Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,050
Full Text Papers:
397,938
Authors:
228,554
Papers Received in Last 12 months:
69,482
Paper Downloads:
To date:
66,677,453
Last 12 months:
11,211,022
Last 30 days:
825,416
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: C15
369,639 Total downloads
Showing Papers 221 - 270 of 1,762
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Quantifying Search and Switching Costs in the U.S. Auto Insurance Industry
Elisabeth Honka
Date Posted: March 15, 2012Last Revised: February 05, 2013199 downloads
Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas
Mayur Agrawal
,
Debabrata Mohapatra
and
Ilya Pollak
Date Posted: March 14, 2012Last Revised: March 24, 2012171 downloads
Testing CAPM with a Large Number of Assets AFA 2013 San Diego Meetings Paper
M. Hashem Pesaran and
Takashi Yamagata
Date Posted: March 13, 2012163 downloads
Breeding One’s Own Sub-Prime Crisis: The Labour Market Effects on Financial System Stability Economic Systems, Vol. 35, No. 2, 2011
Tomasz Daras
and
Joanna Tyrowicz
Date Posted: March 12, 2012
Alternative Measures of Homeownership Gaps Across Segregated Neighborhoods
Anthony M. Yezer
and
Paul E. Carrillo
Date Posted: March 11, 20127 downloads
Liquidity Measure Distortions in Fast Markets: Expensive and Cheap Solutions
Craig W. Holden and
Stacey E. Jacobsen
Date Posted: March 10, 201266 downloads
An Automatic Procedure for the Estimation of the Tail Index MPRA Paper No. 37023
Ricardo Gimeno
and
Clara I. Gonzalez
Date Posted: March 09, 201257 downloads
Similar-on-The-Boundary Tests for Moment Inequalities Exist, but Have Poor Power Cowles Foundation Discussion Paper No. 1815R
Donald W. K. Andrews
Date Posted: March 06, 201215 downloads
Nonparametric, Conditional Pricing of Higher Order Multivariate Contingent Claims
Kostas Giannopoulos
Date Posted: March 05, 2012
U.S. Economic Sensitivity to Weather Variability Bulletin of the American Meteorological Society, p. 709, June 2011
Jeffrey Karl Lazo
,
Megan Lawson
,
Peter H. Larsen
and
Donald M. Waldman
Date Posted: March 04, 201242 downloads
Optimal Limit Methods for Computing Sensitivities of Discontinuous Integrals Including Triggerable Derivative Securities
Jiun Hong Chan and
Mark S. Joshi
Date Posted: February 27, 2012Last Revised: January 07, 2013113 downloads
A Method to Estimate Power Parameter in Exponential Power Distribution Via Polynomial Regression Bank of Italy Temi di Discussione (Working Paper) No. 834
Daniele Coin Sr.
Date Posted: February 24, 201254 downloads
The Indirect Continuum-GMM Estimation
Rachidi Kotchoni
Date Posted: February 21, 201237 downloads
Data Envelopment Analysis (DEA) Integrated Risk Assessment Technique on Hedge Funds Investment: Theory and Practical Application Zhang Z.Y., ed., Risk Assessment and Management. Wyoming, U.S.A: Academy Publish, pp. 73
John D. Lamb and
Kai-Hong Tee
Date Posted: February 16, 2012Last Revised: December 26, 201284 downloads
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Swiss Finance Institute Research Paper No. 12-18
Valentina Corradi
,
Walter Distaso
and
Antonio Mele
Date Posted: February 14, 2012344 downloads
When Forensic Examiners Disagree: Bias, or Just Inaccuracy? Psychology, Public Policy, and Law, 2013; 19:40-55
doi: 10.1037/a0029242, U of Cincinnati Public Law Research Paper No. 12-07
Douglas Mossman
Date Posted: February 14, 2012Last Revised: April 16, 201345 downloads
Signaling Asset Price Bubbles with Time-Series Methods Bank of Finland Research Discussion Paper No. 7/2012
Katja Taipalus
Date Posted: February 11, 2012236 downloads
Methods for Computing Marginal Data Densities from the Gibbs Output
Cristina Fuentes-Albero
and
Leonardo Melosi
Date Posted: February 09, 20125 downloads
Relative Strength and Portfolio Management Dorsey Wright Money Management, January 2012
John Lewis
Date Posted: February 04, 20121908 downloads
Static Hedges for Reverse Barrier Options with Robustness Against Skew Risk: An Empirical Analysis Quantitative Finance, Vol. 11, No. 5, pp. 711-727, 2011
Maruhn Jan
,
Morten Nalholm
and
Matthias R. Fengler
Date Posted: February 03, 2012
Robust Estimation of a High-Dimensional Integrated Covariance Matrix
Takayuki Morimoto and
Shuichi Nagata
Date Posted: January 31, 2012103 downloads
Modeling Asymmetry and Persistence Under the Impact of Sudden Changes in the Volatility of the Indian Stock Market
Dilip Kumar and
Srinivasan Maheswaran
Date Posted: January 25, 201250 downloads
The Linear Digital Model
Paul F. Romanelli
Date Posted: January 24, 2012Last Revised: May 02, 201274 downloads
Breaking Monte Carlo - Industry Standard Option Model Limits - Implications for Investors and Corporate Finance - Addendum - Equilibrium Option Pricing
M. A. Gumport
Date Posted: January 22, 201230 downloads
What is the True Cost of Active Management? A Comparison of Hedge Funds and Mutual Funds
Jussi Keppo and
Antti Petajisto
