Search Results
JEL Code: C21

287,408 Total downloads

Viewing: 1 - 50 of 1,906 papers

1.

Endogeneity in Empirical Corporate Finance

Simon School Working Paper No. FR 11-29
Number of pages: 97 Posted: 28 Jan 2011 Last Revised: 06 Oct 2012
Working Paper Series
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Michigan, Stephen M. Ross School of Business
Downloads 21,563
2.

Empirical Asset Pricing via Machine Learning

Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79 Posted: 09 Apr 2018 Last Revised: 02 Aug 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 8,795
3.

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 Purdue University
Downloads 5,186
4.

Option Returns and Volatility Mispricing

Number of pages: 38 Posted: 14 Mar 2006
Working Paper Series
University of Lausanne and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 3,628
5.

Conditional Value-at-Risk: Aspects of Modeling and Estimation

MIT Dept. of Economics Working Paper No. 01-19
Number of pages: 28 Posted: 07 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Downloads 3,058
6.

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 3,028
7.

Scale Effects in Capital Markets-Based Accounting Research

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 65 Posted: 31 Jan 2000 Last Revised: 13 Jan 2009
Working Paper Series
Stanford University - Graduate School of Business and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 2,642
8.

The Influence of Capital Structure on Company Value with Different Growth Opportunities

EFMA 2002 London Meetings
Number of pages: 14 Posted: 10 Jun 2002
Working Paper Series
New York University
Downloads 2,636
9.

Estimation of VAR Using Copula and Extreme Value Theory

Multinational Finance Journal, 2008, vol. 12, no. 3/4, pp. 205–218,
Number of pages: 14 Posted: 15 Jun 2006 Last Revised: 19 Oct 2013
Accepted Paper Series
University of Campinas (UNICAMP) - Department of Statistics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 2,151
10.

Effects of Dormitory Living on Student Performance

Number of pages: 14 Posted: 22 Mar 2010
Working Paper Series
Colorado College and University of Wisconsin - La Crosse – Department of Economics
Downloads 2,048
11.

Estimating the Effects of Dormitory Living on Student Performance

Number of pages: 15 Posted: 21 Feb 2010
Working Paper Series
Colorado College and affiliation not provided to SSRN
Downloads 2,045
12.

Equity Volatility Term Structures and the Cross-Section of Option Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 53 Posted: 14 Oct 2011 Last Revised: 30 Jan 2016
Accepted Paper Series
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 1,850
13.

The Return of the Size Anomaly: Evidence from the German Stock Market

University of Cambridge, Judge Business School Working Paper No. 23/2006
Number of pages: 70 Posted: 16 Jan 2007 Last Revised: 05 Jul 2009
Working Paper Series
University of Oxford - Said Business School
Downloads 1,772
14.

A Two-Sided, Empirical Model of Television Advertising and Viewing Markets

Number of pages: 46 Posted: 27 Feb 2006
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,745
15.

How Disclosure Quality Affects the Long-Run Level of Information Asymmetry

INSEAD Working Paper
Number of pages: 43 Posted: 23 Jan 2002
Working Paper Series
University of Maryland - Department of Accounting & Information Assurance and Arizona State University (ASU) - W. P. Carey School of Business, School of Accountancy
Downloads 1,663
16.

Identification of Social Interactions

Number of pages: 154 Posted: 18 Aug 2010
Working Paper Series
Cornell University - Department of Economics, University of Wisconsin, Madison - Department of Economics, University of Chicago and Tufts University
Downloads 1,627
17.

Machine Learning for Stock Selection

Financial Analysts Journal, vol. 75, no. 3 (Third Quarter 2019)
Number of pages: 35 Posted: 04 Mar 2019 Last Revised: 09 Aug 2019
Accepted Paper Series
Gresham Investment Management, LLC and Arwen Advisors
Downloads 1,499
18.

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 1,497
19.

A Multi-Factor SABR Model for Forward Inflation Rates

Bloomberg Portfolio Research Paper No. 2009-08-FRONTIERS
Number of pages: 19 Posted: 05 Feb 2009 Last Revised: 08 Apr 2010
Working Paper Series
Bloomberg L.P. and Banca IMI
Downloads 1,483
20.

