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JEL Code: C2

2,605,726 Total downloads

Viewing: 101 - 150 of 14,564 papers

101.

Realized Variance and Market Microstructure Noise

Number of pages: 58 Posted: 26 Feb 2004
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics and CREATESAarhus University - School of Business and Social Sciences
Downloads 2,244
102.

Is it Worth the While? The Relevance of Qualitative Information in Credit Rating

Number of pages: 25 Posted: 24 Jun 2003
Working Paper Series
Universitaet Konstanz - Center of Finance & Econometrics (CoFE)
Downloads 2,226
103.

Skewed Generalized Error Distribution of Financial Assets and Option Pricing

Multinational Finance Journal, 2015, vol. 19, no. 4, pp. 223-266
Number of pages: 50 Posted: 13 May 2000 Last Revised: 26 Aug 2019
Accepted Paper Series
Cyprus University of Technology
Downloads 2,215
104.

An Empirical Study of Exposure at Default

Number of pages: 36 Posted: 23 Jun 2008 Last Revised: 15 Feb 2010
Working Paper Series
PNC Financial Services Group
Downloads 2,214
105.

Determinants of Unemployment in Bangladesh: A Case Study

Developing Country Studies, Vol.4, No.3, 2014
Number of pages: 5 Posted: 01 Mar 2014
Working Paper Series
University of Chittagong and Jatiya Kabi Kazi Nazrul Islam University
Downloads 2,204
106.

Quantifying Trading Behavior in Financial Markets Using Google Trends

Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
Number of pages: 6 Posted: 04 May 2013
Accepted Paper Series
Data Science Lab, Behavioural Science, Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and Boston University - Center for Polymer Studies
Downloads 2,184
107.

Structural Breaks in Financial Time Series

Number of pages: 55 Posted: 31 Dec 2007 Last Revised: 18 Sep 2012
Working Paper Series
University of Cyprus - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 2,164
108.

The Contribution of Tourism to Economic Growth: An Empirical Analysis for the Case of Chile

European Journal of Tourism Research, Vol. 2, No. 2, pp. 178-185, 2009
Number of pages: 5 Posted: 10 Nov 2008 Last Revised: 16 Jun 2011
Accepted Paper Series
University of Siena - Department of Economics and Universidad de la República
Downloads 2,142
109.

Realized Volatility

Number of pages: 29 Posted: 12 Feb 2008 Last Revised: 05 Dec 2008
Working Paper Series
Northwestern University - Kellogg School of Management and Federal Reserve Bank of Chicago - Research Department
Downloads 2,120
110.

Regulation, Industry Structure, and Performance in the Electricity Supply Industry

Number of pages: 41 Posted: 09 May 2000
Working Paper Series
University of Paris I Pantheon-Sorbonne - CES Team
Downloads 2,107
111.

International Trade and its Effects on Economic Growth in China

Number of pages: 38 Posted: 30 Aug 2010
Working Paper Series
affiliation not provided to SSRN and Sogang University
Downloads 2,102
112.

Impact of Derivatives on Stock Market

Indian Finance Summit, January 2009
Number of pages: 18 Posted: 12 Nov 2009 Last Revised: 13 Nov 2009
Accepted Paper Series
O.P. Jindal Global University (JGU), Birla Institute of Management Technology (BIMTECH), Deloitte Touche Tohmatsu India and affiliation not provided to SSRN
Downloads 2,097
113.

Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area

Number of pages: 60 Posted: 17 Dec 2002
Working Paper Series
European Central Bank (ECB), Bank for International Settlements (BIS), Banco de España, Aix-Marseille University and Deutsche Bundesbank, Economics Department

Multiple version iconThere are 3 versions of this paper

Downloads 2,065
114.

The Overlapping Data Problem

Number of pages: 38 Posted: 16 Apr 1998
Working Paper Series
Toyota Motor Credit Corporation and Oklahoma State University - Stillwater - Department of Agricultural Economics
Downloads 2,047
115.

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

Number of pages: 52 Posted: 25 Jan 2011 Last Revised: 29 Feb 2012
Working Paper Series
Temple University - Fox School of Business and ManagementFox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,040
116.

Managerial Attributes and Executive Compensation

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 61 Posted: 12 Sep 2008 Last Revised: 09 Jun 2011
Accepted Paper Series
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,038
117.

