Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 608,490
Full Text Papers: 505,847
Authors: 281,457
Papers Received in
  Last 12 months:
63,052

Paper Downloads:
To date: 86,758,578
Last 12 months: 11,231,551
Last 30 days: 1,020,351

CiteReader:  What's this?
Papers with
  Resolved
  References:
286,857
Total References: 9,075,709
Papers with Cites: 246,901
Total Citation
  Links:
6,036,513
Papers with
  Resolved
  Footnotes:
94,530
Total Footnotes: 9,179,120


SSRN eLibrary Search Results
JEL Code: C63
381,524 Total downloads
Showing Papers 801 - 850 of 1,898
Sort By
1 2 3 4 ... 38 | Next >
   


Incl. Electronic Paper Can Social Media and the Options Market Predict the Stock Market Behavior?
Patrick Houlihan and Germán Creamer, “Can social media and the options market predict the stock market behavior?” in Proceedings of the 21st International Conference on Computing in Economics and Finance, Taipei, June 2015, Forthcoming,
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: May 29, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Monte Carlo First-Come-First-Served Heuristic for Network Revenue Management
Nicolas Houy and Francois Le Grand
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE) and EMLYON Business School
Date Posted: May 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper An Attitude of Complexity: Thirteen Essays on the Nature and Construction of Reality Under the Challenge of Zeno's Paradox
Scott A. Albers
University of Missouri School of LawAttorney-at-Law
Date Posted: May 28, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Fast and Accurate Exercise Policies for Bermudan Swaptions in Libor Market Model
Patrik Karlsson , Shashi Jain and Cornelis W. Oosterlee
Lund University , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: May 27, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Worst-Case Approach to Strategic Optimal Portfolio Selection Under Transaction Costs and Trading Limits
Higher School of Economics Research Paper No. WP BRP 45/FE/2015
Nikolay A Andreev
National Research University Higher School of Economics
Date Posted: May 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Continuous Opinion Dynamics Under Bounded Confidence on a Complete Network
Matjaz Steinbacher and Mitja Steinbacher
Kiel Institute for the World Economy and Fakulteta za poslovne vede
Date Posted: May 18, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Discrete Local Fixed Point Methods: A Fast and Generic Way to Calibrate Option Smiles
Pascal Delanoë
JP Morgan
Date Posted: May 16, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper An Efficient Algorithm Based on Eigenfunction Expansions for Some Optimal Timing Problems in Finance
Lingfei Li , Xianjun Qu and Gongqiu Zhang
The Chinese University of Hong Kong , Independent and The Chinese University of Hong Kong (CUHK)
Date Posted: May 14, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Microsimulador Del Impuesto a La Renta De Personas Jurídicas MIR(PJ). Nota Metodológica (Corporate Income Tax Microsimulador. Methodological Note)
José Ramírez
Centro de Estudios Fiscales
Date Posted: May 13, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Microsimulador Del Impuesto a La Renta De Personas Jurídicas MIR(PJ). Año 2011 (Corporate Income Tax Microsimulador. Year 2011)
José Ramírez
Centro de Estudios Fiscales
Date Posted: May 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Uncovering Trend Rules
Paul Beekhuizen and Winfried G. Hallerbach
Robeco Asset Management and Robeco Asset Management, Quantitative Strategies
Date Posted: May 12, 2015
Working Paper Series
634 downloads

Incl. Electronic Paper 140 Characters to Victory?: Using Twitter to Predict the UK 2015 General Election
Pete Burnap , Rachel K. Gibson , Luke Sloan , Rosalynd Southern and Matthew L. Williams
University of Wales System - Cardiff University , University of Manchester , University of Wales System - Cardiff University , University of Manchester and University of Wales System - Cardiff School of Social Sciences
Date Posted: May 08, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Derivatives Pricing Under Bilateral Counterparty Risk
FEDS Working Paper No. 2015-026

Date Posted: May 05, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The LIVES4IT Approach on Access to Documentation Resources, Education, Training and Research
Proceedings of the The 6th INTERNATIONAL CONFERENCE on Information Science and Information Literacy - bcu.ulbsibiu.ro/conference/proceed.htm, 04/2015, ISSN-L 2247-0255
Daniel Homocianu
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: May 05, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Dimension Reduction on Statistical Moment Term Structure for Portfolio Diversification
Gerardo A Santacruz
Stevens Institute of Technology - Stevens Institute of Technology - School of Business
Date Posted: May 04, 2015
Working Paper Series
16 downloads

