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JEL Code: C24

78,177 Total downloads

Viewing: 1 - 50 of 482 papers

1.

Markov-Switching GARCH Models in R: The MSGARCH Package

Journal of Statistical Software, Vol. 91, Issue 4, 2019
Number of pages: 38 Posted: 02 Oct 2016 Last Revised: 20 Nov 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciencesaffiliation not provided to SSRN, Université de Sherbrooke - Faculty of Administration, Ghent University, Aarhus University - School of Business and Social Sciences and Laval University, Faculté d'Administration, Département de Finance et Assurance, Students
Downloads 5,273
2.

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

Number of pages: 53 Posted: 04 Jun 1999
Working Paper Series
Credit Suisse First Boston
Downloads 3,429
3.

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 3,337
4.

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
University of Amsterdam - Department of Business Studies (BS) and affiliation not provided to SSRN
Downloads 2,289
5.

Robust Standard Error Estimation in Fixed-Effects Panel Models

Number of pages: 30 Posted: 30 Sep 2004
Working Paper Series
Central European University (CEU) - Department of Economics
Downloads 1,919
6.

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
Clemson University - John E. Walker Department of Economics and George Mason University - Buchanan Center Political Economy
Downloads 1,686
7.

Filtered Market Statistics and Technical Trading Rules

Number of pages: 30 Posted: 05 May 2013
Working Paper Series
Flexible Plan Investments, Ltd.
Downloads 1,336
8.

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
Columbia Law School, University of Delaware, Department of Sociology and Criminal Justice and National Institute on Drug Abuse
Downloads 1,300
9.

Should Children Do More Enrichment Activities? Leveraging Bunching to Correct for Endogeneity

FEDS Working Paper No. 2020-36
Number of pages: 61 Posted: 12 Jun 2020 Last Revised: 12 Jun 2020
Working Paper Series
University of Georgia, University of Georgia and Board of Governors of the Federal Reserve System
Downloads 1,266
10.

Econometric Methods in Staples

Number of pages: 21 Posted: 09 Jul 2004
Working Paper Series
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 1,237
11.

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

Number of pages: 43 Posted: 13 Feb 2012
Working Paper Series
University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin
Downloads 1,188
12.

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
Columbia University - Columbia Business School, University of Pennsylvania - Marketing Department and London Business School
Downloads 1,070
13.

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
University College London - Department of Computer Science, University of Liège - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads 1,021
14.

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
GSCM-Montpellier Business School, Coventry University and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 1,007
15.

Corporate Credit Risk Modelling and the Macroeconomy

Journal of Banking and Finance, Forthcoming
Number of pages: 29 Posted: 09 Dec 2004
Working Paper Series
Sveriges Riksbank - Research Division, Uppsala University, Sveriges Riksbank - Research Division and Norges Bank - Research Department
Downloads 961
16.

Downside Risk Evaluation with the R Package GAS

R Journal, Vol. 10, Issue 2, pp. 410-421, 2018
Number of pages: 12 Posted: 17 Nov 2016 Last Revised: 27 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciencesaffiliation not provided to SSRN, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 823
17.

Tracking the Libor Rate

Number of pages: 30 Posted: 23 Jul 2010
Working Paper Series
The Brattle Group and University of California, Berkeley - Agricultural & Resource Economics
Downloads 747
18.

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
Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads 741
19.

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

Number of pages: 41 Posted: 29 Nov 1999
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Ohio State University (OSU) - Department of Accounting & Management Information Systems
Downloads 720
20.

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
Harvard Business School and Michigan State University - Department of Accounting & Information Systems
Downloads 655
21.

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

Multiple version iconThere are 4 versions of this paper

Downloads 639
22.

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
University of California, Los Angeles (UCLA)UCLA and University of California, Santa Barbara - Department of Economics
Downloads 620
23.

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
GSCM-Montpellier Business School, Eurobank EFG and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 606
24.

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
GSCM-Montpellier Business School
Downloads 605
25.

