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JEL Code: C14
280,201 Total downloads
Showing Papers 551 - 600 of 2,193
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A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions
ECB Working Paper No. 1281
Rupert de Vincent-Humphreys
and
Josep Maria Puigvert Gutierrez
Bank of England
and
European Central Bank
Date Posted: January 04, 2011
Working Paper Series
72 downloads
Learning by Investing
Economics of Transition, Vol. 19, Issue 1, pp. 125-149, 2010
Jan Hanousek and
Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
and
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: January 01, 2011
Accepted Paper Series
1 downloads
Adaptive Market Timing with ETFs
Lewis A. Glenn
Creative Solutions Associates
Date Posted: December 29, 2010
Working Paper Series
210 downloads
Goodness-of-Fit Tests for Copulas of Multivariate Time Series
Bruno Remillard
HEC Montreal
Date Posted: December 24, 2010
Working Paper Series
260 downloads
Accounting for Latent Classes in Movie Box Office Modeling
Evgeny Antipov
and
Elena Pokryshevskaya
National Research University Higher School of Economics
and
National Research University Higher School of Economics
Date Posted: December 22, 2010
Working Paper Series
21 downloads
Applying a CART-based Approach for the Diagnostics of Mass Appraisal Models
Evgeny Antipov
and
Elena Pokryshevskaya
National Research University Higher School of Economics
and
National Research University Higher School of Economics
Date Posted: December 22, 2010
Working Paper Series
17 downloads
Dominating Randomness - Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurement of Trading Strategies
Clemens Glaffig
Panathea Capital Partners
Date Posted: December 22, 2010
Last Revised: January 04, 2011
Working Paper Series
70 downloads
Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach
Wing-Keung Wong
,
Weiwei Qiao
and
Zhuo Qiao
Hong Kong Baptist University (HKBU)
,
affiliation not provided to SSRN
and
University of Macau
Date Posted: December 22, 2010
Working Paper Series
75 downloads
Mass Appraisal of Residential Apartments: An Application of Random Forest for Valuation and a CART-Based Approach for Model Diagnostics
Evgeny Antipov
and
Elena Pokryshevskaya
National Research University Higher School of Economics
and
National Research University Higher School of Economics
Date Posted: December 22, 2010
Working Paper Series
34 downloads
An Assessment of Persistence in Stock Markets (in French)
Banque de France Working Paper No. 94
Sanvi Avouyi-Dovi
,
Dominique Guegan
and
Sophie LaDoucette
Banque de France
,
Universite Paris 1 Pantheon-Sorbonne
and
Banque de France
Date Posted: December 21, 2010
Working Paper Series
21 downloads
Financial Modelling with Copula Functions
Poomjai Nacaskul
Siam Commercial Bank PLC
Date Posted: December 21, 2010
Working Paper Series
67 downloads
What is the Best Approach to Measure the Interdependence between Different Markets?
Banque de France Working Paper No. 95
Sanvi Avouyi-Dovi
,
Dominique Guegan
and
Sophie LaDoucette
Banque de France
,
Universite Paris 1 Pantheon-Sorbonne
and
Banque de France
Date Posted: December 21, 2010
Working Paper Series
26 downloads
Economies of Scope of Lending and Mobilizing Deposits in Microfinance Institutions: A Semiparametric Analysis
American Journal of Agricultural Economics, Forthcoming
Valentina Hartarska
,
Christopher F. Parmeter
and
Denis A. Nadolnyak
Auburn University - Department of Agricultural Economics and Rural Sociology
,
Virginia Polytechnic Institute & State University
and
Auburn University - Department of Agricultural Economics and Rural Sociology
Date Posted: December 18, 2010
Accepted Paper Series
49 downloads
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-7
Christian Hansen ,
James McDonald and
Panayiotis Theodossiou
University of Chicago Graduate School of Business
,
Brigham Young University - Department of Economics
and
Cyprus University of Technology
Date Posted: December 18, 2010
Accepted Paper Series
24 downloads
A Copula and Extreme-Value Based Methodology for Estimating the Required Economic Capital in a Retail-Credit Portfolio
Revista de Análisis Económico/ Economic Analysis Review, Vol. 24, No. 2, pp. 95-132, December 2009,
Adan Diaz Hernandez
and
Jose Carlos Ramirez Sanchez
University of Essex
and
Universidad Anahuac del Sur
Date Posted: December 15, 2010
Accepted Paper Series
61 downloads
Bootstrap Inference for K-Nearest Neighbour Matching Estimators
IZA Discussion Paper No. 5361
Xavier de Luna ,
Per Johansson and
Sara Sjostedt
University of Umea - Department of Economics
,
IFAU - Institute for Labour Market Policy Evaluation
and
University of Umea - Department Of Computing Science
Date Posted: December 13, 2010
Working Paper Series
15 downloads
Simultaneous Testing of the Mean and Variance Structures in Nonlinear Time Series Models
University of Adelaide School of Economics Working Paper No. 2010-28
Jiti Gao and
Songxi Chen
Monash University - Department of Econometrics & Business Statistics
