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SSRN eLibrary Search Results
JEL Code: C12
275,513 Total downloads
Showing Papers 21 - 70 of 1,756
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Incl. Electronic Paper Variance Ratio Tests When Transformations of the Data are Asymptotically Normal
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: February 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Compass Rose and Statistical Properties: The Evidence from the Chinese A-Share Market
George Tian , YanXiang Wang and Zhao Huo
China University of Political Science and Law , China University of Political Science and Law and China University of Political Science and Law
Date Posted: February 16, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models
Liangjun Su and Tadao Hoshino
Singapore Management University and Waseda University
Date Posted: February 09, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Comparative Analysis of Stock Returns Generated from Their Broad Index Performance and Liquidity as per Their Share Turnover Velocity: Pre and Post Demutualization
Research Journal of Finance and Accounting, Vol. 6, No.1, 2015, ISSN 2222-1697 (Paper) ISSN 2222-2847 (Online).
Ahmad Nawaz , Atif Salman and Jibran Qureshi
Indus University , Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and Greenwich University Karachi
Date Posted: February 06, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
CESifo Working Paper Series No. 5189
Jan F. Kiviet , Milan Pleus and Rutger Poldermans
University of Amsterdam - Department of Quantitative Economics , University of Amsterdam and University of Amsterdam
Date Posted: February 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Testing for Joint Significance in Nonstationary Ordered Choice Model
Peng XU
School of Economics, Nankai University, China
Date Posted: February 05, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Human Capital Spillovers and Regional Development
Marcos Sanso-Navarro , María Vera-Cabello and Domingo P. Ximénez-de-Embún
Universidad de Zaragoza , Centro Universitario de la Defensa de Zaragoza and University of Zaragoza
Date Posted: February 05, 2015
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Testing the Validity of the Sibling Sex Ratio Instrument
LABOUR, Vol. 29, Issue 1, pp. 1-14, 2015
Martin Huber
University of Fribourg
Date Posted: February 03, 2015
Accepted Paper Series

Macroannouncements, Bond Auctions and Rating Actions in the European Government Bond Spreads
Journal of International Money and Finance, Forthcoming
Simona Boffelli and Giovanni Urga
University of Bergamo and Cass Business School, Faculty of Finance, London
Date Posted: February 02, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Small Sample Performance of Indirect Inference on DSGE Models
CEPR Discussion Paper No. DP10382
Vo Phuong Mai Le , David Meenagh , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School , Cardiff University Business School and University of Cardiff; Centre for Economic Policy Research (CEPR)
Date Posted: February 02, 2015
Working Paper Series

Incl. Electronic Paper Investment Timing with Incomplete Information and Multiple Means of Learning
Forthcoming in Operations Research
J. Michael Harrison and Nur Sunar
Stanford Graduate School of Business and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Date Posted: February 02, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large
USC-INET Research Paper No. 15-06
Cheng Hsiao and Junwei Zhang
University of Southern California - Department of Economics and University of Southern California
Date Posted: January 31, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
412 downloads

Incl. Electronic Paper Persistent Impact of Macroeconomic Announcements in Financial Market Data
Nicolas Boitout and Radu Lupu
MarketScience and MarketScience
Date Posted: January 29, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper The Capacity of Local Governments to Improve Business Environment: Evidence from Serbia
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 32, No. 2, 2014, pp. 233-254,
Janković Milić Vesna , Jelena Stanković and Srdjan Marinkovic
University of Niš - Faculty of Economics , University of Niš - Faculty of Economics and University of Niš - Faculty of Economics
Date Posted: January 24, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap
IZA Discussion Paper No. 8758
Christoph Rothe
Columbia University
Date Posted: January 24, 2015
Working Paper Series

Incl. Electronic Paper Testing for Systemic Risk Using Stock Returns
Paul H. Kupiec and Levent Guntay
American Enterprise Institute and Federal Deposit Insurance Corporation (FDIC)
Date Posted: January 22, 2015
Working Paper Series
53 downloads

