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JEL Code: C3

1,992,436 Total downloads

Viewing: 101 - 150 of 12,011 papers

101.

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
102.

Nonperforming Loans in Sub-Saharan Africa: Causal Analysis and Macroeconomic Implications

World Bank Policy Research Working Paper No. 3769
Number of pages: 36 Posted: 16 Nov 2005
Working Paper Series
World Bank
Downloads 1,773
103.

The Effect of Debt on Corporate Profitability: Evidence from French Service Sector

Number of pages: 17 Posted: 21 Dec 2012 Last Revised: 26 May 2014
Working Paper Series
Université d’Orléans - Laboratoire d’Économie d’Orléans (LEO)

Multiple version iconThere are 2 versions of this paper

Downloads 1,760
104.

Statistical Modeling of Credit Default Swap Portfolios

Number of pages: 43 Posted: 14 Apr 2011 Last Revised: 25 Apr 2011
Working Paper Series
University of Oxford and Bloomberg Tradebook
Downloads 1,747
105.

Principal Portfolios

Swiss Finance Institute Research Paper No. 20-67, NYU Stern School of Business
Number of pages: 71 Posted: 06 Aug 2020 Last Revised: 29 Oct 2020
Working Paper Series
Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 1,744
106.

Economic Growth and Political Integration: Estimating the Benefits from Membership in the European Union Using the Synthetic Counterfactuals Method

IZA Discussion Paper No. 8162
Number of pages: 40 Posted: 03 May 2014
Working Paper Series
University College London, University of Siena - Department of Political and International Sciences and University of Padova - Department of Economics and Management
Downloads 1,743
107.

Oil Price Uncertainty

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 42 Posted: 14 Jun 2006 Last Revised: 03 Mar 2010
Accepted Paper Series
Colorado State University and University of Calgary - Department of Economics
Downloads 1,729
108.

Markovian Projection Onto a Displaced Diffusion: Generic Formulas with Applications

Number of pages: 18 Posted: 17 Oct 2006
Working Paper Series
Danske Bank - Danske Markets and Bloomberg LP

Multiple version iconThere are 2 versions of this paper

Downloads 1,721
109.

What Determines the Current Account? A Cross-Sectional and Panel Approach

IMF Working Paper No. 96/58
Number of pages: 42 Posted: 15 Feb 2006
Working Paper Series
Reserve Bank of Australia and International Monetary Fund (IMF) - Research Department
Downloads 1,718
110.

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 1,703
111.

On the Persistence of Cointegration in Pairs Trading

Number of pages: 25 Posted: 05 Sep 2014
Working Paper Series
Independent
Downloads 1,667
112.

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 1,662
113.

Dynamic Analysis of a Competitive Marketing System

Yale SOM Working Paper No. MK-04
Number of pages: 53 Posted: 02 Oct 2001
Working Paper Series
Radboud University Nijmegen, University of Groningen - Faculty of Economics and Business and Yale University, School of Management (Deceased)
Downloads 1,644
114.

Generalized Autoregressive Score Models in R: The GAS Package

Journal of Statistical Software, Vol. 88, Issue 6, pp. 1-28, 2019
Number of pages: 28 Posted: 21 Aug 2016 Last Revised: 04 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 1,642
115.

Dynamic Linkages Among the Emerging Middle Eastern and the United States Stock Markets

International Journal of Business, Vol. 10, No. 1, 2005
Number of pages: 30 Posted: 01 Apr 2005
Accepted Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 1,633
116.

Identifying and Treating Outliers in Finance

Financial Management, Forthcoming
Number of pages: 64 Posted: 16 Jun 2017 Last Revised: 26 May 2020
Accepted Paper Series
University of Texas at Arlington, University of Georgia - Department of Insurance, Legal Studies, Real Estate, Virginia Polytechnic Institute & State University, National University of Singapore and FUNDP - University of Namur. CRED
Downloads 1,625
117.

Correlations in Price Changes and Volatility Across International Stock Markets

Review of Financial Studies, Vol. 3, No. 2, pp. 281-307, 1990
Number of pages: 27 Posted: 28 Feb 2006
Accepted Paper Series
Center on Japanese Economy and Business, University of New South Wales, Sydney and University of Michigan at Ann Arbor
Downloads 1,617
118.

Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula

UCSD Discussion Paper No. 01-09
Number of pages: 52 Posted: 24 Jul 2001
Working Paper Series
Duke University - Department of Economics
Downloads 1,612
119.

