SSRN IO: Theory eJournal

1.

Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula

Journal of Economic Behavior and Organization, Vol. 77, No. 2, 2011

Number of pages: 11 Posted: 11 Sep 2007 Last Revised: 16 Nov 2012

Accepted Paper Series

Espen Gaarder Haug and Nassim Nicholas Taleb

affiliation not provided to SSRN and NYU-Tandon School of Engineering

Downloads 55,361

2.

A Guide to Modeling Counterparty Credit Risk

GARP Risk Review, July/August 2007

Number of pages: 7 Posted: 16 Jan 2008 Last Revised: 04 Mar 2008

Accepted Paper Series

Steven H. Zhu and Michael Pykhtin

Banc of America Merrill Lynch and Board of Governors of the Federal Reserve System

Downloads 27,852

3.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001

Working Paper Series

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 16,384

4.

A Review of IPO Activity, Pricing and Allocations

Yale ICF Working Paper No. 02-01

Number of pages: 45 Posted: 09 Jan 2002

Working Paper Series

Ivo Welch and Jay R. Ritter

University of California, Los Angeles (UCLA) and University of Florida - Department of Finance, Insurance and Real Estate

There are 3 versions of this paper

Downloads 14,317

5.

Optimal Software Free Trial Strategy: The Impact of Network Externalities and Consumer Uncertainty

Number of pages: 49 Posted: 14 Sep 2007 Last Revised: 29 Jul 2012

Working Paper Series

Hsing Kenneth Cheng and Yipeng Liu

University of Florida - Warrington College of Business and University of Florida - Warrington College of Business Administration

Downloads 7,547

6.

Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves

Number of pages: 29 Posted: 29 Jan 2009 Last Revised: 22 Jun 2016

Working Paper Series

Marco Bianchetti

Intesa Sanpaolo - Financial and Market Risk Management

There are 2 versions of this paper

Downloads 7,336

7.

Anti-Competitive Effects of Common Ownership

Ross School of Business Paper No. 1235

Number of pages: 83 Posted: 22 Apr 2014 Last Revised: 02 Jul 2017

Working Paper Series

José Azar, Martin C. Schmalz and Isabel Tecu

University of Navarra, IESE Business School, University of Michigan, Stephen M. Ross School of Business and Charles River Associates (CRA)

Downloads 7,254

8.

How Businesses Fare with Daily Deals: A Multi-Site Analysis of Groupon, Livingsocial, Opentable, Travelzoo, and BuyWithMe Promotions

Number of pages: 31 Posted: 13 Jun 2011

Working Paper Series

Utpal M. Dholakia

Rice University - Jesse H. Jones Graduate School of Business

Downloads 6,423

9.

Endogenous Commitment and Nash Equilibria in Competitive Markets with Adverse Selection

Number of pages: 19 Posted: 14 Jun 2010

Working Paper Series

Kostas Koufopoulos

University of Warwick - Finance Group

Downloads 6,169

10.

Does it Pay to Be Good...And Does it Matter? A Meta-Analysis of the Relationship between Corporate Social and Financial Performance

Number of pages: 68 Posted: 21 Jun 2011

Working Paper Series

Joshua D. Margolis, Hillary Anger Elfenbein and James P. Walsh

Harvard University, Washington University in St. Louis, Olin School of Business and University of Michigan, Stephen M. Ross School of Business

Downloads 5,373

11.

Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals

Number of pages: 75 Posted: 27 Dec 2007

Working Paper Series

Harvey J. Stein

Bloomberg L.P.

Downloads 5,360

12.

The Law of Group Polarization

University of Chicago Law School, John M. Olin Law & Economics Working Paper No. 91

Number of pages: 38 Posted: 13 Dec 1999

Working Paper Series

Cass R. Sunstein

Harvard Law School

Downloads 5,112

13.

Organizational Change Models: A Comparison

Number of pages: 27 Posted: 26 Sep 2007

Working Paper Series

Hargovind Adhikari

Citibank, N.A.

