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SSRN eLibrary Search Results
JEL Code: C5
1,862,257 Total downloads
Showing Papers 1,801 - 1,850 of 8,839
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1 2 3 4 ... 177 | Next >
   

Incl. Electronic Paper The P&L Attribution Test
Kevin Fergusson
University of Melbourne - Centre for Actuarial Studies
Date Posted: December 03, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market
Victor Haghani and Andrew Morton
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Date Posted: December 02, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Global Trade Flows: Revisiting the Exchange Rate Elasticities
Banque de France Working Paper No. 608
Matthieu Bussière, Guillaume Gaulier and Walter Steingress
Banque de France, Banque de France and Banque de France
Date Posted: December 02, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper An Early Warning System for Macro-Prudential Policy in France
Banque de France Working Paper No. 609
Virginie Coudert and Julien Idier
Banque de France and Banque de France - Centre de Recherche
Date Posted: December 02, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Tests for Relevance and Redundancy of Moment Conditions
Alexander Larin
National Research University Higher School of Economics
Date Posted: December 02, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper On Optimising Risk Exposures with Trend-Following Strategies in Currency Overlay Portfolios
Kai-Hong Tee
Loughborough University - School of Business and Economics
Date Posted: December 01, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Using Dynamic Model Averaging in State Space Representation with Dynamic Occam's Window and Applications to the Stock and Gold Market
Marian Risse and Ludwig Ohl
University of the German Federal Armed Forces - Helmut Schmidt Universität and University of Duisburg-Essen
Date Posted: December 01, 2016
Last Revised: December 03, 2016
Working Paper Series
7 downloads

Designing Online Information Aggregation and Prediction Markets for MBA Courses
Interdisciplinary Journal of E-Learning and Learning Object, Volume 5, 2009
Daphne Ruth Raban and Dorit Geifman
University of Haifa and Independent
Date Posted: November 30, 2016
Accepted Paper Series

Incl. Electronic Paper What Does It Take to Make the Proper Restaurant Design?
Proceedings of International Conference on Tourism Gastronomy & Tourist Destination, paper ID 1-85-Tourism, organized by STIPar Trisakti, November 14-15, 2016 at the Jakarta Convention Center, Jakarta, Indonesia
Samuel P. D. Anantadjaya, Irma M. Nawangwulan, Aditya Nova Putra, Kevin Juliawan, Yoanita Alexandra, Livia Christie and Timotius A Rachmat
International University Liaison Indonesia (IULI), Universitas Pembangunan Jaya, Independent, Independent, Independent, Independent and International University Liaison Indonesia (IULI)
Date Posted: November 30, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper The New Concept of Money: From Record-of-Value (RoV) to Record-of-Entropy (RoE)
Kartik Hegadekatti
Government of India, Ministry of Railways
Date Posted: November 30, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Dynamic Factor Network Model with an Application to Global Credit-Risk
Tinbergen Institute Discussion Paper 16-105/III
Falk Brauning and Siem Jan Koopman
Federal Reserve Banks - Federal Reserve Bank of Boston and VU University Amsterdam
Date Posted: November 30, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Deciphering Macroeconomic Uncertainty: A 3-Dimensional View
Yun Liao and Jacky Yuk-chow So
University of Macau - Faculty of Business Administration and University of Macau
Date Posted: November 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Comparison of the Tails of Market Return Distributions
OPTIMUM. STUDIA EKONOMICZNE NR 5 (71) 2014
Grzegorz Koronkiewicz and Pawel Jamroz
Independent and University of Bialystok - Faculty of Economics and Management
Date Posted: November 28, 2016
Accepted Paper Series
17 downloads

