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JEL Code: C49

55,399 Total downloads

Viewing: 1 - 50 of 290 papers

1.

Automated Trading with Boosting and Expert Weighting

Quantitative Finance, Vol. 4, No. 10, pp. 401–420 ,
Number of pages: 18 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 4,327
2.

A Boosting Approach for Automated Trading

Journal of Trading, Vol. 2, No. 3, pp. 84-96.
Number of pages: 10 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 2,908
3.

Outreach and Efficiency of Microfinance Institutions

Number of pages: 29 Posted: 12 Jun 2008
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Department of Economics, Econometrics and Finance and University of Groningen - Faculty of Economics and Business
Downloads 2,093
4.

Rethinking the Influence of Agency Theory in the Accounting Academy

Issues in Accounting Education, Vol. 21, No. 1, pp. 17-30, 2006
Number of pages: 26 Posted: 13 Oct 2005 Last Revised: 27 Sep 2009
Accepted Paper Series
Boston College - Department of Accounting and Western New England University - Department of Accounting and Finance
Downloads 1,772
5.

Financial Development and the Efficiency of Microfinance Institutions

Number of pages: 29 Posted: 04 May 2009
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Department of Economics, Econometrics and Finance and University of Groningen - Faculty of Economics and Business
Downloads 1,702
6.

Consumer Credit Scoring Models with Limited Data

EFA 2007 Ljubljana Meetings Paper
Number of pages: 23 Posted: 02 Mar 2007
Working Paper Series
Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry
Downloads 1,439
7.

Logistics-Production, Logistics-Marketing and External Integration: Their Impact on Performance

Economics and Business Working Paper No. 657
Number of pages: 20 Posted: 15 Oct 2003
Working Paper Series
ESADE University Faculties - Department of Operations and Innovation Management and Universitat Pompeu Fabra
Downloads 1,287
8.

Supply Chain Management as a Competitive Advantage in the Spanish Grocery Sector

UPF Working Paper Series No. 641
Number of pages: 21 Posted: 07 Jan 2004
Working Paper Series
ESADE University Faculties - Department of Operations and Innovation Management and Universitat Pompeu Fabra
Downloads 1,217
9.

Psychographic Segmentation of Indian Urban Consumers

Journal of the Asia Pacific Economy, Vol. 13, No. 2, pp. 204-226, 2008
Number of pages: 24 Posted: 24 Jun 2010
Accepted Paper Series
IMI Bhubaneswar and affiliation not provided to SSRN
Downloads 1,041
10.

Which Moments to Match?

Number of pages: 33 Posted: 13 Mar 1998
Working Paper Series
Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 1,015
11.

Using Adaboost for Equity Investment Scorecards

Howe School Research Paper, NIPS Workshop Machine Learning in Finance, 2005, Whistler, British Columbia, Canada
Number of pages: 25 Posted: 28 Oct 2006 Last Revised: 26 Jan 2014
Working Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 948
12.

Incentives, Job Satisfaction and Performance: Empirical Evidence in Italian Social Enterprises

Euricse Working Papers No. 012|10
Number of pages: 49 Posted: 03 Nov 2010
Working Paper Series
European Research Institute on Cooperative & Social Enterprises (EURICSE), University of Trento - Department of Economics and Management and University of Brescia - Department of Economics and Management
Downloads 902
13.

Residents’ Perceptions of Tourism Impacts and Attitudes Towards Tourism Policies in a Small Mountain Community

Benchmarking: An International Journal, Forthcoming
Number of pages: 30 Posted: 20 May 2011 Last Revised: 09 Jun 2011
Working Paper Series
Universidad de la República, Bournemouth University AFE Department and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 747
14.

Benchmarking Credit Rating Systems

Number of pages: 29 Posted: 17 Sep 2006
Working Paper Series
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, Oesterreichische Nationalbank (OeNB), WU (Vienna University of Economics and Business), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 741
15.

Fraud Risk Factors and Auditing Standards: A Call for the Replication of Empirical Research in an Islamic Environment

Arab Journal of Accounting, Vol. 13, No. 1, pp. 116-140, June 2010
Number of pages: 29 Posted: 16 Aug 2010 Last Revised: 29 Nov 2010
Accepted Paper Series
Southern Cross University and Southern Cross University
Downloads 736
16.

Corporate Failure Prediction (Bankruptcy) in Australia: From Zeta to Neural Networks

Number of pages: 56 Posted: 21 Feb 2009 Last Revised: 24 Mar 2009
Working Paper Series
The Hong Kong University of Science & Technology, University of New South Wales (UNSW), University of New South Wales (UNSW) - Australian Defence Force Academy and University of New South Wales (UNSW)
Downloads 680
17.