Incl. Electronic Paper Empirical Study on Preferred Investment Avenues with Special Reference to Salaried People of Faridabad, Haryana, India
Jain, Esha (November, 2014). Empirical Study on Preferred Investment Avenues With Special Reference To Salaried People Of Faridabad, Haryana, India; Asia Pacific Journal of Marketing & Management Review (APJMMR), ISSN: 2319-2836, Volume-3, Issue-11, pp. 43-56, Global Impact Factor: 0.645.
Esha Jain
G D Goenka University
Date Posted: January 20, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Dynamic Corporate Capital Structure Behavior: Empirical Assessment in the Light of Heterogeneity and Non Stationarity
Quaderni - Working Paper DSE N° 988,
Maria Elena Bontempi , Laura Bottazzi and Roberto Golinelli
University of Bologna - Department of Economics , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research and University of Bologna - Department of Economics
Date Posted: January 19, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Testing the Lag Structure of Assets' Realized Volatility Dynamics
Francesco Audrino , Lorenzo Camponovo and Constantin Roth
University of St. Gallen , University of St. Gallen and University of St. Gallen
Date Posted: January 14, 2015
Last Revised: February 03, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper The Economics of Bitcoins -- Market Characteristics and Price Jumps
CESifo Working Paper Series No. 5121
Marc Gronwald
University of Aberdeen
Date Posted: January 14, 2015
Working Paper Series
69 downloads

Incl. Electronic Paper Revisiting Energy Consumption and GDP Causality: Importance of a Priori Hypothesis Testing, Disaggregated Data, and Heterogeneous Panels
Applied Energy (2015) Vol. 142, pp. 44-55
Brant Liddle and Sidney Lung
Asia Pacific Energy Research Centre and Victoria University - School of Economics and Finance
Date Posted: January 13, 2015
Last Revised: January 19, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper An Empirical Investigation to the Factors Influencing Buying Decision of Luxury Goods: A Study of Y Generation
Global Management Journal for Academic & Corporate Studies, Volume 4, Number 2, 2014 ISSN: 2219-6145
Ahmad Nawaz , Muhammad Ashraf and Khalid Hussain Shaikh
Indus University , Indus University Karachi and Bahria University
Date Posted: January 07, 2015
Accepted Paper Series
29 downloads

Incl. Electronic Paper 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)
Atif Salman , Ahmad Nawaz and Faiq Matin
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) , Indus University and Indus University
Date Posted: January 07, 2015
Accepted Paper Series
19 downloads

Incl. Electronic Paper Zero-Size Body Physique and Fashion Models’ Health
Research on Humanities and Social Sciences Vol.4, No.27, 2014, ISSN: (Paper) 2224-5766, (Online) 2225-0484
Atif Salman , Ahmad Nawaz and Rabeea Hasan
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) , Indus University and Iqra University
Date Posted: January 07, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Identification- and Singularity-Robust Inference for Moment Condition Models
Cowles Foundation Discussion Paper No. 1978
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and Pennsylvania State University, College of the Liberal Arts - Department of Economic
Date Posted: January 07, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Testing for Benford's Law: A Monte Carlo Comparison of Methods
Dieter William Joenssen
Ilmenau University of Technology - Department of Quantitative Methods for Economics
Date Posted: January 06, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Determining Factors of Private Investment: Empirical Study of Pakistan
Developing Country Studies, Vol. 4, No. 25, 2014
Atif Salman and Ahmad Nawaz
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and Indus University
Date Posted: January 04, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper An Analysis of Individual Tax Morale for Russia: Before and after Flat Tax Reform
International Business Research 8(1): 60-80 (2015)
Bee Yew , Valentin B. Milanov and Robert W. McGee
Fayetteville State University - School of Business and Economics , Fayetteville State University and Fayetteville State University
Date Posted: January 04, 2015
Accepted Paper Series
21 downloads

