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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 563,425
Full Text Papers: 465,747
Authors: 261,339
Papers Received in
  Last 12 months:
63,924

Paper Downloads:
To date: 78,215,104
Last 12 months: 9,683,732
Last 30 days: 669,820

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Papers with
  Resolved
  References:
263,113
Total References: 9,045,618
Papers with Cites: 243,210
Total Citation
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5,983,464
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,169,322


SSRN eLibrary Search Results
JEL Code: C5
1,378,437 Total downloads
Showing Papers 4,051 - 4,100 of 6,924
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Incl. Electronic Paper Pairs Trading Strategy in Dhaka Stock Exchange: Implementation and Profitability Analysis
Asian Economic and Financial Review, 2014, 4(8): 1091-1105
Sharjil Muktafi Haque and A.K. Enamul Haque
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and East West University
Date Posted: August 30, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Deterrence Effect of Police on Violent and Property Crimes: An Empirical Investigation
Rahul Chakraborty
Centre for Economic Studies and Planning, Jawaharlal Nehru University
Date Posted: August 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Multi-Jumps
Massimiliano Caporin , Alexey Kolokolov and Roberto Renò
University of Padova - Department of Economics and Management "Marco Fanno" , University of Lund and University of Siena - Department of Economics and Statistics
Date Posted: August 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Mismatch Shocks and Unemployment During the Great Recession
Crawford School Research Paper No. 57/2014
Francesco Furlanetto and Nicolas Groshenny
Central Bank of Norway and University of Adelaide
Date Posted: August 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Modified Munich Chain-Ladder Method
Michael Merz and Mario V. Wuthrich
University of Hamburg and RiskLab, ETH Zurich
Date Posted: August 30, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Chasing Volatility: A Persistent Multiplicative Error Model with Jumps
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: August 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Model Uncertainty in Panel Vector Autoregressive Models
Gary Koop and Dimitris Korobilis
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow - Adam Smith Business School
Date Posted: August 28, 2014
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐Of‐The‐Week Effect
International Review of Finance, Vol. 14, Issue 3, pp. 345-392, 2014
Ke Yang and Langnan Chen
South China Agricultural University - College of Economics & Management and Zhongshan University - Lingnan (University) College
Date Posted: August 28, 2014
Accepted Paper Series

Incl. Electronic Paper Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market
Journal of Real Estate Research, Forthcoming
Gianluca Marcato and Anupam Nanda
Henley Business School - University of Reading and University of Reading - School of Real Estate & Planning, Henley Business School
Date Posted: August 27, 2014
Accepted Paper Series
5 downloads

Simple One ETF a Month Quantitative Asset Allocation System
Kemal Oflus
Independent
Date Posted: August 25, 2014
Last Revised: August 31, 2014
Working Paper Series

Returns to Education and Rural Migrant Wage Differentials in China: IV Quantile Treatment Effects
China Economic Review. 26, 39-55, 2013
George Messinis
Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: August 24, 2014
Accepted Paper Series

The Role of Exports, FDI and Imports in Development: Evidence from Sub-Saharan African Countries
Applied Economics, Forthcoming
Abdullahi Ahmed , Enjiang Cheng and George Messinis
Victoria University - Centre for Strategic Economic Studies , Victoria University - Centre for Strategic Economic Studies and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: August 24, 2014
Accepted Paper Series

Incl. Electronic Paper Quantile Regression for Peak Demand Forecasting
Charles Gibbons and Ahmad Faruqui
The Brattle Group and The Brattle Group
Date Posted: August 24, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach
CEIS Working Paper No. 325
Martyna Marczak and Tommaso Proietti
University of Hohenheim and University of Rome II - Department of Economics and Finance
Date Posted: August 24, 2014
Working Paper Series
4 downloads

The Sequential Issue in Free Trade Areas: Policy Implication for Korea
International Journal of Finance and Economics, 2004, 9, 165~174
Jong-Eun Lee
Sejong University - Department of Economics
Date Posted: August 24, 2014
Accepted Paper Series

