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JEL Code: C31

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1.

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31 Posted: 07 Aug 2008 Last Revised: 21 Jun 2013
Accepted Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 12,816
2.

Does Mother Nature Corrupt? Natural Resources, Corruption, and Economic Growth

IMF Working Paper No. 99/85
Number of pages: 34 Posted: 14 Feb 2001
Working Paper Series
International Monetary Fund (IMF) and Federal Statistical Office
Downloads 6,401
3.

Discretionary-Accruals Models and Audit Qualifications

Number of pages: 41 Posted: 06 Mar 2000
Working Paper Series
NYU Stern School of Business, Monash University Sunway Campus and Hong Kong Polytechnic University - School of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,313
4.

Lucky Factors

Number of pages: 74 Posted: 22 Nov 2014 Last Revised: 03 Oct 2017
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 3,305
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 2,793
6.

Green Noise or Green Value? Measuring the Effects of Environmental Certification on Office Property Values

Number of pages: 25 Posted: 04 Jun 2008 Last Revised: 13 Jun 2014
Working Paper Series
University of Cambridge - Department of Land Economy and University of Reading - Department of Real Estate and Planning
Downloads 1,993
7.

Predicting Hedge Fund Failure: A Comparison of Risk Measures

Number of pages: 46 Posted: 30 Apr 2007 Last Revised: 11 Sep 2009
Working Paper Series
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY
Downloads 1,825
8.

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
9.

Political Risk, Institutions and Foreign Direct Investment

HWWA Discussion Paper No. 315
Number of pages: 28 Posted: 21 Apr 2005
Working Paper Series
Ruhr-University Bochum and HWWA Institute of International Economics
Downloads 1,716
10.

Did Botswana Escape from the Resource Curse?

IMF Working Paper No. 06/138
Number of pages: 33 Posted: 21 Jun 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 1,629
11.

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 1,542
12.

The Internet Downturn: Finding Valuation Factors in Spring 2000

JAE Boston Conference June 2001
Number of pages: 51 Posted: 11 Mar 2001
Working Paper Series
Harvard University - John F. Kennedy School of Government, Northwestern University - Kellogg School of Management and Northwestern University

Multiple version iconThere are 2 versions of this paper

Downloads 1,505
13.

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 1,356
14.

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 1,355
15.

Risk Measures for Hedge Funds: A Cross-Sectional Approach

European Financial Management Journal, Forthcoming
Number of pages: 54 Posted: 17 May 2006
Accepted Paper Series
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY

Multiple version iconThere are 2 versions of this paper

Downloads 1,318
16.

Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 16 Aug 2013 Last Revised: 18 Dec 2014
Accepted Paper Series
Florida Atlantic University - Department of Finance, University of Virginia (UVA), Investment Management Company, AQR Capital Management and TIAA Institute - Covariance Capital Management
Downloads 1,050
17.

Stochastic Models of Implied Volatility Surfaces

Economic Notes, Vol. 31, No. 2, July 2002
Number of pages: 16 Posted: 28 Apr 2003
Accepted Paper Series
Imperial College London, Princeton University - Department of Operations Research and Financial Engineering and Auckland University of Technology - Faculty of Business & Law
Downloads 1,032
18.

The Impact of a 'Soda Tax' on Prices: Evidence from French Micro Data

Banque de France Working Paper No. 415
Number of pages: 29 Posted: 22 Dec 2012
Working Paper Series
Banque de France - Economic Study and Research Division, Aix-Marseille University, Banque de France and Banque de France
Downloads 989
19.

Going Private Transactions and Corporate Governance in the UK

Number of pages: 43 Posted: 11 Nov 2002
Working Paper Series
Robert Gordon University - Aberdeen Business School and Robert Gordon University - Centre for the Enhancement of Learning and Teaching (CELT)
Downloads 973
20.

Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs

Number of pages: 66 Posted: 31 Dec 2009 Last Revised: 18 Feb 2010
Working Paper Series
Imperial College London - Department of Mathematics, Banca IMI and Banco Popolare
Downloads 955
21.

The Determinants of Financial Structure: New Insights from Business Start-Ups

K.U. Leuven, Department of Applied Economics, Working Paper No. 0203
Number of pages: 46 Posted: 16 Jan 2002
Working Paper Series
KU Leuven - Department of Applied Economics and KU Leuven - Department of Accountancy, Finance and Insurance

Multiple version iconThere are 2 versions of this paper

Downloads 902
22.

