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JEL Code: C15
369,788 Total downloads
Showing Papers 481 - 530 of 1,762
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Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
Banque de France Working Paper No. 202
Vassilis Hajivassiliou and
Frederique Savignac
London School of Economics & Political Science (LSE) - Department of Economics
and
University Paris-Est Créteil (UPEC)
Date Posted: September 22, 2010
Working Paper Series
41 downloads
Cardinality versus q-Norm Constraints for Index Tracking
Bjoern Fastrich
,
Sandra Paterlini
and
Peter Winker
University of Giessen - Department of Economics
,
EBS Universität für Wirtschaft und Recht
and
University of Giessen - Department of Economics
Date Posted: September 21, 2010
Working Paper Series
126 downloads
Liquidity-Adjusted Market Risk Measures with Stochastic Holding Period
Damiano Brigo and
Claudio Nordio
Department of Mathematics, Imperial College, London
and
Banco Popolare
Date Posted: September 21, 2010
Last Revised: October 22, 2010
Working Paper Series
166 downloads
Multidimensional Poverty and Social Politics in Benin (Pauvreté Multidimensionnelle Et Politiques Sociales AU Bénin)
Poverty and Economic Policy Research Network Working Paper No. PMMA-2009-03
Cosme Vodounou
Institut National de la Statistique et de l'Analyse Economique (INSAE)
Date Posted: September 18, 2010
Working Paper Series
14 downloads
Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades
Chris Kenyon
Lloyds Banking Group - Wholesale Banking & Markets
Date Posted: September 17, 2010
Working Paper Series
237 downloads
Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry
Keith Cuthbertson
and
Dirk Nitzsche
City University London - Sir John Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: September 17, 2010
Working Paper Series
129 downloads
Dating the Timeline of Financial Bubbles During the Subprime Crisis
Cowles Foundation Discussion Paper No. 1770
Peter C. B. Phillips and
Jun Yu
Yale University - Cowles Foundation
and
Singapore Management University
Date Posted: September 14, 2010
Working Paper Series
375 downloads
Robust Value at Risk Prediction: Appendix
Loriano Mancini
and
Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne
and
Swiss Finance Institute
Date Posted: September 12, 2010
Working Paper Series
104 downloads
Hitting Streaks Don't Obey Your Rules: Evidence that Hitting Streaks Aren't Just By-Products of Random Variations
Chance, Vol. 23, No. 4, pp. 52-57, 2010
Trent McCotter
University of North Carolina (UNC) at Chapel Hill - School of Law
Date Posted: September 09, 2010
Last Revised: January 31, 2011
Accepted Paper Series
58 downloads
Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
CentER Discussion Paper Series No. 2010-95
Bart Cockx and
Matteo Picchio
Ghent University - Sherppa - Faculty of Economics and Business Administration
and
Department of Economic and Social Science, Marche Polytechnic University
Date Posted: September 03, 2010
Working Paper Series
15 downloads
What is the Cost of Low Participation in French Timber Auctions?