Incl. Electronic Paper Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components
Tinbergen Institute Discussion Paper 14-113/III
Irma Hindrayanto , Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank , VU University Amsterdam and De Nederlandsche Bank
Date Posted: August 24, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Efficient Bootstrap Forecast Intervals for Return and Volatility Using the Linear Estimator of Arch Models
Middle-East Journal of Scientific Research 14 (11): 1502-1507, 2013
Farhat Iqbal and Sohail Chand
University of Balochistan and University of the Punjab (PU)
Date Posted: August 24, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Unspanned Macroeconomic Factors in the Yield Curve
FEDS Working Paper No. 2014-57
Laura Coroneo , Domenico Giannone and Michele Modugno
University of York (UK) - Department of Economics and Related Studies , LUISS Guido Carli University and Federal Reserve Board
Date Posted: August 23, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Linkages between European National Stock Markets During Trading and Non-Trading Hours
Malgorzata Doman
Poznan University of Economics - Department of Applied Mathematics
Date Posted: August 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Analysing and Forecasting Price Dynamics Across Euro Area Countries and Sectors: A Panel VAR Approach
ECB Working Paper No. 1724
Stephane Dees and Jochen Guntner
European Central Bank (ECB) and Johannes Kepler University
Date Posted: August 22, 2014
Working Paper Series
2 downloads

Economic versus Psychological Forecasting. Evidence from Consumer Confidence Surveys
Journal of Economic Psychology, 30, 4, pp. 563–574 (2009),
Maurizio Bovi
ISTAT, Italian National Institute for Statistics
Date Posted: August 22, 2014
Accepted Paper Series

Are the Representative Agent's Beliefs Based on Efficient Econometric Models?
Journal of Economic Dynamics and Control, 37, pp. 633-648 (2013).
Maurizio Bovi
ISTAT, Italian National Institute for Statistics
Date Posted: August 22, 2014
Accepted Paper Series

Incl. Electronic Paper Intended Use of Proceeds and the Post-Issue Operating Performance of IPO Firms: A Quantile Regression Approach
Andriansyah and George Messinis
Ministry of Finance - Indonesia and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: August 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon
Don Bredin , Thomas Conlon and Valerio Potì
University College Dublin , University College Dublin and Dublin City University Business School
Date Posted: August 21, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Markov-Chain Approximation and Estimation of Nonlinear, Non-Gaussian State Space Models
Leland E. Farmer
University of California, San Diego
Date Posted: August 21, 2014
Last Revised: August 23, 2014
Working Paper Series
16 downloads

Usage of an Estimated Coefficient as a Dependent Variable
Economics Letters, Vol. 116, No. 3, 2012
Abigail S. Hornstein and William H. Greene
Wesleyan University and New York University Stern School of Business
Date Posted: August 20, 2014
Accepted Paper Series

Incl. Electronic Paper Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Michael P. Clements and Ana Beatriz Galvão
University of Reading - Henley Business School and University of Warwick
Date Posted: August 20, 2014
Working Paper Series
1 downloads

A Note on Unresolved Anomalies in the Choice of Natural Experiment

Date Posted: August 18, 2014
Working Paper Series

Incl. Electronic Paper Latent Price Impact
Luca Philippe Mertens
IMPA
Date Posted: August 17, 2014
Working Paper Series
95 downloads

Incl. Electronic Paper Alternative Investments: Inflation Hedger or Mean-Variance Efficient?
Muhammad Muzammal Murtaza , Khurram Shahzad and Abida Perveen
University of Central Punjab - UCP Business School , Vrije University - Faculty of Economics and Business Administration and National College of Business Administration & Economics
Date Posted: August 17, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper A Compound Multifractal Model for High-Frequency Asset Returns
Eric M. Aldrich , Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz , University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: August 17, 2014
Last Revised: August 20, 2014
Working Paper Series
101 downloads

