Search Results
JEL Code: C21

339,252 Total downloads

Viewing: 1 - 50 of 2,096 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 23,502
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 12,795
3.

Lucky Factors

Number of pages: 139 Posted: 22 Nov 2014 Last Revised: 02 Nov 2020
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 6,551
4.

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 4,108
5.

Option Returns and Volatility Mispricing

Number of pages: 38 Posted: 14 Mar 2006
Working Paper Series
University of Lausanne and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 4,023
6.

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 3,406
7.

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 3,257
8.

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 3,098
9.

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 2,738
10.

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 2,727
11.

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 2,674
12.

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 2,632
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 2,612
14.

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 2,219
15.

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 2,102
16.

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 1,788
17.

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 1,785
18.

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 1,695
19.

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 1,677
20.

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 1,660
21.

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 1,588
22.

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 Banca IMI
Downloads 1,524
23.

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 1,508
24.

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

Number of pages: 59 Posted: 01 Mar 2021
Working Paper Series
Stanford University, Graduate School of Business, Stanford University - Graduate School of Business and Harvard Business School
Downloads 1,493
25.

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 1,485
26.

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 1,461
27.

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 1,414
28.

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 1,395
29.

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 1,393
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 1,326
31.

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 1,318
32.

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 1,308
33.

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 1,246
34.

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 1,244
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 1,203
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 1,183
37.

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 1,138
38.

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 1,119
39.

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 1,096
40.

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 1,081
41.

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 1,080
42.

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
University of California, Santa Barbara (UCSB) - Department of Economics and Center for Research in Economics and Statistics (CREST)

Multiple version iconThere are 2 versions of this paper

Downloads 1,080
43.

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 1,078
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 1,063
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 1,039
46.

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 1,035
47.

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 1,032
48.

Changing Risk Perception and the Time-Varying Price of Risk

Review of Finance, Vol. 20, No. 4, 2016.
Number of pages: 38 Posted: 10 Mar 2011 Last Revised: 03 Dec 2016
Accepted Paper Series
University of St. Gallen - School of Finance, University of Vienna - Faculty of Business, Economics, and Statistics and EBS Universität für Wirtschaft und Recht - EBS Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,015
49.

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 1,014
50.

Testing the Pecking Order Theory of Capital Structure in Brazilian Firms

Number of pages: 14 Posted: 09 Dec 2005
Working Paper Series
University of Brasilia and Universidade de Brasilia - Faculdade de Administracao
Downloads 998