Factors Affecting Investment Bank Initial Public Offering Market Share

Number of pages: 27 Posted: 06 May 1997
Working Paper Series
Ivey Business School, Western University
Downloads 1,461
21.

Multiple Testing in Economics

Number of pages: 21 Posted: 23 Nov 2013
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 1,388
22.

Testing the Relation between Price-to-Earnings Ratio and Stock Returns in the Athens Stock Exchange

Number of pages: 32 Posted: 27 Dec 2005
Working Paper Series
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 1,384
23.

Pseudo Panels and Repeated Cross-Sections

Number of pages: 19 Posted: 14 Dec 2005 Last Revised: 12 Nov 2007
Working Paper Series
Erasmus University - Rotterdam School of Management
Downloads 1,367
24.

Testing Nonlinear Relationships between Excess Rate of Return on Equity and Financial Ratios

Number of pages: 12 Posted: 26 Apr 2001
Working Paper Series
University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Downloads 1,300
25.

Ebalance: A Stata Package for Entropy Balancing

Journal of Statistical Software Vol. 54, Issue 7, September 2013
Number of pages: 18 Posted: 13 Oct 2011 Last Revised: 17 Jan 2014
Accepted Paper Series
Stanford University - Department of Political Science and University of California, San Diego (UCSD) - Department of Political Science
Downloads 1,280
26.

Extremal Quantiles and Value-at-Risk

MIT Department of Economics Working Paper No. 07-01
Number of pages: 19 Posted: 12 Jan 2007
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 1,252
27.

The Biggest Myth in Spatial Econometrics

Number of pages: 42 Posted: 16 Dec 2010
Working Paper Series
Texas State University - McCoy College of Business Administration and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 1,210
28.

Reversion to the Mean, Taken to the Extreme

Number of pages: 27 Posted: 16 May 2010
Working Paper Series
affiliation not provided to SSRN
Downloads 1,208
29.

Variance Risk Premium Demystified

Number of pages: 32 Posted: 16 Mar 2006 Last Revised: 28 Aug 2008
Working Paper Series
Frankfurt School of Finance & Management
Downloads 1,205
30.

Relationship between Trade Liberalisation, Economic Growth and Trade Balance: An Econometric Investigation

HWWA Discussion Paper No. 282
Number of pages: 56 Posted: 21 Jul 2004
Working Paper Series
University of East Anglia and HWWA Institute of International Economics
Downloads 1,201
31.

Focusing Versus Diversifying Bank Mergers: Analysis of Market Reaction and Long-Term Performance

Number of pages: 37 Posted: 30 Jan 2001
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 1,167
32.

Disclosure of Accounting Information and Stock Return Volatility in Brazil

Number of pages: 14 Posted: 26 Oct 2005
Working Paper Series
University of Brasilia and University of Brasilia & Bank of Brazil
Downloads 1,159
33.

Accruals Quality and Analyst Coverage

Number of pages: 42 Posted: 15 Sep 2006
Working Paper Series
Sogang University, Texas Christian University - Department of Accounting and University of Houston - C.T. Bauer College of Business
Downloads 1,122
34.

Questioning Fleuriet's Model of Working Capital Management on Empirical Grounds

Number of pages: 11 Posted: 18 Apr 2005
Working Paper Series
University of Brasilia
Downloads 1,102
35.

The Value Relevance of Brazilian Accounting Numbers: An Empirical Investigation

University of Sao Paulo, Department of Accounting Working Paper No. 1
Number of pages: 43 Posted: 29 May 2002
Working Paper Series
Universidade de São Paulo
Downloads 1,087
36.

Determinants of Mncs' Mode of Entry into Emerging Markets: Some Evidence from India

Number of pages: 29 Posted: 09 Sep 2004 Last Revised: 31 Jul 2008
Working Paper Series
Aston University - Aston Business School
Downloads 1,060
37.

Associations Between Management Forecast Accuracy and Pricing of IPOs in Athens Stock Exchange

Multinational Finance Journal, 2011, vol 15, no 3/4, pp 235-272
Number of pages: 38 Posted: 02 Nov 2007 Last Revised: 10 Jan 2014
Accepted Paper Series
University of Bath

Multiple version iconThere are 2 versions of this paper

Downloads 1,048
38.

