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SSRN eLibrary Search Results
JEL Code: C52
404,596 Total downloads
Showing Papers 221 - 270 of 2,296
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Incl. Electronic Paper Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors
Cowles Foundation Discussion Paper No. 2060
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Date Posted: December 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Long-Term Growth Rate of Expected Utility for Leveraged ETFs: Martingale Extraction Approach
Tim Leung and Hyungbin Park
University of Washington and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Date Posted: December 06, 2016
Working Paper Series
18 downloads

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
20 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 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
8 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
12 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
8 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 06, 2016
Working Paper Series
60 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
6 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 Yes, Econometrics is Alchemy
Morong Yang
Hefei University of Technology
Date Posted: November 10, 2016
Last Revised: November 13, 2016
Working Paper Series
140 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
21 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. Electronic Paper Factor Investing in South Africa
Emlyn James Flint, Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities, University of Cape Town (UCT) and Peregrine Securities
Date Posted: November 05, 2016
Last Revised: November 08, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Evaluating Cyber Infrastructure for Cyber-Insurance in the Corporate World: An Analytical Focus
Aruna Kumar Nishanka Sr.
Narasinghpur College
Date Posted: November 05, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Searching for Permanent Changes in the U.S. Economy: A Particle Gibbs Sampling Approach with Particle Rejuvenation
Jaeho Kim and Sora Chon
University of Oklahoma and kiep - kiep
Date Posted: November 02, 2016
Last Revised: November 24, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for Symmetry in Weakly Dependent Time Series
UNSW Business School Research Paper No. 2016-18
Luke Hartigan
University of New South Wales (UNSW), UNSW Business School, School of Economics
Date Posted: November 01, 2016
Working Paper Series
8 downloads

Expected Rates of Equity Returns: Evidence from Indian Stock Market
Journal of Financial Management and Analysis, 29(1):2016
Shveta Singh, Surendra S. Yadav and P. K. Jain
Indian Institute of Technology (IIT), Delhi - Department of Management Studies, Indian Institute of Technology (IIT), Delhi - Department of Management Studies and Indian Institute of Technology (IIT), Delhi - Department of Management Studies
Date Posted: October 27, 2016
Accepted Paper Series

Statistical Model to Investigate the Contributions under Flexible Work Conditions for Workers and Business
Journal of Financial Management and Analysis, Vol. 29(1), 2016
Giuseppe Tardivo and Luigi Bollani
University of Turin and University of Turin - Department of Economics and Statistics
Date Posted: October 26, 2016
Accepted Paper Series

Incl. Electronic Paper Is There Really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection
Tinbergen Institute Discussion Paper 16-088/VI
Tino Berger and Lorenzo Pozzi
University of Goettingen (Gottingen) - Department of Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 25, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Rationalization and Identification of Binary Games with Correlated Types
Nianqing Liu, Quang Vuong and Haiqing Xu
Shanghai University of Finance and Economics - School of Economics, New York University (NYU) and Department of Economics, University of Texas at Austin
Date Posted: October 25, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper On the Non-Asymptotic Properties of Regularized M-Estimators
Demian Pouzo
University of California, Berkeley - Department of Economics
Date Posted: October 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon
Swiss Finance Institute Research Paper No. 16-61
Li Lin and Didier Sornette
East China University of Science and Technology (ECUST) and Swiss Finance Institute
Date Posted: October 21, 2016
Working Paper Series
150 downloads

Incl. Electronic Paper Forecasting with CAPM
Thu Thuy Le
Independent
Date Posted: October 21, 2016
Working Paper Series
53 downloads