The Impact of COVID-19 on Exchange Rate Volatility: Evidence Through GARCH Model

Number of pages: 15 Posted: 28 May 2020
Working Paper Series
University of Sousse - LAMIDED Laboratory and King Faisal University (KFU)
Downloads 2,002
118.

Cross-Commodity Analysis and Applications to Risk Management

Journal of Futures Markets, Vol. 29, No. 3, January 2009
Number of pages: 20 Posted: 18 Apr 2007 Last Revised: 16 Nov 2009
Accepted Paper Series
RWE AG, University of Oxford, University of Duisburg-Essen - Faculty of Economic Science and affiliation not provided to SSRN
Downloads 1,994
119.

Why the Two-Way Fixed Effects Model Is Difficult to Interpret, and What to Do About It

Kropko J, Kubinec R (2020) Interpretation and identification of within-unit and cross-sectional variation in panel data models. PLoS ONE 15(4): e0231349. https://doi.org/10.1371/journal.pone.0231349
Number of pages: 25 Posted: 01 Nov 2017 Last Revised: 22 Apr 2020
Accepted Paper Series
University of Virginia and University of Virginia
Downloads 1,959
120.

Ebalance: A Stata Package for Entropy Balancing

Journal of Statistical Software Vol. 54, Issue 7, September 2013
Number of pages: 18 Posted: 13 Oct 2011 Last Revised: 17 Jan 2014
Accepted Paper Series
Stanford University - Department of Political Science and Stanford University
Downloads 1,948
121.

On Estimating Conditional Conservatism

Forthcoming, The Accounting Review, Chicago Booth Research Paper No. 11-09
Number of pages: 56 Posted: 12 Feb 2011 Last Revised: 03 Dec 2012
Accepted Paper Series
University of Chicago - Booth School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago Booth School of Business
Downloads 1,936
122.

The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach

Number of pages: 69 Posted: 29 Apr 2008 Last Revised: 31 Jan 2010
Working Paper Series
Nova School of Business and Economics, Nova School of Business and Economics and Pennsylvania State University - Department of Economics
Downloads 1,934
123.

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 1,930
124.

Do High Oil Prices Presage Inflation? The Evidence from G-5 Countries

UC Santa Cruz Economics Working Paper No. 561; SCCIE Working Paper No. 04-04
Number of pages: 25 Posted: 09 Mar 2004
Working Paper Series
U.S. Department of Agriculture (USDA) - Economic Research Service (ERS) and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 1,886
125.

On Capital Structure in the Small and Medium Enterprises: The Spanish Case

Number of pages: 27 Posted: 29 Jul 2001
Working Paper Series
Universidad CEU Cardenal Herrera - Department of Business and Economics
Downloads 1,884
126.

Measuring the Degree of Financial Market Efficiency: An Essay

Number of pages: 36 Posted: 02 Oct 2005
Working Paper Series
University of California at Irvine - The Paul Merage School of Business
Downloads 1,865
127.

When is Time Continuous?

MIT Laboratory of Financial Engineering (LFE) Working Paper No. LFE-1033-98
Number of pages: 51 Posted: 02 Sep 1998
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 1,863
128.

Efficient Tests of Stock Return Predictability

Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006
Number of pages: 56 Posted: 23 Oct 2002 Last Revised: 17 Jun 2009
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,846
129.

Modeling Electricity Prices: International Evidence

Number of pages: 32 Posted: 06 Feb 2002
Working Paper Series
Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid - Department of Business Administration and Comisión Nacional de Energía
Downloads 1,841
130.

The Volatility of a Firm's Assets and the Leverage Effect

AFA 2010 Atlanta Meetings Paper
Number of pages: 64 Posted: 14 Mar 2009 Last Revised: 03 Sep 2015
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,841
131.

Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology

Number of pages: 40 Posted: 06 Mar 1998
Working Paper Series
Rutgers, The State University of New Jersey - Accounting and Cyprus University of Technology
Downloads 1,834
132.

Accounting Conservatism, Earnings Persistence, and Pricing Multiples on Earnings

Accounting Horizons, Forthcoming
Number of pages: 51 Posted: 21 Feb 2007 Last Revised: 22 May 2014
Accepted Paper Series
Villanova University, University of Texas at El Paso - Department of Accounting & Information Systems, Sungkyunkwan University and Lehigh University
Downloads 1,828
133.

