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SSRN eLibrary Search Results
JEL Code: C00
445,430 Total downloads
Arbitrage Opportunities in Diverse Markets via a Non-Equivalent Measure ChangeJoerg Osterrieder and Thorsten Rheinlander Zurich University of Applied Sciences and Eidgenossische Technische Hochschule Zurich (ETHZ) Date Posted: June 13, 2017 Working Paper Series 23 downloads
A Dynamic Market Microstructure Model with Market Orders and Random Order Book DepthJoerg Osterrieder Zurich University of Applied Sciences Date Posted: June 13, 2017 Working Paper Series 23 downloads
Simulation of a Limit Order Driven MarketJulian Lorenz and Joerg Osterrieder Independent and Zurich University of Applied Sciences Date Posted: June 13, 2017 Working Paper Series 47 downloads
Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC NetworksIUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017 Yogesh Malhotra Global Risk Management Network, LLC Date Posted: June 10, 2017 Last Revised: June 12, 2017 Accepted Paper Series 9 downloads
A Case Study of Misconceptions Students in the Learning of Mathematics; The Concept Limit Function in High SchoolWidodo Winarso and Toheri IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon Date Posted: June 05, 2017 Working Paper Series 10 downloads
A Modern, Behavior-Aware Approach to Asset Allocation and Portfolio ConstructionCorey Hoffstein, Justin Sibears and Nathan Faber Newfound Research, Newfound Research and Newfound Research Date Posted: June 02, 2017 Working Paper Series 66 downloads
Characterization of the Community Structure in a Large-Scale Production Network in JapanAbhijit Chakraborty, Hazem Krichene, Hiroyasu Inoue and Yoshi Fujiwara University of Hyogo - Graduate School of Simulation Studies, University of Hyogo - Graduate School of Simulation Studies, University of Hyogo - Graduate School of Simulation Studies and University of Hyogo - Graduate School of Simulation Studies Date Posted: June 02, 2017 Working Paper Series 4 downloads
Correlations, Breadth, and Strategy DesignLeigh Sneddon PhD CFA Mayfield Investment Solutions, Inc. Date Posted: May 30, 2017 Last Revised: June 02, 2017 Working Paper Series 32 downloads
Avoiding Interest-Based Revenues While Constructing Shariah-Compliant Portfolios: False Negatives and False PositivesÖzgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid Raza University of Illinois at Chicago - Department of Finance, Vrije Universiteit Brussel (VUB) and Vrije Universiteit Brussel (VUB) Date Posted: May 30, 2017 Working Paper Series 93 downloads
The Informational Content of Infinite Maturity BondsOana Floroiu and Antoon Pelsser Maastricht University and Maastricht University Date Posted: May 23, 2017 Working Paper Series 8 downloads
Credit-Loans Non-Local Transactions and Surface-Like WavesVictor Olkhov TVEL Fuel Company Date Posted: May 22, 2017 Last Revised: June 08, 2017 Working Paper Series 8 downloads
Macro-Finance Surface-Like Waves of Investment and ProfitsVictor Olkhov TVEL Fuel Company Date Posted: May 22, 2017 Last Revised: June 08, 2017 Working Paper Series 9 downloads
Theorem of Not Independence of Any Technological Innovation - Philosophical and Theoretical Foundations of the Evolution of TechnologyNo. 22 -Arizona State University (USA) (2017) Mario Coccia National Research Council of Italy (CNR) Date Posted: May 22, 2017 Accepted Paper Series 7 downloads
Bitcoin Ecology: Quantifying and Modelling the Long-Term Dynamics of the Cryptocurrency MarketAbeer ElBahrawy, Laura Alessandretti, Anne Kandler, Romualdo Pastor Satorras and Andrea Baronchelli City University London - School of Engineering and Mathematical Sciences, City University London - School of Engineering and Mathematical Sciences, Max Planck Institute for Evolutionary Anthropology, Polytechnic University of Catalonia (UPC) and City University London - School of Engineering and Mathematical Sciences Date Posted: May 19, 2017 Last Revised: June 21, 2017 Working Paper Series 113 downloads
Continuous Time Macro-Finance, Financial Transactions and WavesVictor Olkhov TVEL Fuel Company Date Posted: May 19, 2017 Last Revised: June 08, 2017 Working Paper Series 26 downloads
