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SSRN eLibrary Statistics:

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Abstracts: 489,242
Full Text Papers: 398,123
Authors: 228,655
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  Last 12 months:
69,587

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To date: 66,708,528
Last 12 months: 11,224,159
Last 30 days: 834,566

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Total References: 8,539,827
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C1
1,903,524 Total downloads
Showing Papers 3,081 - 3,130 of 8,647
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Incl. Electronic Paper A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Tinbergen Institute Discussion Paper 10-032/2
Drew Creal , Siem Jan Koopman and Andre Lucas
University of Chicago - Booth School of Business - Econometrics and Statistics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 24, 2010
Last Revised: October 14, 2010
Working Paper Series
112 downloads

Incl. Electronic Paper Alternative Objective Functions for Quasi-Shrinkage Portfolio Optimization
European Business School Research Paper No. 10-07
Andre Guettler and Fabian Trübenbach
University of Ulm - Department of Mathematics and Economics and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: March 24, 2010
Last Revised: February 07, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Copula-Based Semiparametric Models for Multivariate Time Series
Bruno Remillard , Nicolas A. Papageorgiou and Frederic Soustra
HEC Montreal , HEC Montreal - Department of Finance and BNP Paribas
Date Posted: March 24, 2010
Last Revised: December 13, 2011
Working Paper Series
213 downloads

Incl. Electronic Paper Generalized Additive Models for Nonmarket Valuation Via Revealed or Stated Preference Methods
Silvia Ferrini and Carlo Fezzi
University of Siena and University of East Anglia (UEA) - School of Environmental Sciences
Date Posted: March 24, 2010
Working Paper Series
56 downloads

Incl. Electronic Paper Identification of Stochastic Sequential Bargaining Models, Second Version
PIER Working Paper No. 10-008
Xun Tang and Antonio Merlo
Department of Economics, University of Pennsylvania and University of Pennsylvania - Department of Economics
Date Posted: March 24, 2010
Working Paper Series
25 downloads

Incl. Electronic Paper Testing Non-Linear Dependence in the Hedge Fund Industry
Banco de Espana Working Paper No. 1007
Javier Mencia
Bank of Spain
Date Posted: March 24, 2010
Working Paper Series
21 downloads

Calendar Effects in Fifty-Five Stock Market Indices
Global Journal of Finance and Management, Vol. 1, No. 2, 2009
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 23, 2010
Accepted Paper Series

Incl. Electronic Paper Survival Analysis in LGD Modeling
Jiri Witzany , Michal Rychnovsky and Pavel Charamza
University of Economics , University of Economics, Prague and University of Economics, Prague
Date Posted: March 23, 2010
Working Paper Series
192 downloads

Incl. Electronic Paper The Distinction between Dictatorial and Incentive Policy Interventions and its Implication for IV Estimation
IZA Discussion Paper No. 4835
Christian Belzil and Jorgen Hansen
Ecole Polytechnique, Paris - Department of Economic Sciences and Concordia University, Quebec - Department of Economics
Date Posted: March 22, 2010
Working Paper Series
10 downloads

Incl. Electronic Paper A Dynamic Model for the Relationship between Optimal Dividend Policy and Growth Rate
Cheng-Few Lee , Manak Gupta , Hong-Yi Chen and Alice C. Lee
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics , Temple University - Department of Finance , Natioal Cental University at Taiwan -Department of Finance and State Street Corporation
Date Posted: March 22, 2010
Working Paper Series
304 downloads

Incl. Electronic Paper An Empirical Evaluation of the Estimation of Affine Term Structure Models: How Invariant Affine Transformations and Rotations Lead to Improved Empirical Performance
Januj Juneja
San Diego State University-College of Business Administration
Date Posted: March 22, 2010
Last Revised: September 27, 2010
Working Paper Series
37 downloads

Incl. Electronic Paper Changes in Mutual Fund Flows and Managerial Incentives
Min S. Kim
University of New South Wales
Date Posted: March 22, 2010
Last Revised: September 28, 2011
Working Paper Series
176 downloads

Incl. Electronic Paper Effects of Dormitory Living on Student Performance
Pedro de Araujo and James Murray
Colorado College and University of Wisconsin - La Crosse – Department of Economics
Date Posted: March 22, 2010
Working Paper Series
169 downloads

Incl. Electronic Paper Obtaining Point Estimates of State Variables from the Term Structure of Interest Rates
Narayan Bulusu
Government of Canada - Funds Management and Banking Department
Date Posted: March 22, 2010
Working Paper Series
23 downloads

Incl. Electronic Paper Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 10-10
Dennis Kristensen
University College London
Date Posted: March 22, 2010
Working Paper Series
31 downloads