Downloads 5,101

14.

Network Structure and Systemic Risk in Banking Systems

Number of pages: 41 Posted: 02 Feb 2011 Last Revised: 25 Apr 2012

Working Paper Series

Rama Cont, Amal Moussa and Edson Bastos e Santos

Imperial College London, Columbia University and Central Bank of Brazil

Downloads 4,878

15.

The Judgment of the EU General Court in Intel and the So-Called 'More Economic Approach' to Abuse of Dominance

World Competition: Law and Economics Review, Vol. 37, No. 4, 2014, pp.405-434

Number of pages: 33 Posted: 20 Sep 2014 Last Revised: 11 Oct 2015

Accepted Paper Series

Wouter P. J. Wils

King's College London

Downloads 4,382

16.

Price Theory

Journal of Economic Literature, Forthcoming

Number of pages: 80 Posted: 02 Jun 2014 Last Revised: 18 Apr 2017

Accepted Paper Series

E. Glen Weyl

Microsoft Research

Downloads 4,280

17.

Bank Failure, Mark-to-Market and the Financial Crisis

Number of pages: 47 Posted: 27 Oct 2009 Last Revised: 28 Nov 2011

Working Paper Series

Amir Amel-Zadeh and Geoff Meeks

University of Oxford - Said Business School and University of Cambridge - Judge Business School

There are 2 versions of this paper

Downloads 4,269

18.

An Economic Perspective on Transfer Pricing

Number of pages: 73 Posted: 26 Feb 2006 Last Revised: 27 May 2009

Working Paper Series

Robert F. Göx and Ulf Schiller

University of Zurich - Department of Business Administration (IBW) and University of Basel

Downloads 4,064

19.

Transfer Pricing

Number of pages: 15 Posted: 06 Jan 2013

Working Paper Series

Nicole C. Barnhouse, Alton Booth and Kevin Wester

Fayetteville State University - School of Business and Economics, Fayetteville State University - School of Business and Economics and Fayetteville State University - School of Business and Economics

Downloads 3,931

20.

Bundling

Yale ICF Working Paper Series No. 99-14

Number of pages: 40 Posted: 22 Nov 1999

Working Paper Series

Barry J. Nalebuff

Yale University - Yale School of Management

Downloads 3,906

21.

IP in a World Without Scarcity

Stanford Public Law Working Paper No. 2413974

Number of pages: 61 Posted: 25 Mar 2014 Last Revised: 20 Jun 2014

Working Paper Series

Mark A. Lemley

Stanford Law School

Downloads 3,898

22.

Financial Networks and Contagion

Number of pages: 61 Posted: 10 Dec 2012 Last Revised: 28 Jan 2014

Working Paper Series

Matthew Elliott, Benjamin Golub and Matthew O. Jackson

California Institute of Technology - Division of the Humanities and Social Sciences, Harvard University and Stanford University - Department of Economics

Downloads 3,883

23.

Networks in Finance

Wharton Financial Institutions Center Working Paper No. 08-07

Number of pages: 20 Posted: 19 Feb 2008 Last Revised: 04 Dec 2011

Working Paper Series

Franklin Allen and Ana Babus

Imperial College London and Federal Reserve Bank of Chicago

Downloads 3,845

24.

DTS (Duration Times Spread)

Journal of Portfolio Management, Winter 2007

Number of pages: 48 Posted: 14 Jan 2007

Accepted Paper Series

Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf Penninga

Lehman Brothers, New York - Fixed Income Research, Lehman Brothers, Lehman Brothers, Robeco Investment Research, Robeco Asset Management and Robeco Asset Management

Downloads 3,758

25.

Information Complements, Substitutes, and Strategic Product Design

Number of pages: 44 Posted: 11 Dec 2000 Last Revised: 01 Jan 2014

Working Paper Series

Geoffrey Parker and Marshall W. Van Alstyne

Dartmouth College and Boston University – Questrom School of Business

Downloads 3,723

26.

