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JEL Code: G1
13,107,940 Total downloads
Showing Papers 20,851 - 20,900 of 36,949
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Multivariate Long-Memory Modeling of Daily Surface Air Temperatures and the Valuation of Weather Derivative Portfolios
Stephen Jewson
and
Rodrigo Caballero
Risk Management Solutions
and
University of Chicago - Department of the Geophysical Sciences
Date Posted: July 25, 2003
Working Paper Series
341 downloads
Multivariate Markov Chain Approximations
Simon Scheuring
and
Benjamin Jonen
University of Zurich - Department of Banking and Finance
and
University of Zurich
Date Posted: March 11, 2013
Working Paper Series
21 downloads
Multivariate Modelling of Price Volatility in the Hong Kong Residential Property Market
Xiangdong Long
and
Helen X. Bao
University of Cambridge - Judge Business School
and
University of Cambridge - Department of Land Economy
Date Posted: April 13, 2007
Working Paper Series
184 downloads
Multivariate Modelling of Time Series Count Data: An Autoregressive Conditional Poisson Model
CORE Discussion Paper No. 2003/25
Andréas Heinen
and
Erick Williams Rengifo
University of Cergy-Pontoise - THEMA
and
Fordham University
Date Posted: January 03, 2005
Working Paper Series
Multivariate Nonparametric Estimation of Value at Risk and Expected Shortfall for Nonlinear Returns Using Extreme Value Theory
Ryan Brauchler
University of Colorado at Boulder
Date Posted: September 18, 2012
Working Paper Series
92 downloads
Multivariate Normal Mixture GARCH
CFS Working Paper No. 2006/09
Markus Haas
,
Stefan Mittnik and
Marc S. Paolella
Ludwig Maximilians University of Munich - Department of Statistics
,
University of Kiel - Institute of Statistics & Econometrics
and
University of Zurich
Date Posted: April 21, 2006
Working Paper Series
360 downloads
Multivariate Option Pricing Using Dynamic Copula Models
CentER Discussion Paper No. 2003-122
Rob W. J. van den Goorbergh
,
Christian Genest
and
Bas J. M. Werker
Tilburg University - Department of Finance
,
Laval University - Department of Mathematics & Statistics
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: June 21, 2004
Working Paper Series
439 downloads
Multivariate Option Pricing with Time Varying Volatility and Correlations
CREATES Research Paper No. 2010-19
J. V. K. Rombouts and
Lars Stentoft
HEC Montreal
and
HEC Montréal - Department of Finance
Date Posted: May 12, 2010
Working Paper Series
62 downloads
Multivariate Option Pricing with Time Varying Volatility and Correlations
CIRANO - Scientific Publications 2010s-23
J. V. K. Rombouts and
Lars Stentoft
HEC Montreal
and
HEC Montréal - Department of Finance
Date Posted: May 20, 2010
Working Paper Series
56 downloads
Multivariate Option Pricing with Time Varying Volatility and Correlations
J. V. K. Rombouts and
Lars Stentoft
HEC Montreal
and
HEC Montréal - Department of Finance
Date Posted: August 26, 2010
Working Paper Series
46 downloads
Multivariate Realized Stock Market Volatility
Gregory H. Bauer and
Keith Vorkink
Bank of Canada
and
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: October 19, 2006
Working Paper Series
249 downloads
Multivariate Regime-Switching GARCH with an Application to International Stock Markets
CFS Working Paper No. 2008/08
Markus Haas
and
Stefan Mittnik
Ludwig Maximilians University of Munich - Department of Statistics
and
University of Kiel - Institute of Statistics & Econometrics
Date Posted: February 20, 2008
Working Paper Series
Multivariate Stochastic Volatility Via Wishart Random Processes
Alexander Philipov
and
Mark E. Glickman
George Mason University - Finance Area
and
Boston University - Department of Health Services
Date Posted: December 25, 2004
Working Paper Series
584 downloads
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
Aarhus University - CREATES
Date Posted: October 22, 2002
Working Paper Series
156 downloads
Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
Thierry Post and
P.J.P.M. Versijp
Koc University - Graduate School of Business
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: June 28, 2004
Working Paper Series
488 downloads
Multivariate Volatility Estimation with High Frequency Data Using Fourier Method
Handbook of Modeling High-Frequency Data in Finance, I. Florescu and F. Viens Eds., Wiley, New York, 2011
Maria Elvira Mancino and
Simona Sanfelici
University of Florence - Department of Mathematics for Decisions
and
University of Parma - Facoltà di Economia
Date Posted: March 30, 2013
Last Revised: April 02, 2013