Stress Testing: Un Modello Di Simulazione Stocastica E Un Confronto Con L’Esercizio EBA/BCS 2014 (Stress Testing: A Stochastic Simulation Model and a Comparison with 2014 EBA/BCE Exercise)
Bancaria No. 02-15
Giuseppe Montesi , Pasquale Nicastro and Giovanni Papiro
School of Economics and Management - University of Siena , Banca Monte Del Paschi de Siena (MPS) and Banca Monte Del Paschi de Siena (MPS)
Date Posted: April 29, 2015
Accepted Paper Series

Incl. Electronic Paper Models of Complex Adaptive Systems in Strategy and Organization Research
Mind & Society, special issue on "Complexity Modeling in Social Science and Economics", Forthcoming
Oliver Baumann
University of Southern Denmark - Strategic Organization Design Unit (SOD)
Date Posted: April 29, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Dimension-Wise Decompositions and Their Efficient Parallelization
Electronic version of an article published in Recent Developments in Computational Finance, Interdisciplinary Mathematical Sciences, Volume 14, 2013, chapter 13, pages 445-472, DOI: 0.1142/9789814436434 0013(c) World Scientific Publishing Company
Philipp Schröder , Peter Schober and Gabriel Wittum
Goethe Center for Scientific Computing , Goethe University Frankfurt - Department of Finance and Goethe Center for Scientific Computing
Date Posted: April 19, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Stock Price Related Financial Fragility and Growth Patterns
Bielefeld Working Papers in Economics and Management No. 04-2015
Pascal Assmuth
Bielefeld University - Center for Mathematical Economics
Date Posted: April 17, 2015
Last Revised: April 19, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Stock Price Related Financial Fragility and Growth Patterns
Center for Mathematical Economics Working Paper No. 539
Pascal Assmuth
Bielefeld University - Center for Mathematical Economics
Date Posted: April 15, 2015
Last Revised: April 18, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Prezzi di Ramsey (Ramsey Prices)
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 13, 2015
Working Paper Series
244 downloads

Incl. Fee Electronic Paper Bank Networks: Contagion, Systemic Risk and Prudential Policy
CEPR Discussion Paper No. DP10540
Iñaki Aldasoro , Domenico Delli Gatti and Ester Faia
Goethe University Frankfurt , Universita' Cattolica, Milano and Goethe University Frankfurt
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper Dirac Processes and Default Risk
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: April 11, 2015
Last Revised: April 17, 2015
Working Paper Series
67 downloads

Incl. Electronic Paper Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
Marco Bianchetti , Sergei Kucherenko and Stefano Scoleri
Intesa Sanpaolo - Market Risk Management , Imperial College London - Faculty of Engineering and Iason Ltd.
Date Posted: April 11, 2015
Working Paper Series
109 downloads

Incl. Electronic Paper Advanced Idiosyncratic Risk and Multi-Factor Models
Jan Dash and Mario Bondioli
Bloomberg LP and Bloomberg LP
Date Posted: April 07, 2015
Working Paper Series
62 downloads

Incl. Electronic Paper Search Personalization Using Machine Learning
Hema Yoganarasimhan
Foster School of Business, University of Washington
Date Posted: April 06, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy
Luca Riccetti , Alberto Russo and Mauro Gallegati
Sapienza Università di Roma , Università Politecnica delle Marche, Ancona - Department of Economics and Università Politecnica delle Marche - Faculty of Economics
Date Posted: April 06, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models
FRB Atlanta Working Paper No. 2014-21
Daniel F. Waggoner , Hongwei Wu and Tao Zha
Federal Reserve Bank of Atlanta , Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Maximum Non-Extensive Entropy Block Bootstrap for Non-Stationary Processes
Michele Bergamelli , Jan Novotny and Giovanni Urga
City University London - Sir John Cass Business School , City University London - Faculty of Finance and Cass Business School, Faculty of Finance, London
Date Posted: April 03, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Derivatives Pricing Under Bilateral Counterparty Risk
Peter Carr
New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: April 03, 2015
Last Revised: April 12, 2015
Working Paper Series
78 downloads

