Search Results
JEL Code: C12

489,661 Total downloads

Viewing: 1 - 50 of 2,425 papers

1.

…and the Cross-Section of Expected Returns

Number of pages: 101 Posted: 17 Apr 2013 Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Texas A&M University, Department of Finance and University of Oklahoma
Downloads 17,592
2.

Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers

Miller, J. B., & Sanjurjo, A. (2018). Surprised by the hot hand fallacy? A truth in the law of small numbers. Econometrica, Vol. 86, No.6, pp. 2019–2047,
Number of pages: 42 Posted: 07 Jul 2015 Last Revised: 17 Dec 2018
Working Paper Series
Fundamentos del Análisis Económico (FAE), Universidad de Alicante and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 16,037
3.

Time-Series Momentum: A Monte-Carlo Approach

Number of pages: 44 Posted: 05 Apr 2019
Working Paper Series
University of Colorado at Denver - Department of Economics and University College Dublin
Downloads 6,228
4.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 03 Feb 2011
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 5,665
5.

p-Hacking and False Discovery in A/B Testing

Number of pages: 46 Posted: 18 Jul 2018 Last Revised: 12 Dec 2018
Working Paper Series
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads 5,347
6.

Backtesting

Number of pages: 32 Posted: 27 Oct 2013 Last Revised: 30 Jul 2015
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 5,203
7.

Global Factor Premiums

Number of pages: 63 Posted: 06 Feb 2019
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Asset Management - Quantitative Investing
Downloads 5,192
8.

Lucky Factors

Number of pages: 98 Posted: 22 Nov 2014 Last Revised: 17 Jan 2018
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 4,898
9.

The Predictive Power of Price Patterns

Applied Mathematical Finance, Vol. 5, pp. 181-206, 1998
Number of pages: 25 Posted: 27 Sep 2006
Accepted Paper Series
University of Pittsburgh - Department of Mathematics and Mesirow Financial Investment Management
Downloads 4,128
10.

Effect of Product Packaging in Consumer Buying Decision

Journal of Business Strategies, Vol.6, No. 2, 2012, pp 1-10, ISSN: 1993-5765
Number of pages: 10 Posted: 16 May 2014
Accepted Paper Series
RTS (Research, Trainings, and Solutions), Greenwich University Karachi and Greenwich University Karachi
Downloads 4,085
11.

A Comparison between Islamic and Traditional Banks: Pre and Post the 2008 Financial Crisis

Number of pages: 14 Posted: 17 Dec 2010 Last Revised: 16 Jun 2015
Working Paper Series
The British University in Egypt
Downloads 3,516
12.

Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research

Accounting Review, Forthcoming
Number of pages: 49 Posted: 31 Jul 2008 Last Revised: 24 Oct 2010
Accepted Paper Series
University of Melbourne, University of Navarra, IESE Business School and Wharton School, University of Pennsylvania
Downloads 3,381
13.

Event Studies: A Methodology Review

Number of pages: 36 Posted: 02 Aug 2009 Last Revised: 20 Aug 2010
Working Paper Series
Deakin University - School of Accounting, Economics & Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,376
14.

Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

Festschrift in Honor of Peter Schmidt, W.C. Horrace and R.C. Sickles, eds., Forthcoming
Number of pages: 44 Posted: 13 Apr 2011 Last Revised: 23 Oct 2013
Accepted Paper Series
Independent, Dept. of International Trade, Dong-A University and University of Melbourne
Downloads 3,350
15.

Downside Correlation and Expected Stock Returns

EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of pages: 47 Posted: 09 Nov 2001
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 3,103
16.

Efficiency of Indian Stock Market

Number of pages: 12 Posted: 05 Dec 2003
Working Paper Series
Indira Gandhi Institute of Development Research
Downloads 3,049
17.

The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation

Number of pages: 45 Posted: 08 Nov 2005
Working Paper Series
Bates College
Downloads 3,016
18.

