1.
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, University of Neuchatel, Institute of Financial Analysis, Students, Ghent University, Aarhus University - School of Business and Social Sciences and Laval University, Faculté d'Administration, Département de Finance et Assurance, Students
Downloads
3,853
2.
A Comparison of Bond Pricing Models in the Pricing of Credit Risk
Number of pages: 53
Posted: 04 Jun 1999
Working Paper Series
Credit Suisse First Boston
Downloads
3,398
3.
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
3,099
4.
How Do Venture Capitalists Screen Business Plans? Evidence from the Netherlands and the Us
Number of pages: 23
Posted: 16 Dec 2002
Working Paper Series
University of Amsterdam - Department of Business Studies (BS) and affiliation not provided to SSRN
Downloads
2,210
5.
Robust Standard Error Estimation in Fixed-Effects Panel Models
Number of pages: 30
Posted: 30 Sep 2004
Working Paper Series
Central European University (CEU) - Department of Economics
Downloads
1,723
6.
Political Economy at Any Speed: What Determines Traffic Citations?
Number of pages: 38
Posted: 08 Feb 2007
Last Revised: 07 Oct 2009
Working Paper Series
Clemson University - John E. Walker Department of Economics and George Mason University - Buchanan Center Political Economy
Downloads
1,611
7.
Filtered Market Statistics and Technical Trading Rules
Number of pages: 30
Posted: 05 May 2013
Working Paper Series
Flexible Plan Investments, Ltd.
Downloads
1,243
8.
Be Careful What You Wish for: Legal Sanctions and Public Safety Among Adolescent Offenders in Juvenile and Criminal Court
Columbia Law School, Pub. Law Research Paper No. 03-61
Number of pages: 87
Posted: 06 Feb 2004
Last Revised: 21 Dec 2007
Working Paper Series
Columbia Law School, University of Delaware, Department of Sociology and Criminal Justice and National Institute on Drug Abuse
Downloads
1,232
9.
Econometric Methods in Staples
Princeton Law & Public Affairs Paper No. 04-007
Number of pages: 21
Posted: 09 Jul 2004
Working Paper Series
Princeton University - Industrial Relations Section, Princeton University, American University - Washington College of Law, Trinity College - Department of Economics and Government of the United States of America - Federal Trade Commission
Downloads
1,175
10.
Customer-Base Analysis on a 'Data Diet': Model Inference Using Repeated Cross-Sectional Summary (RCSS) Data
Number of pages: 38
Posted: 14 Nov 2010
Last Revised: 22 Dec 2013
Working Paper Series
Columbia University - Columbia Business School, University of Pennsylvania - Marketing Department and London Business School
Downloads
1,024
11.
On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
Number of pages: 43
Posted: 13 Feb 2012
Working Paper Series
University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin
Downloads
992
12.
Banking Regulations, Cost and Profit Efficiency: Cross-Country Evidence
International Review of Financial Analysis, 2009, 18 (5), 294-302
Number of pages: 34
Posted: 09 Mar 2008
Last Revised: 28 Sep 2012
Accepted Paper Series
GSCM-Montpellier Business School, Coventry University and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads
970
13.
Corporate Credit Risk Modelling and the Macroeconomy
Journal of Banking and Finance, Forthcoming
Number of pages: 29
Posted: 09 Dec 2004
Working Paper Series
Sveriges Riksbank - Research Division, Uppsala University, Sveriges Riksbank - Research Division and Norges Bank - Research Department
Downloads
944
14.
Basel II and Operational Risk: Implications for Risk Measurement and Management in the Financial Sector
National Bank of Belgium Working Paper No. 51
Number of pages: 58
Posted: 14 Oct 2010
Working Paper Series
University College London - Department of Computer Science, University of Liege - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads
927
15.
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
722
16.
Tracking the Libor Rate
Number of pages: 30
Posted: 23 Jul 2010
Working Paper Series
Global Economics Group, LLC and University of California, Berkeley - Agricultural & Resource Economics
Downloads
721
17.
