No. 4, pp. 431-442, 2014
Bilal Kargi
Aksaray University - Department of Banking and Finance
Date Posted: July 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Evidence for Sign Asymmetry of Exchange Rate Exposure
Colombo Business Journal, Vol. 01, No. 02, February 2008
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure Coefficients (Exposure Betas): Evidence from Country Level Stock Returns
Sri Lanka Journal of Economics, Vol. 10, No. 2, December 2009
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 06, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Density Characteristics and Density Forecast Performance: A Panel Analysis
ECB Working Paper No. 1679
Geoff Kenny , Thomas Kostka and Federico Masera
European Central Bank (ECB) , European Central Bank (ECB) and Universidad Carlos III de Madrid
Date Posted: July 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Generalized Autoregressive Score Model with Realized Measures of Volatility
Zhuo Huang and Tianyi Wang
National School of Development, Peking University and University of International Business and Economics - School of Banking and Finance
Date Posted: July 04, 2014
Last Revised: July 05, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
ECB Working Paper No. 1675
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
138 downloads

Incl. Electronic Paper A Quest for More Reliable Estimates of Exchange Rate Exposure
International Research Journal of Finance and Economics, Issue 43, 2010
Prabhath Jayasinghe and Gamini Premaratne
University of Colombo - Department of Business Economics and University of Brunei Darussalam
Date Posted: July 04, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Multi-Elements of Exchange Rate Exposure: Evidence from Japanese Sectoral Returns
CBS Journal of Multidisciplinary Studies Vol. 1, No. 1, December 2010
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 04, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Stock Market, the Real Economy and Contagion
Dirk G. Baur and Isaac Miyakawa
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: July 03, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Incorporating Exchange Rate Exposure Asymmetries: A Firm Level Study
Sri Lanka Economic Journal - SLEJ (June 2009) Vol. 9, No. 2, pp. 1-30
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 03, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The (Possible) Effect of Plain Packaging on Smoking Prevalence in Australia: A Trend Analysis
University of Zurich, Department of Economics, Working Paper No. 165
Ashok Kaul and Michael Wolf
Saarland University and University of Zurich - Department of Economics
Date Posted: July 01, 2014
Last Revised: July 02, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Characteristic-Based Equity Portfolios: Economic Value and Dynamic Style-Allocation
Kris Boudt , Marjan Wauters and David Ardia
Free University of Brussels (VUB) , KU Leuven - Faculty of Business and Economics (FBE) and Laval University - Département de Finance et Assurance
Date Posted: June 27, 2014
Last Revised: August 21, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper Real-Time Evaluation of GDP in Some Eurozone Countries
CONSOB Working Papers No. 77
Claudia Guagliano and Cristiano L. Mantovani
Commissione Nazionale per le Società e la Borsa (CONSOB) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: June 26, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper A New Approach in the Examination on the Day-of-the Week Effect Using Fuzzy Rule Based Regressions
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: June 22, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Características Estadísticas del Indice General de la Bolsa de Valores de Colombia (IGBC) en sus primeros 10 años (Statistical Characteristic of the First 10 Years of the Colombian Stock Exchange Index (IGBC))
Journal of Economics, Finance & Administrative Science, Vol. 19, No. 36, 2014
Julio César Alonso and Giselle Torres
Universidad Icesi - Economics & Management and Universidad Icesi - Economics
Date Posted: June 22, 2014
Accepted Paper Series
4 downloads


 

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