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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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  Last 12 months:
68,898

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To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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238,027
Total References: 8,463,775
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5,708,794
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C1
1,880,463 Total downloads
Showing Papers 981 - 1,030 of 8,578
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Incl. Electronic Paper Fiscal Decentralization and Public Sector Efficiency: Evidence from OECD Countries
CESifo Working Paper Series No. 2364
Antonis Adam , Manthos D. Delis and Pantelis Kammas
University of Ioannina - Department of Economics , University of Surrey - Surrey Business School and University of Ioannina - Department of Economics
Date Posted: August 19, 2008
Working Paper Series
374 downloads

Incl. Electronic Paper Rejoinder (To Comments on Realized Variance and Market Microstructure Noise)
Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: January 03, 2006
Working Paper Series
374 downloads

Incl. Electronic Paper Stress Testing with Student's T Dependence
ERIM Report Series Reference No. ERS-2003-056-F&A
Erik Kole , Kees C. G. Koedijk and Marno Verbeek
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute , Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management
Date Posted: August 26, 2006
Working Paper Series
374 downloads

Incl. Electronic Paper Dating the Timeline of Financial Bubbles During the Subprime Crisis
Cowles Foundation Discussion Paper No. 1770
Peter C. B. Phillips and Jun Yu
Yale University - Cowles Foundation and Singapore Management University
Date Posted: September 14, 2010
Working Paper Series
373 downloads

Incl. Electronic Paper Uncertain Correlation Model
Wilmott Journal, Vol. 2, December 2010
Christian Kamtchueng
Barclays Capital
Date Posted: July 14, 2009
Last Revised: March 15, 2012
Accepted Paper Series
373 downloads

Incl. Electronic Paper Are Potential Effects of SFAS 158 Associated with Firms’ Decisions to Freeze Their Defined Benefit Pension Plans?
Review of Accounting and Finance, Vol. 9, No. 4, pp. 424-451
Cathy Beaudoin , Nandini Chandar and Edward M. Werner
University of Vermont , Drexel University - Department of Accounting and Tax and Drexel University - Bennett S. LeBow College of Business
Date Posted: September 10, 2007
Last Revised: January 27, 2011
Accepted Paper Series
372 downloads

Incl. Electronic Paper 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
372 downloads

Incl. Electronic Paper Currency Dependence of Corporate Credit Spreads
Rainer Jankowitsch and Stefan Pichler
Vienna University of Economics and Business and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Date Posted: May 06, 2003
Working Paper Series
371 downloads

Incl. Electronic Paper A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals
Swiss Finance Institute Research Paper No. 09-14
Li Lin , Ruoen Ren and Didier Sornette
China Academy of Financial Research (CAFR) , Beihang University (BUAA) and Swiss Finance Institute
Date Posted: July 12, 2009
Working Paper Series
370 downloads

Incl. Electronic Paper Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: October 02, 2006
Working Paper Series
370 downloads

Incl. Electronic Paper 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
370 downloads

Incl. Electronic Paper Performance Evaluation with Stochastic Discount Factors
Heber Farnsworth , Wayne E. Ferson , David Jackson and Steven K. Todd
Pennsylvania State University - Department of Finance , University of Southern California , Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Date Posted: February 26, 2002
Working Paper Series
370 downloads

Incl. Electronic Paper Simple and Bias-Corrected Matching Estimators for Average Treatment Effects
Alberto Abadie and Guido W. Imbens
Harvard University - Harvard Kennedy School (HKS) and University of California, Berkeley - Department of Economics
Date Posted: January 14, 2003
Working Paper Series
370 downloads

Incl. Electronic Paper The Combined Signal Approach to Technical Analysis: A Review & Commentary
Camillo Lento
Lakehead University
Date Posted: May 28, 2009
Last Revised: May 31, 2009
Working Paper Series
370 downloads

Incl. Electronic Paper 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
370 downloads

Incl. Electronic Paper Asymmetry of Information Flow between Volatilities Across Time Scales
Ramazan Gencay , Faruk Selcuk , Nikola Gradojevic and Brandon Whitcher
Simon Fraser University , Bilkent University - Department of Economics , Lakehead University - Faculty of Business Administration and National Center for Atmospheric Research
Date Posted: May 05, 2003
Last Revised: June 17, 2009
Working Paper Series
369 downloads

