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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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  Last 12 months: 		68,998

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To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C1
1,880,184 Total downloads
Showing Papers 2,201 - 2,250 of 8,578
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Incl. Electronic Paper Identification-Robust Estimation and Testing of the Zero-Beta CAPM
CIRANO - Scientific Publications 2011s-21
Marie-Claude Beaulieu , Jean-Marie Dufour and Lynda Khalaf
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) , McGill University and Laval University - Département d'Économique
Date Posted: February 14, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper Locational Determinants of FDI for Different Industries Across States: The Case of Mexico
 Sonia Monarrez
affiliation not provided to SSRN
Date Posted: February 13, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper Liquidity Requirements and Payment Delays - Participant Type Dependent Preferences
ECB Working Paper No. 1291
 Christian Schulz
European Central Bank (ECB)
Date Posted: February 12, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper (Weighted) Sum of 'n' Correlated Lognormals: Probability Density Function – Numerical calculation
 Tamas Nagy
Corvinus University of Budapest, Department of Environmental Economics and Technology
Date Posted: February 11, 2011
Last Revised: February 18, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Combinatorial Bootstrap Inference in Partially Identified Incomplete Structural Models
 Marc Henry , Romuald Meango and Maurice Queyranne
Université de Montréal, CIREQ, CIRANO , University of Montreal and University of British Columbia (UBC) - Sauder School of Business
Date Posted: February 11, 2011
Last Revised: December 07, 2011
Working Paper Series
132 downloads

Incl. Electronic Paper Prediction by Regression in Multivariate Normal Distributions
 Stanley L. Sclove
University of Illinois at Chicago - Information & Decision Sciences Department
Date Posted: February 11, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper The Performance Disclosures of Credit Rating Agencies: Are They Effective Reputational Sanctions?
New York University Journal of Law and Business, Fall 2010, U of Cincinnati Public Law Research Paper No. 11-03
 Lynn Bai
University of Cincinnati - College of Law
Date Posted: February 11, 2011
Last Revised: March 16, 2011
Accepted Paper Series
213 downloads

Incl. Electronic Paper An Alternative Bayesian Approach to Structural Breaks in Time Series Models
Tinbergen Institute Discussion Paper 11-023/4
 Sjoerd van den Hauwe , Richard Paap and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: February 10, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Evaluating Factor Pricing Models Using High Frequency Panels
Mays Business School Research Paper No. 2012-37
 Hwagyun Kim , Joon Y. Park and Yoosoon Chang
Texas A&M University - Mays Business School , Texas A&M University and Indiana University Bloomingtondelete
Date Posted: February 09, 2011
Last Revised: November 21, 2012
Working Paper Series
152 downloads

Incl. Electronic Paper Value-at-Risk Model Risk
 Carol Alexander and José María Sarabia
University of Reading - ICMA Centre and University of Cantabria - Department of Economics
Date Posted: February 09, 2011
Working Paper Series
487 downloads

Incl. Electronic Paper A New Approach to Pricing and Hedging Options with Transaction Costs
 Ling Chen , Tze Leung Lai and Tiong Wee Lim
Goldman Sachs Group, Inc. , Stanford University - Department of Statistics and National University of Singapore - Department of Statistics and Applied Probability
Date Posted: February 08, 2011
Working Paper Series
260 downloads

Incl. Electronic Paper Corporate Governance Reforms, Interlocking Directorship Networks and Company Value in Italy (1998-2007)
CESifo Working Paper Series No. 3322
 Carlo Drago , Francesco Millo , Roberto Ricciuti and Paolo Santella
University of Naples "Federico II" - Department of Economic and Statistical Sciences , University of Verona - Department of Economics , University of Verona - Department of Economics and European Securities and Markets Authority
Date Posted: February 08, 2011
Working Paper Series
179 downloads

Incl. Electronic Paper Estimation Risk, Learning and the Equity Premium
 Evgenia Gvozdeva and Praveen Kumar
Russell Investments and University of Houston - Department of Finance
Date Posted: February 08, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper Some Issues Involved by the Policies Concerning Exchange Rate and Inflation: Quantitative Approach
Amfiteatru Economic, Vol. XIII, No. 29, pp. 250-257, 2011
 Emilian Dobrescu
National Institute of Economic Research
Date Posted: February 08, 2011
Accepted Paper Series
75 downloads

Incl. Electronic Paper The Impact of Global Financial Crisis on China's Cultural Industry: An Empirical Analysis (Chinese)
ANNUAL DEVELOPMENT REPORT OF CHINESE CULTURAL INDUSTRIES, pp. 501-522, Gold Wall Press, 2009
 Zhen Ye and Yisen Li
The University of Chicago Booth School of Business and Xiamen University School of Economics
Date Posted: February 08, 2011
Accepted Paper Series
61 downloads

