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Full Text Papers: 511,264
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SSRN eLibrary Search Results
JEL Code: C20
68,062 Total downloads
Showing Papers 41 - 90 of 375
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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
9 downloads

Incl. Electronic Paper Arbitrage Potential in the Eurex Order Book – Evidence from the Financial Crisis in 2008
Presented at the 49th Annual Meeting of the Southwestern Finance Association, March 2010
Peter Schober and Martin Wagener
Goethe University Frankfurt - Department of Finance and Stuttgart Stock Exchange
Date Posted: May 30, 2015
Working Paper Series
12 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
Date Posted: May 23, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Travel and Tourism Competiveness Analysis
Atul Bhardwaj and Ramesh Bhardwaj
Independent and George Brown College
Date Posted: May 07, 2015
Last Revised: May 09, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Beyond Technology Adoption: Homeowner Satisfaction with Newly Adopted Residential Heating Systems
FCN Working Paper No. 1/2015
Carl Christian Michelsen and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: April 29, 2015
Last Revised: June 16, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Estimation of Multi-Dimensional Fixed Effects Panel Data Models
CESifo Working Paper Series No. 5251
Laszlo Balazsi , Laszlo Matyas and Tom Wansbeek
Central European University (CEU) , Central European University (CEU) - Department of Economics and University of Groningen - Faculty of Economics and Business
Date Posted: April 09, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Relación Entre Exportaciones Y Tasa De Cambio Real En Colombia Entre 1995 y 2014 (Relationship between Exports and Real Exchange Rate in Colombia between 1995 and 2014)
Universidad Nacional de Colombia FCE Econografos No. 77
Danna Jhuliet Ramírez Buitrago and Harold Iván Huérfano Ochoa
National University of Colombia, Students and National University of Colombia
Date Posted: March 26, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Analysis of the Resource Concentration on Size and Research Performance: The Case of Italian National Research Council Over the Period 2000-2004
Ceris-Cnr Working Paper No. 3/2005
Mario Coccia and Secondo Rolfo
National Research Council of Italy (CNR) and Italian National Research Council (CNR)
Date Posted: March 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Basic Model for Evaluating R&D Performance: Theory and Application in Italy
R&D Management, Vol. 31, No. 4, pp. 453-464, 2001
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: March 15, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Generalized Correlations and Instantaneous Causality for Data Pairs Benchmark
Hrishikesh D. Vinod
Fordham University - Department of Economics
Date Posted: March 08, 2015
Working Paper Series
24 downloads

Dominance Thresholds: A Cautionary Note
Antitrust Bulletin, Vol. 59, No. 4, 2014
Douglas A. Herman , Shawn W. Ulrick and Seth B. Sacher
Independent , U.S. Federal Trade Commission (FTC) and Federal Trade Commission
Date Posted: March 03, 2015
Accepted Paper Series

Incl. Electronic Paper How Big is Big? A Caveat Regarding Difference-in-Differences Analysis
Shawn W. Ulrick and Seth B. Sacher
U.S. Federal Trade Commission (FTC) and Federal Trade Commission
Date Posted: March 03, 2015
Working Paper Series
78 downloads

Incl. Electronic Paper News Sentiment to Market Impact and its Feedback Effect
Sheung Yin K. Mo , Anqi Liu and Steve Y. Yang
Stevens Institute of Technology , Stevens Institute of Technology and University of Virginia
Date Posted: February 21, 2015
Working Paper Series
61 downloads

Incl. Electronic Paper Variance Ratio Tests When Transformations of the Data are Asymptotically Normal
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: February 19, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Econometrics: The Keynes-Tinbergen Controversy
Marcel J. Boumans
University of Amsterdam
Date Posted: February 17, 2015
Last Revised: February 28, 2015
Working Paper Series
63 downloads

Incl. Electronic Paper Partial Identification of State Dependence
Alexander Torgovitsky
Northwestern University - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Estimating Predictors of the Philippine Licensure Examination for Engineering
Adrian Tamayo
University of Mindanao - Research and Publication Center
Date Posted: February 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Last Revised: June 06, 2015
Working Paper Series
229 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
93 downloads

