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Abstracts: 689,174
Full Text Papers: 578,726
Authors: 317,235
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Last 12 months: 13,035,981
Last 30 days: 919,893

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SSRN eLibrary Search Results
JEL Code: C12
351,492 Total downloads
Showing Papers 21 - 70 of 2,008
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1 2 3 4 ... 41 | Next >
   

Incl. Electronic Paper Bubble Detection and Sector Trading in Real Time
George Milunovich, Shu-Ping Shi and David Tan
Macquarie University - Department of Economics, Macquarie University and University of New South Wales (UNSW)
Date Posted: August 23, 2016
Last Revised: August 26, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Pairs Trading with Commodity Futures: Evidence from the Chinese Market
Yurun Yang, Ahmet Goncu and Athanasios A. Pantelous
Xi'an Jiaotong-Liverpool University, Xi'an Jiaotong-Liverpool University and Department of Mathematical Sciences, University of Liverpool
Date Posted: August 22, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Change Point in Panel Data with Small Fixed Panel Size: Ratio and Non-Ratio Test Statistics
Barbora Pestova and Michal Pesta
The Czech Academy of Sciences, Institute of Computer Science and Charles University in Prague, Faculty of Mathematics and Physics
Date Posted: August 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Antecedents and Consequences of Employee Turnover: Empirical Evidence from Pakistan
British Journal of Economics, Management & Trade, Vol. 2(4), pp. 279-295, 2012
Ashique Ali Jhatial, Riaz Ahmed Mangi and Ikhtiar Ali Ghumro
University of Sindh - Institute of Commerce, Shah Abdul Latif University and S.A.L University (Shah Abdul Latif University)
Date Posted: August 16, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Personality Traits and the Gender Gap in Ideology
Rebecca Morton, Jean-Robert Tyran and Erik Wengström
New York University (NYU) - Department of Politics, University of Vienna and University of Copenhagen - Department of Economics
Date Posted: August 16, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper A Study of Job Satisfaction Among Non PHD Faculty In Universities
Australian Journal of Business and Management, Vol.1 No.7 [83-90] | October-2011
Riaz Ahmed Mangi, Hassan Jawad Soomro, Ikhtiar Ali Ghumro, Asad Raza Abidi and Amanat Ali Jalbani
Shah Abdul Latif University, S.A.L University (Shah Abdul Latif University), S.A.L University (Shah Abdul Latif University), S.A.L University (Shah Abdul Latif University) and Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST)
Date Posted: August 15, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Characteristic-Sorted Portfolios: Estimation and Inference
FRB of NY Staff Report No. 788
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell and Ernst Schaumburg
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York, University of Chicago - Booth School of Business - Econometrics and Statistics and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 15, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper On the Misinterpretation of Insignificant Estimates
Jeremy Arkes
Naval Postgraduate School
Date Posted: August 12, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Improving Weighted Least Squares Inference
University of Zurich, Department of Economics, Working Paper No. 232
Cyrus J. DiCiccio, Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics, Stanford University - Department of Statistics and University of Zurich - Department of Economics
Date Posted: August 12, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation
David Ardia, Kris Boudt and Giang Ha Nguyen
University of Neuchatel - Institute of Financial Analysis, Free University of Brussels (VUB) and Free University of Brussels (VUB)
Date Posted: August 11, 2016
Working Paper Series
96 downloads

Socially Responsible Investing: What to Expect?
Thomas Merz, Pawel Janus and Marcin Wojtowicz
Zurich Universtity of Applied Sciences, VU University Amsterdam and VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: August 05, 2016
Working Paper Series

Incl. Electronic Paper Testing for a Threshold in Models with Endogenous Regressors
CentER Discussion Paper Series No. 2016-029
Mario M. Rothfelder and Otilia Boldea
Tilburg University - Center for Economic Research (CentER) and Tilburg University, CentER
Date Posted: August 05, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Simultaneous Inference for the Partially Linear Model with A Multivariate Unknown Function When the Covariates are Measured with Errors
SFB 649 Discussion Paper 2016-024
Kun Ho Kim, Shih-Kang Chao and Wolfgang K. Härdle
Michigan State University, Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: August 04, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper A Diagnostic Criterion for Approximate Factor Structure
Swiss Finance Institute Research Paper No. 16-51
Patrick Gagliardini, Elisa Ossola and O. Scaillet
University of Lugano and Swiss Finance Institute, University of Lugano and University of Geneva GSEM and GFRI
Date Posted: August 03, 2016
Working Paper Series
18 downloads

Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: August 02, 2016
Working Paper Series

Testing Nowcast Monotonicity
Jack Fosten and Daniel Gutknecht
University of East Anglia (UEA) - School of Economic and Social Studies and Mannheim University
Date Posted: July 31, 2016
Working Paper Series

Incl. Electronic Paper Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets
CAMA Working Paper No. 46/2016
Shu-Ping Shi
Macquarie University
Date Posted: July 27, 2016
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Tests for Linearity in STAR Models: Supwald and LM‐Type Tests
Journal of Time Series Analysis, Vol. 37, Issue 5, pp. 660-674, 2016
Rehim Kılıç
Government of the United States of America - Risk Analysis Division
Date Posted: July 27, 2016
Accepted Paper Series

Incl. Electronic Paper Estimation and Inference with a (Nearly) Singular Jacobian
Sukjin Han and Adam McCloskey
University of Texas at Austin - Department of Economics and Brown University - Department of Economics
Date Posted: July 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Testing Identifying Assumptions in Regression Discontinuity Designs
Yu‐Chin Hsu, Ismael Mourifie and Yuanyuan Wan
Academia Sinica, University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: July 06, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Advances in Multivariate Back-testing for Credit Risk Underestimation
ECB Working Paper No. 1885
François Coppens, Manuel Mayer, Laurent Millischer, Florian Resch, Stephan Sauer and Klaas Schulze
National Bank of Belgium, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), European Central Bank (ECB) and Deutsche Bundesbank
Date Posted: July 05, 2016
Working Paper Series
6 downloads

Low-Volatility Investing: Empirical Evidence of the Defensive Properties of Low Volatility Enhanced Portfolios
Thomas Merz and Pawel Janus
Zurich Universtity of Applied Sciences and VU University Amsterdam
Date Posted: June 30, 2016
Last Revised: July 08, 2016
Working Paper Series

Incl. Electronic Paper Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
University of St.Gallen, School of Finance Research Paper No. 2016/13
Zeno Adams, Roland Füss and Thorsten W. Glück
University of St. Gallen, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Date Posted: June 30, 2016
Last Revised: July 12, 2016
Working Paper Series
96 downloads

Incl. Electronic Paper Comparative Efficiency Study between Islamic and Traditional Banks
Mohamed H. Rashwan and Heba Ehab
The British University in Egypt and The British University in Egypt
Date Posted: June 27, 2016
Last Revised: June 30, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Inference and Forecasting Based on the Phillips Curve
KDI Journal of Economic Policy 2016, 38(2) 1-20
Kunho Kim and Suna Park
Hanyang University and Hanyang University
Date Posted: June 27, 2016
Accepted Paper Series
16 downloads

Incl. Electronic Paper Effect of Demographic Factors on the Purchase of Private Label Brands of Food Products from Organized Retail Stores in Chandigarh
Journal of Commerce & Management Thought, Vol. 7-1
Rajneesh Mehra
Gian Jyoti Institute of Management and Technology
Date Posted: June 24, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Effect of Product Cues on the Purchase of Private Labels of Food Products from Organised Retailers in Chandigarh
International Journal of Management, Accounting and Economics, Vol. 2, No. 10
Rajneesh Mehra
Gian Jyoti Institute of Management and Technology
Date Posted: June 24, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Relationship between Risk and Incentives in Franchise Contracting
Muriel Fadairo, Cintya Lanchimba and Josef Windsperger
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE), National Polytechnic School - National Polytechnic Institute and University of Vienna - Institute of Business Administration
Date Posted: June 22, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Black Monday, Globalization and Trading Behavior of Stock Investors
Bundesbank Discussion Paper No. 18/2016
Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
69 downloads