Incl. Electronic Paper Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options
EFMA 2001 Lugano Meetings
Mark Davis , Walter Schachermayer and Robert Tompkins
Vienna University of Technology - Financial and Actuarial Mathematics Research Group , Vienna University of Technology and Business School of Finance & Management (HfB) - Bankakademie Group
Date Posted: March 09, 2001
Working Paper Series
369 downloads

Incl. Electronic Paper Measurement and Estimation of Credit Migration Matrices
Wharton Financial Institutions Center Working Paper No. 03-08
Yusuf Jafry and Til Schuermann
Massachusetts Institute of Technology (MIT) and Oliver Wyman
Date Posted: May 09, 2003
Working Paper Series
368 downloads

Incl. Electronic Paper Random Matrix Approach for Financial Data Correlation
Liang-Xin Li
Hunan International Economics University
Date Posted: March 26, 2008
Working Paper Series
368 downloads

Incl. Electronic Paper Robust Efficient Method of Moments
Fabio Trojani and Claudio Ortelli
Swiss Finance Institute and University of Lugano
Date Posted: October 16, 2002
Working Paper Series
368 downloads

Incl. Electronic Paper Nonlinear Forecasts of Foreign Exchange Rates: First Results for the Euro/dollar Dynamics
MODEM Working Paper No. 03/05
Nicolas Wesner
University of Paris 10 Nanterre - Department of Economics
Date Posted: August 25, 2003
Working Paper Series
367 downloads

Incl. Electronic Paper What is Co-movement?
EUR Working Paper No. 20759 EN
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 01, 2004
Working Paper Series
367 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper Endogenous Events and Long Run Returns
EFA 2004 Maastricht Meetings Paper No. 4576
S. Viswanathan and Bin Wei
Duke University - Fuqua School of Business and Federal Reserve Board
Date Posted: January 31, 2005
Working Paper Series
366 downloads

Incl. Electronic Paper 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
366 downloads

Incl. Electronic Paper Measurement of Financial Risk Persistence
Cornelis A. Los
Alliant School of Management
Date Posted: February 24, 2005
Working Paper Series
366 downloads

Incl. Electronic Paper 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
366 downloads

Incl. Electronic Paper The Contagion Between Corporate and Personal Bankruptcy
Journal of Financial Transformation, Forthcoming
Harlan D. Platt and Sebahattin Demirkan
Northeastern University and Suffolk University - Sawyer School of Management
Date Posted: April 24, 2009
Last Revised: December 05, 2012
Accepted Paper Series
366 downloads

Incl. Electronic Paper Bubble, Critical Zone and the Crash of Royal Ahold
Gerrit Broekstra , Didier Sornette and Wei-Xing Zhou
Nyenrode University , Swiss Finance Institute and East China University of Science and Technology - School of Business
Date Posted: March 26, 2004
Working Paper Series
365 downloads

Incl. Electronic Paper Fixed and Random Effects Models for Count Data
Leonard N. Stern School of Business Paper No. ISSN 1547-3651
William H. Greene
New York University Stern School of Business
Date Posted: June 03, 2007
Working Paper Series
365 downloads

Incl. Electronic Paper Forecasting the Yield Curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
EFA 2005 Moscow Meetings, ECB Working Paper No. 544, AFA 2007 Chicago Meetings Paper
Emanuel Moench
Federal Reserve Bank of New York
Date Posted: March 06, 2005
Working Paper Series
365 downloads

Incl. Electronic Paper Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, 2011
Georges Dionne , Genevieve Gauthier , Nadia Ouertani and Nabil Tahani
HEC Montreal - Department of Finance , HEC Montreal , IESEG School of Management and York University - Atkinson School of Administrative Studies
Date Posted: February 27, 2006
Last Revised: February 09, 2012
Working Paper Series
365 downloads

Incl. Electronic Paper Empirical Evidence of Conditional Heteroskedasticity in Vietnam's Stock Returns Time Series (for its entire existence through August 21, 2002)
Proceedings & Communications of the Annual Meeting of the Society, Forthcoming
Quan Hoang Vuong
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels)
Date Posted: September 20, 2002
Accepted Paper Series
364 downloads

Incl. Electronic Paper Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio
Paolo Vanini and Simone Farinelli
Zurich Cantonal Bank and Core Dynamics GmbH
Date Posted: May 17, 2006
Working Paper Series
364 downloads

