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JEL Code: C4

1,216,389 Total downloads

Viewing: 51 - 100 of 5,605 papers

51.

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 10 Posted: 14 Oct 2010 Last Revised: 11 Oct 2012
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Downloads 2,819
52.

Bond Risk Premia with Machine Learning

WBS Finance Group Research Paper No. 252
Number of pages: 86 Posted: 26 Aug 2018 Last Revised: 08 Apr 2020
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 2,817
53.

The Web of Law

San Diego Legal Studies Research Paper No. 06-11
Number of pages: 39 Posted: 05 Jan 2005
Working Paper Series
University of San Diego School of Law
Downloads 2,740
54.

The Case of Gold and Silver: A New Algorithm for Pairs Trading

Number of pages: 7 Posted: 10 Apr 2013 Last Revised: 10 Apr 2013
Working Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 2,735
55.

The Four Horsemen of Machine Learning in Finance

Number of pages: 24 Posted: 24 Sep 2019
Working Paper Series
Illinois Institute of Technology and Fidelity Investments, Inc.
Downloads 2,662
56.

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Number of pages: 47 Posted: 22 Mar 1999
Working Paper Series
University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased), Wisconsin School of Business, University of Wisconsin-Madison and Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research

Multiple version iconThere are 2 versions of this paper

Downloads 2,574
57.

The Price of Wine

Journal of Financial Economics (JFE), Vol. 118, No. 2, 2015, pages 431–449
Number of pages: 50 Posted: 07 Sep 2013 Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Vanderbilt University - Department of Economics and HEC Paris - Finance Department
Downloads 2,501
58.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Number of pages: 54 Posted: 11 Aug 2015 Last Revised: 29 Nov 2017
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,399
59.

The Effect of Climate Change and Extreme Weather Events on Tourism

FEEM Working Paper No. 30.05, CMCC Research Paper No. 01
Number of pages: 33 Posted: 07 Mar 2005 Last Revised: 24 Mar 2009
Working Paper Series
RFF-CMCC European Institute on Economics and the Environment, Fondazione Eni Enrico Mattei, Forschungsstelle nachhaltige Umweltentwicklung, ZMK, Hamburg University and VU University Amsterdam - Institute for Environmental Studies (IVM)
Downloads 2,374
60.

Dynamic Pricing – State-of-The-Art

Zeitschrift für Betriebswirtschaft, Ergänzungsheft 3 'Operations Research in der Betriebswirtschaft' (2009), 1-40
Number of pages: 38 Posted: 21 Nov 2012
Accepted Paper Series
University of Duisburg-Essen - Mercator School of Management, University of Augsburg and Bundeswehr University Munich
Downloads 2,347
61.

Momentum with Volatility Timing

Number of pages: 18 Posted: 10 Jul 2019
Working Paper Series
VKY Analytics, LLC
Downloads 2,341
62.

The Big Data Newsvendor: Practical Insights from Machine Learning

Published in Operations Research 67(1):90-108. https://doi.org/10.1287/opre.2018.1757
Number of pages: 55 Posted: 03 Feb 2015 Last Revised: 22 Aug 2019
Accepted Paper Series
Robert H. Smith School of Business, University of Maryland and Duke University - Pratt School of Engineering
Downloads 2,303
63.

Advertising Effects on Awareness, Consideration and Brand Choice Using Tracking Data

ERIM Report Series Reference No. ERS-2004-028-MKT
Number of pages: 22 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics and Microsoft Corporation
Downloads 2,273
64.

Important of SPSS for Social Sciences Research

Number of pages: 4 Posted: 22 Sep 2015
Working Paper Series
Kopargaon Taluka Education Society
Downloads 2,260
65.

Statistical Arbitrage: Medium Frequency Portfolio Trading

Number of pages: 27 Posted: 25 Jun 2013 Last Revised: 09 Jul 2013
Working Paper Series
Independent
Downloads 2,250
66.

Further Thoughts on Crm

Number of pages: 33 Posted: 05 Feb 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 2,232
67.

CDS Rate Construction Methods by Machine Learning Techniques (Presentation at invitation by Department of Statistics at London School of Economics)

Number of pages: 23 Posted: 24 May 2017 Last Revised: 21 Mar 2018
Working Paper Series
Birkbeck, University of London and University of Reims Champagne-Ardenne
Downloads 2,231
68.

