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SSRN eLibrary Statistics:
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Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
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69,626
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66,741,858
Last 12 months:
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5,733,423
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JEL Code: C5
1,186,194 Total downloads
Showing Papers 661 - 710 of 6,017
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An Empirical Examination of the Price-Dividend Relation with Dividend Management
FRB of Chicago Working Paper No. 2000-22
Lucy F. Ackert and
William C. Hunter
Kennesaw State University - Michael J. Coles College of Business
and
Tippie College of Business
Date Posted: December 26, 2000
Working Paper Series
384 downloads
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
Bank of Canada Working Paper No. 2006-31
Antonio Diez de los Rios
and
René Garcia
Bank of Canada
and
EDHEC Business School
Date Posted: March 15, 2006
Last Revised: October 31, 2008
Working Paper Series
384 downloads
Econometric Analysis Of Sequential Discrete Choice Models
Duke University Dept. of Economics Working Paper No. 95-55
Mark Yuying An
Federal National Mortgage Association (Fannie Mae)
Date Posted: January 28, 1997
Working Paper Series
384 downloads
Perceived Determinants of E-Commerce Audit Judgment Expertise
Jagdish Pathak
,
Mary R. Lind
and
Mohammad J. Abdolmohammadi
University of Windsor - Odette School of Business
,
North Carolina Agricultural & Technical State University - School of Business & Economics
and
Bentley University
Date Posted: October 03, 2007
Working Paper Series
384 downloads
Time Series Volatility Forecasts for Option Valuation and Risk Management
AFA 2008 New Orleans Meetings Paper
Louis H. Ederington and
Wei Guan
University of Oklahoma - Division of Finance
and
University of South Florida St. Petersburg
Date Posted: January 15, 2007
Last Revised: August 30, 2008
Working Paper Series
383 downloads
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans
HKIMR Working Paper No. 15/2008
Harald Scheule
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 06, 2009
Working Paper Series
382 downloads
Dynamic Optimal Capital Structure and Technological Change
ZEW Discussion Paper No. 03-06
Hans Lööf
affiliation not provided to SSRN
Date Posted: September 11, 2003
Working Paper Series
382 downloads
Identifying Term Structure Volatility from the LIBOR-swap Curve
Samuel Brodsky Thompson
Arrowstreet Capital, L.P.
Date Posted: January 04, 2005
Working Paper Series
382 downloads
Linearized Nelson-Siegel and Svensson Models for the Estimation of Spot Interest Rates
Genevieve Gauthier
and
Jean-Guy Simonato
HEC Montreal
and
HEC Montréal
Date Posted: July 10, 2008
Last Revised: November 24, 2010
Working Paper Series
382 downloads
Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
FEEM Working Paper No. 95.2003
Matteo Manera and
Angelo Marzullo
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
and
Eni S.p.A - Enifin
Date Posted: December 06, 2003
Working Paper Series
382 downloads
Riding on the Smiles
José Da Fonseca and
Martino Grasselli
Auckland University of Technology - Faculty of Business & Law
and
University of Padua
Date Posted: August 24, 2010
Last Revised: February 09, 2011
Working Paper Series
381 downloads
Multivariate GARCH Models
CREATES Research Paper 2008-6
Annastiina Silvennoinen
and
Timo Terasvirta
University of Technology, Sydney (UTS)
and
affiliation not provided to SSRN
Date Posted: June 25, 2008
Working Paper Series
380 downloads
Option Pricing under Stochastic Volatility and Trading Volume
EFA 2005 Moscow Meetings Paper
Sadayuki Ono
Hiroshima University
Date Posted: March 10, 2005
Working Paper Series
380 downloads
Expectations Puzzle, Time-varying Risk Premia, and Dynamic Models of the Term Structure
Stern School of Business, New York University, and Graduate School of Business, Stanford University
Qiang Dai
and
Kenneth J. Singleton
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
Stanford University-Graduate School of Business
Date Posted: November 10, 2000
Working Paper Series
379 downloads
The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
Yacine Ait-Sahalia ,
Mustafa Karaman
and
Loriano Mancini
Princeton University - Department of Economics
,
University of Zurich - Swiss Banking Institute (ISB)
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: August 27, 2012
Working Paper Series
379 downloads
Climate Variables and Weather Derivatives: Gas Demand, Temperature and Seasonality Effects in the Italian Case
Giovanna Zanotti
,
Giampaolo Gabbi and
Daniele Laboratore
Bocconi University
,
SDA Bocconi
and
Università degli Studi di Milano-Bicocca
Date Posted: January 27, 2004
Working Paper Series
378 downloads
Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy
João Caldeira
and
Guilherme V. Moura
Universidade Federal do Rio Grande do Sul (UFRGS)
and
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Date Posted: January 05, 2013
Working Paper Series
378 downloads
The Macroeconomy and the Yield Curve: A Nonstructural Analysis
PIER Working Paper No. 03-024
Francis X. Diebold ,
Glenn D. Rudebusch and
S. Boragan Aruoba
University of Pennsylvania - Department of Economics
,
Federal Reserve Bank of San Francisco
and
University of Maryland - Department of Economics
Date Posted: October 28, 2003
Working Paper Series
378 downloads
Determinants of Country Beta Risk in Poland
CESifo Working Paper Series No. 1120
Piotr Wdowinski
University of Lodz
Date Posted: August 17, 2004
Working Paper Series
377 downloads
Forecasting the Manhattan Office Market with a Simultaneous Equation Model
Franz Fuerst
University of Cambridge - Department of Land Economy
Date Posted: October 25, 2004
Working Paper Series
377 downloads
A Behavioral Finance Model of the Exchange Rate with Many Forecasting Rules
CESifo Working Paper No. 1849
Paul De Grauwe and
Pablo Rovira Kaltwasser
London School of Economics & Political Science (LSE)
and
Catholic University of Leuven (KUL)
Date Posted: December 05, 2006
Working Paper Series
376 downloads
Asymmetry and Leverage in Realized Volatility
Manabu Asai ,
Michael McAleer and
Marcelo C. Medeiros
Soka University - Faculty of Economics
,
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
and
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: September 02, 2009
Working Paper Series
376 downloads
Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy
IDHE-MORA Note of Research No. 07-2004
Dominique Guegan
and
Caillault Cyril
Ecole Normale Superieure de Cachan
and
affiliation not provided to SSRN
Date Posted: April 28, 2006
Working Paper Series
376 downloads
Who Should Be Nominated to Run in the 2012 Presidential Election? Long-Term Forecasts Based on Candidates' Biographies
APSA 2011 Annual Meeting Paper
Andreas Graefe
and
J. Scott Armstrong
Ludwig Maximilians University of Munich - Department of Communication Science and Media Research
and
University of Pennsylvania - Marketing Department
Date Posted: August 01, 2011
Last Revised: December 28, 2011
Working Paper Series
376 downloads
Agglomeration, Innovation and Regional Development: Theoretical Perspectives and Meta-Analysis
Tinbergen Institute Discussion Paper No. 07-079/3
Henri L. F. de Groot ,
Jacques Poot
and
Martijn J. Smit
VU University Amsterdam - Department of Spatial Economics
,
University of Waikato - National Institute of Demographic and Economic Analysis
and
VU University Amsterdam - Department of Spatial Economics
Date Posted: October 16, 2007
Working Paper Series
375 downloads
Forecasting the Equity Risk Premium: The Role of Technical
Indicators
Christopher J. Neely ,
David Rapach
,
Jun Tu
and
Guofu Zhou
Federal Reserve Bank of St. Louis - Research Division
,
Saint Louis University - John Cook School of Business
,
Singapore Management University
and
Washington University in St. Louis - Olin School of Business
Date Posted: March 21, 2011
Last Revised: October 16, 2012
Working Paper Series
375 downloads
Empirics of Growth and Development
INTERNATIONAL HANDBOOK OF DEVELOPMENT ECONOMICS, Vol. 1, Amitava Dutt and Jaime Ros, eds., Edward Elgar Publishing, 2008
Steven N. Durlauf ,
Andros Kourtellos
and
Chih Ming Tan
University of Wisconsin - Madison - Department of Economics
,
University of Cyprus - Department of Economics
and
University of North Dakota
Date Posted: November 07, 2005
Last Revised: April 24, 2011
Accepted Paper Series
374 downloads
Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets
Francesco Audrino
and
Fabio Trojani
University of St. Gallen
and
Swiss Finance Institute
Date Posted: March 20, 2003
Working Paper Series
374 downloads
Out of Sample Forecasts of Quadratic Variation
Journal of Econometrics, Vol. 147, pp. 17-33, 2008
Yacine Ait-Sahalia and
Loriano Mancini
Princeton University - Department of Economics
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 01, 2006
Last Revised: November 12, 2008
Accepted Paper Series
374 downloads
Real Time Econometrics
IZA Discussion Paper No. 1108; CESifo Working Paper Series No. 1169
M. Hashem Pesaran and
Allan G. Timmermann
University of Southern California
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: April 22, 2004
Working Paper Series
374 downloads
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects
MIT Dept. of Economics Working Paper No. 01-24
Jinyong Hahn ,
Jerry A. Hausman and
Guido M. Kuersteiner
University of California, Los Angeles
,
Massachusetts Institute of Technology (MIT) - Department of Economics
and
Boston University - Department of Economics
Date Posted: July 18, 2001
Working Paper Series
373 downloads
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