Quantitative Wave Model of Macro-FinanceInternational Review of Financial Analysis, Vol. 50, 143-150, 2017 Victor Olkhov TVEL Fuel Company Date Posted: May 18, 2017 Last Revised: June 08, 2017 Accepted Paper Series 27 downloads
Aggregate Index for Measuring the Economic and Technological Performance of NationsCocciaLab Working Paper 2017 - No. 19, Arizona State University. Mario Coccia National Research Council of Italy (CNR) Date Posted: May 15, 2017 Last Revised: May 20, 2017 Accepted Paper Series 8 downloads
Impact of Corruption on Economic Development: Case of TunisiaA. Zouaoui, Mounira Ben-Arab, H. Eleuch, C. Elaoun and Anas AlQudah King Saud University - College of Business Administration, University of Tunis, University of Texas at Austin, University of Sfax - Institut des Hautes Etudes Commerciales (IHEC) and Universiti Teknologi Brunei Date Posted: May 10, 2017 Working Paper Series 10 downloads
Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Benchmark DatasetsGuojun Gan and Emiliano A. Valdez University of Connecticut - Department of Mathematics and University of Connecticut Date Posted: May 02, 2017 Working Paper Series 16 downloads
Tenor Basis Swap FormulaeNicholas Burgess Independent Date Posted: April 27, 2017 Working Paper Series 35 downloads
Which Research Fields Get Better Faster? Measuring the Evolution of International Research CollaborationCocciaLab Working Paper 2017 – No. 10, Mario Coccia National Research Council of Italy (CNR) Date Posted: April 25, 2017 Working Paper Series 3 downloads
What Maximizes Labor Productivity? Optimal Levels of R&D Intensity and Tax on Corporate Profits for NationsCoccia Lab Working Paper 2017 – No. 9, Mario Coccia National Research Council of Italy (CNR) Date Posted: April 25, 2017 Working Paper Series 13 downloads
Book of Pitches: UQAPS 2015 Pitching Research Competition FinalBook of Pitches: UQAPS 2015 Pitching Research Competition Final, UQ Busness School, 2017 Robert W. Faff, Chelsea Gill, Jon McCullough, Jae-Eun Noh, Siti Nur Diyana Mahmud, Nakazinga Ndugwa, Patricia Eats and Sara Ghorbani Gorji University of Queensland, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, University of Queensland, Students, University of Queensland, School of Public Health, Independent and University of Queensland Date Posted: April 18, 2017 Accepted Paper Series 12 downloads
Increasing the Discoverability of Non-English Language Research Papers: A Reverse-Engineering Application of the Pitching Research TemplateRobert W. Faff, Xuefeng David Shao, Faisal A. Alqahtani, Muhammad Atif, Anna Białek-Jaworska, Angel Chen, Geeta Duppati, Marisol Escobar, Marinela Finta, Ya Li, Marcio Andre Veras Machado, Bao Hoang Nguyen, Jae-Eun Noh, Hideaki Sakawa, Eleftheria Vaportzis, Luluk Widyawati, Singgih Wijayana, Chinthake Wijesooriya, Qiaozhi Ye and Qing Zhou University of Queensland, University of New South Wales (UNSW), University of Auckland, Griffith University, Griffith Business School, University of Warsaw, University of Queensland, Students, University of Waikato, University of Queensland, Students, Singapore Management University, University of Queensland, Federal University of Paraiba (UFPB), University of Queensland, Students, University of Queensland, Graduate School of Economics, Nagoya City University, Heriot-Watt University, University of Queensland, Business School, Students, Universitas Gadjah Mada (UGM), University of Queensland, University of Queensland and University of Queensland - Business School Date Posted: April 10, 2017 Last Revised: May 14, 2017 Working Paper Series 167 downloads
The Influence of Implementation Brain-Friendly Learning Through the Whole Brain Teaching to Students’ Response and Creative Character in Learning MathematicsWidodo Winarso and Siti Asri Karimah IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon Date Posted: April 08, 2017 Last Revised: May 07, 2017 Working Paper Series 13 downloads
Measurement of Behavioral Biases that Effective in Individual Investment Decisions: A Research on University StudentsBilgehan Tekin Çankırı Karatekin University Date Posted: April 07, 2017 Working Paper Series 52 downloads