Machine Learning in Finance: A Topic Modeling Approach

Number of pages: 44 Posted: 07 Feb 2019
Working Paper Series
Rennes School of Business, Dublin City University Business School, Qatar University College of Business and Azerbaijan Diplomatic Academy
Downloads 2,215
69.

Predicting Customer Lifetime Value in Multi-Service Industries

Number of pages: 48 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Groningen - Department of Marketing & Marketing Research and Tilburg University - Department of Marketing
Downloads 2,193
70.

Measuring National Innovation Systems Efficiency – A Review of DEA Approach

Higher School of Economics Research Paper No. WP BRP 16/STI/2013
Number of pages: 24 Posted: 03 Aug 2013 Last Revised: 23 Sep 2013
Working Paper Series
National Research University - Higher School of Economics
Downloads 2,189
71.

Outreach and Efficiency of Microfinance Institutions

Number of pages: 29 Posted: 12 Jun 2008
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Department of Economics, Econometrics and Finance and University of Groningen - Faculty of Economics and Business
Downloads 2,154
72.

Building a Venture Capital Index

Number of pages: 54 Posted: 30 Aug 2001
Working Paper Series
Smeal College of Business, The Pennsylvania State University
Downloads 2,089
73.

DevOps: Profiles in ITSM Performance and Contributing Factors

Forsgren, N., J. Humble (2016). "DevOps: Profiles in ITSM Performance and Contributing Factors." In the Proceedings of the Western Decision Sciences Institute (WDSI) 2016, Las Vegas, NV.
Number of pages: 25 Posted: 31 Oct 2015 Last Revised: 11 May 2016
Accepted Paper Series
GitHub and University of California, Berkeley - School of Information
Downloads 2,068
74.

Operational Risk Management in Financial Services and the New Basel Accord

Number of pages: 16 Posted: 22 Aug 2004
Working Paper Series
FX Concepts
Downloads 2,062
75.

Volatility Is Rough

Quantitative Finance, Vol. 18, No. 6, 933-949, 2018.
Number of pages: 50 Posted: 15 Oct 2014 Last Revised: 25 May 2018
Accepted Paper Series
CUNY Baruch College, Ecole Polytechnique, Paris and Ecole Polytechnique, Palaiseau
Downloads 2,025
76.

Malaysia and the Asian Financial Crisis: A View from the Finance Perspective

Lancaster University Management School, Accounting and Finance Working Paper No. 99016
Number of pages: 17 Posted: 08 Nov 1999
Working Paper Series
Alliance Manchester Business School, University of Manchester

Multiple version iconThere are 2 versions of this paper

Downloads 2,012
77.

Cross-Commodity Analysis and Applications to Risk Management

Journal of Futures Markets, Vol. 29, No. 3, January 2009
Number of pages: 20 Posted: 18 Apr 2007 Last Revised: 16 Nov 2009
Accepted Paper Series
RWE AG, University of Oxford, University of Duisburg-Essen - Faculty of Economic Science and affiliation not provided to SSRN
Downloads 1,991
78.

Measuring Corporate Culture Using Machine Learning

Number of pages: 104 Posted: 21 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and University of Dayton
Downloads 1,919
79.

A Portfolio Performance Index and its Implications

Number of pages: 34 Posted: 07 Oct 1998
Working Paper Series
University of Colorado at Boulder - Leeds School of Business
Downloads 1,917
80.

Systemic Risk and Central Clearing Counterparty Design

Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46 Posted: 09 Jun 2013 Last Revised: 01 Mar 2017
Working Paper Series
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 1,895
81.

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

Olsen and Associates Working Paper No. 319
Number of pages: 62 Posted: 30 Mar 1999
Working Paper Series
Simon Fraser University, DEAR-Consulting, Pictet & Cie, Banquiers, Lykke Corp and Pictet Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,890
82.

Informed Options Trading Prior to M&A Announcements: Insider Trading?

Number of pages: 48 Posted: 26 May 2014 Last Revised: 27 Oct 2015
Working Paper Series
McGill University, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,881
83.

How Brand Awareness Relates to Market Outcome, Brand Equity and the Marketing Mix

Journal of Business Research, Vol. 65, No. 1, pp. 92-99, 2012
Number of pages: 41 Posted: 13 Feb 2013
Accepted Paper Series
Saint Anselm College and McGill University
Downloads 1,874
84.