Document de recherche du LAMETA DR No. 2010-08
Raphaele Preget
and
Patrick Waelbroeck
National Institute for Agricultural Research (INRA) - UMR Economie Publique
and
Telecom ParisTech
Date Posted: September 03, 2010
Working Paper Series
18 downloads
The Volatility of Market Returns: A Comparative Study of GCC Markets, Oil, UK & USA
Abdallah Fayyad
and
Kevin Daly
affiliation not provided to SSRN
and
University of Western Sydney - Department of Economics & Finance
Date Posted: September 01, 2010
Working Paper Series
Efficient Resource Allocation Via Efficiency Bootstraps: An Application to R&D Project Budgeting
Operations Research, Vol. 59, No. 3, pp. 729-741, 2011
Chien-Ming Chen
and
Joe Zhu
Nanyang Technological University (NTU) - Nanyang Business School
and
affiliation not provided to SSRN
Date Posted: August 31, 2010
Last Revised: May 10, 2013
Accepted Paper Series
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much
Swiss Finance Institute Research Paper No. 11-33
Fabio Trojani
,
Christian Wiehenkamp
and
Jan Wrampelmeyer
Swiss Finance Institute
,
RiskLab GmbH
and
University of St. Gallen
Date Posted: August 30, 2010
Last Revised: June 11, 2013
Working Paper Series
255 downloads
Non-Linear DSGE Models and the Central Difference Kalman Filter
Martin M. Andreasen
University of Aarhus
Date Posted: August 29, 2010
Last Revised: September 14, 2011
Working Paper Series
157 downloads
Multivariate Option Pricing with Time Varying Volatility and Correlations
J. V. K. Rombouts and
Lars Stentoft
HEC Montreal
and
HEC Montréal - Department of Finance
Date Posted: August 26, 2010
Working Paper Series
46 downloads
A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies
23rd Australasian Finance and Banking Conference 2010 Paper
Warwick W. Anderson
University of Canterbury
Date Posted: August 25, 2010
Working Paper Series
92 downloads
Multi-Asset Class Portfolio Optimisation Using a Belief Rule-Based System
Yu-Wang Chen
,
Jian-Bo Yang
,
Dong-Ling Xu
,
Dongxu Zhang
,
Simon Acomb
and
Ser-Huang Poon
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
,
Acomb Financial Research Limited
and
University of Manchester - Business School
Date Posted: August 24, 2010
Working Paper Series
61 downloads
Macroprudential Capital Requirements and Systemic Risk
Celine Gauthier
,
Alfred Lehar and
Moez Souissi
Government of Canada - Bank of Canada
,
University of Calgary - Haskayne School of Business
and
Government of Canada - Bank of Canada
Date Posted: August 23, 2010
Last Revised: December 23, 2010
Working Paper Series
507 downloads
Treating Measurement Error in Tobin’s Q
Simon School Working Paper No. FR 10-27
Timothy Erickson and
Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics
and
University of Rochester - Simon Graduate School of Business
Date Posted: August 23, 2010
Last Revised: October 24, 2011
Working Paper Series
931 downloads
Earnings Sharing in the U.S. Social Security System: A Microsimulation Analysis of Future Female Retirees
The Gerontologist, Vol. 50, No. 4, pp. 495-508, 2010
Howard Iams
,
Gayle Reznik
and
Christopher R. Tamborini
U.S. Social Security Administration
,
U.S. Social Security Administration
and
U.S. Social Security Administration
Date Posted: August 21, 2010
Accepted Paper Series
Nonparametric Estimation of the Volatility Under Microstructure Noise: Wavelet Adaptation
Marc Hoffmann
,
Axel Munk
and
Johannes Schmidt-Hieber
affiliation not provided to SSRN
,
Georg-August-Universitaet. Institut fuer Mathematische Stochastik
and
Georg-August-Universitaet. Institut fuer Mathematische Stochastik
Date Posted: August 21, 2010
Working Paper Series
49 downloads
Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis
Economics of Education Review, Vol. 31, Issue 5, pp. 515-523
Lennart F. Hoogerheide
,
Joern Block and
Roy Thurik
