Search Results
JEL Code: C38

41,575 Total downloads

Viewing: 1 - 50 of 417 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
Cornell University - Operations Research & Industrial Engineering and University of California, Irvine
Downloads 3,824
2.

Portfolio Oversight: An Evolutionary Approach

Number of pages: 50 Posted: 08 Nov 2012 Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,095
3.

LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts

Number of pages: 7 Posted: 21 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 1,056
4.

Bond Risk Premia with Machine Learning

Number of pages: 82 Posted: 26 Aug 2018 Last Revised: 28 Feb 2019
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Warwick - Finance Group and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Multiple version iconThere are 2 versions of this paper

Downloads 988
5.

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 883
6.

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 815
7.

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
Downloads 802
8.

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 693
9.

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 693
10.

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 681
11.

The Correlation Structure of Anomaly Strategies

Number of pages: 55 Posted: 19 Jul 2017 Last Revised: 10 Aug 2018
Working Paper Series
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads 670
12.

Deep Learning in Asset Pricing

Number of pages: 89 Posted: 04 Apr 2019 Last Revised: 28 Jun 2019
Working Paper Series
Stanford University - Institute for Computational and Mathematical Engineering, Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 635
13.

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 Lancashire School of Business & Enterprise, Misr International University (MIU), University of Salford - Business School, University of Southampton Business School, UK and Leicester Business School, De Montfort University
Downloads 543
14.

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 528
15.

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 496
16.

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 478
17.

Machine Learning in Energy Economics and Finance: A Review

Energy Economics, Vol. 81, 2019
Number of pages: 71 Posted: 15 Nov 2018 Last Revised: 08 Jun 2019
Accepted Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, School of Business and Sharif University of Technology - Graduate School of Management and Economics
Downloads 461
18.

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 European University Institute (EUI)
Downloads 453
19.

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 434
20.

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 2 versions of this paper

Downloads 412
21.

Positional Portfolio Management

Swiss Finance Institute Research Paper No. 14-20
Number of pages: 83 Posted: 07 Mar 2014 Last Revised: 12 Dec 2018
Working Paper Series
USI Università della Svizzera italiana, University of Toronto - Department of Economics and University of Bristol
Downloads 407
22.

Business Cycle Clustering and Asset Returns

Number of pages: 18 Posted: 28 Aug 2018
Working Paper Series
Independent and Swiss Institute of Banking and Finance
Downloads 395
23.

Understanding Systematic Risk: A High-Frequency Approach

Journal of Finance, Forthcoming
Number of pages: 101 Posted: 24 Aug 2015 Last Revised: 16 May 2019
Accepted Paper Series
Stanford University - Management Science & Engineering
Downloads 368
24.

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 320
25.

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, King's College London and Department of Economics, Lancaster University Management School
Downloads 309
26.

Inference in Group Factor Models with an Application to Mixed Frequency Data

Swiss Finance Institute Research Paper No. 16-11
Number of pages: 48 Posted: 13 Feb 2016 Last Revised: 02 Feb 2019
Working Paper Series
University of Cyprus - Department of Economics, USI Università della Svizzera italiana, University of North Carolina Kenan-Flagler Business School and University of Bristol

Multiple version iconThere are 2 versions of this paper

Downloads 306
27.

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 305
28.

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 304
29.

Predicting Earnings Surprises

Number of pages: 126 Posted: 17 Jul 2019 Last Revised: 21 Jul 2019
Working Paper Series
FirmAI, UoA, NYU FRE
Downloads 292
30.

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 289
31.

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 289
32.

OpenEDGAR: Open Source Software for SEC EDGAR Analysis

Number of pages: 12 Posted: 27 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 278
33.

Sparse Macro Factors

Number of pages: 49 Posted: 25 Oct 2018 Last Revised: 02 Feb 2019
Working Paper Series
Saint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads 273
34.

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 267
35.

It Only Takes a Few Moments to Hedge

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 40 Posted: 14 Dec 2017 Last Revised: 01 Dec 2018
Accepted Paper Series
Department of Economics and Business Economics - Aarhus BSS, Aarhus University - CREATES and Danske Bank - Danske Markets
Downloads 260
36.

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 252
37.

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

Number of pages: 8 Posted: 25 Sep 2015
Working Paper Series
Savitribai Phule Pune University (SPPU), Ashoka Center For Business & Computer Studies (ACBCS) and Sandip University
Downloads 246
38.

Estimating Latent Asset-Pricing Factors

Number of pages: 45 Posted: 21 May 2018 Last Revised: 15 Dec 2018
Working Paper Series
University of California - Haas School of Business and Stanford University - Management Science & Engineering

Multiple version iconThere are 3 versions of this paper

Downloads 234
39.

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 234
40.

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 233
41.

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 - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 228
42.

Fighting Accounting Fraud Through Forensic Data Analytics

Number of pages: 39 Posted: 22 May 2018
Working Paper Series
University of Sydney Business School and University of Sydney
Downloads 223
43.

Financial Crisis Prediction: A Model Comparison

Number of pages: 9 Posted: 01 Dec 2017
Working Paper Series
Deutsche Bundesbank
Downloads 220
44.

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 220
45.

Heterogeneous Structural Breaks in Panel Data Models

Number of pages: 54 Posted: 08 Sep 2017 Last Revised: 25 Nov 2018
Working Paper Series
Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 213
46.

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), University of Trento - Department of Computer and Management Sciences (DISA), University of Brescia - Department of Economics and Management and University of Trento - Department of Computer and Management Sciences (DISA)
Downloads 209
47.

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 206
48.

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 202
49.

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

Number of pages: 68 Posted: 01 Mar 2015
Working Paper Series
Concordia University, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG) and University Grenoble Alpes
Downloads 200
50.

Spillovers in Space and Time: Where Spatial Econometrics and Global VAR Models Meet

ECB Working Paper No. 2134, ISBN: 978-92-899-3239-4
Number of pages: 37 Posted: 06 Mar 2018
Working Paper Series
University of Groningen - Faculty of Economics and Business, International Monetary Fund (IMF) and World Bank
Downloads 199