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1,903,524 Total downloads
Showing Papers 3,081 - 3,130 of 8,647
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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