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SSRN eLibrary Search Results
JEL Code: C55
14,493 Total downloads
Showing Papers 1 - 50 of 159
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Incl. Electronic Paper Scalable Price Targeting
Jean-Pierre Dubé and Sanjog Misra
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: June 26, 2017
Last Revised: June 27, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper High-Frequency Price Discovery of Gold
Joerg Picard
Grand Valley State University
Date Posted: June 21, 2017
Working Paper Series
58 downloads

Incl. Electronic Paper Quantitative Text Analysis of Policy Uncertainty: FDI and Trade of Ukrainian Manufacturing Firms
Oleksandr Shepotylo and Jan Stuckatz
University of Bradford - School of Management and London School of Economics & Political Science (LSE)
Date Posted: June 10, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Instrumented Principal Component Analysis
Bryan T. Kelly, Seth Pruitt and Yinan Su
University of Chicago - Booth School of Business, Arizona State University (ASU) - Finance Department and University of Chicago, Booth School of Business, Students
Date Posted: June 09, 2017
Last Revised: June 11, 2017
Working Paper Series
167 downloads

Incl. Electronic Paper Which Matters: Demand of Bond or Supply of Bond?
Wenzhi Wang
Boston College, Department of Finance
Date Posted: June 05, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Characterization of the Community Structure in a Large-Scale Production Network in Japan
Abhijit Chakraborty, Hazem Krichene, Hiroyasu Inoue and Yoshi Fujiwara
University of Hyogo - Graduate School of Simulation Studies, University of Hyogo - Graduate School of Simulation Studies, University of Hyogo - Graduate School of Simulation Studies and University of Hyogo - Graduate School of Simulation Studies
Date Posted: June 02, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Extracting Latent States from High Frequency Option Prices
Diego Amaya, Jean-François Bégin and Geneviève Gauthier
Wilfrid Laurier University, Simon Fraser University and HEC Montreal - Department of Decision Sciences
Date Posted: May 30, 2017
Working Paper Series
62 downloads

Incl. Electronic Paper Industry Interdependency Dynamics in a Network Context
SFB 649 Discussion Paper 2017-012
Ya Qian, Wolfgang K. Härdle and Cathy Yi-Hsuan Chen
Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin
Date Posted: May 29, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper A Structural Topic Model of the Features and the Cultural Origins of the Baconian Program
CESifo Working Paper Series No. 6443
Peter Grajzl and Peter Murrell
Washington and Lee University - Department of Economics and University of Maryland - Department of Economics
Date Posted: May 29, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper A Note on Risk-Sharing Mechanisms for the Colombian Health Insurance System
Documento CEDE No. 2017-30
Alvaro Riascos and Sergio A. Camelo
Universidad de los Andes, Colombia - Department of Economics and Stanford University - Institute for Computational and Mathematical Engineering
Date Posted: May 26, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Risk Adjustment Revisited Using Machine Learning Techniques
Documento CEDE No. 2017-27
Alvaro Riascos, Mauricio Romero and Natalia Serna
Universidad de los Andes, Colombia - Department of Economics, University of California - San Diego and Quantil | Matemáticas Aplicadas
Date Posted: May 26, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Machine-Learning Models for Predicting Drug Approvals and Clinical-Phase Transitions
Andrew W. Lo, Kien Wei Siah and Chi Heem Wong
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Date Posted: May 25, 2017
Working Paper Series
143 downloads

Incl. Electronic Paper Short-Term Forecasting of GDP via Evolutionary Algorithms Using Survey-Based Expectations
Oscar Claveria, Enric Monte and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Date Posted: May 25, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Let the Data Do the Talking: Empirical Modelling of Survey-Based Expectations by Means of Genetic Programming
Research Institute of Applied Economics Working Paper No. 2017/11, Regional Quantitative Analysis Research Group Working Paper No. 2017/06
Oscar Claveria, Enric Monte and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Date Posted: May 25, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach
Bank of Korea WP 2017-14
Hyeongwoo Kim and Kyunghwan Ko
Auburn University and Economic Research Team, Jeju Branch, The Bank ok Korea
Date Posted: May 04, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Industry Interdependency Dynamics in a Network Context
SFB 649 Discussion Paper 2017-010
Ya Qian, Wolfgang K. Härdle and Cathy Yi-Hsuan Chen
Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin
Date Posted: May 02, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Estimation of Graphical Models with Shape Restriction
USC-INET Research Paper No. 17-15
Khai Xiang Chiong and Hyungsik Roger Moon
USC Dornsife Institute for New Economic Thinking and University of Southern California - Department of Economics
Date Posted: April 27, 2017
Last Revised: May 23, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Forecasting Stock Returns with Large Dimensional Factor Models
Alessandro Giovannelli, Daniele Massacci and Stefano Soccorsi
University of Rome, Tor Vergata, Bank of England and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: April 26, 2017
Working Paper Series
162 downloads

