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Full Text Papers: 520,462
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SSRN eLibrary Search Results
JEL Code: C13
458,529 Total downloads
Showing Papers 311 - 360 of 2,547
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Incl. Electronic Paper Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
TI Discussion Paper 12-109/III
Norbert Christopeit and Michael Massmann
University of Bonn and WHU - Otto Beisheim School of Management
Date Posted: September 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Linear Programming-Based Estimators in Nonnegative Autoregression
Journal of Banking and Finance, Forthcoming
Daniel P. A. Preve
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 01, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Impact of Imf-Supported Programs on FDI in Low-Income Countries
IMF Working Paper No. 15/157
Ali Alsadiq
International Monetary Fund (IMF)
Date Posted: August 31, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Firms’ Risk Endogenous to Strategic Management Choices
British Journal of Management, Forthcoming, Bank of Finland Research Discussion Paper No. 16/2015
Manthos D. Delis , Iftekhar Hasan and Efthymios G. Tsionas
University of Surrey - Surrey Business School , Fordham University - Gabelli School of Business and Athens University of Economics and Business - Department of Economics
Date Posted: August 29, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Flexible Nonlinear Inference with Endogenous Explanatory Variables
Seoul Journal of Economics 28 (No. 3 2015): 311-324
Dong Heon Kim
School of Economic Studies
Date Posted: August 28, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Impact of Covariance Misspecification in Risk-Based Portfolios
David Ardia , Guido Bolliger , Kris Boudt and Jean-Philippe Gagnon
Laval University - Département de Finance et Assurance , University of Neuchatel - Institut de l'Entreprise , Free University of Brussels (VUB) and Laval University - Département de Finance et Assurance
Date Posted: August 28, 2015
Working Paper Series
19 downloads

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment
Sheung-Chi Chow , Kurt Hon , Wing-Keung Wong and Kai Yin Woo
Hong Kong Baptist University (HKBU) , Hong Kong Shue Yan University , Hong Kong Baptist University (HKBU) and Hong Kong Shue Yan University
Date Posted: August 27, 2015
Working Paper Series

Incl. Fee Electronic Paper Estimating the Extensive Margin of Trade
CEPR Discussion Paper No. DP10787
J. M.C. Santos Silva , Silvana Tenreyro and Kehai Wei
University of Surrey , London School of Economics (LSE) and University of Essex
Date Posted: August 27, 2015
Working Paper Series

Incl. Electronic Paper Estimation of Dynastic Life-Cycle Discrete Choice Models
FRB St Louis Paper No. FEDLWP2015-020
George-Levi Gayle , Limor Golan and Mehmet A. Soytas
Carnegie Mellon University - David A. Tepper School of Business , Washington University in St. Louis, Department of Economics and Ozyegin University- Graduate School of Business
Date Posted: August 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation
FRB St Louis Paper No. FEDLWP2015-017
George-Levi Gayle , Chen Li and Robert A. Miller
Carnegie Mellon University - David A. Tepper School of Business , City University of New York, CUNY Baruch College, Zicklin School of Business and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: August 27, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper What Accounts for the Racial Gap in Time Allocation and Intergenerational Transmission of Human Capital?
FRB St Louis Paper No. FEDLWP2015-018
George-Levi Gayle , Limor Golan and Mehmet A. Soytas
Carnegie Mellon University - David A. Tepper School of Business , Washington University in St. Louis, Department of Economics and Ozyegin University- Graduate School of Business
Date Posted: August 27, 2015
Working Paper Series

Incl. Electronic Paper What is the Source of the Intergenerational Correlation in Earnings?
FRB St Louis Paper No. FEDLWP2015-019
George-Levi Gayle , Limor Golan and Mehmet A. Soytas
Carnegie Mellon University - David A. Tepper School of Business , Washington University in St. Louis, Department of Economics and Ozyegin University- Graduate School of Business
Date Posted: August 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper High Dimensional Global Minimum Variance Portfolio
Li Hua , Bai Zhidong and Wing-Keung Wong
Changchun University - Department of Science , Hong Kong Baptist University (HKBU) - Department of Economics and Hong Kong Baptist University (HKBU)
Date Posted: August 27, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption
ECB Working Paper No. 1843
Bruno Albuquerque and Georgi Krustev
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: August 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
ECB Working Paper No. 1838
Sebastian Kripfganz and Claudia Schwarz
Goethe University Frankfurt and European Central Bank (ECB)
Date Posted: August 26, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Modeling Financial Sector Joint Tail Risk in the Euro Area
ECB Working Paper No. 1837
Andre Lucas , Bernd Schwaab and Xin Zhang
VU University Amsterdam - Faculty of Economics and Business , European Central Bank (ECB) - Directorate General Research and Sveriges Riksbank - Research Division
Date Posted: August 26, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Retail in High Definition: Using Video Analytics in Salesforce Management
Andres Musalem , Marcelo Olivares and Ariel Schilkrut
Universidad de Chile , Columbia University - Columbia Business School - Decision Risk and Operations and SCOPIX
Date Posted: August 22, 2015
Working Paper Series
4 downloads

Approximating Solution for the Free Boundary SABR for Pricing and Calibration
Joerg Kienitz
Deloitte & Touche GmbH
Date Posted: August 20, 2015
Working Paper Series

Incl. Electronic Paper Conditional Heteroskedasticity in Long Memory Model 'FIMACH' for Return Volatilities in BRICS Equity Markets
Sabur Mollah and AMM Shahiduzzaman Quoreshi
Stockholm Business School and Blekinge Tekniska Högskola
Date Posted: August 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Principal Component Analysis of High Frequency Data
Chicago Booth Research Paper No. 15-39
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Last Revised: August 29, 2015
Working Paper Series
142 downloads

