Search Results
JEL Code: D5

681,846 Total downloads

Viewing: 51 - 100 of 3,782 papers

51.

An Evolutionary Portfolio Theory

Working Paper No. 74
Number of pages: 27 Posted: 21 Jun 2001
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 1,719
52.

Liquidity as an Investment Style

Financial Analysts Journal, Vol. 69, No. 3, 2013
Number of pages: 34 Posted: 24 Apr 2011 Last Revised: 24 May 2013
Accepted Paper Series
Yale School of Management, University of Hong Kong, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
Downloads 1,717
53.

Arbitrage-Based Pricing When Volatility is Stochastic

Caltech Social Science Working Paper 977
Number of pages: 41 Posted: 05 Sep 1996
Working Paper Series
University of Melbourne - Department of Finance, University of North Carolina Kenan-Flagler Business School and University of Toronto - Department of Economics
Downloads 1,713
54.

Incomplete Markets and Volatility

Number of pages: 46 Posted: 25 Sep 1998
Working Paper Series
EDHEC Business School - Department of Economics & Finance
Downloads 1,655
55.

Some Economic Consequences of the GDPR

Allen DWE, Berg A, Berg C, Markey-Towler B and Potts J (2019) ‘Some Economic Consequences of the GDPR’, Economics Bulletin, vol. 39, no. 2, pp. 785-797.
Number of pages: 14 Posted: 29 Apr 2018 Last Revised: 18 May 2020
Accepted Paper Series
RMIT University, RMIT University, RMIT University, Evidn and RMIT University
Downloads 1,634
56.

Incomplete Markets, Growth, and the Business Cycle

Number of pages: 51 Posted: 19 Jan 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and EDHEC Business School - Department of Economics & Finance
Downloads 1,613
57.

Belief Dispersion in the Stock Market

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 30 Oct 2014 Last Revised: 18 May 2017
Accepted Paper Series
Purdue University - Krannert School of Management and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,584
58.

Concealing the Trading Footprint: Optimal Execution Horizon

Number of pages: 45 Posted: 08 Nov 2012 Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,564
59.

Do Social Networks Solve Information Problems for Peer-to-Peer Lending? Evidence from Prosper.Com

NET Institute Working Paper No. 08-43
Number of pages: 64 Posted: 26 Nov 2008
Working Paper Series
Indiana University Bloomington - School of Public & Environmental Affairs (SPEA) and University of Maryland - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,556
60.

A Big Data Approach to Analyzing Market Volatility

Algorithmic Finance (2013), 2:3-4, 241-267
Number of pages: 28 Posted: 07 Jun 2013
Working Paper Series
University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab) and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads 1,542
61.

The Equity Premium is No Puzzle

Stanford University Dept. of Economics WP# 96-004
Number of pages: 55 Posted: 18 Dec 1996
Working Paper Series
Stanford University - Department of Economics and Bocconi University - Department of Finance
Downloads 1,542
62.

Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin

Telematics and Informatics, Forthcoming
Number of pages: 21 Posted: 22 Aug 2015 Last Revised: 12 May 2016
Accepted Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 1,521
63.

Introducing CGE Models to the Classroom Using Excel

Number of pages: 39 Posted: 16 Apr 2007
Working Paper Series
Ryerson University, Faculty of Arts - Department of Economics
Downloads 1,509
64.

On the Role of Arbitrageurs in Rational Markets

EFA 2004 Maastricht Meetings Paper No. 2390; AFA 2004 San Diego Meetings
Number of pages: 36 Posted: 04 Dec 2003
Working Paper Series
McGill University - Desautels Faculty of Management and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,505
65.

The Sharp Razor: Performance Evaluation with Non-Normal Returns

Number of pages: 45 Posted: 23 Sep 2012 Last Revised: 28 Jul 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,488
66.

CAPM Equilibria with Prospect Theory Preferences

Number of pages: 26 Posted: 21 Jul 2003 Last Revised: 06 Aug 2012
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,473
67.

Reintermediation in FinTech: Evidence from Online Lending

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-17, 31st Australasian Finance and Banking Conference 2018
Number of pages: 60 Posted: 18 Jun 2018 Last Revised: 11 Aug 2019
Working Paper Series
Emory University - Goizueta Business School and University of Toronto - Finance Area
Downloads 1,466
68.

