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Full Text Papers: 515,139
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SSRN eLibrary Search Results
JEL Code: C1
2,502,104 Total downloads
Showing Papers 7,201 - 7,250 of 10,772
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1 2 3 4 ... 216 | Next >
   


Incl. Electronic Paper A Simple Adjustment for Bandwidth Snooping
Cowles Foundation Discussion Paper No. 1961R
Timothy B. Armstrong and Michal Kolesar
Yale University - Cowles Foundation and Harvard University - Department of Economics
Date Posted: July 31, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Clearing Up the Fiscal Multiplier Morass
Eric M. Leeper , Nora Traum and Todd B. Walker
Indiana University at Bloomington - Department of Economics , North Carolina State University - Department of Economics and Indiana University Bloomington - Department of Economics
Date Posted: July 31, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Moon Phases and Rates of Return of Wig Index on the Warsaw Stock Exchange
International Journal of Economics and Finance, vol. 8, no. 8, pp. 256-264, 2015
Krzysztof Borowski
Warsaw School of Economics
Date Posted: July 31, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Cognitive and Economic Impact of Social Activities in Older Age: Evidence from 17 European Countries
Netspar Discussion Paper No. 12/2014-090
Dimitris Christelis and Loretti Dobrescu
Centre for Studies in Economics and Finance (CSEF), University of Naples Federico II and University of New South Wales
Date Posted: July 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Assessing Identifying Restrictions in SVAR Models
Michele Piffer
German Institute for Economic Research (DIW Berlin)
Date Posted: July 30, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Expected Returns Independent Allocations
Gabriele Susinno
Financial Advisory Services
Date Posted: July 29, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Climate Change and Agricultural Productivity in Nigeria: An Econometric Analysis
Imoh Udom Ekpenyong and Matthew Ikechukwu Ogbuagu
Federal University Oye-Ekiti and Federal University Oye-Ekiti
Date Posted: July 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Expected Loss and Impact of Risk: Backtesting Parameter-Based Expected Loss in a Basel II Framework
Journal of Risk Model Validation 7(3), 59-84, Fall 2013, Incisive Media
Wolfgang Reitgruber
UniCredit Bank Austria AG
Date Posted: July 29, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Least Squares Estimation of Large Dimensional Threshold Factor Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: July 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Risk Analysis Probability of Default: A Stochastic Simulation Model
The Journal of Credit Risk Volume 10, Number 3 (September 2014)
Giuseppe Montesi and Giovanni Papiro
School of Economics and Management - University of Siena and Banca Monte Del Paschi de Siena (MPS)
Date Posted: July 28, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Nonparametric Estimation of Conditional Quantile Regression with Mixed Discrete and Continuous Data
Degui Li , Qi Li and Zheng Li
University of York , Texas A&M University (TAMU) - Department of Economics and Texas A&M University
Date Posted: July 28, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Double Bootstrap Confidence Intervals in the Two‐Stage DEA Approach
Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 653-662, 2015
Dimitris K. Chronopoulos , Claudia Girardone and John C. Nankervis
University of St. Andrews - School of Management , University of Essex - Essex Business School and University of Essex - Department of Accounting, Finance & Management
Date Posted: July 28, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 741-762, 2015
Alastair R. Hall , Denise R. Osborn and Nikolaos Sakkas
North Carolina State University - Department of Economics , University of Manchester - School of Social Sciences and University of Bath
Date Posted: July 28, 2015
Accepted Paper Series