Accepted Paper Series
22 downloads
Multivariate Volatility Models: An Application to IBOVESPA and Dow Jones Industrial
Cuadernos de Economía, Vol. 31, No. 56, 2011,
Jorge Alberto Achcar
,
Edilberto Cepeda-Cuervo
and
Milton Barossi-Filho
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 06, 2012
Accepted Paper Series
9 downloads
Multivariate Volatility Models: An Application to IBOVESPA and Dow Jones Industrial
Cuadernos de Economía, Vol. 31, No. 56, pp. 301-320, 2012 ,
Jorge Alberto Achcar
,
Edilberto Cepeda-Cuervo
and
Milton Barossi-Filho
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 06, 2012
Accepted Paper Series
6 downloads
Multivariate Weibull Distributions for Asset Returns: I
Finance Letters, Vol. 2, No. 6, pp. 16-32, 2005
Yannick Malevergne and
Didier Sornette
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
and
Swiss Finance Institute
Date Posted: May 04, 2005
Accepted Paper Series
484 downloads
Multivariate Wishart Stochastic Volatility and Changes in Regime
Bastian Gribisch
University of Cologne
Date Posted: November 10, 2012
Working Paper Series
44 downloads
Municipal Bond Liquidity Before and After the Financial Crisis
Date Posted: January 26, 2013
Working Paper Series
72 downloads
Municipal Securities: The Crisis of State and Local Government Indebtedness, Systemic Costs of Low Default Rates, and Opportunities for Reform
Cardozo Law Review, Forthcoming, Albany Law School Research Paper No. 14 for 2012-2013
Christine Sgarlata Chung
Albany Law School
Date Posted: September 12, 2012
Last Revised: April 26, 2013
Accepted Paper Series
43 downloads
Murdering Mr. Market: An Equity Valuation and Capital Allocation Model for Long-Term Value-Investors
Myuran Rajaratnam
,
Balakanapathy Rajaratnam
and
Kanshukan Rajaratnam
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 29, 2011
Last Revised: October 18, 2011
Working Paper Series
209 downloads
Murphy's Law and Market Anomalies
Elroy Dimson and
Paul Marsh
London Business School
and
London Business School - Institute of Finance and Accounting
Date Posted: October 24, 1998
Working Paper Series
3355 downloads
Murphy's Law and Market Anomalies
Journal of Portfolio Management, Winter 1999
Elroy Dimson and
Paul Marsh
London Business School
and
London Business School - Institute of Finance and Accounting
Date Posted: February 23, 1999
Accepted Paper Series
Musharaka Financing by Islamic Financial Institutions
Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: March 13, 2011
Last Revised: March 18, 2011
Working Paper Series
178 downloads
Music and the Market: Song and Stock Volatility
Philip Maymin
NYU Poly - Department of Finance and Risk Engineering
Date Posted: November 05, 2008
Last Revised: October 12, 2011
Working Paper Series
1492 downloads
Mutual Fund Attributes and Investor Behavior
Journal of Financial and Quantitative Analysis, Forthcoming
Nicolas P. B. Bollen
Vanderbilt University - Finance
Date Posted: May 07, 2006
Accepted Paper Series
865 downloads
Mutual Fund Competition and Stock Market Liquidity
CEPR Discussion Paper No. 4787
Massimo Massa
INSEAD - Finance
Date Posted: March 08, 2005
Working Paper Series
27 downloads
Mutual Fund Competition in the Presence of Dynamic Flows
Swiss Finance Institute Research Paper No. 08-26
Michèle Breton
,
Julien N. Hugonnier and
Tarek Masmoudi
HEC Montreal - Department of Management Sciences
,
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
and
Caisse de dépôt et Placement du Québec
Date Posted: September 10, 2008
Last Revised: February 29, 2012
Working Paper Series
Mutual Fund Daily Conditional Performance: Selectivity and Timing Measurements
Frank Coggins
,
Marie-Claude Beaulieu and
Michel Gendron
Université de Sherbrooke - Faculty of Administration
,
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA)
and
Laval University - Centre de Recherche en Économie et Finance Appliquée (CRÉFA)
Date Posted: October 13, 2005
Working Paper Series
264 downloads
Mutual Fund Dilution from Market Timing Trades
Jason T. Greene and
Conrad S. Ciccotello
Southern Illinois University
and
Georgia State University - Department of Finance
Date Posted: September 27, 2004
Working Paper Series
573 downloads
Mutual Fund Expense Ratios in Market Equilibrium
Andrew (Jianzhong) Zhang
University of Nevada, Las Vegas - Department of Finance
Date Posted: August 29, 2007
Working Paper Series
166 downloads
Mutual Fund Families and Performance Evaluation
David P. Brown and
Youchang Wu
University of Wisconsin - Madison - Department of Finance, Investment and Banking
and
