Search Results
JEL Code: C12

639,222 Total downloads

Viewing: 1 - 50 of 2,854 papers

1.

…and the Cross-Section of Expected Returns

Number of pages: 101 Posted: 17 Apr 2013 Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Purdue University and University of Oklahoma
Downloads 19,576
2.

Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers

Miller, J. B., & Sanjurjo, A. (2018). Surprised by the hot hand fallacy? A truth in the law of small numbers. Econometrica, Vol. 86, No.6, pp. 2019–2047
Number of pages: 42 Posted: 07 Jul 2015 Last Revised: 17 Dec 2018
Working Paper Series
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 19,540
3.

Impact of Social Media on Self-Esteem

European Scientific Journal, 13(23), 329-341
Number of pages: 13 Posted: 05 Sep 2017
Accepted Paper Series
Institute of Business Management (IoBM), Iqra University and RTS (Research, Trainings, and Solutions)
Downloads 15,809
4.

Global Factor Premiums

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 69 Posted: 06 Feb 2019 Last Revised: 08 Jan 2021
Accepted Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 11,879
5.

Evaluating Trading Strategies

Number of pages: 16 Posted: 21 May 2019 Last Revised: 21 May 2019
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 9,737
6.

Effect of Product Packaging in Consumer Buying Decision

Journal of Business Strategies, Vol.6, No. 2, 2012, pp 1-10, ISSN: 1993-5765
Number of pages: 10 Posted: 16 May 2014
Accepted Paper Series
RTS (Research, Trainings, and Solutions), Greenwich University Karachi and Greenwich University Karachi
Downloads 7,660
7.

Lucky Factors

Number of pages: 99 Posted: 22 Nov 2014 Last Revised: 08 Apr 2021
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 7,077
8.

Backtesting

Number of pages: 32 Posted: 27 Oct 2013 Last Revised: 30 Jul 2015
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 6,396
9.

p-Hacking and False Discovery in A/B Testing

Number of pages: 46 Posted: 18 Jul 2018 Last Revised: 12 Dec 2018
Working Paper Series
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads 6,343
10.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Published in Journal of Finance, February 2010, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 27 Oct 2019
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 6,018
11.

Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

Festschrift in Honor of Peter Schmidt, W.C. Horrace and R.C. Sickles, eds., Forthcoming
Number of pages: 44 Posted: 13 Apr 2011 Last Revised: 23 Oct 2013
Accepted Paper Series
Independent, Dept. of International Trade, Dong-A University and University of Melbourne
Downloads 5,215
12.

The Predictive Power of Price Patterns

Applied Mathematical Finance, Vol. 5, pp. 181-206, 1998
Number of pages: 25 Posted: 27 Sep 2006
Accepted Paper Series
University of Pittsburgh - Department of Mathematics and Mesirow Financial Investment Management
Downloads 5,003
13.

Computation of the marginal contribution of Sharpe ratio and other performance ratios

Université Paris-Dauphine Research Paper Forthcoming
Number of pages: 20 Posted: 14 Apr 2021
Working Paper Series
Université Paris Dauphine and AI For Alpha
Downloads 4,382
14.

The Impact of Social Media on Fashion Industry: Empirical Investigation from Karachiites

Journal of Resources Development and Management, Vol. 7, 2015: ISSN 2422-8397
Number of pages: 8 Posted: 08 May 2015
Accepted Paper Series
RTS (Research, Trainings, and Solutions), Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and IQRA University
Downloads 4,349
15.

Event Studies: A Methodology Review

Number of pages: 36 Posted: 02 Aug 2009 Last Revised: 20 Aug 2010
Working Paper Series
Deakin University - School of Accounting, Economics & Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,211
16.

NGO-GM: Natural Gradient Optimization for Graphical Models

Université Paris-Dauphine Research Paper No. 3387874
Number of pages: 18 Posted: 03 Jun 2019
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and A.I. Square Connect
Downloads 3,811
17.

A Comparison between Islamic and Traditional Banks: Pre and Post the 2008 Financial Crisis

Number of pages: 14 Posted: 17 Dec 2010 Last Revised: 16 Jun 2015
Working Paper Series
The British University in Egypt
Downloads 3,721
18.

Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research

Accounting Review, Forthcoming
Number of pages: 49 Posted: 31 Jul 2008 Last Revised: 24 Oct 2010
Accepted Paper Series
University of Melbourne, University of Navarra, IESE Business School and The Wharton School, University of Pennsylvania
Downloads 3,501
19.

Efficiency of Indian Stock Market

Number of pages: 12 Posted: 05 Dec 2003
Working Paper Series
Indira Gandhi Institute of Development Research
Downloads 3,377
20.

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
Bates College
Downloads 3,338
21.

Downside Correlation and Expected Stock Returns

EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of pages: 47 Posted: 09 Nov 2001
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 3,287
22.

Controlling Organized Crime and Corruption in the Public Sector

Forum on Crime and Society, Vol. 3, Nos. 1/2, December 2003
Number of pages: 32 Posted: 19 Sep 2006
Accepted Paper Series
International Law and Economic Development Center
Downloads 3,163
23.

Presidential Address: The Scientific Outlook in Financial Economics

Duke I&E Research Paper No. 2017-05
Number of pages: 38 Posted: 10 Jan 2017 Last Revised: 22 Dec 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads 2,999
24.

T-Test with Likert Scale Variables

Number of pages: 5 Posted: 26 Apr 2016
Working Paper Series
Universidade do Porto - Faculdade de Economia (FEP)
Downloads 2,977
25.

Impact of Financial Leverage on Firms’ Profitability: An Investigation from Cement Sector of Pakistan

Research Journal of Finance and Accounting, Vol. 6, No. 7, 2015. ISSN 2222-1697 (Paper) ISSN 2222-2847 (Online)
Number of pages: 7 Posted: 08 May 2015 Last Revised: 03 Apr 2016
Accepted Paper Series
RTS (Research, Trainings, and Solutions), Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and Institute of Business Management
Downloads 2,970
26.

A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?

Brown Univ. Economics Working Paper No. 01-04
Number of pages: 23 Posted: 13 Apr 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics and CREATESAarhus University - School of Business and Social Sciences
Downloads 2,954
27.

Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation

2014 NAAIM Wagner Award Winner
Number of pages: 33 Posted: 30 Apr 2014
Working Paper Series
StatisTrade
Downloads 2,695
28.

What One Can Learn from the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry

Number of pages: 24 Posted: 25 Oct 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Independent
Downloads 2,684
29.

Re-Examining the Profitability of Technical Analysis with White's Reality Check and Hansen's Spa Test

Number of pages: 27 Posted: 08 Apr 2005
Working Paper Series
National Tsing Hua University - Department of Quantitative Finance and Department of Finance, National Taiwan University
Downloads 2,638
30.

The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies

Number of pages: 24 Posted: 26 Jul 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 2,597
31.

Measuring Real Activity Management

Number of pages: 45 Posted: 24 Mar 2011 Last Revised: 29 Sep 2020
Working Paper Series
Texas A&M University - Department of Accounting, University of Illinois at ChicagoUniversity of Illinois at Chicago, Simon School, University of Rochester and Ohio State University (OSU) - Department of Accounting & Management Information Systems

Multiple version iconThere are 2 versions of this paper

Downloads 2,577
32.

Connecting Sharpe Ratio and Student T-Statistic, and Beyond

Number of pages: 25 Posted: 26 Aug 2018 Last Revised: 24 Apr 2021
Working Paper Series
Université Paris Dauphine
Downloads 2,522
33.

Testing the Significance of Calendar Effects

Federal Reserve Bank of Atlanta Working Paper No. 2005-02
Number of pages: 30 Posted: 26 May 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, CREATESAarhus University - School of Business and Social Sciences and North Carolina State University - Department of Economics
Downloads 2,512
34.

The Historical Simulation Method for Value-at-Risk: A Research Based Evaluation of the Industry Favorite

Number of pages: 22 Posted: 19 Apr 2012 Last Revised: 23 May 2018
Working Paper Series
affiliation not provided to SSRN
Downloads 2,479
35.

