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JEL Code: C5
1,171,105 Total downloads
Showing Papers 881 - 930 of 5,955
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Portfolio Allocation of Hedge Funds
Benjamin Bruder
,
Serge Darolles
,
Abdul K. Koudiraty
and
Thierry Roncalli
affiliation not provided to SSRN
,
Université Paris-Dauphine - DRM-CEREG
,
affiliation not provided to SSRN
and
Universite d'Evry
Date Posted: April 10, 2011
Working Paper Series
308 downloads
Forecasting Time Series Subject to Multiple Structural Breaks
IZA Discussion Paper No. 1196; CESifo Working Paper Series No. 1237
M. Hashem Pesaran ,
Davide Pettenuzzo and
Allan G. Timmermann
University of Southern California
,
Brandeis University - Department of Economics
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 19, 2004
Working Paper Series
307 downloads
Investment Choices and Risk-Adjusted Performance Measures
Mark A. Hooker and
George Xiang
State Street Corporate - Advanced Research Center (ARC)
and
State Street Corporate - State Street Global Advisors
Date Posted: April 11, 2008
Working Paper Series
307 downloads
Misleading Heuristics for Moderated Multiple Regression Models
Journal of Marketing Research, Vol. 38, pp. 100-109, February 2001
Julie R. Irwin and
Gary McClelland
University of Texas - Mccombs School of Business
and
University of Colorado at Boulder - Department of Psychology
Date Posted: February 11, 2009
Accepted Paper Series
307 downloads
New Product Introduction and Seasonality Effect in Food Products Retailing
Dr. Rajagopal
Graduate School of Administration and Management (EGADE), Monterrey Institute of Technology and Higher Education (ITESM) - Mexico City Campus
Date Posted: February 23, 2007
Working Paper Series
307 downloads
Performance Evaluation for the Banking Industry in Taiwan Based on Total Quality Management
Global Journal of Business Research, Vol. 3, No. 1 pp. 49-60, 2009
Jui-Kuei Chen
and
I. Shuo Chen
Tamkang University
and
National Chiao Tung University
Date Posted: February 27, 2010
Accepted Paper Series
307 downloads
Liquidity Risk Integration in Portfolio Choice: The Bid Efficient Frontier
Pierre Clauss
Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI)
Date Posted: January 22, 2010
Last Revised: May 27, 2010
Working Paper Series
306 downloads
Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index
Chris Brooks
and
Apostolos Katsaris
University of Reading - ICMA Centre
and
Albourne Partners Limited
Date Posted: October 22, 2005
Working Paper Series
306 downloads
Shape Factors and Cross-Sectional Risk
Andrea Roncoroni ,
Stefano Galluccio
and
Paolo Guiotto
ESSEC Business School
,
BNP Paribas Fixed Income
and
affiliation not provided to SSRN
Date Posted: December 14, 2005
Last Revised: March 29, 2010
Working Paper Series
306 downloads
The Euro-Dollar Exchange Rate: A Long Term Perspective
Jerome Teiletche
Lombard Odier Investment Managers
Date Posted: March 25, 2008
Working Paper Series
306 downloads
A Spatial Interaction Model With Spatially Structured Origin and Destination Effects
James P. LeSage and
Carlos Llano
Texas State University - McCoy College of Business Administration
and
Universidad Autónoma de Madrid
Date Posted: August 17, 2006
Working Paper Series
305 downloads
Analytical Approximations for Short Rate Models
Alexandre Antonov
and
Michael Spector
Numerix
and
Numerix
Date Posted: October 25, 2010
Working Paper Series
305 downloads
Empirical Characteristics of Money in Nigeria
Ayo Teriba
Economic Associates
Date Posted: January 11, 2006
Working Paper Series
305 downloads
Extracting Information from the Market to Price the Weather Derivatives
Helene Hamisultane
EconomiX
Date Posted: June 12, 2006
Last Revised: October 20, 2007
Working Paper Series
305 downloads
Long-Term Dependence Characteristics of European Stock Indices
Kent State University Department of Finance Working Paper
Cornelis A. Los and
Joanna M. Lipka
Alliant School of Management
and
Kent State University - Department of Finance
Date Posted: April 24, 2003
Working Paper Series
305 downloads
Look-Ahead Benchmark Bias in Portfolio Performance Evaluation
Swiss Finance Institute Research Paper No. 08-33
Gilles Daniel
,
Didier Sornette and
Peter Wohrmann
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
,
Swiss Finance Institute
and
University of Zurich - Swiss Banking Institute (ISB)
Date Posted: October 27, 2008
Working Paper Series
305 downloads
The Value of Intellectual Assets in Indian Pharmaceutical Industry: An Empirical Study of the Components of Market Value
V. Kavida
and
N. Sivakoumar
Pondicherry University, Karaikal Campus - School of Management
and
Indira Gandhi College of Arts and Science
Date Posted: March 12, 2009
Working Paper Series
305 downloads
Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments
Centre for Research in Financial Services WP #97-02
Cornelis A. Los
Alliant School of Management
