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JEL Code: C2

2,605,726 Total downloads

Viewing: 151 - 200 of 14,564 papers

151.

How Disclosure Quality Affects the Long-Run Level of Information Asymmetry

INSEAD Working Paper
Number of pages: 43 Posted: 23 Jan 2002
Working Paper Series
University of Maryland - Department of Accounting & Information Assurance and Arizona State University (ASU) - W. P. Carey School of Business, School of Accountancy
Downloads 1,684
152.

Identification of Social Interactions

Number of pages: 154 Posted: 18 Aug 2010
Working Paper Series
Cornell University - Department of Economics, University of Wisconsin, Madison - Department of Economics, University of Chicago and Tufts University
Downloads 1,683
153.

Capital Structure and Market Power Interaction: Evidence from Malaysia

Number of pages: 22 Posted: 19 Nov 2002
Working Paper Series
University of Delhi
Downloads 1,682
154.

False (and Missed) Discoveries in Financial Economics

Number of pages: 61 Posted: 21 Nov 2017 Last Revised: 08 Jun 2020
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 1,678
155.

Forecasting Stock Market Volatility: Evidence from Fourteen Countries

Number of pages: 29 Posted: 03 Dec 2002
Working Paper Series
University of Aberdeen, Cankaya University - Department of Management and University of Queensland
Downloads 1,677
156.

Are Cryptocurrencies Real Financial Bubbles? Evidence from Quantitative Analyses

A version of this paper was published in Risk, 26 January 2018
Number of pages: 14 Posted: 27 Dec 2017 Last Revised: 10 Sep 2018
Accepted Paper Series
Intesa Sanpaolo - Financial and Market Risk Management, Intesa Sanpaolo-Financial and Market Risk Management and Intesa Sanpaolo - Financial and Market Risk Management
Downloads 1,655
157.

Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study

International Journal of Forecasting, Vol 34, Issue 4, pp. 733-747, 2018
Number of pages: 15 Posted: 16 Feb 2017 Last Revised: 06 Jun 2021
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 1,654
158.

Investor Attention and Stock Returns

Number of pages: 52 Posted: 26 Jun 2018 Last Revised: 24 Aug 2020
Working Paper Series
Xiamen University - School of Economics, Hunan University - College of Finance and Statistics, Jinan University - Management School and Washington University in St. Louis - John M. Olin Business School
Downloads 1,637
159.

International Stock Return Predictability: What is the Role of the United States?

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 19 Nov 2009 Last Revised: 23 May 2012
Accepted Paper Series
Washington University in St. LouisSaint Louis University, University of Denver - Daniels College of Business and Washington University in St. Louis - John M. Olin Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,635
160.

Modelling Short-Term Volatility with GARCH and Harch Models

Number of pages: 17 Posted: 25 Jun 1997
Working Paper Series
DEAR-Consulting, Olsen & Associates, Pictet Asset Management and Lykke Corp

Multiple version iconThere are 2 versions of this paper

Downloads 1,635
161.

Does Technology Cause Unemployment?

Number of pages: 12 Posted: 12 Oct 2009
Working Paper Series
Independent
Downloads 1,630
162.

Return-Based Style Analysis with Time-Varying Exposures

Number of pages: 42 Posted: 28 Nov 2001
Working Paper Series
Erasmus University Rotterdam (EUR) and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 1,624
163.

Salience of Carbon Taxes in the Gasoline Market

Number of pages: 33 Posted: 18 Aug 2012 Last Revised: 24 Jan 2015
Working Paper Series
University of Ottawa - Graduate School of Public and International Affairs and University of Western Ontario - Richard Ivey School of Business
Downloads 1,609
164.

The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: The Case of Corn and Wheat

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 32 Posted: 24 Feb 2002 Last Revised: 05 Oct 2008
Working Paper Series
Banco de Mexico
Downloads 1,598
165.

The Performance of Football Club Managers: Skill or Luck?

ICMA Centre Discussion Paper in Finance No. DP2011-24
Number of pages: 29 Posted: 21 Nov 2011 Last Revised: 15 Dec 2011
Working Paper Series
University of Reading - ICMA Centre, University of Bristol and University of Reading - ICMA Centre
Downloads 1,594
166.

Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise

Number of pages: 46 Posted: 18 Nov 2004 Last Revised: 06 Apr 2008
Working Paper Series
University of Aarhus - Thiele Centre, Department of Mathematical Sciences, University of North Carolina (UNC) at Chapel Hill - Department of Economics, CREATESAarhus University - School of Business and Social Sciences and Harvard University
Downloads 1,580
167.

