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JEL Code: C3
944,285 Total downloads
Showing Papers 661 - 710 of 6,204
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Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
Bank of Canada Working Paper No. 97-1
Marie-Josee Godbout and
Simon van Norden
affiliation not provided to SSRN
and
HEC Montreal - Department of Finance
Date Posted: March 13, 1998
Working Paper Series
298 downloads
The Euro-Dollar Exchange Rate: Is it Fundamental?
CESifo Working Paper Series No. 798
Mariam Camarero ,
Javier Ordóñez Monfort
and
Cecilio R. Tamarit
Jaume I University - Department of Economics
,
Jaume I University - Department of Economics
and
University of Valencia - Department of Applied Economics
Date Posted: November 27, 2002
Working Paper Series
298 downloads
Commodity Forecasting for Tactical Asset Allocation
UBS Wealth Management Research Paper
Joachim Klement
Wellershoff & Partners Ltd.
Date Posted: August 13, 2009
Working Paper Series
297 downloads
When Do Sign Restrictions Work?
Matthias O. Paustian
Bowling Green State University
Date Posted: September 25, 2006
Working Paper Series
297 downloads
Determinants of Market Beta: The Impacts of Firm-Specific Accounting Figures and Market Conditions
Review of Quantitative Finance and Accounting, Forthcoming
Tobias Schlueter
and
Soenke Sievers
University of Cologne - Department of Banking & Finance
and
University of Cologne
Date Posted: April 27, 2011
Last Revised: February 10, 2013
Accepted Paper Series
296 downloads
Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility
UNSW Australian School of Business Research Paper No. 2009ACTL08
Michael Sherris
and
Carolyn Njenga
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: August 20, 2009
Last Revised: April 12, 2011
Working Paper Series
296 downloads
Revisiting the Causality between Stock Returns and Inflation: Evidence from Advanced and Emerging Markets
Paulo R. S. Terra and
Jan J. Jorgensen
Universidade Federal do Rio Grande do Sul (UFRGS)
and
McGill University - Faculty of Management
Date Posted: March 13, 2006
Working Paper Series
296 downloads
The Performance of Socially Responsible Funds: Does the Screening Process Matter?
Finance and Corporate Governance Conference 2011 Paper
Gunther Capelle-Blancard and
Stéphanie Monjon
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
and
CIRED, International Research Center on Environment & Development, France
Date Posted: January 07, 2011
Last Revised: January 04, 2012
Working Paper Series
296 downloads
A Comparison of Different Estimators for Panel Data Sample Selection Models
U of Aarhus, Economics Working Paper No. 2002-1
Peter Jensen ,
Michael Rosholm and
Mette Verner
Aarhus University
,
University of Aarhus - Department of Economics
and
University of Aarhus - Centre for Research in Social Integration and Marginalization (CIM)
Date Posted: January 28, 2002
Working Paper Series
295 downloads
A, B, C's (and D's) for Understanding VARS
PIER Working Paper No. 05-018; FRB of Atlanta Working Paper No. 2005-9
Jesús Fernández-Villaverde ,
Juan Francisco Rubio-Ramirez and
Thomas J. Sargent
University of Pennsylvania - Department of Economics
,
Duke University - Department of Economics
and
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Date Posted: May 04, 2005
Working Paper Series
295 downloads
Auditor Fees Around Dismissals and Resignations: Additional Evidence
Paul A. Griffin and
David H. Lont
University of California, Davis - Graduate School of Management
and
University of Otago - Department of Accountancy and Finance
Date Posted: April 29, 2008
Working Paper Series
295 downloads
New Evidence of Asymmetric Dependence Structures in International Equity Markets
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Tatsuyoshi Okimoto
Yokohama National University - Department of Economics
Date Posted: February 21, 2007
Accepted Paper Series
295 downloads
The Drivers of Online News Readership: A Decomposition Approach
Tuck School of Business Working Paper No. 01-08
Koen H. Pauwels
Ozyegin University
Date Posted: November 29, 2001
Working Paper Series
295 downloads
The Ordered Qualitative Model for Credit Rating Transitions
Les Cahiers du CREF of HEC Montréal Working Paper No. 04-05,
Dingan Feng
,
Christian Gourieroux and
Joann Jasiak
York University - Department of Economics
,
University of Toronto - Department of Economics
and
York University - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
295 downloads
Antitrust Screening: Making Compliance Programs Robust
Rosa M. Abrantes-Metz
,
Patrick Bajari and
Joe Murphy
Global Economics Group, LLC
,
University of Michigan at Ann Arbor - Economics
and
affiliation not provided to SSRN
Date Posted: July 26, 2010
Working Paper Series
294 downloads
Do Magazines' 'Companion Websites' Cannibalize the Demand for the Print Version?
