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JEL Code: C14

670,110 Total downloads

Viewing: 51 - 100 of 3,956 papers

51.

Estimating and Testing Dynamic Corporate Finance Models

Number of pages: 55 Posted: 17 Mar 2012 Last Revised: 07 Jul 2017
Working Paper Series
Banco de México, Government of the United States of America - Office of Financial Research and University of Michigan, Stephen M. Ross School of Business
Downloads 1,517
52.

What is Portfolio Diversification?

Number of pages: 9 Posted: 27 Sep 2013 Last Revised: 14 Feb 2014
Working Paper Series
Barings
Downloads 1,486
53.

Mid-Price Prediction in a Limit Order Book

Number of pages: 9 Posted: 02 Jan 2015
Working Paper Series
Purdue University - School of Electrical and Computer Engineering and Purdue University
Downloads 1,483
54.

A Survey of the Literature on Hedge Fund Performance

Number of pages: 58 Posted: 04 Dec 2004
Working Paper Series
EDHEC Business School - EDHEC Risk and Asset Management Research Centre
Downloads 1,480
55.

Total Factor Productivity Estimation: A Practical Review

LICOS Discussion Paper No. 182/2007
Number of pages: 45 Posted: 02 Aug 2007 Last Revised: 16 Feb 2009
Working Paper Series
De Nederlandsche Bank

Multiple version iconThere are 2 versions of this paper

Downloads 1,458
56.

Default Predictors and Credit Scoring Models for Retail Banking

Number of pages: 53 Posted: 07 Dec 2009
Working Paper Series
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 1,450
57.

Basic Concepts in Statistics (Spanish Version)

Number of pages: 49 Posted: 23 Feb 2006
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,427
58.

Is It a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?

IGIER Working Paper No. 548
Number of pages: 42 Posted: 30 May 2015 Last Revised: 29 Nov 2021
Working Paper Series
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 1,421
59.

Tail Risk Protection in Asset Management

Number of pages: 42 Posted: 16 Nov 2014
Working Paper Series
Independent
Downloads 1,405
60.

Does PSM Really Eliminate the Big N Audit Quality Effect?

Marshall School of Business Working Paper No. ACC 02.14
Number of pages: 48 Posted: 27 Jul 2014 Last Revised: 10 Mar 2016
Working Paper Series
University of Southern California - Leventhal School of Accounting, Georgetown University - Robert Emmett McDonough School of Business and The University of Texas at Dallas
Downloads 1,402
61.

Improving the Comparability of Insolvency Predictions (Verbesserung Der Vergleichbarkeit Von Schaetzgueteergebnissen Von Insolvenzprognosestudien) (German Version)

Dresden Economics Discussion Paper Series No. 08/05
Number of pages: 149 Posted: 08 Jun 2005
Working Paper Series
affiliation not provided to SSRN
Downloads 1,390
62.

Filtered Market Statistics and Technical Trading Rules

Number of pages: 30 Posted: 05 May 2013
Working Paper Series
Flexible Plan Investments, Ltd.
Downloads 1,344
63.

Extremal Quantiles and Value-at-Risk

MIT Department of Economics Working Paper No. 07-01
Number of pages: 19 Posted: 12 Jan 2007
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 1,343
64.

Nonparametric Estimation of Copulas for Time Series

FAME Research Paper No. 57
Number of pages: 37 Posted: 12 Mar 2003
Working Paper Series
Swiss Finance Institute - University of Geneva and Ensae-Crest
Downloads 1,327
65.

Dissecting Characteristics Nonparametrically

Number of pages: 105 Posted: 11 Aug 2016 Last Revised: 05 Aug 2018
Working Paper Series
University of Wisconsin - MadisonUniversity of Bonn, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Finance

Multiple version iconThere are 6 versions of this paper

Downloads 1,326
66.

Factors That Fit the Time Series and Cross-Section of Stock Returns

Number of pages: 61 Posted: 01 Aug 2018 Last Revised: 30 Jan 2020
Working Paper Series
University of California - Haas School of Business and Stanford University - Department of Management Science & Engineering

Multiple version iconThere are 3 versions of this paper

Downloads 1,227
67.

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
68.

Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data

Centre for Research in Financial Services Working Paper No. 99-01
Number of pages: 30 Posted: 11 Feb 1999
Working Paper Series
University of California at Irvine - The Paul Merage School of Business
Downloads 1,208
69.

