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226,879
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JEL Code: C3
946,231 Total downloads
Showing Papers 2,101 - 2,150 of 6,212
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Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
World Bank Policy Research Working Paper No. 4978
Daniel Kaufmann ,
Aart Kraay and
Massimo Mastruzzi
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
World Bank Institute
Date Posted: June 23, 2009
Working Paper Series
28802 downloads
Governance Matters VI: Governance Indicators for 1996-2006
World Bank Policy Research Working Paper No. 4280
Daniel Kaufmann ,
Aart Kraay and
Massimo Mastruzzi
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
World Bank Institute
Date Posted: July 11, 2007
Working Paper Series
20923 downloads
Governance Matters VII: Aggregate and Individual Governance Indicators, 1996-2007
World Bank Policy Research Working Paper No. 4654
Daniel Kaufmann ,
Aart Kraay and
Massimo Mastruzzi
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
World Bank Institute
Date Posted: June 20, 2008
Last Revised: June 26, 2008
Working Paper Series
16730 downloads
A Simplified Approach to Understanding the Kalman Filter Technique
Tom Arnold ,
Mark Bertus
and
Jonathan M. Godbey
University of Richmond - E. Claiborne Robins School of Business
,
Auburn University
and
Georgia State University - Department of Finance
Date Posted: May 07, 2005
Last Revised: April 17, 2008
Working Paper Series
10091 downloads
Governance Matters III: Governance Indicators for 1996-2002
World Bank Policy Research Working Paper No. 3106
Daniel Kaufmann ,
Aart Kraay and
Massimo Mastruzzi
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
World Bank Institute
Date Posted: June 18, 2003
Working Paper Series
8758 downloads
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Journal of Portfolio Management, Forthcoming
David Blitz
and
Pim van Vliet
Robeco Asset Management - Quantitative Strategies
and
Robeco Asset Management - Quantitative Strategies
Date Posted: August 07, 2008
Last Revised: May 04, 2010
Accepted Paper Series
8504 downloads
Governance Matters IV: Governance Indicators for 1996-2004
World Bank Policy Research Working Paper Series No. 3630
Daniel Kaufmann ,
Aart Kraay and
Massimo Mastruzzi
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
World Bank Institute
Date Posted: May 05, 2005
Working Paper Series
8044 downloads
The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies
ISMA Finance Discussion Paper No. 2002-08
Carol Alexander and
Anca Dimitriu
University of Reading - ICMA Centre
and
University of Reading - ISMA Centre
Date Posted: August 05, 2002
Working Paper Series
6901 downloads
Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site
Robert H. Smith School Research Paper No. RHS 06-065
Michael Trusov
,
Randolph E. Bucklin
and
Koen H. Pauwels
University of Maryland - Robert H. Smith School of Business
,
UCLA Anderson School of Management
and
Ozyegin University
Date Posted: May 08, 2008
Last Revised: February 20, 2009
Working Paper Series
5907 downloads
Governance Matters
World Bank Policy Research Working Paper No. 2196
Daniel Kaufmann ,
Aart Kraay and
Pablo Zoido
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
Stanford University - Graduate School of Business
Date Posted: November 05, 1999
Working Paper Series
5357 downloads
A Stochastic Model for Order Book Dynamics
Rama Cont ,
Sasha Stoikov
and
Rishi Talreja
Imperial College London
,
Cornell Financial Engineering Manhattan
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 26, 2008
Last Revised: August 31, 2009
Working Paper Series
4968 downloads
Governance Matters II: Updated Indicators for 2000-01
World Bank Policy Research Working Paper No. 2772
Daniel Kaufmann ,
Aart Kraay and
Pablo Zoido
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
Stanford University - Graduate School of Business
Date Posted: January 28, 2002
Working Paper Series
3698 downloads
Aggregating Governance Indicators
World Bank Policy Research Working Paper No. 2195
Daniel Kaufmann ,
Aart Kraay and
Pablo Zoido
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
Stanford University - Graduate School of Business
Date Posted: November 05, 1999
Working Paper Series
3518 downloads
Corporate Governance and Firm Performance
Sanjai Bhagat and
Brian J. Bolton
University of Colorado at Boulder - Department of Finance
and
Portland State University - School of Business Administration
Date Posted: September 28, 2007
Working Paper Series
3506 downloads
Governance Matters V: Aggregate and Individual Governance Indicators for 1996-2005
World Bank Policy Research Working Paper No. 4012
Daniel Kaufmann ,
Aart Kraay and
Massimo Mastruzzi
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
World Bank Institute
Date Posted: September 19, 2006
Working Paper Series
3397 downloads
Growth Without Governance
World Bank Policy Research Working Paper No. 2928
Daniel Kaufmann and
Aart Kraay
The Brookings Institution
and
World Bank - Development Research Group (DECRG)
Date Posted: July 20, 2002
Working Paper Series
3388 downloads
Discretionary-Accruals Models and Audit Qualifications
Eli Bartov ,
Ferdinand A. Gul and
Judy S.L. Tsui
New York University
,
Monash University Sunway Campus
and
Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: March 06, 2000
Working Paper Series
2976 downloads
Corruption, Governance and Security: Challenges for the Rich Countries and the World
