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Abstracts: 623,563
Full Text Papers: 519,638
Authors: 287,759
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Last 30 days: 832,533

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SSRN eLibrary Search Results
JEL Code: C10
511,608 Total downloads
Showing Papers 321 - 370 of 1,252
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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
1 downloads

Incl. Electronic Paper Dynamic Factor Models & Bayesian Averaging of Classical Estimates in Forecasting Macroeconomic Indicators with Application of Survey Data
Piotr Bialowolski , Tomasz Kuszewski and Bartosz Witkowski
Independent , Warsaw School of Economics (SGH) and Warsaw School of Economics (SGH)
Date Posted: August 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Simpler Bootstrap Estimation of the Asymptotic Variance of U-Statistic Based Estimators
FRB of Chicago Working Paper No. 2015-07
Bo E. Honoré and Luojia Hu
Princeton University - Department of Economics and Federal Reserve Bank of Chicago
Date Posted: August 21, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Information Theory and Propensity Score Matching
Daniel Peter Kuehn and Paul Andres Corral Rodas
American University and World Bank
Date Posted: August 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Market Beliefs About the UK Monetary Policy Lift-Off Horizon: A No-Arbitrage Shadow Rate Term Structure Model Approach
Bank of England Working Paper No. 541
Martin M. Andreasen and Andrew Meldrum
University of Aarhus and Independent
Date Posted: August 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Econometric Information Recovery in Behavioral Networks
George Judge
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: August 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Approches structurelles et non structurelles en micro-économétrie de l’évaluation des politiques publiques (Structural and Atheoretic Approaches to Micro-Econometrics of Public Policy Evaluation)
Banque de France Working Paper No. 565
Sébastien Roux
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: August 12, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Impact of Risk: An Alternative Credit Risk Measure Based on Expected Credit Losses for Business Steering and Model Backtesting
IFRS 9 Key Issues and Impacts, Whitepaper published by Risk Dynamics SPRL, Brussels, Belgium, June 2015, pp 10-11.
Wolfgang Reitgruber
UniCredit S.p.A.
Date Posted: August 11, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper Methodological Thoughts on Expected Loss Estimation for IFRS 9 Impairment: Hidden Reserves, Cyclical Loss Predictions and LGD Backtesting
Forthcoming in Credit Technology by Serasa Experian, No 92, Sept 2015 (in English and Portuguese with local market additions by Carlos Antonio Campos Nogueira)
Wolfgang Reitgruber
UniCredit S.p.A.
Date Posted: August 11, 2015
Accepted Paper Series
27 downloads

Incl. Electronic Paper Poor (Wo)man's Bootstrap
FRB Chicago Working Paper No. WP-2015-1
Bo E. Honoré and Luojia Hu
Princeton University - Department of Economics and Federal Reserve Bank of Chicago
Date Posted: August 06, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Moon Phases and Rates of Return of Wig Index on the Warsaw Stock Exchange
International Journal of Economics and Finance, vol. 8, no. 8, pp. 256-264, 2015
Krzysztof Borowski
Warsaw School of Economics
Date Posted: July 31, 2015
Accepted Paper Series
30 downloads

Incl. Electronic Paper Expected Loss and Impact of Risk: Backtesting Parameter-Based Expected Loss in a Basel II Framework
Journal of Risk Model Validation 7(3), 59-84, Fall 2013, Incisive Media
Wolfgang Reitgruber
UniCredit S.p.A.
Date Posted: July 29, 2015
Last Revised: August 13, 2015
Accepted Paper Series
29 downloads

Incl. Electronic Paper Underestimating the Trial Penalty: An Empirical Analysis of the Federal Trial Penalty and Critique of the Abrams Study
Mississippi Law Journal, Vol. 84, No. 5, 2015
Andrew Chongseh Kim
Concordia University School of Law
Date Posted: July 26, 2015
Accepted Paper Series
40 downloads

Incl. Electronic Paper Quantifying Crowd Size with Mobile Phone and Twitter Data
Federico Botta, Helen Susannah Moat and Tobias Preis, Quantifying crowd size with mobile phone and Twitter data. Royal Society Open Science 2, 150162 (2015).
Federico Botta , Helen Susannah Moat and Tobias Preis
University of Warwick - Warwick Business School , University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: July 21, 2015
Accepted Paper Series
15 downloads

