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JEL Code: C5
1,169,493 Total downloads
Showing Papers 2,651 - 2,700 of 5,951
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Short-Term Momentum Patterns in Stock and Sectoral Return: Evidence from India
22nd Australasian Finance and Banking Conference 2009
Sanjay Sehgal
and
Sakshi Jain
University of Delhi - Department of Financial Studies
and
Sakshi Jain
Date Posted: August 16, 2009
Working Paper Series
240 downloads
Using Extreme Value Theory to Measure Value-at-Risk for Daily Electricity Spot Prices
International Journal of Forecasting, Vol. 22, No. 2, 2006
Kam Fong Chan and
Philip Gray
University of Queensland - Faculty of Business, Economics and Law
and
Monash University - Department of Accounting and Finance
Date Posted: August 15, 2009
Accepted Paper Series
Intraday Price Discovery in Emerging European Stock Markets
CERGE-EI Working Paper No. 382
Jan Hanousek and
Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
and
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: August 14, 2009
Working Paper Series
66 downloads
Regulation and Investment in Network Industries: Evidence from European Telecoms
ESMT Working Paper No. 09-004
Michal Grajek
and
Lars-Hendrik Röller
ESMT European School of Management and Technology
and
ESMT European School of Management and Technology
Date Posted: August 14, 2009
Working Paper Series
117 downloads
The Effects of Interest Rate Movements on Assets’ Conditional Second Moments
CREATES Research Paper 2009-32
Alessandro Palandri
Warwick Business School
Date Posted: August 13, 2009
Working Paper Series
18 downloads
Riding the Waves of Investment Returns
UBS Wealth Management Research (WMR) Working Paper / June 2005
Joachim Klement
Wellershoff & Partners Ltd.
Date Posted: August 12, 2009
Working Paper Series
127 downloads
Economic Scenario Generation with Regime Switching Models
UNSW Australian School of Business Research Paper No. 2009ACTL05
Michael Sherris
and
Boqi Zhang
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
affiliation not provided to SSRN
Date Posted: August 11, 2009
Working Paper Series
288 downloads
Improvements and Future Challenges in the Field of Genetically Sensitive Sample Designs
RatSWD Working Paper No. 45
Frank M. Spinath
RatSWD
Date Posted: August 11, 2009
Working Paper Series
7 downloads
Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences
RatSWD Working Paper No. 47
Edward Castronova
and
Matthew Falk
RatSWD
and
RatSWD
Date Posted: August 11, 2009
Working Paper Series
36 downloads
Frequentist Inference in Weakly Identified DSGE Models
FRB of Philadelphia Working Paper No. 09-13
Pablo Guerron-Quintana
,
Atsushi Inoue and
Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
,
North Carolina State University - Department of Agricultural & Resource Economics
and
University of Michigan at Ann Arbor - Department of Economics
Date Posted: August 10, 2009
Last Revised: October 09, 2009
Working Paper Series
32 downloads
A New Approach to Characterizing and Forecasting Electricity Price Volatility
International Journal of Forecasting, Vol. 24, No. 4, 2008
Kam Fong Chan ,
Philip Gray and
Bart van Campen
University of Queensland - Faculty of Business, Economics and Law
,
Monash University - Department of Accounting and Finance
and
University of Auckland - Department of Economics
Date Posted: August 09, 2009
Accepted Paper Series
Learning in Neural Spatial Interaction Models: A Statistical Perspective
Journal of Geographical Systems, Vol. 4, No. 3, 2002
Manfred M. Fischer
Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Date Posted: August 09, 2009
Accepted Paper Series
A Long Memory Model with Mixed Normal GARCH for US Inflation Data
Yin-Wong Cheung and
Sang-Kuck Chung
City University of Hong Kong - Department of Economics & Finance
and
Inje University - Department of Economics
Date Posted: August 06, 2009
Working Paper Series
80 downloads
Economic Reform When Institutional Quality is Weak: The Case of the Maghreb
Journal of Policy Modeling, Vol. 28, No. 9, 1029-1043, 2006
Tony Addison
and
Mina Baliamoune-Lutz
United Nations University
and
University of North Florida
Date Posted: August 05, 2009
Accepted Paper Series
Nonlinearity and Intraday Efficiency Tests on Energy Futures Markets
Tao Wang and
Jian Yang
City University of New York (CUNY) - Department of Economics
and
University of Colorado Denver - The Business School
Date Posted: August 05, 2009
Working Paper Series
170 downloads
Rating Performance and Agency Incentives of Structured Finance Transactions
Finlawmetrics 2010 Conference Paper
Daniel Roesch
and
Harald Scheule
Leibniz University Hannover
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 05, 2009
Last Revised: January 31, 2010
Working Paper Series
336 downloads
What Happened to Risk Management During the 2008-09 Financial Crisis?
