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484,173
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393,564
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226,645
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68,973
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Last 12 months:
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JEL Code: C5
1,169,867 Total downloads
Showing Papers 5,101 - 5,150 of 5,952
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Model Uncertainty, Thick Modelling and the Predictability of Stock Returns
CEPR Discussion Paper No. 3997
Marco Aiolfi and
Carlo A. Favero
Bocconi University
and
Bocconi University - Department of Finance
Date Posted: September 16, 2003
Working Paper Series
31 downloads
An Evaluation of the Reliability of Accounting Based Measures of Expected Returns: A Measurement Error Perspective
University of Notre Dame and INSEAD Working Paper
Peter D. Easton and
Steven J. Monahan
University of Notre Dame - Department of Accountancy
and
INSEAD
Date Posted: September 15, 2003
Working Paper Series
1159 downloads
The Performance of Initial Public Offerings in an Emerging Market: The Case of the Istanbul Stock Exchange
International Journal of Business, Vol. 8, No. 2, 2003
Bradley T. Ewing and
Ozkan Ozfidan
Baylor University - Department of Economics
and
Virginia Department of Planning and Budget
Date Posted: September 11, 2003
Accepted Paper Series
185 downloads
Dynamic Optimal Capital Structure and Technological Change
ZEW Discussion Paper No. 03-06
Hans Lööf
affiliation not provided to SSRN
Date Posted: September 11, 2003
Working Paper Series
379 downloads
Constructing Quality-adjusted Price Index for a Hetrogeneous Oligopoly
David Prentice and
Xiangkang Yin
School of Economics, La Trobe University
and
La Trobe University - La Trobe Business School
Date Posted: September 09, 2003
Working Paper Series
61 downloads
PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital
Accounting Review, January 2004
Peter D. Easton
University of Notre Dame - Department of Accountancy
Date Posted: September 09, 2003
Accepted Paper Series
PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital
Peter D. Easton
University of Notre Dame - Department of Accountancy
Date Posted: September 09, 2003
Working Paper Series
3145 downloads
On the Empirical Content of Quantal Response Equilibrium
Cowles Foundation Discussion Paper No. 1432
Philip A. Haile ,
Ali Hortacsu and
Grigory Kosenok
Yale University - Department of Economics
,
University of Chicago - Department of Economics
and
New Economic School
Date Posted: September 08, 2003
Working Paper Series
154 downloads
Development of the Market Paradigm for Analyzing Systems
Olufemi Adedotun Yesufu
and
Thomas Kokumo Yesufu
Obafemi Awolowo University - Agricultural Economics
and
Obafemi Awolowo University - Electronic And Electrical Engineering
Date Posted: September 08, 2003
Working Paper Series
166 downloads
Estimating an SKU-level Brand Choice Model Combining Household Panel Data and Store Data
University of Chicago Graduate School of Business Working Paper
Pradeep K. Chintagunta and
Jean-Pierre H. Dube
University of Chicago
and
University of Chicago - Booth School of Business
Date Posted: September 08, 2003
Working Paper Series
365 downloads
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
International Journal of Forecasting, Forthcoming
Norman R. Swanson and
Valentina Corradi
Rutgers University - Department of Economics
and
Queen Mary, University of London
Date Posted: September 07, 2003
Accepted Paper Series
A Test for Comparing Multiple Misspecified Conditional Distributions
Norman R. Swanson and
Valentina Corradi
Rutgers University - Department of Economics
and
Queen Mary, University of London
Date Posted: September 07, 2003
Working Paper Series
42 downloads
Modelling Investment When Relative Prices are Trending: Theory and Evidence for the United Kingdom
Bank of England Working Paper No. 189
Hasan Bakhshi ,
Nicholas Oulton and
Jamie N.R. Thompson
Bank of England - Monetary Analysis
,
London School of Economics - Centre for Economic Performance (CEP)
and
Bank of England
Date Posted: September 04, 2003
Working Paper Series
81 downloads
Product Differentiation and Mergers in the Carbonated Soft Drink Industry
University of Chicago GSB Working Paper
Jean-Pierre H. Dube
University of Chicago - Booth School of Business
Date Posted: September 04, 2003
Working Paper Series
633 downloads
How Higher Moments Affect the Allocation of Assets
Finance Letters, Vol. 1, No. 2, 2003
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 02, 2003
