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SSRN eLibrary Statistics:

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Abstracts: 555,967
Full Text Papers: 458,429
Authors: 258,114
Papers Received in
  Last 12 months:
63,509

Paper Downloads:
To date: 77,241,424
Last 12 months: 9,674,097
Last 30 days: 653,526

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260,281
Total References: 9,006,948
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5,937,149
Papers with
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  Footnotes:
89,535
Total Footnotes: 9,138,109


SSRN eLibrary Search Results
JEL Code: C00
254,502 Total downloads
Showing Papers 21 - 70 of 576
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Incl. Electronic Paper Zero Yield and Asset Swap Spreads
Peter Caspers
Independent
Date Posted: July 15, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: July 15, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Momentum, Markowitz, and Smart Beta: A Tactical, Analytical and Practical Look at Modern Portfolio Theory
Wouter J. Keller
Flex Capital BV
Date Posted: June 14, 2014
Working Paper Series
251 downloads

Incl. Electronic Paper CVA for Pricing – Comparison of CEM, SA-CCR and Advanced Approach
Monika Marquart
Microstep AG
Date Posted: June 03, 2014
Last Revised: June 25, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Cryptofinance
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: May 19, 2014
Last Revised: May 20, 2014
Working Paper Series
230 downloads

Incl. Electronic Paper General Model for Limit Order Books and Market Orders
Clarence Simard
University of Montreal - Department of Mathematics and Statistics
Date Posted: May 11, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Hybrid Equity-Interest Rate Model with Stochastic Interest Rate and Volatility
Moez Mrad and Racem Triki Sr.
Crédit Agricole Corporate and Investment Bank and Crédit Agricole Corporate and Investment Bank
Date Posted: May 10, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper A Comparison of Six Overall Evaluation Rating Scales
Friedman, H. H. and Friedman, E. M. (1997). A comparison of six overall evaluation rating scales. Journal of International Marketing and Marketing Research, 22(3), 129-138.
Hershey H. Friedman and Esther M. Friedman
Brooklyn College - Department of Finance and Business Management and CUNY Brooklyn College
Date Posted: May 05, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper On the Evaluation of Finite-Time Ruin Probabilities in a Dependent Risk Model
Dimitrina S. Dimitrova , Vladimir K. Kaishev and Shouqi Zhao
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: May 04, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Trade Maximization Principle: Market Processes, Supply and Demand Laws, and Equilibrium States
Anatoly Kondratenko
Independent
Date Posted: May 01, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper An Intermarket Approach to Tactical Risk Rotation: Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation
Michael A. Gayed and Charles V. Bilello
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 01, 2014
Working Paper Series
1827 downloads

Incl. Electronic Paper Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation
2014 NAAIM Wagner Award Winner
Dave Walton
StatisTrade
Date Posted: April 30, 2014
Working Paper Series
342 downloads

Incl. Electronic Paper Modeling Time to Default on a Personal Loan Portfolio in Presence of Disproportionate Hazard Rates
Francisco Louzada , Vicente Garibay Cancho , Mauro R. Oliveira and Bao Yiqi
University of Sao Paulo (USP) , University of Sao Paulo (USP) , Federal University of Sao Carlos and Universidade Federal de São Carlos (UFScar)
Date Posted: April 28, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Multiple Biases in Rating Scale Construction
Friedman, H. H. and Amoo, T. (1999). "Multiple Biases in Rating Scale Construction," Journal of International Marketing and Marketing Research, Vol. 24, October 1999, 115-126.
Hershey H. Friedman and Taiwo Amoo
Brooklyn College - Department of Finance and Business Management and City University of New York (CUNY) - Department of Finance and Business Management
Date Posted: April 28, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Label or Position: Which Has the Greater Impact on Subjects’ Responses to a Rating Scale?
Journal of International Marketing and Marketing Research, 28(2), 2003, 77-81
Hershey H. Friedman , Dvora Cohen and Taiwo Amoo
Brooklyn College - Department of Finance and Business Management , City University of New York (CUNY) - Brooklyn College and City University of New York (CUNY) - Department of Finance and Business Management
Date Posted: April 27, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Friends with Benefits: Measuring Corruption in Politics after Citizens United
North Carolina Central Law Review, 2014, Forthcoming
Patrick Eoghan Murray
University of California, Los Angeles (UCLA) - School of Law
Date Posted: April 13, 2014
Accepted Paper Series
38 downloads

Incl. Electronic Paper Buying Power – The Overlooked Success Factor
2011 NAAIM Wagner Award Winner
Thomas Krawinkel
StatisTrade
Date Posted: April 12, 2014
Last Revised: April 30, 2014
Accepted Paper Series
28 downloads

