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SSRN eLibrary Statistics:

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Abstracts: 557,229
Full Text Papers: 460,032
Authors: 258,704
Papers Received in
  Last 12 months:
64,039

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To date: 77,449,546
Last 12 months: 9,691,716
Last 30 days: 672,127

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Total References: 9,009,750
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5,937,149
Papers with
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  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: C51
403,319 Total downloads
Showing Papers 51 - 100 of 2,050
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Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
52 downloads

Incl. Electronic Paper Forecasting House Prices in the 50 States Using Dynamic Model Averaging and Dynamic Model Selection
International Journal of Forecasting, Forthcoming
Lasse Bork and Stig Vinther Møller
Aalborg University - Department of Business and Management and University of Aarhus - CREATES
Date Posted: July 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Electricity Futures Prices: Time Varying Sensitivity to Fundamentals
IEB Working Paper N. 2014/21
Stein-Erik Fleten , Ronald Huisman , Mehtap Kilic , Enrico Pennings and Sjur Westgaard
Norwegian University of Science and Technology (NTNU) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: July 25, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Feasibility Investigation of a Unified Trend-Stationarity Constrained-Autoregressive Test
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Last Revised: July 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Wide Volatility Spillover Networks
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: July 11, 2014
Last Revised: July 18, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Modelling High-Frequency Volatility with Three-State FIGARCH Models
Yanlin Shi and Kin-Yip Ho
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Can We Distinguish Regime Switching from Long Memory? A Simulation Evidence
Yanlin Shi
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Risk-Adjusted Option-Implied Moments
Felix Brinkmann and Olaf Korn
University of Goettingen (Gottingen) and Georg-August-Universität Göttingen
Date Posted: July 03, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Another Look at the Transactions Demand for Money in Nigeria
Ayo Teriba
Economic Associates
Date Posted: June 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Cornish-Fisher versus Gramm-Charlier: An Appraisal
Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: June 29, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Combined Approach to the Inference of Conditional Factor Models
Yan Li , Liangjun Su and Yuewu Xu
Temple University - Department of Finance , Singapore Management University and Fordham University Schools of Business
Date Posted: June 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Specification and Estimation of Gravity Models: A Review of the Issues in the Literature
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2014/74
Fatima Olanike Kareem and Idowu Olayinka Kareem
University of Goettingen (Gottingen) and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 28, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper VAR Estimation with the Adaptive Elastic Net
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: June 20, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Underwriting, Choice and Performance of Government-Insured Mortgages in Russia
Higher School of Economics Research Paper No. WP BRP 31/FE/2014
Evgeniy Ozhegov
National Research University Higher School of Economics
Date Posted: June 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
CAMA Working Paper No. 46/2014
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: June 14, 2014
Last Revised: June 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Jackknife Model Averaging for Quantile Regressions
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: June 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Identifying Latent Structures in Panel Data
Liangjun Su , Zhentao Shi and Peter C. B. Phillips
Singapore Management University , Yale University - Department of Economics and Yale University - Cowles Foundation
Date Posted: June 13, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper A Fast, Accurate Method for Value at Risk and Expected Shortfall
Swiss Finance Institute Research Paper No. 14-40
Jochen Krause and Marc S. Paolella
Department of Banking and Finance, University of Zurich and University of Zurich
Date Posted: June 12, 2014
Working Paper Series
72 downloads

Incl. Electronic Paper Variance Risk Premium Dynamics in Equity and Option Markets
Laurent Barras and Aytek Malkhozov
McGill University - Desautels Faculty of Management and McGill University
Date Posted: June 06, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Transmission of Financial Stress in Europe: The Pivotal Role of Italy and Spain, But Not Greece
IMF Working Paper No. 14/76
Brenda González-Hermosillo and Christian A. Johnson
International Monetary Fund and International Monetary Fund (IMF)
Date Posted: June 03, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Real-Time Factor Model Forecasting and the Effects of Instability
The ICMA Centre, Henley Business School, University or Reading Discussion Paper Number: 2014-05
Michael P. Clements
University of Reading - Henley Business School
Date Posted: June 02, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Asymmetric Increasing Trends in Dependence in International Equity Markets
CAMA Working Paper No. 44/2014
Tatsuyoshi Okimoto
Australian National University
Date Posted: May 31, 2014
Last Revised: June 16, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Nonlinearities and Tests of Asset Price Bubbles
Vipin Arora and Shuping Shi
United States Energy Information Administration and Macquarie University
Date Posted: May 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Decomposing the Smile: Systematic Credit Risk in Mortgage Portfolios
CIFR Paper No. 012/2014
Yongwoong Lee , Daniel Roesch and Harald (Harry) Scheule
UTS Business School, University of Technology, Sydney , University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: May 24, 2014
Last Revised: May 29, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Identifying the Discount Factor of Forward Looking Consumers Based on Consumption from Inventory
Selin Akca and Thomas Otter
Goethe University Frankfurt, Department of Marketing and Goethe University Frankfurt, Department of Marketing
Date Posted: May 24, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Knowledge-Generating Efficiency in Innovation Systems: The Relation between Structural and Temporal Effects
Inga A. Ivanova and Loet Leydesdorff
Far Eastern Federal University - School of Business and Public Administration and University of Amsterdam - Amsterdam School of Communication Research (ASCoR)
Date Posted: May 21, 2014
Working Paper Series
69 downloads