Incl. Electronic Paper Firms in Input and Output Networks
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 02, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Pricing JSE Exotic Can-Do Options: Monte Carlo Simulation
Antonie Kotze and Rudolf Oosthuizen
Financial Chaos Theory and JSE Securities Exchange
Date Posted: April 01, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Forecasting Moscow Ambulance Trips
Higher School of Economics Research Paper No. WP BRP 36/STI/2015
Filipp Bykov and Vladimir A. Gordin
Hydrometeorological Center of Russia and National Research University Higher School of Economics
Date Posted: March 29, 2015
Last Revised: April 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Simple Method to Estimate Large Fixed Effects Models Applied to Wage Determinants and Matching
CERGE-EI Working Paper Series No. 532
Nikolas Mittag
University of Chicago - Irving B. Harris Graduate School of Public Policy Studies
Date Posted: March 28, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
Luis Ortiz-Gracia and Cornelis W. Oosterlee
Centre de Recerca Matemàtica and Center for Mathematics and Computer Science (CWI)
Date Posted: March 28, 2015
Last Revised: March 29, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Discretizing Stochastic Processes with Exact Conditional Moments
Leland E. Farmer and Alexis Akira Toda
University of California, San Diego and University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 28, 2015
Last Revised: May 07, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper A Mean-Reverting Stochastic Model for the Political Business Cycle
Gopal K. Basak , Mrinal K. Ghosh and Diganta Mukherjee
Indian Statistical Institute, Kolkata , Indian Institute of Science and Indian Statistical Institute, Kolkata
Date Posted: March 25, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Conducting Simulation Experiments to Test Historical Explanations: The Historical Development of the German Dye Industry 1857-1913
UNSW Business School Research Paper No. 2015 MGMT 02
Thomas Brenner and Johann Peter Murmann
University of Marburg and UNSW Australia Business School - AGSM
Date Posted: March 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper A Bayesian Methodology for Systemic Risk Assessment in Financial Networks
Axel Gandy and Luitgard A. M. Veraart
Imperial College London and London School of Economics & Political Science (LSE)
Date Posted: March 21, 2015
Last Revised: April 18, 2015
Working Paper Series
86 downloads

Incl. Electronic Paper Uncertainty Quantification of Derivative Instruments
Xianming Sun and Michèle Vanmaele
Central South University and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
Date Posted: March 20, 2015
Last Revised: March 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Integrated Trend Analysis with Triple Trend Oscillator -- Technical Insights
Market Technicians Association, New York, Technically Speaking, June 2014
Sanjay Khandelwal
EQTrend Research
Date Posted: March 20, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper A Semi-Markovian Modeling of Limit Order Markets
Anatoliy V. Swishchuk and Nelson Vadori
University of Calgary and University of Calgary - Department of Mathematics and Statistics
Date Posted: March 18, 2015
Last Revised: March 27, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem
Sebastian Jaimungal and Mojtaba Nourian
University of Toronto - Department of Statistics and Bank of Montreal
Date Posted: March 16, 2015
Working Paper Series
104 downloads

Incl. Electronic Paper The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
DIW Berlin Discussion Paper No. 1458
Guglielmo Maria Caporale , Luis A. Gil-Alana and Alex Plastun
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: March 12, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Dimension of the Lisbon Voting Rules in the EU Council: A Challenge and New World Record
Sascha Kurz and Stefan Napel
University of Bayreuth and University of Bayreuth
Date Posted: March 10, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper An Online Appendix to: 'A Tractable Approach to Pass-Through Patterns'
Michal Fabinger and E. Glen Weyl
University of Tokyo and Microsoft Research New England
Date Posted: March 10, 2015
Last Revised: March 25, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Efficient SABR Simulation Schemes Revisited
Kyle Haven
Aozora Bank
Date Posted: March 10, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper An Information Theoretic Criterion for Empirical Validation of Time Series Models
LEM Working Papers
Francesco Lamperti
Scuola Superiore Sant'Anna
Date Posted: March 09, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Strategic Use of Download Limits by a Monopoly Platform
Nicholas Economides and Benjamin E. Hermalin
New York University - Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley
Date Posted: March 07, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
Lilia Maliar , Serguei Maliar , John B. Taylor and Inna Tsener
Stanford University - Department of Economics , Stanford University - Department of Economics , Stanford University and University of Alicante - Faculty of Economic and Business Sciences
Date Posted: March 07, 2015
Last Revised: April 12, 2015
Working Paper Series
17 downloads


 

1 2 3 4 ... 38 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 9.719 seconds