Incl. Electronic Paper Do Numeric Values Influence Subjects’ Responses to Rating Scales?
Journal of International Marketing and Marketing Research, Vol. 26, 41-46, 2001
Taiwo Amoo and Hershey H. Friedman
City University of New York (CUNY) - Department of Finance and Business Management and Brooklyn College - Department of Finance and Business Management
Date Posted: April 11, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Study the Effect of Imposing Surfactants Toward The Evaporation of Low Molecular Weight Alcohol
International Journal of Environmental Science and Development, Vol. 4, No. 4, August 2013
Mohammad H.H. , Sharifuddin M. Zain , Rashid Atta Khan and Khalisanni Khalid
University of Malaya (UM) - Department of Chemistry , University of Malaya , University of Malaya (UM) - Department of Chemistry and University of Malaya (UM)
Date Posted: April 08, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models
Swiss Finance Institute Research Paper No. 14-25
Didier Sornette
Swiss Finance Institute
Date Posted: April 07, 2014
Working Paper Series
184 downloads

Incl. Electronic Paper Discretisation-Invariant Swaps
Carol Alexander and Johannes Rauch
University of Sussex - School of Business, Management and Economics and University of Sussex - School of Business, Management and Economics
Date Posted: April 05, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper ANANTA: A Systematic Quantitative FX Trading Strategy
Nicolas Georges
Independent
Date Posted: April 02, 2014
Last Revised: May 29, 2014
Working Paper Series
1766 downloads

Incl. Electronic Paper Default Probabilities and Default Correlations Under Stress
Natalie Packham , Michael Kalkbrener and Ludger Overbeck
Frankfurt School of Finance & Management gemeinnützige GmbH , Deutsche Bank AG - Risk Management and University of Giessen
Date Posted: April 02, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities
2014 Charles H. Dow Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: March 31, 2014
Working Paper Series
5744 downloads

Incl. Electronic Paper Web Sentiment Analysis for Revealing Public Opinions, Trends and Making Good Financial Decisions
Cristian Bissattini and Kostis Christodoulou
Università della Svizzera Italiana and Università della Svizzera Italiana
Date Posted: March 28, 2014
Working Paper Series
186 downloads

Incl. Electronic Paper The Structure of the Toyota Supply Network: An Empirical Analysis
Tomomi Kito , Alexandra Brintrup , Steve New and Felix Reed-Tsochas
University of Oxford - Said Business School , Cranfield University , Said Business School and University of Oxford - Said Business School
Date Posted: March 23, 2014
Working Paper Series
124 downloads

A Defaultable Callable Bond Pricing Model
Investment Management and Financial Innovations, Volume 6, Issue 3, Pages 54-62, 2009.
David Hua and David K. Wang
Notre Dame de Namur University (NDNU) and National University of Kaohsiung
Date Posted: March 21, 2014
Last Revised: April 05, 2014
Accepted Paper Series

Incl. Electronic Paper Trait Emotional Intelligence as a Measure of Introspective Limits: Re-Analysis of the Trait Meta Mood Scale and Evidence of Incremental Validity in Prediction of Symptom Underreporting Among Men
Ulrich S. Tran and Elisabeth Lamplmayr
University of Vienna - Department of Basic Psychological Research and Research Methods and University of Vienna
Date Posted: March 15, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Note on the Cumulative Distribution Function of the Pearson Type IV Distribution for Financial Applications
Stavros Stavroyiannis
Department of Accounting and Finance, Technological Educational Institute of Peloponnese
Date Posted: March 12, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper The Analysis of Split Graphs in Social Networks Based on the K-Cardinality Assignment Problem
NHH Dept. of Business and Management Science Discussion Paper No. 2014/8
Ivan Belik
Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: March 07, 2014
Last Revised: July 04, 2014
Working Paper Series

Incl. Electronic Paper Should Law Keep Pace with Society?
USC CLASS Research Papers Series No. CLASS14-9, USC Law Legal Studies Paper No. 14-8
Daria Roithmayr , Alexander Isakov and David G. Rand
USC Gould School of Law , Harvard University and Yale University
Date Posted: March 06, 2014
Last Revised: June 13, 2014
Accepted Paper Series
63 downloads

Incl. Electronic Paper The Rationale for Consuming Cognitive Enhancement Drugs in University Students and Teachers
PLoS ONE, Vol. 8, No. 7, 2013, DOI: 10.1371/journal.pone.0068821
Sebastian Sattler , Carsten Sauer , Guido Mehlkop and Peter Graeff
University of Cologne , Bielefeld University , Dresden University of Technology and University of Bonn
Date Posted: March 04, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Evaluating the Drivers of and Obstacles to the Willingness to Use Cognitive Enhancement Drugs: The Influence of Drug Characteristics, Social Environment, and Personal Characteristics
Substance Abuse Treatment, Prevention and Policy, Vol. 9, 2014
Sebastian Sattler , Guido Mehlkop , Peter Graeff and Carsten Sauer
University of Cologne , Dresden University of Technology , University of Bonn and Bielefeld University
Date Posted: March 04, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Pricing Electricity Futures Options Under Enlarged Filtrations
Markus Hess
Independent
Date Posted: February 20, 2014
Last Revised: March 05, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Information Ratio Analysis of Momentum Strategies
Fernando F Ferreira , A. Christian Silva and Ju-Yi Yen
Universidade de Sao Paulo , idatafactory and University of Cincinnati
Date Posted: February 18, 2014
Last Revised: July 10, 2014
Working Paper Series
89 downloads