Dividend Payments as a Response to Peer Influence

Number of pages: 59 Posted: 04 Nov 2012 Last Revised: 15 Apr 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads 886
23.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 856
24.

Sentiment Strategies

Number of pages: 32 Posted: 03 Sep 2004
Working Paper Series
University of Oklahoma - Division of Finance
Downloads 714
25.

Innovation's Effect on Firm Value and Risk: Insights from Consumer Packaged Goods

Journal of Marketing, Vol. 72, pp. 114-132, March 2008, UIC College of Business Administration Research Paper No. 08-03
Number of pages: 21 Posted: 11 Sep 2008 Last Revised: 04 May 2013
Accepted Paper Series
Texas A&M University - Department of Marketing and University of Illinois at Chicago
Downloads 705
26.

How Many and What Kind? The Role of Strategic Orientation in New Product Ideation

Journal of Product Innovation Management, Vol. 28, No. 2, pp. 236-250, UIC College of Business Administration Research Paper No. 09-07
Number of pages: 36 Posted: 12 Mar 2009 Last Revised: 01 Jul 2014
Accepted Paper Series
University of Illinois at Chicago, University of Illinois at Urbana-Champaign - Department of Business Administration and University of Illinois at Urbana-Champaign - Department of Business Administration
Downloads 691
27.

Democracy and FDI

HWWA Discussion Paper No. 220
Number of pages: 31 Posted: 15 Jul 2003
Working Paper Series
Ruhr-University Bochum
Downloads 689
28.

Capital Regulation and Credit Risk Taking: Empirical Evidence from Banks in Emerging Market Economies

Number of pages: 27 Posted: 13 Sep 2004
Working Paper Series
University of Strasbourg - Faculty of Law and Business & LaRGE Research Center
Downloads 669
29.

Store Location in Shopping Centers: Theory and Estimates

Journal of Real Estate Research, Vol. 27, No. 3, 2006
Number of pages: 30 Posted: 27 Dec 2006
Accepted Paper Series
Florida Atlantic University and University of California, Irvine - Paul Merage School of Business
Downloads 664
30.

Rethinking Lintner: An Alternative Dynamic Model of Dividends

Second Singapore International Conference on Finance 2008
Number of pages: 24 Posted: 14 Jul 2006 Last Revised: 30 Mar 2009
Working Paper Series
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and University of Alaska Anchorage

Multiple version iconThere are 2 versions of this paper

Downloads 642
31.

The Impact of Entrepreneurship Education on Entrepreneurship Competencies and Intentions: An Evaluation of the Junior Achievement Student Mini-Company Program

IZA Discussion Paper No. 3641
Number of pages: 26 Posted: 18 Aug 2008
Working Paper Series
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Department of Economics and University of Amsterdam
Downloads 632
32.

Fifty Years of Mincer Earnings Regressions

IZA Discussion Paper No. 775
Number of pages: 75 Posted: 11 Jun 2003
Working Paper Series
University of Chicago - Department of Economics, University of Western Ontario - Department of Economics and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 627
33.

Behavioral Heterogeneity And The Income Effect

Harvard Institute of Economic Research No. 1892
Number of pages: 70 Posted: 23 Aug 2000
Working Paper Series
EDHEC Business School - Department of Economics & Finance and Harvard Institute of Economic Research
Downloads 606
34.

Online Infomediaries and Price Discrimination: Evidence from the Auto-Retailing Sector

Number of pages: 45 Posted: 11 Apr 2005 Last Revised: 30 Aug 2014
Working Paper Series
University of Maryland - Robert H. Smith School of Business, Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology, University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 594
35.

Quantitative Methods in Accounting Research

Warsaw School of Economics – Department of Applied Econometrics Working Paper No. 6-09,
Number of pages: 16 Posted: 08 Apr 2011
Working Paper Series
SGH Warsaw School of Economics - Institute of Econometrics
Downloads 589
36.

Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond

IZA Discussion Paper No. 1700
Number of pages: 200 Posted: 09 Aug 2005
Working Paper Series
University of Chicago - Department of Economics, University of Western Ontario - Department of Economics and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 588
37.

