SSRN JEL Code: C24

1.

A Comparison of Bond Pricing Models in the Pricing of Credit Risk

Number of pages: 53 Posted: 04 Jun 1999

Working Paper Series

Miikka Tauren

Credit Suisse First Boston

Downloads 3,341

2.

The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation

Number of pages: 45 Posted: 08 Nov 2005

Working Paper Series

Michael P. Murray

Bates College

Downloads 2,765

3.

How do Venture Capitalists Screen Business Plans? Evidence from The Netherlands and the US

Number of pages: 23 Posted: 16 Dec 2002

Working Paper Series

Tsvi G. Vinig and Maarten de Haan

University of Amsterdam - Department of Business Studies (BS) and affiliation not provided to SSRN

Downloads 2,062

4.

Political Economy at Any Speed: What Determines Traffic Citations?

Number of pages: 38 Posted: 08 Feb 2007 Last Revised: 07 Oct 2009

Working Paper Series

Michael D. Makowsky and Thomas Stratmann

Clemson University - John E. Walker Department of Economics and George Mason University - Buchanan Center Political Economy

Downloads 1,508

5.

Robust Standard Error Estimation in Fixed-Effects Panel Models

Number of pages: 30 Posted: 30 Sep 2004

Working Paper Series

Gabor Kezdi

Central European University (CEU) - Department of Economics

Downloads 1,486

6.

Be Careful What You Wish for: Legal Sanctions and Public Safety Among Adolescent Offenders in Juvenile and Criminal Court

Columbia Law School, Pub. Law Research Paper No. 03-61

Number of pages: 87 Posted: 06 Feb 2004 Last Revised: 21 Dec 2007

Working Paper Series

Jeffrey Fagan, Aaron Kupchik and Akiva Liberman

Columbia Law School, University of Delaware, Department of Sociology and Criminal Justice and National Institute on Drug Abuse

Downloads 1,119

7.

Filtered Market Statistics and Technical Trading Rules

Number of pages: 30 Posted: 05 May 2013

Working Paper Series

Z. George Yang

Flexible Plan Investments, Ltd.

Downloads 1,103

8.

Econometric Methods in Staples

Princeton Law & Public Affairs Paper No. 04-007

Number of pages: 21 Posted: 09 Jul 2004

Working Paper Series

Orley Ashenfelter, David Ashmore, Jonathan B. Baker, Suzanne Gleason and Daniel S. Hosken

Princeton University - Industrial Relations Section, Princeton University, American University - Washington College of Law, Trinity College - Department of Economics and Government of the United States of America - Federal Trade Commission

Downloads 1,084

9.

Corporate Credit Risk Modelling and the Macroeconomy

Journal of Banking and Finance, Forthcoming

Number of pages: 29 Posted: 09 Dec 2004

Working Paper Series

Tor Jacobson, Kenneth Carling, Jesper Lindé and Kasper Roszbach

Sveriges Riksbank - Research Division, Uppsala University, Sveriges Riksbank - Research Division and Norges Bank

Downloads 900

10.

Banking Regulations, Cost and Profit Efficiency: Cross-Country Evidence

International Review of Financial Analysis, 2009, 18 (5), 294-302

Number of pages: 34 Posted: 09 Mar 2008 Last Revised: 28 Sep 2012

Accepted Paper Series

Fotios Pasiouras, Sailesh K. Tanna and C. Zopounidis

Technical University of Crete, Coventry University and Technical University of Crete (TUC) - Department of Production Engineering and Management

Downloads 897

11.

Customer-Base Analysis on a 'Data Diet': Model Inference Using Repeated Cross-Sectional Summary (RCSS) Data

Number of pages: 38 Posted: 14 Nov 2010 Last Revised: 22 Dec 2013

Working Paper Series

Kinshuk Jerath, Peter Fader and Bruce Hardie

Columbia University - Columbia Business School, University of Pennsylvania - Marketing Department and London Business School

Downloads 891

12.

Basel II and Operational Risk: Implications for Risk Measurement and Management in the Financial Sector

National Bank of Belgium Working Paper No. 51

Number of pages: 58 Posted: 14 Oct 2010

Working Paper Series

Ariane Chapelle, Yves Crama, Georges Hubner and Jean-Philippe Peters

University College London - Department of Computer Science, University of Liege - HEC Management School, HEC Management School - University of Liège and Deloitte Luxembourg

Downloads 767

13.

On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements

Number of pages: 43 Posted: 13 Feb 2012

Working Paper Series

Nikolaus Hautsch and Ruihong Huang

University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin

Downloads 758

14.