Date Posted: January 19, 2012Last Revised: February 19, 2013351 downloads
Another Nero Wolfe Cookbook George Mason Law & Economics Research Paper No. 12-06, Green Bag Almanac and Reader, pp. 473-514, 2012
Ross E. Davies
Date Posted: January 19, 201268 downloads
A Note on the Estimation of Long-Run Relationships in Panel Equations with Cross-Section Linkages Economics Discussion Paper No. 2012-1
Francesca Di Iorio and
Stefano Fachin
Date Posted: January 18, 201211 downloads
Leg, Culp, and the Evil Judge Green Bag Almanac and Reader, pp. 321-380, 2012, George Mason Law & Economics Research Paper No. 12-04
Ross E. Davies
Date Posted: January 14, 201228 downloads
Disentangling the Effects of Reputation and Network Position on the Evolution of Alliance Networks Strategic Organization, Vol. 8, No. 3, pp. 255-275, 2010
Joris Jan Ebbers
and
Nachoem Wijnberg
Date Posted: January 11, 201210 downloads
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility Cowles Foundation Discussion Paper No. 1844
Giuseppe Cavaliere ,
Peter C. B. Phillips ,
Stephan Smeekes and
A. M. Robert Taylor
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 09, 201249 downloads
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior Cowles Foundation Discussion Paper No. 1842
Peter C. B. Phillips ,
Shu Ping Shi
and
Jun Yu
Date Posted: January 09, 201232 downloads
Testing for Multiple Bubbles Cowles Foundation Discussion Paper No. 1843
Peter C. B. Phillips ,
Shu Ping Shi
and
Jun Yu
Date Posted: January 09, 2012158 downloads
Estimation of Operative Risk for Fraud in the Car Insurance Industry Global Journal of Business Research, Vol. 6, No. 3, pp. 73-83, 2012
Jorge Aníbal Restrepo Morales
and
Santiago Medina Hurtado
Date Posted: January 05, 201243 downloads
Breaking Monte Carlo - Industry Standard Option Model Limits - Implications for Investors and Corporate Finance
M. A. Gumport
Date Posted: January 02, 201248 downloads
Efficient Estimation and Particle Filter for Max‐Stable Processes Journal of Time Series Analysis, Vol. 33, Issue 1, pp. 61-80, 2012
Tsuyoshi Kunihama and
Yasuhiro Omori
affiliation not provided to SSRN
and
University of Tokyo
Date Posted: December 28, 20112 downloads
Unit Root Bootstrap Tests Under Infinite Variance Journal of Time Series Analysis, Vol. 33, Issue 1, pp. 32-47, 2012
Marta Moreno and
Juan Romo
affiliation not provided to SSRN
and
Universidad Carlos III de Madrid
Date Posted: December 28, 20112 downloads
Costs, Fees of Hedge Funds and Capital Flow
Ferhat Bilgin
,
Ehraz Refayet and
Ahmed Mohamed Rostom
Date Posted: December 27, 201151 downloads
Nonparametric Inference Based on Conditional Moment Inequalities Cowles Foundation Discussion Paper No. 1840
Donald W. K. Andrews and
Xiaoxia Shi
Date Posted: December 19, 201117 downloads
A Chi-Squared Statistic for Comparing the Independence of Out-of-Sample Factor Returns
Graham L. Giller
Date Posted: December 15, 201116 downloads
GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors CentER Discussion Paper No. 2011-134
Pavel Cizek
,
Jan P. A. M. Jacobs ,
Jenny E. Ligthart and
Hendrik Vrijburg
affiliation not provided to SSRN
Date Posted: December 12, 2011112 downloads
The Time-Varying Risk Return Tradeoff in the Long-Run
Sungjun Cho
Date Posted: December 08, 2011Last Revised: July 04, 201225 downloads
Quantile Mechanics II: Changes of Variables in Monte Carlo Methods and GPU-Optimized Normal Quantiles
William Thornton Shaw
,
Thomas Luu
and
Nick Brickman
affiliation not provided to SSRN
Date Posted: December 07, 201164 downloads
Combining Predictive Densities Using Nonlinear Filtering with Applications to US Economics Data Tinbergen Institute Discussion Paper No. 11-172/4
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Date Posted: December 05, 201125 downloads
How Expected Shortfall Can Simplify the Equally-Weighted Risk Contribution Portfolio
Stefano Colucci
Date Posted: December 05, 2011Last Revised: December 21, 2011354 downloads
Measuring Portfolio Credit Risk: Modelling Versus Calibration Errors BIS Quarterly Review
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: December 02, 201123 downloads
Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach CESifo Working Paper Series No. 3645
Guglielmo Maria Caporale and
Christophe Rault
Date Posted: November 30, 201148 downloads
Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Dynamic Models
Bruno Remillard
Date Posted: November 30, 201172 downloads
Bootstrap for Shrinkage-Type Estimators
Adriana Cornea
Date Posted: November 29, 2011Last Revised: October 10, 201229 downloads
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models CIRANO - Scientific Publication No. 2011s-72
Luc Bauwens ,
Arnaud Dufays
and
J. V. K. Rombouts
Date Posted: November 29, 201154 downloads
A Risk Based Approach to Tactical Asset Allocation
Stefano Colucci
and
Dario Brandolini
Date Posted: November 28, 2011Last Revised: December 08, 20111197 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.532 seconds