An Econometric Model for Intraday Electricity Trading

Philosophical Transactions of the Royal Society A, 379(2202):20190624, 2021
Number of pages: 27 Posted: 31 Dec 2019 Last Revised: 17 Sep 2021
Accepted Paper Series
University of Duisburg-Essen, University of Duisburg-Essen - Faculty of Economic Science and Zeppelin University, Chair of Finance
Downloads 600
26.

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
GSCM-Montpellier Business School, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 598
27.

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

Number of pages: 53 Posted: 16 Nov 2004
Working Paper Series
Georgetown University - Department of Economics, Erasmus University Rotterdam (EUR) - Department of Economics and Georgetown University
Downloads 589
28.

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
Swedish House of Finance
Downloads 582
29.

Which Hedge Fund Styles Hedge Against Bad Times?

Number of pages: 55 Posted: 18 Aug 2013 Last Revised: 24 Feb 2015
Working Paper Series
Pennsylvania State University, Washington University in St. LouisSaint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads 562
30.

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
GSCM-Montpellier Business School, Coventry University and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 552
31.

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
University of Ioannina - Department of Economics, Montpellier Business School and University of Ioannina - Department of Economics
Downloads 547
32.

High Yield Financing and Efficiency-Enhancing Takeovers

Milken Institute Policy Brief No. 22
Number of pages: 29 Posted: 17 May 2001
Working Paper Series
STP Advisory Services, LLC
Downloads 521
33.

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
Yildiz Technical University, Yildiz Technical University, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 468
34.

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
World Bank, University of Kiel, Kiel Institute for the World Economy and Kiel Institute for World Economics - Advanced Studies Program
Downloads 467
35.

The Value of Flexible Work: Evidence from Uber Drivers

Number of pages: 57 Posted: 15 Apr 2017 Last Revised: 30 Jun 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and Uber Technologies Inc.

Multiple version iconThere are 2 versions of this paper

Downloads 464
36.

Modeling the Formation of Dyadic Relationships between Consumers in Online Communities

Number of pages: 41 Posted: 07 Nov 2007
Working Paper Series
NUS Business School and University of Southern California - Marshall School of Business
Downloads 460
37.

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
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 450
38.

Generalized Instrumental Inequalities: Testing the IV Independence Assumption

Number of pages: 35 Posted: 19 Nov 2015 Last Revised: 30 Oct 2018
Working Paper Series
Iowa State University - Department of Economics and University of Toronto - Department of Economics
Downloads 447
39.

Competing Risks for Hedge Fund Survival

Number of pages: 30 Posted: 10 Nov 2005
Working Paper Series
McGill University - Desautels Faculty of Management
Downloads 423
40.

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
Fordham University School of Law and European University Institute (EUI)
Downloads 406
41.

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

Number of pages: 31 Posted: 17 Jan 2008
Working Paper Series
Samford University - Brock School of Business
Downloads 400
42.

On Marginal Effects in Semiparametric Censored Regression Models

Number of pages: 7 Posted: 25 Apr 2009
Working Paper Series
Princeton University - Department of Economics
Downloads 382
43.

Random Effects Probit and Logit: The Right Marginal Effects for the Right Econometric Specification

Number of pages: 12 Posted: 13 Apr 2017
Working Paper Series
The University of Toledo, Department of Economics and Bowling Green State University - Economics
Downloads 376
44.

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
Catholic University of Louvain and Lviv Academy of Commerce
Downloads 374
45.

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
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 373
46.

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
University of Groningen and Open University of the Netherlands - School of Management
Downloads 361
47.

Dictator Games: A Meta Study

MPI Collective Goods Preprint No. 2010/07
Number of pages: 45 Posted: 13 Mar 2010 Last Revised: 05 Jan 2011
Working Paper Series
Max Planck Institute for Research on Collective Goods
Downloads 361
48.

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
New Economic School (NES)
Downloads 357
49.

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

Number of pages: 41 Posted: 27 Sep 2000
Working Paper Series
Monash University - Department of Economics
Downloads 348
50.

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
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 348