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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
Papers Received in
  Last 12 months:
68,947

Paper Downloads:
To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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  Resolved
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238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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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: C5
1,169,493 Total downloads
Showing Papers 2,651 - 2,700 of 5,951
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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