Dynamic Demand for New and Used Durable Goods without Physical Depreciation: The Case of Japanese Video Games

Rotman School of Management Working Paper No. 2189871
Number of pages: 51 Posted: 09 Feb 2020 Last Revised: 09 Feb 2020
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Johns Hopkins University - Carey Business School
Downloads 1,604
120.

lclogit: A Stata Module for Estimating Latent Class Conditional Logit Models via the Expectation-Maximization Algorithm

UNSW Australian School of Business Research Paper No. 2012 ECON 49
Number of pages: 16 Posted: 12 Nov 2012 Last Revised: 06 Oct 2013
Accepted Paper Series
Italian Department of the Treasury and Durham Business School
Downloads 1,597
121.

European Stock Market Dynamics Before and after the Introduction of the Euro

PIER Working Paper No. 05-028
Number of pages: 27 Posted: 11 Nov 2005
Working Paper Series
Temple University - Department of Economics and City University of New York, CUNY City College of New York - Department of Economics
Downloads 1,585
122.

European Union Enlargement. Effects on the Spanish Economy

"la Caixa" Economic Studies Series No. 27
Number of pages: 154 Posted: 28 Oct 2002
Working Paper Series
Universidad Complutense de Madrid (UCM) - European Economy Group (EEG), Grupo AFI, UCM Institute for Economic Analysis and Universidad Complutense de Madrid - GRIPICO
Downloads 1,583
123.

General Diagnostic Tests for Cross Section Dependence in Panels

Number of pages: 41 Posted: 04 Aug 2004
Working Paper Series
University of Southern California - Department of Economics
Downloads 1,580
124.

Modelling Short-Term Volatility with GARCH and Harch Models

Number of pages: 17 Posted: 25 Jun 1997
Working Paper Series
DEAR-Consulting, Olsen & Associates, Pictet Asset Management and Lykke Corp

Multiple version iconThere are 2 versions of this paper

Downloads 1,567
125.

Examining the Nelson-Siegel Class of Term Structure Models: In-Sample Fit versus Out-of-Sample Forecasting Performance

Number of pages: 56 Posted: 12 Jun 2007 Last Revised: 20 Oct 2007
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 1,557
126.
Downloads 1,557
127.

The Relationship between Foreign Direct Investment and Economic Growth: Evidence from Transitional Countries

Number of pages: 19 Posted: 01 Jun 2007
Working Paper Series
University of Piraeus, University of Macedonia - Accounting and Finance and International Monetary Fund (IMF)
Downloads 1,556
128.

An Analysis of Bitcoin Exchange Rates

Number of pages: 28 Posted: 10 Sep 2014 Last Revised: 04 May 2016
Working Paper Series
University of Houston, College of Liberal Arts & Social Sciences, Department of Economics, Students
Downloads 1,552
130.

Does Infrastructure Investment Lead to Economic Growth or Economic Fragility? Evidence from China

Atif Ansar, Bent Flyvbjerg, Alexander Budzier, and Daniel Lunn, 2016, 'Does Infrastructure Investment Lead to Economic Growth or Economic Fragility? Evidence from China,' Oxford Review of Economic Policy, vol. 32, no. 3, autumn, pp. 360–390. DOI: 10.1093/oxrep/grw022.
Number of pages: 35 Posted: 06 Sep 2016 Last Revised: 04 Oct 2016
Accepted Paper Series
University of Oxford - Said Business School, University of Oxford - Said Business School, University of Oxford - Saïd Business School and University of Oxford - Department of Statistics
Downloads 1,541
131.

Corporate Governance and Audit Fees: Evidence of Countervailing Relations

Number of pages: 55 Posted: 14 Dec 2007 Last Revised: 04 Sep 2008
Working Paper Series
University of California, Davis - Graduate School of Management, University of Otago - Department of Accountancy and Finance and Boston University - Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,533
132.

Are Cryptocurrencies Real Financial Bubbles? Evidence from Quantitative Analyses

A version of this paper was published in Risk, 26 January 2018
Number of pages: 14 Posted: 27 Dec 2017 Last Revised: 10 Sep 2018
Accepted Paper Series
Intesa Sanpaolo - Financial and Market Risk Management, Intesa Sanpaolo-Financial and Market Risk Management and Intesa Sanpaolo - Financial and Market Risk Management
Downloads 1,519
133.

Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly

Number of pages: 62 Posted: 11 Feb 2002 Last Revised: 19 Nov 2020
Working Paper Series
Sungkyunkwan University - Department of Economics, IESEG School of Management and University of Cambridge - Faculty of Economics and Politics
Downloads 1,519
134.

Spatial Panel Data Models Using Stata

CEIS Working Paper No. 373
Number of pages: 41 Posted: 29 Mar 2016 Last Revised: 28 Jul 2016
Working Paper Series
University of Rome Tor Vergata - Department of Economics and Finance, University of Edinburgh and CEIS Tor Vergata
Downloads 1,518
135.

Response Modeling with Non-Random Marketing Mix Variables

Number of pages: 46 Posted: 31 Mar 2003
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Chicago
Downloads 1,510
136.

Speculation, Futures Prices, and the U.S. Real Price of Crude Oil

American Journal of Social and Management Science, Vol. 1, No., pp. 13-23, September 2010
Number of pages: 11 Posted: 04 Jul 2008 Last Revised: 23 Feb 2011
Accepted Paper Series
Hofstra University - Frank G. Zarb School of Business and Frank G. Zarb School of Business
Downloads 1,509
137.

Strategic Asset Allocation With Liabilities: Beyond Stocks and Bonds

Number of pages: 51 Posted: 28 Feb 2005
Working Paper Series
APG Asset Management, Robeco Asset Management, Maastricht University - Department of Finance and ABP Investments - Research Department
Downloads 1,506
138.

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 1,505
139.

Examining the Diffusion of User-Generated Content in Online Social Networks

Number of pages: 39 Posted: 28 Jul 2008
Working Paper Series
University of Texas at Dallas, Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and University of Washington - Michael G. Foster School of Business
Downloads 1,499
140.

Algorithms Behind Term Structure Models of Interest Rates: I. Valuation and Hedging of Interest Rates Derivatives with the Ho-Lee Model

Number of pages: 22 Posted: 30 Nov 2001
Working Paper Series
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,496
141.

Mutual Funds: An Influential Review of Studies in Performance, Persistence, Investment Styles, Managerial Skills, Fund Characteristics and Behavioral Patterns

Number of pages: 245 Posted: 07 Oct 2009
Working Paper Series
University of St Andrews - School of Management
Downloads 1,496
142.

Business Applications of Emulative Neural Networks

International Journal of Business, Vol. 10, No. 4, 2005
Number of pages: 20 Posted: 02 Nov 2005
Accepted Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 1,483
143.

Volatility Forecasts, Trading Volume and the Arch vs Option-Implied Volatility Tradeoff

SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
Number of pages: 25 Posted: 21 Feb 2001
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Downloads 1,482
144.

Tax Revenue in Sub-Saharan Africa: Effects of Economic Policies and Corruption

IMF Working Paper No. 98/135
Number of pages: 25 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 1,477
145.

Foreign Direct Investment and Macroeconomic Factors: Evidence From the Indian Economy

Asia-Pacific Journal of Management Research and Innovation, 2015, Vol. 11 No. 01, pp. 46-56
Number of pages: 12 Posted: 19 Nov 2012 Last Revised: 01 May 2015
Accepted Paper Series
University of Delhi India - Delhi School of Economics - Department of Commerce, Hansraj College, University of Delhi and University of Delhi - Department of Commerce
Downloads 1,469
146.

Mixing SABR Models for Negative Rates

Number of pages: 28 Posted: 02 Sep 2015
Working Paper Series
Danske Bank - Danske Markets, Numerix and Numerix
Downloads 1,464
147.

Is Indian Stock Market Related with Exchange Rate and Inflation? An Empirical Test Using Time Series

Number of pages: 17 Posted: 15 Oct 2008
Working Paper Series
affiliation not provided to SSRN
Downloads 1,456
148.

Dividend Payments as a Response to Peer Influence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 04 Nov 2012 Last Revised: 11 Jan 2018
Accepted Paper Series
Duke University - Fuqua School of Business
Downloads 1,454
149.

Downside Risk

AFA 2005 Philadelphia Meetings
Number of pages: 38 Posted: 30 Dec 2004
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University

Multiple version iconThere are 3 versions of this paper

Downloads 1,450
150.

Empirical Tests of the Mean-Semivariance CAPM

Number of pages: 32 Posted: 21 Jun 2004
Working Paper Series
Graduate School of Business of Nazarbayev University and Robeco Quantitative Investments
Downloads 1,450