Date Posted: September 17, 1997
Working Paper Series
305 downloads
A New Theory of Forecasting
ECB Working Paper No. 584, EFA 2006 Zurich Meetings
Simone Manganelli
European Central Bank (ECB)
Date Posted: February 03, 2006
Working Paper Series
304 downloads
Interpreting Data from an Experiment on Irrational Exuberance: Applying a Cusp Catastrophe Model and Technical Analysis
Journal of Technical Analysis, No. 61, Winter/Spring 2004
Henry O. Pruden
,
Bernard Paranque and
Walter Baets
Golden Gate University - Ageno School of Business
,
Kedge Business School - Euromed Management
and
Euromed Marseille Ecole de Management
Date Posted: August 16, 2005
Accepted Paper Series
304 downloads
Screening for Conspiracies: Applications for Litigation, Pre-Litigation, Regulation and Internal Monitoring
Rosa M. Abrantes-Metz
and
Patrick Bajari
Global Economics Group, LLC
and
University of Michigan at Ann Arbor - Economics
Date Posted: March 12, 2009
Working Paper Series
304 downloads
The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process
University of Copenhagen Working Paper No. 2005/03
Nikolaus Hautsch
Humboldt-Universität zu Berlin
Date Posted: June 14, 2005
Working Paper Series
304 downloads
Estimating Covariation: Epps Effect, Microstructure Noise
Lan Zhang
University of Illinois at Chicago - Department of Finance
Date Posted: February 26, 2006
Working Paper Series
303 downloads
Price-Formats as a Source of Price Dispersion: A Study of Online and Offline Prices in the Domestic US Airline Markets
Information Systems Research, Vol. 22, No. 1, pp. 83-98
Ramnath K. Chellappa
,
Raymond G. Sin and
Sivaramakrishnan Siddarth
Emory University - Goizueta Business School
,
The University of Hong Kong
and
University of Southern California - Marketing Department
Date Posted: June 05, 2007
Last Revised: April 23, 2012
Accepted Paper Series
303 downloads
A Multifactor Model of Stock Returns with Endogenous Regime Switching
University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Universität St. Gallen
and
Universität St. Gallen
Date Posted: April 12, 2004
Working Paper Series
302 downloads
Estimating the Term Structure of Government Securities in Turkey
Bogazici Univeristy Economics Working Paper No. ISS/EC-2004-03
C. Emre Alper ,
Aras Akdemir
and
Kazim Kazimov
Bogazici University - The Faculty of Economics and Administrative Sciences
,
Independent
and
International Monetary Fund (IMF)
Date Posted: August 22, 2004
Working Paper Series
302 downloads
Examining the Impact of Macro-Economic Conditions on Income Inequality
IZA Discussion Paper No. 364
Markus Jantti and
Stephen P. Jenkins
Abo Akademi University
and
London School of Economics & Political Science (LSE) - Department of Social Policy and Administration
Date Posted: September 27, 2001
Working Paper Series
302 downloads
Regional Integration and International Trade in the Context of EU Eastward Enlargement
HWWA Discussion Paper No. 218
Tiiu Paas
University of Tartu - Faculty of Economics and Business Administration
Date Posted: May 05, 2003
Working Paper Series
302 downloads
Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy
(Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
Nicholas V. Vakkur
and
Zulma J. Herrera
Trident University
and
Herrera-Vakkur Consulting
Date Posted: April 05, 2012
Accepted Paper Series
302 downloads
Should Legal Empiricists Go Bayesian?
Stanford Law and Economics Olin Working Paper No. 342
Jeff Strnad
Stanford Law School
Date Posted: June 05, 2007
Working Paper Series
302 downloads
Hedonic Price Indices for the Paris Housing Market
Allgemeines Statistisches Archiv (Journal of the German Statistical Society), Forthcoming
Raimond Maurer
,
Martin Pitzer
and
Steffen P. Sebastian
Goethe University Frankfurt - Finance Department
,
Morgan Stanley
and
University of Regensburg - International Real Estate Business School (IREBS)
Date Posted: March 30, 2006
Last Revised: November 03, 2011
Accepted Paper Series
301 downloads
The Effect of R&D Inputs and Outputs on the Relation Between the Uncertainty of Future Operating Performance and R&D Expenditures
Simon School Working Paper No. FR 09-05
Shail Pandit ,
Charles E. Wasley and
Tzachi Zach
University of Illinois at Chicago
,
University of Rochester - Simon School of Business
and
Ohio State University (OSU) - Fisher College of Business
Date Posted: January 27, 2009
Last Revised: January 02, 2010
Working Paper Series
301 downloads
The Impact of Education on Economic Growth in Guatemala: A Time-Series Analysis Applying an Error-Correction Methodology
U of Goettingen, Ibero-America Institute for Economic Research Discussion Paper No. 87
Josef Ludger Loening
University of Goettingen (Gottingen) - Ibero-America-Institute for Economic Research
Date Posted: April 15, 2003
Working Paper Series
301 downloads
The Role of Correlation Dynamics in Sector Allocation
Elena Kalotychou
,
Sotiris K. Staikouras and