Back Door Links between Directors and Executive Compensation

Number of pages: 53 Posted: 26 Feb 2005
Working Paper Series
Stanford University - Graduate School of Business, AQR Capital Management, LLC, Simon Fraser University (SFU) - School of Communication and London Business School
Downloads 1,862
85.

The 8-K Trading Gap

Columbia Law and Economics Working Paper No. 524
Number of pages: 48 Posted: 09 Sep 2015 Last Revised: 01 Aug 2016
Working Paper Series
Harvard Law School, Professor of Law and Columbia Law School
Downloads 1,859
86.

Financial Development and the Efficiency of Microfinance Institutions

Number of pages: 29 Posted: 04 May 2009
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Department of Economics, Econometrics and Finance and University of Groningen - Faculty of Economics and Business
Downloads 1,852
87.

The Effectiveness of Advertising Matching Purchase Motivation

Number of pages: 47 Posted: 20 Feb 2003
Working Paper Series
Tinbergen Institute, Wageningen University and Tilburg University - Faculty of Social and Behavioural Sciences
Downloads 1,833
88.

A New Privacy Paradox: Young People and Privacy on Social Network Sites

Prepared for the Annual Meeting of the American Sociological Association, 17 August 2014, San Francisco, California.
Number of pages: 34 Posted: 15 Aug 2014
Working Paper Series
University of Oxford - Oxford Internet Institute, University of Leeds - School of Politics and International Studies and University of Ottawa
Downloads 1,816
89.

Rethinking the Influence of Agency Theory in the Accounting Academy

Issues in Accounting Education, Vol. 21, No. 1, pp. 17-30, 2006
Number of pages: 26 Posted: 13 Oct 2005 Last Revised: 27 Sep 2009
Accepted Paper Series
Boston College - Department of Accounting and Western New England University - Department of Accounting and Finance
Downloads 1,816
90.

Model Calibration with Neural Networks

Number of pages: 13 Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads 1,815
91.

How Eventful are Event Studies?

Number of pages: 42 Posted: 19 Feb 2001
Working Paper Series
University of Melbourne - School of Historical and Philosophical Studies and University of Melbourne - Department of Finance
Downloads 1,809
92.

Deep Learning for Global Tactical Asset Allocation

Number of pages: 17 Posted: 11 Nov 2018 Last Revised: 03 Mar 2019
Working Paper Series
Qplum, affiliation not provided to SSRN and OPTrust
Downloads 1,797
93.

LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts

Number of pages: 7 Posted: 21 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 1,793
94.

Forecasting Exchange Rates Using General Regression Neural Networks

Number of pages: 35 Posted: 17 Jan 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, National Chung Cheng University - Department of Finance and Cornell University - School of Applied Economics and Management
Downloads 1,750
95.

Logistics-Production, Logistics-Marketing and External Integration: Their Impact on Performance

Economics and Business Working Paper No. 657
Number of pages: 20 Posted: 15 Oct 2003
Working Paper Series
ESADE University Faculties - Department of Operations and Innovation Management and Universitat Pompeu Fabra
Downloads 1,739
96.

A Quantitative Neural Network Model (Qnnm) for Stock Trading Decisions

Jahangirnagar Review, Part II: Social Science, Vol. XXIX, pp. 177-194, 2005
Number of pages: 20 Posted: 20 Feb 2007
Accepted Paper Series
American International University - Bangladesh (AIUB) and TWO MEN AND A TRUCK
Downloads 1,728
97.

A Quantitative Analysis of Cta Funds

Number of pages: 115 Posted: 26 Nov 2004
Working Paper Series
University of Lausanne, School of Economics and Business Administration (HEC-Lausanne), Students and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,715
98.

Modeling Dynamic Effects of the Marketing Mix on Market Shares

Number of pages: 32 Posted: 26 Aug 2006
Working Paper Series
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1,676
99.

Online Learning in Practice: An Introduction to Statistics Course

Number of pages: 3 Posted: 03 May 2013
Working Paper Series
Brooklyn College of the City University of New York and Baruch College, CUNY - Zicklin School of Business
Downloads 1,660
100.

The Model Confidence Set

Number of pages: 41 Posted: 30 Mar 2004 Last Revised: 07 Jul 2014
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Business and Social Sciences and North Carolina State University - Department of Economics
Downloads 1,640