Testing and Detecting Jumps Based on a Discretely Observed Process

Number of pages: 39 Posted: 06 Jan 2009 Last Revised: 06 Jan 2009
Working Paper Series
University of Southern California - Marshall school of Business and Princeton University - Bendheim Center for Finance
Downloads 1,208
70.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads 1,170
71.

Pairs Trading in the Land Down Under

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 22 Posted: 01 Dec 2010
Working Paper Series
University of South Australia - School of Mathematics and Statistics
Downloads 1,167
72.

A Risk Management Approach for Portfolio Insurance Strategies

Proceedings of the 1st EIF International Financial Research Forum, Economica, 2009
Number of pages: 15 Posted: 27 Oct 2008 Last Revised: 10 Jun 2009
Working Paper Series
Université Paris I Panthéon-Sorbonne - CES/CNRS, EMLyon Business School (Paris Campus) and University of Cergy-Pontoise - ThEMA
Downloads 1,156
73.

A Two-Factor Model for PD and LGD Correlation

Number of pages: 25 Posted: 22 Sep 2009 Last Revised: 07 Mar 2011
Working Paper Series
University of Economics in Prague
Downloads 1,152
74.

Robust Value at Risk Prediction

Swiss Finance Institute Research Paper No. 07-31
Number of pages: 51 Posted: 17 Aug 2005 Last Revised: 13 Sep 2010
Working Paper Series
USI Lugano - Institute of Finance and Swiss Finance Institute
Downloads 1,147
75.

A Comparative Study of NAV (Net Asset Value) Returns of Open-Ended and Close-Ended Mutual Funds in Pakistan

International Journal of Information, Business and Management, Vol. 7 No. 1 Feb., 2015, ISSN 2076-9202
Number of pages: 377 Posted: 21 Dec 2015
Accepted Paper Series
RTS (Research, Trainings, and Solutions), University of Sindh and Indus University
Downloads 1,145
76.

A Comparison of Extreme Value Theory Approaches for Determining Value at Risk

Journal of Empirical Finance, Forthcoming, Cass Business School Research Paper
Number of pages: 20 Posted: 05 Dec 2004
Accepted Paper Series
University of Bristol, City University London - Sir John Cass Business School, Independent and University of Bristol - Department of Economics
Downloads 1,142
77.

Deep Learning Statistical Arbitrage

Number of pages: 59 Posted: 08 Jun 2021 Last Revised: 25 Oct 2021
Working Paper Series
Stanford University - Department of Mathematics, Stanford University - Department of Management Science & Engineering and Stanford University, School of Engineering, Management Science & Engineering
Downloads 1,127
78.

Principal Component Analysis of High Frequency Data

Chicago Booth Research Paper No. 15-39
Number of pages: 64 Posted: 19 Aug 2015 Last Revised: 22 Aug 2017
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,127
79.

Non-Parametric Approaches to Education and Health Expenditure Efficiency in OECD Countries

ISEG-UTL Economics Working Paper No. 1/2004/DE/CISEP/UECE
Number of pages: 34 Posted: 18 Feb 2004
Working Paper Series
University of Lisbon - ISEG (School of Economics and Management) and Technical University of Lisbon - ISEG (School of Economics and Management)
Downloads 1,125
80.

What Makes Companies Behave? An Analysis of Criminal and Civil Penalties Under Environmental Law

Number of pages: 51 Posted: 23 Nov 2003
Working Paper Series
Chicago Partners
Downloads 1,122
81.

Stochastic Models of Implied Volatility Surfaces

Number of pages: 16 Posted: 28 Apr 2003
Accepted Paper Series
University of Oxford, Princeton University - Department of Operations Research and Financial Engineering and Auckland University of Technology - Faculty of Business & Law
Downloads 1,116
82.

What is Co-Movement?

EUR Working Paper No. 20759 EN
Number of pages: 28 Posted: 01 Aug 2004
Working Paper Series
University of Western Australia - Business School
Downloads 1,110
83.

Public Sector Efficiency: An International Comparison

Number of pages: 38 Posted: 22 Sep 2003
Working Paper Series
University of Lisbon - ISEG (School of Economics and Management), European Central Bank (ECB) and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 1,100
84.