Incl. Electronic Paper Weak Inference for Dynamic Stochastic General Equilibrium Models with Time-Varying Parameters
Naijing Huang
Boston College Department of Economics
Date Posted: January 02, 2015
Last Revised: January 09, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Measuring the Contribution to Systemic Risk of Sectors in the United States, UK and Germany Using ΔCoVaR
Thorsten Riedle
University of Kent, Canterbury - Kent Business School
Date Posted: December 31, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Option-Implied Term Structures
FRB of New York Staff Report No. 706
Erik Vogt
Federal Reserve Bank of New York
Date Posted: December 31, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India
Hiremath, Gourishankar S. and Kumari, Jyoti, Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from India (2014)
Gourishankar S. Hiremath and Jyoti Kumari
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences and Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Date Posted: December 31, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Business Outsourcing in Telecommunication Industry: Case of Pakistan
Transformations in Business & Economics, Vol. 13, No 2B (32B), pp.760-779, ISSN 1648 - 4460
Ahmed Rizwan Raheem , Jolita Vveinhardt , Ahmad Nawaz and Mirza Mujeeb
Indus University , Lithuanian Sports University , Indus University and Indus University
Date Posted: December 30, 2014
Accepted Paper Series
15 downloads

Incl. Electronic Paper Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
Cowles Foundation Discussion Paper No. 1977
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and Pennsylvania State University, College of the Liberal Arts - Department of Economic
Date Posted: December 24, 2014
Last Revised: January 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions
Cowles Foundation Discussion Paper No. 1976
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Date Posted: December 24, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Simple New Test for Slope Homogeniety in Panel Data Models with Interactive Effects
Tomohiro Ando and Jushan Bai
Keio University - Graduate School of Business Administration and Columbia University
Date Posted: December 22, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models
Cowles Foundation Discussion Paper No. 1975
Timothy B. Armstrong
Yale University - Cowles Foundation
Date Posted: December 19, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper 'They Do Know What They are Doing... At Least Most of Them.' Asymmetric Information in the (Private) Disability Insurance
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 09-2012
Martin Spindler
Max Planck Institute for Social Law and Social Policy
Date Posted: December 17, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Russian Mutual Funds: Skill vs. Luck
Higher School of Economics Research Paper No. WP BRP 40/FE/2014
Petr Parshakov
National Research University Higher School of Economics
Date Posted: December 17, 2014
Working Paper Series
14 downloads

Walking a Tightrope: The Joint Impact of Customer and Within-Firm Boundary Spanning Activities on Perceived Customer Satisfaction and Team Performance
Journal of the Academy of Marketing Science, 1-18, 2014
Stefan Sleep , Sundar Bharadwaj and Son K. Lam
University of Georgia - C. Herman and Mary Virginia Terry College of Business , University of Georgia--Terry School of Business and University of Georgia
Date Posted: December 13, 2014
Accepted Paper Series

Marketing Mix and Brand Sales in Global Markets: Examining the Contingent Role of Country-Market Characteristics
Journal of International Business Studies, Forthcoming
S. Cem Bahadir , Sundar Bharadwaj and Rajendra K. Srivastava
University of South Carolina - Moore School of Business , University of Georgia--Terry School of Business and Singapore Management University
Date Posted: December 13, 2014
Accepted Paper Series

Incl. Electronic Paper The Impact of IFRS Adoption During the 2008 Financial Crisis on the Relationship between Yield and Accounting Variables
Accounting & Taxation, v. 6 (1) p. 51-67
Salem Lotfi Boumediene , Olfa Nafti and Emna Boumediene
Montana State University - Billings , University of Manouba and University of Manouba
Date Posted: December 12, 2014
Accepted Paper Series
21 downloads

Incl. Electronic Paper Testing Equality of Covariance Matrices via Pythagorean Means
Cowles Foundation Discussion Paper No. 1970
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Restricted Likelihood Ratio Tests in Predictive Regression
Cowles Foundation Discussion Paper No. 1968
Peter C. B. Phillips and Ye Chen
Yale University - Cowles Foundation and Singapore Management University - School of Economics
Date Posted: December 03, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Threshold Regression with Endogeneity
Cowles Foundation Discussion Paper No. 1966
Ping Yu and Peter C. B. Phillips
The University of Hong Kong and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Probability and Pertinence
Adela Baho and Alain Ruttiens
Aix-Marseille School of Economics and ESCP Europe
Date Posted: November 24, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Lucky Factors
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Date Posted: November 22, 2014
Last Revised: December 17, 2014
Working Paper Series
343 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
664 downloads

Incl. Electronic Paper Purchasing Power Parity: A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries
Georgios Loukopoulos and Dimitrios Antonopoulos
University of Patras, Department of Business Administration and University of Patras, Department of Business Administration
Date Posted: November 07, 2014
Working Paper Series
147 downloads


 

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