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1,880,463 Total downloads
Showing Papers 981 - 1,030 of 8,578
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Random Matrix Approach for Financial Data Correlation
Liang-Xin Li
Hunan International Economics University
Date Posted: March 26, 2008
Working Paper Series
368 downloads
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
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
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
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
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
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
Measurement of Financial Risk Persistence
Cornelis A. Los
Alliant School of Management
Date Posted: February 24, 2005
Working Paper Series
366 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
366 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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