Zhao Gang
City University London - Cass Business School
,
City University - Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: May 25, 2012
Last Revised: November 06, 2012
Working Paper Series
301 downloads
Early Warning System for Failing Nations
Frank Wolf and
Edward Pierce
Nova Southeastern University
and
Nova Southeastern University
Date Posted: September 14, 2001
Working Paper Series
300 downloads
Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
CFS Working Paper No. 2003/04
Stefan Mittnik and
Marc S. Paolella
University of Kiel - Institute of Statistics & Econometrics
and
University of Zurich
Date Posted: May 12, 2003
Working Paper Series
300 downloads
A Dynamic Factor Analysis of Financial Contagion in Asia
Queen Mary Economics Working Paper No. 498
Andrea Cipollini
and
George Kapetanios
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
and
University of London - Queen Mary College - Department of Economics
Date Posted: October 09, 2003
Working Paper Series
299 downloads
Inference in Incomplete Models
Alfred Galichon
and
Marc Henry
Sciences Po - Department of Economics
and
Université de Montréal, CIREQ, CIRANO
Date Posted: February 28, 2006
Working Paper Series
299 downloads
Interactions between Market and Credit Risk: Modeling the Joint Dynamics of Default-free and Defaultable Bond Term Structures
FAME Research Paper No. 56
Roger Walder
University of Lausanne (HEC), International Center FAME and Banque Cantonale Vaudoise, Switzerland
Date Posted: December 16, 2002
Working Paper Series
299 downloads
Modeling Tick-by-Tick Realized Correlations
University of St. Gallen Economics Discussion Paper No. 2008-05
Francesco Audrino
University of St. Gallen
Date Posted: February 18, 2008
Last Revised: April 27, 2008
Working Paper Series
299 downloads
Testing the Trade-Off Theory of Capital Structure: A Kalman Filter Approach
Tian Zhao and
Raul Susmel
Invesco Aim Capital Management
and
University of Houston - Department of Finance
Date Posted: March 30, 2009
Working Paper Series
299 downloads
The Telescoping Overlap Problem in Options Data
AFA 2002 Atlanta Meetings
Charlotte Strunk Hansen ,
Nagpurnanand R. Prabhala and
Bent Jesper Christensen
Platinum Grove Asset Management L.P.
,
University of Maryland - Robert H. Smith School of Business
and
University of Aarhus - Department of Economics
Date Posted: December 20, 2001
Working Paper Series
299 downloads
Asymmetry Matters: A High-Frequency Risk-Reward Trade-Off
Johannes H. Breckenfelder
and
Romeo Tedongap
Institute for Financial Research (SIFR)
and
Stockholm School of Economics
Date Posted: May 01, 2011
Last Revised: June 26, 2012
Working Paper Series
298 downloads
Estimating Probability of Default for the Foundation IRB Approach in Countries that had Experienced Extreme Credit Crises
KDI School of Pub Policy & Management Paper No. 05-12
Kun-Ho Lee
KDI School of Public Policy and Management
Date Posted: December 08, 2005
Working Paper Series
298 downloads
Estimation of Distress Costs Associated with Downgrades Using Regime Switching Models
North American Actuarial Journal, Vol. 11, No. 4, pp. 42-60, 2007
Andreas Milidonis
and
Shaun Wang
University of Cyprus - Department of Public & Business Administration
and
Georgia State University's Robinson College of Business
Date Posted: September 04, 2007
Last Revised: January 20, 2011
Accepted Paper Series
298 downloads
Inferences On Predictability Of Foreign Exchange Rates Via Generalized Spectrum And Nonlinear Models
Yongmiao Hong
and
Tae-Hwy Lee
Cornell University - Department of Economics
and
University of California, Riverside - Department of Economics
Date Posted: July 10, 2002
Working Paper Series
298 downloads
Estimation of Fractional Dependent Variables in Dynamic Panel Data Models with an Application to Firm Dividend Policy
Journal of Business and Economic Statistics, 2007, 25, 462-472.
Margaret S. Loudermilk
University of Chicago
Date Posted: October 06, 2007
Last Revised: November 16, 2007
Accepted Paper Series
297 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
Simple 3-step Censored Quantile Regression and Extramarital Affairs
MIT Dept. of Economics Working Paper No. 01-20
Victor Chernozhukov and
Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics
and
Duke University - Department of Economics
Date Posted: June 13, 2001
Working Paper Series
296 downloads
Electricity Pool Prices: Long-Term Uncertainty Characterization for Futures-Market Trading and Risk Management
Antonio J. Conejo
,
Francisco J. Nogales
,
Miguel Carrión
and
Juan M. Morales
University of Castilla-La Mancha - Department of Electrical Engineering
,
Universidad Carlos III de Madrid - Department of Statistics
,
University of Castilla-La Mancha
and
University of Castilla-La Mancha
Date Posted: May 20, 2007
Last Revised: October 12, 2008
Working Paper Series
295 downloads
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