Search Results
JEL Code: C14

669,717 Total downloads

Viewing: 151 - 200 of 3,955 papers

151.

Goodness-of-Fit Tests for Copulas of Multivariate Time Series

Number of pages: 32 Posted: 24 Dec 2010 Last Revised: 21 Nov 2014
Working Paper Series
Department of Decision Sciences, HEC Montreal
Downloads 720
152.

Trend, Mean-Reversion or Random Walk? A Statistical Analysis of Price Behavior in Major Markets

Number of pages: 20 Posted: 02 May 2016 Last Revised: 11 May 2016
Working Paper Series
Erevna Capital Management
Downloads 720
153.

Do the Golden State Warriors Have Hot Hands?

Number of pages: 11 Posted: 13 Jun 2017 Last Revised: 05 Nov 2017
Working Paper Series
University of California, Berkeley, University of California, Berkeley and University of California, Berkeley
Downloads 716
154.

The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS

in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
Number of pages: 24 Posted: 29 Aug 2012 Last Revised: 08 Apr 2014
Working Paper Series
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Blockchain Research Center and Wroclaw University of Science and Technology, Department of Operations Research
Downloads 715
155.

Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns

Swiss Finance Institute Research Paper No. 07-26
Number of pages: 63 Posted: 21 Sep 2007
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Accounting and Finance, University of Lausanne - Institute of Banking & Finance (IBF) and University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 713
156.

The Impact of Homework on Student Achievement

Number of pages: 35 Posted: 19 Jul 2006
Working Paper Series
Southern Methodist University (SMU) - Department of Economics and University of Alabama
Downloads 712
157.

Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data

Chicago Booth Research Paper No. 15-43
Number of pages: 43 Posted: 07 Oct 2015 Last Revised: 11 Oct 2016
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 709
158.

Shrinkage Estimation of the Varying Coefficient Model

Number of pages: 35 Posted: 23 Nov 2008 Last Revised: 30 Nov 2008
Working Paper Series
Peking University - Guanghua School of Management and National University of Singapore (NUS)
Downloads 708
159.

Optimization with Tail-Dependence and Tail Risk: A Copula Based Approach for Strategic Asset Allocation

Number of pages: 30 Posted: 05 Nov 2006
Working Paper Series
Università degli Studi di Milano-Bicocca
Downloads 705
160.

Identification of Standard Auction Models

Number of pages: 40 Posted: 21 Aug 2000
Working Paper Series
Stanford Graduate School of Business and Yale University - Department of Economics
Downloads 700
161.

Neural Network Embedding of the Over-Dispersed Poisson Reserving Model

Number of pages: 30 Posted: 14 Dec 2018
Working Paper Series
ETH Zurich, Department of Mathematics, RiskLab, Students, Old Mutual Insure and RiskLab, ETH Zurich
Downloads 696
162.

Financial Market Liquidity and the Distribution of Prices

Number of pages: 48 Posted: 01 Nov 1999
Working Paper Series
ITG, Inc. and Rice University - Department of Economics
Downloads 687
163.

Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure

Bank of Italy Economic Research Paper No. 602
Number of pages: 55 Posted: 06 Oct 2006
Working Paper Series
Bank of Italy and Bank of Italy
Downloads 685
164.

Updating the Yield Curve to Analyst's Views

Number of pages: 16 Posted: 26 Mar 2008
Working Paper Series
Banco Central do Brasil - Foreign Reserves Department
Downloads 680
165.

A Case of Empirical Reverse Engineering: Estimation of the Pricing Kernel

Number of pages: 65 Posted: 30 Sep 2000
Working Paper Series
UCLA Anderson
Downloads 679
166.

Correlated Default Processes: A Criterion-Based Copula Approach

Number of pages: 37 Posted: 07 Mar 2004
Working Paper Series
Santa Clara University - Leavey School of Business and Amaranth Advisors llc

Multiple version iconThere are 2 versions of this paper

Downloads 679
167.

An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios

ETH Zurich, RiskLab Working Paper
Number of pages: 71 Posted: 08 Nov 2002
Working Paper Series
International Center FAME and University of St. Gallen - SEPS: Economics and Political Sciences
Downloads 678
168.

Regression Discontinuity with Categorical Outcomes

Number of pages: 51 Posted: 16 Jan 2016 Last Revised: 15 Jul 2017
Working Paper Series
Texas A&M UniversityIndiana University Bloomington
Downloads 678
169.

'Effortless Perfection:' Do Chinese Cities Manipulate Air Pollution Data?