A Study on the Association between Brand Awareness and Consumer/Brand Loyalty for the Packaged Milk Industry in Pakistan

South Asian Journal of Management Sciences (SAJMS), Vol.5, No.1.
Number of pages: 11 Posted: 22 Oct 2010 Last Revised: 17 Feb 2011
Accepted Paper Series
Office of Research, Innovation & Commercialization - ORIC and Iqra University Research Centre - IURC
Downloads 2,470
36.

Stock Return Predictability: Is it There?

Number of pages: 53 Posted: 23 Mar 2001
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,427
37.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Number of pages: 54 Posted: 11 Aug 2015 Last Revised: 29 Nov 2017
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,423
38.

Impact of Stress on Job Performance: An Empirical Study of the Employees of Private Sector Universities of Karachi, Pakistan

Research Journal of Management Sciences, ISSN 2319-1171, Vol. 3(7), 14-17, July (2014)
Number of pages: 4 Posted: 09 Jul 2014
Accepted Paper Series
Indus University, Indus University, RTS (Research, Trainings, and Solutions) and University of Sindh
Downloads 2,268
39.

International Asset Allocation with Time-Varying Correlations

Number of pages: 80 Posted: 07 Apr 1999
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,256
40.

A Statistical Comparison of the CAPM to the Fama-French Three Factor Model and the Carhart's Model

Global Journal of Finance and Banking Issues, Vol. 2, No. 2, 2008
Number of pages: 11 Posted: 20 Jan 2010
Accepted Paper Series
Central Connecticut State University - Finance
Downloads 2,235
41.

An Empirical Comparison of Convertible Bond Valuation Models

Number of pages: 54 Posted: 25 Jun 2007 Last Revised: 18 Oct 2009
Working Paper Series
Carleton University, Simon Fraser University (SFU) - Department of Economics and Monash University
Downloads 2,116
42.

The Algorithm as a Human Artifact: Implications for Legal {Re}Search

Number of pages: 50 Posted: 27 Oct 2016 Last Revised: 20 Dec 2016
Working Paper Series
University of Colorado Law School
Downloads 2,112
43.

Better Investing Through Factors, Regimes and Sensitivity Analysis

Number of pages: 100 Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads 2,087
44.

Applying Relative Solvency to Working Capital Management - the Break-Even Approach

Number of pages: 21 Posted: 01 Aug 2005
Working Paper Series
Babcock University - School of Management Sciences
Downloads 2,001
45.

Real Options in the Motion Picture Industry: Evidence from Film Marketing and Sequels

Contemporary Accounting Research, Vol. 28, No. 5, pp. 1438-1466, Winter 2011
Number of pages: 56 Posted: 29 May 2011 Last Revised: 16 Dec 2011
Accepted Paper Series
California State University at Fullerton, University of Southern California - Leventhal School of Accounting and London School of Economics & Political Science (LSE)
Downloads 1,959
46.

A Test for Superior Predictive Ability

Brown Univ. Dept. of Economics Working Paper No. 01-06
Number of pages: 43 Posted: 01 Mar 2004
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 1,899
47.

Crash Sensitivity and the Cross-Section of Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/24
Number of pages: 94 Posted: 27 Feb 2012 Last Revised: 12 Jun 2017
Accepted Paper Series
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 1,894
48.

Efficient Tests of Stock Return Predictability

Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006
Number of pages: 56 Posted: 23 Oct 2002 Last Revised: 17 Jun 2009
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,844
49.

Detecting Anomalies in the 2020 US Presidential Election Votes with Benford’s Law

Number of pages: 15 Posted: 11 Dec 2020
Working Paper Series
University of Northumbria at Newcastle, University of LondonUniversity of Northumbria at Newcastle and University of Northumbria at Newcastle
Downloads 1,775
50.

Empirical Evidence on the Relationship between Eva and Stock Returns in Brazilian Firms

Number of pages: 9 Posted: 20 Apr 2005
Working Paper Series
Universidade de Brasília (UnB) - Campus Universitario Darcy Ribeiro
Downloads 1,772