Incl. Electronic Paper Forecastability and Statistical Characteristics of Aggregate Oil and Gas Investments on the Norwegian Continental Shelf
USAEE Working Paper No. 16-279
Sindre Lorentzen and Petter Osmundsen
University of Stavanger and University of Stavanger
Date Posted: October 18, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Generalization Error Minimization: A New Approach to Model Evaluation and Selection with an Application to Penalized Regression
Ning Xu, Jian Hong and Timothy C. G. Fisher
University of Sydney - School of Economics, University of Sydney - School of Economics and University of Sydney, School of Economics
Date Posted: October 18, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Liquidity Traps and Large-Scale Financial Crises
Melbourne Institute Working Paper No. 32/16
Giovanni Caggiano, Efrem Castelnuovo, Olivier Damette, Antoine Parent and Giovanni Pellegrino
University of Padua - Department of Economics and Management, Melbourne Institute and Department of Economics, University Paris-Est Créteil (UPEC), Sciences Po Lyon and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: October 13, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper On the Applicability of Maximum Likelihood Methods: From Experimental to Financial Data
SAFE Working Paper No. 148
Sven Thorsten Jakusch
Goethe University Frankfurt - Department of Finance
Date Posted: October 01, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Taring All Investors with the Same Brush? Evidence for Heterogeneity in Individual Preferences from a Maximum Likelihood Approach
SAFE Working Paper No. 147
Andreas Hackethal, Sven Thorsten Jakusch and Steffen Meyer
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance and Leibniz Universität Hannover
Date Posted: October 01, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Macro-Financial Linkages in the Polish Economy: Combined Impulse-Response Functions in SVAR Models
NBP Working Paper No. 246
Dobromil Serwa and Piotr Wdowinski
National Bank of Poland and University of Lodz
Date Posted: October 01, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Taming Models of Prospect Theory in the Wild? Estimation of Vlcek and Hens (2011)
SAFE Working Paper No. 146
Sven Thorsten Jakusch, Steffen Meyer and Andreas Hackethal
Goethe University Frankfurt - Department of Finance, Leibniz Universität Hannover and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: October 01, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area
ECB Working Paper No. 1938
Juan A. Garcia and Sebastian E. V. Werner
European Central Bank (ECB) and Catholic University of Louvain (UCL)
Date Posted: September 28, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper A Practical Approach to Testing Calibration Strategies
CAEPR Working Paper 2016-004
Yongquan Cao and Grey Gordon
affiliation not provided to SSRN and Indiana University
Date Posted: September 27, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Shrinkage Estimation of Factor Models with Global and Group-Specific Factors
Xu Han
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 26, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Detecting Imbalances in House Prices: What Goes Up Must Come Down?
Norges Bank Working Paper 11/16
André K. Anundsen
University of Oslo
Date Posted: September 24, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Testing Modeling Assumptions in the West Africa Ebola Outbreak
Scientific Reports (accepted Sep 15, 2016)
Keith Burghardt, CJO Verzijl, Junming Huang, Matthew C. Ingram, Binyang Song and Marie-Pierre Hasne
University of Maryland, ABN AMRO Bank N.V., Northeastern University - Network Science Institute, University at Albany, SUNY, Singapore University of Technology and Design (SUTD) and Oregon Health & Science University
Date Posted: September 21, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future
IZA Discussion Paper No. 10209
Horst Entorf and Liliya Sattarova
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt
Date Posted: September 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Upward and Downward Bias When Measuring Inequality of Opportunity
SERIES Working Papers No. 05/2016
Paolo Brunori, Vito Peragine and Laura Serlenga
University of Bari - Faculty of Economics, University of Bari and Università degli Studi di Bari
Date Posted: September 17, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Estimating MIDAS Regressions via OLS with Polynomial Parameter Profiling
Eric Ghysels and Hang Qian
University of North Carolina Kenan-Flagler Business School and The MathWorks, Inc.
Date Posted: September 13, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper Flexible Mixture-Amount Models for Business and Industry Using Gaussian Processes
Tinbergen Institute Discussion Paper 16-075/III
Aiste Ruseckaite, D. Fok and Peter Goos
Erasmus University Rotterdam (EUR) - Department of Econometrics, Econometric Institute - Erasmus University Rotterdam and University of Antwerp
Date Posted: September 13, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Post-Lasso IV Estimation of Returns to Women's Education
Bin Jiang, Jun Sung Kim, Chuhui Li, Hee-Seung Yang and Ou Yang
Monash University, Monash University - Department of Econometrics & Business Statistics, Monash University, Monash University - Department of Economics and Monash University
Date Posted: September 08, 2016
Last Revised: September 16, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper The Effect of Social Benefits on Youth Employment: Combining RD and a Behavioral Model
Luxembourg Institute of Socio-Economic Research (LISER) Working Paper Series 2016-12
Olivier Bargain and Karina Doorley
Institute for the Study of Labor (IZA) and Luxembourg Institute of Socio-Economic Research (LISER)
Date Posted: September 08, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Rationality of Announcements, Business Cycle Asymmetry, and Predictability of Revisions. The Case of French GDP
Banque de France Working Paper No. 600
Matteo Mogliani and Thomas Ferrière
Banque de France and Banque de France
Date Posted: September 05, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Network Framework of Investigating Systemic Risk in Zonal Energy Markets
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey and Luigi Grossi
Leuphana University of Lueneburg, Boston University - Department of Mathematics and Statistics and University of Verona - Department of Economics
Date Posted: September 02, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
Tinbergen Institute Discussion Paper 16-067/IV
André Lucas, Anne Opschoor and Julia Schaumburg
VU University Amsterdam, Vrije Universiteit Amsterdam and Tinbergen Institute
Date Posted: August 31, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A First Econometric Analysis of the CRIX Family
Shi Chen, Cathy Yi-Hsuan Chen, Wolfgang K. Härdle, TM Lee and Bobby Ong
Humboldt University of Berlin, Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics, CoinGecko and CoinGecko
Date Posted: August 31, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Volatility Discovery
Gustavo Fruet Dias, Cristina Mabel Scherrer and Fotis Papailias
University of Aarhus, Queen Mary, University of London and quantf research
Date Posted: August 29, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper Pairs Trading with Commodity Futures: Evidence from the Chinese Market
Yurun Yang, Ahmet Goncu and Athanasios A. Pantelous
Xi'an Jiaotong University (XJTU), Xi'an Jiaotong University (XJTU) and University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty
Date Posted: August 22, 2016
Working Paper Series
157 downloads

Incl. Electronic Paper Realized Wishart-Garch: A Score-Driven Multi-Asset Volatility Model
Tinbergen Institute Discussion Paper 2016-061/III
Peter Reinhard Hansen, Pawel Janus and Siem Jan Koopman
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Independent and VU University Amsterdam
Date Posted: August 19, 2016
Working Paper Series
46 downloads


 

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