Michael McAleer ,
Juan-Angel Jiménez-Martin
and
Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
,
Complutense University of Madrid
and
Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: August 03, 2009
Working Paper Series
985 downloads
Comment to 'Weak Instruments Robust Tests in GMM and the New Keynesian Phillips Curve' by Frank Kleibergen and Sophocles Mavroeidis
Fabio Canova
Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Date Posted: July 30, 2009
Working Paper Series
13 downloads
A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
IZA Discussion Paper No. 4304
James J. Heckman and
Petra Todd
University of Chicago - Department of Economics
and
University of Pennsylvania - Department of Economics
Date Posted: July 28, 2009
Working Paper Series
52 downloads
Dynamic Equicorrelation with Non-Gaussian Innovations
Gregorio A. Vargas III
affiliation not provided to SSRN
Date Posted: July 26, 2009
Working Paper Series
75 downloads
Forecasting Housing Prices with Google Econometrics
GMU School of Public Policy Research Paper No. 2009-10
Rajendra Kulkarni ,
Kingsley E. Haynes
,
Roger R. Stough
and
Jean H. P. Paelinck
George Mason University - School of Public Policy
,
George Mason University - School of Public Policy
,
George Mason University - School of Public Policy
and
Erasmus University Rotterdam (EUR) - Department of Economics
Date Posted: July 25, 2009
Last Revised: October 27, 2012
Working Paper Series
379 downloads
Volume, Intraday and Overnight Returns for Volatility Prediction: Profitability or Accuracy?
Ana-Maria Fuertes ,
Elena Kalotychou
and
Natasa Todorovic
Cass Business School, City University London
,
City University London - Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: July 24, 2009
Last Revised: July 27, 2010
Working Paper Series
417 downloads
Commodity Derivatives Valuation with Autoregressive and Moving Average Components in the Price Dynamics
Journal of Banking and Finance, Vol. 34, No. 11, 2010
Raphael Paschke
and
Marcel Prokopczuk
University of Mannheim - Department of Business Administration and Finance
and
Zeppelin University - Institute of Corporate Management & Economics
Date Posted: July 22, 2009
Last Revised: April 26, 2012
Accepted Paper Series
352 downloads
A Statistical Arbitrage FX Trading System Based on Short Term FX Volatility Swings Forecasting with Institutional Data on JPY Based Investment Flows Into US Markets
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: July 20, 2009
Last Revised: October 01, 2009
Working Paper Series
638 downloads
An Improved Bootstrap Test of Stochastic Dominance
Cowles Foundation Discussion Paper No. 1713
Oliver B. Linton ,
Kyungchul Song
and
Yoon-Jae Whang
University of Cambridge
,
University of Pennsylvania - Department of Economics
and
Seoul National University - School of Economics
Date Posted: July 20, 2009
Working Paper Series
37 downloads
Solving Discrete Systems of Nonlinear Equations
Tinbergen Institute Discussion Paper 09-062/1
Gerard van der Laan ,
Dolf Talman and
Zaifu Yang
VU University Amsterdam - Faculty of Economics and Business Administration
,
Tilburg University - Department of Econometrics & Operations Research
and
Yokohama National University - Faculty of Business Administration
Date Posted: July 18, 2009
Working Paper Series
19 downloads
Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weights
Tinbergen Institute Discussion Paper 09-061/4
Lennart F. Hoogerheide
,
Richard Kleijn
,
Francesco Ravazzolo ,
H. K. van Dijk and
Marno Verbeek
Vrije Universiteit Amsterdam - Dept. of Econometrics
,
affiliation not provided to SSRN
,
Norges Bank
,
Tinbergen Institute
and
Erasmus University - Rotterdam School of Management
Date Posted: July 17, 2009
Working Paper Series
121 downloads
Social Security and Marginal Returns to Work Near Retirement
Social Security Issue Paper No. 2009-02
Gayle Reznik
,
David A. Weaver
and
Andrew G. Biggs
U.S. Social Security Administration
,
Social Security Administration
and
American Enterprise Institute
Date Posted: July 17, 2009
Working Paper Series
39 downloads
Spurious Spillover Effects Between Spot and Derivatives Markets
Vasilios I. Sogiakas
and
George Karathanassis
University of Glasgow
and
Athens University of Economics and Business - Department of Business Administration
Date Posted: July 17, 2009
Working Paper Series
On the Accuracy of the Probability Method for Quantifying Beliefs About Inflation
KOF Working Paper No. 230
Thomas Maag
Swiss National Bank
Date Posted: July 16, 2009
Last Revised: April 30, 2010
Working Paper Series
74 downloads
Food and Cash Transfers: Evidence from Colombia
CEPR Discussion Paper No. DP7326
Orazio Attanasio ,
Erich Battistin
and
Alice Mesnard
University College London - Department of Economics
,
Institute for Fiscal Studies (IFS)
and
University of Toulouse 1 - Advanced Research in Quantitative Applied Development Economics (ARQADE)
Date Posted: July 15, 2009
Working Paper Series
2 downloads
Surprising Comparative Properties of Monetary Models: Results from a New Data Base
CEPR Discussion Paper No. DP7294
John B. Taylor and
