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SSRN eLibrary Search Results
JEL Code: C55
14,493 Total downloads
Scalable Price TargetingJean-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
High-Frequency Price Discovery of GoldJoerg Picard Grand Valley State University Date Posted: June 21, 2017 Working Paper Series 58 downloads
Quantitative Text Analysis of Policy Uncertainty: FDI and Trade of Ukrainian Manufacturing FirmsOleksandr 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
Instrumented Principal Component AnalysisBryan 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
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
Characterization of the Community Structure in a Large-Scale Production Network in JapanAbhijit 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
Extracting Latent States from High Frequency Option PricesDiego 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
Industry Interdependency Dynamics in a Network ContextSFB 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
A Structural Topic Model of the Features and the Cultural Origins of the Baconian ProgramCESifo 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
A Note on Risk-Sharing Mechanisms for the Colombian Health Insurance SystemDocumento 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
Risk Adjustment Revisited Using Machine Learning TechniquesDocumento 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
Machine-Learning Models for Predicting Drug Approvals and Clinical-Phase TransitionsAndrew 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
Short-Term Forecasting of GDP via Evolutionary Algorithms Using Survey-Based ExpectationsOscar 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
Let the Data Do the Talking: Empirical Modelling of Survey-Based Expectations by Means of Genetic ProgrammingResearch 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
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model ApproachBank 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
Industry Interdependency Dynamics in a Network ContextSFB 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
Estimation of Graphical Models with Shape RestrictionUSC-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
Forecasting Stock Returns with Large Dimensional Factor ModelsAlessandro 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
Case-Based Reasoning as a Prediction Strategy for Hybrid Recommender SystemsSecond 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
Sentiment Spillover Effects for US and European CompaniesFrancesco Audrino and Anastasija Tetereva University of St. Gallen and University of St. Gallen Date Posted: April 24, 2017 Working Paper Series 50 downloads
Constrained Principal Components Estimation of Large Approximate Factor ModelsUNSW 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
Health Privacy and ConfidentialityHealth 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
ICT Adoption by Micro and Small Scale Enterprises in Nigeria: A Case Study of the Federal Capital Territory, AbujaHannatu 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
Populism and Extremism: The Immediate Political Challenges to EuropeanismShaen Corbet and Charles James Larkin Dublin City University Business School and Trinity College Dublin Date Posted: April 08, 2017 Working Paper Series 48 downloads
A Structural Topic Model of the Features and the Cultural Origins of the Baconian ProgramPeter 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
Entrepreneurship Dynamics in Australia: Lessons from Micro-DataSasan 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
International Accounting Databases on WRDS: Comparative AnalysisRui Dai Wharton Research Data Services - University of Pennsylvania Date Posted: March 23, 2017 Working Paper Series 34 downloads
Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor ModelsMatteo 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
Does Spatial Dispersal Continue Post-Financial Crisis? Analysis of Global Air Transport Network 2011-2015Collin 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
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
Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression ApproachYoshimasa Uematsu and Shinya Tanaka affiliation not provided to SSRN and Otaru University of Commerce Date Posted: March 07, 2017 Working Paper Series 10 downloads
A Gravity-Based Revealed Comparative Advantage EstimatorUNSW 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
Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous DataChicago 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
The Australian Macro Database: An Online Resource for Macroeconomic Research in AustraliaCAMA 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
Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical StudyDavid 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
Quantifying the Link between Art and Property Prices in Urban NeighbourhoodsR. 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
Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian ApproachColumbia 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
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
The Deterrence Effect of Real-World Operational Tax AuditsUniversity 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
Estimating Suicide Occurrence Statistics Using Google TrendsEPJ 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
The Information Quality Framework for Evaluating Data Science ProgramsShirley Coleman and Ron S. Kenett Newcastle University (UK) and KPA Ltd. Date Posted: February 06, 2017 Working Paper Series 25 downloads
Unconventional Monetary Policy and the Anchoring of Inflation ExpectationsECB 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
The Action Principle in Market MechanicsTexas 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
Combination Forecasting of Energy Demand in the UKMarco 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
The Cost of Climate Change in 19th Century EuropeRobert L. Mayo George Mason University Date Posted: January 24, 2017 Working Paper Series 2 downloads
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
Quantifying the Distribution of Editorial Power and Manuscript Decision Bias at the Mega-Journal PLOS ONEAlexander Michael Petersen University of California Merced, Ernest and Julio Gallo Management Program Date Posted: January 19, 2017 Working Paper Series 37 downloads
A Unified Framework for Dimension Reduction in ForecastingFEDS 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
Predicting Bond Betas Using Macro-Finance VariablesNektarios 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 |