Incl. Electronic Paper Case-Based Reasoning as a Prediction Strategy for Hybrid Recommender Systems
Second International Atlantic Web Intelligence Conference, AWIC 2004, Cancun, Mexico, May 16-19, 2004
Mark van Setten, Mettina Veenstra, Betsy van Dijk and Anton Nijholt
Telematica Instituut, Saxion University of Applied Sciences, Human Media Interaction (HMI) and Human Media Interaction (HMI)
Date Posted: April 24, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Sentiment Spillover Effects for US and European Companies
Francesco Audrino and Anastasija Tetereva
University of St. Gallen and University of St. Gallen
Date Posted: April 24, 2017
Working Paper Series
50 downloads

Incl. Electronic Paper Constrained Principal Components Estimation of Large Approximate Factor Models
UNSW Business School Research Paper No. 2017-12
Rachida Ouysse
University of New South Wales (UNSW)
Date Posted: April 22, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Health Privacy and Confidentiality
Health Privacy and Confidentiality, Chapter 23, in Tensions and Traumas in Health Law, I Freckelton and & K Petersen (Eds) (2017) Sydney: Federation Press, Forthcoming
Danuta Mendelson and Gabrielle Wolf
Deakin University, Geelong, Australia - Deakin Law School and Swinburne Law School
Date Posted: April 14, 2017
Accepted Paper Series
42 downloads

Incl. Electronic Paper ICT Adoption by Micro and Small Scale Enterprises in Nigeria: A Case Study of the Federal Capital Territory, Abuja
Hannatu Hassan and Adeyemi Adefioye Ogundipe
Covenant University and Covenant University
Date Posted: April 13, 2017
Last Revised: May 01, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Populism and Extremism: The Immediate Political Challenges to Europeanism
Shaen Corbet and Charles James Larkin
Dublin City University Business School and Trinity College Dublin
Date Posted: April 08, 2017
Working Paper Series
48 downloads

Incl. Electronic Paper A Structural Topic Model of the Features and the Cultural Origins of the Baconian Program
Peter Grajzl and Peter Murrell
Washington and Lee University - Department of Economics and University of Maryland - Department of Economics
Date Posted: April 03, 2017
Last Revised: May 15, 2017
Working Paper Series
81 downloads

Incl. Electronic Paper Entrepreneurship Dynamics in Australia: Lessons from Micro-Data
Sasan Bakhtiari
Australian Department of Industry
Date Posted: March 24, 2017
Working Paper Series
9 downloads

Institutional Transformation and the Origins of World Income Distribution
Journal of Comparative Economics, Vol. 44, No. 4, 2016
Rok Spruk
University of Ljubljana - Faculty of Economics
Date Posted: March 24, 2017
Accepted Paper Series

Incl. Electronic Paper International Accounting Databases on WRDS: Comparative Analysis
Rui Dai
Wharton Research Data Services - University of Pennsylvania
Date Posted: March 23, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models
Matteo Barigozzi, Marc Hallin and Stefano Soccorsi
London School of Economics and Political Science, ECARES, Universite Libre de Bruxelles and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: March 20, 2017
Working Paper Series
48 downloads

Incl. Electronic Paper Does Spatial Dispersal Continue Post-Financial Crisis? Analysis of Global Air Transport Network 2011-2015
Collin WH Wong, Tommy Cheung, Anming Zhang and Yue Wang
Hang Seng Management College, Hang Seng Management College - Department of Supply Chain and Information Management, University of British Columbia (UBC) - Sauder School of Business and Hang Seng Management College - Department of Supply Chain and Information Management
Date Posted: March 17, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Do Central Banks Respond Timely to Developments in the Global Economy?
CAMA Working Paper No. 20/2017
Hilde C. Bjørnland, Leif Anders Thorsrud and Sepideh Khayati Zahiri
Norwegian School of Management (BI), BI Norwegian Business School and BI Norwegian Business School
Date Posted: March 16, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach
Yoshimasa Uematsu and Shinya Tanaka
affiliation not provided to SSRN and Otaru University of Commerce
Date Posted: March 07, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper A Gravity-Based Revealed Comparative Advantage Estimator
UNSW Business School Research Paper No. 2017-05
Scott French
UNSW Australia Business School, School of Economics
Date Posted: March 01, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
Chicago Booth Research Paper No. 17-02
Chaoxing Dai, Kun Lu and Dacheng Xiu
University of Chicago - Booth School of Business, Princeton University and University of Chicago - Booth School of Business
Date Posted: February 23, 2017
Working Paper Series
100 downloads

