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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 689,826
Full Text Papers: 579,322
Authors: 317,544
Papers Received in
  Last 12 months:
67,590

Paper Downloads:
To date: 102,444,486
Last 12 months: 13,060,223
Last 30 days: 943,320

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  References:
306,598
Total References: 8,930,989
Papers with Cites: 246,061
Total Citation
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5,799,040
Papers with
  Resolved
  Footnotes:
91,661
Total Footnotes: 8,994,327


SSRN eLibrary Search Results
JEL Code: C14
396,221 Total downloads
Showing Papers 421 - 470 of 2,938
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Incl. Electronic Paper The Dow Theory: William Peter Hamilton's Track Record Re-Considered
Stephen J. Brown, Alok Kumar and William N. Goetzmann
New York University - Stern School of Business, University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
Date Posted: February 11, 1998
Working Paper Series
11074 downloads

Incl. Electronic Paper Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers
IGIER Working Paper #552
Joshua Benjamin Miller and Adam Sanjurjo
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Date Posted: July 07, 2015
Last Revised: August 23, 2016
Working Paper Series
8490 downloads

Incl. Electronic Paper Mutual Fund Performance
Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Date Posted: January 19, 2007
Working Paper Series
5889 downloads

Incl. Electronic Paper Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach
Rapport Interne CMAP Working Paper No. 490
Rama Cont and Peter Tankov
Imperial College London and Ecole Polytechnique, Paris
Date Posted: November 22, 2002
Working Paper Series
3652 downloads

Incl. Electronic Paper The Omega Measure: Hedge Fund Portfolio Optimization
Alexandre Favre-Bulle and Sebastien Pache
University of Lausanne and Universite de Lausanne
Date Posted: February 05, 2003
Working Paper Series
3343 downloads

Incl. Electronic Paper The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee
Marco Moscadelli
Bank of Italy - Banking and Finance Supervision Department
Date Posted: July 30, 2004
Working Paper Series
3130 downloads

Incl. Electronic Paper Conditional Value-at-Risk: Aspects of Modeling and Estimation
MIT Dept. of Economics Working Paper No. 01-19
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Date Posted: June 07, 2001
Working Paper Series
2890 downloads

Incl. Electronic Paper Large Deviations and the Distribution of Price Changes
Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Laurent E. Calvet, Adlai J. Fisher and Benoit B. Mandelbrot
HEC Paris - Finance Department, University of British Columbia (UBC) - Sauder School of Business and Yale University - International Center for Finance
Date Posted: April 22, 1998
Working Paper Series
2690 downloads

Incl. Electronic Paper The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation
Michael P. Murray
Bates College
Date Posted: November 08, 2005
Working Paper Series
2640 downloads

Incl. Electronic Paper The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk
Matthew P. Richardson, Jacob Boudoukh and Robert Whitelaw
New York University (NYU) - Department of Finance, Interdisciplinary Center (IDC) Herzliyah - Arison School of Business and New York University
Date Posted: January 07, 1998
Working Paper Series
2608 downloads

Incl. Electronic Paper Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review
Journal of Derivatives, Vol. 7, No. 2, pp. 66-82, Winter 1999
Jens Carsten Jackwerth
University of Konstanz - Department of Economics
Date Posted: October 21, 1999
Last Revised: November 20, 2008
Accepted Paper Series
2601 downloads

Incl. Electronic Paper A New Look at Minimum Variance Investing
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Date Posted: September 24, 2010
Working Paper Series
2518 downloads

Incl. Electronic Paper Event Studies: A Methodology Review
Charles J. Corrado
Deakin University - School of Accounting, Economics & Finance
Date Posted: August 02, 2009
Last Revised: August 20, 2010
Working Paper Series
2493 downloads

Incl. Electronic Paper Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Journal of Financial Services Research, Forthcoming
Tor Jacobson, Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division, Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden)
Date Posted: February 18, 2004
Accepted Paper Series
2310 downloads

Incl. Electronic Paper A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
Mikhail Chernov, A. Ronald Gallant, Eric Ghysels and George Tauchen
UCLA Anderson, Duke University - Fuqua School of Business, Economics Group, University of North Carolina Kenan-Flagler Business School and Duke University - Economics Group
Date Posted: November 07, 1999
Working Paper Series
2249 downloads

Incl. Electronic Paper Recovering Risk-Neutral Densities: A New Nonparametric Approach
EFA 2000
Oleg Bondarenko
University of Illinois at Chicago - Department of Finance
Date Posted: October 19, 2000
Working Paper Series
1888 downloads

Incl. Electronic Paper Development and Validation of Credit Scoring Models
Journal of Credit Risk, Forthcoming
Dennis Glennon, Nicholas M. Kiefer, C. Erik Larson and Hwan-sik Choi
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Cornell University - Department of Economics, Promontory Financial Group and Purdue University - Department of Consumer Sciences & Retailing
Date Posted: July 30, 2008
Accepted Paper Series
1857 downloads

