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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 556,911
Full Text Papers: 459,698
Authors: 258,523
Papers Received in
  Last 12 months:
63,914

Paper Downloads:
To date: 77,399,631
Last 12 months: 9,687,132
Last 30 days: 656,693

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Papers with
  Resolved
  References:
260,713
Total References: 9,009,750
Papers with Cites: 241,990
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: C52
320,306 Total downloads
Showing Papers 251 - 300 of 1,902
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Incl. Electronic Paper The Ohlson Model: Contribution to Valuation Theory, Limitations, and Empirical Applications
Sauder School of Business Working Paper
Kin Lo and Thomas Z. Lys
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Date Posted: March 16, 2000
Working Paper Series
7230 downloads

Incl. Electronic Paper High Frequency Pairs Trading with U.S. Treasury Securities: Risks and Rewards for Hedge Funds
Purnendu Nath
London Business School
Date Posted: July 19, 2004
Working Paper Series
4963 downloads

Incl. Electronic Paper Evaluating Credit Risk Models
FRBSF Working Paper No. 99-06
Jose A. Lopez and Marc R. Saidenberg
Federal Reserve Bank of San Francisco and affiliation not provided to SSRN
Date Posted: July 27, 1999
Working Paper Series
3410 downloads

Incl. Electronic Paper An Econometric Analysis of Emission Trading Allowances
Journal of Banking and Finance, Vol. 32, No. 10, 2008, Swiss Finance Institute Research Paper No. 06-26
Luca Taschini and Marc S. Paolella
London School of Economics - Grantham Research Institute and University of Zurich
Date Posted: November 26, 2006
Last Revised: December 21, 2009
Accepted Paper Series
3074 downloads

Incl. Electronic Paper Analysis of Mortgage Backed Securities: Before and after the Credit Crisis
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity; Bielecki, Tomasz,; Damiano Brigo and Frederic Patras, eds., February 2011
Harvey J. Stein , Alexander L. Belikoff , Kirill Levin and Xusheng Tian
Bloomberg L.P. , Google Inc. , Bloomberg Financial Markets (BFM) - Bloomberg LP and Bloomberg L.P. - R&D
Date Posted: January 07, 2007
Last Revised: March 16, 2011
Accepted Paper Series
2904 downloads

Incl. Electronic Paper FX Market Behavior and Valuation
Harvey J. Stein
Bloomberg L.P.
Date Posted: January 12, 2007
Working Paper Series
2741 downloads

Incl. Electronic Paper A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Brown Univ. Economics Working Paper No. 01-04
Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: April 13, 2001
Working Paper Series
2607 downloads

Incl. Electronic Paper The Investment Opportunity Set and its Proxy Variables
Tim Adam and Vidhan K. Goyal
Humboldt University and Hong Kong University of Science & Technology - Department of Finance
Date Posted: January 23, 2002
Last Revised: September 28, 2008
Working Paper Series
2504 downloads

Incl. Electronic Paper Expected Stock Returns and Variance Risk Premia
AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Tim Bollerslev , George Tauchen and Hao Zhou
Duke University - Finance , Duke University - Economics Group and PBC School of Finance, Tsinghua University
Date Posted: September 21, 2006
Last Revised: December 14, 2008
Working Paper Series
2501 downloads

Incl. Electronic Paper Credit Risk Evaluation: Modeling - Analysis - Management
Center for Risk & Evaluation, 2002-2003
Uwe Wehrspohn
Wehrspohn GmbH & Co. KG
Date Posted: June 14, 2005
Accepted Paper Series
2470 downloads

Incl. Electronic Paper Point and Figure Charting: A Computational Methodology and Trading Rule Performance in the S&P 500 Futures Market
QUT School of Economics and Finance Discussion Paper No. 01-01
John Anderson
Queensland University of Technology - School of Economics and Finance
Date Posted: May 08, 2001
Working Paper Series
2291 downloads