Vrije Universiteit Amsterdam - Dept. of Econometrics
,
University of Trier - Faculty of Management
and
Erasmus University Rotterdam (EUR) - Centre for Advanced Small Business Economics (CASBEC)
Date Posted: August 15, 2010
Last Revised: January 05, 2013
Accepted Paper Series
37 downloads
Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB
Jay Au Yeung
Chinese University of Hong Kong (CUHK)
Date Posted: August 15, 2010
Last Revised: October 18, 2010
Working Paper Series
468 downloads
Estimating the Effects of Recent Disability Reforms in the Netherlands
Jan-Maarten van Sonsbeek and
Raymond H. J. M. Gradus
UWV
and
Vrije Universiteit Amsterdam
Date Posted: August 10, 2010
Last Revised: January 22, 2013
Working Paper Series
82 downloads
Minimum Distance Estimation for a Class of Markov Decision Processes
Sorawoot Srisuma
University of Cambridge - Faculty of Economics and Politics
Date Posted: August 08, 2010
Working Paper Series
33 downloads
Income Distribution in a Stock-Flow-Consistent Model with Education and Technological Change
Eastern Economic Journal, Forthcoming
Stephen Kinsella ,
Edward Nell
and
Matthias Greiff
University of Limerick
,
The New School - Department of Economics
and
University of Giessen - Department of Economics
Date Posted: August 07, 2010
Accepted Paper Series
25 downloads
Inference for Vast Dimensional Elliptical Distributions
Yves Dominicy
,
Hiroaki Ogata
and
David Veredas
Université libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
,
Waseda University
and
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: August 06, 2010
Last Revised: April 19, 2012
Working Paper Series
137 downloads
Jump-Robust Volatility Estimation Using Nearest Neighbor Truncation
FRB of New York Staff Report No. 465
Torben G. Andersen ,
Dobrislav Dobrev
and
Ernst Schaumburg
Northwestern University - Kellogg School of Management
,
Federal Reserve Board
and
Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 05, 2010
Working Paper Series
61 downloads
The Advantages of Using Quarterly Returns for Long-Term Event Studies
Review of Quantitative Finance and Accounting, Forthcoming
Ronald Bremer
,
Bonnie Buchanan
and
Philip C. English
Texas Tech University
,
Seattle University - Albers School of Business and Economics
and
American University - Kogod School of Business
Date Posted: August 02, 2010
Accepted Paper Series
Business and Regulation on New Access Generation Networks - An Approach to the Spanish Case using Real Options (Spanish)
Fernando Gallardo
and
Teodosio Perez Amaral
Independent University of Madrid
and
Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 29, 2010
Working Paper Series
87 downloads
The Timing of Daily Demand for Goods and Services - Microsimulation Policy Results of an Aging Society, Increasing Labour Market Flexibility, and Extended Public Childcare in Germany
Journal of Consumer Policy, Vol. 33, No. 2, pp. 119-141, June 2010
Rafael Rucha
,
Dominik Hanglberger
and
Joachim Merz
Research Institute on Professions
,
Leuphana Universität Lüneburg
and
Research Institute on Professions
Date Posted: July 27, 2010
Accepted Paper Series
Low-Bias Simulation Scheme for the Heston Model by Inverse Gaussian Approximation
Shu Tong Tse
and
Justin W. L. Wan
University of Waterloo
and
affiliation not provided to SSRN
Date Posted: July 19, 2010
Last Revised: July 25, 2010
Working Paper Series
150 downloads
Spatial, Temporal, and Spatiotemporal Autoregressive Probit Models of Binary Outcomes: Estimation, Interpretation, and Presentation
APSA 2010 Annual Meeting Paper
Robert J. Franzese Jr.
,
Jude C. Hays
and
Lena M. Schaffer
University of Michigan
,
University of Pittsburgh
and
ETH Zürich
Date Posted: July 19, 2010
Last Revised: September 15, 2010
Working Paper Series
149 downloads
Intangibles, Can They Explain the Dispersion in Return Rates?
