Search Results
JEL Code: C11

630,799 Total downloads

Viewing: 101 - 150 of 2,551 papers

101.

When (If Ever) Has it Paid to Wait for a Stock Market Correction?

Number of pages: 3 Posted: 26 Sep 2017 Last Revised: 26 Sep 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 879
102.

What Regional Scientists Need to Know About Spatial Econometrics

Number of pages: 31 Posted: 06 Apr 2014
Working Paper Series
Texas State University - McCoy College of Business Administration
Downloads 877
103.

Why Does Stock Market Volatility Change Over Time? A Time-Varying Variance Decomposition for Stock Returns

EFA 2005 Moscow Meetings
Number of pages: 56 Posted: 06 Mar 2005
Working Paper Series
Allianz Global Investors and University of Melbourne - Department of Finance
Downloads 875
104.

Test & Roll: Profit-Maximizing A/B Tests

Number of pages: 46 Posted: 01 Nov 2018 Last Revised: 23 May 2019
Working Paper Series
Drexel University - Department of Marketing and University of Pennsylvania - The Wharton School
Downloads 860
105.

The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models

Number of pages: 71 Posted: 17 May 2016 Last Revised: 29 Apr 2020
Working Paper Series
University of Virginia
Downloads 844
106.

The Role of the Media in Takeovers: Theory and Evidence

Number of pages: 54 Posted: 01 Nov 2010 Last Revised: 24 Sep 2016
Working Paper Series
The University of Hong Kong
Downloads 844
107.

Spatial Growth Regressions: Model Specification, Estimation and Interpretation

Number of pages: 51 Posted: 18 Apr 2007
Working Paper Series
Texas State University - McCoy College of Business Administration and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Downloads 843
108.

Basic Concepts in Probability (Spanish Version)

Number of pages: 28 Posted: 23 Feb 2006
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 842
109.

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 Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 828
110.

Anchoring Credit Default Swap Spreads to Firm Fundamentals

Journal of Financial and Quantitative Analysis (JFQA), Vol. 51, No. 5, 2016
Number of pages: 59 Posted: 15 Mar 2012 Last Revised: 29 Jul 2018
Accepted Paper Series
Georgetown University - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 814
111.

Plausibly Exogenous

Number of pages: 48 Posted: 18 May 2007 Last Revised: 04 Aug 2008
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 808
112.

Momentum, Reversal, and Seasonality in Option Returns

Number of pages: 85 Posted: 17 Nov 2020 Last Revised: 20 Nov 2020
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 806
113.

Bayesian Semi-Parametric and Non-Parametric Methods in Marketing and Micro-Econometrics

Number of pages: 214 Posted: 10 Jan 2013 Last Revised: 23 Jul 2013
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 804
114.

Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information

Number of pages: 36 Posted: 01 Jun 2006 Last Revised: 09 Mar 2013
Working Paper Series
APG Asset Management, Robeco Asset Management, Maastricht University - Department of Finance and ABP Investments - Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 791
115.

Is Regime Switching in Stock Returns Important in Portfolio Decisions?

Working Paper, Singapore Management University
Number of pages: 46 Posted: 08 Nov 2007 Last Revised: 15 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 786
116.

Monetary Policy and Stock Market Boom-Bust Cycles

ECB Working Paper No. 955
Number of pages: 99 Posted: 20 Nov 2008
Working Paper Series
Northwestern University, Duke University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 785
117.

Applications of Bayesian Networks

Number of pages: 18 Posted: 09 Nov 2012 Last Revised: 10 Aug 2021
Working Paper Series
KPA Ltd.
Downloads 774
118.

Equity Correlations Implied by Index Options: Estimation and Model Uncertainty Analysis

Number of pages: 35 Posted: 19 Apr 2010
Working Paper Series
University of Oxford and IESEG School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 773
119.

Optimal Asset Allocation Strategies

Number of pages: 25 Posted: 28 Jun 2016 Last Revised: 15 Jul 2016
Working Paper Series
North Carolina State University
Downloads 773
120.

Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles

Number of pages: 46 Posted: 22 May 2008
Working Paper Series
Federal Reserve Bank of New York and University of Missouri
Downloads 772
121.

A Bayesian Model of the Litigation Game

European Journal of Legal Studies, vol. 4, no. 2 (Autumn/Winter 2011), pp. 220-240
Number of pages: 24 Posted: 22 Jul 2011 Last Revised: 05 Dec 2014
Accepted Paper Series
University of Central Florida
Downloads 756
122.

Causal Inference Using Mediation Analysis or Instrumental Variables - Full Mediation in the Absence of Conditional Independence

Marketing ZFP – Journal of Research and Management, 40(2): 41-57, 2018
Number of pages: 24 Posted: 06 Mar 2018 Last Revised: 02 Apr 2020
Accepted Paper Series
Goethe University Frankfurt - Department of Marketing, Tilburg University - Tilburg University School of Economics and Management, University of Tübingen and Goethe University Frankfurt
Downloads 756
123.

Dynamic Pricing and Learning: Historical Origins, Current Research, and New Directions

Number of pages: 47 Posted: 04 Oct 2013 Last Revised: 30 Aug 2018
Working Paper Series
University of Amsterdam - Korteweg-de Vries Institute for Mathematics
Downloads 751
124.

Nonlinear Time Series Modeling: An Introduction

FRB of New York Staff Reports No. 87
Number of pages: 30 Posted: 23 Mar 2000
Working Paper Series
Peter G. Peterson Institute for International Economics
Downloads 750
125.

Risk Aversion and Herd Behavior in Financial Markets

Number of pages: 37 Posted: 10 Mar 2002
Working Paper Series
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris - Finance Department
Downloads 750
126.

Quantile Regression Analysis of Hedge Fund Strategies

Number of pages: 37 Posted: 15 Feb 2008
Working Paper Series
National and Kapodistrian University of Athens, Athens University of Economics and Business and University of Piraeus - Department of Statistics and Insurance Science
Downloads 732
127.

Business Cycle and Stock Market Volatility: Are They Related?

Number of pages: 27 Posted: 07 Mar 2006 Last Revised: 22 Mar 2008
Working Paper Series
University Ca' Foscari of Venice - Department of Economics and University of Brescia
Downloads 731
128.

Assessing the Economy-Wide Effects of Quantitative Easing

Bank of England Working Paper No. 443
Number of pages: 45 Posted: 27 Jan 2012
Working Paper Series
King's College, London, Bank of EnglandUniversity of London - School of Sciences, Bank of England and Cardiff University
Downloads 722
129.

Bayesian Analysis of DSGE Models

Number of pages: 75 Posted: 07 Feb 2006
Working Paper Series
Singapore Management University - School of Economics and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 722
130.

Do Option Prices Forecast Aggregate Stock Returns?

Number of pages: 71 Posted: 27 Jul 2017 Last Revised: 22 Aug 2018
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and UNIV OF OKLAHOMA
Downloads 722
131.

Panel Vector Autoregressive Models: A Survey

ECB Working Paper No. 1507
Number of pages: 55 Posted: 12 Feb 2013
Working Paper Series
BI Norwegian Business School and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 721
132.

The Valuation of IPO, Seo and Post-Chapter 11 Firms: A Stochastic Frontier Approach

UBCFIN98-9, Sauder School of Business Working Paper
Number of pages: 29 Posted: 25 Aug 1998
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Downloads 721
133.

Efficiency Analysis of Supply Chain Processes

International Journal of Production Research, Vol. 44, No. 23, pp. 5065-5087, December 2006
Number of pages: 23 Posted: 27 Dec 2007
Accepted Paper Series
Vienna University of Economics and Business Administration - Department of Information Systems and Operations and Saffron Technology
Downloads 720
134.

Modelling Jumps in Electricity Prices: Theory and Empirical Evidence

Number of pages: 38 Posted: 23 May 2006
Working Paper Series
University of Karlsruhe (TH) and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 709
135.

