Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C1
1,880,694 Total downloads
Showing Papers 3,121 - 3,170 of 8,579
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Testing for Mobility Dominance
CIRPEE Working Paper 10-02
Yele Maweki Batana and Jean-Yves Duclos
affiliation not provided to SSRN and Laval University
Date Posted: February 09, 2010
Working Paper Series
19 downloads

Incl. Electronic Paper An Alternative Way of Computing Efficient Instrumental Variable Estimators
LSE STICERD Research Paper No. EM536
Xiaohong Chen , David T. Jacho-Chávez and Oliver B. Linton
Yale University - Cowles Foundation , Emory University - Department of Economics and University of Cambridge
Date Posted: February 08, 2010
Working Paper Series
45 downloads

Incl. Electronic Paper Efficient Estimation of a Multivariate Multiplicative Volatility Model
LSE STICERD Research Paper No. EM541
Christian M. Hafner and Oliver B. Linton
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and University of Cambridge
Date Posted: February 08, 2010
Working Paper Series
64 downloads

Incl. Electronic Paper Estimation of a Semiparametric IGARCH(1,1) Model
LSE STICERD Research Paper No. EM539
Woocheol Kim and Oliver B. Linton
affiliation not provided to SSRN and University of Cambridge
Date Posted: February 08, 2010
Working Paper Series
53 downloads

Incl. Electronic Paper Goodness-of-Fit: An Economic Approach
LSE STICERD Research Paper No. DARP101
Sanghamitra Bandyopadhyay , Frank Cowell and Emmanuel Flachaire
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) , London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and affiliation not provided to SSRN
Date Posted: February 08, 2010
Working Paper Series
59 downloads

Incl. Electronic Paper Nonparametric Estimation of a Polarization Measure
LSE STICERD Research Paper No. EM534
Gordon Anderson , Oliver B. Linton and Yoon-Jae Whang
University of Toronto , University of Cambridge and Seoul National University - School of Economics
Date Posted: February 08, 2010
Working Paper Series
63 downloads

Incl. Electronic Paper Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and its Application to the Additive Model
LSE STICERD Research Paper No. EM535
Efang Kong , Oliver B. Linton and Yingcun Xia
affiliation not provided to SSRN , University of Cambridge and affiliation not provided to SSRN
Date Posted: February 08, 2010
Working Paper Series
47 downloads

Incl. Electronic Paper An Analysis of Tourists’ Expenditure of Winter Sport Events through Tobit Censorate Model
To be published in Tourism Economics
Juan Gabriel Brida , Stefan Franz Schubert , Linda Osti and Andrea Barquet
Free University of Bolzano , Free University of Bozen-Bolzano , Free University of Bozen-Bolzano - School of Economics and Free University of Bozen-Bolzano - School of Economics
Date Posted: February 07, 2010
Last Revised: June 09, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Hedging the Black Swan: Conditional Heteroskedasticity and Tail Dependence in S&P500 and Vix
Sawsan Abbas , Ser-Huang Poon and Jonathan Tawn
University of Bahrain , University of Manchester - Business School and Lancaster University - Department of Mathematics and Statistics
Date Posted: February 07, 2010
Working Paper Series
304 downloads

Incl. Electronic Paper Partial Identification of Willingness-to-Pay Using Shape Restrictions with an Application to the Value of a Statistical Life
Aaron J. Sojourner
University of Minnesota
Date Posted: February 07, 2010
Working Paper Series
20 downloads

Tax Law Asymmetries and Income Shifting: Evidence from Japanese Capital Keiretsu
Journal of Economic Analysis & Policy Advances, Vol. 10, No. 1, 2010
David Vera and Kazuki Onji
University of California, San Diego (UCSD) - Department of Economics and Australian National University - Crawford School of Economics and Government
Date Posted: February 07, 2010
Accepted Paper Series

Cost and Technical Efficiency of German Hospitals: Does Ownership Matter?
Health Economics, Vol. 17, No. 9, pp. 1057-1071, 2008
Annika Herr
DICE Duesseldorf Institute for Competition Economics
Date Posted: February 05, 2010
Accepted Paper Series