DIW Berlin Discussion Paper No. 1018
Bernd Görzig
and
Martin Gornig
German Institute for Economic Research (DIW Berlin) - Innovation, Management, Service
and
German Institute for Economic Research (DIW Berlin)
Date Posted: July 15, 2010
Working Paper Series
45 downloads
Dynamic Model of Pension Savings Management with Stochastic Interest Rates and Stock Returns
Igor Melichercik
and
Daniel Sevcovic
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics
and
Comenius University - Faculty of Mathematics, Physics and Informatics
Date Posted: July 08, 2010
Last Revised: March 28, 2011
Working Paper Series
38 downloads
The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models
Banque de France Working Paper No. 285
Matthieu Lemoine and
Christophe Mougin
Banque de France
and
Banque de France
Date Posted: July 06, 2010
Working Paper Series
26 downloads
Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables
Ralf Elsas and
David Florysiak
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
and
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: July 01, 2010
Last Revised: September 10, 2012
Working Paper Series
427 downloads
Monte Carlo Simulation of Damage by Disaster: A Case Study in West Bengal
Tuhin K. Das and
Ivy Das Gupta
Jadavpur University
and
Jadavpur University
Date Posted: July 01, 2010
Last Revised: July 25, 2010
Working Paper Series
102 downloads
The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence
IZA Discussion Paper No. 4980
Ronen Bar-El ,
Teresa García-Muñoz ,
Shoshana Neuman and
Yossef Tobol
Open University of Israel
,
University of Granada - Campus La Cartuja
,
Bar Ilan University - Department of Economics
and
Bar Ilan University - Interdisciplinary Department of Social Studies
Date Posted: June 29, 2010
Working Paper Series
14 downloads
Attributing Systemic Risk to Individual Institutions
BIS Working Paper No. 308
Nikola A. Tarashev
,
Claudio E. V. Borio and
Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department
,
Bank for International Settlements (BIS) - Research and Policy Analysis
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: June 28, 2010
Last Revised: January 10, 2013
Working Paper Series
481 downloads
Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries
Annales d’Economie et de Statistique, Forthcoming, Banque de France Working Paper No. 249,
Bernhard Boockmann
,
Dragana Djurdjevic
,
Guillaume Horny
and
Francois Laisney
Center for European Economic Research (ZEW)
,
University of St. Gallen
,
University of Strasbourg - Bureau of Economic Theory and Application (BETA)
and
Universite Louis Pasteur - BETA-Theme
Date Posted: June 27, 2010
Accepted Paper Series
19 downloads
Comparing the Ability of MS Excel and R While Simulating from Poisson Distribution
Assam University Journal of Science and Technology, Vol. 4, No. 2, pp.1-6, 2009
Kishore K. Das
,
Tanushree Deb Roy
and
Dibyojyoti Bhattacharjee
Gauhati Univesity - Department of Statistics
,
affiliation not provided to SSRN
and
Assam University
Date Posted: June 27, 2010
Accepted Paper Series
51 downloads
Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
Banque de France Working Paper No. 245
Patrick Feve ,
Julien Matheron and
Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE)
,
Banque de France
and
Banque de France - Centre de Recherche
Date Posted: June 27, 2010
Working Paper Series
14 downloads
On Use of Simulation Technique to Augment the Reliability of a System
The Aligarh Journal of Statistics, Vol. 26, pp. 1-7, 2006
Dibyojyoti Bhattacharjee
Assam University
Date Posted: June 27, 2010
Accepted Paper Series
12 downloads
Solving a Problem of Reliability for Fixed Time Using Monte Carlo Technique
Gujrat Statistical Review, Vol. 30, pp. 67-76, 2003
Dibyojyoti Bhattacharjee
Assam University
Date Posted: June 26, 2010
Accepted Paper Series
21 downloads
Asset Backed Securities: Risks, Ratings and Quantitative Modelling
Henrik Jönsson
and
Wim Schoutens
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
and
KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Working Paper Series
Fast Valuation and Calibration of Credit Default Swaps Under Levy Dynamics
Fang Fang ,
Henrik Jönsson
,
Cornelis W. Oosterlee and
Wim Schoutens
Delft University of Technology
,
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
,
Center for Mathematics and Computer Science (CWI)
and
KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Working Paper Series
85 downloads
Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics
Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Henrik Jönsson
and
Wim Schoutens
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM)
and
KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Accepted Paper Series
52 downloads
Simulation-Based Excess Return Model for Real Estate Development:
A Practical Monte Carlo Simulation-Based Method for Quantitative Risk Management and Project Valuation for Real Estate Development Projects Illustrated with a High-Rise
Office Development Case Study
Journal of Property Investment and Finance, Vol. 29, No. 2, 2011
David J. Gimpelevich
Mid-Market Securities, LLC
Date Posted: June 19, 2010
Last Revised: December 26, 2010
Accepted Paper Series
191 downloads
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