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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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  References:
238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C3
945,396 Total downloads
Showing Papers 41 - 90 of 6,207
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Incl. Electronic Paper Arbitrage-Free Construction of the Swaption Cube
Simon Johnson and Bereshad Nonas
Commerzbank Corporates & Markets and Commerzbank Corporates & Markets
Date Posted: January 22, 2009
Working Paper Series
1954 downloads

Incl. Electronic Paper Stock Market Fluctuations And The Business Cycle
Marcelle Chauvet
University of California
Date Posted: September 24, 2001
Working Paper Series
1907 downloads

Incl. Electronic Paper Factor Models of Asset Returns
ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Rama Cont, ed., Chicester: Wiley, 2010.
Gregory Connor and Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University - Kellogg School of Management
Date Posted: October 26, 2007
Last Revised: November 17, 2011
Accepted Paper Series
1898 downloads

Incl. Electronic Paper Pecking Order Versus Trade-off: An Empirical Approach to the Small and Medium Enterprise Capital Structure
Francisco Sogorb-Mira and José López-Gracia
Universidad CEU Cardenal Herrera - Department of Business and Economics and University of Valencia - Department of Accounting
Date Posted: May 29, 2003
Working Paper Series
1868 downloads

Incl. Electronic Paper An Empirical Analysis of Search Engine Advertising: Sponsored Search in Electronic Markets
NET Institute Working Paper
Anindya Ghose and Sha Yang
New York University - Leonard N. Stern School of Business and University of Southern California - Marshall School of Business
Date Posted: October 25, 2007
Last Revised: May 26, 2009
Working Paper Series
1791 downloads

Incl. Electronic Paper Analytical Formulas for Pricing CMS Products in the LIBOR Market Model with the Stochastic Volatility
Alexandre Antonov and Matthieu Arneguy
Numerix and Numerix
Date Posted: March 10, 2009
Working Paper Series
1730 downloads

Incl. Electronic Paper A Program for Fixed or Random Effects in Eviews

Hossein Abbasi-Nejad and Shapour Mohammadi
University of Tehran and University of Tehran
Date Posted: February 27, 2005
Working Paper Series
1718 downloads

Incl. Electronic Paper The Return of the Size Anomaly: Evidence from the German Stock Market
University of Cambridge, Judge Business School Working Paper No. 23/2006
Amir Amel-Zadeh
University of Cambridge - Judge Business School
Date Posted: January 16, 2007
Last Revised: July 05, 2009
Working Paper Series
1710 downloads

Incl. Electronic Paper Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
Emel Kahya and Panayiotis Theodossiou
Rutgers, The State University of New Jersey - Accounting and Cyprus University of Technology
Date Posted: March 06, 1998
Working Paper Series
1594 downloads

Incl. Electronic Paper Dynamic Copula Modelling for Value at Risk
Frontiers in Finance and Economics, Forthcoming

Date Posted: November 11, 2006
Accepted Paper Series
1580 downloads

Incl. Electronic Paper Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify?
Stephen J. Brown , Greg N. Gregoriou and Razvan C. Pascalau
New York University - Stern School of Business , affiliation not provided to SSRN and SUNY College at Plattsburgh - School of Business and Economics
Date Posted: July 22, 2009
Last Revised: July 09, 2011
Working Paper Series
1575 downloads

Incl. Electronic Paper Predicting Hedge Fund Failure: A Comparison of Risk Measures
Bing Liang and Hyuna Park
University of Massachusetts at Amherst - Department of Finance & Operations Management and Minnesota State University
Date Posted: April 30, 2007
Last Revised: September 11, 2009
Working Paper Series
1572 downloads

Incl. Electronic Paper Tourism and Economic Growth in Latin American Countries: A Panel Data Approach
FEEM Working Paper No. 26.2004
Juan Luis Eugenio-Martin , Noelia Martín Morales and Riccardo Scarpa
University of Las Palmas de Gran Canaria - Analisis Economico Aplicado , Universidad de Las Palmas de Gran Canaria - Facultad de Ciencias Económicas y Empresariales - Dept. de Análisis Económico Aplicado and University of Waikato - Management School
Date Posted: March 22, 2004
Working Paper Series
1541 downloads