Daniel Kaufmann
The Brookings Institution
Date Posted: October 18, 2004
Working Paper Series
2969 downloads
An Econometric Analysis of Emission Trading Allowances
Journal of Banking and Finance, Vol. 32, No. 10, 2008, Swiss Finance Institute Research Paper No. 06-26
Luca Taschini
and
Marc S. Paolella
London School of Economics - Grantham Research Institute
and
University of Zurich
Date Posted: November 26, 2006
Last Revised: December 21, 2009
Accepted Paper Series
2938 downloads
On the Use of Instrumental Variables in Accounting Research
David F. Larcker and
Tjomme O. Rusticus
Stanford University - Graduate School of Business
and
Northwestern University - Kellogg School of Management
Date Posted: April 07, 2005
Last Revised: November 13, 2009
Working Paper Series
2907 downloads
Measuring the Performance of Microfinance Institutions
Giovanni Ferro-Luzzi
and
Sylvain Weber
University of Geneva
and
University of Neuchatel - Institute for Research in Economics (IRENE)
Date Posted: July 27, 2006
Last Revised: January 29, 2008
Working Paper Series
2890 downloads
Deriving Value from Social Commerce Networks
Journal of Marketing Research, Forthcoming
Andrew T. Stephen and
Olivier Toubia
University of Pittsburgh
and
Columbia Business School - Marketing
Date Posted: June 25, 2008
Last Revised: August 30, 2011
Working Paper Series
2787 downloads
Predictive Regressions: A Present-Value Approach
Jules H. van Binsbergen
and
Ralph S. J. Koijen
Stanford University - Graduate School of Business
and
University of Chicago - Booth School of Business
Date Posted: March 04, 2007
Last Revised: February 16, 2009
Working Paper Series
2724 downloads
How to Time the Commodity Market
Journal of Derivatives & Hedge Funds, Vol. 16, No. 1, pp. 1-8, 2010
Devraj Basu ,
Roel C. A. Oomen and
Alexander Stremme
Skema Business School
,
Deutsche Bank AG
and
Warwick Business School
Date Posted: June 22, 2006
Last Revised: August 20, 2010
Working Paper Series
2608 downloads
MS_Regress - The MATLAB Package for Markov Regime Switching Models
Marcelo Perlin
Escola de Administração - UFRGS
Date Posted: November 26, 2010
Last Revised: August 15, 2012
Working Paper Series
2542 downloads
Downside Correlation and Expected Stock Returns
EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Andrew Ang ,
Joseph Chen and
Yuhang Xing
Columbia Business School - Finance and Economics
,
University of California, Davis - Graduate School of Management
and
Rice University
Date Posted: November 09, 2001
Working Paper Series
2506 downloads
Markowitz meets Darwin: Portfolio Oversight and Evolutionary Divergence
Johnson School Research Paper Series No. 39-2011
Marcos Lopez de Prado and
Matthew Foreman
Hess Energy Trading Company
and
University of California, Irvine
Date Posted: September 22, 2011
Last Revised: August 08, 2012
Working Paper Series
2496 downloads
The Joint Determination of Audit Fees, Non-Audit Fees, and
Abnormal Accruals
Yale ICF Working Paper No. 02-21, Yale SOM Working Paper No. AC-15
Rick Antle
,
Elizabeth A. Gordon ,
Ganapathi S. Narayanamoorthy and
Ling Zhou
Yale School of Management
,
Temple University - Fox School of Business and Management
,
University of Illinois at Urbana-Champaign
and
University of New Mexico
Date Posted: August 07, 2002
Working Paper Series
2472 downloads
An E-ARCH Model for the Term Structure of Implied Volatility of FX Options
Marco Avellaneda and
Yingzi Zhu
New York University (NYU) - Courant Institute of Mathematical Sciences
and
Tsinghua University - School of Economics & Management
Date Posted: April 01, 1997
Working Paper Series
2448 downloads
Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes
David Blitz
and
Pim van Vliet
Robeco Asset Management - Quantitative Strategies
and
Robeco Asset Management - Quantitative Strategies
Date Posted: February 19, 2009
Last Revised: July 17, 2009
Working Paper Series
2407 downloads
Does Mother Nature Corrupt? Natural Resources, Corruption, and Economic Growth
IMF Working Paper No. 99/85
Carlos A. Leite and
Jens Weidmann
International Monetary Fund (IMF)
and
Federal Statistical Office
Date Posted: February 14, 2001
Working Paper Series
2315 downloads
Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets
EFMA 2002 London Meetings
Kirt C. Butler and
Domingo C. Joaquin
Michigan State University
and
Illinois State University - Department of Finance, Insurance and Law
Date Posted: May 12, 2000
Working Paper Series
2213 downloads
The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation
Michael P. Murray
Bates College
Date Posted: November 08, 2005
Working Paper Series
2205 downloads
Myths and Realities of Governance and Corruption
Daniel Kaufmann
The Brookings Institution
Date Posted: November 01, 2005
Working Paper Series
2187 downloads
The Good News and the Bad News About Long-Run Stock Market Returns
EFA 0305; DAE Working Paper No. 9822
Stephen H. Wright and
Donald Robertson
Birkbeck College, University of London
and
Cambridge University - Department of Economics
Date Posted: November 05, 1998
Working Paper Series
2103 downloads
International Asset Allocation with Time-Varying Correlations
Geert Bekaert and
Andrew Ang
Columbia Business School - Finance and Economics
and
Columbia Business School - Finance and Economics
Date Posted: April 07, 1999
Working Paper Series
2042 downloads
Dynamic Volatility Trading Strategies in the Currency Option Market Using Stochastic Volatility Forecasts
Dajiang Guo
Greenwich Capital Markets, Inc.