Volker Wieland
Stanford University
and
University of Frankfurt
Date Posted: July 15, 2009
Working Paper Series
3 downloads
A New Look at Copper Markets: A Regime-Switching Jump Model
Review of Futures Markets, Forthcoming
Wing H. Chan and
Denise Young
Wilfrid Laurier University - Department of Economics
and
University of Alberta - Department of Economics
Date Posted: July 15, 2009
Accepted Paper Series
Optimal Hedge Ratios in the Presence of Common Jumps
Journal of Futures Markets, Forthcoming
Wing H. Chan
Wilfrid Laurier University - Department of Economics
Date Posted: July 15, 2009
Accepted Paper Series
73 downloads
Testing Hypotheses About Interaction Terms in Nonlinear Models
William H. Greene
New York University Stern School of Business
Date Posted: July 15, 2009
Working Paper Series
Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation
Bart F. Diris ,
Franz C. Palm and
Peter C. Schotman
Erasmus University Rotterdam (EUR) - Department of Econometrics
,
University of Maastricht - Department of Economics
and
Maastricht University
Date Posted: July 14, 2009
Last Revised: April 04, 2013
Working Paper Series
290 downloads
Integration of Macroeconomic Behavioural Relationships and the Input-Output Block (Romanian Modelling Experience)
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 13, 2009
Working Paper Series
89 downloads
The Complex Dynamics of Sponsored Search Advertising Markets
Valentin Robu
,
J. A. La Poutre
and
Sander Bohte
Center for Mathematics and Computer Science (CWI)
,
Center for Mathematics and Computer Science (CWI)
and
Center for Mathematics and Computer Science (CWI)
Date Posted: July 13, 2009
Working Paper Series
74 downloads
The Effect of Corporate Transparency on Business Performance: A Comparative Study of Korean Chaebols
Chul-kyu Kang
and
Jae-Hyung Lee
University of Seoul - Department of Economics
and
Seoul National University - School of Economics
Date Posted: July 13, 2009
Working Paper Series
Forecasting the Fragility of the Banking and Insurance Sector
DIW Berlin Discussion Paper No. 882
Kerstin Bernoth
and
Andreas Pick
German Institute for Economic Research (DIW Berlin)
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 12, 2009
Working Paper Series
98 downloads
Estimating Simultaneous Games with Incomplete Information Under Median Restrictions
PIER Working Paper No. 09-023
Xun Tang
Department of Economics, University of Pennsylvania
Date Posted: July 09, 2009
Working Paper Series
16 downloads
An Empirical Analysis of Accurate Budget Forecasting in Turkey
Dogus Universitesi Dergisi, Vol. 6, No. 2, pp. 190-201, 2005
Muhlis Bagdigen
Karaelmas University - Department of Public Finance
Date Posted: July 08, 2009
Accepted Paper Series
33 downloads
Common and Spatial Drivers in Regional Business Cycles
DIW Berlin Discussion Paper No. 859
Michael Artis
,
Christian Dreger
and
Konstantin A. Kholodilin
University of Manchester
,
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: July 08, 2009
Working Paper Series
31 downloads
Data Revisions in India and its Implications for Monetary Policy
N. Kundan Kishor
University of Wisconsin - Milwaukee
Date Posted: July 08, 2009
Working Paper Series
29 downloads
Rating Assignments: Lessons from International Banks
DIW Berlin Discussion Paper No. 868
Guglielmo Maria Caporale ,
Roman Matousek and
Chris Stewart
London South Bank University
,
London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
and
affiliation not provided to SSRN
Date Posted: July 08, 2009
Working Paper Series
23 downloads
The Dynamic Effects of Shocks to Wages and Prices in the United States and the Euro Area
European Central Bank Working Paper No. 1067
Rita Duarte
and
Carlos Robalo Marques
Bank of Portugal
and
Bank of Portugal
Date Posted: July 08, 2009
Working Paper Series
26 downloads
Evaluating the Stresses from ECB Monetary Policy in the Euro Area
Bank of Finland Research Discussion Paper No. 11/2009
Patrick M. Crowley and
Jim Lee
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
and
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: July 07, 2009
Working Paper Series
64 downloads
Liquidity and Asset Prices: How Strong are the Linkages
DIW Berlin Discussion Paper No. 860
Christian Dreger
and
Jürgen Wolters
German Institute for Economic Research (DIW Berlin)
and
Free University of Berlin (FUB)
Date Posted: July 07, 2009
Working Paper Series
113 downloads
A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth
CESifo Working Paper Series No. 2692
Michael Funke and
Marc Gronwald
University of Hamburg - Department of Economics and Business Administration
and
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
Date Posted: July 06, 2009
Working Paper Series
53 downloads
A Count Data Model with Endogenous Household Specific Censoring: The Number of Nights to Stay
Empirical Economics, Vol. 35, 2008
Jörgen Hellström and
Jonas Nordstrom
Umeå University - Department of Economics
and
University of Umea - Department of Economics
Date Posted: July 06, 2009
Accepted Paper Series
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