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393,787
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226,737
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68,988
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65,953,402
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JEL Code: C3
945,396 Total downloads
Showing Papers 41 - 90 of 6,207
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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
Stock Market Fluctuations And The Business Cycle
Marcelle Chauvet
University of California
Date Posted: September 24, 2001
Working Paper Series
1907 downloads
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
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
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
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
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
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
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
Dynamic Copula Modelling for Value at Risk
Frontiers in Finance and Economics, Forthcoming
Date Posted: November 11, 2006
Accepted Paper Series
1580 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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