Search Results
JEL Code: C4

1,215,886 Total downloads

Viewing: 151 - 200 of 5,602 papers

151.

Intraday Value at Risk (Ivar) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange

Number of pages: 39 Posted: 08 Dec 2005
Working Paper Series
HEC Montreal - Department of Finance, University of Montreal - Department of Mathematics and Statistics and Dalhousie University - Rowe School of Business
Downloads 1,188
152.

The NASDAQ Crash of April 2000: Yet Another Example of Log-Periodicity in a Speculative Bubble Ending in a Crash

Number of pages: 10 Posted: 09 Jun 2000
Working Paper Series
Riso National Laboratory - Wind Energy Department and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,175
153.

Cluster and Discriminant Analysis on Time-Series as a Research Tool

INEQUALITY AND INDUSTRIAL CHANGE: A GLOBAL VIEW, Chapter 16, James K. Galbraith and Maureen Berner, eds., Cambridge University Press, 2001
Number of pages: 16 Posted: 12 Jun 2000 Last Revised: 25 Apr 2011
Accepted Paper Series
University of Texas at Austin - Lyndon B. Johnson School of Public Affairs and Intellectual Property Market Advisory Partners(IPMAP), LLC
Downloads 1,169
154.

A Nation-Wide Laboratory: Examining Trust and Trustworthiness by Integrating Behavioral Experiments into Representative Survey

Number of pages: 41 Posted: 06 Mar 2003
Working Paper Series
University of Zurich - Department of Economics, University of Konstanz - Faculty of Economics and Statistics, NFO Infratest Sozialforschung, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 1,152
155.

The Use of Partial Least Squares Path Modeling in International Marketing

Advances in International Marketing (AIM), Vol. 20, pp. 277-320, 2009
Number of pages: 43 Posted: 17 Nov 2012 Last Revised: 19 Nov 2012
Accepted Paper Series
Institute for Management Research, Radboud University Nijmegen, Hamburg University of Technology (TUHH) and The University of Auckland Business School
Downloads 1,148
156.

Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics

Number of pages: 19 Posted: 29 Mar 2021 Last Revised: 14 Jul 2021
Working Paper Series
JP Morgan, affiliation not provided to SSRN, Imperial College London - Department of Mathematics and JP Morgan Chase
Downloads 1,144
157.

Forecasting Product Life Cycle Curves: Practical Approach and Empirical Analysis

Manufacturing & Service Operations Management, Forthcoming, Vanderbilt Owen Graduate School of Management Research Paper No. 2867528
Number of pages: 39 Posted: 10 Nov 2016 Last Revised: 07 Jun 2018
Accepted Paper Series
Vanderbilt University - Operations Management, Penn State University, Smeal College of Business, Dell Inc., University of Virginia - Darden School of Business and Northwestern University - Kellogg School of Management
Downloads 1,134
158.

Expectation and Optimal f : Expected Growth with and without Reinvestment for Discretely-Distributed Outcomes of Finite Length

Number of pages: 23 Posted: 15 Mar 2015 Last Revised: 08 Feb 2019
Working Paper Series
Vince Strategies LLC
Downloads 1,122
159.

Rating the Rating Scales

Friedman, Hershey H. and Amoo, Taiwo (1999). "Rating the Rating Scales." Journal of Marketing Management, Winter, 114-123
Number of pages: 10 Posted: 30 Sep 2013
Accepted Paper Series
Brooklyn College of the City University of New York and City University of New York (CUNY) - Department of Finance
Downloads 1,122
160.

From Generalized Linear Models to Neural Networks, and Back

Number of pages: 56 Posted: 09 Dec 2019 Last Revised: 03 Mar 2020
Working Paper Series
RiskLab, ETH Zurich
Downloads 1,117
161.

Examining the Heterogeneous Impact of Ridehailing Services on Public Transit Use

Forthcoming, Information Systems Research
Number of pages: 56 Posted: 27 Sep 2017 Last Revised: 07 Jan 2020
Working Paper Series
University of Wisconsin-Madison and Boston University - Questrom School of Business
Downloads 1,116
162.

Assessing Bank Efficiency and Performance with Operational Research and Artificial Intelligence Techniques: A Survey

European Journal of Operational Research, 2010, 204 (2), 189-198 (Revised Version)
Number of pages: 66 Posted: 28 Feb 2009 Last Revised: 28 Sep 2012
Accepted Paper Series
University Leicester School of Management and GSCM-Montpellier Business School
Downloads 1,109
163.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Accepted 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 1,108
164.

Market Depth and Order Size

Number of pages: 25 Posted: 16 Apr 1997
Working Paper Series
University of Goettingen (Göttingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 1,107
165.

