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1,880,160 Total downloads
Showing Papers 2,621 - 2,670 of 8,578
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What is the Cost of Low Participation in French Timber Auctions?
Document de recherche du LAMETA DR No. 2010-08
Raphaele Preget
and
Patrick Waelbroeck
National Institute for Agricultural Research (INRA) - UMR Economie Publique
and
Telecom ParisTech
Date Posted: September 03, 2010
Working Paper Series
18 downloads
Analysis of the Distribution of Rates of Return on Stocks Making Use of Tukey’s G and H Distribution
Cuadernos de Economía, Vol. 29, No. 52, 2010 ,
Andrés Mauricio Mendoza Piñeros
,
José Alfredo Jiménez Moscoso
and
Universidad Nacional de Colombia
National University of Colombia
,
National University of Colombia
and
affiliation not provided to SSRN
Date Posted: September 02, 2010
Last Revised: January 20, 2011
Accepted Paper Series
32 downloads
Increased Trading Hours and its Post-Impact on Market Efficiency: Empirical Evidence from the Indian Stock Market
Ajay Kumar Chauhan
and
Khagesh Agarwal
Lal Bahadur Shastri Institute of Management, Delhi
and
DE Shaw & Co.
Date Posted: September 02, 2010
Last Revised: October 24, 2011
Working Paper Series
122 downloads
Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
Tinbergen Institute Discussion Paper 10-083/1
Jeroen Hinloopen and
Rien Wagenvoort
University of Amsterdam
and
European Investment Bank - Economic and Financial Studies
Date Posted: September 01, 2010
Working Paper Series
7 downloads
Pricing Interest Rate Derivatives: A General Approach
The Review of Financial Studies, Vol. 15, No. 1, pp. 195-241, Spring 2002
George Chacko
and
Sanjiv Ranjan Das
Santa Clara University
and
Santa Clara University - Leavey School of Business
Date Posted: September 01, 2010
Last Revised: March 14, 2011
Accepted Paper Series
The Volatility of Market Returns: A Comparative Study of GCC Markets, Oil, UK & USA
Abdallah Fayyad
and
Kevin Daly
affiliation not provided to SSRN
and
University of Western Sydney - Department of Economics & Finance
Date Posted: September 01, 2010
Working Paper Series
Efficient Resource Allocation Via Efficiency Bootstraps: An Application to R&D Project Budgeting
Operations Research, Vol. 59, No. 3, pp. 729-741, 2011
Chien-Ming Chen
and
Joe Zhu
Nanyang Technological University (NTU) - Nanyang Business School
and
affiliation not provided to SSRN
Date Posted: August 31, 2010
Last Revised: May 10, 2013
Accepted Paper Series
Estimating Firms' Demand for Agglomeration
Tinbergen Institute Discussion Paper No. 10-087/3
Hans Koster
,
Jos van Ommeren and
Piet Rietveld
VU University Amsterdam - Department of Spatial Economics
,
affiliation not provided to SSRN
and
VU University Amsterdam - Department of Spatial Economics
Date Posted: August 31, 2010
Working Paper Series
25 downloads
Forecast Densities for Economic Aggregates from Disaggregate Ensembles
CAMA Working Paper No. 10/2010
Francesco Ravazzolo and
Shaun P. Vahey
Norges Bank
and
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: August 31, 2010
Working Paper Series
16 downloads
Identification of Models of the Labor Market
FRB of Chicago Working Paper No. 2010-08
Eric French and
Christopher Taber
Federal Reserve Bank of Chicago
and
National Bureau of Economic Research (NBER)
Date Posted: August 31, 2010
Last Revised: September 27, 2010
Working Paper Series
59 downloads
Judicial Ghostwriting: Authorship on the U.S. Supreme Court
Jeffrey S. Rosenthal
and
Albert Yoon
University of Toronto
and
University of Toronto - Faculty of Law
Date Posted: August 31, 2010
Working Paper Series
200 downloads
Modeling High Frequency Market Order Dynamics Using Self-Excited Point Process
Howard Howan Stephen Shek
Stanford University
Date Posted: August 31, 2010
Last Revised: September 26, 2011
Working Paper Series
376 downloads
On the Economic Meaning of Interaction Term Coefficients in Non-Linear Binary Response Regression Models
Adam C. Kolasinski
and
Andrew F. Siegel
University of Washington - Michael G. Foster School of Business
and
University of Washington - Department of Finance and Business Economics
Date Posted: August 31, 2010
Last Revised: October 27, 2010
Working Paper Series
298 downloads
Treatment of the Data Collection Threshold in Operational Risk: A Case Study with the Lognormal Distribution
The Journal of Operational Risk, Vol. 7, No. 1, Spring 2012.