Incl. Electronic Paper Best-Estimate Claims Reserves in Incomplete Markets
Sebastian Happ , Michael Merz and Mario V. Wuthrich
University of Hamburg , University of Hamburg and RiskLab, ETH Zurich
Date Posted: August 17, 2014
Last Revised: August 29, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Land Use in Rural New Zealand: Spatial Land Use, Land-Use Change, and Model Validation
Motu Working Paper No. 14-07
Simon Anastasiadis , Suzi Kerr , Wei Zhang , Corey Allan and William Power
Motu Economic and Public Policy Research , Motu Economic and Public Policy Research Trust , Motu Economic and Public Policy Research Trust , Motu Economic and Public Policy Research Trust and GNS Science
Date Posted: August 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Elliptical Tempered Stable Distribution and Fractional Calculus
Hassan Abobakr Fallahgoul and Aaron Kim
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and State University of New York, SUNY at Stony Brook University, College of Business
Date Posted: August 16, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Impact of Model Instability on Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 15, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
Tinbergen Institute Discussion Paper 14-107/III
Francisco Blasques , Siem Jan Koopman , Andre Lucas and Julia Schaumburg
VU University Amsterdam , VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University AmsterdamTinbergen Institute
Date Posted: August 15, 2014
Last Revised: August 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Demand and Supply Model of Housing: Evidence from the Turkish Housing Market
Yusuf Varli and Orhan Erdem
Borsa İstanbul - Research Dept. and Borsa Istanbul- Research Dept.
Date Posted: August 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Growth Horizons for a Changing Asian Regional Economy
Asian Development Bank Economics Working Paper Series No. 392
David Roland-Holst and Guntur Sugiyarto
University of California, Berkeley and Asian Development Bank
Date Posted: August 14, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Quantifying the Semantics of Search Behavior Before Stock Market Moves
Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Chester Curme , Tobias Preis , H. Eugene Stanley and Helen Susannah Moat
Boston University , Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: August 14, 2014
Accepted Paper Series
51 downloads

Incl. Electronic Paper Output Gap in Presence of Financial Frictions and Monetary Policy Trade-Offs
IMF Working Paper No. 14/128
Francesco Furlanetto , Paolo Gelain and Marzie Taheri Sanjani
Central Bank of Norway , Norges Bank and International Monetary Fund (IMF)
Date Posted: August 14, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper A Simple and General Approach to Fitting the Discount Curve Under No-Arbitrage Constraints
Matthias R. Fengler and Lin-Yee Hin
University of St. Gallen - School of Economics and Political Science and Department of Mathematics & Statistics, Curtin University
Date Posted: August 12, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Risk Parity Versus Mean-Variance: It's All in the Views
Daniel Haesen , Winfried G. Hallerbach , Thijs D. Markwat and Roderick Molenaar
Robeco Asset Management, Quantitative Strategies , Robeco Asset Management, Quantitative Strategies , Robeco Asset Management and Robeco Asset Management
Date Posted: August 12, 2014
Working Paper Series
472 downloads

Incl. Electronic Paper Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Tinbergen Institute Discussion Paper 14-105/III
Francisco Blasques , Siem Jan Koopman and Max Mallee
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper International Wheat Price Responses to ENSO Shocks: Modelling Transmissions Using Smooth Transitions
David Ubilava
University of Sydney
Date Posted: August 10, 2014
Last Revised: August 20, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Quantifying Informational Linkages in a Global Model of Currency Spot Markets
Melbourne Institute Working Paper No. 17/14
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Date Posted: August 09, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Super-Exponential Growth Expectations and the Global Financial Crisis
Swiss Finance Institute Research Paper No. 14-52
Matthias Leiss , Heinrich H. Nax and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Heterogeneous Effects of Risk-Taking on Bank Efficiency: A Stochastic Frontier Model with Random Coefficients
Miguel Sarmiento and Jorge E. Galán
Banco de la República and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: August 08, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Detecting Complete and Joint Mixability
Giovanni Puccetti and Ruodu Wang
University of Florence - Department of Mathematics for Decisions and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: August 07, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Variance Risk Measures with the Standardized Pearson Type IV Distribution
Stavros Stavroyiannis
Department of Accounting and Finance, Technological Educational Institute of Peloponnese
Date Posted: August 07, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Consequences of Omitting Relevant Inputs on the Quality of the Data Envelopment Analysis Under Different Input Correlation Structures
Center for Research in Economics and Finance (CIEF), Working Papers, No. 08-01
Andres Ramirez Hassan
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: August 06, 2014
Working Paper Series
1 downloads


 

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