A Prospect-Theory Approach to the Kelly Criterion for Fat-Tail Portfolios: The Case of the Student T-Distribution

Number of pages: 17 Posted: 23 Sep 2008 Last Revised: 08 Oct 2008
Working Paper Series
DUNN Capital Management
Downloads 677
18.

Sharia Governance: Sharia Supervisory Board Model of Islamic Banking and Finance in Indonesia

Number of pages: 28 Posted: 12 Dec 2013 Last Revised: 14 Dec 2013
Working Paper Series
Essex Business School, The University of Essex
Downloads 643
19.

The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics

Number of pages: 59 Posted: 19 Sep 2006
Working Paper Series
Universiti Malaya and Monash University
Downloads 635
20.

Visualization of Chaos for Finance Majors

Adelaide University Working Paper No. 00-7
Number of pages: 31 Posted: 07 Jan 2001
Working Paper Series
University of California at Irvine - The Paul Merage School of Business
Downloads 612
21.

Asset Market Linkages in Crisis Periods

EFA 2001 Barcelona Meetings; ECB Working Paper No. 71
Number of pages: 35 Posted: 05 Jul 2001
Working Paper Series
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 3 versions of this paper

Downloads 592
22.

On Measuring Concentration in Banking Systems

Number of pages: 7 Posted: 04 Dec 2006
Working Paper Series
University of Southampton and University of Bristol

Multiple version iconThere are 2 versions of this paper

Downloads 570
23.

Privacy and Data-Based Research

Number of pages: 29 Posted: 15 Sep 2013
Working Paper Series
Cornell University - S.C. Johnson Graduate School of Management and California Institute of Technology - Department of Computing and Mathematical Sciences & Division of Humanities and Social Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 541
24.

Empirics of Growth and Development

INTERNATIONAL HANDBOOK OF DEVELOPMENT ECONOMICS, Vol. 1, Amitava Dutt and Jaime Ros, eds., Edward Elgar Publishing, 2008
Number of pages: 22 Posted: 07 Nov 2005 Last Revised: 24 Apr 2011
Accepted Paper Series
University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 529
25.

A Link Mining Algorithm for Earnings Forecast and Trading

Data Mining and Knowledge Discovery, Vol. 18, No. 3
Number of pages: 20 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and Columbia University - Computer Science Department
Downloads 517
26.

Genetic Programming with Syntactic Restrictions Applied to Financial Volatility Forecasting

Olsen & Associates Working Paper No. GOZ.2000-07-28
Number of pages: 23 Posted: 27 May 2001
Working Paper Series
University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Pictet Asset Management and Olsen Group (Olsen & Associates Ltd.)
Downloads 509
27.

Validation of Credit Rating Systems Using Multi-Rater Information

Number of pages: 35 Posted: 20 Dec 2005
Working Paper Series
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Oesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 507
28.

An Empirical Analysis Using Johansen's Cointegration Approach

IMF Working Paper No. 94/145
Number of pages: 38 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 502
29.

Cross-Country Determinants of Weak-Form Stock Market Efficiency: A Preliminary Exploratory Study

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 84 Posted: 21 Aug 2007
Working Paper Series
Universiti Malaya and Monash University
Downloads 448
30.

Systemic Risk and Diversification Across European Banks and Insurers

Journal of Banking & Finance, Vol. 37, 2013, p. 773-785, Tinbergen Institute Discussion Paper No. 2005-110/2
Number of pages: 38 Posted: 15 Dec 2005 Last Revised: 21 Feb 2013
Accepted Paper Series
AEGON Asset Management, Rotterdam School of Management, Erasmus University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 445
31.

Interlocking Directorship Networks: What is Relevant for the Evolution and Change of the Networks?

University of Siena, Department of Economics, Working Paper No. 278
Number of pages: 24 Posted: 09 Aug 2000
Working Paper Series
University of Siena - Department of Economics
Downloads 443
32.

The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

Number of pages: 34 Posted: 11 Nov 2017 Last Revised: 26 Dec 2018
Working Paper Series
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students, University of Neuchâtel - Institute of Financial Analysis and Ghent University
Downloads 430
33.

Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient

Number of pages: 38 Posted: 06 Jun 2006
Working Paper Series
Universiti Malaya, Monash University and University of Texas at Austin - Applied Research Laboratories
Downloads 419
34.