Incl. Electronic Paper Multiple Comparisons of Return Distributions: A New Look at the Day-of-the-Week Effect

Dan Galai and Haim Kedar-Levy
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
Date Posted: March 12, 2002
Working Paper Series
364 downloads

Incl. Electronic Paper Predicting Returns with Managerial Decisions Variables: Is There a Small-Sample Bias?
Malcolm P. Baker , Ryan Taliaferro and Jeffrey Wurgler
Harvard Business School , Acadian Asset Management and NYU Stern School of Business
Date Posted: September 28, 2004
Last Revised: August 12, 2008
Working Paper Series
364 downloads

Incl. Electronic Paper The Predictive Success and Profitability of Chart Patterns in the Euro/Dollar Foreign Exchange Market
IAG Working Paper No. 95-03, CORE Discussion Paper No. 2004/35
Walid Ben Omrane and Hervé Van Oppens
Brock University - Department of Finance, Operations and Information Systems (FOIS) and Catholic University of Louvain (UCL) - Department of Business Administration (IAG) - Finance Unit
Date Posted: January 13, 2004
Working Paper Series
364 downloads

Incl. Electronic Paper Tracking the Libor Rate
Rosa M. Abrantes-Metz and Sofia Berto Villas-Boas
Global Economics Group, LLC and University of California, Berkeley - Agricultural & Resource Economics
Date Posted: July 23, 2010
Working Paper Series
364 downloads

Incl. Electronic Paper The Devil in the Details: The Interrelationship Among Citizenship, Rule of Law and Form-Adhesive Contracts
Connecticut Law Review, Vol. 41, No. 2, December 2008, 3rd Annual Conference on Empirical Legal Studies Papers
Zev J. Eigen
Northwestern University School of Law
Date Posted: March 12, 2008
Last Revised: December 17, 2008
Accepted Paper Series
363 downloads

Incl. Electronic Paper 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
362 downloads

Incl. Electronic Paper The Application of Performance Measurement in the Service Quality Concept: The Case of a Greek Service Organization
Alexandros Garefalakis and Nikolaos Sariannidis
Hellenic Open University and affiliation not provided to SSRN
Date Posted: March 15, 2009
Last Revised: August 24, 2009
Working Paper Series
362 downloads

Incl. Electronic Paper A CDO Option Market Model for Standardized CDS Index Tranches
Jochen Dorn
ASB, Aarhus University
Date Posted: May 29, 2008
Last Revised: May 03, 2010
Working Paper Series
361 downloads

Incl. Electronic Paper Penny Wise, Dollar Foolish: The Left-Digit Effect in Security Trading
Utpal Bhattacharya , Craig W. Holden and Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance , Indiana University Bloomington - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: November 19, 2008
Last Revised: March 10, 2010
Working Paper Series
361 downloads

Incl. Electronic Paper The Nearest Correlation Matrix Problem: Solution by Differential Evolution Method of Global Optimization
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: April 15, 2007
Last Revised: March 07, 2013
Working Paper Series
361 downloads

Incl. Electronic Paper 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
360 downloads

Incl. Electronic Paper A Mathematical Approach to the Study of the United States Code
Physica A, Vol. 389, 2010
Michael James Bommarito II and Daniel Martin Katz
Bommarito Consulting, LLC and Michigan State University - College of Law
Date Posted: March 29, 2010
Last Revised: August 02, 2012
Accepted Paper Series
360 downloads

Incl. Electronic Paper Panel-Data Estimation of Non-Linear Term-Structure Models
Peter Honore
Danske Bank - Danske Markets
Date Posted: May 01, 1998
Working Paper Series
360 downloads

Incl. Electronic Paper Global Optimization By Particle Swarm Method: A Fortran Program
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: August 04, 2006
Working Paper Series
359 downloads

Incl. Electronic Paper Learning about Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
Swiss Finance Institute Research Paper No. 08-36
Tobias Adrian and Francesco A. Franzoni
Federal Reserve Bank of New York and Swiss Finance Institute
Date Posted: November 21, 2008
Working Paper Series
359 downloads

Incl. Electronic Paper Timing and Volatility Quantitative Model
Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: June 10, 2009
Last Revised: November 21, 2010
Working Paper Series
359 downloads


 

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