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
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Local Likelihood for Non-Parametric ARCH(1) Models
Francesco Audrino
University of St. Gallen
Date Posted: January 15, 2003
Working Paper Series
120 downloads
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
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
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
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
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
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
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
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
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
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
© 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