Capital and Risk: New Evidence on Implications of Large Operational Losses
FRB of Boston Working Paper No. 03-5
Number of pages: 31
Posted: 13 Jan 2005
Working Paper Series
Federal Reserve Bank of Boston - Supervision and Regulation, Genentech, Inc. - San Francisco, FitchRisk and Federal Reserve Bank of Boston - Supervision and Regulation
Downloads
718
18.
Implications of Data Restrictions on Performance Measurement and Tests of Rational Pricing
EFA 0174
Number of pages: 41
Posted: 29 Nov 1999
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Ohio State University (OSU) - Fisher College of Business
Downloads
711
19.
Cost Inefficiency, Size of Firms and Takeovers
Stern Working Paper No. SOR 2001-4; Milken Institute Working Paper
Number of pages: 46
Posted: 02 Aug 2001
Working Paper Series
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics
There are 4 versions of this paper
Cost Inefficiency, Size of Firms and Takeovers
Stern Working Paper No. SOR 2001-4; Milken Institute Working Paper
Number of pages: 46
Posted: 02 Aug 2001
Downloads
629
Cost Inefficiency, Size of Firms, and Takeovers
NYU Working Paper No. FIN-00-061
Number of pages: 42
Posted: 13 Nov 2008
Downloads
45
Cost Inefficiency, Size of Firms and Takeovers
NYU Working Paper No. SOR-2001-4
Number of pages: 24
Posted: 31 Oct 2008
Downloads
41
Cost Inefficiency, Size of Firms and Takeovers
Review of Quantitative Finance and Accounting, Vol. 17, No. 4, pp. 397-420, 2001
Posted: 02 Aug 2001
Downloads
629
20.
Deregulation Process, Governance Structures and Efficiency: The U.S. Electric Utility Sector
University of California Energy Institute Energy Policy and Economics Working Paper No. 004, Standord GSB Research Paper No. 1790
Number of pages: 35
Posted: 05 May 2003
Working Paper Series
University of California, Los Angeles (UCLA) and University of California, Santa Barbara - Department of Economics
Downloads
611
21.
Estimating the Technical and Scale Efficiency of Greek Commercial Banks: The Impact of Credit Risk, Off-Balance Sheet Activities, and International Operations
Research in International Business and Finance, Vol. 22, pp. 301-308, 2008
Number of pages: 38
Posted: 25 Oct 2006
Last Revised: 26 Jan 2009
Accepted Paper Series
GSCM-Montpellier Business School
Downloads
592
22.
Estimating and Analysing the Cost Efficiency of Greek Cooperative Banks: An Application of Two-Stage Data Envelopment Analysis
International Journal of Financial Services Management, 2011, 5 (1), 34-51 , University of Bath School of Management Working Paper Series No. 2007.12
Number of pages: 26
Posted: 03 Jun 2007
Last Revised: 28 Sep 2012
Working Paper Series
GSCM-Montpellier Business School, Eurobank EFG and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads
588
23.
Bank Efficiency and Share Performance: Evidence from Greece
Applied Financial Economics, Vol. 18, No. 14, pp. 1121-1130, 2008
Number of pages: 1
Posted: 06 Feb 2007
Last Revised: 15 Jul 2009
Accepted Paper Series
GSCM-Montpellier Business School, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads
586
24.
Applying the Fractional Response Model to Survey Research in Accounting
Harvard Business School Accounting & Management Unit Working Paper No. 16-016
Number of pages: 45
Posted: 13 Aug 2015
Last Revised: 10 Jan 2017
Working Paper Series
Harvard Business School and Michigan State University - Department of Accounting & Information Systems
Downloads
556
25.
Trading and Under-Diversification
Forthcoming, Review of Finance, AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 51
Posted: 16 Jan 2006
Last Revised: 18 Jun 2013
Accepted Paper Series
Swedish House of Finance
Downloads
549
26.