Measuring Oil Price Volatility

Number of pages: 19 Posted: 22 Jul 2002
Working Paper Series
University of Groningen - Faculty of Economics and Business
Downloads 1,578
168.

MTSS-GAN: Multivariate Time Series Simulation Generative Adversarial Networks

Number of pages: 7 Posted: 26 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads 1,578
169.

The Tradeoff between Home Runs and Contact Rate

Number of pages: 12 Posted: 24 Dec 2006
Working Paper Series
Johns Hopkins University
Downloads 1,567
170.

Spatial Panel Data Models Using Stata

CEIS Working Paper No. 373
Number of pages: 41 Posted: 29 Mar 2016 Last Revised: 28 Jul 2016
Working Paper Series
University of Rome Tor Vergata - Department of Economics and Finance, University of Edinburgh and CEIS Tor Vergata
Downloads 1,565
171.

A Multi-Factor SABR Model for Forward Inflation Rates

Bloomberg Portfolio Research Paper No. 2009-08-FRONTIERS
Number of pages: 19 Posted: 05 Feb 2009 Last Revised: 08 Apr 2010
Working Paper Series
Bloomberg L.P. and Intesa Sanpaolo, CIB Division, Global Markets
Downloads 1,562
172.

Health Status Determinants: Lifestyle, Environment, Health Care Resources and Efficiency

OECD Economics Department Working Paper No. 627
Number of pages: 75 Posted: 29 May 2010 Last Revised: 12 Jun 2010
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) - Policy Studies Branch and Organization for Economic Co-Operation and Development (OECD)
Downloads 1,552
173.

Accrual Accounting for Performance Evaluation

Stanford GSB Research Paper No. 1886
Number of pages: 38 Posted: 25 Apr 2005
Working Paper Series
University of California, Berkeley - Haas School of Business and Stanford University - Stanford Graduate School of Business
Downloads 1,520
174.

Mutual Funds: An Influential Review of Studies in Performance, Persistence, Investment Styles, Managerial Skills, Fund Characteristics and Behavioral Patterns

Number of pages: 245 Posted: 07 Oct 2009
Working Paper Series
University of St Andrews - School of Management
Downloads 1,520
175.

Abnormal Returns in Equity Markets: Evidence from a Dynamic Indexing Strategy

Number of pages: 30 Posted: 02 Apr 2003
Working Paper Series
University of Sussex Business School and University of Reading - ISMA Centre
Downloads 1,519
176.

Customer Choice Models versus Machine Learning: Finding Optimal Product Displays on Alibaba

Number of pages: 50 Posted: 26 Aug 2018 Last Revised: 02 May 2019
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - John M. Olin Business School, Alibaba Group and Alibaba Group
Downloads 1,513
177.

Probabilities of Default for Impairment Under IFRS 9

Number of pages: 6 Posted: 02 Nov 2015
Working Paper Series
Natixis
Downloads 1,513
178.

Using Statistical Process Control to Monitor Active Managers

Number of pages: 35 Posted: 19 Mar 2003
Working Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering, IBM Corporation - Thomas J. Watson Research Center and Parametric Portfolio Associates
Downloads 1,513
179.

Factors Affecting Investment Bank Initial Public Offering Market Share

Number of pages: 27 Posted: 06 May 1997
Working Paper Series
Ivey Business School, Western University
Downloads 1,500
180.

Understanding the Relationship between VIX and the S&P 500 Index Volatility

26th Australasian Finance and Banking Conference 2013
Number of pages: 27 Posted: 19 Aug 2013
Working Paper Series
Boston University Metropolitan College and Administrative Sciences Department, Boston University
Downloads 1,499
181.

Relationship between Trade Liberalisation, Economic Growth and Trade Balance: An Econometric Investigation

Number of pages: 56 Posted: 21 Jul 2004
Working Paper Series
University of East Anglia and HWWA Institute of International Economics
Downloads 1,497
182.

Estimating the Global Minimum Variance Portfolio

Schmalenbach Business Review, Vol. 58, October 2006
Number of pages: 18 Posted: 26 Oct 2006
Accepted Paper Series
Deutsche Bundesbank and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 1,485
183.

A Study on the Effect of Macroeconomic Variables on Indian Mutual Funds

Number of pages: 13 Posted: 15 Dec 2008
Working Paper Series
Alliance University - School of Business and affiliation not provided to SSRN
Downloads 1,484
184.

Using VIX Data to Enhance Technical Trading Signals

Number of pages: 6 Posted: 19 Sep 2011
Working Paper Series
Lakehead University and Lakehead University
Downloads 1,484
185.