Analysis of the Implementation of VDC from a Lean Perspective: Literature ReviewIn: Formoso, C.T. & Tzortzopoulos, P., 21th Annual Conference of the International Group for Lean Construction. Fortaleza, Brazil, pp 781-790, 31-2 Aug 2013 Luis F. Alarcón, Maria G Mandujano R and Claudio Mourgues Pontifical Catholic University of Chile - Department of Construction Engineering and Management, Pontifical Catholic University of Chile - School of Engineering, Students and Pontifical Catholic University of Chile - Department of Construction Engineering and Management Date Posted: April 06, 2017 Accepted Paper Series 9 downloads
The Pharmacoeconomic Geometric Space Approach to Pharmacoeconomic EvaluationMohd Azhar Abdul Karim and Vincent B.Y. Gan University Putra Malaysia and University Putra Malaysia Date Posted: April 03, 2017 Working Paper Series 6 downloads
Fantasy Pitching IV: Batman, Donald Duck, Fast Food, Superpowers, Self-DeterminationRobert W. Faff, Joe Baladi, Daniela Buce, Graham Du Plessis, Carol Du Plessis, Bruce Leo Dwyer, Karina Honey, Dirk Melton, Fitri Oktaviani, Suqin Shen, Laura Steele, Diah Suhodo, Mark Tanner, Corinne Unger, Sabrina Wong, Jessica Jia Xu and Sarine Zou University of Queensland, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, University of Queensland, Bond University - Bond Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Student, University of Queensland, Business School, Students, University of Queensland, Business School, Student, University of Queensland, Business School, Students, University of Queensland, Business School, Student and University of Queensland, Business School, Students Date Posted: March 25, 2017 Working Paper Series 21 downloads
Using Almetrics for Contextualised Mapping of Societal Impact: From Hits to NetworksRobinson-Garcia, N., van Leeuwen, T.N., Rafols, I. (2017) Using almetrics for contextualised mapping of societal impact: From hits to networks. Science and Public Policy. Nicolas Robinson-Garcia, Thed N. van Leeuwen and Ismael Rafols Ingenio (CSIC-UPV), Universitat Politècnica de València, University of Leiden and Ingenio (CSIC-UPV), Universitat Politècnica de València Date Posted: March 18, 2017 Last Revised: May 17, 2017 Accepted Paper Series 146 downloads
Comparison of Copulas for CDO valuationMarek Kolman University of Economics Date Posted: March 15, 2017 Working Paper Series 29 downloads
Sovereign Risk Management: A Rationalist Explanation of Putin's and Trump's Risk Taking Behavior and Its ConsequencesFrank Lehrbass L*PARC (Lehrbass Predicitive Analytics and Risk Consulting) Date Posted: March 01, 2017 Working Paper Series 49 downloads
New Theories in Financial Economics and Financial Econometrics with Applications and Real-Life PracticeWing-Keung Wong Asia University, Department of Finance Date Posted: February 25, 2017 Last Revised: June 19, 2017 Working Paper Series 164 downloads
UQ Summer Research Scholar Program: Insights and Reflections from the Pitching Research 'I-TEMPLATES' TeamRobert W. Faff, Robin Carrick, Angel Chen, Marisol Escobar, Bo Xuan Matthew Khong, Bao Hoang Nguyen and William Tunny University of Queensland, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Business School, Students Date Posted: February 21, 2017 Working Paper Series 31 downloads
A Meta-Analysis About the Relationship between Family Firms and Firm PerformanceDominik Wagner University of Trier - Faculty of Management Date Posted: February 19, 2017 Last Revised: March 27, 2017 Working Paper Series 46 downloads
Rough Volatility: Evidence from Option PricesGiulia Livieri, Saad Mouti, Andrea Pallavicini and Mathieu Rosenbaum Scuola Normale Superiore, Université Paris VI Pierre et Marie Curie, Banca IMI and Ecole Polytechnique, Paris Date Posted: February 10, 2017 Working Paper Series 54 downloads
What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment SizingVictor Haghani and James White Elm Partners and Independent Date Posted: February 10, 2017 Last Revised: February 13, 2017 Working Paper Series 565 downloads
Estimating Suicide Occurrence Statistics Using Google TrendsEPJ Data Science, Vol. 5(32), DOI 10.1140/epjds/s13688-016-0094-0, 2016 Ladislav Kristoufek, Helen Susannah Moat and Tobias Preis Charles University, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School Date Posted: February 09, 2017 Accepted Paper Series 17 downloads