Accepted Paper Series
An Empirical Evaluation of Small Area Estimators
UPF Economics and Business Working Paper No. 674
Alex Costa Saenz de San Pedro
,
Albert Satorra and
Eva Ventura
Institut d'Estadistica de Catalunya
,
Universitat Pompeu Fabra
and
Universitat Pompeu Fabra
Date Posted: August 31, 2003
Working Paper Series
45 downloads
The Connection of Stock Markets Between Germany and the USA - New Evidence from a Co-integration Study
ZEW Discussion Paper No. 03-36
Elke Eberts
Center for European Economic Research (ZEW)
Date Posted: August 31, 2003
Working Paper Series
113 downloads
Multivariate Market Association and Its Extremes
Technical EUR Report No. 20701 EN
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 27, 2003
Working Paper Series
87 downloads
Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks
CESifo Working Paper Series No. 990
M. Hashem Pesaran and
Allan G. Timmermann
University of Southern California
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: August 21, 2003
Working Paper Series
126 downloads
Measuring Labor Market Frictions: A Cross-Country Comparison
IZA Discussion Paper No. 814
Geert Ridder and
Gerard J. van den Berg
University of Southern California
and
VU University Amsterdam - Department of Economics
Date Posted: August 21, 2003
Working Paper Series
88 downloads
Monotonicity of Chi-square Test Statistics
ISER Discussion Paper No. 586
Keunkwan Ryu
Seoul National University - School of Economics
Date Posted: August 20, 2003
Working Paper Series
67 downloads
Measuring the Systematic Risk of IPO's Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange
International Journal of Business, Vol. 8, No. 3, 2003, Cass Business School Research Paper, CUBS Finance Working Paper No. 07
Yaz Gulnur Muradoglu ,
Asad Zaman and
Mehmet Orhan
Queen Mary University of London
,
International Institute of Islamic Economics
and
Fatih University - Department of Economics
Date Posted: August 19, 2003
Accepted Paper Series
442 downloads
An Alternative Conditional Asymmetry Specification for Stock Returns
Applied Financial Economics, Vol. 13, pp. 537-541, 2003
Kurt Brannas and
Niklas Nordman
University of Umea - Department of Economics
and
University of Umea
Date Posted: August 14, 2003
Accepted Paper Series
A Structural Break in U.S. GDP?
David N. DeJong ,
Roman Liesenfeld and
Jean-Francois Richard
University of Pittsburgh - Department of Economics
,
University of Cologne, Department of Economics
and
University of Pittsburgh - Department of Economics
Date Posted: August 13, 2003
Working Paper Series
176 downloads
A Non-Linear Forecasting Model of GDP Growth
David N. DeJong ,
Roman Liesenfeld and
Jean-Francois Richard
University of Pittsburgh - Department of Economics
,
University of Cologne, Department of Economics
and
University of Pittsburgh - Department of Economics
Date Posted: August 13, 2003
Working Paper Series
444 downloads
IT Investment and Hicks' Composite-Good Theorem: The U.S. Experience
FRB International Finance Discussion Paper No. 767
Jaime Marquez and
Shing-Yi Wang
Board of Governors of the Federal Reserve System - International Financial Transactions Section
and
Yale University - Department of Economics
Date Posted: August 11, 2003
Working Paper Series
46 downloads
Incomplete Consumption Risk Sharing and Currency Risk Premiums
Review of Financial Studies, 2003, 16(3), 983-1005
Sergei Sarkissian
McGill University
Date Posted: August 05, 2003
Last Revised: April 27, 2012
Accepted Paper Series
Forecasting the Dollar/Euro Exchange Rate: Are International Parities Useful?
FEDEA Working Paper No. 2003-15
Simón Sosvilla Rivero and
Emma Garcia
Complutense University of Madrid
and
Foundation for Applied Economic Research (FEDEA)
Date Posted: July 31, 2003
Working Paper Series
394 downloads
Propensity Score Matching and the New Issues Puzzle
Yingmei Cheng
Florida State University - College of Business
Date Posted: July 31, 2003
Working Paper Series
555 downloads
News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns
Journal of Finance, April 2004
John M. Maheu and
Thomas H. McCurdy
McMaster University - Michael G. DeGroote School of Business
and
University of Toronto - Rotman School of Management
Date Posted: July 31, 2003
Accepted Paper Series
Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market
Didier Sornette and
Wei-Xing Zhou
Swiss Finance Institute
and
East China University of Science and Technology - School of Business
Date Posted: July 31, 2003
Working Paper Series
454 downloads
Firm Level Innovation and Productivity - Is there a Common Story Across Countries?
