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JEL Code: C01

151,013 Total downloads

Viewing: 51 - 100 of 894 papers

51.

Causal Inference Methods: Lessons from Applied Microeconomics

Number of pages: 76 Posted: 15 Nov 2018
Working Paper Series
Texas A&M University - George Bush School of Government and Public Service and Texas A&M University - George Bush School of Government and Public Service
Downloads 567
52.

What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?

Journal of Business and Economic Statistics (Forthcoming)
Number of pages: 58 Posted: 17 Mar 2013 Last Revised: 03 Feb 2016
Accepted Paper Series
Princeton University - Bendheim Center for Finance, Claremont Colleges - Peter F. Drucker Graduate School of Management and Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Downloads 544
53.

Posterior Evaluation of Cross-Border Mergers & Acquisitions: Financial Review of Three Select Cases from Automobile, Energy & IT Sectors

22nd Australasian Finance and Banking Conference 2009
Number of pages: 24 Posted: 31 Aug 2009
Working Paper Series
University of Mysore - Department of Commerce and SDM Institute For Management Development

Multiple version iconThere are 2 versions of this paper

Downloads 524
54.

Factor Investing in South Africa

Number of pages: 28 Posted: 05 Nov 2016 Last Revised: 08 Nov 2016
Working Paper Series
Peresec, University of Cape Town (UCT) and Peregrine Securities
Downloads 512
55.

Forecasting Financial Crashes: A Dynamic Risk Management Approach

Swiss Finance Institute Research Paper No. 20-103
Number of pages: 18 Posted: 15 Dec 2020 Last Revised: 04 Jan 2021
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 510
56.

Does the Entry Mode of Foreign Banks Matter for Bank Efficiency? Evidence from Czech Republic, Hungary, and Poland

William Davidson Institute Working Paper No. 925
Number of pages: 42 Posted: 05 Mar 2007
Working Paper Series
Université Paris X Nanterre and Nottingham University Business School
Downloads 488
57.

Note-Taking Mode and Academic Performance in Two Law School Courses

69 J. Legal Educ. 207-229 (2019), Roger Williams Univ. Legal Studies Paper No. 194
Number of pages: 23 Posted: 09 Mar 2018 Last Revised: 27 Dec 2019
Accepted Paper Series
Roger Williams University School of Law, University of Louisville - Louis D. Brandeis School of Law and Roger Williams University - Department of Mathematics
Downloads 487
58.

Modeling and Estimating Volatility of Options on Standard & Poor's 500 Index

PIER Working Paper No. 13-015
Number of pages: 21 Posted: 01 Apr 2013
Working Paper Series
Warsaw University of Life Sciences, Department of Econometrics and Statistics, Warsaw University of Life Sciences, Department of Econometrics and Statistics and City University of New York, CUNY City College of New York - Department of Economics
Downloads 486
59.

A Diagrammatic Exposition of Regression and Instrumental Variables for the Beginning Student

Number of pages: 25 Posted: 01 Jun 2008
Working Paper Series
UNSW Australia Business School, School of Economics
Downloads 479
60.

Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?

Number of pages: 87 Posted: 15 Mar 2021
Working Paper Series
Markus Vogl {Business & Data Science} and University of Stuttgart
Downloads 478
61.

The Relationship between Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates: A Panel VAR Approach and Causality Analysis

International Journal of Applied Economics (Forthcoming)
Number of pages: 47 Posted: 16 Dec 2014
Accepted Paper Series
Agricultural University of Athens - Department of Agricultural Economics and Rural Development
Downloads 478
62.

Systematic Testing of Systematic Trading Strategies

Number of pages: 24 Posted: 01 Mar 2018 Last Revised: 16 Mar 2018
Working Paper Series
University of Cape Town (UCT) and Peresec
Downloads 476
63.

Economic and Financial Risk Factors and Tanker Shipping Stock Returns

Number of pages: 28 Posted: 13 Mar 2007 Last Revised: 14 Sep 2008
Working Paper Series
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology, NTNU Business School - Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 470
64.

Education and Unemployment in Rural and Urban Kerala

Number of pages: 17 Posted: 20 Nov 2019 Last Revised: 28 Dec 2020
Working Paper Series
University of Delhi, College of Vocational Studies, University of Delhi, College of Vocational Studies, Students and University of Delhi, College of Vocational Studies, Students
Downloads 462
65.

Multivariate Linear and Non-Linear Causality Tests

Number of pages: 25 Posted: 22 May 2009 Last Revised: 22 Jul 2010
Working Paper Series
Northeast Normal University, Columbia University-Department of BioStatistics and Asia University, Department of Finance
Downloads 451
66.

An Empirical Analysis of Market Formation, Pricing, and Revenue Sharing in Ride-Hailing Services

Number of pages: 44 Posted: 12 Mar 2019 Last Revised: 15 May 2020
Working Paper Series
The Chinese University of Hong Kong, Shenzhen, University of Maryland - Robert H. Smith School of Business, University of Maryland - Decision and Information Technologies Department and University of Navarra, IESE Business School
Downloads 450
67.