Fiscal Decentralization and Public Sector Efficiency: Evidence from OECD Countries
CESifo Working Paper Series No. 2364
Number of pages: 36
Posted: 19 Aug 2008
Working Paper Series
University of Ioannina - Department of Economics, Montpellier Business School and University of Ioannina - Department of Economics
Downloads
519
27.
Regulations, Supervision and Banks' Cost and Profit Efficiency Around the World: A Stochastic Frontier Approach
University of Bath Management Working Paper No. 2007.05
Number of pages: 57
Posted: 21 Mar 2007
Working Paper Series
GSCM-Montpellier Business School, Coventry University and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads
517
28.
Which Hedge Fund Styles Hedge Against Bad Times?
Number of pages: 55
Posted: 18 Aug 2013
Last Revised: 24 Feb 2015
Working Paper Series
Pennsylvania State University, Saint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads
516
29.
Decomposing the Gender Wage Gap in the Netherlands with Sample Selection Adjustments
IZA Discussion Paper No. 1400
Number of pages: 53
Posted: 16 Nov 2004
Working Paper Series
Georgetown University - Department of Economics, Erasmus University Rotterdam (EUR) - Department of Economics and Georgetown University
Downloads
515
30.
High Yield Financing and Efficiency-Enhancing Takeovers
Milken Institute Policy Brief No. 22
Number of pages: 29
Posted: 17 May 2001
Working Paper Series
STP Advisory Services, LLC
Downloads
512
31.
Modeling the Formation of Dyadic Relationships between Consumers in Online Communities
Number of pages: 41
Posted: 07 Nov 2007
Working Paper Series
NUS Business School and University of Southern California - Marshall School of Business
Downloads
452
32.
Assessing the Allocation of Aid: Developmental Concerns and the Self-Interest of Donors
Kiel Working Paper No. 1253
Number of pages: 42
Posted: 03 Jul 2005
Working Paper Series
Inter-American Development Bank (IDB), University of Kiel, Kiel Institute for the World Economy and Kiel Institute for World Economics - Advanced Studies Program
Downloads
450
33.
Institutional Ownership, Analyst Following, and Share Prices
Journal of Banking and Finance, Forthcoming
Number of pages: 51
Posted: 23 Feb 2010
Last Revised: 03 Jul 2012
Accepted Paper Series
University of Oklahoma - Michael F. Price College of Business, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business
Downloads
445
34.
Competing Risks for Hedge Fund Survival
Number of pages: 30
Posted: 10 Nov 2005
Working Paper Series
McGill University - Desautels Faculty of Management
Downloads
413
35.
Language, Legal Origins, and Culture before the Courts: Cross-Citations between Supreme Courts in Europe
Supreme Court Economic Review, Vol. 21, 2013, Fordham Law Legal Studies Research Paper No. 1719183
Number of pages: 64
Posted: 05 Dec 2010
Last Revised: 29 Jan 2014
Accepted Paper Series
Fordham University School of Law and European University Institute (EUI)
Downloads
392
36.
Liquidity in the Over-the-Counter Market for Corporate Bonds
Number of pages: 31
Posted: 17 Jan 2008
Working Paper Series
Samford University - Brock School of Business
Downloads
386
37.
On Marginal Effects in Semiparametric Censored Regression Models
Number of pages: 7
Posted: 25 Apr 2009
Working Paper Series
Princeton University - Department of Economics
Downloads
367
38.
Corporate Governance and Firm's Efficiency: The Case of a Transitional Country, Ukraine
Journal of Productivity Analysis, Vol. 25, No. 1, pp. 143-157, 2006, UCL Discussion Paper No. 0429
Number of pages: 24
Posted: 03 Mar 2006
Accepted Paper Series
Catholic University of Louvain and Lviv Academy of Commerce
Downloads
363
39.
