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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C1
1,881,609 Total downloads
Showing Papers 651 - 700 of 8,580
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Incl. Electronic Paper Brand Value, Preference and Customer Value Effects of Non-Conventional Utility Products: An Experimental Analysis in Mexican Market
ITESM Working Paper No. 02/2006
Dr. Rajagopal
Graduate School of Administration and Management (EGADE), Monterrey Institute of Technology and Higher Education (ITESM) - Mexico City Campus
Date Posted: February 21, 2006
Working Paper Series
527 downloads

Incl. Electronic Paper Informed Trading and Option Spreads
Gautam Kaul , Mahendrarajah Nimalendran and Donghang Zhang
Stephen M. Ross School of Business at the University of Michigan , University of Florida - Department of Finance, Insurance and Real Estate and University of South Carolina - Moore School of Business
Date Posted: May 19, 2004
Working Paper Series
527 downloads

Incl. Electronic Paper A Framework for Economic Forecasting
FRB International Finance Discussion Paper No. 626
Neil R. Ericsson and Jaime Marquez
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - International Financial Transactions Section
Date Posted: November 18, 1998
Working Paper Series
526 downloads

Incl. Electronic Paper A Maximum Likelihood Approach for Reject Inference in Credit Scoring
Rotman School of Management Working Paper No. 07-05
Gongyue Chen and Thomas B. Astebro
University of Waterloo - Department of Management Sciences and HEC Paris (Groupe HEC) - Strategy & Business Policy
Date Posted: December 29, 2005
Last Revised: March 03, 2013
Working Paper Series
526 downloads

Incl. Electronic Paper Do National Patent Laws Stimulate Domestic Innovation in a Global Patenting Environment? A Cross-Country Analysis of Pharmaceutical Patent Protection, 1978-2002
Review of Economics and Statistics, Vol. 89, No. 3, 2007
Yi Qian
Northwestern University - Kellogg School of Management
Date Posted: October 28, 2007
Last Revised: January 02, 2008
Accepted Paper Series
526 downloads

Incl. Electronic Paper Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models
Journal of Empirical Finance, Forthcoming
Viet Anh Dang , Minjoo Kim and Yongcheol Shin
Manchester Business School , University of Glasgow and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: August 05, 2009
Last Revised: April 17, 2012
Accepted Paper Series
525 downloads

Incl. Electronic Paper IV Estimation with Valid and Invalid Instruments
MIT Department of Economics Working Paper No. 03-26
Jinyong Hahn and Jerry A. Hausman
University of California, Los Angeles and Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: August 07, 2003
Working Paper Series
523 downloads

Incl. Electronic Paper Systematic Risk in Recovery Rates - An Empirical Analysis of U.S. Corporate Credit Exposures
EFMA 2004 Basel Meetings Paper
Klaus Duellmann and Monika Trapp
Deutsche Bundesbank and University of Cologne
Date Posted: May 28, 2004
Working Paper Series
523 downloads

Incl. Electronic Paper Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation
Joel Hasbrouck
New York University (NYU) - Department of Finance
Date Posted: February 15, 1998
Working Paper Series
522 downloads

Incl. Electronic Paper Evaluating Dynamic Strategies: The Free Lunch was No Banquet
Boston College Working Paper
Eric Jacquier and Tong Yao
MIT Sloan and University of Iowa - Henry B. Tippie College of Business
Date Posted: January 27, 2003
Working Paper Series
521 downloads

Incl. Electronic Paper Validation of Simulation Models: Regression Analysis Revisited
Jack P. C. Kleijnen , Bert Bettonvil and Willem J. H. van Groenendaal
Tilburg University, CentER , Tilburg University - Department of Economics and Tilburg University, CentER
Date Posted: November 26, 1996
Working Paper Series
521 downloads

Incl. Electronic Paper Bayesian Estimation of Dynamic Discrete Choice Models
Econometrica, Vol. 77, No. 6, pp. 1865-1899, November 2009
Susumu Imai , Neelam Jain and Andrew Ching
Queen's University - Department of Economics , City University London and University of Toronto - Rotman School of Management
Date Posted: April 09, 2008
Last Revised: December 28, 2009
Accepted Paper Series
520 downloads