Incl. Electronic Paper Dynamic Analysis of a Competitive Marketing System
Yale SOM Working Paper No. MK-04
Csilla Horvath , Peter S.H. Leeflang and Dick R. Wittink
Radboud University Nijmegen , University of Groningen - Faculty of Economics and Business and Yale University, School of Management (Deceased)
Date Posted: October 02, 2001
Working Paper Series
1520 downloads

Incl. Electronic Paper Green Noise or Green Value? Measuring the Effects of Environmental Certification on Office Property Values
Franz Fuerst and Patrick M. McAllister
University of Cambridge - Department of Land Economy and University of Reading - Department of Real Estate and Planning
Date Posted: June 04, 2008
Last Revised: April 27, 2013
Working Paper Series
1506 downloads

Incl. Electronic Paper Algorithms behind Term Structure Models of Interest Rates II: The Hull-White Trinomial Tree of Interest Rates
Hebrew University Working Paper No. int071899
Markus Leippold and Zvi Wiener
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: November 30, 2001
Working Paper Series
1497 downloads

Incl. Electronic Paper The Impact of Inflation, GDP, Unemployment, and Money Supply On Stock Prices
Lena Saeed Shiblee IV
Arab Bank, Syria
Date Posted: December 30, 2009
Working Paper Series
1496 downloads

Incl. Electronic Paper European Union Enlargement. Effects on the Spanish Economy
"la Caixa" Economic Studies Series No. 27
Carmela Martín González , Jose A. Herce , Simón Sosvilla Rivero and Francisco J. Velázquez
Universidad Complutense de Madrid (UCM) - European Economy Group (EEG) , Grupo AFI , Complutense University of Madrid and Universidad Complutense de Madrid (UCM) - European Economy Group (EEG)
Date Posted: October 28, 2002
Working Paper Series
1479 downloads

Incl. Electronic Paper Realized Volatility
FRB of Chicago Working Paper No. 2008-14
Torben G. Andersen and Luca Benzoni
Northwestern University - Kellogg School of Management and Federal Reserve Bank of Chicago - Research Department
Date Posted: February 12, 2008
Last Revised: December 05, 2008
Working Paper Series
1461 downloads

Incl. Electronic Paper Applying Relative Solvency to Working Capital Management - The Break-Even Approach
Enyi Patrick Enyi
Babcock University
Date Posted: August 01, 2005
Working Paper Series
1455 downloads

Incl. Electronic Paper A Test for Superior Predictive Ability
Brown Univ. Dept. of Economics Working Paper No. 01-06
Peter Reinhard Hansen
European University Institute - Economics Department (ECO)
Date Posted: March 01, 2004
Working Paper Series
1451 downloads

Incl. Electronic Paper The Internet Downturn: Finding Valuation Factors in Spring 2000
JAE Boston Conference June 2001
Elizabeth K. Keating , Thomas Z. Lys and Robert P. Magee
Harvard University - John F. Kennedy School of Government , Northwestern University - Kellogg School of Management and Northwestern University
Date Posted: March 11, 2001
Working Paper Series
1447 downloads

Incl. Electronic Paper A Two-Sided, Empirical Model of Television Advertising and Viewing Markets
Kenneth C. Wilbur
Duke University Fuqua School of Business
Date Posted: February 27, 2006
Working Paper Series
1434 downloads

Incl. Electronic Paper Alternative Indexing with the MSCI World Index
Thomas Neukirch
HQ Trust GmbH
Date Posted: March 18, 2008
Last Revised: April 29, 2008
Working Paper Series
1389 downloads

Incl. Electronic Paper Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity
Algorithmic Finance, Vol. 1, No. 1, 2011
Marco Avellaneda , Josh Reed and Sasha Stoikov
New York University (NYU) - Courant Institute of Mathematical Sciences , New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Date Posted: October 14, 2010
Last Revised: October 11, 2012
Accepted Paper Series
1382 downloads