ZEW Discussion Paper No. 03-26
Norbert Janz
,
Hans Lööf
and
Bettina Peters
Center for European Economic Research (ZEW)
,
affiliation not provided to SSRN
and
Center for European Economic Research (ZEW)
Date Posted: July 30, 2003
Working Paper Series
481 downloads
The Delphi Method (El Metodo Delphi)
Ignacio Velez-Pareja
Master Consultores
Date Posted: July 29, 2003
Working Paper Series
2095 downloads
The Link Between Firm-Level Innovation and Aggregate Productivity Growth - A Cross-Country Examination
ZEW Discussion Paper No. 03-07
Hans Lööf
and
Almas Heshmati
affiliation not provided to SSRN
and
Sogang University
Date Posted: July 28, 2003
Working Paper Series
Sources of Over-Performance in Equity Markets: Mean Reversion, Common Trends and Herding
ISMA Centre Working Paper No. DP2003-08
Carol Alexander and
Anca Dimitriu
University of Reading - ICMA Centre
and
University of Reading - ISMA Centre
Date Posted: July 27, 2003
Working Paper Series
590 downloads
The Sources of Unemployment Fluctuations: An Empirical Application to the Italian Case
ECB Working Paper No. 29
Silvia Fabiani ,
Alberto Locarno
,
Giampaolo Oneto
and
Paolo Sestito
Bank of Italy
,
Bank of Italy
,
Istituto Nazionale di Statistica
and
Bank of Italy
Date Posted: July 24, 2003
Working Paper Series
78 downloads
An Empirical Analysis of Inflation in OECD Countries
FRB International Finance Discussion Paper No. 765
Jane E. Ihrig and
Jaime Marquez
Federal Reserve Board - International Financial Transactions
and
Board of Governors of the Federal Reserve System - International Financial Transactions Section
Date Posted: July 24, 2003
Working Paper Series
116 downloads
The Effect of Search Frictions on Wages
IZA Discussion Paper No. 805; Tinbergen Institute Working Paper 2006-077/3
Gerard J. van den Berg and
Aico van Vuuren
VU University Amsterdam - Department of Economics
and
Erasmus University Rotterdam (EUR) - Department of Economics
Date Posted: July 24, 2003
Working Paper Series
55 downloads
Aggregate Loans to the Euro Area Private Sector
ECB Working Paper No. 202
Alessandro Calza
,
Marta Manrique Simón
and
João Sousa
European Central Bank (ECB)
,
Bank of Spain - Servicio de Estudios
and
European Central Bank (ECB)
Date Posted: July 22, 2003
Working Paper Series
106 downloads
Testing The Existence of Bubbles in the Brazilian Exchange Rate
IPEA Working Paper No. 881
Wilfredo Leiva Maldonado ,
Octavio Augusto Fontes Tourinho and
Marcos Valli
Universidade Católica de Brasília
,
PPGCE/FCE/UERJ - Univ. do Estado do Rio de Janeiro
and
Banco Central do Brasil
Date Posted: July 22, 2003
Working Paper Series
Does Agency Cost Model Explain Business Fluctuations in Japan?: An Empirical Attempt to Estimate Agency Cost by Firm Size
ISER Discussion Paper No. 579
Kazuo Ogawa and
Hirokuni Uchiyama
Osaka University - Institute of Social and Economic Research (ISER)
and
Osaka University - Graduate School of Economics
Date Posted: July 21, 2003
Working Paper Series
210 downloads
Forecasting the Economic State with Financial Market Information and Term Structure of Interest Rates
EFMA 2003 Helsinki Meetings
Heli Kinnunen
University of Oulu
Date Posted: July 18, 2003
Working Paper Series
207 downloads
Numerical Issues in Threshold Autoregressive Modeling of Time Series
Journal of Economic Dynamic and Control, Vol. 27, pp. 2219-2242, 2003, Cass Business School Research Paper
Ana-Maria Fuertes ,
Jerry Coakley and
María Teresa Pérez Rodríguez
Cass Business School, City University London
,
University of Essex - Essex Business School
and
Universidad de Valladolid - Departmento de Matematica Aplicada
Date Posted: July 18, 2003
Accepted Paper Series
A Critical Examination of Orthogonal Regression
Gishan Dissanaike and
Shiyun Wang
University of Cambridge - Judge Business School
and
University of Sheffield - School of Management
Date Posted: July 16, 2003
Working Paper Series
1003 downloads
The Term Structure of Real Rates and Expected Inflation
EFA 2004 Maastricht Meetings Paper No. 1220; AFA 2004 San Diego Meetings
Geert Bekaert and
Andrew Ang
Columbia Business School - Finance and Economics
and
Columbia Business School - Finance and Economics
Date Posted: July 16, 2003
Working Paper Series
1313 downloads
Gravity Approach for Modeling Trade Flows Between Estonia and the Main Trading Partners
University of Tartu, Economics & Business Administration Working Paper No. 4
Tiiu Paas
University of Tartu - Faculty of Economics and Business Administration
Date Posted: July 14, 2003
Working Paper Series
158 downloads
Sophisticated Learning and Learning Sophistication
Dale O. Stahl
University of Texas at Austin - Department of Economics
Date Posted: June 27, 2003
Working Paper Series
90 downloads
STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
FEEM Working Paper No. 43.2003
Giorgio Busetti
and
Matteo Manera
Quantitative Methods, Monte Paschi Alternative Investment
and
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: June 26, 2003
Working Paper Series
292 downloads
Modelling Structural Change: The Case of New Zealand
Reserve Bank of New Zealand Discussion Paper No. DP2003/03
Olivier Basdevant
and
David Hargreaves
International Monetary Fund (IMF) - IMF Institute
and
Government of New Zealand - Department of Economics
Date Posted: June 26, 2003
Working Paper Series
67 downloads
Learning Process and Rational Expectations: An Analysis Using a Small Macroeconomic Model for New Zealand
Reserve Bank of New Zealand Discussion Paper No. 2003/05
Olivier Basdevant
International Monetary Fund (IMF) - IMF Institute
Date Posted: June 26, 2003
Working Paper Series
59 downloads
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