PIER Working Paper No. 04-009; EFA 2004 Maastricht Meetings Paper No. 4809
Peter Christoffersen and
Francis X. Diebold
University of Toronto - Rotman School of Management
and
University of Pennsylvania - Department of Economics
Date Posted: April 19, 2004
Working Paper Series
373 downloads
The Rise and Fall of Technical Trading Rule Success
Nicholas Taylor
Cardiff University - Cardiff Business School
Date Posted: January 18, 2013
Last Revised: February 08, 2013
Working Paper Series
373 downloads
A Comparative Analysis of Correlation Approaches in Finance
Gunter A. Meissner
,
Claudio Albanese ,
David Li
and
Edgar Lobackeskiy
affiliation not provided to SSRN
,
King's College London - Department of Mathematics
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 24, 2011
Working Paper Series
372 downloads
An Empirical Assessment of the Double Exponential Jump-Diffusion Process
Cyrus A. Ramezani
and
Yong Zeng
California Polytechnic State University, San Luis Obispo
and
University of Missouri at Kansas City - Department of Mathematics and Statistics
Date Posted: October 18, 2004
Working Paper Series
371 downloads
Forecasting the FTSE 100 with High-Frequency Data: A Comparison of Realized Measures
Oleg Komarov
Imperial College Business School
Date Posted: September 27, 2011
Working Paper Series
371 downloads
The Factors that Determine the Financial Crises and the Possibilities in Which They Can Be Anticipated and Prevented
Cornelia Tomescu Dumitrescu
Constantin Brancusi University of Targu Jiu
Date Posted: April 09, 2008
Working Paper Series
371 downloads
Econometric Tests of Asset Price Bubbles: Taking Stock
FEDS Working Paper No. 2005-04
Refet S. Gurkaynak
Bilkent University - Department of Economics
Date Posted: January 02, 2005
Working Paper Series
370 downloads
Long-Run PPP May Not Hold After All
Charles M. Engel
University of Wisconsin - Madison - Department of Economics
Date Posted: May 03, 1999
Working Paper Series
369 downloads
Nonlinear Technical Trading Rules Profits and Relative Efficiency: Evidence from the French Market
MODEM Working Paper No. 20W3
Nicolas Wesner
University of Paris 10 Nanterre - Department of Economics
Date Posted: January 19, 2002
Working Paper Series
369 downloads
Exchange Rate Forecasting: The Errors We've Really Made
FRB International Finance Discussion Paper No. 714
Jon Faust ,
John H. Rogers and
Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance
,
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: March 04, 2002
Working Paper Series
367 downloads
Long Run Relationship Between Oil Prices and Aggregate Oil Investment: Empirical Evidence
USAEE Working Paper No. 08-001
Sergio Guerra
Catholic University Andres Bello (UCAB)
Date Posted: January 17, 2008
Working Paper Series
367 downloads
Misspecification in Linear Spatial Regression Models
Tinbergen Institute Discussion Papers No. 2003-081/3
Raymond J.G.M. Florax and
Peter Nijkamp
Purdue University
and
VU University of Amsterdam - Department of Spatial Economics
Date Posted: November 17, 2003
Working Paper Series
367 downloads
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Elena Andreou ,
Eric Ghysels and
Andros Kourtellos
University of Cyprus - Department of Economics
,
University of North Carolina (UNC) at Chapel Hill - Department of Economics
and
University of Cyprus - Department of Economics
Date Posted: November 20, 2010
Working Paper Series
367 downloads
Conditional Extremes and Near-Extremes
MIT Dept. of Economics Working Paper No. 01-21
Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: June 08, 2001
Working Paper Series
366 downloads
Dynamic Hedging Strategies: An Application to the Crude Oil Market
Delphine Lautier
and
Alain G. Galli
affiliation not provided to SSRN
and
Cerna Mines-Paristech
Date Posted: March 11, 2010
Working Paper Series
366 downloads
Estimating an SKU-level Brand Choice Model Combining Household Panel Data and Store Data
University of Chicago Graduate School of Business Working Paper
Pradeep K. Chintagunta and
Jean-Pierre H. Dube
University of Chicago
and
University of Chicago - Booth School of Business
Date Posted: September 08, 2003
Working Paper Series
366 downloads
Measurement of Financial Risk Persistence
Cornelis A. Los
Alliant School of Management
Date Posted: February 24, 2005
Working Paper Series
366 downloads
Real Time Leading Indicators of the Brazilian Inflation
UC Riverside Economics Working Paper
Marcelle Chauvet
University of California
Date Posted: February 06, 2001
Working Paper Series
366 downloads
College Football Rankings and Market Efficiency
Yale ICF Working Paper No. 02-35, Cowles Foundation Discussion Paper No. 1381
Ray C. Fair and
John F. Oster
Yale University - Cowles Foundation
and
Choate Rosemary Hall
Date Posted: October 10, 2002
Working Paper Series
365 downloads
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