The Role of Telecommunication Over the Economic Development of Bangladesh

Hossine Sharif, S. (2016). The Role of Telecommunication over the Economic Development of Bangladesh. University Library of Munich, Germany.
Number of pages: 9 Posted: 03 Mar 2020 Last Revised: 03 Mar 2020
Accepted Paper Series
University of Dhaka, Faculty of Business Studies, Department of Finance, Students
Downloads 450
68.

Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility

UNSW Australian School of Business Research Paper No. 2009ACTL08
Number of pages: 41 Posted: 20 Aug 2009 Last Revised: 12 Apr 2011
Working Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Downloads 436
69.

Efficient Markets Hypothesis: A False Prophecy. Black-Scholes-Merton Formula: A Parlor Trick. Risk-Neutral Pricing Models: Severe Malpractices.

Number of pages: 6 Posted: 14 Feb 2015 Last Revised: 12 Jun 2018
Working Paper Series
Independent
Downloads 428
70.

Modeling Private Equity: A Machine-Learning Approach

Number of pages: 65 Posted: 06 May 2019 Last Revised: 30 Aug 2021
Working Paper Series
Barings, Markov Processes International LLC, University Of Hawaii At Manoa, Shidler College of Business and University of Maryland - Robert H. Smith School of Business
Downloads 427
71.

Regime-Based Tactical Allocation for Equity Factors and Balanced Portfolios

Number of pages: 24 Posted: 06 Jul 2017
Working Paper Series
Peresec, Peregrine Securities and University of Cape Town (UCT)
Downloads 417
72.

A Bayesian Structural Time Series Approach to Constructing Rent Indexes: An Application to Indian Office Markets

Number of pages: 34 Posted: 14 Nov 2017
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and University of Connecticut - Department of Finance
Downloads 415
73.

Impacto de la Educación en el Crecimiento Económico en México, 1990-2008 (Impact of Education on Economic Growth in Mexico, 1990-2008)

Revista Internacional Administración & Finanzas, v. 6 (1) p. 75-88, 2013
Number of pages: 14 Posted: 29 Jan 2013 Last Revised: 01 Aug 2017
Accepted Paper Series
Universidad Autónoma de Baja California (UABC), Universidad Autónoma de Nayarit (UAN) and Universidad Autónoma de Baja California (UABC)
Downloads 399
74.

An Application of the Two-Stage Bivariate Probit-Tobit Model to Corporate Financing Decisions

Number of pages: 32 Posted: 27 Sep 2009
Working Paper Series
University of Hartford - Department of Economics, Finance & Insurance and Central Connecticut State University - Department of Finance
Downloads 394
75.

Identifying Jumps in Financial Assets: A Comparison between Nonparametric Jump Tests [Extended Version]

Journal of Business and Economic Statistics, Forthcoming
Number of pages: 44 Posted: 15 Oct 2011
Accepted Paper Series
University of Surrey, School of Economics and Centre for Econometric Analysis, Faculty of Finance, Bayes Business School (formerly Cass), London, UK
Downloads 391
76.

Value-at-Risk Forecasting Ability of Filtered Historical Simulation for Non-Normal GARCH Returns

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 45 Posted: 22 Aug 2012 Last Revised: 22 Jan 2013
Working Paper Series
University of Sheffield - School of Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Downloads 390
77.

Advances in Forecasting Under Instability

Economic Research Initiatives at Duke (ERID) Working Paper No. 111
Number of pages: 141 Posted: 28 Sep 2011 Last Revised: 27 Sep 2013
Accepted Paper Series
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 375
78.

Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation

Number of pages: 44 Posted: 21 Feb 2012
Working Paper Series
University of Chicago - Department of Statistics, Harvard University and University of Oxford - Department of Economics
Downloads 368
79.

Selecting Instrumental Variables: A Graph-Theoretic Approach

Number of pages: 48 Posted: 01 Sep 2013
Working Paper Series
Sasin of Chulalongkorn University and Duke University - Departments of Economics and Philosophy
Downloads 360
80.

The US Housing Bubble and the Informational Efficiency

Number of pages: 5 Posted: 27 Aug 2008
Working Paper Series
University of Siena - Department of Economics
Downloads 360
81.

Factors Influencing Risk Management Decision of Small and Medium Scale Enterprises in Ghana

Contemporary Economics, Vol. 8, No. 4, pp. 397-414, 2014
Number of pages: 18 Posted: 13 Jan 2015
Accepted Paper Series
University of Education, Winneba, University of Education, Winneba and University of Education, Winneba
Downloads 352
82.

Calidad del Empleo en las Principales Ciudades Colombianas y Endogeneidad de la Educación (Education and Quality of Employment in the Main Cities of Colombia)

Revista de Economía Institucional, Vol. 13, No. 25, p. 163, 2011
Number of pages: 15 Posted: 09 Feb 2012
Accepted Paper Series
Universidad ICESIUniversidad IcesiUniversidad ICESI - Economics & Management and affiliation not provided to SSRN
Downloads 351
83.

