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Full Text Papers: 398,250
Authors: 228,711
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SSRN eLibrary Search Results
JEL Code: G1
13,112,610 Total downloads
Showing Papers 23,551 - 23,600 of 36,957
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Predicting Short-Term Interest Rates Using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data
International Journal of Forecasting, 2012
Chew Lian Chua , Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research , La Trobe University and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: November 02, 2012
Accepted Paper Series

Incl. Electronic Paper Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
Melbourne Institute Working Paper No. 1/11
Chew Lian Chua , Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research , La Trobe University and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: March 27, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper Predicting Simultaneous Severe Recessions Using Yield Spreads as Leading Indicators
Charlotte Christiansen
Aarhus University - CREATES
Date Posted: June 03, 2011
Last Revised: February 22, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper Predicting Stock Market Returns by Combining Forecasts
Laurence Fung and Ip-wing Yu
Hong Kong Monetary Authority and affiliation not provided to SSRN
Date Posted: January 16, 2009
Working Paper Series
282 downloads

Incl. Electronic Paper Predicting Stock Market Returns with Aggregate Discretionary Accruals
EFA 2006 Zurich Meetings Paper
Qiang Kang , Qiao Liu and Rong Qi
Florida International University (FIU) - Department of Finance , University of Hong Kong - School of Economics and Finance and ING Aeltus Asset Management
Date Posted: June 22, 2006
Working Paper Series
479 downloads

Incl. Electronic Paper Predicting Stock Market Returns with Aggregate Discretionary Accruals
Journal of Accounting Research, Forthcoming
Qiang Kang , Qiao Liu and Rong Qi
Florida International University (FIU) - Department of Finance , University of Hong Kong - School of Economics and Finance and St. John's University
Date Posted: March 09, 2010
Accepted Paper Series
516 downloads

Incl. Electronic Paper Predicting Stock Price Movements: An Ordered Probit Analysis on the ASX
Jerry T. Parwada and Joey Wenling Yang
University of New South Wales (UNSW) - School of Banking and Finance and University of Western Australia - UWA Business School
Date Posted: July 12, 2006
Working Paper Series
778 downloads

Incl. Electronic Paper Predicting Stock Price Movements: Regressions Versus Economists
Applied Economics Letters, Vol. 17, pp. 869-874, 2010, U. of St. Gallen Law & Economics Working Paper No. 2007-23
Paul Söderlind
University of St. Gallen
Date Posted: July 10, 2007
Last Revised: June 15, 2013
Accepted Paper Series
410 downloads

Incl. Electronic Paper Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?
FINANCIAL MARKETS: RISK, VOLATILITY AND FUTURE, F. Columbus, ed., New York: Nova Science Publishers, Forthcoming
Alexander Subbotin
Natixis
Date Posted: June 17, 2009
Accepted Paper Series
182 downloads

Incl. Electronic Paper Predicting Stock Returns Using Industry-Relative Firm Characteristics
Clifford S. Asness , R. Burt Porter and Ross L. Stevens
AQR Capital Management, LLC , Iowa State University and Urbanfetch.com
Date Posted: July 05, 2000
Working Paper Series
2605 downloads

Incl. Electronic Paper Predicting Stock Splits with the Help of Prior Firm-Specific Experiences
David R. Peterson
Florida State University - Department of Finance
Date Posted: October 25, 2007
Working Paper Series
162 downloads

Incl. Electronic Paper Predicting Stock Volatility Using After-Hours Information
Chun-hung Chen , Wei-Choun Yu and Eric Zivot
affiliation not provided to SSRN , Winona State University and University of Washington - Department of Economics
Date Posted: January 09, 2009
Last Revised: January 23, 2009
Working Paper Series
71 downloads

Incl. Electronic Paper Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures
Wade Pfau
The American College
Date Posted: December 17, 2010
Working Paper Series
151 downloads

Incl. Electronic Paper Predicting Takeover Offers in Australia
Charles E. Hyde
Metisq Capital
Date Posted: March 02, 2009
Working Paper Series
171 downloads

Predicting the Bear Stock Market: Macroeconomic Variables as Leading Indicators
Shiu-Sheng Chen
National Taiwan University - Department of Economics
Date Posted: March 16, 2008
Working Paper Series

Incl. Electronic Paper Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But Which Frequency to Use?
Tinbergen Institute Discussion Paper No. 05-089/4
Michiel De Pooter , Martin Martens and Dick J. C. van Dijk
Federal Reserve Board , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: November 02, 2005
Working Paper Series
395 downloads

Incl. Electronic Paper Predicting the Distribution of Stock Returns: Statistical Evaluation, VaR Analysis and Economic Significance
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: May 08, 2013
Last Revised: May 31, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Predicting the Equity Premium with Dividend Ratios
Yale ICF Working Paper No. 02-04
Amit Goyal and Ivo Welch
University of Lausanne and University of California, Los Angeles (UCLA)
Date Posted: April 28, 1999
Working Paper Series
3554 downloads