Capital Structure and Sensitivity in SME Definition: A Panel Data Investigation

Number of pages: 22 Posted: 25 Aug 2004
Working Paper Series
University of Valencia - Department of Applied Economics, University of Valencia - Department of Applied Economics and University of Valencia - Department of Accounting
Downloads 1,482
186.

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
187.

Foreign Direct Investment and Macroeconomic Factors: Evidence From the Indian Economy

Asia-Pacific Journal of Management Research and Innovation, 2015, Vol. 11 No. 01, pp. 46-56
Number of pages: 12 Posted: 19 Nov 2012 Last Revised: 01 May 2015
Accepted Paper Series
Department of Commerce, Delhi School of Economics,University of Delhi, IndiaUniversity of Delhi India - Delhi School of Economics - Department of Commerce, Hansraj College, University of Delhi and University of Delhi - Department of Commerce
Downloads 1,480
188.

The Role of Turkish Immigrants in Entrepreneurial Activities in Germany

PIER Working Paper No. 05-029
Number of pages: 45 Posted: 11 Nov 2005
Working Paper Series
Princeton University, City University of New York, CUNY City College of New York - Department of Economics and Global Labor Organization (GLO)
Downloads 1,477
189.

Coronavirus: Case for Digital Money?

World Economics 21(1) (2020) 177-190, Johns Hopkins Carey Business School Research Paper No. 20-08
Number of pages: 12 Posted: 07 Aug 2020 Last Revised: 20 Aug 2020
Accepted Paper Series
Quantigic Solutions LLC and Johns Hopkins University - Carey Business School
Downloads 1,471
190.

The Impacts of Interest Rate on Stock Market: Empirical Evidence from Dhaka Stock Exchange

South Asian Journal of Management Sciences, Vol. 4(1), pp. 21-30, (2010)
Number of pages: 10 Posted: 27 Mar 2017 Last Revised: 04 Apr 2017
Accepted Paper Series
Presidency University and Universiti Utara Malaysia
Downloads 1,469
191.

Determinants of Signaling by Banks Through Loan Loss Provisions

Number of pages: 37 Posted: 19 Jun 2003
Working Paper Series
York University - Schulich School of Business, University of Houston - C.T. Bauer College of Business and Information and Communications University (ICU)
Downloads 1,467
192.

The Economics of Bitcoins -- Market Characteristics and Price Jumps

Number of pages: 12 Posted: 14 Jan 2015
Working Paper Series
University of Aberdeen
Downloads 1,464
193.

Efficient Estimation of Volatility Using High Frequency Data

Number of pages: 22 Posted: 16 Apr 2002
Working Paper Series
affiliation not provided to SSRNEdgelab, University of Pisa - Department of Economics and Independent
Downloads 1,463
194.

Empirical Tests of the Mean-Semivariance CAPM

Number of pages: 32 Posted: 21 Jun 2004
Working Paper Series
Graduate School of Business of Nazarbayev University and Robeco Quantitative Investments
Downloads 1,462
195.

Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods

Number of pages: 36 Posted: 24 Jan 2010 Last Revised: 06 Aug 2012
Working Paper Series
Princeton University - Bendheim Center for Finance, Princeton University - Bendheim Center for Finance and University of Chicago - Booth School of Business
Downloads 1,462
196.

Estimating Dynamic Panel Data Models: A Practical Guide Fo Macroeconomists

Board of Governors of the Federal Reserve System Finance and Econ. Disc. Series #97-3
Number of pages: 22 Posted: 06 May 1997
Working Paper Series
Board of Governors of the Federal Reserve System and Hamilton College - Economics Department
Downloads 1,455
197.

Globalization and Income Inequality Revisited

Number of pages: 48 Posted: 20 Mar 2018
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, ifo Institute – Leibniz Institute for Economic Research at the University of Munich and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 1,455
198.

A Sound Basel III Compliant Framework for Backtesting Credit Exposure Models

Risk, August 2014
Number of pages: 25 Posted: 14 May 2013 Last Revised: 30 Aug 2017
Accepted Paper Series
Credit Suisse Securities (Europe) Limited, Bocconi University and Credit Suisse AG
Downloads 1,454
199.

Commodity Futures Market in India: A Study of Trends in the Notional Multi-Commodity Indices

Money & Finance, ICRA Bulletin, Vol. 3, No. 3, 2007
Number of pages: 34 Posted: 31 Oct 2008
Accepted Paper Series
SURGE Research Support
Downloads 1,451
200.

Does Foreign Aid Reduce Poverty?: Empirical Evidence from Nongovernmental and Bilateral Aid

Number of pages: 32 Posted: 03 Mar 2006
Working Paper Series
affiliation not provided to SSRN and International Monetary Fund (IMF) - IMF Institute
Downloads 1,448