Search Results
JEL Code: C01

184,864 Total downloads

Viewing: 1 - 50 of 959 papers

1.

Advances in Cointegration and Subset Correlation Hedging Methods

Journal of Investment Strategies (Risk Journals), Vol.1(2), Spring 2012, pp. 67-115
Number of pages: 37 Posted: 08 Aug 2011 Last Revised: 31 Jan 2014
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads 6,254
2.

Bitcoin: Cryptopayments Energy Efficiency

Number of pages: 27 Posted: 16 Jun 2022 Last Revised: 27 Jun 2022
Working Paper Series
Valuechain
Downloads 5,925
3.

Markov-Switching GARCH Models in R: The MSGARCH Package

Journal of Statistical Software, Vol. 91, Issue 4, 2019
Number of pages: 38 Posted: 02 Oct 2016 Last Revised: 20 Nov 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Ghent University, Aarhus University - School of Business and Social Sciences and Laval University, Faculté d'Administration, Département de Finance et Assurance, Students
Downloads 5,781
4.

A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm

Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34 Posted: 22 Sep 2011 Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Irvine
Downloads 4,833
5.

The Secret Sauce: Examining Law Schools that Overperform on the Bar Exam

Florida Law Review, Forthcoming, University of Louisville School of Law Legal Studies Research Paper Series No. 2022-4
Number of pages: 50 Posted: 01 Feb 2022 Last Revised: 03 Jun 2022
Accepted Paper Series
University of Louisville - Louis D. Brandeis School of Law and University of Iowa - College of Law
Downloads 4,196
6.

Balanced Baskets: A New Approach to Trading and Hedging Risks

Journal of Investment Strategies (Risk Journals), Vol.1(4), Fall 2012
Number of pages: 44 Posted: 24 May 2012 Last Revised: 08 Sep 2012
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,167
7.

A Crash Course in Good and Bad Controls

Number of pages: 30 Posted: 29 Oct 2020 Last Revised: 21 Mar 2022
Working Paper Series
University of Washington - Department of Statistics, Loyola Marymount University and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads 3,824
8.

Common Errors: How to (and Not to) Control for Unobserved Heterogeneity

Review of Financial Studies, 2014, 27(2), 617-61, AFA 2013 San Diego Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58 Posted: 17 Mar 2012 Last Revised: 11 Aug 2020
Accepted Paper Series
Washington University in St. Louis and Northwestern University - Kellogg School of Management
Downloads 3,573
9.

Managing Risks in a Risk-On/Risk-Off Environment

Number of pages: 50 Posted: 23 Sep 2012 Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,486
10.

Testing for Weak Instruments in Linear IV Regression

IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48 Posted: 07 Jan 2011 Last Revised: 31 Jul 2013
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,709
11.

NETS: Network Estimation for Time Series

Number of pages: 35 Posted: 14 Apr 2013 Last Revised: 19 Oct 2018
Working Paper Series
London School of Economics and Political ScienceUniversité Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)University of Bologna and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 2,414
12.

Understanding Cryptocurrencies

Number of pages: 39 Posted: 29 Apr 2019 Last Revised: 22 Sep 2020
Working Paper Series
Blockchain Research Center, Duke University - Fuqua School of Business and International Research Training Group 1792
Downloads 2,389
13.

Python Guide to Accompany Introductory Econometrics for Finance

Number of pages: 175 Posted: 05 Nov 2019 Last Revised: 09 Nov 2021
Working Paper Series
Queen's University BelfastQueen's University Belfast and University of Bristol - School of Economics, Finance and Management
Downloads 2,249
14.

The Impact of the COVID-19 Pandemic on Amazon's Business

Number of pages: 11 Posted: 16 Jan 2021
Working Paper Series
Middle East Technical University (METU) - Department of Economics, Middle East Technical University (METU) - Department of Economics and Skyline University College Sharjah
Downloads 1,993
15.

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 1,943
16.

Indian Stock Market: Functions and Importance

Journal of Social Reality, Vol. 4, No. 4, ISSN - 0976-3422
Number of pages: 5 Posted: 05 May 2015
Accepted Paper Series
Noida International University
Downloads 1,882
17.