Incl. Electronic Paper Predicting the Equity Premium with the Demand for Gold Coins and Bars
Dirk G. Baur and Gunter Löffler
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Ulm - Department of Mathematics and Economics
Date Posted: June 05, 2013
Last Revised: June 06, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Predicting the Market Using Information from Equity Portfolio Returns
Alex P. Taylor and Michael J. Brennan
Manchester Business School and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 19, 2011
Working Paper Series
98 downloads

Incl. Electronic Paper Predicting the Next Step of a Random Walk: Experimental Evidence of Regime-Shifting Beliefs
AFA 2002 Atlanta Meetings
Robert J. Bloomfield and Jeffrey Hales
Cornell University - Samuel Curtis Johnson Graduate School of Management and Georgia Institute of Technology
Date Posted: April 20, 2001
Working Paper Series
788 downloads

Incl. Electronic Paper Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros
University of St. Gallen Economics Discussion Paper No. 2008-06
Manfred Gartner
University of Saint Gallen - SEPS: Economics and Political Sciences
Date Posted: April 02, 2008
Last Revised: April 13, 2008
Working Paper Series
145 downloads

Incl. Electronic Paper Predicting the Price Index for Jewelry and Jewelry Products: 2009 to 2016
Ivan Kitov
Russian Academy of Sciences (RAS) - Institute for the Geospheres Dynamics
Date Posted: June 05, 2009
Working Paper Series
27 downloads

Predicting the S&P 500 - Simple Efficient Methods
Charlotte Strunk Hansen and Bjorn Tuypens
Platinum Grove Asset Management L.P. and Oak Hill Platinum Partners, LLC
Date Posted: April 15, 2004
Working Paper Series

Incl. Electronic Paper Predicting the Signs of Forecast Errors
CEIS Working Paper No. 135
Nazaria Solferino and Robert Waldmann
University of Rome II - Faculty of Economics and Universita di Roma Tor Vergata
Date Posted: November 24, 2008
Working Paper Series
55 downloads

Predicting the Volatility of the S&P 500 Equity Index
Robert L. Geske and Yi Zhou
University of California, Los Angeles (UCLA) - Finance Area and Florida State University, College of Business, Department of Finance
Date Posted: March 16, 2007
Working Paper Series

Predicting the Winner's Curse
Phillip J. Lederer
University of Rochester - Simon School of Business
Date Posted: September 13, 1999
Working Paper Series

Incl. Electronic Paper Predicting Time-Varying Value Premium Using the Implied Cost of Capital: Implications for Countercyclical Risk, Mispricing and Style Investing
Yan Li , David Ng and Bhaskaran Swaminathan
Temple University - Department of Finance , Cornell University and LSV Asset Management
Date Posted: October 30, 2012
Last Revised: November 17, 2012
Working Paper Series
111 downloads

Incl. Electronic Paper Predicting U.S. Recessions: Yield Curve and Stock Market Liquidity Deviation as Leading Indicators
20th Annual Conference of the Multinational Finance Society, Turkey, 2013
Oral Erdogan , Paul B. Bennett and Cenktan Ozyildirim
Istanbul Bilgi University Department of Business Administration , Fordham University Business School and Istanbul Bilgi University
Date Posted: April 18, 2013
Working Paper Series
80 downloads

Incl. Electronic Paper Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
Anderson School of Management Working Paper and UNC Department of Economics Working Paper
Eric Ghysels , Pedro Santa-Clara and Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Department of Economics , Nova School of Business and Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: October 05, 2003
Working Paper Series
579 downloads

Incl. Electronic Paper Predicting Yields for Predicting Returns
Michael Markovich and Alberto Plazzi
Vienna Institute of Finance and University of Lugano - Institute of Finance
Date Posted: March 17, 2012
Last Revised: March 25, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Prediction Accuracy and Sloppiness of Log-Periodic Functions
David Brée , Damien Challet and Pier Paolo Peirano
University of Manchester - School of Computer Science , University of Fribourg and Capital Fund Management
Date Posted: June 24, 2010
Working Paper Series
21 downloads

Incl. Electronic Paper Prediction Accuracy of Different Market Structures - Bookmakers Versus a Betting Exchange
International Journal of Forecasting, Vol. 26, No. 3, pp. 448-459, 2010, ISU Working Paper No. 96
Egon P. Franck , Erwin Verbeek and Stephan Nüesch
University of Zurich - Department of Business Administration (IBW) , University of Zurich - Department of Business Administration (IBW) and University of Zurich - Department of Business Administration (IBW)
Date Posted: November 24, 2010
Working Paper Series
139 downloads

Incl. Electronic Paper Prediction Bias Correction for Dynamic Term Structure Models
Eran Raviv
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: March 15, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Prediction Markets
Stanford GSB Research Paper No. 1854
Justin Wolfers and Eric Zitzewitz
University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: June 30, 2004
Working Paper Series
1257 downloads