Incl. Electronic Paper Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies
SFU Discussion Paper, 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: October 30, 2000
Working Paper Series
520 downloads

Incl. Electronic Paper Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
Markus Junker , Alexander Szimayer and Niklas Wagner
Center of Advanced European Studies and Research, Germany (CAESAR) - Financial Engineering Group , University of Hamburg - Faculty of Economics and Business Administration and Passau University
Date Posted: June 24, 2003
Working Paper Series
520 downloads

Incl. Electronic Paper Is Historical VAR a Reliable Tool for Relative Risk Measurement in the Colombian Stock Market?: An Empirical Analysis Using the Coefficient of Variation
Edgardo Cayon Fallon and Julio Sarmiento-Sabogal
Colegio de Estudios Superiores de Administracion and Macquarie University, Department of Applied Finance and Actuarial Science
Date Posted: February 11, 2004
Working Paper Series
519 downloads

Incl. Electronic Paper Set Identification in Models with Multiple Equilibria
Review of Economic Studies, Vol. 78, No. 4, pp. 1264-1298, 2011
Alfred Galichon and Marc Henry
Sciences Po - Department of Economics and Université de Montréal, CIREQ, CIRANO
Date Posted: May 20, 2008
Last Revised: November 04, 2011
Accepted Paper Series
519 downloads

Incl. Electronic Paper Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs
Jiun Hong Chan and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: January 11, 2010
Last Revised: November 28, 2010
Working Paper Series
517 downloads

Incl. Electronic Paper Enhanced Credit Default Models for Heterogeneous SME Segments
Journal of Financial Transformation, Forthcoming
Silvia Figini , Maria Elena De Giuli and Paolo Giudici
University of Pavia , affiliation not provided to SSRN and University of Pavia - Faculty of Economics
Date Posted: March 24, 2009
Accepted Paper Series
515 downloads

Incl. Electronic Paper Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations
Erik Heitfield
Federal Reserve Board - Division of Research and Statistics
Date Posted: July 31, 2008
Last Revised: January 24, 2009
Working Paper Series
515 downloads

Incl. Electronic Paper Construction of Multivariate Copulas and the Compatibility Problem
Christophe Laforge
Bank for International Settlements (BIS)
Date Posted: January 10, 2007
Working Paper Series
513 downloads

Incl. Electronic Paper Estimating the Effects of Dormitory Living on Student Performance
Pedro de Araujo and James Murray
Colorado College and affiliation not provided to SSRN
Date Posted: February 21, 2010
Working Paper Series
513 downloads

Incl. Electronic Paper Risk Aversion and Herd Behavior in Financial Markets
J. P. Decamps and Stefano Lovo
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris (Groupe HEC) - Finance Department
Date Posted: March 10, 2002
Working Paper Series
513 downloads

Incl. Electronic Paper Unit Roots and Cointegration in Panels
IEPR Working Paper No. 05.32, CESifo Working Paper Series No. 1565
Jörg Breitung and M. Hashem Pesaran
University of Bonn and University of Southern California
Date Posted: September 02, 2005
Working Paper Series
513 downloads

Incl. Electronic Paper Very Fast and Correctly Sized Estimation of the BDS Statistic
Ludwig Kanzler
affiliation not provided to SSRN
Date Posted: March 20, 1999
Working Paper Series
513 downloads

Incl. Electronic Paper Funded Replication: Valuing with Stochastic Funding
Christian P. Fries
DZ Bank AG
Date Posted: March 06, 2011
Last Revised: April 14, 2011
Working Paper Series
512 downloads

Incl. Electronic Paper Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment
Chicago Booth Research Paper No. 10-22, CRSP Working Paper
Mark Grinblatt and Juhani T. Linnainmaa
University of California, Los Angeles (UCLA) - Finance Area and University of Chicago - Booth School of Business
Date Posted: June 23, 2010
Last Revised: November 02, 2010
Working Paper Series
512 downloads