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
17 downloads

Incl. Electronic Paper An Alternative View of Exchange Market Pressure Episodes in Emerging Europe: An Analysis Using Extreme Value Theory (EVT)
ECB Working Paper No. 1818
Frigyes Ferdinand Heinz and Desislava Rusinova
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General International and European Relations
Date Posted: July 10, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Relationship between Disparate Impact Case Law and Empirical Research in the Behavioral Sciences
Palmer Morrel-Samuels
Northwestern University Law School
Date Posted: July 09, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Multinational Finance Journal, Vol. 4, No. 3/4, p. 159-179, 2000
Torben G. Andersen , Tim Bollerslev , Francis X. Diebold and Paul Labys
Northwestern University - Kellogg School of Management , Duke University - Finance , University of Pennsylvania - Department of Economics and Charles River Associates (CRA) - Utah Office
Date Posted: July 08, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Multinational Finance Journal, Vol. 10, No. 3/4, p. 179–221, 2006,
Marios Nerouppos , David Saunders , Costas Xiouros and Stavros A. Zenios
Cyprus International Institute of Management (CIIM) , University of Waterloo , University of Cyprus - Department of Public and Business Administration and University of Cyprus
Date Posted: June 30, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
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: June 30, 2015
Accepted Paper Series
4 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 U.K. Stock Market Inefficiencies and the Risk Premium
Multinational Finance Journal, Vol. 11, No. 1/2, p. 97-122, 2007
Antonis Demos and George Vasillelis
Athens University of Economics and Business and University of London - Imperial College of Science, Technology and Medicine
Date Posted: June 26, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Edmond Malinvaud: A Tribute to His Contributions in Econometrics
Cowles Foundation Discussion Paper No. 2002
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: June 25, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper On Long-Run Stock Returns after Corporate Events
James W. Kolari , Seppo Pynnonen and Ahmet M. Tuncez
Texas A&M University , University of Vaasa, Department of Mathematics and Statistics and Texas A&M University (TAMU) - Department of Finance
Date Posted: June 12, 2015
Last Revised: July 24, 2015
Working Paper Series
55 downloads

Incl. Electronic Paper The Impact of Large-Scale Asset Purchases on the S&P 500 Index, Long-Term Interest Rates and Unemployment
Ramaprasad Bhar , A. (Tassos) G. Malliaris and Mary Malliaris
UNSW Australia Business School, School of Banking and Finance , Loyola University of Chicago - Department of Economics and Loyola University of Chicago
Date Posted: June 09, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper On Rosen's and Adler's Hypotheses in the Modern and Contemporary Visual Art Market
Empirical Economics, Forthcoming
Guido Candela , Massimiliano Castellani , Pierpaolo Pattitoni and F. Marta L. Di Lascio
University of Bologna - Department of Economics , University of Bologna - Department of Economics , University of Bologna - Department of Management and Free University of Bozen-Bolzano - School of Economics
Date Posted: June 08, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Estimation of the Stochastic Leverage Effect Using the Fourier Transform Method
Imma Valentina Curato
University of Ulm
Date Posted: June 07, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence
Guillaume Chevillon , Alain Hecq and Sébastien Laurent
ESSEC Business School , Maastricht University - Department of Economics and French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Date Posted: June 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Return and Volatility Spillover between Carbon Futures Market and Global Financial, Energy and Commodity Futures Markets
Ziran Li , Mengchen Ji , Han Qiao and Shouyang Wang
Chinese Academy of Sciences (CAS) - Center for Forecasting Science , Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences , Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: June 02, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Archival Research Considerations for CRSP Data
Rick N. Francis , Grace Mubako and Lori M. Olsen
University of Texas at El Paso , University of Texas at El Paso and Central Michigan University
Date Posted: May 29, 2015
Last Revised: August 15, 2015
Working Paper Series
50 downloads