Central Bank Reaction Functions in Inflation and Non-Inflation Targeting Countries: Are They Informative About the Conduct of Monetary Policy?

Number of pages: 34 Posted: 06 Nov 1998
Working Paper Series
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 565
38.

Do Firms Have Financing Preferences Along Their Life Cycles? Evidence from Iberia

Number of pages: 35 Posted: 09 Mar 2005 Last Revised: 04 Feb 2014
Working Paper Series
PriceWaterhouseCoopers LLP and Catholic University of Portugal
Downloads 554
39.

Research and Development, Innovation, Training, Quality and Profitability: Evidence from France

ERMES Working Paper No. 04-11
Number of pages: 23 Posted: 29 Dec 2004
Working Paper Series
Burgundy School of Business (ESC Dijon), France - CEREN - Research Center on Enterprises - Management Department and Université Paris II - Panthéon-Assas - ERMES
Downloads 545
40.

Generalized Reduced Rank Regression

Brown University, Economics Working Paper No. 02-02
Number of pages: 24 Posted: 22 Mar 2002
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 520
41.

Common Risk Factors Vs. Mispricing Factor Of Tokyo Stock Exchange Firms: Inquries Into The Fundamental Price Derived From Analysts' Earnings Forecasts

Musashi University Faculty of Economics Discussion Paper No. 31; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 39 Posted: 09 Mar 2002
Working Paper Series
Chuo University - Graduate School of Strategic Management, Waseda University and Waseda University
Downloads 512
42.

Robust Modelling of the Impacts of Climate Change on the Habitat Suitability of Forest Tree Species

de Rigo, D., Caudullo, G., San-Miguel-Ayanz, J, Barredo, J.I., 2017. Robust modelling of the impacts of climate change on the habitat suitability of forest tree species. Publication Office of the European Union, 58 pp. ISBN:978-92-79-66704-6 , doi/10.2760/296501
Number of pages: 58 Posted: 05 May 2017
Accepted Paper Series
European Commission, Joint Research Centre (JRC), European Commission Joint Research Center - Bio-Economy Unit, European Commission Joint Research Center - Disaster Risk Management Unit and European Commission Joint Research Center - Bio-Economy Unit
Downloads 509
43.

Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Paraments

Number of pages: 37 Posted: 07 Feb 2004
Working Paper Series
Texas Tech University - Area of Finance and Texas Tech University - Area of Finance
Downloads 503
44.

Key Determinants of R&D Expenditures in the US Telecommunications Equipment Industry

Number of pages: 32 Posted: 16 Mar 2005
Working Paper Series
FX Concepts and Institute for Infocomm Research - Agency for Science, Technology, and Research
Downloads 501
45.

Structural Estimation of Pairwise Stable Networks with Nonnegative Externality

Journal of Econometrics, Forthcoming
Number of pages: 37 Posted: 23 Oct 2012 Last Revised: 02 Sep 2016
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 484
46.

Hierarchical GARCH

Number of pages: 29 Posted: 23 Oct 2010 Last Revised: 19 Dec 2015
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business
Downloads 479
47.

A Methodology for Evaluating the Cost-Effectiveness of Alternative Management Tools in Public-Sector Institutions: Application to Public Education

Number of pages: 51 Posted: 07 May 2006
Working Paper Series
Rutgers Business School - Newark & New Brunswick, Rutgers, The State University of New Jersey - Accounting & Information Systems and Rutgers Business School
Downloads 478
48.

Macroeconomic Factors Influencing Cross-border M&As: A Negative Binomial Approach

Number of pages: 47 Posted: 13 Feb 2014 Last Revised: 21 Jun 2017
Working Paper Series
London School of Commerce
Downloads 474
49.

Differences in the Value Relevance of Earnings in Knowledge-Based and Traditional Industries

Number of pages: 32 Posted: 08 Jan 2003
Working Paper Series
Independent, affiliation not provided to SSRN and Temple University - Department of Accounting
Downloads 472
50.

International Asset Pricing and Time-Varying Risk Premia

EFA 2007 Ljubljana Meetings Paper
Number of pages: 36 Posted: 27 Feb 2007
Working Paper Series
SKEMA Business School - Lille Campus, University of Glasgow - Adam Smith Business School and University of Warwick - Finance Group
Downloads 456