Incl. Electronic Paper Tails, Fears and Risk Premia
Journal of Finance, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper Paper No. 34
Tim Bollerslev and Viktor Todorov
Duke University - Finance and Northwestern University
Date Posted: April 14, 2010
Last Revised: January 26, 2011
Accepted Paper Series
511 downloads

Incl. Electronic Paper Dynamic Financial Analysis: Classification, Conception, and Implementation
Risk Management and Insurance Review, Forthcoming
Martin Eling and Thomas Parnitzke
University of St. Gallen and University of Saint Gallen - SEPS: Economics and Political Sciences
Date Posted: December 13, 2005
Accepted Paper Series
510 downloads

Incl. Electronic Paper Hedge Fund Return Predictability Under the Magnifying Glass
Doron Avramov , Laurent Barras and Robert Kosowski
Hebrew University of Jerusalem , McGill University - Desautels Faculty of Management and Imperial College Business School
Date Posted: August 01, 2010
Last Revised: February 13, 2012
Working Paper Series
508 downloads

Incl. Electronic Paper The Blp Method of Demand Curve Estimation in Industrial Organization
TRANSLATED INTO JAPANESE IN GENDAI KEIZAIGAKU 1, MIKURO-BUNSEKI, Isao Miura, Tohru Naito, eds., Tokyo: Keiso shobo Publisher, 2006
Eric Bennett Rasmusen
Indiana University Bloomington - Department of Business Economics & Public Policy
Date Posted: March 29, 2006
Last Revised: June 08, 2010
Accepted Paper Series
507 downloads

Incl. Electronic Paper Spot-Futures Spread, Time-Varying Correlation, and Hedging with Currency Futures
Journal of Futures Markets, Forthcoming
Donald D. Lien and Li Yang
University of Texas at San Antonio - College of Business - Department of Economics and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: February 22, 2006
Accepted Paper Series
506 downloads

Incl. Electronic Paper Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Linda Allen , Turan G. Bali and Yi Tang
Baruch College, CUNY - Zicklin School of Business , Georgetown University - Robert Emmett McDonough School of Business and Fordham University - School of Business
Date Posted: June 12, 2010
Last Revised: July 07, 2012
Working Paper Series
504 downloads

Incl. Electronic Paper Testing the Arbitrage Pricing Condition of APT
Kim R. Sawyer and André Gygax
University of Melbourne - School of Historical and Philosophical Studies and University of Melbourne - Department of Finance
Date Posted: July 13, 2006
Working Paper Series
504 downloads

Incl. Electronic Paper The Pricing of Portfolio Credit Risk
BIS Working Paper No. 214
Nikola A. Tarashev and Haibin Zhu
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Date Posted: August 24, 2006
Working Paper Series
503 downloads

Incl. Electronic Paper Estimation of Copula Models for Time Series of Possibly Different Lengths
U of California, Econ. Disc. Paper No. 2001-17
Andrew J. Patton
Duke University - Department of Economics
Date Posted: December 11, 2001
Working Paper Series
502 downloads

Incl. Electronic Paper Predicting Securities Fraud Settlements and Amounts: A Hierarchical Bayesian Model of Federal Securities Class Action Lawsuits
Journal of Empirical Legal Studies, Vol. 9, Pg. 482, Sept. 2012, U of Penn, Inst for Law & Econ Research Paper No. 12-20
Blakeley B. McShane , Oliver P. Watson , Tom Baker and Sean J. Griffith
Northwestern University - Kellogg School of Management , affiliation not provided to SSRN , University of Pennsylvania Law School and Fordham University School of Law
Date Posted: April 30, 2012
Last Revised: July 26, 2012
Accepted Paper Series
502 downloads

Incl. Electronic Paper Truncation and Acceleration of the Tian Tree for the Pricing of American Put Options
Ting Chen and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: March 09, 2010
Working Paper Series
502 downloads

