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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

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

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238,027
Total References: 8,463,775
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C32
450,733 Total downloads
Showing Papers 2,351 - 2,400 of 3,071
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Incl. Electronic Paper Spurious Correlation in Estimation of the Health Production Function: A Note
KOF Working Papers No. 227
Sule Akkoyunlu , Frank R. Lichtenberg , Boriss Siliverstovs and Peter Zweifel
KOF Swiss Economic Institute , Columbia Business School - Finance and Economics , German Institute for Economic Research (DIW Berlin) - Department of International Economics and University of Zurich - Department of Economics Library
Date Posted: May 18, 2009
Working Paper Series
53 downloads

Spurious Periodic Autoregressions
The Econometrics Journal, Vol. 1, 1998
Tommaso Proietti
University of Rome II - Dipartimento S.E.F. e Me.Q.
Date Posted: April 09, 1999
Accepted Paper Series

Stability of Money Demand in Switzerland: a Comparison of the M2 and M3 Cases
Empirical Economics, Vol. 23, Issue 3, 1998
Michel Peytrignet and Christof W. Stahel
Swiss National Bank and US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
Date Posted: September 09, 1998
Accepted Paper Series

Incl. Electronic Paper Stable Mixture GARCH Models
Swiss Finance Institute Research Paper No. 11-39
Simon A. Broda , Markus Haas , Jochen Krause , Marc S. Paolella and Sven C. Steude
University of Amsterdam - Amsterdam School of Economics (ASE) , Ludwig Maximilians University of Munich - Department of Statistics , University of Zurich - Department of Banking and Finance , University of Zurich and University of Zurich - Department of Banking and Finance
Date Posted: September 23, 2011
Last Revised: October 18, 2011
Working Paper Series
211 downloads

Incl. Electronic Paper State-Dependent Effects of Fiscal Policy
UNSW Australian School of Business Research Paper No. 2012-27A
Steven M. Fazzari , James Morley and Irina Panovska
Washington University in St. Louis , University of New South Wales and Washington University in Saint Louis
Date Posted: April 30, 2012
Last Revised: May 13, 2013
Working Paper Series
114 downloads

Incl. Electronic Paper State-Observation Sampling and the Econometrics of Learning Models
Laurent E. Calvet and Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department and HEC Paris (Groupe HEC) - Economics & Decision Sciences
Date Posted: May 26, 2011
Working Paper Series
128 downloads

Incl. Electronic Paper Static and Dynamic Asset Allocation with Higher Moments
Julian M. Williams and Christos Ioannidis
University of Aberdeen Business School and University of Bath-Department of Economics
Date Posted: January 05, 2007
Working Paper Series
332 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
University of Trier , Copenhagen Business School - Department of Finance and University of St. Gallen - School of Economics and Political Science
Date Posted: February 03, 2012
Accepted Paper Series

Incl. Electronic Paper Statistical Mechanics of Financial Markets: Exponential Modifications to Black-Scholes
Jennifer K. Wilson
DRW Trading Group
Date Posted: April 05, 1999
Working Paper Series
416 downloads

Incl. Electronic Paper Statistical Mechanics of Nonlinear Nonequilibrium Financial Markets: Applications to Optimized Trading

Date Posted: April 04, 1998
Working Paper Series
188 downloads

Incl. Electronic Paper Statistical Mechanics of Portfolios of Options

Date Posted: September 30, 2001
Working Paper Series
203 downloads

Incl. Electronic Paper Statistical Modeling of Credit Default Swap Portfolios
Rama Cont and Yu Hang (Gabriel) Kan
Imperial College London and Barclays Capital
Date Posted: April 14, 2011
Last Revised: April 25, 2011
Working Paper Series
675 downloads

Incl. Electronic Paper Statistical Tests and Estimators of the Rank of a Matrix and their Applications in Econometric Modelling
ECB Working Paper No. 850
Gonzalo Camba-Mendez and George Kapetanios
European Central Bank (ECB) and University of London - Queen Mary College - Department of Economics
Date Posted: January 27, 2008
Working Paper Series
84 downloads

Incl. Electronic Paper Sticky Prices and the Purchasing Power Parity Puzzle
Dimitrios Malliaropulos , Ekaterini Panopoulou , Theologos Pantelidis and Nikitas Pittis
University of Piraeus - Department of Banking and Financial Management , University of Piraeus - Department of Statistics and Insurance Science , University of Macedonia - Department of Economics and University of Piraeus - Department of Banking and Financial Management
Date Posted: February 02, 2004
Working Paper Series
162 downloads

Incl. Electronic Paper Still Puzzling: Evaluating the Price Puzzle in an Empirically Identified Structural Vector Autoregression
Selva Demiralp , Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics , Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Date Posted: May 19, 2009
Working Paper Series
52 downloads

Stochastic Volatility and the Distribution of Exchange Rate News
Ronald Mahieu and Peter C. Schotman
Tilburg University - Center for Economic Research, Econometrics and Finance Group and Maastricht University
Date Posted: September 14, 1999
Working Paper Series

