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SSRN eLibrary Search Results
JEL Code: C5
1,912,644 Total downloads
Showing Papers 21 - 70 of 9,083
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Incl. Electronic Paper FRM: A Financial Risk Meter Based on Penalizing Tail Events Occurrence
SFB 649 Discussion Paper 2017-003
Lining Yu, Wolfgang K. Härdle, Lukas Borke and Thijs Benschop
Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and Humboldt University of Berlin
Date Posted: February 17, 2017
Last Revised: February 20, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Management Responses to Online WOM: Helpful or Detrimental?
Young-Jin Lee, Karen Xie, Ali Besharat and Yong Tan
University of Denver, Daniels College of Business, Business Information and Analytics, University of Denver, Daniels College of Business, Fritz Knoebel School of Hospitality Management, University of Denver - Department of Marketing and University of Washington - Michael G. Foster School of Business
Date Posted: February 17, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Foreign Aid, Domestic Income and International Shocks: The Case of African Countries
The Empirical Economics Letters, 13(2), 2014
Giscard Assoumou-Ella
Université Omar Bongo-CIREGED Economic and Management Research Center
Date Posted: February 16, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study
David Ardia, Keven Bluteau, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students, Vrije Universiteit Brussel (VUB) and University of Rome, Tor Vergata - Department of Economics and Finance
Date Posted: February 16, 2017
Working Paper Series
52 downloads

Incl. Electronic Paper Knowledge as Explanations
Marco Valente
University of L'Aquila
Date Posted: February 16, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Asymmetric and Symmetric Volatility Models for Exchange Rates in India – Impact of Net Purchase of US Dollars by Central Bank and Net Inflows by Foreign Institutional Investors
Anand Shah and Anu Bahri
Tata Consultancy Services and Tata Consultancy Services Ltd.
Date Posted: February 16, 2017
Last Revised: February 17, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Quantifying the Link between Art and Property Prices in Urban Neighbourhoods
R. Soc. open sci. 3: 160146. (2016) DOI/10.1098/rsos.160146
Chanuki Seresinhe, Tobias Preis and Helen Susannah Moat
University of Warwick - Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: February 16, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Modelling and Forecasting Rig Rates on the Norwegian Continental Shelf
USAEE Working Paper No. 17-292
Terje Skjerpen, Halvor Briseid Storrosten, Knut Einar Rosendahl and Petter Osmundsen
Statistics Norway, Statistics Norway, Norwegian University of Life Sciences and University of Stavanger
Date Posted: February 16, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Publish and Perish: Creative Destruction and Macroeconomic Theory
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Date Posted: February 15, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach
Asim Ansari, Yang Li and Jonathan Z. Zhang
Columbia Business School - Marketing, Cheung Kong Graduate School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: February 15, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations
Thomas Quistgaard Pedersen and Erik Christian Montes Schütte
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: February 14, 2017
Last Revised: February 15, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Forecasting the Equity Risk Premium with Frequency-Decomposed Predictors
Bank of Finland Research Discussion Paper No. 1/2017
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Date Posted: February 14, 2017
Working Paper Series
55 downloads

Incl. Electronic Paper Pandemic Crises in Financial Systems: A Simulation-Model to Complement Stress-Testing Frameworks
Banque de France Working Paper No. 621
Julien Idier and Thibaut Piquard
Banque de France - Centre de Recherche and Banque de France
Date Posted: February 14, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Options on Quantum Money: Quantum Path-Integral with Serial Shocks
Lester Ingber Lester Ingber Research (LIR)
Date Posted: February 14, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper 국면전환 확산과정모형을 이용한 콜금리행태 분석 (Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model)
Bank of Korea WP 2017-7
Seungmoon Choi and Byungkuk Kim
School of Economics, University of Seoul and Economic Research Institute, The Bank of Korea
Date Posted: February 14, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Estimating Unbiassed Expected Loss, with Application to Consumer Credit
Anthony Bellotti
Imperial College London
Date Posted: February 13, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Quantile Treatment Effects in Difference in Differences Models Under Dependence Restrictions and with Only Two Time Periods
Brantly Callaway, Tong Li and Tatsushi Oka
Temple University, Vanderbilt University and National University of Singapore (NUS)
Date Posted: February 13, 2017
Last Revised: February 15, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Legal Protections for Personal Health Information in the Age of Big Data – A Proposal for Regulatory Framework
(2017) Ethics, Public Health and Medicine/Éthique, Médecine et Politiques Publiques vol 4,
Danuta Mendelson and David Mendelson
Deakin University, Geelong, Australia - Deakin Law School and SYPAQ Systems Pty Ltd
Date Posted: February 13, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
SAFE Working Paper No. 166
Monica Billio, Massimiliano Caporin, Roberto Calogero Panzica and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: February 13, 2017
Working Paper Series
36 downloads