Incl. Electronic Paper What Moves Stock Prices? Evidence that UK Stock Prices Deviate from Fundamentals
David E. Allen and Wenling Joey Yang
Edith Cowan University - School of Finance and Business Economics and Securities Industry Research Centre of Asia Pacific (SIRCA)
Date Posted: December 11, 2000
Working Paper Series
502 downloads

Incl. Electronic Paper Stochastic Dominance Test for Risk Seekers: An Application to Oil Spot and Futures Markets
Hooi Hooi Lean , Wing-Keung Wong and Michael McAleer
Universiti Sains Malaysia , Hong Kong Baptist University (HKBU) and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: July 17, 2006
Working Paper Series
501 downloads

Incl. Electronic Paper The Next Generation of Default Prediction Models: Incorporating Signal Strength and Dependency
Andreas Bloechlinger
Zurich Cantonal Bank
Date Posted: January 03, 2008
Last Revised: March 04, 2013
Working Paper Series
500 downloads

Incl. Electronic Paper Recent Developments in the Econometrics of Program Evaluation
IZA Discussion Paper No. 3640
Guido W. Imbens and Jeff Wooldridge
University of California, Berkeley - Department of Economics and Michigan State University - Department of Economics
Date Posted: August 18, 2008
Working Paper Series
499 downloads

Incl. Electronic Paper Bayesian Analysis of Random Coefficient Logit Models Using Aggregate Data
Renna Jiang , Puneet Manchanda and Peter E. Rossi
University of California, Davis - Graduate School of Management , University of Michigan - Ross School of Business and UCLA-Anderson School of Management
Date Posted: June 16, 2007
Last Revised: September 09, 2008
Working Paper Series
498 downloads

Incl. Electronic Paper Portfolio Return Characteristics of Different Industries
ERIM Report Series Reference No. ERS-2003-014-F&A
I. Pouchkarev , J. Spronk and Pim van Vliet
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) , Erasmus Research Institute of Management (ERIM) and Robeco Asset Management - Quantitative Strategies
Date Posted: May 27, 2003
Working Paper Series
498 downloads

Incl. Electronic Paper Extracting Correlations from the Market: New Correlation Parameterizations and the Calibration of a Stochastic Volatility LMM to CMS Spread Options
Matthias Lutz
University of Ulm
Date Posted: June 05, 2010
Last Revised: June 16, 2010
Working Paper Series
497 downloads

Incl. Electronic Paper The Disconnect Between Law and Policy Analysis: A Case Study of Drivers and Cell Phones
AEI-Brookings Joint Center Working Paper No. 02-7
Robert W. Hahn and Patrick M. Dudley
University of Oxford, Smith School and AEI-Brookings Joint Center for Regulatory Studies
Date Posted: June 20, 2002
Working Paper Series
497 downloads

Incl. Electronic Paper Using the Nobel Laureates in Economics to Teach Quantitative Methods
William E. Becker and William H. Greene
Indiana University Bloomington - Department of Economics and New York University Stern School of Business
Date Posted: October 11, 2004
Working Paper Series
497 downloads

Incl. Electronic Paper 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
496 downloads

Incl. Electronic Paper Generalized Reduced Rank Regression
Brown University, Economics Working Paper No. 02-02
Peter Reinhard Hansen
European University Institute - Economics Department (ECO)
Date Posted: March 22, 2002
Working Paper Series
495 downloads

Incl. Electronic Paper Inter-Country Comparisons of Poverty Based on a Capability Approach
Sanjay G. Reddy , Sujata Visaria and Muhammad Asali
The New School - Department of Economics , Hong Kong University of Science & Technology (HKUST) - Department of Economics and International School of Economics at TSU
Date Posted: July 17, 2006
Last Revised: March 10, 2008
Working Paper Series
495 downloads

Incl. Electronic Paper Using High, Low, Open and Closing Prices to Estimate the Effects of Cash Settlement on Futures Prices
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics
Date Posted: March 23, 2001
Working Paper Series
495 downloads


 

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