Incl. Electronic Paper Prediction Markets for Economic Forecasting
CESifo Working Paper Series No. 3884
Erik Snowberg , Justin Wolfers and Eric Zitzewitz
California Institute of Technology - Division of the Humanities and Social Sciences , University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: July 20, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper Prediction Markets for Economic Forecasting
IZA Discussion Paper No. 6720
Erik C. Snowberg , Justin Wolfers and Eric Zitzewitz
Stanford Graduate School of Business , University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: July 21, 2012
Working Paper Series
13 downloads

Incl. Fee Electronic Paper Prediction Markets for Economic Forecasting
CEPR Discussion Paper No. DP9059
Erik Snowberg , Justin Wolfers and Eric Zitzewitz
California Institute of Technology - Division of the Humanities and Social Sciences , University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: September 28, 2012
Working Paper Series
3 downloads

Incl. Electronic Paper Prediction Markets in Theory and Practice
IZA Discussion Paper No. 1991
Justin Wolfers and Eric Zitzewitz
University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: March 08, 2006
Working Paper Series
203 downloads

Incl. Electronic Paper Prediction Markets in Theory and Practice
New Palgrave Dictionary of Economics and the Law, Forthcoming, Stanford GSB Research Paper No. 1927
Justin Wolfers and Eric Zitzewitz
University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: May 09, 2006
Working Paper Series
493 downloads

Incl. Fee Electronic Paper Prediction Markets in Theory and Practice
CEPR Discussion Paper No. 5578
Justin Wolfers and Eric Zitzewitz
University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: June 28, 2006
Working Paper Series
27 downloads

Incl. Electronic Paper Prediction Markets: the Virtual Super 12 and 2004 U.S. Election
Regional Economic Bulletin, pp. 10-16, June 2005
Philip F. O'Connor
University of Auckland - Department of Accounting and Finance
Date Posted: June 12, 2006
Accepted Paper Series
136 downloads

Incl. Electronic Paper Prediction of Acquisitions and Portfolio Returns
Georgios Ouzounis , Chrysovalantis Gaganis and C. Zopounidis
AXA Investment Managers - FoHFs , University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete (TUC) - Department of Production Engineering and Management
Date Posted: May 27, 2008
Last Revised: July 15, 2009
Working Paper Series
250 downloads

Incl. Electronic Paper Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
CFS Working Paper No. 2003/04
Stefan Mittnik and Marc S. Paolella
University of Kiel - Institute of Statistics & Econometrics and University of Zurich
Date Posted: May 12, 2003
Working Paper Series
302 downloads

Prediction of Individual Bond Prices Via TDM Model
Takeaki Kariya and Hirashi Tsuda
Hitotsubashi University - Institute of Economic Research and affiliation not provided to SSRN
Date Posted: November 06, 2000
Working Paper Series

Prediction of Stock Returns Using Classical and Intelligent Techniques: Evidence from BSE Sensex
International Journal of Applied Business and Economic Research, Vol. 4, No. 2, pp. 109-123, 2006
Shahid Ahmed , Shakeb A. Khan and Saba Ismail
Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics , Central University - Jamia Millia Islamia (JMI), New Delhi and Central University - Jamia Millia Islamia (JMI), New Delhi
Date Posted: October 31, 2010
Accepted Paper Series

Incl. Electronic Paper Prediction Portfolio Variance: Firm-Specific and Macroeconomic Factors

Ravi Shukla , Kenneth Winston and Charles Trzcinka
Syracuse University - Whitman School of Management , SUNY at Buffalo, College of Arts & Sciences, Department of Economics and Indiana University Bloomington - Department of Finance
Date Posted: November 27, 2001
Working Paper Series
380 downloads

Incl. Electronic Paper Prediction Tools: Financial Market Regulation, Politics & Psychology
Shabnam Mousavi and Hersh Shefrin
Center for Adaptive Behavior and Cognition, Max Planck Institute for Human Development and Santa Clara University - Leavey School of Business
Date Posted: August 03, 2010
Working Paper Series
206 downloads

Incl. Electronic Paper Predictions of Default Probabilities by Models with Dynamic Leverage Ratios
C. H. Hui , C.F. Lo , M. X. Huang and H. C. Lee
Hong Kong Monetary Authority - Research Department , Chinese University of Hong Kong (CUHK) , Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics and Department of Physics
Date Posted: March 28, 2008
Working Paper Series
157 downloads

Incl. Electronic Paper Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates
ECB Working Paper No. 977, FRB of St. Louis Working Paper No. 2004-010A
Massimo Guidolin and Daniel L. Thornton
Bocconi University - Department of Finance and Federal Reserve Bank of St. Louis - Research Division
Date Posted: March 16, 2005
Working Paper Series
232 downloads


 

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