Extreme Us Stock Market Fluctuations in the Wake of 9/11

AFA 2004 San Diego Meetings
Number of pages: 27 Posted: 08 Dec 2003
Working Paper Series
Maastricht University, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg - Luxembourg School of Finance
Downloads 417
35.

Return Anomalies on the Nikkei: Are They Statistical Illusions?

Number of pages: 18 Posted: 26 May 2003
Working Paper Series
Universiti Utara Malaysia, Education Centre Australia and University of Alabama at Birmingham
Downloads 412
36.

Leveraging a Call-Put Ratio as a Trading Signal

Quantitative Finance (Forthcoming), Howe School Research Paper No. 2015-49
Number of pages: 36 Posted: 27 Nov 2014 Last Revised: 25 Jan 2019
Accepted Paper Series
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 367
37.

An Information-Theoretic Approach to Dimension Reduction of Financial Data

Number of pages: 13 Posted: 04 May 2013 Last Revised: 19 May 2016
Working Paper Series
Aberdeen Standard Investments and Aberdeen Standard Investments
Downloads 349
38.

Discriminatory Power - An Obsolete Validation Criterion?

Number of pages: 43 Posted: 25 Mar 2008 Last Revised: 25 Mar 2008
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 349
39.

Events that Shook the Market: An Insight from Nonlinear Serial Dependencies in Intraday Returns

Number of pages: 37 Posted: 07 Jul 2006
Working Paper Series
Universiti Malaya, University of Texas at Austin - Applied Research Laboratories and Monash University
Downloads 349
40.

Statactivism: Forms of Action between Disclosure and Affirmation

Bruno Isabelle, Didier Emmanuel and Vitale Tommaso (2014), "Statactivism: forms of action between disclosure and affirmation", in Partecipazione e conflitto. The Open Journal of Sociopolitical Studies, vol. 7, n. 2, pp. 198-220. DOI: 10.1285/i20356609v7i2p198. e-ISSN: 2035-6609.
Number of pages: 23 Posted: 17 Jul 2014
Accepted Paper Series
Université Lille 2, Ecole des Hautes Etudes en Sciences Sociales (EHESS) and Sciences Po
Downloads 345
41.

Using Boosting for Financial Analysis and Performance Prediction: Application To S&P 500 Companies, Latin American ADRs and Banks

Computational Economics, Vol. 36, No. 2, pp. 133-151
Number of pages: 10 Posted: 15 May 2010 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 318
42.

Return-Based and Range-Based (Co)Variance Estimation - with an Application to Foreign Exchange Markets

Number of pages: 48 Posted: 14 Jan 2002
Working Paper Series
Board of Governors of the Federal Reserve System and Bank of England - Monetary Analysis
Downloads 312
43.

Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values

International Journal of Forecasting, Forthcoming
Number of pages: 31 Posted: 30 May 2017 Last Revised: 30 Oct 2018
Accepted Paper Series
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students and Ghent University
Downloads 308
44.

No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development

Journal of Applied Econometrics, Vol. 25, No. 7, 2010.
Number of pages: 49 Posted: 03 Dec 2004 Last Revised: 24 Apr 2011
Accepted Paper Series
University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads 296
45.

Banking System Stability: A Cross-Atlantic Perspective

ECB Working Paper No. 527
Number of pages: 95 Posted: 19 Oct 2005
Working Paper Series
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 2 versions of this paper

Downloads 291
46.

Research Methods in Quantitative Finance

Number of pages: 19 Posted: 14 Jun 2016
Working Paper Series
Harvard University
Downloads 284
47.

Balance and Word-of-Mouth Communication: A Signed Digraph Analysis of Consumers' Cognitive Networks

Number of pages: 44 Posted: 27 Jan 2007
Working Paper Series
University of Toronto and Rotman School of Management, University of Toronto
Downloads 272
48.

Bank Liability Structure, Fdic Loss, and Time to Failure: A Quantile Regression Approach

Number of pages: 35 Posted: 19 Jul 2006
Working Paper Series
University of Bristol

Multiple version iconThere are 2 versions of this paper

Downloads 257
49.

Genetic Algorithms and Financial Crises in Emerging Markets

CEFI International Conference Proceedings
Number of pages: 15 Posted: 12 Apr 2005
Working Paper Series
TAC and TAC
Downloads 256
50.

Can Sentiment Analysis and Option Volume Anticipate Future Returns?

Computational Economics, 2017, DOI: 10.1007/ s10614-017-9694-4, Stevens Institute of Technology School of Business Research Paper No. 2015–59,
Number of pages: 26 Posted: 29 May 2015 Last Revised: 25 Jan 2019
Accepted Paper Series
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 252