Incl. Electronic Paper Haven on Earth? Dynamic Connections between Gold and Stock Markets in Turbulent Times
Juha-Pekka Junttila and Juhani Raatikainen
Jyväskylä University School of Business and Economics and University of Jyväskylä - School of Business and Economics
Date Posted: February 13, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Equity Factor Predictability
Ulrich Carl
Finreon
Date Posted: February 13, 2017
Working Paper Series
75 downloads

Incl. Electronic Paper Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis
Abdelbari El Khamlichi, Thi-Hong-Van Hoang, Wing-Keung Wong and Zhenzhen Zhu
Chouaïb Doukkali University, GSCM-Montpellier Business School, Asia University, Department of Finance and Northeast Normal University
Date Posted: February 13, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper A Better Understanding of Granger Causality Analysis: A Big Data Environment
Xiaojun Song and Abderrahim Taamouti
Peking University - Guanghua School of Management and Durham University
Date Posted: February 11, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Review of Energy-Growth Nexus: A Panel Analysis for Ten Eurasian Oil Exporting Countries
Renewable and Sustainable Energy Reviews 73 (2017) 369–386,
Hasanov Fakhri, Cihan Bulut and Elchin Suleymanov
Qafqaz University - Center for Socio-Economic Research, Qafqaz University and Qafqaz University - Department of Finance
Date Posted: February 11, 2017
Accepted Paper Series
36 downloads

Incl. Electronic Paper Corporate Governance Practices of Family Firms in Europe and Firm Financial Performance
Krishna Reddy, Nirosha Hewa Wellalage and Zhefu Wang
University of Waikato - Department of Economics and Finance, University of Waikato and University of Waikato
Date Posted: February 10, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Predicting Default – Merton vs. Leland
Jens Forssbæck and Anders Wilhelmsson
Lund University - Department of Economics and Lund University - Department of Economics
Date Posted: February 10, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper Determining Risk Model Confidence Sets
Finance Research Letters, Forthcoming
Mark Cummins, Michael M. Dowling and Francesco Paolo Esposito
Dublin City University Business School, ESC Rennes School of Business and Dublin City University Business School
Date Posted: February 10, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing
Victor Haghani and James White
Elm Partners and Independent
Date Posted: February 10, 2017
Last Revised: February 13, 2017
Working Paper Series
295 downloads

Incl. Electronic Paper Türkiye’De Enflasyon Beklentilerinin Çapalanması Ve Güvenilirlik (Anchoring of Inflation Expectations and Credibility in Turkey)
İktisat, İşletme Finans, 26 (304), 2011,
Serkan Çiçek, Cüneyt Akar and Eray M. Yucel
T.C. Maltepe University, Bandirma Onyedi Eylul University and Government of the Republic of Turkey - Research and Monetary Policy Department
Date Posted: February 10, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Deterrence Effect of Real-World Operational Tax Audits
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 359
Gabriele Mazzolini, Laura Pagani and Alessandro Santoro
Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS), University of Milan, Bicocca - Faculty of Economics and Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: February 09, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Estimating Suicide Occurrence Statistics Using Google Trends
EPJ Data Science, Vol. 5(32), DOI 10.1140/epjds/s13688-016-0094-0, 2016
Ladislav Kristoufek, Helen Susannah Moat and Tobias Preis
Charles University, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: February 09, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Comparative Advantage and Biased Gravity
UNSW Business School Research Paper No. 2017-03
Scott French
UNSW Australia Business School, School of Economics
Date Posted: February 09, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Pure Factor Portfolios and Multivariate Regression Analysis
Roger G Clarke, Harindra de Silva and Steven Thorley
Analytic Investors, Inc., Analytic Investors, Inc. and Marriott School of Management, BYU
Date Posted: February 08, 2017
Working Paper Series
142 downloads