Alexander Cavallo ,
Benjamin Rosenthal ,
Xiao Wang
and
Jun Yan
Northern Trust Corporation
,
Northern Trust Corporation
,
University of Connecticut - Department of Statistics
and
University of Connecticut - Department of Statistics
Date Posted: August 31, 2010
Last Revised: February 10, 2012
Working Paper Series
267 downloads
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much
Swiss Finance Institute Research Paper No. 11-33
Fabio Trojani
,
Christian Wiehenkamp
and
Jan Wrampelmeyer
Swiss Finance Institute
,
RiskLab GmbH
and
University of St. Gallen
Date Posted: August 30, 2010
Last Revised: February 17, 2013
Working Paper Series
250 downloads
The Surprise Element: Jumps in Interest Rates
Journal of Econometrics, Vol. 106, pp. 27-65, 2002
Sanjiv Ranjan Das
Santa Clara University - Leavey School of Business
Date Posted: August 30, 2010
Accepted Paper Series
Non-Linear DSGE Models and the Central Difference Kalman Filter
Martin M. Andreasen
University of Aarhus
Date Posted: August 29, 2010
Last Revised: September 14, 2011
Working Paper Series
151 downloads
Tax saving's valuation under its appropiate risk profile: A Contingent Claim Approach
Gonzalo Diaz-Hoyos Sr.
and
Ignacio Velez-Pareja
Oxbow
and
Master Consultores
Date Posted: August 29, 2010
Last Revised: March 07, 2011
Working Paper Series
76 downloads
Improving Auditors’ Fraud Judgments Using a Frequency Response Mode
Contemporary Accounting Research, Forthcoming
Natalia Kochetova-Kozloski
,
William F. Messier Jr.
and
Aasmund Eilifsen
Saint Mary’s University - Sobey School of Business
,
University of Nevada, Las Vegas - Department of Accounting
and
Norwegian School of Economics (NHH) - Department of Accounting, Auditing, and Law
Date Posted: August 28, 2010
Accepted Paper Series
102 downloads
Location, Location, Location: Entrepreneurial Finance Meets Economic Geography
PIER Working Paper No. 10-030
Emanuel Shachmurove
and
Yochanan Shachmurove
Independent
and
The City College of The City University of New York - Department of Economics
Date Posted: August 27, 2010
Working Paper Series
379 downloads
A Classification and Regression Tree (CART) to Analyse Cruisers’ Expenditure Pattern and Perception in a Port of Call
Juan Gabriel Brida ,
Manuela Pulina
,
Eugenia Maria Miranda Riaño
and
Sandra Zapata-Aguirre
Free University of Bolzano
,
University of Sassari - Faculty of Economics (DEIR) - CRENoS
,
Free University of Bolzano
and
I.U. Colegio Mayor de Antioquia
Date Posted: August 27, 2010
Working Paper Series
59 downloads
Assessing the Appropriateness of China’s Peg to the US Dollar
Chee-Heong Quah
and
Patrick M. Crowley
University of Malaya
and
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: August 27, 2010
Last Revised: November 21, 2010
Working Paper Series
29 downloads
Board Structure in Dual-Class Firms
Junlan Jiang
Vanderbilt University - Owen Graduate School of Management
Date Posted: August 27, 2010
Working Paper Series
Credit Default Swap Spreads as Viable Substitutes for Credit Ratings
University of Pennsylvania Law Review, Vol. 158, 2010, San Diego Legal Studies Paper No. 10-031
Mark J. Flannery ,
Joel F. Houston and
Frank Partnoy
University of Florida - Department of Finance, Insurance and Real Estate
,
University of Florida - Department of Finance, Insurance and Real Estate
and
University of San Diego School of Law
Date Posted: August 27, 2010
Last Revised: September 03, 2010
Accepted Paper Series
663 downloads
Multivariate Option Pricing with Time Varying Volatility and Correlations
J. V. K. Rombouts and
Lars Stentoft
HEC Montreal
and
HEC Montréal - Department of Finance
Date Posted: August 26, 2010
Working Paper Series
46 downloads
A Noise-Robust Estimator of Volatility Based on Interquantile Ranges
Jin-Huei Yeh ,
Jying-Nan Wang
and
Chung-Ming Kuan
National Central University
,
Minghsin University of Science and Technology
and