Stochastic Volatility and Time-Varying Country Risk in Emerging Markets
European Journal of Finance, Vol. 15, No. 3, 2009
Anders C. Johansson
Stockholm School of Economics
Date Posted: January 05, 2009
Last Revised: May 15, 2009
Accepted Paper Series

Stochastic Volatility as a Simple Generator of Apparent Financial Power Laws and Long Memory
Quantitative Finance, Vol. 1, 2001
Blake LeBaron
Brandeis University - International Business School
Date Posted: July 15, 2003
Accepted Paper Series

Incl. Electronic Paper Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
University of Reading Henley Business School ICMA Centre Discussion Paper in Finance No. DP2010-06
Andreas Kaeck and Carol Alexander
ICMA Centre, Henley Business School, University of Reading, UK and University of Reading - ICMA Centre
Date Posted: June 04, 2010
Working Paper Series
83 downloads

Incl. Electronic Paper Stochastic Volatility with Heterogeneous Time Scales
Danilo Delpini and Giacomo Bormetti
Istituto dei Sistemi Complessi (ISC) - CNR and Scuola Normale Superiore
Date Posted: May 31, 2012
Last Revised: April 03, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Stock Exchanges Industry Consolidation and Shock Transmission
Banque de France Working Paper No. NER-R 159
Julien Idier
Banque de France - Centre de Recherche
Date Posted: October 26, 2010
Working Paper Series
42 downloads

Stock Market and Shareholder Protection: Are They Important for Economic Growth?
Francis Xavier Rathinam
ICRIER
Date Posted: April 08, 2009
Working Paper Series

Incl. Electronic Paper Stock Market Co-Movement in Latin America
Vitor Leone
Nottingham Business School
Date Posted: April 01, 2012
Last Revised: May 22, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper Stock Market Crises and Portfolio Diversification in Central and Eastern Europe
Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 03-02
Plamen Georgiev Patev and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance and Tsenov Academy of Economics - Faculty of Finance
Date Posted: March 06, 2003
Working Paper Series
520 downloads

Stock Market Fluctuations And The Business Cycle
Journal of Economic and Social Measurement, Vol. 25, No. 3, 4, 1998/1999
Marcelle Chauvet
University of California
Date Posted: October 23, 2001
Accepted Paper Series

Incl. Electronic Paper Stock Market Fluctuations And The Business Cycle
Marcelle Chauvet
University of California
Date Posted: September 24, 2001
Working Paper Series
1907 downloads

Incl. Electronic Paper Stock Market Integration and Financial Crises: The Case of Asia
Jian Yang , James W. Kolari and Insik Min
University of Colorado Denver - The Business School , Texas A&M University (TAMU) - Department of Finance and Texas A&M University
Date Posted: December 01, 2003
Working Paper Series
854 downloads

Incl. Electronic Paper Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
Centre for Economic and Financial Studies, University of Glasgow, August 2012
Rifqi Ardliansyah
Adam Smith Business School
Date Posted: October 15, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Stock Market Integration between Three CEECs, Russia and the UK
CESifo Working Paper Series No. 2978
Guglielmo Maria Caporale and Nicola Spagnolo
London South Bank University and Brunel University
Date Posted: March 22, 2010
Working Paper Series
66 downloads

Incl. Electronic Paper Stock Market Spread Trading: Argentina and Brazil Stock Indices
Jonathan A. Batten , Peter G. Szilagyi and Michael C. S. Wong
Hong Kong University of Science & Technology (HKUST) - Department of Finance , University of Cambridge - Judge Business School and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: October 16, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Stock Market Valuation in the United States
National Bank of Belgium Working Paper No. 41
Patrick Bisciari , Alain Durré and Alain Nyssens
National Bank of Belgium , European Central Bank (ECB) - Directorate General Economics and National Bank of Belgium
Date Posted: October 14, 2010
Working Paper Series
64 downloads

Incl. Electronic Paper Stock Market Volatility Changes in Central Europe Caused by Asian and Russian Financial Crises
Tsenov Academy of Economics Department of Finance and Credit Working Paper No.03-01
Plamen Georgiev Patev and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance and Tsenov Academy of Economics - Faculty of Finance
Date Posted: March 06, 2003
Working Paper Series
233 downloads

Incl. Electronic Paper Stock Market Volatility: Examining North America, Europe and Asia
National University of Singapore, Economics Working Paper
Gamini Premaratne and Lakshmi Balasubramanyan
University of Brunei Darussalam - Universiti Brunei Darussalam and Pennsylvania State University - Department of Finance
Date Posted: April 21, 2003
Working Paper Series
574 downloads

Incl. Electronic Paper Stock Markets, Banks and Economic Growth: Some Evidence on the Role of Stock Price Informativeness
24th Australasian Finance and Banking Conference 2011 Paper
Fang-Chin Cheng and Ferdinand A. Gul
University of New South Wales and Monash University
Date Posted: August 26, 2011
Last Revised: November 02, 2011
Working Paper Series
107 downloads