Incl. Electronic Paper Equality of Opportunity and the Distribution of Long-Run Income in Sweden
IZA Discussion Paper No. 5466
 Anders Bjorklund , Markus Jantti and John E. Roemer
Stockholm University , Abo Akademi University and Yale University - Department of Political Science
Date Posted: February 07, 2011
Working Paper Series
28 downloads

Incl. Electronic Paper The Dynamics of Operational Loss Clustering
Journal of Banking and Finance, Forthcoming
 Anna Chernobai and Yildiray Yildirim
Syracuse University - M. J. Whitman School of Management and Syracuse University - Whitman School of Management
Date Posted: February 07, 2011
Accepted Paper Series
57 downloads

Incl. Electronic Paper Non-Parametric Future Looking Value-at-Risk
 Anders Wilhelmsson and Marcus Nossman
Lund University - Department of Economics and Lund University
Date Posted: February 05, 2011
Last Revised: February 27, 2011
Working Paper Series
125 downloads

Incl. Electronic Paper An Analysis of Behavioral Growth Rates in Iraq Pre-Second Gulf War (In Arabic)
Political Analysis Quantitative Methods Journal, Vol. 5, No. 7, February 14, 2011
 Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: February 04, 2011
Last Revised: June 16, 2011
Accepted Paper Series
25 downloads

Incl. Electronic Paper Stumbling into Crime: Stochastic Process Models of Accounting Fraud
RESEARCH HANDBOOK ON THE ECONOMICS OF CRIMINAL LAW, A. Harel, K. Hylton, eds., Edward Elgar, 2011, Loyola-LA Legal Studies Paper No. 2011-08, UCLA School of Law Research Paper No. 11-06
 Michael D. Guttentag
Loyola Law School Los Angeles
Date Posted: February 04, 2011
Last Revised: March 10, 2011
Accepted Paper Series
219 downloads

Incl. Electronic Paper Accelerating Exotic Option Pricing and Model Calibration Using GPUs
 André Bernemann , Ralph Schreyer and Klaus Spanderen
WestLB , WestLB and affiliation not provided to SSRN
Date Posted: February 03, 2011
Working Paper Series
415 downloads

Incl. Electronic Paper A Spot Price's Model for Electricity in the Colombian Market Using Markov Chains and Mean Reversion - An Approach for Including the ENSO Effects on Prices
 Gonzalo Diaz-Hoyos Sr.
Oxbow
Date Posted: February 02, 2011
Last Revised: November 17, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Demand for Hospital Care and Private Health Insurance in a Mixed Public-Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach
Melbourne Institute Working Paper No. 22/11
 Terence Chai Cheng and Farshid Vahid
University of Melbourne - Melbourne Institute of Applied Economics and Social Research and Monash University - Department of Econometrics and Business Statistics
Date Posted: February 02, 2011
Last Revised: November 21, 2011
Working Paper Series
153 downloads

Incl. Electronic Paper Estimating Standard Errors for the Parks Model: Can Jackknifing Help?
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 5, 2011-1
 W. Robert Reed and Rachel S. Webb
University of Canterbury - Economics and Finance and University of Canterbury
Date Posted: February 02, 2011
Accepted Paper Series
12 downloads

Incl. Electronic Paper A Test of Singularity for Distribution Functions
CIRANO - Scientific Publications 2011s-06
 Victoria Zinde‐Walsh and John W. Galbraith
McGill University - Department of Economics and McGill University - Department of Economics
Date Posted: February 01, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals
Cowles Foundation Discussion Paper No. 1650RR
 Xiaohong Chen and Demian Pouzo
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Date Posted: February 01, 2011
Last Revised: September 08, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper Testing Models of Strategic Behavior Characterized by Conditional Likelihoods
 Thomas Otter , Timothy Gilbride and Greg M. Allenby
Goethe University Frankfurt, Department of Marketing , University of Notre Dame and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: February 01, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Financial Contagion on Power Law Networks
 Xi Chen and Archis Ghate
affiliation not provided to SSRN and University of Washington
Date Posted: January 30, 2011
Working Paper Series
85 downloads

Incl. Electronic Paper Nested Simulation in Portfolio Risk Measurement
Management Science, Vol. 56, No. 10, October 2010, FEDS Working Paper No. 2008-21
 Michael B. Gordy and Sandeep Juneja
Board of Governors of the Federal Reserve and Tata Institute of Fundamental Research (TIFR)
Date Posted: January 29, 2011
Accepted Paper Series
87 downloads

Incl. Electronic Paper Relative Inflation Dynamics in the EU Accession Countries of Central and Eastern Europe
 Hiranya K. Nath and Kiril Tochkov
Sam Houston State University - College of Business Administration - Department of Economics and International Business and Texas Christian University - Department of Economics
Date Posted: January 29, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Why Royalties? Evidence from French Distribution Networks
University of Lyon 2 Groupe d'Analyse et de Theorie Economique (GATE) Working Paper No. 1102
 Muriel Fadairo
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: January 29, 2011
Last Revised: February 01, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Applied Fund-of-Funds Construction: A Robust Approach
 Nik Tuzov
affiliation not provided to SSRN
Date Posted: January 28, 2011
Working Paper Series
207 downloads