Journal of Environmental Economics and Management, Forthcoming
Number of pages: 82 Posted: 18 Apr 2013 Last Revised: 12 Jul 2014
Working Paper Series
University of California, San Diego (UCSD) and Duke Kunshan University
Downloads 677
170.

Implied Distribution as a Function of the Volatility Smile

Bankers Markets and Investors, No. 119 (Jul./Aug. 2012), pp. 31-42 (Accepted, July 2011)
Number of pages: 20 Posted: 13 Jan 2011 Last Revised: 17 Feb 2013
Accepted Paper Series
emlyon business school
Downloads 669
171.

On the Factors Influencing Return-Earnings Relationship

Number of pages: 35 Posted: 03 Nov 2000
Working Paper Series
Christopher Newport University
Downloads 669
172.

Secular Mean Reversion and Long-Run Predictability of the Stock Market

Number of pages: 40 Posted: 31 Jan 2013 Last Revised: 19 Dec 2015
Working Paper Series
University of Agder - School of Business and Law

Multiple version iconThere are 2 versions of this paper

Downloads 668
173.

Inference on Quantile Regression Process, an Alternative

Number of pages: 19 Posted: 19 Mar 2002
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 663
174.

Tails, Fears and Risk Premia

Journal of Finance, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper Paper No. 34
Number of pages: 49 Posted: 14 Apr 2010 Last Revised: 26 Jan 2011
Accepted Paper Series
Duke University - Finance and Northwestern University
Downloads 656
175.

Estimating Latent Asset-Pricing Factors

Number of pages: 45 Posted: 21 May 2018 Last Revised: 13 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 652
176.

Robust Performance Hypothesis Testing with the Sharpe Ratio

ZEW - Center for European Economic Research Paper No. 320
Number of pages: 15 Posted: 14 May 2007
Working Paper Series
University of Zurich - Department of Economics
Downloads 652
177.

Influentials, Imitables or Susceptibles? Virality and Word-of-Mouth Conversations in Online Social Networks

Forthcoming, Journal of Management Information Systems
Number of pages: 40 Posted: 14 Jan 2012 Last Revised: 22 Mar 2016
Accepted Paper Series
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management, University of Texas at Dallas and University of Washington - Michael G. Foster School of Business
Downloads 649
178.

Prediction of Financial Strength Ratings Using Machine Learning and Conventional Techniques

Abdou, H. A., Abdallah, W. M., Mulkeen, J., Ntim, C. G., & Wang, Y. (2017) ‘Prediction of financial strength ratings using machine learning and conventional techniques’, Investment Management and Financial Innovation, 14(4), pp. 194-211, (Accepted 20th December, 2017)
Number of pages: 32 Posted: 19 Jan 2018
Accepted Paper Series
The Lancashire School of Business & Enterprise, The American University in Cairo, University of Salford - Business School, University of Southampton Business School, UK and Leicester Business School, De Montfort University
Downloads 642
179.

The Impact of the EC Financial Instruments Markets Directive on the Trading Volume of EU Equity Markets

Athens University of Economics and Business, Statistics Technical Report No. 219
Number of pages: 43 Posted: 01 Nov 2005
Working Paper Series
University of Edinburgh - School of Law and Department of Economic and Regional Development, Panteion University of Political and Social Sciences
Downloads 640
180.

Rational Panics and Stock Market Crashes

Number of pages: 27 Posted: 12 Feb 1999
Working Paper Series
Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business
Downloads 635
181.

Covariance Estimation in Dynamic Portfolio Optimization: A Realized Single Factor Model

AFA 2010 Atlanta Meetings Paper
Number of pages: 38 Posted: 22 Mar 2009 Last Revised: 17 Oct 2009
Working Paper Series
Humboldt University of Berlin, Rice University - Jesse H. Jones Graduate School of Business and Rice University - George R. Brown School of Engineering
Downloads 633
182.

Recent Developments in the Econometrics of Program Evaluation

Number of pages: 94 Posted: 18 Aug 2008
Working Paper Series
Stanford Graduate School of Business and Michigan State University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 632
183.

Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 57 Posted: 10 Oct 2015 Last Revised: 07 Oct 2017
Accepted Paper Series
University College Dublin, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 629
184.

Information Acquisition in Financial Markets

Number of pages: 21 Posted: 09 Feb 1999
Working Paper Series
Federal Reserve Bank of Chicago and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 627
185.

Flexible Work Hours and Dynamic Labor Supply: Evidence from Taxi Drivers

Number of pages: 36 Posted: 01 Jan 2018 Last Revised: 29 Apr 2019
Working Paper Series
Princeton University Department of Economics, California Institute of Technology and Department of Economics, University of Texas at Austin
Downloads 624
186.