Date Posted: June 03, 1999
Working Paper Series
2039 downloads
Determinants of Bank Profitability: Macroeconomic Evidence from Nigeria
Toni Uhomoibhi Aburime
Deakin University
Date Posted: August 19, 2008
Last Revised: September 03, 2008
Working Paper Series
2020 downloads
Assessing the Credit Risk of CDOs Backed by Structured Finance Securities: Rating Analysts' Challenges and Solutions
Jian Hu
Moody's Investors Service
Date Posted: September 02, 2007
Working Paper Series
1989 downloads
Markovian Projection Onto a Heston Model
Alexandre Antonov
,
Timur Misirpashaev
and
Vladimir Piterbarg
Numerix
,
Merrill Lynch & Co.
and
Barclays Capital
Date Posted: June 28, 2007
Working Paper Series
1962 downloads
Arbitrage-Free Construction of the Swaption Cube
Simon Johnson
and
Bereshad Nonas
Commerzbank Corporates & Markets
and
Commerzbank Corporates & Markets
Date Posted: January 22, 2009
Working Paper Series
1956 downloads
Stock Market Fluctuations And The Business Cycle
Marcelle Chauvet
University of California
Date Posted: September 24, 2001
Working Paper Series
1907 downloads
Factor Models of Asset Returns
ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Rama Cont, ed., Chicester: Wiley, 2010.
Gregory Connor and
Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
and
Northwestern University - Kellogg School of Management
Date Posted: October 26, 2007
Last Revised: November 17, 2011
Accepted Paper Series
1899 downloads
Pecking Order Versus Trade-off: An Empirical Approach to the Small and Medium Enterprise Capital Structure
Francisco Sogorb-Mira and
José López-Gracia
Universidad CEU Cardenal Herrera - Department of Business and Economics
and
University of Valencia - Department of Accounting
Date Posted: May 29, 2003
Working Paper Series
1868 downloads
An Empirical Analysis of Search Engine Advertising: Sponsored Search in Electronic Markets
NET Institute Working Paper
Anindya Ghose
and
Sha Yang
New York University - Leonard N. Stern School of Business
and
University of Southern California - Marshall School of Business
Date Posted: October 25, 2007
Last Revised: May 26, 2009
Working Paper Series
1791 downloads
Analytical Formulas for Pricing CMS Products in the LIBOR Market Model with the Stochastic Volatility
Alexandre Antonov
and
Matthieu Arneguy
Numerix
and
Numerix
Date Posted: March 10, 2009
Working Paper Series
1730 downloads
A Program for Fixed or Random Effects in Eviews
Hossein Abbasi-Nejad
and
Shapour Mohammadi
University of Tehran
and
University of Tehran
Date Posted: February 27, 2005
Working Paper Series
1720 downloads
The Return of the Size Anomaly: Evidence from the German Stock Market
University of Cambridge, Judge Business School Working Paper No. 23/2006
Amir Amel-Zadeh
University of Cambridge - Judge Business School
Date Posted: January 16, 2007
Last Revised: July 05, 2009
Working Paper Series
1710 downloads
Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
Emel Kahya and
Panayiotis Theodossiou
Rutgers, The State University of New Jersey - Accounting
and
Cyprus University of Technology
Date Posted: March 06, 1998
Working Paper Series
1595 downloads
Dynamic Copula Modelling for Value at Risk
Frontiers in Finance and Economics, Forthcoming
Date Posted: November 11, 2006
Accepted Paper Series
1581 downloads
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