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JEL Code: C20

137,165 Total downloads

Viewing: 51 - 100 of 519 papers

51.

Algorithmic Trading Model for Manifold Learning in FX

Number of pages: 11 Posted: 26 Nov 2014
Working Paper Series
Modus Operandi, Inc.
Downloads 459
52.

Determinants of Suicide Rates in Developing Countries - an Econometric Investigation of the Indian Case

Number of pages: 21 Posted: 04 Jul 2006
Working Paper Series
Jadavpur University - Department of Economics and Gokhale Institute of Politics and Economics
Downloads 455
53.

Explaining the Power-Law Degree Distribution in a Social Commerce Network

Social Networks, Vol. 31, No. 4, pp. 262-270, 2009
Number of pages: 9 Posted: 01 Jul 2008 Last Revised: 04 Aug 2014
Working Paper Series
University of Oxford - Said Business School and Columbia Business School - Marketing
Downloads 453
54.

Deployment of Manufacturing Flexibility: An Empirical Analysis of the North American Automotive Industry

Number of pages: 33 Posted: 05 Jun 2012
Working Paper Series
Tata Motors Ltd., The Wharton School, University of Pennsylvania and University of Utah - School of Accounting and Information Systems
Downloads 450
55.

Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures

Number of pages: 21 Posted: 17 Dec 2010
Working Paper Series
The American College for Financial Services
Downloads 442
56.

Financial Buyers in Takeovers: Focus on Cost Efficiency

Milken Institute Working Paper No. 02-01
Number of pages: 23 Posted: 21 Nov 2002
Working Paper Series
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC

Multiple version iconThere are 3 versions of this paper

Downloads 432
57.

Systematic Testing of Systematic Trading Strategies

Number of pages: 24 Posted: 01 Mar 2018 Last Revised: 16 Mar 2018
Working Paper Series
University of Cape Town (UCT) and Peresec
Downloads 431
58.

Time-Varying Moments, Idiosyncratic Risk, and an Application to Hot-Issue IPO Aftermarket Returns

Number of pages: 21 Posted: 08 Mar 2004
Working Paper Series
Passau University
Downloads 427
59.

Web Sentiment Analysis for Revealing Public Opinions, Trends and Making Good Financial Decisions

Number of pages: 9 Posted: 28 Mar 2014
Working Paper Series
University of Lugano and University of Lugano
Downloads 426
60.

Breakthrough in Understanding Derivatives and Option Based Hedging - Marginal and Joint Probability Density Functions of Vanilla Options - True Value-at-Risk and Option Based Hedging Strategies

Number of pages: 21 Posted: 02 Sep 2014 Last Revised: 05 Jun 2015
Working Paper Series
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Downloads 417
61.

An Equity Market Model and its Implications

Number of pages: 34 Posted: 13 May 2006
Working Paper Series
New York University (NYU) - Berkley Center for Entrepreneurial Studies
Downloads 413
62.

A Review of the Generalized Black-Scholes Formula & It’s Application to Different Underlying Assets

Number of pages: 12 Posted: 23 Aug 2017 Last Revised: 15 Feb 2018
Working Paper Series
University of Oxford, Said Business School
Downloads 409
63.

Explanatory and Predictive Analysis of Corporate Bond Indices Returns

Number of pages: 46 Posted: 21 Mar 2006
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 404
64.

Econometrics: The Keynes-Tinbergen Controversy

Number of pages: 7 Posted: 17 Feb 2015 Last Revised: 28 Feb 2015
Working Paper Series
Utrecht University School of Economics
Downloads 393
65.

Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy

(Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
Number of pages: 33 Posted: 05 Apr 2012
Accepted Paper Series
Trident University and Herrera-Vakkur Consulting
Downloads 384
66.

A Study of Impact of Macroeconomic Variables on Performance of Nifty

Asian Journal of Research in Business Economics and Management, Forthcoming
Number of pages: 11 Posted: 23 Mar 2013 Last Revised: 03 Apr 2014
Accepted Paper Series
Devi Ahilya Vishwavidyalaya (DAVV) University - Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University
Downloads 381
67.

Quantifying the Diversity of News Around Stock Market Moves

Chester Curme, Ying Daisy Zhuo, Helen Susannah Moat and Tobias Preis, Quantifying the diversity of news around stock market moves, Journal of Network Theory in Finance 3(1), 1–20 (2017).
Number of pages: 20 Posted: 23 Mar 2017
Accepted Paper Series
Boston University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Data Science Lab, Behavioural Science, Warwick Business School and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 376
68.

Stock Prices, Returns and Dividend Yields

Number of pages: 54 Posted: 26 Jan 2011
Working Paper Series
University of Piraeus - Department of Banking and Financial Management and Norwegian Business School
Downloads 375
69.