Incl. Electronic Paper Testing for Granger Causality in Large Mixed-Frequency VARs
Bundesbank Discussion Paper No. 45/2015
Thomas B. Götz, Alain Hecq and Stephan Smeekes
Deutsche Bundesbank, Maastricht University - Department of Economics and Maastricht University - Department of Quantitative Economics
Date Posted: June 21, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper A Single Composite Financial Stress Indicator and its Real Impact in the Euro Area
Bundesbank Discussion Paper No. 31/2013
Mevlud Islami and Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
Bundesbank Discussion Paper No. 11/2013
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Making Sense of Custom Contrast Analysis: Seven Takeaways and a New Approach
Ryan D. Guggenmos, M. David Piercey and Christopher P. Agoglia
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Massachusetts Amherst and University of Massachusetts at Amherst
Date Posted: June 20, 2016
Last Revised: August 05, 2016
Working Paper Series
141 downloads

Incl. Electronic Paper Quality Investing – Industry versus Academic Definitions
Georgi Kyosev, Matthias X. Hanauer, Joop Huij and Simon D. Lansdorp
Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM), Robeco Asset Management - Quantitative Strategies, Erasmus University - Rotterdam School of Management and Robeco Quantitative Strategies
Date Posted: June 13, 2016
Working Paper Series
422 downloads

Incl. Electronic Paper Inference with Correlated Clusters
RAND Working Paper Series WR- 1137
David Powell
RAND Corporation
Date Posted: June 11, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper AVICS-Eco Framework: An Approach to Attack Prediction and Vulnerability Assessment in a Cyber Ecosystem
Baidyanath Biswas, Shounak Pal and Arunabha Mukhopadhyay
Indian Institute of Management, Lucknow, IIM Lucknow and Indian Institute of Management (IIM), Lucknow
Date Posted: June 09, 2016
Last Revised: June 10, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments
Bundesbank Series 1 Discussion Paper No. 2011,32
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Evaluating Macroeconomic Risk Forecasts
Bundesbank Series 1 Discussion Paper No. 2011,14
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper How Informative are Central Bank Assessments of Macroeconomic Risks?
Bundesbank Series 1 Discussion Paper No. 2011,13
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Time Dynamic and Hierarchical Dependence Modelling of an Aggregated Portfolio of Trading Books: A Multivariate Nonparametric Approach
Bundesbank Series 2 Discussion Paper No. 2009,07
Sandra Gaisser, Christoph Memmel, Rafael Schmidt and Carsten Wehn
affiliation not provided to SSRN, Deutsche Bundesbank, affiliation not provided to SSRN and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Testing for Structural Breaks in Dynamic Factor Models
Bundesbank Series 1 Discussion Paper No. 2009,05
Jörg Breitung and Sandra Eickmeier
University of Bonn and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper How Informative are Macroeconomic Risk Forecasts? An Examination of the Bank of England's Inflation Forecasts
Bundesbank Series 1 Discussion Paper No. 2008,14
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Does Benford's Law Hold in Economic Research and Forecasting?
Bundesbank Series 1 Discussion Paper No. 2007,32
Stefan Günnel and Karl-Heinz Tödter
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper A Note on the Coefficient of Determination in Regression Models with Infinite-Variance Variables
Bundesbank Series 1 Discussion Paper No. 2007,10
Jeong-Ryeol Kurz-Kim and Mico Loretan
Deutsche Bundesbank and Swiss National Bank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Unit Roots and Cointegration in Panels
Bundesbank Series 1 Discussion Paper No. 2005,42
Jörg Breitung and M. Hashem Pesaran
University of Bonn and USC Dornsife Institute for New Economic Thinking
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Testing for Business Cycle Asymmetries Based on Autoregressions with a Markov-Switching Intercept
Bundesbank Series 1 Discussion Paper No. 2004,41
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Stock Return-Inflation Puzzle and the Asymmetric Causality in Stock Returns, Inflation and Real Activity
Bundesbank Series 1 Discussion Paper No. 2003,03
Jeong-Ryeol Kim
affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
Bundesbank Series 1 Discussion Paper No. 2003,01
Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA), University of Montreal - Department of Economics and Laval University - Département d'Économique
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Simple and Honest Confidence Intervals in Nonparametric Regression
Cowles Foundation Discussion Paper No. 2044
Timothy B. Armstrong and Michal Kolesár
Yale University - Cowles Foundation and Princeton University
Date Posted: June 05, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Deadly Statistics: Quantifying an 'Unacceptable Risk' in Capital Punishment
Law, Probability & Risk, Vol. 15, No. 4, Dec. 2016, Penn State Law Research Paper No. 14-2016
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: June 05, 2016
Last Revised: July 28, 2016
Accepted Paper Series
42 downloads


 

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