Search Results
JEL Code: C21

358,912 Total downloads

Viewing: 1 - 50 of 2,156 papers

1.

Endogeneity in Empirical Corporate Finance

Simon School Working Paper No. FR 11-29
Number of pages: 97 Posted: 28 Jan 2011 Last Revised: 06 Oct 2012
Working Paper Series
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Michigan, Stephen M. Ross School of Business
Downloads 24,044
2.

Empirical Asset Pricing via Machine Learning

Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79 Posted: 09 Apr 2018 Last Revised: 15 Sep 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 13,773
3.

Lucky Factors

Number of pages: 99 Posted: 22 Nov 2014 Last Revised: 08 Apr 2021
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 6,903
4.

How Much Should We Trust Staggered Difference-In-Differences Estimates?

European Corporate Governance Institute – Finance Working Paper No. 736/2021, Rock Center for Corporate Governance at Stanford University Working Paper No. 246
Number of pages: 70 Posted: 01 Mar 2021 Last Revised: 31 Mar 2021
Working Paper Series
Stanford University, Graduate School of Business, Stanford University - Graduate School of Business and Harvard Business School (HBS)
Downloads 5,712
5.

Machine Learning for Stock Selection

Financial Analysts Journal, vol. 75, no. 3 (Third Quarter 2019)
Number of pages: 35 Posted: 04 Mar 2019 Last Revised: 09 Aug 2019
Accepted Paper Series
Gresham Investment Management, LLC and Arwen Advisors
Downloads 4,732
6.

Option Returns and Volatility Mispricing

Number of pages: 38 Posted: 14 Mar 2006
Working Paper Series
University of Lausanne and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 4,186
7.

Difference-in-Differences with Multiple Time Periods

Number of pages: 45 Posted: 24 Mar 2018 Last Revised: 07 Dec 2020
Working Paper Series
University of Mississippi - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 4,029
8.

The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation

Number of pages: 45 Posted: 08 Nov 2005
Working Paper Series
Bates College
Downloads 3,314
9.

Revisiting Event Study Designs

Number of pages: 25 Posted: 20 Aug 2016 Last Revised: 29 May 2018
Working Paper Series
Princeton University - International Economics Section and London School of Economics & Political Science (LSE) - Department of Economics
Downloads 3,291
10.

Conditional Value-at-Risk: Aspects of Modeling and Estimation

Number of pages: 28 Posted: 07 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Department of Management Science & Engineering
Downloads 3,109
11.

The Influence of Capital Structure on Company Value with Different Growth Opportunities

Number of pages: 14 Posted: 10 Jun 2002
Working Paper Series
New York University
Downloads 2,778
12.

Estimating the Effects of Dormitory Living on Student Performance

Number of pages: 15 Posted: 21 Feb 2010
Working Paper Series
Colorado College and affiliation not provided to SSRN
Downloads 2,772
13.

Effects of Dormitory Living on Student Performance

Number of pages: 14 Posted: 22 Mar 2010
Working Paper Series
Colorado College and University of Wisconsin - La Crosse – Department of Economics
Downloads 2,734
14.

Scale Effects in Capital Markets-Based Accounting Research

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 65 Posted: 31 Jan 2000 Last Revised: 13 Jan 2009
Working Paper Series
Stanford University - Graduate School of Business and Macquarie Business School

Multiple version iconThere are 2 versions of this paper

Downloads 2,690
15.

Estimation of VAR Using Copula and Extreme Value Theory

Multinational Finance Journal, 2008, vol. 12, no. 3/4, pp. 205–218
Number of pages: 14 Posted: 15 Jun 2006 Last Revised: 19 Oct 2013
Accepted Paper Series
University of Campinas (UNICAMP) - Department of Statistics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 2,245
16.

Equity Volatility Term Structures and the Cross-Section of Option Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 53 Posted: 14 Oct 2011 Last Revised: 30 Jan 2016
Accepted Paper Series
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 2,176
17.

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 1,841
18.

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 1,805
19.

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
20.

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 1,681
21.

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 1,672
22.

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 1,648
23.

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 1,570
24.

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 1,538
25.

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 1,513
26.

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 1,489
27.

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 1,449
28.

Pseudo Panels and Repeated Cross-Sections

Number of pages: 19 Posted: 14 Dec 2005 Last Revised: 12 Nov 2007
Working Paper Series
Erasmus University - Rotterdam School of Management
Downloads 1,428
29.

Testing the Relation between Price-to-Earnings Ratio and Stock Returns in the Athens Stock Exchange

Number of pages: 32 Posted: 27 Dec 2005
Working Paper Series
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 1,402
30.

Reversion to the Mean, Taken to the Extreme

Number of pages: 27 Posted: 16 May 2010
Working Paper Series
affiliation not provided to SSRN
Downloads 1,363
31.

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 1,322
32.

Testing Nonlinear Relationships between Excess Rate of Return on Equity and Financial Ratios

Number of pages: 12 Posted: 26 Apr 2001
Working Paper Series
University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Downloads 1,322
33.

