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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 561,206
Full Text Papers: 463,710
Authors: 260,529
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  Last 12 months:
63,871

Paper Downloads:
To date: 77,954,818
Last 12 months: 9,683,900
Last 30 days: 661,915

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  Resolved
  References:
262,270
Total References: 9,034,735
Papers with Cites: 242,003
Total Citation
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5,983,061
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,166,729


SSRN eLibrary Search Results
JEL Code: C5
1,375,005 Total downloads
Showing Papers 2,201 - 2,250 of 6,900
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Usage of an Estimated Coefficient as a Dependent Variable
Economics Letters, Vol. 116, No. 3, 2012
Abigail S. Hornstein and William H. Greene
Wesleyan University and New York University Stern School of Business
Date Posted: August 20, 2014
Accepted Paper Series

Incl. Electronic Paper Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Michael P. Clements and Ana Beatriz Galvão
University of Reading - Henley Business School and University of Warwick
Date Posted: August 20, 2014
Working Paper Series
1 downloads

A Note on Unresolved Anomalies in the Choice of Natural Experiment

Date Posted: August 18, 2014
Working Paper Series

Incl. Electronic Paper Latent Price Impact
Luca Philippe Mertens
IMPA
Date Posted: August 17, 2014
Working Paper Series
77 downloads

Incl. Electronic Paper Alternative Investments: Inflation Hedger or Mean-Variance Efficient?
Muhammad Muzammal Murtaza , Khurram Shahzad and Abida Perveen
University of Central Punjab - UCP Business School , Vrije University - Faculty of Economics and Business Administration and National College of Business Administration & Economics
Date Posted: August 17, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Compound Multifractal Model for High-Frequency Asset Returns
Eric M. Aldrich , Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz , University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: August 17, 2014
Last Revised: August 20, 2014
Working Paper Series
80 downloads

Incl. Electronic Paper Best-Estimate Claims Reserves in Incomplete Markets
Sebastian Happ , Michael Merz and Mario V. Wuthrich
University of Hamburg , University of Hamburg and RiskLab, ETH Zurich
Date Posted: August 17, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Land Use in Rural New Zealand: Spatial Land Use, Land-Use Change, and Model Validation
Motu Working Paper No. 14-07
Simon Anastasiadis , Suzi Kerr , Wei Zhang , Corey Allan and William Power
Motu Economic and Public Policy Research , Motu Economic and Public Policy Research Trust , Motu Economic and Public Policy Research Trust , Motu Economic and Public Policy Research Trust and GNS Science
Date Posted: August 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Elliptical Tempered Stable Distribution and Fractional Calculus
Hassan Abobakr Fallahgoul and Aaron Kim
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and State University of New York, SUNY at Stony Brook University, College of Business
Date Posted: August 16, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Impact of Model Instability on Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
Tinbergen Institute Discussion Paper 14-107/III
Francisco Blasques , Siem Jan Koopman , Andre Lucas and Julia Schaumburg
VU University Amsterdam , VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University AmsterdamTinbergen Institute
Date Posted: August 15, 2014
Last Revised: August 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Demand and Supply Model of Housing: Evidence from the Turkish Housing Market
Yusuf Varli and Orhan Erdem
Borsa İstanbul - Research Dept. and Borsa Istanbul- Research Dept.
Date Posted: August 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Growth Horizons for a Changing Asian Regional Economy
Asian Development Bank Economics Working Paper Series No. 392
David Roland-Holst and Guntur Sugiyarto
University of California, Berkeley and Asian Development Bank
Date Posted: August 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Quantifying the Semantics of Search Behavior Before Stock Market Moves
Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Chester Curme , Tobias Preis , H. Eugene Stanley and Helen Susannah Moat
Boston University , Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: August 14, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Output Gap in Presence of Financial Frictions and Monetary Policy Trade-Offs
IMF Working Paper No. 14/128
Francesco Furlanetto , Paolo Gelain and Marzie Taheri Sanjani
Central Bank of Norway , Norges Bank and International Monetary Fund (IMF)
Date Posted: August 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Simple and General Approach to Fitting the Discount Curve Under No-Arbitrage Constraints
Matthias R. Fengler and Lin-Yee Hin
University of St. Gallen - School of Economics and Political Science and Department of Mathematics & Statistics, Curtin University of Technology
Date Posted: August 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Risk Parity Versus Mean-Variance: It's All in the Views
Daniel Haesen , Winfried G. Hallerbach , Thijs D. Markwat and Roderick Molenaar
Robeco Asset Management, Quantitative Strategies , Robeco Asset Management, Quantitative Strategies , Robeco Asset Management and Robeco Asset Management
Date Posted: August 12, 2014
Working Paper Series
309 downloads

