Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
Papers Received in
  Last 12 months:
68,998

Paper Downloads:
To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
  Links:
5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C1
1,880,103 Total downloads
Showing Papers 2,881 - 2,930 of 8,578
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency
Journal of Money, Investment and Banking, Issue 25, pp.181-193, 2012
Lim Kai Jie Shawn , Pavneet Chadha , Lau Joshua and Nishad Potdar
University College London - Department of Economics , University College London - Department of Economics , University College London - Department of Economics and University College London - Department of Economics
Date Posted: September 07, 2012
Last Revised: October 08, 2012
Accepted Paper Series
122 downloads

Incl. Electronic Paper Measuring Price Discovery: The Variance Ratio, the R2 and the Weighted Price Contribution
Jos van Bommel
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: October 23, 2009
Working Paper Series
122 downloads

Incl. Electronic Paper Nonparametric Tests for Positive Quadrant Dependence
FAME Research Paper No. 44
Michel Denuit and O. Scaillet
Catholic University of Louvain and University of Geneva - HEC
Date Posted: May 25, 2002
Working Paper Series
122 downloads

Incl. Electronic Paper Returns and Volatility of Eurozone Energy Stocks
ZEW - Centre for European Economic Research Discussion Paper No. 08-017
Ulrich Oberndorfer
Centre for European Economic Research (ZEW)
Date Posted: March 28, 2008
Last Revised: August 14, 2008
Working Paper Series
122 downloads

Incl. Electronic Paper Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds
Fabio Bertoni and Stefano Lugo
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Utrecht University School of Economics
Date Posted: October 15, 2011
Last Revised: October 20, 2012
Working Paper Series
122 downloads

Incl. Electronic Paper The Impacts of Shopbots on Online Consumer Search
NET Institute Working Paper No. 07-34
Jie Zhang and Bing Jing
University of Texas at Arlington and New York University (NYU) - Department of Information, Operations, and Management Sciences
Date Posted: October 19, 2007
Working Paper Series
122 downloads

Incl. Electronic Paper Time Series Analysis for Prediction of Energy Prices on the Colombian Stock Exchange
Cuadernos de Economía, Vol. 27, No. 48, 2008,
Sergio Botero and Jovan Alfonso Cano
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: August 26, 2008
Accepted Paper Series
122 downloads

Incl. Electronic Paper Weak Approximations. A Malliavin Calculus Approach
Universitat Pompeu Fabra, Department of Economics Working Paper No. 358
Arturo Kohatsu-Higa
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: April 16, 1999
Working Paper Series
122 downloads

Incl. Electronic Paper A Model of the U.K. Equity Premium
Watson Wyatt Technical Paper No. 2002-TR-25
Mirko Cardinale
Morley Fund Management, Ltd. (UK)
Date Posted: May 10, 2006
Working Paper Series
121 downloads

Incl. Electronic Paper A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility
CREATES Research Paper No. 2009-31
Eduardo Rossi and Paolo Santucci de Magistris
University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: July 16, 2009
Last Revised: September 22, 2010
Working Paper Series
121 downloads

Incl. Electronic Paper Analytical Prediction of Transitions Probabilities in the Conditional Logit Model
IZA Discussion Paper No. 1015
Holger Bonin and Hilmar Schneider
Institute for the Study of Labor (IZA) and Institute for the Study of Labor (IZA)
Date Posted: April 28, 2004
Working Paper Series
121 downloads

Incl. Electronic Paper Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany
Journal of Money, Credit, and Banking, Vol. 42, No. 2-3, pp. 203-235, 2010
Michael M. Bechtel and Roland Füss
University of St. Gallen, Department of Political Science and University of St. Gallen
Date Posted: February 28, 2007
Last Revised: May 01, 2011
Accepted Paper Series
121 downloads

Incl. Electronic Paper Community Benefits Agreements with Transit Agencies: Neighborhood Change Along Boston’s Rail Lines and a Legal Strategy for Addressing Gentrification
Transportation Law Journal, Vol. 38, No. 2, pp. 85-113, Summer 2011
Brian D. Feinstein and Ashley Allen
Harvard Law School and Harvard University - Law School - Alumni
Date Posted: June 26, 2011
Last Revised: December 11, 2011
Accepted Paper Series
121 downloads

Incl. Electronic Paper Conditional Asset Pricing with a Large Information Set
Emanuel Moench
Federal Reserve Bank of New York
Date Posted: March 01, 2007
Working Paper Series
121 downloads

Incl. Electronic Paper Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
Cowles Foundation Discussion Paper No. 1407; UCSD Department of Economics Working Paper No. 2003-05
Peter C. B. Phillips , Yixiao Sun and Sainan Jin
Yale University - Cowles Foundation , University of California, San Diego (UCSD) - Department of Economics and Peking University - Guang Hua School of Management
Date Posted: March 16, 2003
Working Paper Series
121 downloads