Incl. Electronic Paper Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
Journal of Financial Economics, Vol. 91, pp. 24-37, January 2009
Fangjian Fu
Singapore Management University - Lee Kong Chian School of Business
Date Posted: July 08, 2005
Last Revised: November 13, 2013
Accepted Paper Series
2270 downloads

Incl. Electronic Paper Relative Strength and Portfolio Management
Dorsey Wright Money Management, January 2012
John Lewis
Dorsey Wright Money Management
Date Posted: February 04, 2012
Accepted Paper Series
2180 downloads

Incl. Electronic Paper A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
Mikhail Chernov , A. Ronald Gallant , Eric Ghysels and George Tauchen
UCLA Anderson , Duke University - Fuqua School of Business, Economics Group , University of North Carolina Kenan-Flagler Business School and Duke University - Economics Group
Date Posted: November 07, 1999
Working Paper Series
2171 downloads

Incl. Electronic Paper Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
FEDS Working Paper No. 2004-56, AFA 2006 Boston Meetings Paper, Journal of Econometrics, Forthcoming
Tim Bollerslev , Michael S. Gibson and Hao Zhou
Duke University - Finance , Federal Reserve Board and PBC School of Finance, Tsinghua University
Date Posted: January 25, 2005
Last Revised: March 13, 2009
Accepted Paper Series
2168 downloads

Incl. Electronic Paper Stock Return Predictability: Is It There?
AFA 2002 Atlanta Meetings
Geert Bekaert and Andrew Ang
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Date Posted: March 23, 2001
Working Paper Series
2142 downloads

Incl. Electronic Paper The Good News and the Bad News About Long-Run Stock Market Returns
EFA 0305; DAE Working Paper No. 9822
Stephen H. Wright and Donald Robertson
Birkbeck College, University of London and Cambridge University - Department of Economics
Date Posted: November 05, 1998
Working Paper Series
2128 downloads

Incl. Electronic Paper Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments
EFA 2006 Zurich Meetings Paper
Markus Leippold , Liuren Wu and Daniel Egloff
University of Zurich - Department of Banking and Finance , City University of New York, CUNY Baruch College - Zicklin School of Business and QuantAlea GmbH
Date Posted: May 24, 2006
Last Revised: November 19, 2007
Working Paper Series
2091 downloads

Incl. Electronic Paper Understanding the Fine Structure of Electricity Prices
Journal of Business, Vol. 79, No. 3, 2006
Hélyette Geman and Andrea Roncoroni
University of London, Birkbeck College - School of Economics, Mathematics and Statistics and ESSEC Business School
Date Posted: December 31, 2004
Accepted Paper Series
2083 downloads

Incl. Electronic Paper Static Hedging of Standard Options
Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 02, 2004
Working Paper Series
1932 downloads

Incl. Electronic Paper Aggregate Idiosyncratic Volatility
AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Geert Bekaert , Robert J. Hodrick and Xiaoyan Zhang
Columbia Business School - Finance and Economics , Columbia Business School - Finance and Economics and Purdue University - Krannert School of Management
Date Posted: March 25, 2008
Last Revised: June 28, 2011
Working Paper Series
1696 downloads

Incl. Electronic Paper Can the VIX Signal Market's Direction? An Asymmetric Dynamic Strategy
Alessandro Paolo Luigi Cipollini and Antonio Manzini
Deutsche Bank, Fixed Income Research and UBS Global Asset Management
Date Posted: June 27, 2007
Working Paper Series
1667 downloads

Incl. Electronic Paper Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
Olsen and Associates Working Paper No. 319
Ramazan Gencay , Michel M. Dacorogna , Giuseppe Ballocchi , Richard B. Olsen and Olivier V. Pictet
Simon Fraser University , SCOR Switzerland , Pictet & Cie, Banquiers , Olsen & Associates and Pictet Asset Management
Date Posted: March 30, 1999
Working Paper Series
1634 downloads