A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?

Brown Univ. Economics Working Paper No. 01-04
Number of pages: 23 Posted: 13 Apr 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics and Aarhus University - School of Economics and Management
Downloads 2,862
19.

Controlling Organized Crime and Corruption in the Public Sector

Forum on Crime and Society, Vol. 3, Nos. 1/2, December 2003
Number of pages: 32 Posted: 19 Sep 2006
Accepted Paper Series
International Law and Economic Development Center
Downloads 2,655
20.

Presidential Address: The Scientific Outlook in Financial Economics

Duke I&E Research Paper No. 2017-05
Number of pages: 38 Posted: 10 Jan 2017 Last Revised: 22 Dec 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads 2,609
21.

What One Can Learn from the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry

PIER Working Paper No. 04-041
Number of pages: 24 Posted: 25 Oct 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Independent
Downloads 2,596
22.

Re-Examining the Profitability of Technical Analysis with White's Reality Check and Hansen's Spa Test

Number of pages: 27 Posted: 08 Apr 2005
Working Paper Series
University of Hong Kong and Department of Finance, National Taiwan University
Downloads 2,502
23.

The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies

PIER Working Paper No. 04-030
Number of pages: 24 Posted: 26 Jul 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 2,486
24.

Measuring Real Activity Management

Number of pages: 43 Posted: 24 Mar 2011 Last Revised: 04 May 2019
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, University of Illinois at Chicago, Simon School, University of Rochester and Ohio State University (OSU) - Fisher College of Business
Downloads 2,340
25.

Stock Return Predictability: Is it There?

AFA 2002 Atlanta Meetings
Number of pages: 53 Posted: 23 Mar 2001
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,336
26.

International Asset Allocation with Time-Varying Correlations

Number of pages: 80 Posted: 07 Apr 1999
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,221
27.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Number of pages: 54 Posted: 11 Aug 2015 Last Revised: 29 Nov 2017
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,213
28.

The Historical Simulation Method for Value-at-Risk: A Research Based Evaluation of the Industry Favorite

Number of pages: 22 Posted: 19 Apr 2012 Last Revised: 23 May 2018
Working Paper Series
affiliation not provided to SSRN
Downloads 2,210
29.

Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation

2014 NAAIM Wagner Award Winner
Number of pages: 33 Posted: 30 Apr 2014
Working Paper Series
StatisTrade
Downloads 2,089
30.

Testing the Significance of Calendar Effects

Federal Reserve Bank of Atlanta Working Paper No. 2005-02
Number of pages: 30 Posted: 26 May 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 2,041
31.

An Empirical Comparison of Convertible Bond Valuation Models

Number of pages: 54 Posted: 25 Jun 2007 Last Revised: 18 Oct 2009
Working Paper Series
Carleton University, Simon Fraser University (SFU) - Department of Economics and Monash University
Downloads 2,021
32.

Applying Relative Solvency to Working Capital Management - the Break-Even Approach

Number of pages: 21 Posted: 01 Aug 2005
Working Paper Series
Babcock University - School of Management Sciences
Downloads 1,916
33.

The Algorithm as a Human Artifact: Implications for Legal {Re}Search

Number of pages: 50 Posted: 27 Oct 2016 Last Revised: 20 Dec 2016
Working Paper Series
University of Colorado Law School
Downloads 1,896
34.

A Study on the Association between Brand Awareness and Consumer/Brand Loyalty for the Packaged Milk Industry in Pakistan

South Asian Journal of Management Sciences (SAJMS), Vol.5, No.1.
Number of pages: 11 Posted: 22 Oct 2010 Last Revised: 17 Feb 2011
Accepted Paper Series
Office of Research, Innovation & Commercialization - ORIC and Iqra University Research Centre - IURC
Downloads 1,822
35.

A Test for Superior Predictive Ability

Brown Univ. Dept. of Economics Working Paper No. 01-06
Number of pages: 43 Posted: 01 Mar 2004
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 1,798
36.