Good Carry, Bad Carry

Columbia Business School Research Paper No. 15-53
Number of pages: 88 Posted: 30 Apr 2015 Last Revised: 06 Mar 2018
Working Paper Series
Columbia Business School - Finance and Economics and Hong Kong University of Science & Technology (HKUST)

Multiple version iconThere are 4 versions of this paper

Downloads 1,820
134.

A Two-Sided, Empirical Model of Television Advertising and Viewing Markets

Number of pages: 46 Posted: 24 Feb 2020
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,816
135.

Generalized Autoregressive Score Models in R: The GAS Package

Journal of Statistical Software, Vol. 88, Issue 6, pp. 1-28, 2019
Number of pages: 28 Posted: 21 Aug 2016 Last Revised: 04 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 1,812
136.

The Return of the Size Anomaly: Evidence from the German Stock Market

University of Cambridge, Judge Business School Working Paper No. 23/2006
Number of pages: 70 Posted: 16 Jan 2007 Last Revised: 05 Jul 2009
Working Paper Series
University of Oxford - Said Business School
Downloads 1,786
137.

Empirical Evidence on the Relationship between Eva and Stock Returns in Brazilian Firms

Number of pages: 9 Posted: 20 Apr 2005
Working Paper Series
Universidade de Brasília (UnB) - Campus Universitario Darcy Ribeiro
Downloads 1,776
138.

Growth-Trend Timing and 60-40 Variations: Lethargic Asset Allocation (LAA)

Number of pages: 15 Posted: 15 Dec 2019 Last Revised: 22 Jan 2020
Working Paper Series
VU University Amsterdam
Downloads 1,772
139.

The Environmental Kuznets Curve: A Survey of the Literature

Number of pages: 29 Posted: 10 Feb 2000
Working Paper Series
University of Siena - Dept. of Political and International Sciences
Downloads 1,771
140.

On the Persistence of Cointegration in Pairs Trading

Number of pages: 25 Posted: 05 Sep 2014
Working Paper Series
Independent
Downloads 1,763
141.

Modeling the Price Dynamics of Co2 Emission Allowances

Number of pages: 33 Posted: 19 May 2006 Last Revised: 17 Feb 2014
Working Paper Series
University of Bonn - Bonn Graduate School of Economics and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 1,760
142.

The Relationship between Income Inequality, Poverty and Globalisation

Number of pages: 38 Posted: 05 Sep 2004
Working Paper Series
Sogang University
Downloads 1,739
143.

The VIX, the Variance Premium and Stock Market Volatility

Journal of Econometrics, Vol. 183, No. 2, pp. 181-192, December, 2014
Number of pages: 38 Posted: 17 Apr 2013 Last Revised: 17 Sep 2015
Working Paper Series
Columbia Business School - Finance and Economics and European Central Bank (ECB)

Multiple version iconThere are 4 versions of this paper

Downloads 1,737
144.

An Eviews Program for Arma Modeling and Forecasting

Number of pages: 2 Posted: 22 Feb 2005
Working Paper Series
University of Tehran and University of Tehran
Downloads 1,725
145.

Least Squares Percentage Regression

Journal of Modern Applied Statistical Methods, 2009
Number of pages: 12 Posted: 22 May 2009
Working Paper Series
University of Hertfordshire Business School
Downloads 1,717
146.

Commodity Futures Markets in India: Riding the Growth Phase

International Conference on Commodity Future: Riding the Growth Phase, January 2008
Number of pages: 28 Posted: 06 Feb 2008
Working Paper Series
Evalueserve.com Pvt. Ltd.
Downloads 1,700
147.

Treating Measurement Error in Tobin’s Q

Simon School Working Paper No. FR 10-27
Number of pages: 59 Posted: 23 Aug 2010 Last Revised: 24 Oct 2011
Working Paper Series
U.S. Department of Labor - Bureau of Labor Statistics and University of Michigan, Stephen M. Ross School of Business
Downloads 1,697
148.

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 1,691
149.

Paths to Success: The Relationship between Human Development and Economic Growth

Number of pages: 49 Posted: 16 Jan 2004
Working Paper Series
Yale University - Economic Growth Center, Yale University - Department of Economics (Deceased), University of Oxford - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,690
150.

Multiple Testing in Economics

Number of pages: 21 Posted: 23 Nov 2013
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 1,687