Psychographic Segmentation of Indian Urban Consumers

Journal of the Asia Pacific Economy, Vol. 13, No. 2, pp. 204-226, 2008
Number of pages: 24 Posted: 24 Jun 2010
Accepted Paper Series
IMI Bhubaneswar and affiliation not provided to SSRN
Downloads 1,106
166.

Risk Management of Hedge Funds Using Fuzzy Neural- and Genetic Algorithms

Number of pages: 14 Posted: 24 Aug 2004
Working Paper Series
Panathea Capital Partners
Downloads 1,101
167.

The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

Journal of Statistical Software, Forthcoming
Number of pages: 40 Posted: 11 Nov 2017 Last Revised: 23 May 2020
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, Vrije Universiteit Brussel and Ghent University
Downloads 1,097
168.

Capital Charges Under Basel Ii: Corporate Credit Risk Modelling and the Macroeconomy

Sveriges Riksbank Working Paper No. 142
Number of pages: 54 Posted: 22 Jan 2004
Working Paper Series
Sveriges Riksbank - Research Division, Uppsala University, Sveriges Riksbank - Research Division and Norges Bank - Research Department
Downloads 1,090
169.

The Joint Effect of Relationship Perceptions, Loyalty Program and Direct Mailing on Customer Share Development

Number of pages: 59 Posted: 20 Feb 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research
Downloads 1,089
170.

Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy (Or, How We Learned to Stop Worrying and Love Bounded Rationality)

Number of pages: 57 Posted: 26 May 2018
Working Paper Series
Fidelity Investments, Inc. and New York University (NYU) - NYU Tandon School of Engineering
Downloads 1,075
171.

Core Inflation: Concepts, Uses and Measurement

Reserve Bank of New Zealand Discussion Paper No. G98/9
Number of pages: 30 Posted: 26 Mar 2003
Working Paper Series
International Monetary Fund
Downloads 1,069
172.

Econometric Analysis of the Market Share Attraction Model

ERIM Report Series Reference No. ERS-2001-25-MKT
Number of pages: 35 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 1,068
173.

Probability, Individualization, and Uniqueness in Forensic Science Evidence: Listening to the Academies

Brooklyn Law Review, Vol. 75, No. 4, pp. 1163-1185, Summer 2010
Number of pages: 23 Posted: 19 Sep 2008 Last Revised: 20 Nov 2010
Accepted Paper Series
PSU - Penn State Law (University Park)
Downloads 1,063
174.

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 1,059
175.

Competitive Reactions and the Cross-Sales Effects of Advertising and Promotion

Number of pages: 55 Posted: 20 Feb 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Marketing Area, Northwestern University - Department of Marketing, University of California, Los Angeles (UCLA) - Anderson School of Management and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 1,055
176.

Key Issues for IT Executives 2009: Difficult Economy’s Impact on IT

MIS Quarterly Executive, Vol. 9, No. 1, pp. 203-213, March 2010
Number of pages: 11 Posted: 23 Sep 2012
Accepted Paper Series
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 1,048
177.

A New Approach of Valuing Illiquid Asset Portfolios

Number of pages: 35 Posted: 08 Feb 2001
Working Paper Series
Smeal College of Business, The Pennsylvania State University
Downloads 1,047
178.

Nesting Booking Limits in Revenue Management: The Good, the Bad and the Ugly

Number of pages: 20 Posted: 25 Apr 2008 Last Revised: 02 Dec 2008
Working Paper Series
Faculty of Tourism (IREST)
Downloads 1,045
179.

The Network Structure of Supreme Court Jurisprudence

Number of pages: 26 Posted: 14 Jun 2005
Working Paper Series
University of Houston Law Center
Downloads 1,039
180.

Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

EFA 2009 Bergen Meetings Paper
Number of pages: 183 Posted: 22 Nov 2006 Last Revised: 03 Feb 2013
Working Paper Series
University of Queensland - Business School
Downloads 1,035
181.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads 1,035
182.

Displaced Relative Changes in Historical Simulation: Application to Risk Measures of Interest Rates with Phases of Negative Rates

Number of pages: 39 Posted: 01 Jan 2013 Last Revised: 19 Sep 2016
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics, University of St. Gallen and VU University Amsterdam
Downloads 1,033
183.

Using the Lyapunov Exponent as a Practical Test for Noisy Chaos

Number of pages: 38 Posted: 15 Mar 2007
Working Paper Series
LaREMFiQ - IHEC
Downloads 1,033
184.

Deep Hedging: Learning to Simulate Equity Option Markets

Number of pages: 13 Posted: 14 Nov 2019
Working Paper Series
University of Kaiserslautern - Department of Mathematics, JP Morgan, JP Morgan Chase and JP Morgan
Downloads 1,028
185.

Which Moments to Match?

Number of pages: 33 Posted: 13 Mar 1998
Working Paper Series
Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 1,026
186.