Incl. Electronic Paper Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
Wei Lan , Ronghua Luo , Chih-Ling Tsai , Hansheng Wang and Yunhong Yang
Peking University - Guang Hua School of Management , Southwestern University of Finance and Economics (SWUFE) - School of Finance , University of California, Davis - Graduate School of Management , Peking University - Guanghua School of Management and Peking University - Guang Hua School of Management
Date Posted: May 14, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper The Distribution of Microstructure Noise for the S&P 500 Index
Stephen J. Taylor
Lancaster University - Department of Accounting and Finance
Date Posted: May 13, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper General Model for Limit Order Books and Market Orders
Clarence Simard
University of Montreal - Department of Mathematics and Statistics
Date Posted: May 11, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Markov-Switching Quantile Autoregression
Xiaochun Liu
Emory University - Department of Economics
Date Posted: May 09, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper An Econometric Perspective Social Spending and Economic Growth in the Sudan
Hisham Mohamed Hassan Ali
University of Khartoum - Faculty of Economic and Social Studies
Date Posted: May 07, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Characteristic Features of Economic Growth and Profit Formation in the United States
György Simon Jr.
Corvinus University of Budapest
Date Posted: May 06, 2014
Last Revised: June 02, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Paths and Indices of Maximal Tail Dependence
Edward Furman , Jianxi Su and Ricardas Zitikis
York University - Department of Mathematics and Statistics , York University - Department of Mathematics & Statistics and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: May 06, 2014
Working Paper Series
73 downloads

Incl. Electronic Paper Utility and Attention - A Structural Model of Consideration
Keyvan Dehmamy and Thomas Otter
Goethe University Frankfurt, Department of Marketing and Goethe University Frankfurt, Department of Marketing
Date Posted: May 06, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models
Charles A. Dice Center Working Paper No. 2014-07, Fisher College of Business Working Paper No. 2014-03-007, Robert H. Smith School Research Paper No. RHS 2432966
Gurdip Bakshi and Fousseni Chabi-Yo
University of Maryland - Robert H. Smith School of Business and Ohio State University (OSU) - Fisher College of Business
Date Posted: May 06, 2014
Last Revised: June 20, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Convecto-Diffusive Model for Limit Orderbook Microstructure
Nabil El Mahyaoui and Rachid Ellaia
Mohamed V University - Agdal, Mohammadia School of Engineering, Laboratory of Study and Research in Applied Mathematics - LERMA and Mohammadia School of Engineering
Date Posted: May 06, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper A Power Market Forward Curve with Hydrology Dependence - An Approach Based on Artificial Neural Networks
Rikard Green
Department of Economics, Lund University
Date Posted: April 26, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Calibration of a Stock's Beta Using Options Prices
Sofiene El Aoud and Frederic Abergel
Ecole Centrale Paris - Laboratory of Mathematics Applied to Systems and Ecole Centrale Paris
Date Posted: April 23, 2014
Last Revised: July 23, 2014
Working Paper Series
111 downloads

Incl. Electronic Paper A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Last Revised: July 16, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Time-Consistency Problem and the Behavior of US Inflation from 1960 to 2013
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A General Double Robustness Result for Estimating Average Treatment Effects
IZA Discussion Paper No. 8084
Tymon Sloczynski and Jeff Wooldridge
Warsaw School of Economics (SGH) and Michigan State University - Department of Economics
Date Posted: April 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Dependence Measures in Bivariate Gamma Frailty Models
IZA Discussion Paper No. 8083
Gerard J. van den Berg and Georgios Effraimidis
VU University Amsterdam - Department of Economics and University of Southern Denmark
Date Posted: April 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand's Stock Market
Jiranyakul, K., 2008. "Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market," NIDA Economic Review, Vol. 3, No. 1, pp. 24-36,
Komain Jiranyakul
National Institute of Development Administration
Date Posted: April 09, 2014
Accepted Paper Series
16 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

Incl. Electronic Paper The Systematic Risk of Private Equity
Axel Buchner and Rüdiger Stucke
University of Passau and University of Oxford - Said Business School
Date Posted: April 02, 2014
Working Paper Series
116 downloads

Incl. Electronic Paper Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso
Junhui Qian and Liangjun Su
Shanghai Jiao Tong University and Singapore Management University
Date Posted: March 30, 2014
Working Paper Series
9 downloads

Regime Shifts and Volatility in BRIICKS Stock Markets: An Asset Allocation Perspective
Forthcoming in International Journal of Emerging Markets
Wasim Ahmad and Sanjay Sehgal
University of Delhi - Department of Financial Studies and University of Delhi - Department of Financial Studies
Date Posted: March 28, 2014
Working Paper Series

Incl. Electronic Paper Specifying Formatively-Measured Constructs in Endogenous Positions in Structural Equation Models: Caveats and Guidelines for Researchers
Forthcoming: International Journal of Research in Marketing
Dirk Temme , Adamantios Diamantopoulos and Vanessa Pfegfeidel
University of Wuppertal, Schumpeter School of Business and Economics , University of Vienna - Institute of Business Administration and University of Wuppertal
Date Posted: March 27, 2014
Last Revised: April 29, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Measuring the Lack of Monotonicity in Functions
Danang Teguh Qoyyimi and Ricardas Zitikis
Department of Mathematics Gadjah Mada University and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: March 25, 2014
Last Revised: June 04, 2014
Working Paper Series
37 downloads


 

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