Incl. Electronic Paper Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
FEEM Working Paper No. 6.2017
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Date Posted: February 08, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper An Alternative Specification for Technical Efficiency Effects in a Stochastic Frontier Production Function
Crawford School Working Paper 1703, Crawford School of Public Policy, the Australian National University
Satya Paul and Sriram Shankar
Amrita University - Centre for Economic Fragility and Governance and Australian National University (ANU) - ANU Centre for Social Research and Methods
Date Posted: February 08, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Sum of All Black-Scholes-Merton Models: An Efficient Pricing Method for Spread, Basket, and Asian Options
Jaehyuk Choi
Peking University - HSBC Business School
Date Posted: February 08, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-frequency Covariance Dynamics
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi and Fabrizio Lillo
Scuola Normale Superiore, University of Bologna - Department of Mathematics, Ca' Foscari University of Venice and Scuola Normale Superiore
Date Posted: February 08, 2017
Last Revised: February 19, 2017
Working Paper Series
98 downloads

Incl. Electronic Paper Forecasting Euro Area Inflation Using Targeted Predictors: Is Money Coming Back?
ECB Working Paper No. 2015
Matteo Falagiarda and João Sousa
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: February 07, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper A Regime-Switching Copula Approach to Modeling Day-Ahead Prices in Coupled Electricity Markets
Anca Pircalabu and Fred Espen Benth
Aalborg University and University of Oslo
Date Posted: February 07, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper The Information Quality Framework for Evaluating Data Science Programs
Shirley Coleman and Ron S. Kenett
Newcastle University (UK) and KPA Ltd.
Date Posted: February 06, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Estimating Labor Force Joiners and Leavers Using a Heterogeneity Augmented Two-Tier Stochastic Frontier
IZA Discussion Paper No. 10534
Tirthatanmoy Das and Solomon W. Polachek
Temple University and State University of New York at Binghamton
Date Posted: February 05, 2017
Working Paper Series
1 downloads

RiskPortfolios: Computation of Risk-based Portfolios in R
Journal of Open Source Software, Vol 10, No. 2, 2017
David Ardia, Kris Boudt and Jean-Philippe Gagnon Fleury
University of Neuchatel - Institute of Financial Analysis, Vrije Universiteit Brussel (VUB) and Laval University - Département de Finance et Assurance
Date Posted: February 04, 2017
Last Revised: February 06, 2017
Accepted Paper Series

Incl. Electronic Paper Does Combining Models Help with Pricing of European Options?
Semin Ibisevic
Independent
Date Posted: February 04, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Fear Connectedness Among Asset Classes
Research Institute of Applied Economics Working Paper 2017/03
Julián Andrada Félix, Adrian Fernandez-Perez and Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Auckland University of Technology and Complutense University of Madrid
Date Posted: February 03, 2017
Working Paper Series
69 downloads

Incl. Electronic Paper Mobile App Platform Choice
Yongdong Liu
University College London - School of Management
Date Posted: February 03, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Now-Casting Building Permits with Google Trends
David Coble and Pablo M. Pincheira
University of Chicago - Department of Economics and Adolfo Ibanez University - School of Business
Date Posted: February 03, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Tail Co-Movement in Inflation Expectations as an Indicator of Anchoring
ECB Working Paper No. 1997
Filippo Natoli and Laura Sigalotti
Bank of Italy and Bank of Italy
Date Posted: February 03, 2017
Working Paper Series
3 downloads

A New Indicator of Inflation Expectations Anchoring
ECB Working Paper
Filippo Natoli and Laura Sigalotti
Bank of Italy and Bank of Italy
Date Posted: February 03, 2017
Working Paper Series

Incl. Electronic Paper Unconventional Monetary Policy and the Anchoring of Inflation Expectations
ECB Working Paper No. 1995
Matteo Ciccarelli, Juan A. Garcia and Carlos Montes-Galdon
European Central Bank (ECB), European Central Bank (ECB) and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Date Posted: February 03, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Risk Minimization and Portfolio Diversification
Quantitative Finance 16.9 (2016): 1325-1332
Farzad Pourbabaee, Minsuk Kwak and Traian A. Pirvu
University of California, Berkeley - Department of Economics, Department of Mathematics, Hankuk University of Foreign Studies and McMaster University
Date Posted: February 03, 2017
Last Revised: February 04, 2017
Working Paper Series
57 downloads


 

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