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: October 11, 2010
Last Revised: June 03, 2013
Working Paper Series
218 downloads
Mutual Fund Family Size and Mutual Fund Performance: The Role of Regulatory Changes
Journal of Accounting Research, Forthcoming, Johnson School Research Paper Series No. 55-2011
Sanjeev Bhojraj ,
Young Jun Cho and
Nir Yehuda
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
Singapore Management University - School of Accountancy
and
Northwestern University - Department of Accounting Information & Management
Date Posted: October 04, 2011
Last Revised: February 09, 2012
Accepted Paper Series
585 downloads
Mutual Fund Family Strategies and Bayesian Alphas
Daniel Li
Markov Processes International LLC
Date Posted: January 08, 2012
Working Paper Series
72 downloads
Mutual Fund Fee-Setting, Market Structure and Markups
Economica Vol. 69, 245-271, 2002
Guo Ying Luo
McMaster University
Date Posted: May 24, 2009
Working Paper Series
68 downloads
Mutual Fund Fees, Performance, and Governance Structure in Canada
CAAA Annual Conference 2013
Zhongzhi Lawrence He
,
Martin I. Kusy
,
Deepak Singh
and
Samir Trabelsi
Brock University, Goodman School of Business
,
Brock University, Goodman School of Business
,
Brock University - Goodman School of Business
and
Brock University - Accounting
Date Posted: January 16, 2013
Last Revised: May 28, 2013
Working Paper Series
24 downloads
Mutual Fund Flow-Performance Relationship Under Volatile Market Condition
Mingsheng Li
,
Jing Shi and
Jun Xiao
Bowling Green State University - College of Business Administration
,
Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics
and
Jiangxi University of Finance and Economics
Date Posted: January 26, 2013
Working Paper Series
64 downloads
Mutual Fund Flows and Extrapolative Investors' Expectations: The German Case
Wolfgang Breuer
and
Olaf Stotz
Aachen University - Department of Finance
and
RWTH Aachen University - Faculty of Economics
Date Posted: August 20, 2007
Working Paper Series
267 downloads
Mutual Fund Flows and Investor Returns: An Empirical Examination of Fund Investor Timing Ability
Journal of Banking and Finance, Vol. 31, pp. 2796-2816, 2007
Geoffrey C. Friesen
and
Travis Sapp
University of Nebraska at Lincoln - Department of Finance
and
Iowa State University - Department of Finance
Date Posted: January 20, 2007
Last Revised: August 10, 2009
Accepted Paper Series
1453 downloads
Mutual Fund Flows, Expected Returns, and the Real Economy
Stephan Jank
University of Cologne - Centre for Financial Research (CFR)
Date Posted: December 05, 2010
Last Revised: August 18, 2011
Working Paper Series
220 downloads
Mutual Fund Growth in Standard and Specialist Market Segments
Financial Markets and Portfolio Management, Vol. 19, No. 2, pp. 151-165, 2005
Stefan Ruenzi
University of Mannheim - Department of International Finance
Date Posted: September 09, 2005
Accepted Paper Series
Mutual Fund Herding and the Impact on Stock Prices
Russ Wermers
University of Maryland - Robert H. Smith School of Business
Date Posted: October 21, 1998
Working Paper Series
1353 downloads
Mutual Fund Herding and the Impact on Stock Prices
Journal of Finance
Russ Wermers
University of Maryland - Robert H. Smith School of Business
Date Posted: October 24, 1998
Accepted Paper Series
Mutual Fund Herding in Taiwan
Tony Chieh-tse Hou
,
Phillip J. McKnight
and
Charlie Weir
National Dong Hwa University
,
University of Wisconsin - Milwaukee
and
Robert Gordon University - Aberdeen Business School
Date Posted: October 03, 2011
Working Paper Series
18 downloads
Mutual Fund Holders Unanimity and Market Timing Performance
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Date Posted: April 20, 1999
Working Paper Series
393 downloads
Mutual Fund Incubation
Journal of Finance, Forthcoming
Richard B. Evans
University of Virginia (UVA) - Darden School of Business
Date Posted: March 27, 2008
Last Revised: August 18, 2009
Accepted Paper Series
595 downloads
Mutual Fund Incubation: Innovation or Marketing Tool?
Fabian Garavito
London School of Economics & Political Science (LSE) - Department of Finance
Date Posted: February 20, 2009
Working Paper Series
184 downloads
Mutual Fund Industry Selection and Persistence
The Review of Asset Pricing Studies, Forthcoming
Jeffrey A. Busse and
Qing Tong
Emory University - Department of Finance
and
Singapore Management University - School of Business
Date Posted: December 09, 2007
Last Revised: June 19, 2012
Accepted Paper Series
877 downloads
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