Implications of Data Restrictions on Performance Measurement and Tests of Rational Pricing

EFA 0174

Number of pages: 41 Posted: 29 Nov 1999

Working Paper Series

S.P. Kothari, Jowell S. Sabino and Tzachi Zach

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Ohio State University (OSU) - Fisher College of Business

Downloads 698

15.

Capital and Risk: New Evidence on Implications of Large Operational Losses

FRB of Boston Working Paper No. 03-5

Number of pages: 31 Posted: 13 Jan 2005

Working Paper Series

Patrick de Fontnouvelle, Virginia De Jesus-Rueff, John S. Jordan and Eric S. Rosengren

Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc., FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation

Downloads 675

16.

Tracking the Libor Rate

Number of pages: 30 Posted: 23 Jul 2010

Working Paper Series

Rosa M. Abrantes-Metz and Sofia Berto Villas-Boas

Global Economics Group, LLC and University of California, Berkeley - Agricultural & Resource Economics

Downloads 647

17.

Markov-Switching GARCH Models in R: The MSGARCH Package

Number of pages: 29 Posted: 02 Oct 2016 Last Revised: 23 Jan 2017

Working Paper Series

David Ardia, Keven Bluteau, Kris Boudt and Denis-Alexandre Trottier

University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students, Vrije Universiteit Brussel (VUB) and Laval University

Downloads 639

18.

Cost Inefficiency, Size of Firms and Takeovers

Stern Working Paper No. SOR 2001-4; Milken Institute Working Paper

Number of pages: 46 Posted: 02 Aug 2001

Working Paper Series

Susanne Trimbath, Halina Frydman and Roman Frydman

STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics

There are 4 versions of this paper

Downloads 623

19.

Deregulation Process, Governance Structures and Efficiency: The U.S. Electric Utility Sector

University of California Energy Institute Energy Policy and Economics Working Paper No. 004, Standord GSB Research Paper No. 1790

Number of pages: 35 Posted: 05 May 2003

Working Paper Series

Magali A. Delmas and Yesim Tokat

University of California, Los Angeles (UCLA) and University of California, Santa Barbara - Department of Economics

Downloads 605

20.

Estimating the Technical and Scale Efficiency of Greek Commercial Banks: The Impact of Credit Risk, Off-Balance Sheet Activities, and International Operations

Research in International Business and Finance, Vol. 22, pp. 301-308, 2008

Number of pages: 38 Posted: 25 Oct 2006 Last Revised: 26 Jan 2009

Accepted Paper Series

Fotios Pasiouras

Technical University of Crete

Downloads 568

21.

Bank Efficiency and Share Performance: Evidence from Greece

Applied Financial Economics, Vol. 18, No. 14, pp. 1121-1130, 2008

Number of pages: 1 Posted: 06 Feb 2007 Last Revised: 15 Jul 2009

Accepted Paper Series

Fotios Pasiouras, Aggeliki Liadaki and C. Zopounidis

Technical University of Crete, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Downloads 564

22.

Estimating and Analysing the Cost Efficiency of Greek Cooperative Banks: An Application of Two-Stage Data Envelopment Analysis

International Journal of Financial Services Management, 2011, 5 (1), 34-51 , University of Bath School of Management Working Paper Series No. 2007.12

Number of pages: 26 Posted: 03 Jun 2007 Last Revised: 28 Sep 2012

Working Paper Series

Fotios Pasiouras, Emmanouil Sifodaskalakis and C. Zopounidis

Technical University of Crete, Eurobank EFG and Technical University of Crete (TUC) - Department of Production Engineering and Management

Downloads 540

23.

Trading and Under-Diversification

Forthcoming, Review of Finance, AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper

Number of pages: 51 Posted: 16 Jan 2006 Last Revised: 18 Jun 2013

Accepted Paper Series

Anders Anderson

Swedish House of Finance

Downloads 517

24.

High Yield Financing and Efficiency-Enhancing Takeovers

Milken Institute Policy Brief No. 22

Number of pages: 29 Posted: 17 May 2001

Working Paper Series

Susanne Trimbath

STP Advisory Services, LLC

Downloads 507

25.

Regulations, Supervision and Banks' Cost and Profit Efficiency Around the World: A Stochastic Frontier Approach

University of Bath Management Working Paper No. 2007.05

Number of pages: 57 Posted: 21 Mar 2007

Working Paper Series

Fotios Pasiouras, Sailesh K. Tanna and C. Zopounidis

Technical University of Crete, Coventry University and Technical University of Crete (TUC) - Department of Production Engineering and Management

Downloads 488

26.