Price Effects in Online Product Reviews: An Analytical Model and Empirical Analysis

MIS Quarterly, Vol. 34, No. 4, pp. 809-831
Number of pages: 53 Posted: 12 Oct 2008 Last Revised: 05 Aug 2014
Working Paper Series
University of Connecticut - Department of Operations & Information Management and University of Pennsylvania - Operations & Information Management Department
Downloads 1,025
187.

Using Machine Learning Algorithms to Find Patterns in Stock Prices

FEDEA Working Paper No. 2006-12
Number of pages: 20 Posted: 27 Mar 2006
Working Paper Series
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and UCM Institute for Economic Analysis
Downloads 1,018
188.

Impacts of Guerrilla Advertising on Consumer Buying Behavior

Information and Knowledge Management. Vol.4, No.8, 2014 ISSN: 2224-5758 (Paper) ISSN 2224-896X (Online)
Number of pages: 9 Posted: 02 Sep 2014
Accepted Paper Series
RTS (Research, Trainings, and Solutions), Indus University, Bahria University, Bahria University, Independent and Bahria University
Downloads 1,014
189.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Working Paper Series
Stockholm University, QED Actuaries and Consultants, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 1,013
190.

Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs

Number of pages: 66 Posted: 31 Dec 2009 Last Revised: 18 Feb 2010
Working Paper Series
Imperial College London - Department of Mathematics, Intesa Sanpaolo and UBI Banca
Downloads 1,008
191.

Timing of Employee Stock Option Exercises and the Cost of Stock Option Grants

Rock Center for Corporate Governance Working Paper No. 34
Number of pages: 49 Posted: 01 Jun 2006 Last Revised: 04 Apr 2012
Working Paper Series
University of Pennsylvania - Accounting Department, University of Cambridge Judge Business School and Stanford University - Graduate School of Business
Downloads 1,002
192.

A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market

University of Copenhagen Finance Working Paper No. 2004/03
Number of pages: 38 Posted: 14 Jun 2005
Working Paper Series
University of Vienna - Department of Statistics and Operations Research and affiliation not provided to SSRN
Downloads 996
193.

Using Adaboost for Equity Investment Scorecards

Howe School Research Paper, NIPS Workshop Machine Learning in Finance, 2005, Whistler, British Columbia, Canada
Number of pages: 25 Posted: 28 Oct 2006 Last Revised: 26 Jan 2014
Working Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 996
194.

Forecasting Housing Prices with Google Econometrics

GMU School of Public Policy Research Paper No. 2009-10
Number of pages: 38 Posted: 25 Jul 2009 Last Revised: 25 May 2015
Working Paper Series
Schar School of Policy & Government, GMU, Schar School of Policy and Government, George Mason University, George Mason University - School of Policy, Government, and International Affairs and Erasmus University Rotterdam (EUR) - Department of Economics
Downloads 995
195.

Quantitative vs. Qualitative Criteria for Credit Risk Assessment

Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 69-87, 2011
Number of pages: 19 Posted: 29 Feb 2012 Last Revised: 05 Nov 2013
Accepted Paper Series
Universidade de Lisboa, New University of Lisbon, Instituto Superior de Contabilidade e Administração de Lisboa and Technical University of Lisbon
Downloads 987
196.

Factors Affecting on Employees Retention in Banking Sector: An Investigation from Karachi

European Journal of Business and Management, Vol.6, No.37, 2014, ISSN: 2222-1905 (Paper), 2222-2839 (Online)
Number of pages: 11 Posted: 07 Jan 2015
Accepted Paper Series
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST), RTS (Research, Trainings, and Solutions) and Indus University
Downloads 983
197.

Semi Variance and Semi Correlation for Financial Investments

Number of pages: 35 Posted: 06 Aug 2001 Last Revised: 20 Aug 2009
Working Paper Series
SDA Bocconi School of Management
Downloads 982
198.

Intraday Correlation Patterns between the S&P 500 and Sector Indices

Number of pages: 18 Posted: 17 Sep 2010 Last Revised: 05 Oct 2010
Working Paper Series
Bommarito Consulting, LLC
Downloads 980
199.

On the Profitability of Optimal Mean Reversion Trading Strategies

Number of pages: 18 Posted: 22 Jan 2016 Last Revised: 19 Feb 2016
Working Paper Series
Columbia University, Fu Foundation School of Engineering and Applied Science, Department of Industrial Engineering and Operations Research (IEOR), Students and Columbia University, Fu Foundation School of Engineering and Applied Science, Department of Industrial Engineering and Operations Research (IEOR), Students
Downloads 974
200.

Warehouse Real-Time Simulator – How to Optimize Order Picking Time

Number of pages: 18 Posted: 18 Nov 2013
Working Paper Series
Uniwersytet Ekonomiczny we Wroc?awiu
Downloads 973