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio , Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science , University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Determinants of Competitiveness in Travel and Tourism Industry: An Empirical Investigation
Atul Bhardwaj and Ramesh Bhardwaj
Independent and George Brown College
Date Posted: July 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Inflated Mixture Models: Applications to Multimodality in Loss Given Default
Mauro R de Oliveira Jr , Francisco Louzada , Gustavo Henrique de Araujo Pereira , Fernando Francis Moreira and Raffaella Calabrese
Caixa Econômica Federal , University of Sao Paulo (USP) , Universidade Federal de São Carlos , Keele University and University of Essex
Date Posted: July 27, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of Assessment
Aryo Sasongko , Cynthia Afriani , buddi wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , University of Indonesia (UI) - Management and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Underestimating the Trial Penalty: An Empirical Analysis of the Federal Trial Penalty and Critique of the Abrams Study
Mississippi Law Journal, Vol. 84, No. 5, 2015
Andrew Chongseh Kim
Concordia University School of Law
Date Posted: July 26, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Estimating Parametric Models of Probability Distributions
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Directional Forecasting of Stock Market Premia Using Bayesian Dynamic Model Averaging and Selection
Nottingham University Business School Research Paper No. 2015-01
Shamim Ahmed and Thanaset Chevapatrakul
Nottingham University Business School and Nottingham University Business School
Date Posted: July 25, 2015
Accepted Paper Series
39 downloads

Incl. Electronic Paper Optimising Asset Allocation between Hedge Funds and Private Equity
Gabriele Susinno and Christophe de Dardel
Financial Advisory Services and Unigestion SA
Date Posted: July 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Specification Testing in Hawkes Models
Tinbergen Institute Discussion Paper 15-086/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Demystifying Rebalancing Premium: A Methodological Path to Risk Premia Engineering
Vladislav Dubikovsky and Gabriele Susinno
MSCI Barra and Financial Advisory Services
Date Posted: July 25, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk
Shiyi Chen , Wolfgang K. Härdle and Wang Li
Fudan University , Humboldt University of Berlin - Institute for Statistics and Econometrics and Fudan University
Date Posted: July 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper From a Rise in B to a Fall in C? SVAR Analysis of Environmental Impact of Biofuels
LIOS Discussion Paper 371/2015
Pavel Ciaian , d'Artis Kancs , Giuseppe Piroli and Miroslava Rajcaniova
Catholic University of Leuven (KUL) - LICOS Center for Transition Economics , Catholic University of Leuven (KUL) - Faculty of Economics and Business - LICOS Centre for Institutions and Economic Performance , University of Naples Federico II and Slovak University of Agriculture
Date Posted: July 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Generalized Method of Moment Based Parameter Estimation of Affine Term Structure Models
Jaroslava Hlouskova and Leopold Sögner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and Institute for Advanced Studies (IHS)
Date Posted: July 23, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Sparse Linear Models and L1-Regularized 2SLS with High-Dimensional Endogenous Regressors and Instruments
Ying Zhu
University of California, Berkeley
Date Posted: July 23, 2015
Last Revised: July 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties
Steve Y. Yang and Jinhyoung Kim
Stevens Institute of Technology and Stevens Institute of Technology
Date Posted: July 22, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Quantifying Crowd Size with Mobile Phone and Twitter Data
Federico Botta, Helen Susannah Moat and Tobias Preis, Quantifying crowd size with mobile phone and Twitter data. Royal Society Open Science 2, 150162 (2015). http://dx.doi.org/10.1098/rsos.150162
Federico Botta , Helen Susannah Moat and Tobias Preis
University of Warwick - Warwick Business School , University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: July 21, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Higher-Order Risk Preferences, Constant Relative Risk Aversion and the Optimal Portfolio Allocation
Banco de Espana Working Paper No. 1520
Trino Manuel Ñíguez , Ivan Paya , David A. Peel and Javier Perote
Westminster Business School, University of Westminster , Lancaster University - Management School , Lancaster University - Management School and University of Salamanca
Date Posted: July 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24/WP/2015
Andrea Albarea , Michele Bernasconi , Cinzia Di Novi , Anna Marenzi , Dino Rizzi and Francesca Zantomio
Ca Foscari University of Venice, Department of Economics, Students , Università Ca' Foscari, Venezia - Department of Economics and SSE , Ca Foscari University of Venice , Ca' Foscari University of Venice, Department of Economics , Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: July 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Tinbergen Institute Discussion Paper 15-084/III
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Norges Bank and Tinbergen Institute
Date Posted: July 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper About Regional Convergence Clubs in the European Union
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 33, No. 1, 2015, pp. 67-80,
Mihaela Simionescu
Romanian Academy - Institute for Economic Forecasting
Date Posted: July 20, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Forecasting Electricity Prices Using Exogenous Predictors
Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: July 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper VaR and CVaR Based on Put Option Formula and Tail Volatilities & Correlations: 'The Need for New Valuation, Risk and Policy Making Models'
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: July 19, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Liquidity Risk Premium Model with Fixed-Expectation Liquidity Measures to Construct Liquidity-Risk-Premium-Free Term Structure
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 18, 2015
Last Revised: July 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Directional Forecasting of Stock Market Premia Using Bayesian Dynamic Model Averaging and Selection
Shamim Ahmed and Thanaset Chevapatrakul
Nottingham University Business School and Nottingham University Business School
Date Posted: July 18, 2015
Working Paper Series
43 downloads