On Aumann and Serrano's Economic Index of Risk
Economic Theory, Vol. 55, No. 2, 2014
Minqiang Li
Bloomberg LP
Date Posted: February 17, 2014
Accepted Paper Series

Incl. Electronic Paper Improving the Value of Higher Education by Eliminating the Enormous Waste
Hershey H. Friedman , William Hampton-Sosa and Linda Weiser Friedman
Brooklyn College - Department of Finance and Business Management , City University of New York (CUNY) - Department of Finance and Business Management and Baruch College, CUNY - Zicklin School of Business
Date Posted: February 16, 2014
Working Paper Series
60 downloads

Incl. Electronic Paper Evaluación De Un Modelo Matemático Para Apoyar Decisiones Empresariales Complejas (Evaluation of a Mathematic Model to Support Complex Decision Makings)
Revista Internacional Administración & Finanzas, Vol. 7 (6) pp. 1-13, 2014,
Yoannia Arean Rodríguez , Alejandro Rosete Suárez and Franklin Marín Vargas
Universidad para la Cooperación Internacional , Instituto Superior Politécnico José Antonio Echeverría and Universidad para la Cooperación Internacional
Date Posted: February 14, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Simple Macroeconomic Model of Bitcoin
Joseph Chen-Yu Wang
Bitquant Research Laboratories
Date Posted: February 12, 2014
Working Paper Series
457 downloads

Incl. Electronic Paper Statistical Inference and the Scientific Method: Making Statistics Relevant
Friedman, Hershey H. and Friedman, Linda W. (1999). "Statistical Inference and the Scientific Method: Making Statistics Relevant." Decision Sciences Institute Annual Meeting, New Orleans, Louisiana, November 20-23, 1999. 291.
Hershey H. Friedman and Linda Weiser Friedman
Brooklyn College - Department of Finance and Business Management and Baruch College, CUNY - Zicklin School of Business
Date Posted: February 11, 2014
Accepted Paper Series
17 downloads

Incl. Electronic Paper A Conceptual Framework for Studying the Sources of Variation in Program Effects
Michael J. Weiss , Howard S. Bloom and Thomas Brock
MDRC , MDRC and MDRC
Date Posted: February 10, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Modelling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion
Andrea Granelli and Almut Veraart
Imperial College London and Imperial College London
Date Posted: February 09, 2014
Working Paper Series
104 downloads

Incl. Electronic Paper Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations
Swiss Finance Institute Research Paper No. 14-06
Yoshihiro Yura , Hideki Takayasu , Didier Sornette and Misako Takayasu
Tokyo Institute of Technology , Sony Computer Science Laboratories , Swiss Finance Institute and Tokyo Institute of Technology
Date Posted: February 08, 2014
Working Paper Series
40 downloads

Modeling Electricity Demand in Iran: A Cointegration Approach
Reza Mohseni and Kazem Biabany Khameneh
Shahid Beheshti University and Shahid Beheshti University
Date Posted: February 05, 2014
Last Revised: February 18, 2014
Working Paper Series

Incl. Electronic Paper Say it Again Sam: The Idiosyncratic Information Content of Corporate Conference Calls
Jim Cicon
New Jersey Institute of Technology
Date Posted: February 03, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Log-Normal Stochastic Volatility Model: New Insight and Closed-form Solution for Vanilla Options
Artur Sepp
Merrill Lynch & Co.
Date Posted: January 30, 2014
Last Revised: June 16, 2014
Working Paper Series
217 downloads

Incl. Electronic Paper Using Model-Independent Lower Bounds to Improve Pricing of Asian Style Options in Levy Markets
Astin Bulletin, Forthcoming
Griselda Deelstra , Gregory Rayee , Steven Vanduffel and Jing Yao
Université Libre de Bruxelles (ULB) , Université Libre de Bruxelles (ULB) , Vrije Universiteit Brussel (Free University of Brussels) and Free University of Brussels (VUB)
Date Posted: January 18, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper A New Semi-Lagrangean Relaxation for the K-Cardinality Assignment Problem
NHH Dept. of Business and Management Science Discussion Paper No. 2014/1
Ivan Belik and Kurt Jornsten
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: January 17, 2014
Last Revised: July 04, 2014
Working Paper Series
7 downloads

Streetseen: Factors Influencing the Desirability of a Street for Bicycling
Forthcoming in 93rd Annual Meeting of the Transportation Research Board, January 2014, Washington, D.C.
Jennifer S. Evans-Cowley and Gulsah Akar
Ohio State University (OSU) and Ohio State University (OSU)
Date Posted: January 13, 2014
Working Paper Series

Incl. Electronic Paper Adjustable Robust Optimization with Decision Rules Based on Inexact Revealed Data
CentER Discussion Paper Series No. 2014-003
F.J.C.T. de Ruiter , Aharon Ben-Tal , R.C.M. Brekelmans and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) , Technion-Israel Institute of Technology , Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Department of Econometrics & Operations Research
Date Posted: January 10, 2014
Working Paper Series
23 downloads


 

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