Search Results
JEL Code: C11

630,225 Total downloads

Viewing: 51 - 100 of 2,550 papers

51.

Stock Return Predictability and Asset Pricing Models

Number of pages: 62 Posted: 19 Feb 2001
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah

Multiple version iconThere are 2 versions of this paper

Downloads 1,396
52.

Estimation Risk, Market Efficiency, and the Predictability of Returns

Number of pages: 49 Posted: 19 Dec 2000
Working Paper Series
Emory University - Goizueta Business School and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,384
53.

Investing in Equity Mutual Funds

Number of pages: 37 Posted: 20 Sep 2001
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Downloads 1,365
54.

How is the Mobile Internet Different?

Number of pages: 37 Posted: 31 Dec 2010 Last Revised: 23 Dec 2016
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, University of Toronto - Rotman School of Management and Arizona State University, W.P.Carey School of Business
Downloads 1,343
55.

Análisis de regresión básica con Excel (Basic Regression Analysis with Excel)

Number of pages: 34 Posted: 23 Feb 2006 Last Revised: 01 Jul 2012
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,315
56.

The Good and the Bad of Value Investing: Applying a Bayesian Approach to Develop Enhancement Models

Number of pages: 33 Posted: 26 Apr 2003
Working Paper Series
University of Technology Sydney (UTS) - School of Finance and Economics and University of Sydney
Downloads 1,306
57.

Stress Testing for Cyber Risks: Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR): Risk, Uncertainty, and, Profit for the Cyber Era

National Association of Insurance Commissioners (NAIC) Expert Paper: Advancing Cyber Risk Insurance Underwriting Model Risk Management beyond VaR to Pre-Empt and Prevent the Forthcoming Global Cyber Insurance Crisis (June 24, 2017)
Number of pages: 189 Posted: 23 Jan 2015 Last Revised: 12 Dec 2017
Accepted Paper Series
Global Risk Management Network, LLC
Downloads 1,291
58.

Market Beta Dynamics and Portfolio Efficiency

Number of pages: 32 Posted: 03 May 2005
Working Paper Series
University of North Carolina Kenan-Flagler Business School and Boston University School of Management
Downloads 1,288
59.

Determining Influential Users in Internet Social Networks

Number of pages: 44 Posted: 29 Sep 2009
Working Paper Series
University of Maryland - Robert H. Smith School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and UCLA Anderson School of Management
Downloads 1,271
60.

Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies

Review of Financial Studies, Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 25 Mar 2008 Last Revised: 13 Jan 2015
Working Paper Series
University of Southern California - Marshall School of Business and Dartmouth College - Tuck School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,264
61.

Optimal Forecasts of Long-Term Returns: Geometric, Arithmetic, or Other Means

Boston College Working Paper
Number of pages: 33 Posted: 17 Dec 2002
Working Paper Series
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 1,262
62.

The Biggest Myth in Spatial Econometrics

Number of pages: 42 Posted: 16 Dec 2010
Working Paper Series
Texas State University - McCoy College of Business Administration and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 1,259
63.

Using Economic Theory to Build Optimal Portfolios

Number of pages: 39 Posted: 30 Apr 2008
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,259
64.

Open Market Versus Tender Offer Share Repurchases: A Conditional Event Study

University of British Columbia, Finance Working Paper No. 98-2, Sauder School of Business Working Paper
Number of pages: 34 Posted: 11 Mar 1999 Last Revised: 09 May 2012
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 1,246
65.

Choice Models in Marketing: Economic Assumptions, Challenges and Trends

Foundations and Trends in Marketing, Vol. 2, No. 2, 2007, Fisher College of Business Working Paper Series
Number of pages: 88 Posted: 05 Feb 2008 Last Revised: 12 May 2014
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Marketing, Korea University Business School (KUBS), Goethe University Frankfurt - Department of Marketing, University of California, Los Angeles (UCLA) - Anderson School of Management and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 1,227
66.

The Equity Risk Premium: A Novel Perspective on the Past Fifty Years

Number of pages: 4 Posted: 23 Mar 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 1,219
67.

Evidence on the Information Content of Text in Analyst Reports

Accounting Review, Forthcoming
Number of pages: 50 Posted: 19 Jul 2011 Last Revised: 28 Aug 2014
Accepted Paper Series
Hong Kong University of Science and Technology - Department of Accounting, Hong Kong University of Science and Technology - Department of Accounting and Hong Kong University of Science and Technology - Business School - Department of Information Systems, Business Statistics and Operations Management
Downloads 1,218
68.

Stochastic Portfolio Theory: A Machine Learning Perspective

Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Number of pages: 9 Posted: 09 May 2016
Accepted Paper Series
Pit.AI Technologies, Inc. and Mathematical Institute, University of Oxford
Downloads 1,212
69.