Incl. Electronic Paper Hierarchical Causality in Financial Economics
Diane Wilcox and Tim Gebbie
University of the Witwatersrand, School of Computational and Applied Mathematics and University of the Witwatersrand, School of Computational and Applied Mathematics
Date Posted: January 02, 2015
Last Revised: May 16, 2015
Working Paper Series
74 downloads

Incl. Electronic Paper Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Juehui Shi
State University of New York (SUNY) at Buffalo - School of Management - Department of Operations Management and Strategy
Date Posted: December 21, 2014
Last Revised: January 08, 2015
Working Paper Series
98 downloads

Incl. Electronic Paper The Overnight Risk Premium in Electricity Forward Contracts
Energy Economics, Forthcoming
Stein-Erik Fleten , Liv Aune Hagen , Maria Tandberg Nygård , Ragnhild Smith-Sivertsen and Johan M Sollie
Norwegian University of Science and Technology (NTNU) , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: December 20, 2014
Last Revised: March 02, 2015
Accepted Paper Series
27 downloads

Incl. Electronic Paper Stock Price Associations with Expected and Unexpected Earnings
2015 Canadian Academic Accounting Association (CAAA) Annual Conference
Adrian Kubata , Terry J. Shevlin and Christoph Watrin
University of Muenster , University of California-Irvine and University of Muenster
Date Posted: December 16, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper In Search of Aggregate Production Function Specification
Jagath Dissanayake and Jayanthi Thennakoon
Australian National University (ANU) and University of Adelaide
Date Posted: December 15, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Algorithmic Trading Model for Manifold Learning in FX
Zee Fernandez
Modus Operandi, Inc.
Date Posted: November 26, 2014
Working Paper Series
113 downloads

Incl. Electronic Paper The Effects of Knowledge and Innovation on Regional Growth: Nonparametric Evidence
Marcos Sanso-Navarro and María Vera-Cabello
Universidad de Zaragoza and Centro Universitario de la Defensa de Zaragoza
Date Posted: November 24, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper Regresja hedoniczna i Conjoint Analysis w badaniu cen rynkowych i preferencji konsumentów (The Application of Hedonic Regression and Conjoint Analysis in Investigation of Consumers’ Preferences in View of Market Offer)
Zeszyty Naukowe pt. Studia Ekonomiczne, Uniwersytet Ekonomiczny w Katowicach, Katowice, 2014.
Marta Dziechciarz-Duda and Anna Król
Uniwersytet Ekonomiczny we Wrocławiu and Uniwersytet Ekonomiczny we Wrocławiu
Date Posted: November 22, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper An Empirical Analysis of the Determinants of Poor Academic Performance
Bonga W.G (2010), “Determinants of Poor Academic Performance.” (Online) 13 November 2010.,
Wellington Garikai Bonga
Independent
Date Posted: November 17, 2014
Accepted Paper Series
80 downloads

Incl. Electronic Paper Free Primary Care in Zambia: An Impact Evaluation Using a Pooled Synthetic Control Method
Aurélia Lépine , Mylene Lagarde and Alexis Le Nestour
London School of Hygiene and Tropical Medicine , London School of Hygiene and Tropical Medicine and University of Otago
Date Posted: November 07, 2014
Last Revised: April 01, 2015
Working Paper Series
67 downloads

Incl. Electronic Paper Adaptive Nowcasting of Influenza Outbreaks Using Google Searches
Preis T, Moat HS. 2014 Adaptive nowcasting of influenza outbreaks using Google searches. R. Soc. open sci. 1: 140095. DOI 10.1098/rsos.140095
Tobias Preis and Helen Susannah Moat
Warwick Business School - Behavioural Science Group and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: November 03, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Agricultural Employment, Wages and Poverty in Developing Countries
Brooks World Poverty Institute Working Paper No. 209
Katsushi S. Imai , Raghav Gaiha and Constanza Di Nucci
University of Manchester - School of Social Sciences , University of Delhi - Department of Economics and International Fund for Agricultural Development
Date Posted: October 14, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Metrics for and Analysis of Variables for Wiki Use: A Case Study
Daniel E. O'Leary
University of Southern California - Marshall School of Business
Date Posted: October 14, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Understanding Information Technology Capability: A Research Design Toolkit
Angel J Salazar
Manchester Metropolitan University
Date Posted: September 21, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Breakthrough in Understanding Derivatives and Option Based Hedging - Marginal and Joint Probability Density Functions of Vanilla Options - True Value-at-Risk and Option Based Hedging Strategies
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: September 02, 2014
Last Revised: June 05, 2015
Working Paper Series
192 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
103 downloads