Behavioral Heterogeneity and the Income Effect

Number of pages: 70 Posted: 23 Aug 2000
Working Paper Series
EDHEC Business School - Department of Economics & Finance and Harvard Institute of Economic Research
Downloads 623
187.

Efficient Estimation in Semiparametric GARCH Models

Number of pages: 29 Posted: 21 Jan 1997
Working Paper Series
Tilburg University - Center for Economic Research (CentER) and University of Amsterdam - Faculty of Natural Science, Mathematics and Information Science
Downloads 617
188.

Gaussian Process Based Trading Strategy Identification

Number of pages: 39 Posted: 04 May 2012 Last Revised: 04 Dec 2012
Working Paper Series
Stevens Institute of Technology, University of Virginia - Systems Engineering, University of Virginia, Dept. of System & Information Engineering, University of Virginia and University of Cambridge - Finance
Downloads 612
189.

Skill, Scale, and Value Creation in the Mutual Fund Industry

Journal of Finance, Forthcoming
Number of pages: 122 Posted: 31 Oct 2018 Last Revised: 03 Jun 2021
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Lugano and Swiss Finance Institute - University of Geneva
Downloads 612
190.

Changes in Mutual Fund Flows and Managerial Incentives

Number of pages: 80 Posted: 22 Mar 2010 Last Revised: 22 Dec 2019
Working Paper Series
Michigan State University - Department of Finance
Downloads 609
191.

Are R&D Subsidies a Substitute or a Complement to Privately Funded R&D? Evidence from France Using Propensity Score Methods for Non-Experimental Data

University of Paris I Cahier de la MSE EUREQua Working Paper No. 2003.75
Number of pages: 38 Posted: 08 Aug 2003
Working Paper Series
ERUDITE
Downloads 607
192.

Fighting Accounting Fraud Through Forensic Data Analytics

Number of pages: 39 Posted: 22 May 2018
Working Paper Series
University of Sydney Business School and University of Sydney
Downloads 607
193.

Non-Parametric Prediction of the Mid-Price Dynamics in a Limit Order Book

Number of pages: 14 Posted: 14 Mar 2012 Last Revised: 17 Jan 2013
Working Paper Series
Purdue University - School of Electrical and Computer Engineering and Purdue University
Downloads 602
194.

Does Inequality Cause Financial Distress? Evidence from Lottery Winners and Neighboring Bankruptcies

Number of pages: 49 Posted: 12 Feb 2016
Working Paper Series
National University of Singapore, Federal Reserve Bank of Philadelphia and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 601
195.

Measuring Comovements by Regression Quantiles

ECB Working Paper No. 501
Number of pages: 50 Posted: 28 Jul 2005
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and BI Norwegian Business School - Department of Finance
Downloads 600
196.

Relative Efficiency of Health Provision: A DEA Approach with Non-Discretionary Inputs

ISEG-UTL Economics Working Paper No. 33/2006/DE/UECE
Number of pages: 32 Posted: 27 Dec 2006
Working Paper Series
University of Lisbon - ISEG (School of Economics and Management) and Technical University of Lisbon - ISEG (School of Economics and Management)
Downloads 599
197.

Copula-Based Dependence Characteriztions and Modeling for Time Series

Harvard Institute of Economic Research Discussion Paper No. 2094
Number of pages: 30 Posted: 21 Sep 2005
Working Paper Series
Harvard University - Department of Economics
Downloads 594
198.

On the Validity of the Regression Discontinuity Design for Estimating Electoral Effects: New Evidence from over 40,000 Close Races

American Journal of Political Science 59(1):259-274, Formerly MIT Political Science Department Working Paper Series No 2013-26
Number of pages: 31 Posted: 16 May 2013 Last Revised: 19 Feb 2016
Accepted Paper Series
University of Oxford, University of Chicago - Harris School of Public Policy, Stanford University - Department of Political Science, Stanford University and Harvard University
Downloads 593
199.

Survival Analysis in LGD Modeling

Number of pages: 24 Posted: 23 Mar 2010
Working Paper Series
University of Economics in Prague, University of Economics, Prague and University of Economics, Prague
Downloads 592
200.

Records in Athletics Through Extreme-Value Theory

CentER Discussion Paper Series No. 2006-83
Number of pages: 17 Posted: 12 Oct 2006
Working Paper Series
Tilburg University - Department of Econometrics & Operations Research and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 585