The Demand for Football in Switzerland: An Empirical Estimation
Number of pages: 20
Posted: 25 Jan 2008
Last Revised: 28 Oct 2009
Working Paper Series
University of Applied Sciences Western Switzerland - Geneva School of Business Administration, University of Applied Sciences Western Switzerland - Geneva School of Business Administration and University of Neuchatel - Institute for Research in Economics (IRENE)
Downloads
354
40.
The Choice of Ownership Structure: Evidence from Russian Mass Privatization
EFA 2005 Moscow Meetings, ICEF Working Paper
Number of pages: 42
Posted: 07 Mar 2005
Last Revised: 25 Dec 2011
Working Paper Series
New Economic School (NES)
Downloads
352
41.
A Cultural Explanation of the Foreign Bias in International Asset Allocation
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 31
Posted: 12 Aug 2008
Last Revised: 01 Apr 2009
Working Paper Series
University of Groningen and Auckland University of Technology - Faculty of Business & Law
Downloads
346
42.
The Value of Flexible Work: Evidence from Uber Drivers
Number of pages: 57
Posted: 15 Apr 2017
Last Revised: 30 Jun 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and Uber Technologies Inc.
There are 2 versions of this paper
The Value of Flexible Work: Evidence from Uber Drivers
Number of pages: 57
Posted: 15 Apr 2017
Last Revised: 30 Jun 2018
Downloads
342
The Value of Flexible Work: Evidence from Uber Drivers
NBER Working Paper No. w23296
Number of pages: 48
Posted: 05 Apr 2017
Downloads
43
Downloads
342
43.
Why Do Share Price Levels Matter? Investor Clienteles, Monitoring and Firm Performance
Number of pages: 46
Posted: 08 Mar 2004
Last Revised: 19 Sep 2011
Working Paper Series
University of Oklahoma - Michael F. Price College of Business, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business
Downloads
342
44.
Simple 3-Step Censored Quantile Regression and Extramarital Affairs
MIT Dept. of Economics Working Paper No. 01-20
Number of pages: 30
Posted: 13 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads
338
45.
The Effect of Household Characteristics on Poverty and Living Standards in South Africa
Number of pages: 41
Posted: 27 Sep 2000
Working Paper Series
Monash University - Department of Economics
Downloads
335
46.
Tax Evasion and Social Interactions
IZA Discussion Paper No. 1359; CIRPEE Working Paper 04-32
Number of pages: 31
Posted: 15 Jan 2005
Working Paper Series
Université Laval - Département d'Économique, Université Laval - Département d'Économique and Groupe d'Analyse et de Théorie Economique (GATE), CNRS
There are 2 versions of this paper
Tax Evasion and Social Interactions
IZA Discussion Paper No. 1359; CIRPEE Working Paper 04-32
Number of pages: 31
Posted: 15 Jan 2005
Downloads
330
Tax Evasion and Social Interactions
GATE Working Paper No. 04-10
Number of pages: 30
Posted: 12 Jun 2006
Last Revised: 10 May 2010
Downloads
103
Downloads
330
47.
A Panel Smooth Transition Regression Model for the Determinants of Inflation Expectations and Credibility in the ECB and the Recent Financial Crisis
Number of pages: 40
Posted: 02 Aug 2011
Last Revised: 12 Jan 2012
Working Paper Series
University of Geneva, School of Economics and Management and University of Geneva - Faculty of Economic and Social Sciences
Downloads
323
48.
Determinants of Human Capital Theory, Growth and Brain Drain: An Econometric Analysis for 77 Countries
Applied Econometrics and International Development, Vol. 5-2 2005
Number of pages: 32
Posted: 21 Aug 2008
Accepted Paper Series
Yildiz Technical University, Yildiz Technical University, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
320
49.
Dictator Games: A Meta Study
MPI Collective Goods Preprint No. 2010/07
Number of pages: 45
Posted: 13 Mar 2010
Last Revised: 05 Jan 2011
Working Paper Series
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods
Downloads
309
50.
Magnatune - Variable Pricing for Music
Number of pages: 31
Posted: 17 May 2005
Working Paper Series
Universität Jena and Imperial College London
Downloads
300
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