Bayesian Estimation of Structural Equation Models with R - A User Manual

Number of pages: 21 Posted: 14 Jul 2009
Working Paper Series
Catholic University of Eichstätt-Ingolstadt and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 1,211
70.

An Analytical Model for External Auditor Evaluation of the Internal Audit Function Using Belief Functions

Number of pages: 45 Posted: 19 Oct 2006
Working Paper Series
University of Central Florida - Kenneth G. Dixon School of Accounting, University of Central Florida - Kenneth G. Dixon School of Accounting and University of Kansas - Accounting and Information Systems Area
Downloads 1,197
71.

Antitrust and Social Networking

North Carolina Law Review, 2012
Number of pages: 34 Posted: 25 Oct 2011 Last Revised: 30 Oct 2012
Accepted Paper Series
Loyola University Chicago School of Law
Downloads 1,190
72.

Being Naive about Naive Diversification: Can Investment Theory be Consistently Useful

EFA 2008 Athens Meetings Paper
Number of pages: 49 Posted: 19 Mar 2008 Last Revised: 15 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,146
73.

A Cross-Cohort Changepoint Model for Customer-Base Analysis

Number of pages: 63 Posted: 29 Jul 2012 Last Revised: 07 Sep 2016
Working Paper Series
Rice University - Jones Graduate School of Business, University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Downloads 1,143
74.

A Theory of Technical Trading Using Moving Averages

Number of pages: 45 Posted: 17 Sep 2013 Last Revised: 23 Mar 2014
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,138
75.

Predicting Securities Fraud Settlements and Amounts: A Hierarchical Bayesian Model of Federal Securities Class Action Lawsuits

Journal of Empirical Legal Studies, Vol. 9, Pg. 482, Sept. 2012, U of Penn, Inst for Law & Econ Research Paper No. 12-20
Number of pages: 30 Posted: 30 Apr 2012 Last Revised: 26 Jul 2012
Accepted Paper Series
Northwestern University - Kellogg School of Management, Tudor Investment Corporation, University of Pennsylvania Carey Law School and Fordham University School of Law

Multiple version iconThere are 2 versions of this paper

Downloads 1,135
76.

Teaching Bayesian Statistics to Marketing and Business Students

Fisher College of Business Working Series, Chicago GSB Research Paper Series
Number of pages: 8 Posted: 14 Feb 2008 Last Revised: 19 Feb 2008
Working Paper Series
Ohio State University (OSU) - Department of Marketing and Logistics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,108
77.

The Valuation of IPO and SEO Firms

UBC Finance Division, Working Paper No. UBCFIN00-1, Sauder School of Business Working Paper
Number of pages: 37 Posted: 21 Jun 2001
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,108
78.

A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models

Quantitative Marketing and Economics, Forthcoming
Number of pages: 62 Posted: 07 May 2009 Last Revised: 15 Jan 2012
Working Paper Series
Johns Hopkins University - Carey Business School, Queen's University - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business and City, University of London
Downloads 1,090
79.

Forecasting Recessions Using the Yield Curve

Number of pages: 33 Posted: 30 Jun 2001
Working Paper Series
University of California Riverside and Peter G. Peterson Institute for International Economics
Downloads 1,090
80.

The Effect of Media Advertising on Brand Consideration and Choice

Fisher College of Business Working Paper
Number of pages: 38 Posted: 02 Sep 2007 Last Revised: 04 Apr 2010
Working Paper Series
Tohoku University - Graduate School of Economics & Management, Tohoku University - Economics & Management and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 1,075
81.

Scientific Apophenia in Strategic Management Research

Robert H. Smith School Research Paper
Number of pages: 20 Posted: 10 Oct 2013 Last Revised: 22 Aug 2014
Working Paper Series
University of Maryland - Robert H. Smith School of Business and Questrom School of Business- Boston University
Downloads 1,069
82.

Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails

Boston College Finance Dept. Working Paper
Number of pages: 31 Posted: 16 Jul 2001
Working Paper Series
Boston University School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Chicago - Booth School of Business
Downloads 1,057
83.

On Bayesian Modelling of Fat Tails and Skewness

Number of pages: 31 Posted: 26 Nov 1996
Working Paper Series
University of St. Andrews - School of Mathematics and Statistics and University of Edinburgh - Economics
Downloads 1,055
84.

Optimal Portfolio Choice with Estimation Risk: No Risk-free Asset Case

29th Australasian Finance and Banking Conference 2016, Rotman School of Management Working Paper No. 2819254
Number of pages: 48 Posted: 10 Feb 2016 Last Revised: 06 Jan 2021
Working Paper Series
University of Toronto - Rotman School of Management, Iowa State University and Washington University in St. Louis - John M. Olin Business School
Downloads 1,026
85.