Variance Risk Premium Demystified

Number of pages: 32 Posted: 16 Mar 2006 Last Revised: 28 Aug 2008
Working Paper Series
Frankfurt School of Finance & Management
Downloads 1,259
34.

The Biggest Myth in Spatial Econometrics

Number of pages: 42 Posted: 16 Dec 2010
Working Paper Series
Texas State University - McCoy College of Business Administration and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 1,252
35.

Disclosure of Accounting Information and Stock Return Volatility in Brazil

Number of pages: 14 Posted: 26 Oct 2005
Working Paper Series
University of Brasilia and University of Brasilia & Bank of Brazil
Downloads 1,223
36.

Focusing Versus Diversifying Bank Mergers: Analysis of Market Reaction and Long-Term Performance

Number of pages: 37 Posted: 30 Jan 2001
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 1,188
37.

Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects

Number of pages: 35 Posted: 24 Mar 2018 Last Revised: 01 Nov 2019
Working Paper Series
SciencesPo - Sciences Po - Department of Economics and Center for Research in Economics and Statistics (CREST)

Multiple version iconThere are 2 versions of this paper

Downloads 1,184
38.

Academic Benefits of Living on Campus

Number of pages: 17 Posted: 22 Jun 2010
Working Paper Series
Colorado College and University of Wisconsin - La Crosse – Department of Economics
Downloads 1,141
39.

Accruals Quality and Analyst Coverage

Journal of Banking & Finance, Volume 36, Issue 2, pp. 497-508, 2012
Number of pages: 42 Posted: 15 Sep 2006 Last Revised: 03 Mar 2021
Accepted Paper Series
Sogang University, Texas Christian University - Department of Accounting and University of Houston - C.T. Bauer College of Business
Downloads 1,140
40.

Questioning Fleuriet's Model of Working Capital Management on Empirical Grounds

Number of pages: 11 Posted: 18 Apr 2005
Working Paper Series
University of Brasilia
Downloads 1,124
41.

Do Fiscal Rules Matter?

Harvard Economics Department Working Paper
Number of pages: 55 Posted: 27 May 2011 Last Revised: 10 Oct 2015
Working Paper Series
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), Bocconi University - Department of Economics and University of Michigan at Ann Arbor - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,120
42.

The Value Relevance of Brazilian Accounting Numbers: An Empirical Investigation

University of Sao Paulo, Department of Accounting Working Paper No. 1
Number of pages: 43 Posted: 29 May 2002
Working Paper Series
Universidade de São Paulo
Downloads 1,106
43.

Determinants of Mncs' Mode of Entry into Emerging Markets: Some Evidence from India

Number of pages: 29 Posted: 09 Sep 2004 Last Revised: 31 Jul 2008
Working Paper Series
Aston University - Aston Business School
Downloads 1,089
44.

Associations Between Management Forecast Accuracy and Pricing of IPOs in Athens Stock Exchange

Multinational Finance Journal, 2011, vol 15, no 3/4, pp 235-272
Number of pages: 38 Posted: 02 Nov 2007 Last Revised: 10 Jan 2014
Accepted Paper Series
University of Bath

Multiple version iconThere are 2 versions of this paper

Downloads 1,068
45.

Incentives, Job Satisfaction and Performance: Empirical Evidence in Italian Social Enterprises

Euricse Working Papers No. 012|10
Number of pages: 49 Posted: 03 Nov 2010
Working Paper Series
European Research Institute on Cooperative & Social Enterprises (EURICSE), University of Trento - Department of Economics and Management and University of Brescia - Department of Economics and Management
Downloads 1,062
46.

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 1,049
47.

Using Spatial Panel Data in Modelling Regional Growth and Convergence

ISAE Working Paper No. 55
Number of pages: 31 Posted: 10 Oct 2006
Working Paper Series
University G.D'Annunzio, University of L'Aquila - Faculty of Economics and The Catholic University of America
Downloads 1,042
48.

Discretionary Accounting Accruals, Managers' Incentives and Audit Fees

Number of pages: 31 Posted: 20 May 2003
Working Paper Series
Monash University Sunway Campus, City University of Hong Kong (CityUHK) - Department of Accountancy and Hong Kong Polytechnic University - School of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,039
49.

Working Capital, Profitability, Liquidity and Solvency of Healthcare Insurance Companies

BBR - Brazilian Business Review, v. 7, n. 2, Vitória-ES, May - August 2010, pp. 37 - 59, ISSN 1808-2386
Number of pages: 23 Posted: 28 Jul 2012
Accepted Paper Series
Pace University - Lubin School of Business and FUCAPE Business School
Downloads 1,039
50.

Estimating the Value of Advertising

University FAF Economics Discussion Paper No. 12
Number of pages: 31 Posted: 05 Sep 2003
Working Paper Series
University of the Federal Armed Forces Hamburg - Department of Economics
Downloads 1,033