The Value of Intellectual Assets in Indian Pharmaceutical Industry: An Empirical Study of the Components of Market Value

Number of pages: 28 Posted: 12 Mar 2009
Working Paper Series
Pondicherry University, Karaikal Campus - School of Management and Indira Gandhi College of Arts and Science
Downloads 373
70.

The ABCs of Empirical Corporate (Governance) Research

Number of pages: 8 Posted: 22 Aug 2017
Working Paper Series
University of Oxford

Multiple version iconThere are 2 versions of this paper

Downloads 371
71.

Beauty is the Promise of Happiness?

IZA Discussion Paper No. 5600
Number of pages: 47 Posted: 04 Apr 2011
Working Paper Series
University of Texas at Austin - Department of Economics and University of Texas at Austin

Multiple version iconThere are 2 versions of this paper

Downloads 369
72.

Nonparametric Inference on State Dependence in Unemployment

Number of pages: 69 Posted: 14 Feb 2015 Last Revised: 01 May 2019
Working Paper Series
University of Chicago

Multiple version iconThere are 2 versions of this paper

Downloads 359
73.

NSE NIFTY and Its Correlation with Sectorial Indexes

International Journal of Conceptions on Management and Social Sciences, Vol. 2, Issue. 1, March’ 2014
Number of pages: 11 Posted: 02 Apr 2018 Last Revised: 14 Apr 2021
Working Paper Series
Sri Venkateswara University (SVU) - School of Business Management, Students
Downloads 359
74.

Measuring Customer Satisfaction in the Hospitality Industry: An Empirical Study of the Hotels in the Capital Cities of Europe

The 2014 Proceedings of The first international Conference Sinteza, Belgrade
Number of pages: 7 Posted: 28 Apr 2014
Accepted Paper Series
Singidunum University, Singidunum University - Department for Business Economics, Singidunum University and Singidunum University
Downloads 338
75.

Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy

Journal of Portfolio Management, Vol. 33, No. 5, 2009
Number of pages: 27 Posted: 13 Mar 2009 Last Revised: 10 Apr 2015
Accepted Paper Series
University of Cambridge - Department of Land Economy and Henley Business School - University of Reading
Downloads 333
76.

Results on the CEV Process, Past and Present

Number of pages: 25 Posted: 12 Mar 2010
Working Paper Series
University of British Columbia (UBC) - Department of Mathematics and Numerix
Downloads 332
77.

Return Dispersion and the Cross-Section of Stock Returns

Mays Business School Research Paper No. 3200095
Number of pages: 81 Posted: 29 Jun 2018 Last Revised: 14 Jul 2020
Working Paper Series
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and Texas A&M University - Department of Statistics
Downloads 332
78.

Transition in Romania between 1990 and 2005 - An Econometric Approach

Number of pages: 7 Posted: 24 Feb 2008
Working Paper Series
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Downloads 326
79.

Theil's BLUS Residuals and R Tools for Testing and Removing Autocorrelation and Heteroscedasticity

Number of pages: 9 Posted: 23 Mar 2014
Working Paper Series
Fordham University - Department of Economics
Downloads 320
80.

Mean-Square-Error Calculations for Average Treatment Effects

IEPR Working Paper No. 05.34
Number of pages: 51 Posted: 05 Oct 2005
Working Paper Series
Stanford Graduate School of Business, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Southern California
Downloads 317
81.

An Estimation of Industry-Level Capital-Labor Substitution Elasticities for U.S. Production: An Argument for Cobb-Douglas

USITC Economics Working Paper No. 2001-11-C
Number of pages: 26 Posted: 08 Dec 2001
Working Paper Series
Iowa State University, George Mason University - Mercatus Center and University of Colorado at Boulder - Department of Economics
Downloads 303
82.

Estimated Age Effects in Athletic Events and Chess

Yale ICF Working Paper No. 04-43, Cowles Foundation Discussion Paper No. 1495
Number of pages: 28 Posted: 24 Nov 2004
Working Paper Series
Yale University - Cowles Foundation
Downloads 301
83.

An Empirical Study of Impact of Exchange Rate & Inflation Rate on Performance of Bse Sensex

Spectrum: A Journal of Multidisciplinary Research Vol.1 Issue 3, June 2012, ISSN 2278‐0637
Number of pages: 12 Posted: 24 Apr 2013
Accepted Paper Series
Devi Ahilya Vishwavidyalaya (DAVV) University - Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University - School of Commerce
Downloads 298
84.

IV Estimation of Engel Elasticities from Indian Household Budget Data

Number of pages: 17 Posted: 08 Oct 2001
Working Paper Series
ICRA Ltd and Indian Statistical Institute, New Delhi - Economic Research Unit
Downloads 295
85.