‘Children of the HMM’: Modeling Longitudinal Customer Behavior at Hulu.Com

Number of pages: 51 Posted: 04 Aug 2011
Working Paper Series
University of Michigan, Stephen M. Ross School of BusinessUniversity of Pennsylvania - Marketing Department, University of Pennsylvania - Marketing Department, University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School
Downloads 1,012
86.

What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing

Number of pages: 8 Posted: 10 Feb 2017 Last Revised: 06 Sep 2019
Working Paper Series
Elm Partners and Elm Partners
Downloads 1,011
87.

Diversification Benefits of Emerging Markets Subject to Portfolio Constraints

Working Paper No. UBCFIN99-5, Sauder School of Business Working Paper
Number of pages: 24 Posted: 23 Jun 2001
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, Federal Reserve Bank of New York and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 986
88.

Building a Risk Measurement Framework for Hedge Funds and Funds of Funds

University of Cambridge, Judge Institute of Management Working Paper No. 08/2004
Number of pages: 17 Posted: 21 Feb 2005
Working Paper Series
IO Investors and University of Cambridge - Judge Business School
Downloads 976
89.

Bayes vs. Resampling: A Rematch

Journal of Investment Management, Vol. 6 No. 1, First Quarter 2008
Number of pages: 36 Posted: 26 Apr 2006
Accepted Paper Series
Pennsylvania State University, University Park, Duke University - Fuqua School of Business and Drexel University - Department of Decision Sciences
Downloads 967
90.

Machine Learning in Energy Economics and Finance: A Review

Energy Economics, Vol. 81, 2019
Number of pages: 71 Posted: 15 Nov 2018 Last Revised: 08 Jun 2019
Accepted Paper Series
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology, School of Business and HEC Montreal
Downloads 956
91.

A Sharper Lens for Sizing Up Nickels and Steamrollers

Number of pages: 3 Posted: 23 Nov 2016 Last Revised: 08 Aug 2018
Working Paper Series
Elm Partners and Elm Partners
Downloads 943
92.

Ambiguity Shifts and the 2007-2008 Financial Crisis

AFA 2012 Chicago Meetings Paper
Number of pages: 92 Posted: 17 Feb 2009 Last Revised: 13 Sep 2011
Working Paper Series
Federal Reserve Bank of New York
Downloads 936
93.

The Returns to Following Currency Forecasts

Number of pages: 62 Posted: 03 Jan 2004
Working Paper Series
Independent, Bond University Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 936
94.

The Impact of QE on the UK Economy – Some Supportive Monetarist Arithmetic

Bank of England Working Paper No. 442
Number of pages: 52 Posted: 27 Jan 2012
Working Paper Series
Bank of England and Bank of England - Monetary Analysis
Downloads 908
95.

Modeling Analysts’ Recommendations via Bayesian Machine Learning

Number of pages: 30 Posted: 13 Nov 2018 Last Revised: 04 Oct 2019
Working Paper Series
Man AHL, Duke University - Fuqua School of Business, Man AHL, quantPORT and Realindex Investments
Downloads 902
96.

Exploring the Sources of Default Clustering

Journal of Financial Economics 129 (2018), 154-183
Number of pages: 73 Posted: 05 May 2008 Last Revised: 31 Jul 2018
Accepted Paper Series
Stanford University - Department of Management Science & Engineering, Stanford University - Department of Management Science & Engineering and Santa Clara University - Department of Finance
Downloads 897
97.

The Econometrics of Bayesian Graphical Models: A Review With Financial Application

Journal of Network Theory in Finance, 2(2), 1–33, June 2016
Number of pages: 26 Posted: 30 May 2015 Last Revised: 26 Aug 2019
Accepted Paper Series
University of Pavia, Department of Economics and Management
Downloads 894
98.

Information Signaling or Agency Conflicts: What Explains Canadian Open Market Share Repurchases?

University of British Columbia, Finance Working Paper No. 97-13, Sauder School of Business Working Paper
Number of pages: 30 Posted: 11 Mar 1999
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 891
99.

Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information

Number of pages: 52 Posted: 04 Mar 2007 Last Revised: 04 May 2010
Working Paper Series
Board of Governors of the Federal Reserve System, Free University of Bozen-Bolzano - Faculty of Economics and Management and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 883
100.

Modeling Systemic Risk with Markov Switching Graphical SUR Models

WBS Finance Group Research Paper No. 227
Number of pages: 49 Posted: 14 Dec 2014 Last Revised: 26 Dec 2019
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and University of Liverpool Management School
Downloads 881