Performance Indicators for Public Spending Efficiency in Primary and Secondary Education

OECD Economics Department Working Paper No. 546
Number of pages: 66 Posted: 04 Mar 2007
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Organization for Economic Co-Operation and Development (OECD) - Policy Studies Branch
Downloads 1,067
85.

Pockets of Predictability

Number of pages: 101 Posted: 29 Mar 2018 Last Revised: 24 Nov 2021
Working Paper Series
University of Virginia, MIT Sloan School of Management and UCSD

Multiple version iconThere are 2 versions of this paper

Downloads 1,066
86.

Efficiency Analysis of Microfinance Institutions in Developing Countries

Networks Financial Institute Working Paper 2009-WP-12
Number of pages: 22 Posted: 22 Oct 2009
Working Paper Series
University of New Orleans - College of Business Administration - Department of Economics and Finance and University of New Orleans - College of Business Administration - Department of Economics and Finance
Downloads 1,061
87.

Flexible Term Structure Estimation: Which Method is Preferred?

Number of pages: 42 Posted: 08 Feb 2001
Working Paper Series
Yale School of Management, University of Cambridge and affiliation not provided to SSRN
Downloads 1,060
88.

Sample Selection and Event Study Estimation

Journal of Empirical Finance, Vol. 16, No. 3, June 2009
Number of pages: 41 Posted: 15 Mar 2007 Last Revised: 15 Jun 2012
Accepted Paper Series
University of Southern California - Marshall School of Business
Downloads 1,042
89.

The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options

Number of pages: 32 Posted: 10 Sep 2009 Last Revised: 02 Feb 2010
Working Paper Series
Goethe University Frankfurt - House of Finance, Goethe University Frankfurt and Frankfurt School of Finance & Management
Downloads 1,009
90.

A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives

Number of pages: 265 Posted: 25 Jun 2007
Working Paper Series
PNC Financial Services Group
Downloads 1,004
91.
Downloads 1,003
92.

Affine Point Processes and Portfolio Credit Risk

Number of pages: 29 Posted: 14 Jun 2006 Last Revised: 15 Jun 2010
Working Paper Series
Stanford University, Stanford University - Department of Management Science & Engineering and University of California, Berkeley
Downloads 989
93.

Some Statistical Pitfalls in Copula Modeling for Financial Applications

FAME Working Paper No. 108
Number of pages: 24 Posted: 28 Jun 2004
Working Paper Series
Ensae-Crest and Swiss Finance Institute - University of Geneva
Downloads 988
94.

Stochastic Nonparametric Envelopment of Data: Combining Virtues of Sfa and DEA in a Unified Framework

MTT Discussion Paper No. 3/2006
Number of pages: 53 Posted: 02 Jun 2006
Working Paper Series
Aalto University School of Business
Downloads 980
95.

Urbanization, Urban Concentration and Economic Growth in Developing Countries

CREDIT Research Paper No. 03/14
Number of pages: 33 Posted: 02 Jan 2004
Working Paper Series
Universite du Luxembourg and Ecole Polytechnique, Paris - Department of Economic Sciences
Downloads 979
96.

An Empirical Analysis of the Ross Recovery Theorem

Number of pages: 39 Posted: 06 May 2014 Last Revised: 01 Mar 2015
Working Paper Series
University of St. Gallen, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 970
97.

Propensity Score Matching in Accounting Research and Rosenbaum Bounds Analysis for Confounding Variables

Number of pages: 59 Posted: 13 Oct 2009 Last Revised: 06 Jul 2012
Working Paper Series
Cardiff University and Cardiff University
Downloads 970
98.

Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates

London Economics Financial Markets Group Working Paper No. 483
Number of pages: 37 Posted: 06 Mar 2004
Working Paper Series
Yale University - Cowles Foundation, Vanderbilt University - College of Arts and Science - Department of Economics and Duke University - Department of Economics
Downloads 960
99.

What Data Should Be Used to Price Options?

Number of pages: 49 Posted: 29 Aug 1998
Working Paper Series
UCLA Anderson and University of North Carolina Kenan-Flagler Business School
Downloads 957
100.

Macroeconomic Indicator Forecasting with Deep Neural Networks

Federal Reserve Bank of Kansas City Working Paper No. 17-11
Number of pages: 39 Posted: 03 Oct 2017
Working Paper Series
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Downloads 954