ZEW - Centre for European Economic Research Discussion Paper No. 05-049
Ulrich Kaiser and
Hans Christian Kongsted
University of Southern Denmark - Faculty of Social Sciences
and
University of Copenhagen - Department of Economics
Date Posted: August 10, 2005
Last Revised: August 20, 2008
Working Paper Series
294 downloads
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects
Jae H. Kim
and
Chris (Hristos) Doucouliagos
La Trobe University
and
Deakin University - School of Accounting, Economics and Finance
Date Posted: August 31, 2005
Working Paper Series
294 downloads
The Effects of Education and Working Hours on Health: A Multivariate Probit Approach
Udo Schneider
and
Brit S. Schneider
WINEG - Techniker Krankenkasse
and
University of Bayreuth
Date Posted: May 02, 2006
Working Paper Series
294 downloads
The European Single Currency and the Volatility of European Stock Markets
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper; GRETA Associati Venezia Working Paper No. 0102
Monica Billio and
Loriana Pelizzon
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: February 26, 2002
Working Paper Series
294 downloads
Time-Varying Spot and Futures Oil Price Dynamics
CESifo Working Paper Series No. 3015
Guglielmo Maria Caporale ,
Davide Ciferri
and
Alessandro Girardi
London South Bank University
,
John Cabot University
and
National Institute of Statistics (ISTAT)
Date Posted: April 21, 2010
Working Paper Series
293 downloads
Modeling the Dynamics of Correlations Among Implied Volatilities
Robert F. Engle and
Stephen Figlewski
New York University - Leonard N. Stern School of Business - Department of Economics
and
New York University - Stern School of Business
Date Posted: July 15, 2012
Working Paper Series
292 downloads
Analysis and Prioritizing Bank Account with TOPSIS Multiple-Criteria Decision - A Study of Refah Bank in Iran
21st Australasian Finance and Banking Conference 2008 Paper
Mansour Khodam Abbasi
,
Mohammad Hemmati
and
Mohammad Abdolshah
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 01, 2008
Working Paper Series
291 downloads
The Behavioral Aspect of Mergers and Acquisitions: A Case Study from India
Global Journal of Business Research, Vol. 6, No. 3, pp. 103-113, 2012
Md Sahanur Islam
,
Partha Pratim Sengupta
,
Sukanya Ghosh
and
Samir Chandra Basu
Meghnad Saha Institute of Technology
,
Vishweshwarayya National Institute of Technology
,
affiliation not provided to SSRN
and
Meghnad Saha Institute of Technology
Date Posted: January 05, 2012
Accepted Paper Series
291 downloads
The Effects of Monetary and Fiscal Policy on Aggregate Demand in a Small Open Economy
An Application of the Structural Error Correction Model
IMF Working Paper No. 00/165
Tetsuya Konuki
International Monetary Fund (IMF)
Date Posted: February 02, 2006
Working Paper Series
291 downloads
Convergence and Cross-Section Dynamics: Evidence from the Data
Gerard H. Kuper
University of Groningen - Faculty of Economics and Business
Date Posted: July 02, 1997
Working Paper Series
290 downloads
Cross-Section of Equity Returns:
Stock Market Volatility and Priced Factors
Bumjean Sohn
Georgetown University - McDonough School of Business
Date Posted: March 22, 2009
Working Paper Series
290 downloads
On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
Journal of Financial Econometrics, Vol. 2, No. 1, pp. 130-168
Andrew J. Patton
Duke University - Department of Economics
Date Posted: March 06, 2004
Accepted Paper Series
290 downloads
The Impact of Temperature Change on Energy Demand: A Dynamic Panel Analysis
FEEM Working Paper No. 46.2007, University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04-2007
Enrica De Cian
,
Elisa Lanzi
and
Roberto Roson