Incl. Electronic Paper Applying Relative Solvency to Working Capital Management - The Break-Even Approach
Enyi Patrick Enyi
Babcock University
Date Posted: August 01, 2005
Working Paper Series
1595 downloads

Incl. Electronic Paper Hedges and Safe Havens: An Examination of Stocks, Bonds, Gold, Oil and Exchange Rates
Cetin Ciner , Constantin Gurdgiev and Brian M. Lucey
University of North Carolina at Wilmington , Trinity College, Dublin and Trinity College, Dublin - School of Business
Date Posted: September 19, 2010
Last Revised: January 27, 2013
Working Paper Series
1585 downloads

Incl. Electronic Paper How Well Do Financial and Macroeconomic Variables Predict Stock Returns: Time-Series and Cross-Sectional Evidence
Anne-Sofie Reng Rasmussen
Finance Research Group - Aarhus School of Business
Date Posted: November 02, 2006
Working Paper Series
1553 downloads

Incl. Electronic Paper Development and Validation of Credit Scoring Models
Journal of Credit Risk, Forthcoming
Dennis Glennon , Nicholas M. Kiefer , C. Erik Larson and Hwan-sik Choi
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Cornell University - Department of Economics , Promontory Financial Group and Purdue University - Department of Consumer Sciences & Retailing
Date Posted: July 30, 2008
Accepted Paper Series
1544 downloads

Incl. Electronic Paper A Test for Superior Predictive Ability
Brown Univ. Dept. of Economics Working Paper No. 01-06
Peter Reinhard Hansen
European University Institute - Economics Department (ECO)
Date Posted: March 01, 2004
Working Paper Series
1534 downloads

Incl. Electronic Paper Taking a Peek Inside the Turtle's Shell: A Review of Trading Models and Money Management
John Anderson
Queensland University of Technology - School of Economics and Finance
Date Posted: May 01, 2000
Working Paper Series
1453 downloads

Incl. Electronic Paper Stochastic Skew in Currency Options
EFA 2004 Maastricht Meetings Paper No. 1426
Liuren Wu and Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: June 30, 2004
Working Paper Series
1399 downloads

Incl. Electronic Paper Accounting Accruals and Tests of Earnings Management
Jianming Ye
City University of New York - Baruch College - Stan Ross Department of Accountancy
Date Posted: July 26, 2007
Working Paper Series
1391 downloads

Incl. Electronic Paper Volatility Forecasts, Trading Volume and the ARCH vs Option-Implied Volatility Tradeoff
SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Date Posted: February 21, 2001
Working Paper Series
1377 downloads

Incl. Electronic Paper An Empirical Study of Exposure at Default
Michael Jacobs Jr.
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: June 23, 2008
Last Revised: February 15, 2010
Working Paper Series
1354 downloads

Incl. Electronic Paper Real Estate and its Role in Asset Pricing
Sauder School of Business Working Paper
Cornelia Kullmann
University of British Columbia - Faculty of Commerce
Date Posted: November 30, 2001
Working Paper Series
1347 downloads

Incl. Electronic Paper The Model Confidence Set
Peter Reinhard Hansen , Asger Lunde and James M. Nason
European University Institute - Economics Department (ECO) , University of Aarhus - School of Economics and Management and Department of Economics, North Carolina State University
Date Posted: March 30, 2004
Last Revised: July 07, 2014
Working Paper Series
1277 downloads

Incl. Electronic Paper International Stock Return Comovements
ECB Working Paper No. 931
Geert Bekaert , Robert J. Hodrick and Xiaoyan Zhang
Columbia Business School - Finance and Economics , Columbia Business School - Finance and Economics and Purdue University - Krannert School of Management
Date Posted: March 19, 2008
Last Revised: June 28, 2011
Working Paper Series
1263 downloads