Incl. Electronic Paper A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
CIRANO - Scientific Publications No. 2011s-13
 Luc Bauwens , Gary Koop , Dimitris Korobilis and J. V. K. Rombouts
Université catholique de Louvain , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow and HEC Montreal
Date Posted: January 27, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Assessing Alternative Global Equity Investment Frameworks
 Xi Li
Hong Kong University of Science & Technology (HKUST)
Date Posted: January 27, 2011
Working Paper Series
310 downloads

Incl. Electronic Paper Pricing American Interest Rate Options Under the Jump-Extended Constant-Elasticity-of-Variance Short Rate Models
 Natalia Beliaeva and Sanjay K. Nawalkha
Suffolk University - Department of Finance and University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: January 27, 2011
Last Revised: June 15, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper Pricing, Investment, and Network Equilibrium
84th Annual Meeting of Transportation Research Board, 2005
 Lei Zhang and David Matthew Levinson
Oregon State University and University of Minnesota - Twin Cities
Date Posted: January 27, 2011
Accepted Paper Series
15 downloads

Incl. Electronic Paper The Future of Statistics - A Personal View (Die Zukunft Der Statistik: Eine Persönliche Betrachtung - In German)
RatSWD Working Paper No. 166
 Ulrich Rendtel
RatSWD
Date Posted: January 27, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper Optimal Spectral Density Estimation: Evidence from the US Art Market
International Research Journal of Finance and Economics, No. 61, pp. 129-135, 2011
 Péter Erdos and Mihály Ormos
Budapest University of Technology and Economics and Budapest University of Technology and Economics - Department of Finance
Date Posted: January 26, 2011
Accepted Paper Series
31 downloads

Incl. Electronic Paper Volatility Forecasting and Explanatory Variables: A Tractable Bayesian Approach to Stochastic Volatility
 Christian Dorion and Nicolas Chapados
HEC Montreal and University of Montreal
Date Posted: January 26, 2011
Last Revised: October 03, 2012
Working Paper Series
115 downloads

Incl. Electronic Paper Testing for Weak Identification in Possibly Nonlinear Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 90
 Barbara Rossi and Atsushi Inoue
affiliation not provided to SSRN and North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: January 25, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Noncooperative Household Consumption with Caring
 Laurens Cherchye , Thomas Demuynck and Bram De Rock
KU Leuven , Catholic University of Leuven (KUL) - Campus Kortrijk (KULAK) - Subfaculty of Economics and Applied Economics and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: January 24, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper Permutation Tests (and Sampling Without Replacement) Orders of Magnitude Faster Using SAS®
InterStat, January 2011
 J.D. Opdyke
Bates White LLC
Date Posted: January 24, 2011
Last Revised: January 31, 2011
Accepted Paper Series
60 downloads

Incl. Electronic Paper Profiled Forward Regression for Ultrahigh Dimensional Variable Screening in Semiparametric Partially Linear Models
 Hua Liang , Hansheng Wang and Chih-Ling Tsai
affiliation not provided to SSRN , Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Date Posted: January 24, 2011
Working Paper Series
159 downloads

Incl. Electronic Paper 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance
GARP Risk Professional, pp. 47-50, February 2011
 Attilio Meucci
SYMMYS
Date Posted: January 23, 2011
Accepted Paper Series
3316 downloads

Incl. Electronic Paper A Class of Simple Distribution-Free Rank-Based Unit Root Tests
CentER Discussion Paper Series No. 2011-002 (Revision of 2009-02, 2010-72)
 Marc Hallin , Ramon van den Akker and Bas J. M. Werker
ECARES, Universite Libre de Bruxelles , Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: January 23, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper The Effect of Mandated Exclusive Territories in the US Brewing Industry
 Christian Rojas
University of Massachusetts at Amherst
Date Posted: January 23, 2011
Last Revised: May 27, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper A Model-Free Transformation for Multivariate Volatility Processes
 Yu-Pin Hu
National Chi Nan University
Date Posted: January 22, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Analytical Gradients of Dynamic Conditional Correlation models
 Massimiliano Caporin
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: January 22, 2011
Last Revised: June 14, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Evaluating DSGE Model Forecasts of Comovements
FRB of Philadelphia Working Paper No. 11-5
 Edward Herbst and Frank Schorfheide
University of Pennsylvania and University of Pennsylvania - Department of Economics
Date Posted: January 21, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper An Agent-Based Route Choice Model
 Shanjiang Zhu , David Matthew Levinson and Lei Zhang
University of Minnesota - Twin Cities , University of Minnesota - Twin Cities and Oregon State University
Date Posted: January 20, 2011
Working Paper Series
37 downloads


 

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