Incl. Electronic Paper How Important are Inflation Expectations for the Nominal Yield Curve?
Roberto Gomez Cram
University of Pennsylvania - The Wharton School
Date Posted: November 28, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Beta-Boosted Ensemble for Big Credit Scoring Data
SFB 649 Discussion Paper 2016-052
Maciej Zieba and Wolfgang K. Härdle
Wroclaw University of Technology and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: November 28, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Dynamic Factor Network Model with an Application to Global Credit Risk
FRB of Boston Working Paper No. 16-13
Falk Bräuning and Siem Jan Koopman
Federal Reserve Banks - Federal Reserve Bank of Boston and VU University Amsterdam
Date Posted: November 23, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Modelling the Volatility of the Canadian Banking Industry through Univariate GARCH-Family Models
Enrique Muñoz-Salido
Brighton Business School, University of Brighton, Students
Date Posted: November 23, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models
Anthony Glass, Karligash Kenjegalieva, Robin C. Sickles and Tom G. Weyman-Jones
Loughborough University - School of Business and Economics, Loughborough University - School of Business and Economics, Rice University - Department of Economics and Loughborough University - Department of Economics
Date Posted: November 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Peers and Alcohol: Evidence from Russia
Evgeny Yakovlev
New Economic School
Date Posted: November 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Demand for Alcohol Consumption and Implication for Mortality: Evidence from Russia
Evgeny Yakovlev
New Economic School
Date Posted: November 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
Globalization and Monetary Policy Institute Working Paper No. 290
Alexander Chudik, George Kapetanios and M. Hashem Pesaran
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of London - Queen Mary College - Department of Economics and USC Dornsife Institute for New Economic Thinking
Date Posted: November 22, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Speci fication Tests for the Propensity Score
Pedro H. C. Sant'Anna and Xiaojun Song
Vanderbilt University - College of Arts and Science - Department of Economics and Peking University - Guanghua School of Management
Date Posted: November 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Viewing Discretionary and Non-Discretionary Accruals Through the Univariate Lens: A Conditional Heteroscedastic Mean-Variance Approach
Albert Kwame Mensah
City university of Hong Kong
Date Posted: November 18, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility Models
Quaderni - Working Paper DSE N° 1084,
Francesca Lilla
University of Bologna - Department of Economics
Date Posted: November 17, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Value-at-Risk Prediction in R with the GAS Package
David Ardia, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, Vrije Universiteit Brussel (VUB) and University of Rome, 'Tor Vergata'
Date Posted: November 17, 2016
Last Revised: December 03, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper Information Variables and Equity Premium Predictability: Canadian Evidence
Stéphane Chrétien and Frank Coggins
Université Laval and Université de Sherbrooke - Faculty of Administration
Date Posted: November 17, 2016
Working Paper Series
10 downloads

Risk Evaluations with Robust Approximate Factor Models
Journal of Banking and Finance, Forthcoming
Yu-Min Yen
Department of International Business, National Chengchi University
Date Posted: November 17, 2016
Accepted Paper Series

Incl. Electronic Paper To Rebate or Not to Rebate: Fuel Economy Standards vs. Feebates
Isis Durrmeyer and Mario Samano
University of Toulouse 1 - Toulouse School of Economics (TSE) and HEC Montreal
Date Posted: November 17, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Signaling Effects of Monetary Policy
FRB of Chicago Working Paper No. WP-2016-14
Leonardo Melosi
Federal Reserve Bank of Chicago
Date Posted: November 17, 2016
Working Paper Series
3 downloads

Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmented?
Dimitrios Anastasiou, Helen Louri and Efthymios G. Tsionas
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Economics and Lancaster University
Date Posted: November 17, 2016
Working Paper Series

Incl. Electronic Paper Economic Forecasting in Theory and Practice: An Interview with David F. Hendry
FRB International Finance Discussion Paper No. 1184
Neil R. Ericsson
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Date Posted: November 17, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper What is the Optimal Tick Size? A Cross-Sectional Analysis of Execution Costs on NASDAQ
Julius Bonart
Imperial College London, CFM-Imperial Institute of Quantitative Finance
Date Posted: November 16, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper The Dynamics of Ex-Ante Weighted Spread: An Empirical Analysis
Georges Dionne and Xiaozhou Zhou
HEC Montreal - Department of Finance and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: November 16, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Ethanol Hedging Strategies Using Dynamic Multivariate GARCH
Sergio Garcia
University of Texas - Rio Grande Valley
Date Posted: November 16, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Investors' Behavior on S&P 500 Index during Periods of Market Crashes: A Visibility Graph Approach
Michail Vamvakaris, Athanasios A. Pantelous and Konstantin Zuev
University of Liverpool, University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty and California Institute of Technology
Date Posted: November 16, 2016
Working Paper Series
79 downloads