Department of Finance, National Taiwan University
Date Posted: August 25, 2010
Working Paper Series
48 downloads
A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies
23rd Australasian Finance and Banking Conference 2010 Paper
Warwick W. Anderson
University of Canterbury
Date Posted: August 25, 2010
Working Paper Series
87 downloads
Bayesian Nonparametric Modelling of the Return Distribution with Stochastic Volatility
Eleni-Ioanna Delatola
and
Jim E. Griffin
University of Kent, Canterbury
and
University of Kent
Date Posted: August 25, 2010
Last Revised: September 26, 2011
Working Paper Series
174 downloads
Correcting Microstructure Comovement Biases for Integrated Covariance
Finance Research Letters, Vol. 7, No. 3, 2010
Jin-Huei Yeh and
Jying-Nan Wang
National Central University
and
Minghsin University of Science and Technology
Date Posted: August 25, 2010
Accepted Paper Series
37 downloads
Estimation of Expected Operational Losses: Approaches Based on Heavy Right-Tailed Distributions
23rd Australasian Finance and Banking Conference 2010 Paper
Ainura Tursunalieva
Monash University - Department of Econometrics & Business Statistics
Date Posted: August 25, 2010
Last Revised: October 30, 2010
Working Paper Series
75 downloads
Linkages Between International Securitized Real Estate Markets: Further Evidence from Time-Varying and Stochastic Cointegration
ZEW - Centre for European Economic Research Discussion Paper No. 10-051
Felix Schindler
and
Svitlana Voronkova
Steinbeis University Berlin
and
Centre for European Economic Research (ZEW)
Date Posted: August 25, 2010
Working Paper Series
162 downloads
Optimal Portfolio Choice Under Partial Information and Transaction Costs (PhD thesis)
Huamao Wang
University of Leeds
Date Posted: August 25, 2010
Last Revised: May 18, 2011
Working Paper Series
202 downloads
Statistical Concepts of a Priori and a Posteriori Risk Classification in Insurance
AStA Advances in Statistical Analysis, Forthcoming
Katrien Antonio and
Emiliano A. Valdez
University of Amsterdam
and
University of Connecticut
Date Posted: August 25, 2010
Last Revised: February 24, 2011
Accepted Paper Series
192 downloads
Extensive vs. Intensive Margin in Germany and the United States: Any Differences?
IZA Discussion Paper No. 5117
Christian Merkl
and
Dennis Wesselbaum
Kiel Institute for the World Economy
and
affiliation not provided to SSRN
Date Posted: August 24, 2010
Working Paper Series
13 downloads
A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios Before and After the Global Financial Crisis
23rd Australasian Finance and Banking Conference 2010 Paper
Param Silvapulle
,
Xiangjin Bruce Chen
and
Mervyn J Silvapulle
Monash University - Department of Econometrics & Business Statistics
,
Monash University - Department of Econometrics & Business Statistics
and
affiliation not provided to SSRN
Date Posted: August 24, 2010
Last Revised: July 19, 2012
Working Paper Series
237 downloads
Multi-Asset Class Portfolio Optimisation Using a Belief Rule-Based System
Yu-Wang Chen
,
Jian-Bo Yang
,
Dong-Ling Xu
,
Dongxu Zhang
,
Simon Acomb
and
Ser-Huang Poon
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
,
Acomb Financial Research Limited
and
University of Manchester - Business School
Date Posted: August 24, 2010
Working Paper Series
61 downloads
Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Tinbergen Institute Discussion Paper No. 10-077/4
Norbert Christopeit
and
Michael Massmann
University of Bonn
and
University of Oxford, Social Sciences Division, Department of Economics
Date Posted: August 23, 2010
Working Paper Series
32 downloads
Macroprudential Capital Requirements and Systemic Risk
Celine Gauthier
,
Alfred Lehar and
Moez Souissi
Government of Canada - Bank of Canada
,
University of Calgary - Haskayne School of Business
and
Government of Canada - Bank of Canada
Date Posted: August 23, 2010
