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JEL Code: C38

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Viewing: 1 - 50 of 305 papers

1.

A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm

Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34 Posted: 22 Sep 2011 Last Revised: 27 Oct 2013
Accepted Paper Series
Lawrence Berkeley National Laboratory and University of California, Irvine
Downloads 3,452
2.

Portfolio Oversight: An Evolutionary Approach

Number of pages: 50 Posted: 08 Nov 2012 Last Revised: 26 May 2014
Working Paper Series
Lawrence Berkeley National Laboratory
Downloads 983
3.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011
Working Paper Series
affiliation not provided to SSRN
Downloads 822
4.

The Behavioral Aspect of Mergers and Acquisitions: A Case Study from India

Global Journal of Business Research, Vol. 6, No. 3, pp. 103-113, 2012
Number of pages: 11 Posted: 05 Jan 2012
Accepted Paper Series
Meghnad Saha Institute of Technology, Vishweshwarayya National Institute of Technology, affiliation not provided to SSRN and Meghnad Saha Institute of Technology
Downloads 779
5.

A High Frequency Trade Execution Model for Supervised Learning

Forthcoming in High Frequency
Number of pages: 27 Posted: 15 Nov 2016 Last Revised: 06 Dec 2017
Accepted Paper Series
Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 720
6.

Patent Citations and Stock Performance: Constructing a Dynamic Industry Classification

Number of pages: 46 Posted: 17 Sep 2014 Last Revised: 11 Sep 2015
Working Paper Series
The University of Chicago and University of Chicago
Downloads 660
7.

Consumers’ Attitudes Toward Medical Tourism

Number of pages: 44 Posted: 12 May 2011
Working Paper Series
University of North Carolina at Pembroke and University of North Carolina (UNC) at Pembroke - Medical Tourism Research Center
Downloads 639
8.

The Global Entrepreneurship and Development Index Methodology

Number of pages: 30 Posted: 05 Jun 2011 Last Revised: 14 Jun 2011
Working Paper Series
University of Pécs and Schar School of Policy and Government
Downloads 626
9.

The Correlation Structure of Anomaly Strategies

Number of pages: 102 Posted: 19 Jul 2017
Working Paper Series
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 589
10.

Governance Regulatory Changes, IFRS Adoption, and New Zealand Audit and Non-Audit Fees: Empirical Evidence

Number of pages: 39 Posted: 15 Feb 2008 Last Revised: 11 Jan 2009
Working Paper Series
University of California, Davis - Graduate School of Management, University of Otago - Department of Accountancy and Finance and Boston University - Questrom School of Business
Downloads 527
11.

Evaluación Del Impacto De La Política De Incentivos Sectoriales En El Desarrollo De Los Municipios Mineros De Castilla Y León (Evaluation of the Impact of Aids Sectorial Policy in the Development of the Mining Region of Castilla y León)

Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Number of pages: 16 Posted: 05 Dec 2012
Accepted Paper Series
Universidad Rey Juan Carlos - Department of Applied Economics
Downloads 475
12.

Less Income Inequality and More Growth – Are They Compatible?: Part 1: Mapping Income Inequality Across the OECD

OECD Working Paper No. 924
Number of pages: 45 Posted: 04 Mar 2012
Working Paper Series
Organization for Economic Co-Operation and Development (OECD), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and OECD
Downloads 466
13.

What is the Relation (If Any) between a Firm's Corporate Governance Arrangements and its Financial Performance?

CESifo Working Paper Series No. 4599
Number of pages: 25 Posted: 12 Feb 2014
Working Paper Series
University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business

Multiple version iconThere are 3 versions of this paper

Downloads 404
14.

Disappearing Paradigms in Shareholder Protection: Leximetric Evidence for 30 Countries, 1990-2013

Journal of Corporate Law Studies vol. 15 (2015), pp. 127-160
Number of pages: 57 Posted: 18 Mar 2015 Last Revised: 09 Nov 2015
Accepted Paper Series
King's College London – The Dickson Poon School of Law and Durham University - Durham Law School
Downloads 397
15.

Positional Portfolio Management

Swiss Finance Institute Research Paper No. 14-20
Number of pages: 80 Posted: 07 Mar 2014 Last Revised: 17 Sep 2016
Working Paper Series
University of Lugano and Swiss Finance Institute, University of Toronto - Department of Economics and University of Bristol
Downloads 369
16.

Prediction of Financial Strength Ratings Using Machine Learning and Conventional Techniques

Abdou, H. A., Abdallah, W. M., Mulkeen, J., Ntim, C. G., & Wang, Y. (2017) ‘Prediction of financial strength ratings using machine learning and conventional techniques’, Investment Management and Financial Innovation, 14(4), pp. 194-211, (Accepted 20th December, 2017),
Number of pages: 32 Posted: 19 Jan 2018
Accepted Paper Series
The Manchester Metropolitan University Business School, UK, Misr International University (MIU), University of Salford - Business School, University of Southampton Business School, UK and Leicester Business School, De Montfort University
Downloads 294
17.