Incl. Electronic Paper Evaluating Trading Strategies
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Date Posted: August 03, 2014
Last Revised: August 26, 2014
Working Paper Series
3478 downloads

Incl. Electronic Paper Further to Asset Price Trend Theory: Decision Making, Optimization, Fears and Aspirations, and Notions of Market Efficiency
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: August 01, 2014
Last Revised: August 09, 2014
Working Paper Series
94 downloads

Incl. Electronic Paper Factors of Productivity Growth in the Chinese and American Economies
György Simon Jr.
Corvinus University of Budapest
Date Posted: July 31, 2014
Last Revised: May 28, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Asymptotic Results for Conditional Measures of Association of a Random Sum
Insurance: Mathematics and Economics, 2015, Volume 60, p.11-18
Alexandru V. Asimit and Yiqing Chen
Cass Business School and Drake University
Date Posted: July 20, 2014
Last Revised: November 20, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper On a Portfolio of Illiquid Assets
Avi Messica
Colman College of Management
Date Posted: June 24, 2014
Working Paper Series
144 downloads

Incl. Electronic Paper Asymmetric Dependence, Tail Dependence, and the Time Interval over Which the Variables Are Measured
Byoung Uk Kang and Gunky Kim
The Hong Kong Polytechnic University - School of Accounting and Finance and Monash University - Faculty of Business and Economics
Date Posted: May 20, 2014
Last Revised: May 21, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Measuring Customer Satisfaction in the Hospitality Industry: An Empirical Study of the Hotels in the Capital Cities of Europe
The 2014 Proceedings of The first international Conference Sinteza, Belgrade
Tijana Radojevic , Nemanja Stanisic , Nenad Stanic and Marko Sarac
Singidunum University , Singidunum University - Department for Business Economics , Singidunum University and Singidunum University
Date Posted: April 28, 2014
Accepted Paper Series
84 downloads

Incl. Electronic Paper Web Sentiment Analysis for Revealing Public Opinions, Trends and Making Good Financial Decisions
Cristian Bissattini and Kostis Christodoulou
Università della Svizzera Italiana and Università della Svizzera Italiana
Date Posted: March 28, 2014
Working Paper Series
257 downloads

Incl. Electronic Paper Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples
Luiggi Donayre , Yunjong Eo and James Morley
University of Minnesota - Duluth , University of Sydney - School of Economics and University of New South Wales
Date Posted: March 27, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Theil's BLUS Residuals and R Tools for Testing and Removing Autocorrelation and Heteroscedasticity
Hrishikesh D. Vinod
Fordham University - Department of Economics
Date Posted: March 23, 2014
Working Paper Series
181 downloads

Incl. Electronic Paper Towards a Monotonicity-Compliant Price Index for the Art Market
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: March 19, 2014
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Analysis of Poverty and Efficiency: An Earnings Frontier Approach
Bulletin of Economic Research, Vol. 66, Issue 2, pp. 133-155, 2014
Somnath Chattopadhyay
Indian Statistical Institute, Kolkata
Date Posted: March 15, 2014
Accepted Paper Series

Incl. Electronic Paper What is the Effect of File Sharing on the Creation of New Music? A Critical Review of 'A Case Study of File Sharing and Music Output'
George S. Ford
Phoenix Center for Advanced Legal & Economic Public Policy Studies
Date Posted: March 12, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Competencia Y Crecimiento Económico: Una Aproximación Empírica (Competition and Economic Growth: An Empirical Approach)
Jacobo Alberto Campo Robledo
Universidad Catolica de Colombia
Date Posted: March 08, 2014
Working Paper Series
19 downloads


 

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