Estimating the Value of Advertising

University FAF Economics Discussion Paper No. 12
Number of pages: 31 Posted: 05 Sep 2003
Working Paper Series
University of the Federal Armed Forces Hamburg - Department of Economics
Downloads 1,027
39.

Do Fiscal Rules Matter?

Harvard Economics Department Working Paper
Number of pages: 55 Posted: 27 May 2011 Last Revised: 10 Oct 2015
Working Paper Series
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), Bocconi University - Department of Economics and University of Michigan at Ann Arbor - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,013
40.

Discretionary Accounting Accruals, Managers' Incentives and Audit Fees

Number of pages: 31 Posted: 20 May 2003
Working Paper Series
Monash University Sunway Campus, City University of Hong Kong (CityUHK) - Department of Accountancy and Hong Kong Polytechnic University - School of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,009
41.

Changing Risk Perception and the Time-Varying Price of Risk

Review of Finance, Vol. 20, No. 4, 2016.
Number of pages: 38 Posted: 10 Mar 2011 Last Revised: 03 Dec 2016
Accepted Paper Series
University of St. Gallen - School of Finance, University of Vienna - Faculty of Business, Economics, and Statistics and EBS Universität für Wirtschaft und Recht - EBS Business School

Multiple version iconThere are 3 versions of this paper

Downloads 991
42.

Testing the Pecking Order Theory of Capital Structure in Brazilian Firms

Number of pages: 14 Posted: 09 Dec 2005
Working Paper Series
University of Brasilia and Universidade de Brasilia - Faculdade de Administracao
Downloads 982
43.

Transnational Constitutions

6th Annual Conference for Empirical Legal Studies Paper (2011), Rational Choice and Constitutional Law Workshop Paper (2010), CentER Discussion Paper Series No. 2013-010, 39 International Review of Law and Economics 1 (2014); appeared under title "The Diffusion of Constitutional Rights"
Number of pages: 37 Posted: 14 Feb 2013 Last Revised: 08 Feb 2015
Accepted Paper Series
The Netherlands Institute for Social Research|SCP and University of Virginia School of Law
Downloads 941
44.

Incentives, Job Satisfaction and Performance: Empirical Evidence in Italian Social Enterprises

Euricse Working Papers No. 012|10
Number of pages: 49 Posted: 03 Nov 2010
Working Paper Series
European Research Institute on Cooperative & Social Enterprises (EURICSE), University of Trento - Department of Economics and Management and University of Brescia - Department of Economics and Management
Downloads 935
45.

Academic Benefits of Living on Campus

Number of pages: 17 Posted: 22 Jun 2010
Working Paper Series
Colorado College and University of Wisconsin - La Crosse – Department of Economics
Downloads 927
46.

Using Spatial Panel Data in Modelling Regional Growth and Convergence

ISAE Working Paper No. 55
Number of pages: 31 Posted: 10 Oct 2006
Working Paper Series
University G.D'Annunzio, University of L'Aquila - Faculty of Economics and The Catholic University of America
Downloads 909
47.

The Peer Performance Ratios of Hedge Funds

Journal of Banking and Finance, Vol. 87, pp. 351-368, 2018
Number of pages: 35 Posted: 08 Feb 2012 Last Revised: 04 Nov 2018
Accepted Paper Series
HEC Montreal - Department of Decision Sciences and Ghent University
Downloads 903
48.

Performance Indicators for Public Spending Efficiency in Primary and Secondary Education

OECD Economics Department Working Paper No. 546
Number of pages: 66 Posted: 04 Mar 2007
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Organization for Economic Co-Operation and Development (OECD) - Policy Studies Branch
Downloads 899
49.

Is Health Care Expenditure Really a Luxury Good? Re-Assessment and New Evidence Based on OECD Data

Number of pages: 24 Posted: 13 Feb 2013
Working Paper Series
University of Rome Tor Vergata - Centre for International Studies on Economic Growth (CEIS) and University of Rome La Sapienza
Downloads 894
50.

Propensity Score Matching in Accounting Research and Rosenbaum Bounds Analysis for Confounding Variables

Number of pages: 59 Posted: 13 Oct 2009 Last Revised: 06 Jul 2012
Working Paper Series
Cardiff University - Cardiff Business School and Cardiff University
Downloads 890