Incl. Electronic Paper The Real Effects of Financial Markets: The Impact of Prices on Takeovers
Journal of Finance 67(3), 933-971, June 2012
Alex Edmans, Itay Goldstein and Wei Jiang
London Business School - Institute of Finance and Accounting, University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Date Posted: March 19, 2008
Last Revised: June 04, 2014
Accepted Paper Series
1773 downloads

Incl. Electronic Paper Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms
FEDS Discussion Paper No. 2005-63, Review of Financial Studies, Forthcoming, BIS Working Paper No. 181
Benjamin Yi-Bin Zhang, Hao Zhou and Haibin Zhu
UBS AG, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)
Date Posted: September 20, 2007
Last Revised: October 18, 2013
Working Paper Series
1767 downloads

Incl. Electronic Paper The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach
Pedro Pires, João Pedro Pereira and Luis F. Martins
Nova School of Business and Economics, Nova School of Business and Economics and Pennsylvania State University - Department of Economics
Date Posted: April 29, 2008
Last Revised: January 31, 2010
Working Paper Series
1767 downloads

Incl. Electronic Paper Asset Allocation and Long-Term Returns: An Empirical Approach
Stephen Coggeshall and Guowei Wu
Morgan Stanley and Morgan Stanley
Date Posted: January 02, 2006
Working Paper Series
1732 downloads

Incl. Electronic Paper Productive Performance Evaluation of the Banking Sector in India Using Data Envelopment Analysis
International Journal of Operations Research, Forthcoming
Biresh K. Sahoo, Jati Sengupta and Anandadeep Mandal
Amrita University - Amrita School of Business, University of California, Santa Barbara - Department of Economics and Cranfield University - School of Management
Date Posted: January 12, 2007
Accepted Paper Series
1512 downloads

Incl. Electronic Paper Economic Characteristics, Corporate Governance, and the Influence of Compensation Consultants on Executive Pay Levels
Rock Center for Corporate Governance Working Paper No. 15, Review of Accounting Studies, Vol. 17, No. 2, June 2012
Chris Armstrong, Christopher D. Ittner and David F. Larcker
University of Pennsylvania - Accounting Department, University of Pennsylvania - Accounting Department and Stanford University - Graduate School of Business
Date Posted: June 15, 2008
Last Revised: September 12, 2013
Accepted Paper Series
1464 downloads

Incl. Electronic Paper Riding Bubbles
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Nadja Guenster, Erik Kole and Ben Jacobsen
University of Muenster - Finance Center Muenster, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Tilburg University - TIAS School for Business and Society
Date Posted: March 17, 2008
Last Revised: March 18, 2010
Working Paper Series
1458 downloads

Incl. Electronic Paper Bank Relationships: A Review
David C. Smith and Steven Ongena
University of Virginia - McIntire School of Commerce and University of Zurich - Department of Banking and Finance
Date Posted: December 11, 1998
Working Paper Series
1417 downloads

Incl. Electronic Paper A Survey of the Literature on Hedge Fund Performance
Walter Géhin
EDHEC Business School - EDHEC Risk and Asset Management Research Centre
Date Posted: December 04, 2004
Working Paper Series
1405 downloads

Incl. Electronic Paper Analysis of Financial Time-Series Using Fourier and Wavelet Methods
Philippe Masset
Ecole hôtelière de Lausanne
Date Posted: October 27, 2008
Working Paper Series
1403 downloads

Incl. Electronic Paper Robust Standard Error Estimation in Fixed-Effects Panel Models

Gabor Kezdi
Central European University (CEU) - Department of Economics
Date Posted: September 30, 2004
Working Paper Series
1390 downloads

Incl. Electronic Paper Robust and Practical Estimation for Measures of Tail Risk
Cristian Homescu
Independent
Date Posted: June 02, 2014
Working Paper Series
1322 downloads

Incl. Electronic Paper Corporate Credit Risk Modeling: Quantitative Rating System and Probability of Default Estimation
João Fernandes
Banco BPI
Date Posted: May 17, 2005
Working Paper Series
1280 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
1213 downloads

Incl. Electronic Paper Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions
Chen Zhou
De Nederlandsche Bank
Date Posted: February 04, 2010
Working Paper Series
1206 downloads

Incl. Electronic Paper Estimating Probabilities of Default for Low Default Portfolios
Dirk Tasche and Katja Pluto
Swiss Financial Market Supervisory Authority (FINMA) and Deutsche Bundesbank
Date Posted: December 27, 2004
Working Paper Series
1198 downloads

Incl. Electronic Paper Operators on Inhomogeneous Time Series
Olsen & Associates Working Paper No. 324
Gilles O. Zumbach and Ulrich A. Müller
Independent and Olsen & Associates
Date Posted: March 21, 2000
Working Paper Series
1183 downloads