Applying the Fractional Response Model to Survey Research in Accounting

Harvard Business School Accounting & Management Unit Working Paper No. 16-016

Number of pages: 45 Posted: 13 Aug 2015 Last Revised: 10 Jan 2017

Working Paper Series

Susanna Gallani and Ranjani Krishnan

Harvard Business School and Michigan State University - Department of Accounting & Information Systems

Downloads 472

27.

Fiscal Decentralization and Public Sector Efficiency: Evidence from OECD Countries

CESifo Working Paper Series No. 2364

Number of pages: 36 Posted: 19 Aug 2008

Working Paper Series

Antonis Adam, Manthos D. Delis and Pantelis Kammas

University of Ioannina - Department of Economics, Montpellier Business School and University of Ioannina - Department of Economics

Downloads 469

28.

Modeling the Formation of Dyadic Relationships between Consumers in Online Communities

Number of pages: 41 Posted: 07 Nov 2007

Working Paper Series

Vishal Narayan and Sha Yang

NUS Business School and University of Southern California - Marshall School of Business

Downloads 430

29.

Institutional Ownership, Analyst Following, and Share Prices

Journal of Banking and Finance, Forthcoming

Number of pages: 51 Posted: 23 Feb 2010 Last Revised: 03 Jul 2012

Accepted Paper Series

Chitru S. Fernando, Vladimir A. Gatchev and Paul A. Spindt

University of Oklahoma - Michael F. Price College of Business, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business

Downloads 422

30.

Assessing the Allocation of Aid: Developmental Concerns and the Self-Interest of Donors

Kiel Working Paper No. 1253

Number of pages: 42 Posted: 03 Jul 2005

Working Paper Series

Gustavo J. Canavire Bacarreza, Peter Nunnenkamp, Rainer Thiele and Luis Triveno

Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), University of Kiel, Kiel Institute for the World Economy and Kiel Institute for World Economics - Advanced Studies Program

Downloads 421

31.

Which Hedge Fund Styles Hedge Against Bad Times?

Number of pages: 55 Posted: 18 Aug 2013 Last Revised: 24 Feb 2015

Working Paper Series

Charles Cao, David Rapach and Guofu Zhou

Pennsylvania State University, Saint Louis University - John Cook School of Business and Washington University in St. Louis - Olin School of Business

Downloads 408

32.

Decomposing the Gender Wage Gap in the Netherlands with Sample Selection Adjustments

IZA Discussion Paper No. 1400

Number of pages: 53 Posted: 16 Nov 2004

Working Paper Series

James Albrecht, Aico van Vuuren and Susan Vroman

Georgetown University - Department of Economics, Erasmus University Rotterdam (EUR) - Department of Economics and Georgetown University

Downloads 406

33.

Competing Risks for Hedge Fund Survival

Number of pages: 30 Posted: 10 Nov 2005

Working Paper Series

Fabrice Douglas Rouah

McGill University - Desautels Faculty of Management

Downloads 377

34.

Liquidity in the Over-the-Counter Market for Corporate Bonds

Number of pages: 31 Posted: 17 Jan 2008

Working Paper Series

Melissa Woodley

Samford University - Brock School of Business

Downloads 364

35.

Language, Legal Origins, and Culture before the Courts: Cross-Citations between Supreme Courts in Europe

Supreme Court Economic Review, Vol. 21, 2013, Fordham Law Legal Studies Research Paper No. 1719183

Number of pages: 64 Posted: 05 Dec 2010 Last Revised: 29 Jan 2014

Accepted Paper Series

Martin Gelter and Mathias M. Siems

Fordham University School of Law and Durham University - Durham Law School

Downloads 357

36.

Corporate Governance and Firm's Efficiency: The Case of a Transitional Country, Ukraine

Journal of Productivity Analysis, Vol. 25, No. 1, pp. 143-157, 2006, UCL Discussion Paper No. 0429

Number of pages: 24 Posted: 03 Mar 2006

Accepted Paper Series

Valentin Zelenyuk and Vitaliy Zheka

Catholic University of Louvain and Lviv Academy of Commerce

Downloads 354

37.

The Choice of Ownership Structure: Evidence from Russian Mass Privatization

EFA 2005 Moscow Meetings, ICEF Working Paper

Number of pages: 42 Posted: 07 Mar 2005 Last Revised: 25 Dec 2011

Working Paper Series

Carsten Sprenger

National Research University Higher School of Economics

Downloads 344

38.