Incl. Electronic Paper Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Fang-Chin Cheng , Ferdinand A. Gul and Bin Srinidhi
University of New South Wales , Monash University and University of Texas at Arlington - Department of Accounting
Date Posted: April 02, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets
25th Australasian Finance and Banking Conference 2012
Fang-Chin Cheng , Ferdinand A. Gul and Bin Srinidhi
University of New South Wales , Monash University and University of Texas at Arlington - Department of Accounting
Date Posted: August 19, 2012
Last Revised: January 08, 2013
Working Paper Series
95 downloads

Incl. Electronic Paper Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets
Fang-Chin Cheng , Ferdinand A. Gul and Bin Srinidhi
University of New South Wales , Monash University and University of Texas at Arlington - Department of Accounting
Date Posted: January 08, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Stock Price-Volume Causality at Index Level
Indian Institute of Capital Markets 9th Capital Markets Conference Paper
K. N. Badhani
Indian Institute of Management (IIM), Kashipur
Date Posted: January 11, 2006
Working Paper Series
394 downloads

Incl. Electronic Paper Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis
CESifo Working Paper Series No. 2407
Markku Lanne and Helmut Luetkepohl
University of Helsinki - Department of Political and Economic Studies and European University Institute
Date Posted: October 03, 2008
Working Paper Series
178 downloads

Incl. Electronic Paper Stock Prices and Exchange Rates in the EU and the United States: Evidence on Their Mutual Interactions
Czech Journal of Economics and Finance (Finance a uver), Vol. 55, No. 3-4, pp. 141-161, 2005
Daniel Stavarek
Silesian University in Opava - Department of Finance
Date Posted: February 27, 2005
Last Revised: January 03, 2009
Working Paper Series
413 downloads

Incl. Electronic Paper Stock Returns and Inflation Revisited
Bong-Soo Lee
Florida State University
Date Posted: January 19, 2009
Working Paper Series
301 downloads

Stock Returns and Inflation: A New Test of Competing Hypotheses
Ben Kwok and Pierre L. Siklos
Wilfrid Laurier University - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Date Posted: August 22, 1998
Working Paper Series

Incl. Electronic Paper Stock Returns and Inflation: A Wavelet Analysis in Tehran Stock Exchange (TSE)
Quarterly Iranian Economic Research, Vol. 43, Summer 2010
Saeed Moshiri , Kamran Pakizeh and Manouchehr Dabirian
University of Saskatchewan - STM College , Department of Financial Engineering, University of Economc Sciences and affiliation not provided to SSRN
Date Posted: September 21, 2010
Last Revised: December 30, 2010
Accepted Paper Series
183 downloads

Incl. Electronic Paper Stock Returns and Monetary Policy: Are There Any Ties?
CIRPEE Working Paper 10-26
Hafedh Bouakez , Badye Essid and Michel Normandin
HEC Montréal , HEC Montreal - Institute of Applied Economics and HEC Montreal - Institute of Applied Economics
Date Posted: September 09, 2010
Working Paper Series
63 downloads

Stock Returns and Trading Volume: Does the Size Matter?
Azhar Assan and Sony Thomas
Indian Institute of Management (IIM), Kozhikode and Indian Institute of Management (IIM), Kozhikode
Date Posted: August 11, 2012
Last Revised: September 04, 2012
Working Paper Series

Incl. Fee Electronic Paper Stock Returns, Asymmetric Volatility, Risk Aversion, and Business Cycle: Some New Evidence
Economic Inquiry, Vol. 46, Issue 2, pp. 131-148, April 2008
Sei-Wan Kim and Bong-Soo Lee
California State University, Fullerton - Department of Economics and Florida State University
Date Posted: April 18, 2008
Accepted Paper Series
4 downloads

Incl. Electronic Paper Stock-Bond Co-Movements and Cross-Country Linkages
IIIS Discussion Paper No. 216
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: April 05, 2007
Last Revised: April 08, 2009
Working Paper Series
262 downloads

Incl. Electronic Paper Store Location in Shopping Centers: Theory and Estimates
Journal of Real Estate Research, Vol. 27, No. 3, 2006
Charles C. Carter and Kerry D. Vandell
Florida Atlantic University and University of California, Irvine - Paul Merage School of Business
Date Posted: December 27, 2006
Accepted Paper Series
386 downloads

Strategic Asset Allocation Considerations for German Pension Insurance Funds: Theoretical Analysis and Empirical Evidence - Applying Stochastic Time Series Simulations and Dynamic, Multiperiod Investment Strategies to Determine Optimal Portfolio Structures
Christian Hertrich
University of Stuttgart - Department of Corporate Finance
Date Posted: September 16, 2011
Last Revised: October 02, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
Roy P. M. M. Hoevenaars , R. Molenaar , Peter C. Schotman and Tom Steenkamp
APG Asset Management , Robeco Investments , Maastricht University and ABP Investments - Research Department
Date Posted: June 01, 2006
Last Revised: March 09, 2013
Working Paper Series
644 downloads


 

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