Incl. Electronic Paper Contagion, Common Exposure, and Selection: Empirical Modeling of the Theories and Substance of Interdependence in Political Science
Robert J. Franzese Jr. and Jude C. Hays
University of Michigan and University of Pittsburgh
Date Posted: January 05, 2009
Working Paper Series
121 downloads

Incl. Electronic Paper Covered Calls Indices in Crude Oil Markets
Berlinda Liu and Srikant Dash
Standard & Poor's and Standard & Poor's
Date Posted: May 06, 2009
Working Paper Series
121 downloads

Incl. Electronic Paper Dynamic Panel Probit Models for Current Account Reversals and Their Efficient Estimation
Roman Liesenfeld , Guilherme valle Moura and Jean-Francois Richard
University of Cologne, Department of Economics , University of Kiel - Faculty of Economics and Social Sciences and University of Pittsburgh - Department of Economics
Date Posted: May 31, 2007
Working Paper Series
121 downloads

Incl. Electronic Paper Estimating Dynamic Discrete-Choice Games of Incomplete Information
Michael Egesdal , Zhenyu Lai and Che-Lin Su
Harvard University - Department of Economics , Harvard University - Department of Economics and University of Chicago Booth School of Business
Date Posted: October 06, 2012
Last Revised: October 25, 2012
Working Paper Series
121 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 Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Turan G. Bali , Nusret Cakici and Robert Whitelaw
Georgetown University - Robert Emmett McDonough School of Business , Fordham University - Graduate School of Business and New York University
Date Posted: October 09, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Network Effects on the Dynamics of Slovenian Corporate Ownership Network
Marko Pahor
University of Ljubljana - Faculty of Economics
Date Posted: May 14, 2002
Working Paper Series
121 downloads

Incl. Electronic Paper Nonlinearity and Temporal Dependence
Cowles Foundation Discussion Paper No. 1652, Yale Economics Department Working Paper No. 48
Xiaohong Chen , Lars Peter Hansen and Marine Carrasco
Yale University - Cowles Foundation , University of Chicago - Department of Economics and University of Montreal - Departement de Ciences Economiques
Date Posted: May 21, 2008
Working Paper Series
121 downloads

Incl. Electronic Paper Revisiting the Martingale Hypothesis for Exchange Rates

Young-Sook Lee , Tae-Hwan Kim and Paul Newbold
University of Durham , University of Nottingham - School of Economics and University of Nottingham - School of Economics
Date Posted: March 20, 2005
Working Paper Series
121 downloads

Incl. Electronic Paper Rivalry and Learning among Clustered and Isolated Firms
Cristina Boari , Guido Fioretti and Vincenza Odorici
University of Bologna - Department of Management , University of Bologna and University of Bologna - Department of Economics
Date Posted: June 16, 2008
Last Revised: May 10, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
Netspar Discussion Paper No. 04/2011-038
Roy P. M. M. Hoevenaars , R. Molenaar , Peter C. Schotman and Tom Steenkamp
APG Asset Management , Robeco Investments , Maastricht University and ABP Investments - Research Department
Date Posted: April 22, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
U of London Queen Mary Economics Working Paper No. 500
George Kapetanios and Yongcheol Shin
University of London - Queen Mary College - Department of Economics and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: August 21, 2003
Working Paper Series
121 downloads

Incl. Electronic Paper The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching
IZA Discussion Paper No. 967; University St. Gallen, Department of Economics Discussion Paper No. 2003-20
Michael Lechner and R. Vazquez-Alvarez
University of St. Gallen - Swiss Institute for Empirical Economic Research and University of Saint Gallen - Swiss Institute for International Economics and Applied Economic Research
Date Posted: January 13, 2004
Working Paper Series
121 downloads

Incl. Electronic Paper Tracking Growth and the Business Cycle: A Stochastic Common Cycle Model for the Euro Area
Tinbergen Institute Discussion Paper No. 03-069/4
João Valle e Azevedo , Siem Jan Koopman and Antonio Rua
VU University Amsterdam - Faculty of Economics and Business Administration , VU University Amsterdam and Bank of Portugal - Economic Research Department
Date Posted: November 17, 2003
Working Paper Series
121 downloads

Incl. Electronic Paper Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets
Industry of Free China, Vol. 91, No. 5, May 2001
Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: October 26, 2001
Accepted Paper Series
121 downloads

Incl. Electronic Paper When Long Memory Meets the Kalman Filter: A Comparative Study
Stefano Grassi and Paolo Santucci de Magistris
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: April 22, 2011
Last Revised: May 19, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper A Currency Board Model of Hong Kong
HKIMR Working Paper No. 1/2002
Yue Ma , Guy Meredith and Matthew S. Yiu
City University of Hong Kong (CityUHK) - Department of Economics & Finance , International Monetary Fund (IMF) - Research Department and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: August 23, 2007
Working Paper Series
120 downloads