Incl. Electronic Paper The Dynamics of Capital Structure: An Empirical Analysis of a Partially Observable System
Duke University, Fuqua School of Business Working Paper
Michael R. Roberts
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Date Posted: April 18, 2002
Working Paper Series
1377 downloads

Incl. Electronic Paper The Effects of Traditional and Social Earned Media on Sales: A Study of a Microlending Marketplace
Journal of Marketing Research, 49 (October).
Andrew T. Stephen and Jeff Galak
University of Pittsburgh and Carnegie Mellon University
Date Posted: September 29, 2009
Last Revised: April 06, 2012
Accepted Paper Series
1377 downloads

Incl. Electronic Paper The Real Effects of Financial Markets: The Impact of Prices on Takeovers
AFA 2009 San Francisco Meetings Paper, Journal of Finance, Forthcoming
Alex Edmans , Itay Goldstein and Wei Jiang
University of Pennsylvania - Finance Department , University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Date Posted: March 19, 2008
Last Revised: December 07, 2011
Accepted Paper Series
1367 downloads

Incl. Electronic Paper Volatility Forecasts, Trading Volume and the ARCH vs Option-Implied Volatility Tradeoff
SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Date Posted: February 21, 2001
Working Paper Series
1353 downloads

Incl. Electronic Paper Markovian Projection onto a Displaced Diffusion: Generic Formulas with Applications
Alexandre Antonov and Timur Misirpashaev
Numerix and Merrill Lynch & Co.
Date Posted: October 17, 2006
Working Paper Series
1350 downloads

Incl. Electronic Paper Political Risk, Institutions and Foreign Direct Investment
HWWA Discussion Paper No. 315
Matthias Busse and Carsten Hefeker
Ruhr-University Bochum and HWWA Institute of International Economics
Date Posted: April 21, 2005
Working Paper Series
1332 downloads

Incl. Electronic Paper Speculation, Futures Prices, and the U.S. Real Price of Crude Oil
American Journal of Social and Management Science, Vol. 1, No., pp. 13-23, September 2010
Lonnie K. Stevans and David N. Sessions
Hofstra University - Frank G. Zarb School of Business and Frank G. Zarb School of Business
Date Posted: July 04, 2008
Last Revised: February 23, 2011
Accepted Paper Series
1274 downloads

Incl. Electronic Paper Empirical Tests of the Mean-semivariance CAPM
Thierry Post and Pim van Vliet
Koc University - Graduate School of Business and Robeco Asset Management - Quantitative Strategies
Date Posted: June 21, 2004
Working Paper Series
1272 downloads

Incl. Electronic Paper GARCH Processes: Theory, Simulations and Testing with Examples
Nitin Kumar
Indira Gandhi Institute of Development Research
Date Posted: December 05, 2003
Working Paper Series
1238 downloads

Incl. Electronic Paper European Securitization: A Garch Model of CDO, MBS and Pfandbrief Spreads
Journal of Structured Finance, Vol. 12, No. 1, pp. 55-80, J.W. Goethe Universitaet Frankfurt am Main Finance Working Paper No. 121
Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: April 13, 2005
Accepted Paper Series
1209 downloads

Incl. Electronic Paper Strategic Asset Allocation With Liabilities: Beyond Stocks and Bonds
Roy P. M. M. Hoevenaars , R. Molenaar , Peter C. Schotman and Tom Steenkamp
APG Asset Management , Robeco Investments , Maastricht University and ABP Investments - Research Department
Date Posted: February 28, 2005
Working Paper Series
1206 downloads

Incl. Electronic Paper Modelling Short-Term Volatility with GARCH and HARCH Models
Michel M. Dacorogna , Ulrich A. Müller , Olivier V. Pictet and Richard B. Olsen
SCOR Switzerland , Olsen & Associates , Pictet Asset Management and Olsen & Associates
Date Posted: June 25, 1997
Working Paper Series
1200 downloads