Fondazione Eni Enrico Mattei (FEEM), Venice
,
Fondazione ENI Enrico Mattei (FEEM)
and
Ca Foscari University of Venice - Department of Economics
Date Posted: May 08, 2007
Last Revised: May 02, 2012
Working Paper Series
290 downloads
A Markov-Switching Vector Error Correction Model of the Indian Stock Prices and Trading Volume
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Date Posted: April 20, 2005
Last Revised: April 20, 2009
Accepted Paper Series
289 downloads
Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio and Hedging Effectiveness
22nd Australasian Finance and Banking Conference 2009
Brajesh Kumar
and
Ajay Pandey
Jindal Global Business School
and
IIM Ahmedabad
Date Posted: August 17, 2009
Working Paper Series
289 downloads
The Method of Simulated Quantiles
Yves Dominicy
and
David Veredas
Université libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
and
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: February 28, 2010
Last Revised: July 01, 2010
Working Paper Series
289 downloads
An Integrated Model of Discrete Choice and Response Time
Fisher College of Business Working Paper No. 2006-01-007
Thomas Otter
,
Greg M. Allenby and
Trisha Van Zandt
Goethe University Frankfurt, Department of Marketing
,
Ohio State University (OSU) - Department of Marketing and Logistics
and
Ohio State University
Date Posted: March 29, 2006
Working Paper Series
288 downloads
Persistence Characteristics of the Chinese Stock Markets
Cornelis A. Los and
Bing Yu
Alliant School of Management
and
Kent State University
Date Posted: August 24, 2005
Working Paper Series
288 downloads
The Paradox of Expected Punishment: Legal and Economic Factors Determining Success and Failure in the Fight Against Organized Crime
Review of Law and Economics, Vol. 3, pp. 1-25, 2008
Edgardo Buscaglia
International Law and Economic Development Center
Date Posted: July 17, 2008
Accepted Paper Series
288 downloads
Social Interactions and the 'Digital Divide': Explaining Regional Variations in Internet Use
Robert H. Smith School Research Paper No. RHS 06-024
Ritu Agarwal
,
Animesh Animesh
and
Kislaya Prasad
University of Maryland - Robert H. Smith School of Business
,
McGill University
and
Florida State University - Department of Economics
Date Posted: September 09, 2005
Working Paper Series
287 downloads
Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates
Journal of Applied Econometrics (Forthcoming), CREATES Research Paper 2009-39, Tinbergen Institute Discussion Paper 09-041/4
Borus Jungbacker
,
Siem Jan Koopman and
Michel van der Wel
VU University Amsterdam - Department of Economics
,
VU University Amsterdam
and
Erasmus University Rotterdam
Date Posted: May 12, 2009
Last Revised: November 20, 2012
Accepted Paper Series
286 downloads
The Impact of a Heterogeneous Accrual-Generating Process on Empirical Accrual Models
Journal of Accounting, Auditing and Finance, Forthcoming
Nicholas Dopuch ,
Raj Mashruwala
,
Chandra Seethamraju and
Tzachi Zach
Washington University in Saint Louis - John M. Olin Business School
,
University of Calgary
,
Mellon Capital Management
and
Ohio State University (OSU) - Fisher College of Business
Date Posted: May 17, 2007
Last Revised: February 27, 2011
Accepted Paper Series
286 downloads
Credit Spread Changes within Switching Regimes
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Olfa Maalaoui Chun ,
Georges Dionne and
Pascal Francois
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
,
HEC Montreal - Department of Finance
and
HEC Montreal - Department of Finance
Date Posted: February 12, 2009
Last Revised: March 11, 2013
Working Paper Series
285 downloads
European Stock Market Integration: Does EMU Matter?