Incl. Electronic Paper Distributional Incidence of the Gasoline Tax in Chile (Incidencia Distributiva del Impuesto a las Gasolinas en Chile) (Spanish)
Claudio A. Agostini and Johanna Jimenez
Universidad Adolfo Ibañez and affiliation not provided to SSRN
Date Posted: February 05, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Improving Robust Model Selection Tests for Dynamic Models
Econometrics Journal, Forthcoming
Hwan-sik Choi and Nicholas M. Kiefer
Purdue University - Department of Consumer Sciences & Retailing and Cornell University - Department of Economics
Date Posted: February 05, 2010
Last Revised: February 22, 2010
Accepted Paper Series
45 downloads

Incl. Electronic Paper Does Interdisciplinarity Lead to Higher Employment Growth of Academic Spinoffs?
ZEW - Centre for European Economic Research Discussion Paper No. 09-087
Bettina Mueller
Center for European Economic Research (ZEW)
Date Posted: February 04, 2010
Working Paper Series
12 downloads

Incl. Electronic Paper Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions
Chen Zhou
De Nederlandsche Bank
Date Posted: February 04, 2010
Working Paper Series
491 downloads

Incl. Electronic Paper Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids
GARP Risk Professional, pp. 52-53, February 2010
Attilio Meucci
SYMMYS
Date Posted: February 04, 2010
Last Revised: May 14, 2011
Accepted Paper Series
3073 downloads

Incl. Electronic Paper A Total Risk Measurement Framework for Hedge Funds and Funds of Funds
Apostolos Katsaris , Ali Hegazi and Martin Goulet
Albourne Partners Limited , Abu Dhabi Investment Authority and Caliburn Capital Partners LLP
Date Posted: February 03, 2010
Working Paper Series
721 downloads

Incl. Electronic Paper Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach
Zhuo Qiao , Christian de Peretti , Chia-Ying Chan and Wing-Keung Wong
University of Macau , affiliation not provided to SSRN , Yuan-Ze University - Department of Finance and Hong Kong Baptist University (HKBU)
Date Posted: February 03, 2010
Working Paper Series
109 downloads

Incl. Electronic Paper Keynes’ Lower-Upper Bound Interval Approach to Probability
Rogério Arthmar and Michael Emmett Brady
Universidade Federal do Espirito Santo and California State University - Department of Operations Management
Date Posted: February 03, 2010
Last Revised: April 26, 2010
Working Paper Series
221 downloads

Incl. Electronic Paper Realizing Smiles: Options Pricing with Realized Volatility
Swiss Finance Institute Research Paper No. 10-05
Nicola Fusari and Davide La Vecchia
Northwestern University - Kellogg School of Management and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: February 03, 2010
Last Revised: November 22, 2011
Working Paper Series
375 downloads

Incl. Electronic Paper A Markov Chain Quasi-Monte Carlo Method for Bayesian Estimation of Stochastic Volatility Model
Eric Fung , Ching-Wah Ho , Tak-Kuen Siu and Wing-Keung Wong
Hong Kong Baptist University (HKBU) - Department of Mathematics , affiliation not provided to SSRN , Macquarie University, Faculty of Business and Economics and Hong Kong Baptist University (HKBU)
Date Posted: February 02, 2010
Last Revised: September 03, 2012
Working Paper Series
146 downloads

Incl. Electronic Paper Treatment Evaluation in the Case of Interactions within Markets
IZA Discussion Paper No. 4700
Marc Ferracci , Grégory Jolivet and Gerard J. van den Berg
Université Paris-Est Marne la Vallée (UPEMLV) , University of Bristol and VU University Amsterdam - Department of Economics
Date Posted: February 01, 2010
Working Paper Series
33 downloads

Incl. Electronic Paper The Part-Time/Full-Time Wage Gap in Central and Eastern Europe: The Case of Estonia
University of Tartu Faculty of Economics and Business Administration Working Paper No. 65-2010
Kerly Krillo and Jaan Masso
The University of Tartu FEBA and University of Tartu - Faculty of Economics and Business Administration
Date Posted: February 01, 2010
Working Paper Series
23 downloads

Incl. Electronic Paper Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application
John Haltiwanger , Russell Cooper and Jonathan L. Willis
University of Maryland - Department of Economics , University of Texas at Austin - Department of Economics and Federal Reserve Bank of Kansas City
Date Posted: January 31, 2010
Working Paper Series
25 downloads