A Comment on Siegfried's First Lesson in Econometrics

Number of pages: 5 Posted: 18 Apr 2013
Working Paper Series
La Trobe University School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 348
84.

Artificial Intelligence - Chances and Challenges in Quantitative Asset Management

Number of pages: 12 Posted: 12 Feb 2018
Working Paper Series
Aquila Capital Group, AQ Investment AG and UBS AG
Downloads 347
85.

Synthetic Floating Crude Oil Storage and Optimal Statistical Arbitrage: A Model Specification Analysis

Number of pages: 36 Posted: 24 Sep 2011
Working Paper Series
affiliation not provided to SSRN and Dublin City University Business School
Downloads 343
86.

Asymmetric Dependence Patterns in Financial Time Series

European Journal of Finance, 2008
Number of pages: 31 Posted: 03 Dec 2008
Working Paper Series
University of St. Gallen - School of Finance and Independent
Downloads 342
87.

Econometric Analysis of Multivariate Realised QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading

Chicago Booth Research Paper No. 12-14
Number of pages: 53 Posted: 26 Apr 2012 Last Revised: 05 Dec 2016
Working Paper Series
Harvard University and University of Chicago - Booth School of Business
Downloads 336
88.

Accounting in the Digital Age: Creating Values with Paperless Decision Support Systems

Babcock University Inaugural Lecture Series
Number of pages: 44 Posted: 13 Sep 2016
Accepted Paper Series
Babcock University - School of Management Sciences
Downloads 335
89.

Riskiness of Real Estate Development: A Perspective from Urban Economics & Option Value Theory

Number of pages: 51 Posted: 28 Jan 2017 Last Revised: 02 Aug 2018
Working Paper Series
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - Department of Finance
Downloads 332
90.

Behavioral Law and Economics: Empirical Methods

MPI Collective Goods Preprint, No. 2013/1
Number of pages: 21 Posted: 30 Jan 2013
Working Paper Series
Max Planck Institute for Research on Collective Goods
Downloads 331
91.

Modelling Crypto-Currencies Financial Time-Series

CEIS Working Paper No. 417
Number of pages: 39 Posted: 11 Dec 2017 Last Revised: 17 Dec 2017
Working Paper Series
Aarhus University - School of Business and Social Sciences and University of Rome, Tor Vergata, Faculty of Economics, Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 315
92.

Profitability of Oscillators Used in Technical Analysis for Financial Market

Advances in Economics and Business Management (AEBM) Print ISSN: 2394-1545; Online ISSN: 2394-1553; Volume 2, Number 9; April-June, 2015 pp. 925-931
Number of pages: 7 Posted: 06 Dec 2015
Working Paper Series
Noida International University and Noida International University
Downloads 315
93.

Pair Trading and VAR Analysis Applied to Energy Stocks

Number of pages: 33 Posted: 24 Sep 2019
Working Paper Series
University of LondonNew York City Data Science Academy
Downloads 312
94.

A New Measure of Earnings Forecast Uncertainty: Theory and Evidence

Number of pages: 44 Posted: 28 Aug 2010 Last Revised: 22 Oct 2010
Working Paper Series
American University and Florida Atlantic University
Downloads 309
95.

Unveiling Causal Interactions in Complex Systems

Proceedings of the National Academy of Sciences (PNAS) of the United States of America, Volume 117, Issue 14, p. 7599-7605, March 2020, DOI: 10.1073/pnas.1918269117
Number of pages: 68 Posted: 12 Nov 2020
Accepted Paper Series
University College Dublin, Monash University - Department of Econometrics & Business Statistics, Boston University - Center for Polymer Studies and California Institute of Technology
Downloads 308
96.

Testing Forward Rate Unbiasedness in India: An Econometric Analysis of Indo - Us Forex Market

International Research Journal of Finance and Economics, Vol.12, No.4, pp. 56-66, 2007
Number of pages: 11 Posted: 04 Jul 2009
Accepted Paper Series
IMI Bhubaneswar
Downloads 306
97.

Beta Matrix and Common Factors in Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Volume 53, Issue 3, 2018, Pages 1417-1440.
Number of pages: 46 Posted: 12 Mar 2010 Last Revised: 11 Feb 2021
Accepted Paper Series
Arizona State University (ASU) - Economics Department, University of Miami - School of Business Administration - Department of Economics and Hofstra University - Frank G. Zarb School of Business
Downloads 304
98.

The Financial Market Effect of FOMC Minutes

Number of pages: 15 Posted: 15 Jan 2014
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 299
99.

The Past as Prologue: A New Approach to Forecasting

MIT Sloan Research Paper No. 6166-20
Number of pages: 26 Posted: 17 Aug 2020 Last Revised: 12 Mar 2021
Working Paper Series
State Street Corporate, Windham Capital Management and State Street Associates
Downloads 297
100.

Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach

Marketing Science, 37(6), 987-1008​, 2018
Number of pages: 50 Posted: 15 Feb 2017 Last Revised: 20 Aug 2019
Accepted Paper Series
Columbia Business School - Marketing, Cheung Kong Graduate School of Business and University of Washington - Michael G. Foster School of Business
Downloads 294