and
Peking University - Guang Hua School of Management
Date Posted: December 12, 2010
Working Paper Series
24 downloads
Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men
SOEPpaper No. 335
Johannes Schwarze and
Christoph Wunder
University of Bamberg
and
University of Erlangen-Nuremberg - Department of Economics
Date Posted: December 09, 2010
Working Paper Series
12 downloads
A Model of Unconditional Quantile Treatment Effects in the Presence of Covariates
RAND Working Paper Series WR- 816
David Powell
RAND
Date Posted: December 06, 2010
Last Revised: December 25, 2010
Working Paper Series
62 downloads
Forecasting Spot Price Volatility Using the Short-Term Forward Curve
Erik Haugom
and
Carl J. Ullrich
affiliation not provided to SSRN
and
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: December 05, 2010
Last Revised: January 27, 2011
Working Paper Series
84 downloads
A Competing Risk Dynamic Hazard Approach to Investigate the Impairment Outcomes of Property-Casualty Insurers
Finance and Corporate Governance Conference 2011 Paper
Huong D. Dang
University of Canterbury - Economics and Finance
Date Posted: December 03, 2010
Last Revised: January 16, 2012
Working Paper Series
29 downloads
Parametric Versus Non-Parametric Efficiency Measures: A Consistency Conditions Analysis of the Finnish Electricity Distribution Industry
Maria Kopsakangas-Savolainen
Finnish Environment Institute
Date Posted: December 02, 2010
Working Paper Series
67 downloads
A Household-Level Decomposition of the White-Black Homeownership Gap
Regional Science and Urban Economics, Vol. 42, No. 1-2, 2012
Eric Fesselmeyer
,
Kien T. Le and
Kiat Ying Seah
National University of Singapore (NUS) - Department of Economics
,
University of Virginia
and
National University of Singapore (NUS)
Date Posted: December 01, 2010
Last Revised: March 01, 2012
Accepted Paper Series
27 downloads
Pairs Trading in the Land Down Under
Finance and Corporate Governance Conference 2011 Paper
Tim Bogomolov
University of South Australia - School of Mathematics and Statistics
Date Posted: December 01, 2010
Working Paper Series
595 downloads
Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula
CentER Discussion Paper No. 2010-120
John H. J. Einmahl
and
Ramon van den Akker
Tilburg University - Department of Econometrics & Operations Research
and
Tilburg University - CentER and department of Econometrics & OR
Date Posted: December 01, 2010
Working Paper Series
33 downloads
Estimation of Structural Optimization Models: A Note on Identification
LSE STICERD Research Paper No. EM547
Sorawoot Srisuma
University of Cambridge - Faculty of Economics and Politics
Date Posted: November 30, 2010
Working Paper Series
48 downloads
Loch Linear Fitting Under Near Epoch Dependence: Uniform Consistency with Convergence Rate
LSE STICERD Research Paper No. EM549
Degui Li ,
Oliver B. Linton and
Zudi Lu
University of Adelaide - School of Economics
,
University of Cambridge
and
affiliation not provided to SSRN
Date Posted: November 30, 2010
Working Paper Series
14 downloads
Semiparametric Estimation of Locally Stationary Diffusion Models
LSE STICERD Research Paper No. EM551
Bonsoo Koo
and
Oliver B. Linton
Monash University - Faculty of Business and Economics
and
University of Cambridge
Date Posted: November 30, 2010
Working Paper Series
24 downloads
Semiparametric Estimation of Markov Decision Processes with Continuous State Space
LSE STICERD Research Paper No. EM550
Oliver B. Linton and
Sorawoot Srisuma
University of Cambridge
and
University of Cambridge - Faculty of Economics and Politics
Date Posted: November 30, 2010
Working Paper Series
29 downloads
On the Welfare State Performance in the European Union
CEPR Discussion Paper No. DP8096
Tim Coelli
,
Mathieu Lefèbvre
,
Sergio Perelman and
Jukka Pirttila
University of Queensland - Centre for Efficiency and Productivity Analysis (CEPA)
,
University of Liege
,
University of Liege - Department of Economics
and
Bank of Finland
Date Posted: November 29, 2010
Working Paper Series
6 downloads
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
Economics Discussion Paper No. 2007-13
Panayiotis Theodossiou ,
James McDonald and
Christian Hansen
Cyprus University of Technology
,
Brigham Young University - Department of Economics
and
University of Chicago Graduate School of Business
Date Posted: November 29, 2010
Working Paper Series
13 downloads
On Estimation of Volatility for Short Time Series of Stock Prices
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: November 28, 2010
Working Paper Series
54 downloads
Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach
DIW Berlin Discussion Paper No. 1078
Kerstin Bernoth
and
Burcu Erdogan
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: November 28, 2010
Working Paper Series
167 downloads
A New Asymptotic Theory for Vector Autoregressive Long-Run Variance Estimation and Autocorrelation Robust Testing
Yixiao Sun
and
David Kaplan
University of California, San Diego (UCSD) - Department of Economics