Incl. Electronic Paper Does Ambiguity Matter? Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility
Daehee Jeong , Hwagyun Kim and Joon Y. Park
affiliation not provided to SSRN , Texas A&M University - Mays Business School and Texas A&M University
Date Posted: March 21, 2010
Last Revised: November 21, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Are Education and Entrepreneurial Income Endogenous? A Bayesian Analysis
Tinbergen Institute Discussion Paper 10-024/4
Joern Block , Lennart F. Hoogerheide and Roy Thurik
University of Trier - Faculty of Management , Vrije Universiteit Amsterdam - Dept. of Econometrics and Erasmus University Rotterdam (EUR) - Centre for Advanced Small Business Economics (CASBEC)
Date Posted: March 20, 2010
Last Revised: March 23, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Focusing on Industry Factor Intensity Testing of Heckscher-Ohlin Theorem with Chinese Industry Data
Shidi Zhang , Wang Xiaowen and Yan Juan
University of the Chinese Academy of Sciences , CITIC Securities and Industrial and Commercial Bank of China (ICBC)
Date Posted: March 19, 2010
Last Revised: October 21, 2010
Working Paper Series
110 downloads

Incl. Electronic Paper Risk Premium Estimation with Multicollinear and Invariant Betas by the Two-Pass Cross-Sectional Regressions
Seung C. Ahn , Christopher Gadarowski and Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department , Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics
Date Posted: March 19, 2010
Last Revised: April 17, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper The Quality of Accounting Earnings, Fundamentals and Why Matching Matters: A Statistical Perspective
Roger J. Willett
University of Tasmania
Date Posted: March 19, 2010
Working Paper Series
225 downloads

Incl. Electronic Paper Long Cycles in Growth: Explorations Using New Frequency Domain Techniques with US Data
Bank of Finland Research Discussion Paper No. 6/2010
Patrick M. Crowley
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: March 18, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Long Run and the Temporal Aggregation of Risks
Fulvio Ortu , Andrea Tamoni and Claudio Tebaldi
Bocconi University - Department of Finance , London School of Economics & Political Science (LSE) and Bocconi University - Department of Finance
Date Posted: March 18, 2010
Last Revised: November 23, 2010
Working Paper Series
94 downloads

Incl. Electronic Paper Market Regimes, Sectorial Investments, and Time-Varying Risk Premiums
Kuan Xu , Payton LIu and Yonggan Zhao
Dalhousie University - Department of Economics , Dalhousie University - Faculty of Management and Dalhousie University - School of Business Administration
Date Posted: March 18, 2010
Working Paper Series
76 downloads

Incl. Electronic Paper Return Smoothing and its Implications for Performance Analysis of Hedge Funds
Jing-Zhi Huang , John Liechty and Marco Rossi
Pennsylvania State University - University Park - Department of Finance , Pennsylvania State University, University Park and University of Notre Dame - Department of Finance
Date Posted: March 18, 2010
Last Revised: March 21, 2010
Working Paper Series
103 downloads

Incl. Fee Electronic Paper Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
CEPR Discussion Paper No. DP7734
Carlo A. Favero , Arie Eskenazi Gozluklu and Andrea Tamoni
Bocconi University - Department of Finance , Warwick Business School and London School of Economics & Political Science (LSE)
Date Posted: March 17, 2010
Working Paper Series
3 downloads

Incl. Electronic Paper Comovements in Corporate Waves
Gonul Colak and Necati Tekatli
Florida State University - College of Business and affiliation not provided to SSRN
Date Posted: March 17, 2010
Working Paper Series
193 downloads

Incl. Electronic Paper Predictive Regressions with Time-Varying Coefficients
Thomas Dangl and Michael Halling
Vienna University of Technology and Stockholm School of Economics - Department of Finance
Date Posted: March 17, 2010
Last Revised: September 29, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Realized Volatility, Liquidity, and Corporate Yield Spreads
Marco Rossi
University of Notre Dame - Department of Finance
Date Posted: March 17, 2010
Working Paper Series
152 downloads

Incl. Electronic Paper Testing for Spurious Long Memory: A Monte Carlo Comparison with an Application to Credit Default Swaps
Arturo Leccadito , Omar Rachedi and Giovanni Urga
Università degli Studi della Calabria , Universidad Carlos III de Madrid and Cass Business School, Faculty of Finance, London
Date Posted: March 17, 2010
Working Paper Series
77 downloads

Incl. Electronic Paper Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?
Dong-Hyun Ahn , In Seok Baek and A. Ronald Gallant
Seoul National University - School of Economics , Samsung Asset Management and Duke University
Date Posted: March 16, 2010
Last Revised: January 23, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Finite Sample Nonparametric Tests for Linear Regressions
Olivier Gossner and Karl H. Schlag
Paris School of Economics (PSE) and University of Vienna - Department of Economics
Date Posted: March 15, 2010
Last Revised: February 03, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers
AFA 2011 Denver Meetings Paper, Management Science, (special issue on Behavioral Economics and Finance), Forthcoming
Utpal Bhattacharya , Craig W. Holden and Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance , Indiana University Bloomington - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: March 15, 2010
Last Revised: April 09, 2011
Accepted Paper Series
242 downloads

Incl. Electronic Paper The Performance of the Budgetary Target of the Central Government in Spain
Banco de Espana Working Paper No. 0933
Teresa Leal and Javier J. Perez
University of Huelva and Bank of Spain
Date Posted: March 15, 2010
Working Paper Series
29 downloads