Bayesian Estimation of a Dynamic Model of Two-Sided Markets: Application to the U.S. Video Game Industry

Number of pages: 36 Posted: 19 Oct 2012 Last Revised: 30 Dec 2017
Working Paper Series
Stony Brook University
Downloads 699
136.

Bayesian Analysis of Random Coefficient Logit Models Using Aggregate Data

Number of pages: 43 Posted: 16 Jun 2007 Last Revised: 09 Sep 2008
Working Paper Series
University of California, Davis - Graduate School of Management, University of Michigan, Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 691
137.

A Model to Improve the Estimation of Baseline Retail Sales

Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17 Posted: 11 Apr 2011 Last Revised: 20 Dec 2014
Accepted Paper Series
TABS Group and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)

Multiple version iconThere are 2 versions of this paper

Downloads 690
138.

Thompson Sampling for Online Personalized Assortment Optimization Problems with Multinomial Logit Choice Models

Number of pages: 37 Posted: 27 Nov 2017
Working Paper Series
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR) and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 685
139.

Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment

Chicago Booth Research Paper No. 10-22, CRSP Working Paper
Number of pages: 48 Posted: 23 Jun 2010 Last Revised: 02 Nov 2010
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area and Dartmouth College - Tuck School of Business
Downloads 680
140.

A Brief History of Sharpe Ratio, and Beyond

Number of pages: 3 Posted: 13 Dec 2017 Last Revised: 16 Dec 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 676
141.

A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals

Swiss Finance Institute Research Paper No. 09-14
Number of pages: 35 Posted: 12 Jul 2009
Working Paper Series
China Academy of Financial Research (CAFR), Beihang University (BUAA) and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)

Multiple version iconThere are 2 versions of this paper

Downloads 675
142.

Heterogeneous Learning and the Targeting of Marketing Communication for New Products

Number of pages: 43 Posted: 12 Oct 2006
Working Paper Series
Stanford Graduate School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 674
143.

Efficiency Estimation of U.S. Commercial Banking: A Stochastic Frontier Approach Using Gibbs Sampling

Number of pages: 37 Posted: 12 Feb 2003
Working Paper Series
University of Connecticut - Department of Finance and Daniels Foundation for Impact Investments and Development
Downloads 666
144.

Financial Intermediation, Investment Dynamics and Business Cycle Fluctuations

Number of pages: 112 Posted: 12 Jul 2011 Last Revised: 01 Nov 2015
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 662
145.

Regime Switching GARCH Models

CORE Discussion Paper No. 2006/11
Number of pages: 24 Posted: 14 Jul 2006
Working Paper Series
Université catholique de Louvain, University of Haifa - Department of Economics and HEC Montreal
Downloads 654
146.

A Simple Bayesian Method for the Analysis of Diffusion Processes

Number of pages: 42 Posted: 04 Sep 1998
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 653
147.

Corporate Bankruptcy Prognosis: An Attempt at a Combined Prediction of the Bankruptcy Event and Time Interval of its Occurrence

Number of pages: 36 Posted: 11 Jan 2002
Case and Teaching Paper Series
Independent and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 648
148.

Modeling Stock Order Flows and Learning Market-Making from Data

Technical Report CBCL Paper No. 217 / AI Memo No. 2002-009, M.I.T., Cambridge, MA
Number of pages: 8 Posted: 28 Jul 2008 Last Revised: 28 Jul 2008
Working Paper Series
Massachusetts Institute of Technology (MIT), University of California, Riverside (UCR) and Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences
Downloads 643
149.

Visualizing Probabilistic Proof

Washington University Jurisprudence Review, vol. 7, no. 1, Forthcoming
Number of pages: 37 Posted: 30 May 2013 Last Revised: 23 Oct 2014
Accepted Paper Series
University of Central Florida
Downloads 637
150.

An Introduction to Bayesian Inference in Spatial Econometrics

Number of pages: 18 Posted: 22 Aug 2008
Working Paper Series
West Virginia University - Regional Research Institute
Downloads 636