and
affiliation not provided to SSRN
Date Posted: November 26, 2010
Working Paper Series
17 downloads
Collectibles as Alternative Investments
Péter Erdos
Budapest University of Technology and Economics
Date Posted: November 26, 2010
Working Paper Series
147 downloads
Let's Fix it: Fixed-b Asymptotics Versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference
Yixiao Sun
University of California, San Diego (UCSD) - Department of Economics
Date Posted: November 26, 2010
Working Paper Series
32 downloads
Optimal Threshold Selection for Realized Volatility Forecasts in the Presence of Jumps
Yixiao Sun
and
Benjamin Fissel
University of California, San Diego (UCSD) - Department of Economics
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: November 26, 2010
Working Paper Series
21 downloads
Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter
Yixiao Sun
University of California, San Diego (UCSD) - Department of Economics
Date Posted: November 26, 2010
Working Paper Series
7 downloads
Spatial Heteroskedasticity and Autocorrelation Consistent Estimation of Covariance Matrix
Yixiao Sun
and
Min Seong Kim
University of California, San Diego (UCSD) - Department of Economics
and
Ryerson University
Date Posted: November 26, 2010
Working Paper Series
32 downloads
Forecasting Customer Behaviour in a Multi-Service Financial Organisation: A Profitability Perspective
Swiss Finance Institute Research Paper No. 10-46
Alena Audzeyeva
,
Barbara Summers
and
Klaus Reiner Schenk-Hoppé
University of Leeds - Leeds University Business School (LUBS)
,
Leeds University Business School
and
University of Leeds - Leeds University Business School
Date Posted: November 25, 2010
Working Paper Series
181 downloads
R&D Efficiency and Barriers to Entry: A Two Stage Semi-Parametric DEA Approach
CEPR Discussion Paper No. DP8047
Astrid Cullmann
,
Jens Schmidt-Ehmcke
and
Petra Zloczysti
German Institute for Economic Research (DIW Berlin)
,
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: November 22, 2010
Working Paper Series
3 downloads
Effectiveness of Public R&D Subsidies in East Germany – Is it a Matter of Firm Size?
Ruhr Economic Paper No. 204
Janina Reikowski
,
Björn Alecke
,
Timo Mitze
and
Gerhard Untiedt
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Social Policy and Labour Markets
,
GEFRA
,
Rhine-Westphalia Institute for Economic Research (RWI-Essen)
and
Gesellschaft für Okonomische Regionalanalysen (GEFRA)
Date Posted: November 20, 2010
Working Paper Series
30 downloads
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
Nikolaus Hautsch ,
Peter Malec
and
Melanie Schienle
Humboldt-Universität zu Berlin
,
Humboldt Universität zu Berlin
and
Humboldt University of Berlin - School of Business and Economics
Date Posted: November 19, 2010
Last Revised: August 08, 2012
Working Paper Series
86 downloads
Revealed Preferences for Risk and Ambiguity
Cowles Foundation Discussion Paper No. 1774
Donald Brown ,
Chandra Erdman
,
Kirsten Ling
and
Laurie Santos
Yale University - Cowles Foundation
,
Government of the United States of America - Bureau of the Census
,
affiliation not provided to SSRN
and
Yale University - Department of Psychology
Date Posted: November 16, 2010
Working Paper Series
60 downloads
Random Walk Theory and the Weak-Form Efficiency of the US Art Auction Prices
Journal of Banking and Finance, Vol. 34, No. 5, 2010
Péter Erdos
and
Mihály Ormos
Budapest University of Technology and Economics
and
Budapest University of Technology and Economics - Department of Finance
Date Posted: November 13, 2010
Accepted Paper Series
133 downloads
A Chronology of International Business Cycles Through Non-Parametric Decoding
Hsieh Fushing ,
Shu-Chun Chen
,
Travis J. Berge
and
Oscar Jorda
University of California, Davis - Department of Statistics
,
Academia Sinica - Institute of Mathematics
,
Federal Reserve Bank of Kansas City
and
University of California, Davis - Department of Economics
Date Posted: November 08, 2010
Working Paper Series
20 downloads
The Fed and the Question of Financial Stability: An Empirical Investigation
Banque de France Working Paper No. NER-R 134
Thierry Grunspan
affiliation not provided to SSRN
Date Posted: November 06, 2010
Working Paper Series
12 downloads
Is the Inflation-Output Nexus Asymmetric in the Euro Area?
Banque de France Working Paper No. 140
Mustapha Baghli
,
Christophe Cahn
and
Henri Fraisse
Banque de France
,
Paris School of Economics
and
Cornell University
Date Posted: October 31, 2010
Working Paper Series
11 downloads
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.
M.I. Subhani
Iqra University Research Centre - IURC
Date Posted: October 22, 2010
Last Revised: February 17, 2011
Accepted Paper Series
553 downloads
Does R&D Investment Depend on Ex-Ante Productivity?
Ziemowit Bednarek
California State Polytechnic University, San Luis Obispo
Date Posted: October 22, 2010
Last Revised: January 23, 2011
Working Paper Series
56 downloads
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