Incl. Electronic Paper Disaggregating Real Exchange Rate Dynamics: A Structural Approach
Punnoose Jacob
Reserve Bank of New Zealand
Date Posted: January 31, 2010
Last Revised: February 04, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Spatial Model Selection and Spatial Knowledge Spillovers: A Regional View of Germany
ZEW - Centre for European Economic Research Discussion Paper No. 10-005
Torben Klarl
University of Augsburg - Faculty of Business and Economics
Date Posted: January 31, 2010
Last Revised: February 04, 2010
Accepted Paper Series
40 downloads

Incl. Electronic Paper A Test for Iid Residuals Based on Integrating Over the Correlation Integral
CERGE-EI Working Paper Series No. 101
Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: January 29, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper Inflation Convergence within the European Union: A Panel Data Analysis
CERGE-EI Working Paper Series No. 100
Evzen Kocenda and David H. Papell
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and University of Houston - Department of Economics
Date Posted: January 29, 2010
Working Paper Series
61 downloads

Incl. Electronic Paper Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations
Student, Vol. 5 No. 3-4, pp. 283-298, September 2006
David Ardia
Laval University - Département de Finance et Assurance
Date Posted: January 28, 2010
Accepted Paper Series
178 downloads

Incl. Electronic Paper New Product Team Decision-Making: Regulatory Focus Effects on Number, Type and Timing Decisions
Journal of Product Innovation Management, Forthcoming, UIC College of Business Administration Research Paper No. 10-02
Jelena Spanjol , Leona Tam , William J. Qualls and Jonathan Bohlmann
University of Illinois at Chicago , University of Wollongong - Faculty of Commerce , University of Illinois at Urbana-Champaign - Department of Business Administration and affiliation not provided to SSRN
Date Posted: January 28, 2010
Accepted Paper Series
130 downloads

Incl. Electronic Paper Non-linear DSGE Models and The Optimized Central Difference Particle Filter
CREATES Research Paper 2010-5
Martin M. Andreasen
University of Aarhus
Date Posted: January 28, 2010
Last Revised: December 15, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper Efficient Bayesian Estimation and Combination of GARCH-Type Models
RETHINKING RISK MEASUREMENT AND REPORTING: EXAMPLES AND APPLICATIONS FROM FINANCE, Vol. II, Chapter 1, Klaus Böcker, eds., RiskBooks, London, 2010,
David Ardia and Lennart F. Hoogerheide
Laval University - Département de Finance et Assurance and Vrije Universiteit Amsterdam - Dept. of Econometrics
Date Posted: January 26, 2010
Last Revised: April 08, 2011
Accepted Paper Series
267 downloads

Incl. Electronic Paper First Passage and Excursion Time Models for Valuing Defaultable Bonds: A Review with Some Insights
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 1-25, 2008
Martina Nardon
Ca Foscari University of Venice - Department of Economics
Date Posted: January 26, 2010
Accepted Paper Series
46 downloads

Incl. Electronic Paper On Large Sample Properties of Bayes Procedures: Misspecification, Non-Smoothness and Davies' Problem
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: January 26, 2010
Working Paper Series
24 downloads

Incl. Electronic Paper Who does Collaborative Learning Help? The Pedagogical Efficacy of Student Learning Through Collaborative Learning Sessions
Kim P. Huynh , David T. Jacho-Chávez and James K. Self
Government of Canada - Bank of Canada , Emory University - Department of Economics and Indiana University Bloomington - Department of Economics
Date Posted: January 26, 2010
Last Revised: January 25, 2012
Working Paper Series
100 downloads

Incl. Electronic Paper 'Baumol's Diseases': The Case of Switzerland
KOF Swiss Economic Institute Working Paper No. 250
Jochen Hartwig
Swiss Federal Institute of Technology Zurich - Swiss Institute for Business Cycle Research
Date Posted: January 25, 2010
Working Paper Series
32 downloads

Incl. Electronic Paper Fully Flexible Extreme Views
Journal of Risk, Vol. 14, No. 2, pp. 39-49, Winter 2011/2012
Attilio Meucci , David Ardia and Simon Keel
SYMMYS , Laval University - Département de Finance et Assurance and Aeris Capital AG
Date Posted: January 25, 2010
Last Revised: January 12, 2012
Accepted Paper Series
1176 downloads