Incl. Electronic Paper The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia
CAMA Working Paper No. 15/2017
Timur Behlul, Anastasios Panagiotelis, George Athanasopoulos, Rob J. Hyndman and Farshid Vahid
AlphaBeta Advisors, Monash University, Monash University - Department of Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Date Posted: February 21, 2017
Working Paper Series
49 downloads

Incl. Electronic Paper Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study
David Ardia, Keven Bluteau, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students, Vrije Universiteit Brussel (VUB) and University of Rome, Tor Vergata - Department of Economics and Finance
Date Posted: February 16, 2017
Working Paper Series
225 downloads

Incl. Electronic Paper Quantifying the Link between Art and Property Prices in Urban Neighbourhoods
R. Soc. open sci. 3: 160146. (2016) DOI/10.1098/rsos.160146
Chanuki Seresinhe, Tobias Preis and Helen Susannah Moat
University of Warwick - Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: February 16, 2017
Accepted Paper Series
11 downloads

Incl. Electronic Paper Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach
Columbia Business School Research Paper No. 17-24
Asim Ansari, Yang Li and Jonathan Z. Zhang
Columbia Business School - Marketing, Cheung Kong Graduate School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: February 15, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper Legal Protections for Personal Health Information in the Age of Big Data – A Proposal for Regulatory Framework
(2017) Ethics, Public Health and Medicine/Éthique, Médecine et Politiques Publiques vol 4,
Danuta Mendelson and David Mendelson
Deakin University, Geelong, Australia - Deakin Law School and SYPAQ Systems Pty Ltd
Date Posted: February 13, 2017
Accepted Paper Series
63 downloads

Incl. Electronic Paper The Deterrence Effect of Real-World Operational Tax Audits
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 359
Gabriele Mazzolini, Laura Pagani and Alessandro Santoro
Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS), University of Milan, Bicocca - Faculty of Economics and Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: February 09, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper Estimating Suicide Occurrence Statistics Using Google Trends
EPJ Data Science, Vol. 5(32), DOI 10.1140/epjds/s13688-016-0094-0, 2016
Ladislav Kristoufek, Helen Susannah Moat and Tobias Preis
Charles University, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: February 09, 2017
Accepted Paper Series
17 downloads

Incl. Electronic Paper The Information Quality Framework for Evaluating Data Science Programs
Shirley Coleman and Ron S. Kenett
Newcastle University (UK) and KPA Ltd.
Date Posted: February 06, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Unconventional Monetary Policy and the Anchoring of Inflation Expectations
ECB Working Paper No. 1995
Matteo Ciccarelli, Juan A. Garcia and Carlos Montes-Galdon
European Central Bank (ECB), European Central Bank (ECB) and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Date Posted: February 03, 2017
Working Paper Series
67 downloads

Incl. Electronic Paper The Action Principle in Market Mechanics
Texas A&M University School of Law Legal Studies Research Paper No. 17-13
Jack Manhire
Texas A&M University School of Law
Date Posted: January 30, 2017
Last Revised: June 15, 2017
Working Paper Series
463 downloads

Incl. Electronic Paper Combination Forecasting of Energy Demand in the UK
Marco R. Barassi and Yuqian Zhao
University of Birmingham and University of Birmingham - Department of Economics
Date Posted: January 30, 2017
Working Paper Series
36 downloads

Incl. Electronic Paper The Cost of Climate Change in 19th Century Europe
Robert L. Mayo
George Mason University
Date Posted: January 24, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Do Central Banks Respond Timely to Developments in the Global Economy?
Norges Bank Working Paper 19/2016
Hilde C. Bjørnland, Leif Anders Thorsrud and Sepideh Khayati Zahiri
Norwegian School of Management (BI), BI Norwegian Business School and BI Norwegian Business School
Date Posted: January 19, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Quantifying the Distribution of Editorial Power and Manuscript Decision Bias at the Mega-Journal PLOS ONE
Alexander Michael Petersen
University of California Merced, Ernest and Julio Gallo Management Program
Date Posted: January 19, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper A Unified Framework for Dimension Reduction in Forecasting
FEDS Working Paper No. 2017-004
Alessandro Barbarino and Efstathia Bura
Board of Governors of the Federal Reserve System - Division of Research and Statistics and Vienna University of Technology - Institute for Mathematical Methods in Economics
Date Posted: January 19, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Predicting Bond Betas Using Macro-Finance Variables
Nektarios Aslanidis, Charlotte Christiansen and Andrea Cipollini
Universitat Rovira Virgili, Aarhus University - CREATES and University of Palermo - Economics, Business and Finance
Date Posted: January 11, 2017
Last Revised: May 10, 2017
Working Paper Series
52 downloads


 

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