The Biased Algorithm: Evidence of Disparate Impact on Hispanics

56 AM. CRIM L. REV. 1553 (2019)
Number of pages: 25 Posted: 29 Oct 2018 Last Revised: 15 Jul 2019
Accepted Paper Series
University of Surrey School of Law
Downloads 289
86.

A Vector Error Correction Model Analysis of Gold Prices - How Will COVID-19 Impact the Price of Gold?

Number of pages: 12 Posted: 09 Jul 2020 Last Revised: 13 Jul 2020
Working Paper Series
University of Dhaka, Institute of Business Administration
Downloads 286
87.

Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach

Number of pages: 13 Posted: 09 Jan 2015 Last Revised: 10 Jan 2015
Working Paper Series
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Downloads 286
88.

Quantifying the Relationship between Financial News and the Stock Market

Sci. Rep. 3, 3578 (2013)
Number of pages: 6 Posted: 07 Jan 2014
Accepted Paper Series
University of Warwick - Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 282
89.

Have Our First Responses for COVID-19 Eased Financial Markets? Case of the Philippines

Number of pages: 6 Posted: 21 May 2020
Working Paper Series
School of Economics, De La Salle University
Downloads 280
90.

Missing Well: Optimal Targeting of Soccer Shots

University of Alabama School of Law, Public Law and Legal Theory Research Paper Series No. 1268872
Number of pages: 15 Posted: 18 Sep 2008 Last Revised: 28 Sep 2008
Working Paper Series
University of Alabama - School of Law
Downloads 279
91.

Model Uncertainty, Complexity and Rank in Finance

Number of pages: 45 Posted: 16 Nov 2004
Working Paper Series
University of California at Irvine - The Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 277
92.

Updating Hofstede's Cultural Model and Tracking Changes in Cultural Indices

Journal of International Trade & Commerce, Vol. 12, No. 5, pp. 85-106, Oct. 2016
Number of pages: 22 Posted: 17 Apr 2017
Accepted Paper Series
Jilin Normal University, Kangwon National University - Division of Business Administration and Accounting and Kangwon National University - Department of International Trade and Business
Downloads 272
93.

Digital and Economic Inclusion: How Internet Adoption Impacts Banking Status

Number of pages: 28 Posted: 31 Mar 2017 Last Revised: 02 Sep 2017
Working Paper Series
Government of the United States of America - National Telecommunications and Information Administration (NTIA), Government of the United States of America - National Telecommunications and Information Administration (NTIA), Government of the United States of America - National Telecommunications and Information Administration (NTIA), Government of the United States of America - National Telecommunications and Information Administration (NTIA) and Georgia Institute of Technology - School of Public Policy
Downloads 270
94.

Usefulness of Correlation Analysis

Number of pages: 9 Posted: 11 Jul 2019
Working Paper Series
International Training Institute
Downloads 269
95.

High Frequency Trading Strategy for the 30 Year Treasury Bond

Number of pages: 30 Posted: 13 Mar 2020
Working Paper Series
Citibank, N.A. - Citi Fixed Income Currency & Commodities, Cornell Financial Engineering Manhattan, Cornell University, Cornell University, Cornell University, Cornell University, Cornell University, Cornell University and Cornell University
Downloads 268
96.

Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review

Cowles Foundation Discussion Paper No. 1804
Number of pages: 57 Posted: 24 May 2011
Working Paper Series
Yale University - Cowles Foundation
Downloads 258
97.

Analysing Convergence through the Distribution Dynamics Approach: Why and How?

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2007
Number of pages: 41 Posted: 05 Sep 2007
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia
Downloads 256
98.

Improved Estimators of Hedonic Housing Price Models

Number of pages: 26 Posted: 18 Sep 2006
Working Paper Series
Department of Land Economy, University of Cambridge and City University of Hong Kong (CityUHK) - Department of Management Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 254
99.

The Digital Divide Is Closing, Even as New Fissures Surface

TPRC 44: The 44th Research Conference on Communication, Information and Internet Policy 2016
Number of pages: 27 Posted: 02 Apr 2016 Last Revised: 28 Sep 2016
Working Paper Series
Government of the United States of America - National Telecommunications and Information Administration (NTIA), Government of the United States of America - National Telecommunications and Information Administration (NTIA), Government of the United States of America - National Telecommunications and Information Administration (NTIA), Government of the United States of America - National Telecommunications and Information Administration (NTIA), Georgetown University, McCourt School of Public Policy, Students and Georgetown University, McCourt School of Public Policy, Students
Downloads 254
100.

Identification and Inference in Nonlinear Difference-in-Differences Models

Number of pages: 60 Posted: 03 Jun 2002
Working Paper Series
Stanford Graduate School of Business and Stanford Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 252