Pitching Research Lite: A Reverse-Engineering Strategy for Finding a New Research DirectionBao Hoang Nguyen, Robert W. Faff and Mamiza Haq University of Queensland, Students, University of Queensland and University of Queensland - Finance Date Posted: February 04, 2017 Working Paper Series 57 downloads
Pitching Research: A Reverse-Engineer 'Sparring' Experiment with UQ Summer Research ScholarsRobert W. Faff, Robin Carrick, Angel Chen, Marisol Escobar, Bo Xuan Matthew Khong, Bao Hoang Nguyen and William Tunny University of Queensland, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Business School, Students Date Posted: January 29, 2017 Working Paper Series 29 downloads
Digging into the Foundations of Evidence LawMichigan Law Review, Forthcoming, Penn State Law Research Paper No. 4-2017 David H. Kaye Pennsylvania State University, Penn State Law Date Posted: January 24, 2017 Last Revised: April 15, 2017 Accepted Paper Series 69 downloads
What Makes a Course Valuable? Avoiding Worthless Courses and MajorsHershey H. Friedman and Frimette Kass City University of New York (CUNY) - Department of Business Management and Brooklyn College Date Posted: January 23, 2017 Working Paper Series 98 downloads
Motivating Postgrad Research Students to Pitch Their Ideas: What Have We Learned from 'Pitching Research' Competitions at UQ?Robert W. Faff, Nazila Babakhani, Robin Carrick, Angel Chen, Kathy Dallest, Lisa Daunt, Marisol Escobar, Gabe Foley, Chelsea Gill, Bo Xuan Matthew Khong, Maggie Liu, Siti Nur Diyana Mahmud, Jon McCullough, Zina Ndugwa, Bao Hoang Nguyen, Shari O'Brien, Felix Orole, Asma Qureshi, Hossein Rad, Saphira Rekker, Syed Khuram Shahzad, Marita Smith, Tran Le Nghi Tran, William Tunny and Ann Wallin University of Queensland, affiliation not provided to SSRN, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, affiliation not provided to SSRN, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, The Australian National University, University of Queensland, Students, University of Queensland, Business School, Students and University of Queensland Date Posted: January 21, 2017 Last Revised: February 21, 2017 Working Paper Series 86 downloads
Towards a Delta-Gamma Sato Multivariate ModelLynn Boen and Florence Guillaume University of Antwerp and University of Antwerp Date Posted: January 18, 2017 Working Paper Series 25 downloads
Evaluation of Investment StrategiesIgor Vilcek Tatra Asset Management Date Posted: January 12, 2017 Working Paper Series 91 downloads
The Stochastic Fluctuation of the Quantile Regression CurveSFB 649 Discussion Paper 2008-027 Wolfgang K. Härdle and Song Song Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) Date Posted: January 09, 2017 Working Paper Series 2 downloads
Modeling Dependencies in Finance Using CopulaeSFB 649 Discussion Paper 2008-043 Wolfgang K. Härdle, Ostap Okhrin and Yarema Okhrin Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - School of Business and Economics and University of Augsburg Date Posted: January 09, 2017 Working Paper Series 11 downloads
Computational Statistics and Data VisualizationSFB 649 Discussion Paper 2007-020 Wolfgang K. Härdle, Chun-houh Chen and Antony Unwin Humboldt University of Berlin - Institute for Statistics and Econometrics, Academia Sinica - Institute of Statistical Science and University of Augsburg Date Posted: January 09, 2017 Working Paper Series 4 downloads
Uniform Confidence Bands for Pricing KernelsSFB 649 Discussion Paper 2010-003 Wolfgang K. Härdle, Yarema Okhrin and Weining Wang Humboldt University of Berlin - Institute for Statistics and Econometrics, University of Augsburg and Humboldt University of Berlin Date Posted: January 09, 2017 Working Paper Series 2 downloads
Mean Volatility RegressionsSFB 649 Discussion Paper 2011-003 Lin Lu, Li Feng, Lixing Zhu and Wolfgang K. Härdle Shanghai Jiao Tong University (SJTU) - Aetna School of Management, Texas State University, Hong Kong Baptist University (HKBU) - Department of Mathematics and Humboldt University of Berlin - Institute for Statistics and Econometrics Date Posted: January 09, 2017 Working Paper Series 2 downloads |