Beyond Chance? The Persistence of Performance in Online Poker

PLoS ONE 10(3): e0115479, March 2015
Number of pages: 35 Posted: 15 Aug 2012 Last Revised: 03 Mar 2015
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Vrije Universiteit Amsterdam and University of Essex - Department of Economics
Downloads 1,868
18.

Causality between Tax Revenue and Government Spending in Malaysia

The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 63-73, 2008
Number of pages: 11 Posted: 17 Feb 2010
Accepted Paper Series
Monash University-Gippsland Campus and University Sultan Zainal Abidin
Downloads 1,695
19.

R Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, University of Reading and University of Bristol - School of Economics, Finance and Management
Downloads 1,641
20.

Perspective on Economic Growth of BRIC Countries: A Case of Brazil and India

Number of pages: 13 Posted: 25 Feb 2009
Working Paper Series
CSIR-HRDC - National Institute of Science, Technology & Development Studies (NISTADS) and affiliation not provided to SSRN
Downloads 1,639
21.

tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R

Number of pages: 43 Posted: 08 May 2019 Last Revised: 11 Aug 2020
Working Paper Series
University of Southern Denmark and University of A Coruña
Downloads 1,591
22.

The Profitability of Five Popular Variations of Moving Averages on Indian Market Index S&P CNX Nifty 50 During January 2004-December 2014

Advances in Economics and Business Management, Feb. 2015
Number of pages: 7 Posted: 30 Jan 2015 Last Revised: 24 Mar 2015
Accepted Paper Series
Noida International University
Downloads 1,568
23.

Portfolio Oversight: An Evolutionary Approach

Number of pages: 50 Posted: 08 Nov 2012 Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 1,449
24.

A Value-Added Ranking of Law Schools

29 University of Florida Journal of Law & Public Policy 285-308 (2019), AccessLex Institute Research Paper No. 18-05
Number of pages: 24 Posted: 28 Jun 2015 Last Revised: 20 Feb 2020
Accepted Paper Series
University of Louisville - Louis D. Brandeis School of Law
Downloads 1,406
25.

Investing with Cryptocurrencies – evaluating their potential for portfolio allocation strategies

Quantitative Finance (2021): 1-29.
Number of pages: 64 Posted: 07 Nov 2018 Last Revised: 28 Sep 2021
Accepted Paper Series
University of Applied Sciences for Engineering and Economics (HTW Berlin), School of Computing, Communication and Business, City University of Hong Kong (CityU) - Department of Management Sciences, Blockchain Research Center and Austrian Blockchain Center (ABC Research)
Downloads 1,273
26.

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 1,254
27.

Tractable and Consistent Random Graph Models

Number of pages: 61 Posted: 25 Oct 2012 Last Revised: 25 Jun 2014
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,237
28.

EViews Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
University of Bristol - School of Economics, Finance and Management and ICMA Centre, University of Reading
Downloads 1,190
29.

Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach

Published version: Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016
Number of pages: 37 Posted: 19 Jul 2017 Last Revised: 12 Jul 2019
Accepted Paper Series
City University of Hong Kong (CityU) - Department of Management Sciences, Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE) and Blockchain Research Center
Downloads 1,170
30.

Stata Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 181 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, Henley Business School, University of Reading, ICMA Centre, University of Reading and University of Bristol - School of Economics, Finance and Management
Downloads 1,161
31.

When Do Covariates Matter? And Which Ones, and How Much?

Journal of Labor Economics, Forthcoming
Number of pages: 40 Posted: 26 Jun 2009 Last Revised: 16 Sep 2014
Accepted Paper Series
University of California, Berkeley - School of Law
Downloads 1,115
32.

The Impact of Crisis and Macroeconomic Variables Towards Islamic Banking Deposits

American Journal of Applied Sciences, Vol. 8, No. 12, pp.1413-1418, 2011
Number of pages: 6 Posted: 28 Feb 2012
Accepted Paper Series
International Islamic University of Malaysia (IIUM), Islamic Research and Training InstituteInternational Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences and International Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences
Downloads 1,085
33.

A Three Line Proof that OLS is BLUE

Number of pages: 2 Posted: 04 May 2012
Working Paper Series
University of California, San Diego (UCSD) - Department of Economics and Yonsei University - Department of Economics
Downloads 1,078
34.

A Network Formation Model Based on Subgraphs

Number of pages: 71 Posted: 09 Oct 2015 Last Revised: 26 Mar 2021
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics
Downloads 1,034
35.