Incl. Electronic Paper Accounting for Biases in Black-Scholes
David K. Backus, Silverio Foresi and Liuren Wu
NYU Stern School of Business, Goldman Sachs Group, Inc. - Quantitative Strategy Group and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 03, 2004
Working Paper Series
1165 downloads

Incl. Electronic Paper Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data
Centre for Research in Financial Services Working Paper No. 99-01
Cornelis A. Los
Alliant International University - Alliant School of Management
Date Posted: February 11, 1999
Working Paper Series
1161 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
1156 downloads

Incl. Electronic Paper Testing and Detecting Jumps Based on a Discretely Observed Process
Yingying Fan and Jianqing Fan
University of Southern California - Marshall school of Business and Princeton University - Bendheim Center for Finance
Date Posted: January 06, 2009
Working Paper Series
1131 downloads

Incl. Electronic Paper Improving the Comparability of Insolvency Predictions (Verbesserung der Vergleichbarkeit von Schaetzgueteergebnissen von Insolvenzprognosestudien) (German version)
Dresden Economics Discussion Paper Series No. 08/05
Martin Bemmann
affiliation not provided to SSRN
Date Posted: June 08, 2005
Working Paper Series
1096 downloads

Incl. Electronic Paper Measuring Bank Branch Performance Using Data Envelopment Analysis (DEA): The Case of Turkish Bank Branches
African Journal of Business Management, 5(3), 889–901. DOI: 10.5897/AJBM10.584 ,
Mehmet Hasan Eken and Süleyman Kale
Istanbul Commerce University and Kırklareli University
Date Posted: April 26, 2013
Accepted Paper Series
1092 downloads

Incl. Electronic Paper Total Factor Productivity Estimation: A Practical Review
LICOS Discussion Paper No. 182/2007
Ilke Van Beveren
KULeuven, Department of Economics
Date Posted: August 02, 2007
Last Revised: February 16, 2009
Working Paper Series
1078 downloads

Incl. Electronic Paper A Comparison of Extreme Value Theory Approaches for Determining Value at Risk
Journal of Empirical Finance, Forthcoming, Cass Business School Research Paper
Chris Brooks, Andrew Clare, John W. Dalle Molle and Gita Persand
University of Reading - ICMA Centre, City University London - Sir John Cass Business School, Independent and University of Bristol - Department of Economics
Date Posted: December 05, 2004
Accepted Paper Series
1076 downloads

Incl. Electronic Paper Robust Value at Risk Prediction
Swiss Finance Institute Research Paper No. 07-31
Loriano Mancini and Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne and University of Geneva
Date Posted: August 17, 2005
Last Revised: September 13, 2010
Working Paper Series
1064 downloads

Incl. Electronic Paper What Makes Companies Behave? An Analysis of Criminal and Civil Penalties Under Environmental Law
Andrew B. Miller
Chicago Partners
Date Posted: November 23, 2003
Working Paper Series
1054 downloads

Incl. Electronic Paper Nonparametric Estimation of Copulas for Time Series
FAME Research Paper No. 57
O. Scaillet and Jean-David Fermanian
University of Geneva GSEM and GFRI and Ensae-Crest
Date Posted: March 12, 2003
Working Paper Series
1046 downloads

Incl. Electronic Paper Basic Concepts in Statistics (Spanish Version)
Ignacio Velez-Pareja
Grupo Consultor CAV Capital Advisory & Valuation
Date Posted: February 23, 2006
Working Paper Series
1037 downloads

Incl. Electronic Paper Extremal Quantiles and Value-at-Risk
MIT Department of Economics Working Paper No. 07-01
Victor Chernozhukov and Songzi Du
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: January 12, 2007
Working Paper Series
1036 downloads

Incl. Electronic Paper Flexible Term Structure Estimation: Which Method Is Preferred?
Yale ICF Working Paper No. 00-25
Andrew Jeffrey, Oliver B. Linton and Thong Nguyen
Yale School of Management, University of Cambridge and affiliation not provided to SSRN
Date Posted: February 08, 2001
Working Paper Series
1026 downloads

Incl. Electronic Paper A Study on the Association between Brand Awareness and Consumer/Brand Loyalty for the Packaged Milk Industry in Pakistan
South Asian Journal of Management Sciences (SAJMS), Vol.5, No.1.
Amber Osman and M.I. Subhani

Date Posted: October 22, 2010
Last Revised: February 17, 2011
Accepted Paper Series
1021 downloads

Incl. Electronic Paper A Risk Management Approach for Portfolio Insurance Strategies
Proceedings of the 1st EIF International Financial Research Forum, Economica, 2009
Benjamin Hamidi, Bertrand B. Maillet and Jean-Luc Prigent
Université Paris I Panthéon-Sorbonne - CES/CNRS, University of Orléans and University of Cergy-Pontoise - ThEMA
Date Posted: October 27, 2008
Last Revised: June 10, 2009
Working Paper Series
1019 downloads


 

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