Incl. Electronic Paper How Efficient are Credit Default Swap Markets? An Empirical Study of Capital Structure Arbitrage Based on Structural Pricing Models
21st Australasian Finance and Banking Conference 2008 Paper
Björn Imbierowicz and Balazs Cserna
Goethe University Frankfurt - Department of Finance and University of Frankfurt
Date Posted: March 13, 2008
Last Revised: August 06, 2008
Working Paper Series
1200 downloads

Incl. Electronic Paper Specification Analysis of Affine Term Structure Models
Qiang Dai and Kenneth J. Singleton
University of North Carolina (UNC) at Chapel Hill - Finance Area and Stanford University-Graduate School of Business
Date Posted: November 26, 1998
Working Paper Series
1189 downloads

Incl. Electronic Paper Bankruptcy Prediction Models and the Cost of Debt
Journal of Fixed Income, Forthcoming
Sattar Mansi , William F. Maxwell and Andrew (Jianzhong) Zhang
Virginia Polytechnic Institute & State University , SMU - Cox School and University of Nevada, Las Vegas - Department of Finance
Date Posted: June 09, 2010
Last Revised: February 28, 2012
Accepted Paper Series
1186 downloads

Incl. Electronic Paper Evaluating Credit Risk Models: A Critique And A Proposal (New Version)
EFMA 2001 Lugano Meetings
Hergen Frerichs and Gunter Löffler
affiliation not provided to SSRN and University of Ulm - Department of Mathematics and Economics
Date Posted: May 10, 2001
Working Paper Series
1185 downloads

Incl. Electronic Paper Empirical Study of Value-at-Risk and Expected Shortfall Models with Heavy Tails
Fotios Harmantzis , Linyan Miao and YiFan Chien
FX Concepts , Stevens Institute of Technology and Advanced Portfolio Technologies
Date Posted: August 29, 2005
Working Paper Series
1116 downloads

Incl. Electronic Paper Beyond Correlation: Extreme Co-movements Between Financial Assets
Assaf Zeevi and Roy Mashal
Columbia Business School - Decision Risk and Operations and Lehman Brothers, New York
Date Posted: July 15, 2002
Working Paper Series
1105 downloads

Incl. Electronic Paper An Evaluation of the Base Correlation Framework for Synthetic CDOs

Date Posted: December 31, 2004
Working Paper Series
1101 downloads

Incl. Electronic Paper Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula
UCSD Discussion Paper No. 01-09
Andrew J. Patton
Duke University - Department of Economics
Date Posted: July 24, 2001
Working Paper Series
1098 downloads

Incl. Electronic Paper Credit Spread Widening Risk in Portfolios: Pricing Techniques and Sensitivity Measures
Aldo Letizia
Banca Popolare Pugliese
Date Posted: January 31, 2008
Last Revised: April 02, 2011
Working Paper Series
1072 downloads

Incl. Electronic Paper Tactical Asset Allocation Using Relative Strength
John Lewis
Dorsey Wright Money Management
Date Posted: March 19, 2012
Last Revised: March 22, 2012
Working Paper Series
1063 downloads

Incl. Electronic Paper Pricing CDX Credit Default Swaps Using the Hull-White Model
Bastian Hofberger and Niklas Wagner
affiliation not provided to SSRN and Passau University
Date Posted: July 21, 2008
Working Paper Series
1055 downloads

Incl. Electronic Paper Comparing the Performance of Market-Based and Accounting-Based Bankruptcy Prediction Models
Vineet Agarwal and Richard Taffler
Cranfield University - School of Management and Manchester Business School
Date Posted: March 05, 2007
Working Paper Series
1050 downloads

Incl. Electronic Paper Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Return Variance
European Univ., Economics Discussion Paper No. 2001/6
Roel C. A. Oomen
Deutsche Bank AG
Date Posted: May 01, 2001
Working Paper Series
1050 downloads

Incl. Electronic Paper Mortgage Backed Valuation
Harvey J. Stein
Bloomberg L.P.
Date Posted: January 10, 2007
Working Paper Series
1041 downloads


 

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