Price Discovery in Financial Markets: The Case of the CAPM

Social Science Working Paper No. 1032
Number of pages: 45 Posted: 07 Apr 2000
Working Paper Series
University of Melbourne - Department of Finance, Lehman Brothers, New York and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 1,455
69.

Matriz de Insumo-Produto do Nordeste e Estados: Metodologia e Resultados (Input-Output Matrix of the Brazilian Northeast Region: Methodology and Results)

Number of pages: 254 Posted: 20 Jun 2011 Last Revised: 03 Aug 2011
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) - Directorate for Science, Technology and Industry (STI), University of São Paulo (USP) - Department of Economics, University of São Paulo (USP), University of São Paulo (USP) - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 1,452
70.

Kauffman Index of Entrepreneurial Activity, 1996-2006

Number of pages: 24 Posted: 23 May 2007
Working Paper Series
University of California, Santa Cruz - Department of Economics
Downloads 1,415
71.

Price, Wage, and Fixed Commission in On-Demand Matching

Number of pages: 77 Posted: 10 Apr 2017 Last Revised: 01 Sep 2020
Working Paper Series
University of Toronto - Rotman School of Management and McMaster University - Michael G. DeGroote School of Business
Downloads 1,374
72.

Integration vs. Outsourcing in Industry Equilibrium

Number of pages: 52 Posted: 03 Jun 2001
Working Paper Series
Princeton University - Princeton School of Public and International Affairs and Harvard University - Department of Economics
Downloads 1,370
73.

Do Credit Market Shocks Affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and 'Normal' Economic Times

Number of pages: 48 Posted: 10 Dec 2012 Last Revised: 01 Feb 2018
Working Paper Series
University of Chicago - Department of Economics, Princeton University - Industrial Relations Section and University of California, Berkeley - Haas School of Business
Downloads 1,346
74.

Aggregation, Dividend Irrelevancy, and Earnings-Value Relations

Contemporary Accounting Research, Vol. 22, No. 2, pp. 453-480, Summer 2005
Number of pages: 47 Posted: 17 Feb 2005
Accepted Paper Series
Independent
Downloads 1,338
75.

A Cost of Production Model for Bitcoin

Number of pages: 4 Posted: 21 Mar 2015 Last Revised: 10 Jan 2016
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 1,323
76.

Active and Passive Investing

Number of pages: 52 Posted: 15 Oct 2018 Last Revised: 08 Jun 2020
Working Paper Series
University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
Downloads 1,321
77.

Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion: A Preference-Based Formulation

EFA Meetings, WFA Meetings
Number of pages: 35 Posted: 29 Nov 2004 Last Revised: 15 Aug 2008
Working Paper Series
London Business School and DePaul University

Multiple version iconThere are 3 versions of this paper

Downloads 1,308
78.

Effects of Capital Markets Development on Economic Growth of Western Balkan Countries

European Journal of Economics, Finance and Administrative Sciences, No. 43, p. 88, 2011
Number of pages: 11 Posted: 01 Jan 2012 Last Revised: 22 Jun 2015
Accepted Paper Series
University of Prishtina - Faculty of Law and University of Prishtina - Faculty of Economics
Downloads 1,289
79.

Endogenous Uncertainty and Market Volatility

Number of pages: 56 Posted: 19 Jul 1999
Working Paper Series
Stanford University - Department of Economics and Catholic University of Milan
Downloads 1,259
80.

Some Capital-Theoretic Fallacies of Austrian Economics

Number of pages: 22 Posted: 25 Oct 2007
Working Paper Series
Independent

Multiple version iconThere are 2 versions of this paper

Downloads 1,249
81.

Equities Market Level

Number of pages: 49 Posted: 26 Jul 2012
Working Paper Series
BlackRock, Inc
Downloads 1,246
82.

A Network Approach to Public Goods

Number of pages: 68 Posted: 15 May 2014 Last Revised: 05 Nov 2019
Working Paper Series
Cambridge University and Harvard University
Downloads 1,236
83.

Technological Improvements and Comparative Advantage Reconsidered

PIER Working Paper No. 06-023
Number of pages: 11 Posted: 29 Sep 2006
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads 1,197
84.

Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research

Number of pages: 85 Posted: 15 Sep 2009 Last Revised: 18 Mar 2010
Working Paper Series
University of Georgia - J.M. Tull School of Accounting, Pennsylvania State University and Georgia State University - Robinson College of Business
Downloads 1,187
85.