Incl. Electronic Paper Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods
Jianqing Fan , Lei Qi and Dacheng Xiu
Princeton University - Bendheim Center for Finance , Princeton University - Bendheim Center for Finance and University of Chicago - Booth School of Business
Date Posted: January 24, 2010
Last Revised: August 06, 2012
Working Paper Series
707 downloads

Incl. Electronic Paper A Real Business Cycle Model for Panel Data: An Application for the Central European Transition Economies
CERGE-EI Working Paper No. 107
Libor Krkoska
European Bank for Reconstruction and Development (EBRD)
Date Posted: January 23, 2010
Last Revised: January 28, 2010
Working Paper Series
27 downloads

Incl. Electronic Paper What Causes Herding: Information Cascade or Search Cost?
William T. LIn , Shih-Chuan Tsai and David S. Sun
Tamkang University - Banking & Finance , National Taiwan Normal University and Kai Nan University
Date Posted: January 23, 2010
Last Revised: February 16, 2011
Working Paper Series
138 downloads

Incl. Electronic Paper Biases in Willingness-to-Pay Measures from Multinomial Logit Estimates Due to Unobserved Heterogeneity
Tinbergen Institute Discussion Paper 10-014/3
Vincent A.C. van den Berg , Eric Kroes and Erik T. Verhoef
VU University Amsterdam , affiliation not provided to SSRN and VU University Amsterdam - Department of Spatial Economics
Date Posted: January 22, 2010
Working Paper Series
45 downloads

Convergence
READER'S GUIDE TO THE SOCIAL SCIENCES, Jonathan Michie, ed., Fitzroy Dearborn Publishers, pp. 290-291, 2001
Morris Altman
Victoria University of Wellington - School of Economics & Finance
Date Posted: January 22, 2010
Accepted Paper Series

Incl. Electronic Paper Optimal Portfolio Selection with a Shortfall Probability Constraint: Evidence from Alternative Distribution Functions
Yalcin and Atakan Yalcin
affiliation not provided to SSRN and Ozyegin University
Date Posted: January 22, 2010
Last Revised: February 07, 2010
Working Paper Series
104 downloads

Incl. Electronic Paper Option-Implied Volatility Factors and the Cross-Section of Market Risk Premia
Junye Li
ESSEC Business School
Date Posted: January 21, 2010
Last Revised: May 14, 2011
Working Paper Series
310 downloads

Incl. Electronic Paper The Timing Performance of Local Versus Foreign Mutual Fund Managers: An Analysis of Market, Volatility and Joint Timing
Stephan Tschanz
University of Neuchatel
Date Posted: January 21, 2010
Working Paper Series
93 downloads

Incl. Electronic Paper Evaluating Promotional Activities in an Online Two-Sided Market of User-Generated Content
Simon School Working Paper No. FR 10-08
Paulo Albuquerque , Polykarpos Pavlidis , Udi Chatow , Kay-Yut Chen , Zainab Jamal , Kok-Wei Koh and Andrew Fitzhugh
University of Rochester - Simon School of Business , Nielsen Marketing Analytics , Hewlett-Packard Laboratories, Palo Alto , Hewlett-Packard Laboratories , affiliation not provided to SSRN , Hewlett-Packard Laboratories, Palo Alto and affiliation not provided to SSRN
Date Posted: January 20, 2010
Last Revised: October 27, 2012
Working Paper Series
215 downloads

Incl. Electronic Paper A Statistical Comparison of the CAPM to the Fama-French Three Factor Model and the Carhart's Model
Global Journal of Finance and Banking Issues, Vol. 2, No. 2, 2008
Zakri Y. Bello
Central Connecticut State University - Finance
Date Posted: January 20, 2010
Accepted Paper Series
417 downloads

Incl. Electronic Paper Spain in the Euro: A General Equilibrium Analysis
Banco de Espana Working Paper No. 0927
Javier Andrés , Samuel Hurtado , Eva Ortega and Carlos Thomas
University of Valencia - Department of Economics , Banco de España , Bank of Spain, Research Department and Banco de España
Date Posted: January 20, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper How Diversified are Equity Mutual Funds?
North American Journal of Finance and Banking Research, Vol. 1, No. 1, 2007
Zakri Y. Bello
Central Connecticut State University - Finance
Date Posted: January 19, 2010
Accepted Paper Series
54 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 apollo2 in 4.031 seconds