Incl. Electronic Paper A Non-Asymptotic Link between Normal and Beta Distributions
Max V. Moldovan
Melbourne Business School
Date Posted: June 25, 2007
Working Paper Series
120 downloads

Incl. Electronic Paper Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium
Hsiao-Wei Ho , Hongming Huang and Yildiray Yildirim
affiliation not provided to SSRN , National Central University at Taiwan and Syracuse University - Whitman School of Management
Date Posted: October 18, 2011
Last Revised: November 12, 2012
Working Paper Series
120 downloads

Incl. Electronic Paper Asymptotic Theory for a Factor GARCH Model
CORE Discussion Paper No. 2006/71
Christian M. Hafner and Arie Preminger
Catholic University of Louvain - Institute of Statistics and University of Haifa - Department of Economics
Date Posted: November 15, 2006
Working Paper Series
120 downloads

Incl. Electronic Paper Evaluating an Estimated New Keynesian Small Open Economy Model
Riksbank Research Paper Series No. 203
Malin Adolfson , Jesper Lindé , Stefan Laseen and Mattias Villani
Sveriges Riksbank , Sveriges Riksbank - Research Division , Sveriges Riksbank - Monetary Policy Department and Sveriges Riksbank - Research Division
Date Posted: October 18, 2007
Working Paper Series
120 downloads

Incl. Electronic Paper Expected Loss Balance of Probability Theorem
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: June 13, 2007
Last Revised: January 26, 2011
Working Paper Series
120 downloads

Incl. Electronic Paper Information Theoretic Generator Estimation with an Application to Ratings Process Migration
Jeffrey R. Stokes
Pennsylvania St. University
Date Posted: May 30, 2008
Working Paper Series
120 downloads

Incl. Electronic Paper Linear Filtering for Asymmetric Stochastic Volatility Models
Chris Kirby
UNC Charlotte - Belk College of Business
Date Posted: April 01, 2005
Working Paper Series
120 downloads

Incl. Electronic Paper Local Likelihood for Non-Parametric ARCH(1) Models
Francesco Audrino
University of St. Gallen
Date Posted: January 15, 2003
Working Paper Series
120 downloads

Incl. Electronic Paper Median as a Weighted Arithmetic Mean of All Sample Observations
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 08, 2004
Working Paper Series
120 downloads

Incl. Electronic Paper New Multi-Country Evidence on Purchasing Power Parity: Multivariate Unit Root Test Results
Econometric Institute Report EI 2000-09/A
Jan J. J. Groen
Federal Reserve Bank of New York
Date Posted: November 06, 2000
Working Paper Series
120 downloads

Incl. Electronic Paper Oriented Stochastic Data Envelopment Models: Ranking Comparison to Stochastic Frontier Approach
CERGE-EI Working Paper No. 271
František Brázdik
Czech National Bank
Date Posted: December 16, 2005
Working Paper Series
120 downloads

Incl. Electronic Paper Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems
Economics Letters, Forthcoming
Victor Aguirregabiria
University of Toronto - Department of Economics
Date Posted: June 20, 2004
Accepted Paper Series
120 downloads

Incl. Electronic Paper Real Exchange Rate Response to Capital Flows in Mexico: An Empirical Analysis
IMF Working Paper No. 00/108
Marcelo Dabos and V. Hugo Juan-Ramón
affiliation not provided to SSRN and International Monetary Fund (IMF)
Date Posted: January 31, 2006
Working Paper Series
120 downloads

Incl. Electronic Paper Semi-Parametric Estimation of American Option Prices
Swiss Finance Institute Research Paper No. 10-57
Patrick Gagliardini and Diego Ronchetti
University of Lugano and Swiss Finance Institute and Columbia University - Columbia Business School
Date Posted: January 12, 2011
Working Paper Series
120 downloads

Incl. Electronic Paper SRI? I Don’t Buy it! (Because You’re Selling it Wrong)
Piotr Kazmierkiewicz
Centralny Dom Maklerski Pekao SA
Date Posted: October 04, 2010
Last Revised: October 07, 2010
Working Paper Series
120 downloads

Incl. Electronic Paper Testing for Restricted Stochastic Dominance
IZA Discussion Paper No. 2047
Russell Davidson and Jean-Yves Duclos
McGill University - Desautels Faculty of Management and Laval University
Date Posted: March 30, 2006
Working Paper Series
120 downloads

Incl. Electronic Paper Testing Implications of Rational Expectation Model for a Cointegrated VAR with Abrupt Structural Change
Emerson Fernandes Marçal
Mackenzie Presbyterian University
Date Posted: April 30, 2007
Last Revised: October 02, 2012
Working Paper Series
120 downloads

Incl. Electronic Paper The Timing of Movie Releases: Evidence from the Home Video Industry
International Journal of Industrial Organization, Vol. 26, No. 5, September 2008
Lesley Chiou
Occidental College - Department of Economics
Date Posted: September 03, 2008
Accepted Paper Series
120 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo8 in 5.329 seconds