The Services Sector's Contribution in the Malaysian Economy from 1990 to 2000

Number of pages: 11 Posted: 22 Aug 2007
Working Paper Series
National University of Malaysia - UKM, National University of Malaysia (UKM) and affiliation not provided to SSRN
Downloads 1,182
86.

Are 'FANGs' Monopolies? A Theory of Competition under Uncertainty

Number of pages: 46 Posted: 08 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
European University Institute - Department of Law (LAW)
Downloads 1,152
87.

What's New About the New Normal: The Evolving Market for New Lawyers in the 21st Century

UNC Legal Studies Research Paper No. 2309497; 41 Florida St. L. Rev 541 (2014)
Number of pages: 68 Posted: 13 Aug 2013 Last Revised: 02 Jul 2014
Working Paper Series
Independent
Downloads 1,128
88.

A Regulatory Framework for Exchange-Traded Funds

Southern California Law Review, Vol. 91: 839-941, 2018
Number of pages: 104 Posted: 13 Mar 2018 Last Revised: 19 Oct 2018
Accepted Paper Series
University of Texas at Austin - School of Law and Yale Law School
Downloads 1,093
89.

Government Spending, Political Cycles and the Cross Section of Stock Returns

Number of pages: 54 Posted: 19 Mar 2010 Last Revised: 10 Oct 2011
Working Paper Series
INSEAD, Pacific Investment Management Company - PIMCO and University of Texas at Dallas
Downloads 1,087
90.

Toxic Arbitrage

HEC Paris Research Paper No. FIN-2014-1040, WBS Finance Group Research Paper No. 219
Number of pages: 53 Posted: 15 Mar 2014 Last Revised: 26 Dec 2019
Working Paper Series
HEC Paris - Finance Department, University of Warwick - Warwick Business School and University of New South Wales (UNSW)

Multiple version iconThere are 2 versions of this paper

Downloads 1,079
91.

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139 Posted: 26 Mar 2012 Last Revised: 11 Aug 2020
Accepted Paper Series
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,073
92.

The Social Cost of Monopoly Power

Number of pages: 25 Posted: 30 Jul 2004
Working Paper Series
Yale University - Cowles Foundation and G.A. Wood and Associates
Downloads 1,069
93.

A Survey of Behavioral Finance

Journal of Banking and Finance in Austria, Vol. 1, No. 2, pp. 1-22, 2004
Number of pages: 25 Posted: 03 Sep 2010 Last Revised: 21 Mar 2012
Accepted Paper Series
Hanken School of Economics - Department of Accounting
Downloads 1,052
94.

Social Media as an Innovation - The Case of Twitter

Number of pages: 38 Posted: 04 Mar 2010 Last Revised: 22 Oct 2014
Working Paper Series
University of Texas at Austin - Department of Information, Risk and Operations Management and University of Rochester - Simon Business School
Downloads 1,033
95.

The Proof of the Original Walras' Law

Profitable Economics Working Paper
Number of pages: 19 Posted: 03 Jul 2008 Last Revised: 01 Apr 2009
Working Paper Series
Chienkuo Technology University - Department of International Business
Downloads 1,028
96.

Concepts of Equilibrium Exchange Rates

Number of pages: 61 Posted: 19 May 2005
Working Paper Series
affiliation not provided to SSRN and Bank of England - Monetary Analysis
Downloads 1,025
97.

Perspectives in ESG equity investing

Number of pages: 81 Posted: 13 Nov 2020 Last Revised: 10 Mar 2021
Working Paper Series
EMLYON Business School
Downloads 1,020
98.

Background Risk and University Endowment Funds

Number of pages: 36 Posted: 19 Feb 2007 Last Revised: 14 Feb 2010
Working Paper Series
National University of Singapore
Downloads 1,017
99.

Liquidity and Firm Characteristics: Evidence from Mergers and Acquisitions

Number of pages: 37 Posted: 13 Jul 2003
Working Paper Series
University of Virginia - Darden School of Business and University of Alabama - Culverhouse College of Commerce & Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 1,006
100.

Exploring Irregular Time Series Through Non-Uniform Fast Fourier Transform

Proceedings of the International Conference for High Performance Computating, IEEE, 2014.
Number of pages: 26 Posted: 30 Aug 2014 Last Revised: 05 Mar 2016
Accepted Paper Series
University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), Cornell University - Operations Research & Industrial Engineering, University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab) and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads 1,002