Last Revised: December 23, 2010
Working Paper Series
496 downloads
On the Long-Run Holding Returns of Japanese Stocks: Individual Stocks vs. Portfolios
23rd Australasian Finance and Banking Conference 2010 Paper
Keiichi Kubota ,
Toshifumi Tokunaga
and
Kenji Wada
Chuo University - Graduate School of Strategic Management
,
Musashi University - Department of Finance
and
Keio University - Faculty of Business & Commerce
Date Posted: August 23, 2010
Working Paper Series
33 downloads
Treating Measurement Error in Tobin’s Q
Simon School Working Paper No. FR 10-27
Timothy Erickson and
Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics
and
University of Rochester - Simon Graduate School of Business
Date Posted: August 23, 2010
Last Revised: October 24, 2011
Working Paper Series
922 downloads
Correct Use of Ex-Ante Tracking Error in Portfolio Management
Frantisek Stulajter
Tatra Asset Management
Date Posted: August 22, 2010
Working Paper Series
433 downloads
Predictors of Business Mathematics Grades
OIDA International Journal of Sustainable Development, Vol. 1, No. 2, pp. 45-47, 2010
M. I. Ahmad
Sultan Qaboos University
Date Posted: August 22, 2010
Accepted Paper Series
13 downloads
Does HIV/AIDS Related Knowledge Affect Men’s Decision to Have Sexual Encounters with Commercial Sex Workers? Evidence from Sub-Saharan Africa
Smriti Agarwal
,
Pedro de Araujo
and
Jayash Paudel
affiliation not provided to SSRN
,
Colorado College
and
Colorado College
Date Posted: August 21, 2010
Working Paper Series
37 downloads
Earnings Sharing in the U.S. Social Security System: A Microsimulation Analysis of Future Female Retirees
The Gerontologist, Vol. 50, No. 4, pp. 495-508, 2010
Howard Iams
,
Gayle Reznik
and
Christopher R. Tamborini
U.S. Social Security Administration
,
U.S. Social Security Administration
and
U.S. Social Security Administration
Date Posted: August 21, 2010
Accepted Paper Series
Modeling Conditional Heteroscedasticity in Nonstationary Series
CentER Discussion Paper Series No. 2010-84
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Date Posted: August 21, 2010
Last Revised: September 11, 2010
Working Paper Series
18 downloads
Nonparametric Estimation of the Volatility Under Microstructure Noise: Wavelet Adaptation
Marc Hoffmann
,
Axel Munk
and
Johannes Schmidt-Hieber
affiliation not provided to SSRN
,
Georg-August-Universitaet. Institut fuer Mathematische Stochastik
and
Georg-August-Universitaet. Institut fuer Mathematische Stochastik
Date Posted: August 21, 2010
Working Paper Series
49 downloads
On Identifying Structural VAR Models via ARCH Effects
George Milunovich
and
Minxian Yang
Macquarie University - Department of Economics
and
University of New South Wales - Australian School of Business - School of Economics
Date Posted: August 21, 2010
Last Revised: September 01, 2010
Working Paper Series
72 downloads
Growth and Energy Nexus: An Empirical Analysis of Bangladesh Economy
European Journal of Social Sciences, Vol. 15, No. 2, pp. 51-55, 2010
Qazi Muhammad Adnan Hye and
Masood Mashkoor Siddiqui
University of Karachi - Applied Economics Research Centre
and
affiliation not provided to SSRN
Date Posted: August 20, 2010
Accepted Paper Series
18 downloads
The Dynamic Estimation of Rating Migration Hazard
23rd Australasian Finance and Banking Conference 2010 Paper
Huong D. Dang
and
Graham Partington
University of Canterbury - Economics and Finance
and
University of Sydney - School of Business - Finance Discipline
Date Posted: August 19, 2010
Last Revised: January 16, 2012
Working Paper Series
22 downloads
Bank Heterogeneity and Monetary Policy Transmission
ECB Working Paper No. 1233
Sophocles N. Brissimis
and
Manthos D. Delis
Bank of Greece
and
University of Surrey - Surrey Business School
Date Posted: August 17, 2010
Working Paper Series
82 downloads
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