Variation in Stock Returns Risks: An International Comparison
Review of Pacific Basin Financial Markets and Policies, Vol. 12, No. 2, pp. 245-266, 2009
Wan-Jiun Paul Chiou and Cheng-Few Lee
Central Michigan University - Department of Finance and Law and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Date Posted: March 14, 2010
Accepted Paper Series

Incl. Electronic Paper Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets
CESifo Working Paper Series No. 2974
Piotr Wdowinski and Marta Malecka
University of Lodz and affiliation not provided to SSRN
Date Posted: March 13, 2010
Working Paper Series
41 downloads

Does Upfront Payment Reduce Running Royalty Rate‘ Theoretical Perspectives and Empirical Analysis
les Nouvelles, September 2010
Jiaqing "Jack" Lu
Applied Economics Consulting Group, Inc.
Date Posted: March 13, 2010
Last Revised: April 15, 2012
Accepted Paper Series

Incl. Electronic Paper Empirical Analysis of Technology Diffusion in the Biotechnology Sector in San Diego - Stage of Development and Licensing University Inventions by Start-Up and Established Firms
Radu Munteanu
University of San Diego
Date Posted: March 12, 2010
Working Paper Series
28 downloads

Incl. Electronic Paper Educational Efficiency and Economic Growth: Evidence from Bangladesh
A. S. M. Sohel Azad
Deakin University
Date Posted: March 12, 2010
Working Paper Series
75 downloads

Incl. Electronic Paper Mean-Variance Ratio Test, a Complement of Coefficients of Variation Test and Sharpe Ratio Test
Zhidong Bai , Keyan Wang and Wing-Keung Wong
Northeast Normal University , Northeast Normal University and Hong Kong Baptist University (HKBU)
Date Posted: March 12, 2010
Working Paper Series
206 downloads

Incl. Electronic Paper Dynamic Hedging Strategies: An Application to the Crude Oil Market
Delphine Lautier and Alain G. Galli
affiliation not provided to SSRN and Cerna Mines-Paristech
Date Posted: March 11, 2010
Working Paper Series
366 downloads

Incl. Electronic Paper Tail Return Analysis of Bear Stearns Credit Default Swaps
Liuling Li and Bruce Mizrach
Nankai University and Rutgers University, Department of Economics
Date Posted: March 11, 2010
Last Revised: March 16, 2010
Working Paper Series
179 downloads

Incl. Electronic Paper Bayesian Estimation of a DSGE Model for the Portuguese Economy
Bank of Portugal Working Papers Series No. 14/2009
Vanda Almeida
Bank of Portugal
Date Posted: March 10, 2010
Working Paper Series
74 downloads

Optimal Annuity Planning and Longevity Risk: Evidence from Korea
Applied Economics, Forthcoming
Yoonkyung Yuh and Jaehwan Yang
Ewha Womans University and University of Seoul
Date Posted: March 10, 2010
Accepted Paper Series

Test of Export-Led Growth Hypothesis: A Comparative Analysis Between Pre- and Post-Liberalization of India
Jighyasu Gaur
IBS Hyderabad
Date Posted: March 10, 2010
Working Paper Series

Incl. Electronic Paper Agriculture on the Road to Industrialization and Sustainable Economic Growth: An Empirical Investigation for Pakistan
International Journal of Agricultural Economics & Rural Development, Vol. 2, No. 2, pp. 1-6, 2009
Qazi Muhammad Adnan Hye
University of Karachi - Applied Economics Research Centre
Date Posted: March 09, 2010
Accepted Paper Series
95 downloads

Incl. Electronic Paper EMU Equity Markets’ Return Variance and Spill Over Effects from Short-Term Interest Rates
Ai Jun Hou
Business and Economic Department, Southern Denmark University
Date Posted: March 09, 2010
Last Revised: June 19, 2010
Working Paper Series
142 downloads

Incl. Electronic Paper Pairing Market Risk and Credit Risk
Isabel Figuerola-Ferretti and Ioannis Paraskevopoulos
Universidad Carlos III de Madrid - Department of Business Administration and Bankia
Date Posted: March 09, 2010
Last Revised: October 08, 2012
Working Paper Series
448 downloads

Incl. Electronic Paper The SR Approach: A New Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models
CREATES Research Paper 2010-12
Martin M. Andreasen and Bent Jesper Christensen
University of Aarhus and University of Aarhus - Department of Economics
Date Posted: March 09, 2010
Last Revised: April 26, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Truncation and Acceleration of the Tian Tree for the Pricing of American Put Options
Ting Chen and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: March 09, 2010
Working Paper Series
508 downloads

Valuation of the Interest Ceiling Rule (German)
Sven Arnold and Alexander D.F. Lahmann
HHL Leipzig Graduate School of Management and HHL Leipzig Graduate School of Management
Date Posted: March 09, 2010
Last Revised: September 19, 2010
Working Paper Series


 

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