Incl. Electronic Paper Examining the Stability of Factor Exposures of Equity Indices in Bull and Bear Markets
Albena Emilova Georgieva
EDHEC Business School
Date Posted: May 28, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Information Spillover Dynamics of the Energy Futures Market Sector: A Novel Common Factor Approach
Duminda Kuruppuarachchi and I. M. Premachandra
University of Sri Jayewardenepura and University of Otago - Department of Accountancy and Finance
Date Posted: May 26, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Efficient Estimation of Nonparametric Regression in the Presence of Dynamic Heteroskedasticity
Oliver B. Linton and Zhijie Xiao
University of Cambridge and Boston College - Department of Finance and Department of Economics
Date Posted: May 26, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper A Complete Analytical Solution of the Asian Option Pricing within the Heston Model for Stochastic Volatility: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: May 23, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Mean Reversion Framework
Mukul Pal
Orpheus Risk Management Indices
Date Posted: May 20, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper Momentum and Markowitz: A Golden Combination
Wouter J. Keller , Adam Butler and Ilya Kipnis
Flex Capital BV , BPG and Associates and QuantStrat TradeR
Date Posted: May 16, 2015
Last Revised: June 05, 2015
Working Paper Series
1568 downloads

Incl. Electronic Paper Community Engagement and Collective Evaluation in Crowdfunding
Eun Ju Jung , Anjana Susarla and Vallabh Sambamurthy
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Michigan State University - Department of Accounting & Information Systems
Date Posted: May 16, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper Collective Provisions Models in the IFRS 9 Framework
Vivien Brunel
Société Générale
Date Posted: May 14, 2015
Last Revised: June 09, 2015
Working Paper Series
144 downloads

An Analysis on the Difference Between Bank Index-Linked Bonds’ Prices and Their Fair-Value (Un’Analisi Della Differenza Tra I Prezzi Delle Obbligazioni Bancarie Index-Linked E Il Loro Fair-Value)
Bancaria No. 06/2014
Michele Leonardo Bianchi
Bank of Italy
Date Posted: May 13, 2015
Accepted Paper Series

Incl. Electronic Paper An Entropy-Based Early Warning Indicator for Systemic Risk
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 09/WP/2015
Monica Billio , Roberto Casarin , Michele Costola and Andrea Pasqualini
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics , Ca' Foscari University of Venice and Ca Foscari University of Venice - Department of Economics
Date Posted: May 11, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Lumber: Worth It's Weight in Gold Offense and Defense in Active Portfolio Management
2015 NAAIM Wagner Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 11, 2015
Last Revised: June 01, 2015
Working Paper Series
1541 downloads

Incl. Electronic Paper War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market During the World War I
DIW Berlin Discussion Paper No. 1477
Konstantin A. Kholodilin
German Institute for Economic Research (DIW Berlin)
Date Posted: May 08, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Abuse and Violence of Women and Children in Davao City
Adrian Tamayo , Noemi Bataga and Bernadeth Gerodias
University of Mindanao - Research and Publication Center , University of Mindanao and Southern Philippines Medical Center
Date Posted: May 07, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Econometric Identification of Causal Effects: A Graphical Approach with a Case Study
Indian School of Business Research Paper Series
Sanjay Kallapur
Indian School of Business
Date Posted: May 02, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper A Martingale Decomposition of Discrete Markov Chains
Peter Reinhard Hansen
European University Institute - Economics Department (ECO)
Date Posted: April 28, 2015
Working Paper Series
82 downloads

Incl. Electronic Paper Why Risk Is So Hard to Measure
Jon Danielsson and Chen Zhou
London School of Economics - Systemic Risk Centre and De Nederlandsche Bank
Date Posted: April 23, 2015
Working Paper Series
300 downloads

Incl. Electronic Paper Stochastic Orders and the Anatomy of Competitive Selection
Saïd Business School WP 2015-7,
Thomas H. Noe
University of Oxford - Said Business School
Date Posted: April 19, 2015
Last Revised: June 19, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Interconnectedness in the Interbank Market
Robert H. Smith School Research Paper No. RHS 2594469
Celso Brunetti , Jeffrey H. Harris , Shawn Mankad and George Michailidis
Board of Governors of the Federal Reserve System , American University , University of Maryland Robert H. Smith School of Business and University of Michigan at Ann Arbor
Date Posted: April 15, 2015
Last Revised: July 02, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper Multidimensional Poverty in Sudan and South Sudan
OPHI Working Paper No. 93
Paola Ballon and Jean-Yves Duclos
University of Oxford and Laval University
Date Posted: April 11, 2015
Working Paper Series
7 downloads


 

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