Incl. Electronic Paper Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Tinbergen Institute Discussion Paper 14-105/III
Francisco Blasques , Siem Jan Koopman and Max Mallee
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper International Wheat Price Responses to ENSO Shocks: Modelling Transmissions Using Smooth Transitions
David Ubilava
University of Sydney
Date Posted: August 10, 2014
Last Revised: August 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Quantifying Informational Linkages in a Global Model of Currency Spot Markets
Melbourne Institute Working Paper No. 17/14
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Date Posted: August 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Super-Exponential Growth Expectations and the Global Financial Crisis
Swiss Finance Institute Research Paper No. 14-52
Matthias Leiss , Heinrich H. Nax and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Heterogeneous Effects of Risk-Taking on Bank Efficiency: A Stochastic Frontier Model with Random Coefficients
Miguel Sarmiento and Jorge E. Galán
Banco de la República and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: August 08, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Detecting Complete and Joint Mixability
Giovanni Puccetti and Ruodu Wang
University of Florence - Department of Mathematics for Decisions and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: August 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Variance Risk Measures with the Standardized Pearson Type IV Distribution
Stavros Stavroyiannis
Department of Accounting and Finance, Technological Educational Institute of Peloponnese
Date Posted: August 07, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Consequences of Omitting Relevant Inputs on the Quality of the Data Envelopment Analysis Under Different Input Correlation Structures
Center for Research in Economics and Finance (CIEF), Working Papers, No. 08-01
Andres Ramirez Hassan
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: August 06, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Financial and Macroeconomic Effects of OMT Announcements
ECB Working Paper No. 1707
Carlo Altavilla , Domenico Giannone and Michele Lenza
University of Naples Parthenope , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: August 06, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Portfolio Choice in the Presence of Estimation Error: A Pricing Model Filter Approach
Martin Lozano
Independent
Date Posted: August 06, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Exponential Smoothing, Long Memory and Volatility Prediction
CEIS Working Paper No. 319
Tommaso Proietti
University of Rome II - Department of Economics and Finance
Date Posted: August 05, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Simulation of the Energy Crisis Hit to the Japan Economics Structure
Mark Kushelman
Deloitte Consulting LLP
Date Posted: August 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper On the Distribution and Estimation of Trading Costs
Journal of Empirical Finance, 28, 104-117
Apostolos Kourtis
University of East Anglia - Norwich Business School
Date Posted: August 04, 2014
Accepted Paper Series
19 downloads

Incl. Electronic Paper Ensembles of Overfit and Overconfident Forecasts
Darden Business School Working Paper No. 2474438
Yael Grushka-Cockayne , Victor Richmond R. Jose and Kenneth C. Lichtendahl Jr.
University of Virginia (UVA) - Darden School of Business , Georgetown University - McDonough School of Business and University of Virginia - Darden School of Business
Date Posted: August 03, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Aggregate Short Interest and Return Predictability
WFA - Center for Finance and Accounting Research Working Paper No. 14/002
David Rapach , Matthew Ringgenberg and Guofu Zhou
Saint Louis University - John Cook School of Business , Washington University in Saint Louis - Olin Business School and Washington University in St. Louis - Olin School of Business
Date Posted: August 02, 2014
Last Revised: August 20, 2014
Working Paper Series
87 downloads

Variance Swaps in a Market with Jumps and Stochastic Volatility: An Investigation of Model Risk
Guillaume Coqueret , Bertrand Tavin and Arthur Villard-Sichel
EDHEC Business School , EMLYON Business School and Independent
Date Posted: August 02, 2014
Working Paper Series

Incl. Electronic Paper Further to Asset Price Trend Theory: Decision Making, Optimization, Fears and Aspirations, and Notions of Market Efficiency
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: August 01, 2014
Last Revised: August 09, 2014
Working Paper Series
58 downloads

Incl. Electronic Paper Performance of Asset Allocation Strategies in Europe: An Out-of-Sample Assessment
Martin Lozano and Francisco Javier Navarro Sanchez
Independent and University of Valencia
Date Posted: August 01, 2014
Working Paper Series
15 downloads

Lawrence R. Klein: The Scientist and His Ties with Italy
Rivista Italiana degli Economisti, Vol. 2, August 2014
Massimo Tivegna
University of Teramo
Date Posted: July 31, 2014
Accepted Paper Series

Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area
Rivista Italiana degli Economisti, Vol. 2, August 2014
Monica Billio and Maddalena Cavicchioli
Ca Foscari University of Venice - Department of Economics and Advanced School of Economics in Venice
Date Posted: July 31, 2014
Accepted Paper Series

Incl. Electronic Paper Factors of Productivity Growth in the Chinese and American Economies
György Simon Jr.
Corvinus University of Budapest
Date Posted: July 31, 2014
Last Revised: August 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Do Exchange Rates Really Help Forecasting Commodity Prices?
Lasse Bork and Pablo Rovira Kaltwasser
Aalborg University - Department of Business and Management and Catholic University of Leuven (KUL)
Date Posted: July 30, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
389 downloads

Incl. Electronic Paper Forecasting House Prices in the 50 States Using Dynamic Model Averaging and Dynamic Model Selection
International Journal of Forecasting, Forthcoming
Lasse Bork and Stig Vinther Møller
Aalborg University - Department of Business and Management and University of Aarhus - CREATES
Date Posted: July 29, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition
CAMA Working Paper No. 55/2014
Hans Christian Mueller , Tara M. Sinclair and H.O. Stekler
Independent , George Washington University - Department of Economics and George Washington University - Department of Economics
Date Posted: July 29, 2014
Last Revised: July 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Quest for Financial Stability in the Euro Area: The Role of Government Interventions
Renatas Kizys , Nikos Paltalidis and Konstantinos P. Vergos
Portsmouth Business School , Portsmouth Business School and University of Portsmouth
Date Posted: July 27, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures
Swiss Finance Institute Research Paper No. 14-45
Juan Valentin Escobar and Didier Sornette
Physics Dept. Universidad Autonoma Metropolitana-Iztapalapa and Swiss Finance Institute
Date Posted: July 26, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Last Revised: August 20, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guarantees
Yao Tung Huang and Yue Kuen Kwok
Hong Kong University of Science and Technology, Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 26, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
55 downloads

Incl. Fee Electronic Paper The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles
Financial Review, Vol. 49, Issue 3, pp. 593-618, 2014
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: July 26, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Electricity Futures Prices: Time Varying Sensitivity to Fundamentals
IEB Working Paper N. 2014/21
Stein-Erik Fleten , Ronald Huisman , Mehtap Kilic , Enrico Pennings and Sjur Westgaard
Norwegian University of Science and Technology (NTNU) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: July 25, 2014
Working Paper Series
11 downloads


 

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