Better Investing Through Factors, Regimes and Sensitivity Analysis

Number of pages: 100 Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads 1,795
37.

Efficient Tests of Stock Return Predictability

Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006
Number of pages: 56 Posted: 23 Oct 2002 Last Revised: 17 Jun 2009
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,779
38.

Empirical Evidence on the Relationship between Eva and Stock Returns in Brazilian Firms

Number of pages: 9 Posted: 20 Apr 2005
Working Paper Series
University of Brasilia
Downloads 1,694
39.

Choosing between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?

PIER Working Paper No. 04-044
Number of pages: 25 Posted: 17 Dec 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and University of Pennsylvania
Downloads 1,625
40.

Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs

EFA 2008 Athens Meetings Paper, Swiss Finance Institute Research Paper No. 08-05
Number of pages: 61 Posted: 19 Mar 2008 Last Revised: 23 Feb 2018
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva GSEM and GFRI
Downloads 1,617
41.

Crash Sensitivity and the Cross-Section of Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/24
Number of pages: 94 Posted: 27 Feb 2012 Last Revised: 12 Jun 2017
Accepted Paper Series
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads 1,610
42.

A Cold Shower for the Hot Hand Fallacy

IGIER Working Paper No. 518
Number of pages: 70 Posted: 15 Jun 2014 Last Revised: 07 Jul 2015
Working Paper Series
Fundamentos del Análisis Económico (FAE), Universidad de Alicante and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 1,609
43.

A Multivariate GARCH Model with Time-Varying Correlations

Number of pages: 30 Posted: 11 Dec 2000
Working Paper Series
Singapore Management University - School of Social Sciences and National University of Singapore (NUS) - Department of Economics
Downloads 1,592
44.

Real Options in the Motion Picture Industry: Evidence from Film Marketing and Sequels

Contemporary Accounting Research, Vol. 28, No. 5, pp. 1438-1466, Winter 2011
Number of pages: 56 Posted: 29 May 2011 Last Revised: 16 Dec 2011
Accepted Paper Series
California State University at Fullerton, University of Southern California - Leventhal School of Accounting and London School of Economics & Political Science (LSE)
Downloads 1,592
45.

CAPM and Time-Varying Beta: The Cross-Section of Expected Returns

Number of pages: 30 Posted: 20 Mar 2007
Working Paper Series
SKEMA Business School - Lille Campus and University of Warwick - Finance Group
Downloads 1,572
46.

The Model Confidence Set

Number of pages: 41 Posted: 30 Mar 2004 Last Revised: 07 Jul 2014
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 1,540
47.

Impact of Financial Leverage on Firms’ Profitability: An Investigation from Cement Sector of Pakistan

Research Journal of Finance and Accounting, Vol. 6, No. 7, 2015. ISSN 2222-1697 (Paper) ISSN 2222-2847 (Online)
Number of pages: 7 Posted: 08 May 2015 Last Revised: 03 Apr 2016
Accepted Paper Series
RTS (Research, Trainings, and Solutions), Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and Institute of Business Management
Downloads 1,521
48.

Many Risks, One (Optimal) Portfolio

Number of pages: 217 Posted: 30 Jul 2014
Working Paper Series
Independent
Downloads 1,513
49.

Accrual Accounting for Performance Evaluation

Stanford GSB Research Paper No. 1886
Number of pages: 38 Posted: 25 Apr 2005
Working Paper Series
University of California, Berkeley - Haas School of Business and Stanford University - Stanford Graduate School of Business
Downloads 1,496
50.

Underconfidence, Pessimism and the Low-Beta Anomaly

Number of pages: 59 Posted: 11 Feb 2002 Last Revised: 15 Sep 2017
Working Paper Series
Sungkyunkwan University - Department of Economics and University of Cambridge - Faculty of Economics and Politics
Downloads 1,455