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JEL Code: C21

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Viewing: 1 - 50 of 1,644 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 17,972
2.

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 3,271
3.

Lucky Factors

Number of pages: 74 Posted: 22 Nov 2014 Last Revised: 02 Jun 2017
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 3,039
4.

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 2,967
5.

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 2,764
6.

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 University of Melbourne - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 2,603
7.

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
Universite de Lausanne
Downloads 2,491
8.

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 2,051
9.

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 1,755
10.

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 1,715
11.

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 1,638
12.

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 Wisconsin - Madison - Department of Economics and Tufts University
Downloads 1,524
13.

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 1,507
14.

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 1,460
15.

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 1,411
16.

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 1,354
17.

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 1,354
18.

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 1,332
19.

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 1,274
20.

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 1,166
21.

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, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 1,143
22.

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 1,131
23.

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 1,108
24.

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 1,107
25.

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 1,095
26.

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 1,094
27.

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 1,067
28.

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 1,042
29.

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 1,027
30.

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 1,025
31.

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 1,023
32.

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 Newcastle, Newcastle University Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,021
33.

Decomposing Performance

EFA 2007 Ljubljana Meetings Paper
Number of pages: 60 Posted: 16 Feb 2007 Last Revised: 02 Nov 2016
Working Paper Series
University of Basel - Department of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 1,004
34.

Multiple Testing in Economics

Number of pages: 21 Posted: 23 Nov 2013
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 1,000
35.

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 957
36.

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 947
37.

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 943
38.

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 902
39.

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 890
40.

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
Mediterranean University of Reggio Calabria, 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 887
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 850
42.

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 848
43.

Can the Natural Resource Curse Be Turned Into a Blessing? The Role of Trade Policies and Institutions

IMF Working Paper No. 07/55
Number of pages: 36 Posted: 13 Mar 2007
Working Paper Series
International Monetary Fund (IMF) and University of Oxford

Multiple version iconThere are 2 versions of this paper

Downloads 837
44.

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 835
45.

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
Downloads 813
46.

What Factors Determine International Real Estate Security Returns?

FAME Research Paper No. 50
Number of pages: 46 Posted: 06 May 2003
Working Paper Series
Lombard Odier Asset Management (SA) and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 810
47.

Spatial Growth Regressions: Model Specification, Estimation and Interpretation

Number of pages: 51 Posted: 18 Apr 2007
Working Paper Series
Texas State University - McCoy College of Business Administration and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Downloads 805
48.

What Determines the Variability of Accounting Accruals?

Number of pages: 36 Posted: 10 Mar 2003
Working Paper Series
Chinese University of Hong Kong - School of Accountancy, Tulane University - A.B. Freeman School of Business and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 800
49.

World Bank Pension Reforms and Development Patterns in the World System and in the Wider Europe: A 109 Country Investigation Based on 33 Indicators of Economic Growth, and Human, Social and Ecological Well-Being, and a European Regional Case Study

Reforming European Pension Systems Conference, September 24 & 25, 2004, Castle of Schengen, Luxembourg, Luxembourg Institute for European and International Studies (LIEIS)
Number of pages: 155 Posted: 01 Apr 2007 Last Revised: 24 Mar 2009
Accepted Paper Series
University of Innsbruck - Department of Political Science
Downloads 795
50.

Does the Disclosure of Corporate Governance Structures Affect the Market Valuation of Earnings Surprises and Firms’ Earnings Management?

Number of pages: 53 Posted: 12 Nov 2008 Last Revised: 10 Feb 2010
Working Paper Series
Texas A&M International University and Morgan State University - Department of Accounting and Finance
Downloads 793