Incl. Electronic Paper Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions
Yu-Min Yen
Department of International Business, National Chengchi University
Date Posted: November 16, 2016
Last Revised: November 20, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper High Frequency Market Making with Machine Learning
Matthew Francis Dixon
Stuart School of Business, Illinois Tech
Date Posted: November 15, 2016
Last Revised: November 28, 2016
Working Paper Series
136 downloads

Incl. Electronic Paper Estimating Stock Market Volatility with Asymmetric Arch, GARCH and Expanded GARCH Models
Wei Jianguo and Md. Qamruzzaman
Wuhan University and Wuhan University - Economics and Management School of Wuhan University, Students
Date Posted: November 14, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A New Index of Housing Sentiment
Lasse Bork, Stig Vinther Møller and Thomas Quistgaard Pedersen
Aalborg University - Department of Business and Management, University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: November 11, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper There are No Predictable Jumps in Arbitrage-Free Markets
Markus Pelger
Stanford University - Management Science & Engineering
Date Posted: November 11, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Forecastability and Statistical Characteristics of Aggregate Oil and Gas Investments on the Norwegian Continental Shelf
CESifo Working Paper Series No. 6113
Sindre Lorentzen and Petter Osmundsen
University of Stavanger and University of Stavanger
Date Posted: November 10, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Product Life Cycle Curves: Practical Approach and Empirical Analysis
Kejia Hu, Jason Acimovic, Francisco Erize, Douglas J. Thomas and Jan A. Van Mieghem
Northwestern University - Kellogg School of Management, Penn State University, Smeal College of Business, Dell Inc., Pennsylvania State University - Department of Supply Chain & Information Systems and Northwestern University - Kellogg School of Management
Date Posted: November 10, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Filtering Methods for the Estimation of the Long-Run Risk Asset Pricing Model
Eva-Maria Küchlin
Eberhard Karls Universitaet Tuebingen
Date Posted: November 10, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Yes, Econometrics is Alchemy
Morong Yang
Hefei University of Technology
Date Posted: November 10, 2016
Last Revised: November 13, 2016
Working Paper Series
137 downloads

Incl. Electronic Paper Market Evolution, Bidding Strategies, and Survival of Art Dealers
Dakshina G. De Silva, Marina Gertsberg and Rachel A.J. Pownall
Department of Economics, Lancaster University Management School, Maastricht University - Department of Finance and Tilburg University - Department of Finance
Date Posted: November 09, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach
CESifo Working Paper Series No. 6099
Stephen J. Cole and Fabio Milani
Marquette University and University of California, Irvine - Department of Economics
Date Posted: November 09, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Restrictions Search for Panel VARs
DIW Berlin Discussion Paper No. 1612
Annika Schnücker
German Institute for Economic Research (DIW Berlin)
Date Posted: November 08, 2016
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Adaptive State Space Models with Applications to the Business Cycle and Financial Stress
CEPR Discussion Paper No. DP11599
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti
Bank of Italy, University of London - School of Business, Economics and Informatics and Bank of Italy
Date Posted: November 07, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Semiparametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice
Guohua Feng, Bin Peng, Liangjun Su and Thomas Tao Yang
University of North Texas, University of Technology, Sydney, Singapore Management University and Boston College
Date Posted: November 07, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Correlation Dynamics in the G7 Stock Markets
Anita Suurlaht
University College Dublin (UCD) - Department of Banking & Finance
Date Posted: November 07, 2016
Working Paper Series
22 downloads


 

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