A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance
Journal of Portfolio Management, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: July 18, 2015
Last Revised: July 19, 2015
Accepted Paper Series

Incl. Electronic Paper A Stability Approach to Mean-Variance Optimization
Financial Review 50, 3, 301-330.
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 18, 2015
Accepted Paper Series
39 downloads

Incl. Electronic Paper Information Flows between Eurodollar Spot and Futures Markets
Multinational Finance Journal, Vol. 1, No. 4, p. 255-271, 1997
Yin-Wong Cheung and Hung-Gay Fung
City University of Hong Kong - Department of Economics & Finance and University of Missouri at Saint Louis - College of Business Administration
Date Posted: July 17, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Asset Price Bubbles with Specific Focus on Stock Prices in Pakistan
Busines Review - Volume 10, No. 1; ISSN:1990-6587
Ahmad Nawaz , Ahmed Rizwan Raheem and Yaseen Ahmed Meeai
Indus University , Indus University and University of Karachi - Institute of Business Administration (IBA)
Date Posted: July 17, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Do Trading Rules Based Upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets
Multinational Finance Journal, Vol. 3, No. 1, p. 41-70, 1999
Hung-Gay Fung , Wai K. Leung and Gary A. Patterson
University of Missouri at Saint Louis - College of Business Administration , The University of Hong Kong and University of South Florida
Date Posted: July 17, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper The Effect of Commuting Costs to Employment Centers on Urban Property Values: A Spatial Analysis in Bogotá, Colombia
Documento CEDE No. 2015-23
Fernando Carriazo and Julian Peñaranda
Economics Department at Los Andes University and Universidad de los Andes, Colombia - Department of Economics
Date Posted: July 17, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper A Triple Hazard Model for Price and Sales Crashes of New High-Technology Products
Carlos H. Mireles and Georgios Effraimidis
University of Texas at Austin and University of Southern Denmark
Date Posted: July 17, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper A Stability Approach to Mean‐Variance Optimization
Financial Review, Vol. 50, Issue 3, pp. 301-330, 2015
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 17, 2015
Accepted Paper Series

Incl. Electronic Paper Size Matters – Small is Beautiful: The Impact of Portfolio Diversification and Selection on Risk and Return in Private Equity
Olivier Gottschalg , Dr. Ralf Gleisberg and Ramun Derungs
HEC Paris (Groupe HEC) - Strategy & Business Policy , Akina Ltd. and Akina Ltd.
Date Posted: July 17, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Anomalies and News
Joseph Engelberg , R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management , University of Alberta - Department of Finance and Statistical Analysis and Boston College - Department of Finance
Date Posted: July 17, 2015
Working Paper Series
112 downloads

Incl. Electronic Paper Labor Flows and the Aggregate Matching Function: A Network-Based Test Using Employer-Employee Matched Records
Omar A. Guerrero and Eduardo Lopez
University of Oxford and University of Oxford - Said Business School
Date Posted: July 16, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Assessment of Accuracy of Finite Difference Methods in Evaluation of Options within Heston Model
Chencheng Cai
Rutgers, The State University of New Jersey - Financial Statistics & Risk Management
Date Posted: July 15, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Pricing Kernel Modeling
Denis Belomestny , Shujie Ma and Wolfgang K. Härdle
Weierstras Institute for Applied Analysis and Stochastics (WIAS) , University of California, Riverside (UCR) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: July 14, 2015
Working Paper Series
37 downloads


 

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