Why Do Share Price Levels Matter? Investor Clienteles, Monitoring and Firm Performance

Number of pages: 46 Posted: 08 Mar 2004 Last Revised: 19 Sep 2011

Working Paper Series

Chitru S. Fernando, Vladimir A. Gatchev and Paul A. Spindt

University of Oklahoma - Michael F. Price College of Business, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business

Downloads 335

39.

On Marginal Effects in Semiparametric Censored Regression Models

Number of pages: 7 Posted: 25 Apr 2009

Working Paper Series

Bo E. Honoré

Princeton University - Department of Economics

Downloads 331

40.

Simple 3-step Censored Quantile Regression and Extramarital Affairs

MIT Dept. of Economics Working Paper No. 01-20

Number of pages: 30 Posted: 13 Jun 2001

Working Paper Series

Victor Chernozhukov and Han Hong

Massachusetts Institute of Technology (MIT) - Department of Economics and Independent

Downloads 325

41.

The Effect of Household Characteristics on Poverty and Living Standards in South Africa

Number of pages: 41 Posted: 27 Sep 2000

Working Paper Series

Pushkar Maitra

Monash University - Department of Economics

Downloads 319

42.

A Cultural Explanation of the Foreign Bias in International Asset Allocation

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 31 Posted: 12 Aug 2008 Last Revised: 01 Apr 2009

Working Paper Series

Sjoerd Beugelsdijk and Bart Frijns

University of Groningen and Auckland University of Technology - Faculty of Business & Law

Downloads 317

43.

Tax Evasion and Social Interactions

IZA Discussion Paper No. 1359; CIRPEE Working Paper 04-32

Number of pages: 31 Posted: 15 Jan 2005

Working Paper Series

Bernard Fortin, Guy Lacroix and Marie Claire Villeval

Laval University - Département d'Économique, Laval University - Département d'Économique and National Center for Scientific Research (CNRS) - Groupe d'Analyse et de Théorie Economique (GATE)

There are 2 versions of this paper

Downloads 314

44.

The Demand for Football in Switzerland: An Empirical Estimation

Number of pages: 20 Posted: 25 Jan 2008 Last Revised: 28 Oct 2009

Working Paper Series

Andrea Baranzini, José V. Ramirez and Sylvain Weber

University of Applied Sciences Western Switzerland - Geneva School of Business Administration, University of Applied Sciences Western Switzerland - Geneva School of Business Administration and University of Neuchatel - Institute for Research in Economics (IRENE)

Downloads 313

45.

A Panel Smooth Transition Regression Model for the Determinants of Inflation Expectations and Credibility in the ECB and the Recent Financial Crisis

Number of pages: 40 Posted: 02 Aug 2011 Last Revised: 12 Jan 2012

Working Paper Series

Anjeza Kadilli and Nikolay Markov

University of Geneva, School of Economics and Management and University of Geneva - Faculty of Economic and Social Sciences

Downloads 302

46.

Magnatune - Variable Pricing for Music

Number of pages: 31 Posted: 17 May 2005

Working Paper Series

Tobias Regner and Javier A. Barria

Universität Jena and Imperial College London

Downloads 288

47.

Detecting Problems in Survey Data Using Benford's Law

Number of pages: 30 Posted: 23 Feb 2006 Last Revised: 04 Nov 2007

Working Paper Series

George Judge and Laura Schechter

University of California, Berkeley - Department of Agricultural & Resource Economics and University of Wisconsin at Madison - Agricultural and Applied Economics

Downloads 260

48.

Determinants of Human Capital Theory, Growth and Brain Drain: An Econometric Analysis for 77 Countries

Applied Econometrics and International Development, Vol. 5-2 2005

Number of pages: 32 Posted: 21 Aug 2008

Accepted Paper Series

Melike Bildirici, Seçkin Sunal, Elcin Aykac Alp and Melda Orcan

Yildiz Technical University, Yildiz Technical University, affiliation not provided to SSRN and affiliation not provided to SSRN

Downloads 258

49.

Real-Time Evaluation of Email Campaign Performance

Number of pages: 48 Posted: 08 Nov 2006

Working Paper Series

Xavier Dreze

University of Pennsylvania - The Wharton School

Downloads 252

50.

Education, Family Background and Racial Earnings Inequality in Brazil

International Journal of Manpower, Forthcoming

Number of pages: 42 Posted: 08 Mar 2004

Accepted Paper Series

Omar Arias, Gustavo Yamada and Luis R. Tejerina

World Bank, Universidad del Pacifico, Peru - Department of Economics and Inter-American Development Bank (IADB)

Downloads 247

Quick Links

Rankings

About