Search Results
JEL Code: C31

204,852 Total downloads

Viewing: 1 - 50 of 1,257 papers

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 Quantitative Investments and Robeco Quantitative Investments

Multiple version iconThere are 2 versions of this paper

Downloads 14,966
2.

Lucky Factors

Number of pages: 99 Posted: 22 Nov 2014 Last Revised: 08 Apr 2021
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 7,611
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 3,698
4.

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 3,405
5.

Political Risk, Institutions and Foreign Direct Investment

Number of pages: 28 Posted: 21 Apr 2005
Working Paper Series
Ruhr-University Bochum and University of Siegen - School of Economic Disciplines
Downloads 2,178
6.

Identifying and Treating Outliers in Finance

Financial Management (2019), 48(2), 345-384.
Number of pages: 64 Posted: 16 Jun 2017 Last Revised: 21 Sep 2021
Accepted Paper Series
University of Texas at Arlington, University of Georgia - Department of Insurance, Legal Studies, Real Estate, Virginia Polytechnic Institute & State University, National University of Singapore and FUNDP - University of Namur. CRED
Downloads 2,117
7.

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 2,020
8.

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 1,951
9.

False (and Missed) Discoveries in Financial Economics

Number of pages: 61 Posted: 21 Nov 2017 Last Revised: 08 Jun 2020
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 1,836
10.

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 1,787
11.

Hedge Fund Performance: End of an Era?

Nicolas P.B. Bollen, Juha Joenväärä & Mikko Kauppila (2021) Hedge Fund Performance: End of an Era?, Financial Analysts Journal, 77:3, 109-132, DOI: 10.1080/0015198X.2021.1921564
Number of pages: 43 Posted: 11 Sep 2017 Last Revised: 19 Aug 2021
Working Paper Series
Vanderbilt University - Finance, Aalto University School of Business and University of Oulu
Downloads 1,772
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 Chicago and Tufts University
Downloads 1,715
13.

Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly

Number of pages: 62 Posted: 11 Feb 2002 Last Revised: 05 May 2022
Working Paper Series
Sungkyunkwan University - Department of Economics, IESEG School of Management and University of Cambridge - Faculty of Economics and Politics
Downloads 1,596
15.

Dividend Payments as a Response to Peer Influence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 04 Nov 2012 Last Revised: 11 Jan 2018
Accepted Paper Series
Duke University - Fuqua School of Business
Downloads 1,522
16.

Go to YouTube and Call Me in the Morning: Use of Social Media for Chronic Conditions

Liu, X., Zhang, B., Susarla, A., and Padman, R. (2020) Go to YouTube and See Me Tomorrow: Social Media and Self-Care of Chronic Conditions. MIS Quarterly, 44(1b), 257–283.
Number of pages: 47 Posted: 30 Oct 2017 Last Revised: 06 Dec 2021
Accepted Paper Series
Arizona State University (ASU)University of Utah, Texas A&M University, Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and School of Information Systems and Management, The H. John Heinz III College
Downloads 1,510
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 1,423
18.

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 1,408
19.

Trajectory Balancing: A General Reweighting Approach to Causal Inference With Time-Series Cross-Sectional Data

Number of pages: 48 Posted: 18 Aug 2018
Working Paper Series
UCLA and Stanford University
Downloads 1,285
20.

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, University of Virginia, Darden Graduate School of Business and TIAA Institute - Covariance Capital Management
Downloads 1,238
21.

Stochastic Models of Implied Volatility Surfaces

Number of pages: 16 Posted: 28 Apr 2003
Accepted Paper Series
University of Oxford, Princeton University - Department of Operations Research and Financial Engineering and Auckland University of Technology - Faculty of Business & Law
Downloads 1,145
22.

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 1,142
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 1,131
24.

Democracy and FDI

Number of pages: 31 Posted: 15 Jul 2003
Working Paper Series
Ruhr-University Bochum
Downloads 1,067
25.

A Neural Network Extension of the Lee-Carter Model to Multiple Populations

Number of pages: 21 Posted: 01 Nov 2018 Last Revised: 07 Nov 2018
Working Paper Series
Old Mutual Insure and RiskLab, ETH Zurich
Downloads 1,053
26.

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 1,029
27.

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, Intesa Sanpaolo and Università degli Studi di Milano
Downloads 1,019
28.

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 984
29.

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 956
30.

The Effect of Information Disclosure on Industry Payments to Physicians

Number of pages: 58 Posted: 06 Nov 2017 Last Revised: 25 Sep 2020
Working Paper Series
Duke University, Fuqua School of Business, The Stephen M. Ross School of Business at the University of Michigan and University of Michigan, Stephen M. Ross School of Business
Downloads 928
31.

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
Downloads 886
32.

Impact of Self Help Groups on the Food Security and Non-Food Consumption of Weaker Sections of the Society

Number of pages: 21 Posted: 26 Aug 2012
Working Paper Series
IBS-Hyderabad and University of Mysore
Downloads 885
33.

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 Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management)
Downloads 808
34.

Is 'Fintech' Good for Small Business Borrowers? Impacts on Firm Growth and Customer Satisfaction

FRB of Cleveland Working Paper No. 17-01
Number of pages: 32 Posted: 04 Mar 2017
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 794
35.

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
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management), University of Illinois at Urbana-Champaign - Department of Business Administration and University of Illinois at Urbana-Champaign - Department of Business Administration
Downloads 751
36.

Social Image, Networks, and Protest Participation

Number of pages: 54 Posted: 24 May 2018 Last Revised: 06 May 2020
Working Paper Series
New Economic SchoolInstitute of Political Economy and Governance, Einaudi Institute for Economics and Finance (EIEF), Institute for Political Economy and Governance, Barcelona and National Research University Higher School of Economics
Downloads 751
37.

Sentiment Strategies

Number of pages: 32 Posted: 03 Sep 2004
Working Paper Series
Quinnipiac University
Downloads 747
38.

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 EconomicsCopenhagen Business School and University of Amsterdam
Downloads 733
39.

Peer Effects, Fast Food Consumption and Adolescent Weight Gain

CIRANO - Scientific Publications 2011s-20
Posted: 14 Feb 2011
Working Paper Series
Université Laval - Département d'Économique and Université Laval - Département d'Économique

Multiple version iconThere are 2 versions of this paper

Downloads 723
40.

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 709
41.

The Impact of Wind Farms on Property Values: A Geographically Weighted Hedonic Pricing Model

FCN Working Paper No. 3/2012 (revised March 2013)
Number of pages: 35 Posted: 21 Jul 2012 Last Revised: 15 Oct 2013
Working Paper Series
RWTH Aachen University - E.ON Energy Research Center and RWTH Aachen University
Downloads 681
42.

Option Volume Imbalance as a Predictor for Equity Returns

Number of pages: 43 Posted: 13 Apr 2022
Working Paper Series
University of Oxford - Department of Statistics, University of Oxford - Department of Statistics and University of Oxford
Downloads 680
43.

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 678
44.

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, University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 660
45.

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 647
46.

Dynamic Copula Toolbox

Number of pages: 17 Posted: 24 Apr 2017
Working Paper Series
University of Macedonia - Department of Business Administration
Downloads 647
47.

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
Universite Pantheon-Assas Paris II - ERMES-UMR 7181-CNRSBurgundy School of Business (ESC Dijon), France - CEREN - Research Center on Enterprises - Management Department and Université Paris II - Panthéon-Assas - ERMES
Downloads 625
48.

Behavioral Heterogeneity and the Income Effect

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 624
49.

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
Boston University
Downloads 608
50.

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 604