A Faster Estimation Method for the Probability of Informed Trading Using Hierarchical Agglomerative Clustering

Forthcoming in Quantitative Finance
Number of pages: 33 Posted: 05 Dec 2013 Last Revised: 17 Feb 2015
Accepted Paper Series
The University of Sydney - Discipline of Finance, University of Queensland - Faculty of Business, Economics and Law and University of Sydney Business School
Downloads 285
18.

Identifying Latent Structures in Panel Data

Number of pages: 75 Posted: 13 Jun 2014 Last Revised: 30 Jun 2016
Working Paper Series
Singapore Management University, Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Downloads 275
19.

Understanding Systematic Risk: A High-Frequency Approach

Number of pages: 61 Posted: 24 Aug 2015 Last Revised: 25 Aug 2015
Working Paper Series
Stanford University - Management Science & Engineering
Downloads 254
20.

Forecasting Stock Returns with Large Dimensional Factor Models

Number of pages: 46 Posted: 26 Apr 2017 Last Revised: 02 Apr 2018
Working Paper Series
University of Rome, Tor Vergata, Bank of England and Department of Economics, Lancaster University Management School
Downloads 246
21.

The Merit of High-Frequency Data in Portfolio Allocation

Number of pages: 43 Posted: 12 Sep 2011
Working Paper Series
University of Vienna - Department of Statistics and Operations Research, Humboldt University of Berlin and University of Cambridge - Faculty of Economics
Downloads 242
22.

Large-Dimensional Factor Modeling Based on High-Frequency Observations

Number of pages: 125 Posted: 25 Mar 2015 Last Revised: 12 May 2018
Working Paper Series
Stanford University - Management Science & Engineering
Downloads 240
23.

Trade Patterns and Trade Clusters: China, India, Brazil and South Africa in the Global Trading System

Number of pages: 31 Posted: 02 Feb 2012
Working Paper Series
Sapienza University of Rome (Italy) and University of Rome III - Department of Economics
Downloads 224
24.

Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model

NHH Dept. of Business and Management Science Discussion Paper No. 2014/10
Number of pages: 23 Posted: 27 Mar 2014
Working Paper Series
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Downloads 223
25.

What Lies Beneath? A Time-Varying FAVAR Model for the UK Transmission Mechanism

ECB Working Paper No. 1320
Number of pages: 50 Posted: 11 Apr 2011
Working Paper Series
University of London - School of Sciences, International Monetary Fund MCMMP and University of Birmingham

Multiple version iconThere are 2 versions of this paper

Downloads 218
26.

The Biases Influencing an Investor's Behavior in India

Number of pages: 54 Posted: 02 Jul 2016
Working Paper Series
Symbiosis International University, School of Economics, Students
Downloads 216
27.

Misclassifications in Financial Risk Tolerance

Number of pages: 29 Posted: 18 Feb 2012
Working Paper Series
Università Politecnica delle Marche, University of Bologna and Università degli Studi di Genova - Department of Economics and Quantitative Methods (DIEM)
Downloads 209
28.

A Shadow Policy Rate to Calibrate US Monetary Policy at the Zero Lower Bound

BIS Working Paper No. 452
Number of pages: 28 Posted: 24 Jun 2014
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 207
29.

Agro and Food Processing Industry in India: Status, Opportunities & Challenges

Number of pages: 8 Posted: 25 Sep 2015
Working Paper Series
University of Pune, Ashoka Center For Business & Computer Studies (ACBCS) and Ashoka Center For Business & Computer Studies (ACBCS)
Downloads 201
30.

Latent Accounting Growth, Corporate Financing Decisions, and Return Predictability

Number of pages: 75 Posted: 15 Mar 2012 Last Revised: 22 Jan 2014
Working Paper Series
Massey University, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 201
31.

The Italian Social Cooperatives in 2008: A Portrait Using Descriptive and Principal Component Analysis

Euricse Working Paper No. 35/12
Number of pages: 23 Posted: 24 May 2012
Working Paper Series
European Research Institute on Cooperative & Social Enterprises (EURICSE), Università degli Studi di Trento - Department of Computer and Management Sciences (DISA), University of Brescia - Department of Economics and Management and Università degli Studi di Trento - Department of Computer and Management Sciences (DISA)
Downloads 200
32.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads 191
33.

Why Do SMEs File Trademarks? Insights from Firms in Innovative Industries

Research Policy, 44, 1915–1930 (2015),
Number of pages: 45 Posted: 30 Aug 2013 Last Revised: 02 Sep 2015
Accepted Paper Series
University of Trier - Faculty of Management, University of Trier - Faculty of Management, University of Mannheim and Frankfurt School of Finance & Management
Downloads 177
34.