Incl. Electronic Paper Risk Measures for Hedge Funds: A Cross-Sectional Approach
European Financial Management Journal, Forthcoming
Bing Liang and Hyuna Park
University of Massachusetts at Amherst - Department of Finance & Operations Management and Minnesota State University
Date Posted: May 17, 2006
Accepted Paper Series
1190 downloads

Incl. Electronic Paper Dynamic Linkages Among the Emerging Middle Eastern and the United States Stock Markets
International Journal of Business, Vol. 10, No. 1, 2005
Yochanan Shachmurove
The City College of The City University of New York - Department of Economics
Date Posted: April 01, 2005
Accepted Paper Series
1180 downloads

Incl. Electronic Paper Corporate Governance and Audit Fees: Evidence of Countervailing Relations
Paul A. Griffin , David H. Lont and Yuan Sun
University of California, Davis - Graduate School of Management , University of Otago - Department of Accountancy and Finance and University of California, Berkeley - Haas School of Business
Date Posted: December 14, 2007
Last Revised: September 04, 2008
Working Paper Series
1167 downloads

Incl. Electronic Paper Value at Risk Using the Factor-ARCH Model
Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: August 16, 1998
Working Paper Series
1159 downloads

Incl. Electronic Paper Algorithms behind Term Structure Models of Interest Rates: I. Valuation and Hedging of Interest Rates Derivatives with the Ho-Lee Model
Markus Leippold and Zvi Wiener
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: November 30, 2001
Working Paper Series
1139 downloads

Incl. Electronic Paper Response Modeling with Non-random Marketing Mix Variables
Puneet Manchanda , Peter E. Rossi and Pradeep K. Chintagunta
University of Michigan - Ross School of Business , UCLA-Anderson School of Management and University of Chicago
Date Posted: March 31, 2003
Working Paper Series
1135 downloads

Incl. Electronic Paper Interaction of European Carbon Trading and Energy Prices
FEEM Working Paper No. 63.2007
Derek W. Bunn and Carlo Fezzi
London Business School and University of East Anglia (UEA) - School of Environmental Sciences
Date Posted: June 15, 2007
Last Revised: June 15, 2011
Working Paper Series
1126 downloads

Incl. Electronic Paper One-Factor-GARCH Models for German Stocks - Estimation and Forecasting
Tuebinger Diskussionsbeitraege No. 87
Thomas Kaiser
University of Tuebingen - Faculty of Economics and Business Administration
Date Posted: February 01, 1997
Working Paper Series
1120 downloads

Incl. Electronic Paper European Stock Market Dynamics Before and After the Introduction of the Euro
PIER Working Paper No. 05-028
Joseph Friedman and Yochanan Shachmurove
Temple University - Department of Economics and The City College of The City University of New York - Department of Economics
Date Posted: November 11, 2005
Working Paper Series
1119 downloads

Incl. Electronic Paper Examining the Diffusion of User-Generated Content in Online Social Networks
Jeongha Oh , Anjana Susarla and Yong Tan
University of Texas at Dallas , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and University of Washington - Michael G. Foster School of Business
Date Posted: July 28, 2008
Working Paper Series
1113 downloads

Incl. Electronic Paper Testing the Relation Between Price-to-Earnings Ratio and Stock Returns in the Athens Stock Exchange
Lambros Stefanis
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: December 27, 2005
Working Paper Series
1093 downloads

Incl. Electronic Paper Downside Risk
AFA 2005 Philadelphia Meetings
Andrew Ang , Joseph Chen and Yuhang Xing
Columbia Business School - Finance and Economics , University of California, Davis - Graduate School of Management and Rice University
Date Posted: December 30, 2004
Working Paper Series
1090 downloads

Incl. Electronic Paper The Relationship between Foreign Direct Investment and Economic Growth: Evidence from Transitional Countries
Nicholas Apergis , Katerina Lyroudi and Thanasis Vamvakidis
University of Piraeus , University of Macedonia - Accounting and Finance and International Monetary Fund (IMF)
Date Posted: June 01, 2007
Working Paper Series
1084 downloads


 

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