Incl. Electronic Paper Supplementary Material for 'The Tradability Premium on the S&P 500 Index'
Peng Xu , Christian Gourieroux and Joann Jasiak
ESSEC Business School , University of Toronto - Department of Economics and York University - Department of Economics
Date Posted: August 18, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods
FRB of Dallas Working Paper No. FEDDGW225
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Date Posted: August 17, 2015
Working Paper Series
3 downloads

A Structural Event Study for M&As: An Application in Corporate Governance
Tarcisio da Graca and Robert T. Masson
Université du Québec en Outaouais and Cornell University
Date Posted: August 07, 2015
Working Paper Series

Incl. Electronic Paper Least Squares Estimation of Large Dimensional Threshold Factor Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: July 29, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Nonparametric Estimation of Conditional Quantile Regression with Mixed Discrete and Continuous Data
Degui Li , Qi Li and Zheng Li
University of York , Texas A&M University (TAMU) - Department of Economics and Texas A&M University
Date Posted: July 28, 2015
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 741-762, 2015
Alastair R. Hall , Denise R. Osborn and Nikolaos Sakkas
North Carolina State University - Department of Economics , University of Manchester - School of Social Sciences and University of Bath
Date Posted: July 28, 2015
Accepted Paper Series

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio , Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science , University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of An Assessment
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Last Revised: August 18, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Estimating Parametric Models of Probability Distributions
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Sparse Linear Models and L1-Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments
Ying Zhu
University of California, Berkeley
Date Posted: July 23, 2015
Last Revised: July 24, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasting Electricity Prices Using Exogenous Predictors
Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: July 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper VaR, CVaR and Expected Shortfall Based on Put Option Formula and Tail Volatilities & Correlations: 'The Need for New Valuation, Risk and Policy Making Models'
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: July 19, 2015
Last Revised: August 12, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Liquidity Risk Premium Model with Fixed-Expectation Liquidity Measures to Construct Liquidity-Risk-Premium-Free Term Structure
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 18, 2015
Last Revised: August 31, 2015
Working Paper Series
39 downloads

A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance
Journal of Portfolio Management, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: July 18, 2015
Last Revised: July 19, 2015
Accepted Paper Series

Incl. Electronic Paper A Stability Approach to Mean-Variance Optimization
Financial Review 50, 3, 301-330.
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 18, 2015
Accepted Paper Series
45 downloads

Incl. Fee Electronic Paper A Stability Approach to Mean‐Variance Optimization
Financial Review, Vol. 50, Issue 3, pp. 301-330, 2015
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 17, 2015
Accepted Paper Series

Incl. Electronic Paper Assessment of Accuracy of Finite Difference Methods in Evaluation of Options within Heston Model
Chencheng Cai
Rutgers, The State University of New Jersey - Financial Statistics & Risk Management
Date Posted: July 15, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Factor Attribution and the Impact of Investment Constraints
Sanne De Boer and Vishv Jeet
QS Investors and Axioma Inc
Date Posted: July 14, 2015
Working Paper Series
118 downloads

Incl. Electronic Paper Confidence Bands for ROC Curves with Serially Dependent Data
Forthcoming in Journal of Business & Economic Statistics
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Date Posted: July 10, 2015
Accepted Paper Series
23 downloads

Incl. Fee Electronic Paper From Discrete to Continuous‐Time Transition Matrices in Intra‐Distribution Dynamics Analysis: An Application to Per Capita Wealth in Europe
Bulletin of Economic Research, Vol. 67, Issue 3, pp. 227-235, 2015
María Hierro and Adolfo Maza
University of Cantabria - Department of Economics and University of Cantabria - Department of Economics
Date Posted: July 09, 2015
Accepted Paper Series

Incl. Electronic Paper Optimal Linear Combinations of Portfolios Subject to Estimation Risk
Robin Lars Jonsson
Malardalen University - Malardalen University, Students
Date Posted: July 08, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
Multinational Finance Journal, Vol. 5, No. 1, p. 35-58, 2001
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: July 08, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Endogenous Derivation and Forecast of Lifetime PDs
Volodymyr Perederiy
Postbank / Deutsche Bank Group
Date Posted: June 30, 2015
Last Revised: July 14, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Accurate & Efficient Pricing of Arithmetic Average Asian Options within the Hull-White Method
Pratik Ramprasad
Department of Statistics, Rutgers University
Date Posted: June 30, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Performance of Alternative Price Forecast for Pakistan
Forman Journal of Economic Studies Vol. 8, 2012 (January–December) pp. 31-61,
Yasser Javed and Eatzaz Ahmad
Federal Urdu University of Arts, Science and Technology Islamabad, Students and Quaid-e-Azam University
Date Posted: June 29, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper An Admissible Macro-Finance Model of the US Treasury Market.
Multinational Finance Journal, Vol. 13, No. 1/2, p. 1-38, 2009
Peter Spencer
University of York
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
James McDonald , Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University - Department of Economics , Rutgers, The State University of New Jersey - Rutgers University, Camden and Cyprus University of Technology
Date Posted: June 26, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Minimum Distance Testing and Top Income Shares in Korea
Cowles Foundation Discussion Paper No. 2007
Jin Seo Cho , Myung-Ho Park and Peter C. B. Phillips
Yonsei University - Department of Economics , Korea Institute of Public Finance and Yale University - Cowles Foundation
Date Posted: June 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Double-Jump Stochastic Volatility Model for VIX: Evidence from VVIX
Xin Zang , Jun Ni , Jingzhi Huang and Lan Wu
Peking University , Pennsylvania State University - Department of Mathematics , Pennsylvania State University - Department of Finance and Peking University
Date Posted: June 24, 2015
Last Revised: July 07, 2015
Working Paper Series
34 downloads


 

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