AtsPy: Automated Time Series Forecasting in Python

Number of pages: 2 Posted: 14 May 2020
Working Paper Series
The Alan Turing Institute
Downloads 1,023
36.

Machine Learning in Energy Economics and Finance: A Review

Energy Economics, Vol. 81, 2019
Number of pages: 71 Posted: 15 Nov 2018 Last Revised: 08 Jun 2019
Accepted Paper Series
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology, School of Business and HEC Montreal
Downloads 986
37.

Realised Kernels in Practice: Trades and Quotes

Number of pages: 32 Posted: 28 May 2008
Working Paper Series
University of Aarhus - Thiele Centre, Department of Mathematical Sciences, University of North Carolina (UNC) at Chapel Hill - Department of Economics, CREATESAarhus University - School of Business and Social Sciences and Harvard University
Downloads 965
38.

The Distribution of Returns

Number of pages: 40 Posted: 27 Aug 2016 Last Revised: 15 Aug 2017
Working Paper Series
self-employment
Downloads 912
39.

Downside Risk Evaluation with the R Package GAS

R Journal, Vol. 10, Issue 2, pp. 410-421, 2018
Number of pages: 12 Posted: 17 Nov 2016 Last Revised: 27 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 847
40.

Carbon Price Drivers: An Updated Literature Review

Number of pages: 9 Posted: 17 Apr 2011
Working Paper Series
University of Paris 8 Vincennes-Saint Denis
Downloads 846
41.

Causality Networks of Financial Assets

Journal of Network Theory in Finance, Volume 3, Issue 2, pp 17-67, June 2017, DOI: 10.21314/JNTF.2017.029
Number of pages: 73 Posted: 22 Dec 2016 Last Revised: 20 Jul 2017
Accepted Paper Series
University of Edinburgh Business School, Monash University - Department of Econometrics & Business Statistics, Financial Network Analytics Ltd and California Institute of Technology
Downloads 794
42.

Ultra-Simple Shiller's CAPE: How One Year's Data Can Predict Equity Market Returns Better Than Ten (Presentation Slides)

Number of pages: 37 Posted: 03 Sep 2019 Last Revised: 04 Nov 2019
Working Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)
Downloads 788
43.

Matching Methods in Practice: Three Examples

IZA Discussion Paper No. 8049
Number of pages: 67 Posted: 29 Mar 2014
Working Paper Series
Stanford Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 781
44.

A Summary of Introductory Econometrics By Wooldridge

Cengage Learning; 6 edition (October 8, 2015); ISBN: 9781305270107
Number of pages: 61 Posted: 21 Jun 2019
Working Paper Series
African Tax Institute
Downloads 775
45.

The Illusion of Predictability: How Regression Statistics Mislead Experts

International Journal of Forecasting, Forthcoming
Number of pages: 39 Posted: 01 Feb 2012
Accepted Paper Series
Universitat Pompeu Fabra and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 759
46.

A Model to Improve the Estimation of Baseline Retail Sales

Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17 Posted: 11 Apr 2011 Last Revised: 20 Dec 2014
Accepted Paper Series
TABS Group and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)

Multiple version iconThere are 2 versions of this paper

Downloads 749
47.

Technical Analysis of Indian Financial Market with the Help of Technical Indicators

International Journal of Science and Research (IJSR), ISSN (Online): 2319-7064 Index Copernicus Value (2013): 6.14 | Impact Factor (2013): 4.438
Number of pages: 3 Posted: 31 Mar 2015
Accepted Paper Series
Noida International University
Downloads 744
48.

The Causal Effect of Education on Obesity: Evidence from Compulsory Schooling Laws

Number of pages: 66 Posted: 14 Nov 2009 Last Revised: 22 Nov 2009
Working Paper Series
HealthCore, Inc.
Downloads 728
49.

Express Measurement of Market Volatility Using Ergodicity Concept

Number of pages: 14 Posted: 21 Jul 2016 Last Revised: 10 Jun 2018
Working Paper Series
Algostox Trading
Downloads 715
50.

The Impact of Tether Grants on Bitcoin

Number of pages: 11 Posted: 14 Jun 2018
Working Paper Series
University of Queensland - Faculty of Business, Economics and Law
Downloads 695