Jian Yang
,
Insik Min
and
Qi Li
University of Colorado Denver - The Business School
,
Texas A&M University
and
Texas A&M University (TAMU) - Department of Economics
Date Posted: April 26, 2005
Working Paper Series
285 downloads
How Do U.S. and Japanese Investors Process Information and How Do They Form Their Expectations of the Future? Evidence From Quantitative Survey Based Data
Aberdeen Papers in Accountancy, Finance and Management Working Paper No. 00-14
Patricia Fraser
Curtin University of Technology - Curtin Business School - Bentley Campus
Date Posted: February 11, 2001
Working Paper Series
285 downloads
Dynamic Modelling of Large Dimensional Covariance Matrices
Valeri Voev
University of Aarhus - CREATES
Date Posted: May 09, 2006
Working Paper Series
283 downloads
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
Ingmar Nolte
and
Valeri Voev
Warwick Business School - Finance Group - Financial Econometrics Research Centre
and
University of Aarhus - CREATES
Date Posted: July 26, 2007
Last Revised: June 12, 2008
Working Paper Series
283 downloads
Expected Budget Deficits and Interest Rate Swap Spreads - Evidence for France, Germany and Italy
Deutsche Bundesbank Discussion Paper No. 40/2004
Kirsten Heppke-Falk
and
Felix P. Hüfner
Deutsche Bundesbank
and
Organization for Economic Co-Operation and Development (OECD)
Date Posted: January 16, 2005
Working Paper Series
283 downloads
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
Thanchanok Khamkaew
,
Roengchai Tansuchat
,
Chia-Lin Chang
and
Michael McAleer
Chiang Mai University - Faculty of Economics
,
Maejo University - Faculty of Economics
,
National Chung Hsing University - Department of Applied Economics, Department of Finance
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: November 01, 2009
Working Paper Series
283 downloads
Nonlinear Dynamics of Interest Rate and Inflation
Bank of Finland Working Paper No. 21/2002
Markku Lanne
University of Helsinki - Department of Political and Economic Studies
Date Posted: January 27, 2003
Working Paper Series
283 downloads
Determinants of Liquidity in Open Electronic Limit Order Book Market
Santosh Kumar
Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: November 25, 2004
Working Paper Series
282 downloads
Perceptions of Corruption in Ukraine: Are they Correct?
CERGE-EI Working Paper No. 176
Inna Cabelkova
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: November 09, 2001
Working Paper Series
282 downloads
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data
CESifo Working Paper Series No. 1203
Stefan Mittnik and
Peter A. Zadrozny
University of Kiel - Institute of Statistics & Econometrics
and
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: July 12, 2004
Working Paper Series
281 downloads
Modelling and Forecasting Multivariate Realized Volatility
Journal of Applied Econometrics, Vol. 26, pp. 922-947, 2011
Roxana Halbleib-Chiriac
and
Valeri Voev
University of Konstanz
and
University of Aarhus - CREATES
Date Posted: September 03, 2008
Last Revised: October 25, 2011
Accepted Paper Series
281 downloads
Panel Cointegration Analysis of the Finance-Investment Link in OECD Countries
Document de travail de l'OFCE No. 2002-2
Florian Pelgrin
and
Sebastian Schich
Bank of Canada - Department of Monetary and Financial Analysis
and
Organisation for Economic Co-operation and Development (OECD)
Date Posted: May 16, 2002
Working Paper Series
281 downloads
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