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JEL Code: C38

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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
Guggenheim Partners, LLC and University of California, Irvine
Downloads 3,197
2.

Portfolio Oversight: An Evolutionary Approach

Number of pages: 50 Posted: 08 Nov 2012 Last Revised: 26 May 2014
Working Paper Series
Guggenheim Partners, LLC
Downloads 935
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 778
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 729
5.

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 643
6.

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 606
7.

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 599
8.

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 525
9.

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 474
10.

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 439
11.

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 398
12.

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 357
13.

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
University of Sydney Business School, Macquarie Group and University of Sydney Business School
Downloads 271
14.

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 267
15.

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 252
16.

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 236
17.

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 218
18.

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 218
19.

Large-Dimensional Factor Modeling Based on High-Frequency Observations

Number of pages: 113 Posted: 25 Mar 2015 Last Revised: 13 Nov 2016
Working Paper Series
Stanford University - Management Science & Engineering
Downloads 212
20.

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, CCBS, Bank of England and University of Birmingham

Multiple version iconThere are 2 versions of this paper

Downloads 212
21.

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 210
22.

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 201
23.

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 198
24.

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 189
25.

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 179
26.

Forecasting Stock Returns with Large Dimensional Factor Models

Number of pages: 46 Posted: 26 Apr 2017
Working Paper Series
University of Rome, Tor Vergata, Bank of England and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 173
27.

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 167
28.

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 159
29.

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 157
30.

Global Macroeconomic Interdependence: A Minimum Spanning Tree Approach

Number of pages: 18 Posted: 17 May 2013
Working Paper Series
Universidade Lusíada, Porto
Downloads 154
31.

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 146
32.

The Power of Equity Factor Diversification

Number of pages: 50 Posted: 13 Feb 2017
Working Paper Series
Finreon
Downloads 146
33.

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 143
34.

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

Number of pages: 68 Posted: 01 Mar 2015
Working Paper Series
University of Grenoble, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) and Université Grenoble Alpes
Downloads 139
35.

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 129
36.

Identification in Dynamic Models Using Sign Restrictions

Number of pages: 35 Posted: 26 Jan 2014
Working Paper Series
Pennsylvania State University
Downloads 124
37.

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 120
38.

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 118
39.
Downloads 112
40.

Exploring the Performance of Social Cooperatives During the Economic Crisis: The Italian Case

Euricse Working Paper No. 59 | 13
Number of pages: 21 Posted: 04 Oct 2013
Working Paper Series
European Research Institute on Cooperative & Social Enterprises (EURICSE) and Università degli Studi di Trento - Department of Computer and Management Sciences (DISA)
Downloads 112
41.

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 111
42.

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 111
43.

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 107
44.

The Stochastic String Model as a Unifying Theory of the Term Structure of Interest Rates

Number of pages: 53 Posted: 28 May 2014 Last Revised: 05 Nov 2014
Working Paper Series
IES Francisco Ayala, University of Castilla-La Mancha and Universidad Pablo de Olavide
Downloads 106
45.

Surprise and Uncertainty Indexes: Real-Time Aggregation of Real-Activity Macro Surprises

FRB International Finance Discussion Paper No. 1093r
Number of pages: 43 Posted: 22 Mar 2014
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 103
46.

Analyzing Business and Financial Cycles Using Multi-Level Factor Models

CAMA Working Paper No. 43/2014
Number of pages: 44 Posted: 31 May 2014 Last Revised: 02 Jun 2014
Working Paper Series
University of Cologne and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 101
47.

Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis

CESifo Working Paper Series No. 4991
Number of pages: 53 Posted: 09 Oct 2014
Working Paper Series
Ifo Institute for Economic Research and University of Goettingen (Gottingen)
Downloads 101
48.

Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators

Number of pages: 55 Posted: 13 May 2011
Working Paper Series
Independent and University of Padua - Department of Statistical Sciences
Downloads 101
49.

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

Number of pages: 33 Posted: 23 Dec 2013
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 98
50.

Classification Using NNS Clustering Analysis

Number of pages: 22 Posted: 06 Nov 2016 Last Revised: 10 Jul 2017
Working Paper Series
OVVO Financial Systems
Downloads 94