Volatilities and Correlations in the Stock Market During the Global Financial Crisis

28th Australasian Finance and Banking Conference
Number of pages: 21 Posted: 21 Aug 2015
Working Paper Series
SIM University (UniSIM) and SIM University (UniSIM)
Downloads 174
35.

The Power of Equity Factor Diversification

Number of pages: 50 Posted: 13 Feb 2017
Working Paper Series
Finreon
Downloads 165
36.

Global Macroeconomic Interdependence: A Minimum Spanning Tree Approach

Number of pages: 18 Posted: 17 May 2013
Working Paper Series
Universidade Lusíada, Porto
Downloads 157
37.

Comparing Islamic and Conventional Banks’ Financial Characteristics: A Multivariate Approach

Number of pages: 68 Posted: 01 Mar 2015
Working Paper Series
Concordia University, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) and Université Grenoble Alpes
Downloads 154
38.

It Only Takes a Few Moments to Hedge

Number of pages: 25 Posted: 14 Dec 2017 Last Revised: 19 Dec 2017
Working Paper Series
Department of Economics and Business Economics - Aarhus BSS, University of Aarhus - CREATES and Danske Bank - Danske Markets
Downloads 153
39.

Multilayer Probability of Informed Trading

Number of pages: 75 Posted: 26 Nov 2016 Last Revised: 17 Mar 2017
Working Paper Series
Istanbul Technical University
Downloads 147
40.

Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?

Number of pages: 44 Posted: 05 Mar 2013
Working Paper Series
University of Vienna - Department of Statistics and Operations Research, Humboldt University of Berlin and University of Cambridge - Faculty of Economics
Downloads 146
41.

Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models

Number of pages: 33 Posted: 20 Mar 2017 Last Revised: 28 Nov 2017
Working Paper Series
London School of Economics and Political Science, ECARES, Universite Libre de Bruxelles and Department of Economics, Lancaster University Management School
Downloads 143
42.

Identification in Dynamic Models Using Sign Restrictions

Number of pages: 35 Posted: 26 Jan 2014
Working Paper Series
Pennsylvania State University
Downloads 140
43.

Análisis de Regresión Logística para Investigación de Mercados (Logistic Regression Analysis for Marketing Research)

Number of pages: 21 Posted: 08 Apr 2015
Working Paper Series
National University of Colombia
Downloads 138
44.

Is Industrial Production Still the Dominant Factor for the US Economy? Evidence from a New Class of Mixed Frequency (Group) Factor Models

Swiss Finance Institute Research Paper No. 16-11
Number of pages: 79 Posted: 13 Feb 2016 Last Revised: 16 Apr 2018
Working Paper Series
University of Cyprus - Department of Economics, University of Lugano and Swiss Finance Institute, University of North Carolina Kenan-Flagler Business School and University of Bristol

Multiple version iconThere are 2 versions of this paper

Downloads 138
45.

A Multiplicative Model of Countercyclical Capital Buffer Evaluation Differentiated by Homogeneous Clusters of Countries

Higher School of Economics Research Paper No. WP BRP 04/FE/2012
Number of pages: 15 Posted: 29 Jun 2012
Working Paper Series
National Research University Higher School of Economics, National Research University Higher School of Economics and National Research University Higher School of Economics
Downloads 135
46.

Beyond GDP and Back: What is the Value-Added by Additional Components of Welfare Measurement?

Ruhr Economic Paper No. 239
Number of pages: 33 Posted: 03 Feb 2011
Working Paper Series
Monash University - Centre for Health Economics and RWI - Leibniz-Insitut für Wirtschaftsforschung (RWI Essen)

Multiple version iconThere are 5 versions of this paper

Downloads 132
47.

In a Low Yield Environment, What's the Alternative to Traditional Fixed Income Assets?

I-VW-HSG Trendmonitor 3-2017
Number of pages: 2 Posted: 14 Sep 2017
Accepted Paper Series
Zurich Insurance Company Ltd
Downloads 132
48.

Análisis de conglomerados para la segmentación de mercados (Cluster Analysis for Market Segmentation)

Number of pages: 17 Posted: 08 Apr 2015
Working Paper Series
National University of Colombia
Downloads 130
49.

Pricing of Forwards and Other Derivatives in Cointegrated Commodity Markets

Number of pages: 22 Posted: 28 Oct 2014
Working Paper Series
University of Oslo and School of Business and Law at the University of Agder
Downloads 127
50.

Common Information in Carry Trade Risk Factors

Number of pages: 32 Posted: 02 Dec 2016
Working Paper Series
Heriot-Watt University - Department of Accountancy, Economics and Finance, Heriot Watt University and Keio University
Downloads 123