Oligopolio con Bene Omogeneo (Oligopoly with Homogeneous Good)

Number of pages: 21 Posted: 04 Apr 2013 Last Revised: 19 Apr 2017

Working Paper Series

Maria-Augusta Miceli

University of Rome

Downloads 3,718

27.

Value-Based Inventory Management

Value-Based Inventory Management, Journal of Economic Forecasting, 9/1, 82-90, 2008

Number of pages: 9 Posted: 07 Jan 2008 Last Revised: 03 Jan 2013

Working Paper Series

Grzegorz Michalski

Uniwersytet Ekonomiczny we Wrocławiu - Faculty of Engineering and Economics

Downloads 3,586

28.

What Makes Groupon Promotions Profitable for Businesses?

Number of pages: 36 Posted: 20 Mar 2011

Working Paper Series

Utpal M. Dholakia

Rice University - Jesse H. Jones Graduate School of Business

Downloads 3,563

29.

Introduction to Fast Fourier Transform in Finance

Cass Business School Research Paper

Number of pages: 29 Posted: 29 Jun 2004

Working Paper Series

Aleš Černý

Cass Business School, City, University of London

Downloads 3,519

30.

Deriving the Pricing Power of Product Features by Mining Consumer Reviews

Management Science, Forthcoming, NET Institute Working Paper No. 07-36

Number of pages: 36 Posted: 27 Oct 2007 Last Revised: 06 May 2011

Accepted Paper Series

Nikolay Archak, Anindya Ghose and Panagiotis G. Ipeirotis

New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University - Leonard N. Stern School of Business

Downloads 3,495

31.

Freemium: Attributes of an Emerging Business Model

Number of pages: 4 Posted: 03 Dec 2010 Last Revised: 13 Jan 2016

Working Paper Series

Nicolas Pujol

Pujol Enterprises LLC

Downloads 3,493

32.

Foreign Direct Investment

CIES Working Paper No. 19

Number of pages: 40 Posted: 03 Aug 2000

Working Paper Series

James R. Markusen

University of Colorado at Boulder - Department of Economics

Downloads 3,490

33.

The Economics of the Online Advertising Industry

Review of Network Economics, Vol. 7, No. 3, September 2008

Number of pages: 46 Posted: 25 Jan 2008 Last Revised: 19 Jun 2014

Accepted Paper Series

David S. Evans

Global Economics Group

Downloads 3,469

34.

Games on Networks

Handbook of Game Theory, Vol. 4, Peyton Young and Shmuel Zamir, eds., Elsevier Science, July 2014

Number of pages: 89 Posted: 26 Aug 2012 Last Revised: 18 Jul 2014

Accepted Paper Series

Matthew O. Jackson and Yves Zenou

Stanford University - Department of Economics and Stockholm University

There are 2 versions of this paper

Downloads 3,415

35.

Cenni di Teoria dei Giochi (Elements of Game Theory)

Number of pages: 35 Posted: 16 Apr 2013 Last Revised: 07 Apr 2017

Working Paper Series

Maria-Augusta Miceli

University of Rome

Downloads 3,226

36.

Employee Retention-Talent Management

Number of pages: 7 Posted: 30 Nov 2006

Working Paper Series

Mythri Isukapally Jr.

Alliance Business Academy

Downloads 3,182

37.

A Cognitive Approach to Fraud Detection

Journal of Forensic Accounting, Vol. VII, Issue 1, pp. 65-88, 2006, University of Alberta School of Business Research Paper No. 2013-676

Number of pages: 35 Posted: 31 Jul 2006 Last Revised: 10 Jun 2013

Accepted Paper Series

Stefano Grazioli, Paul E. Johnson and Karim Jamal

University of Virginia, University of Minnesota, Twin Cities - Carlson School of Management and University of Alberta - Department of Accounting, Operations & Information Systems

Downloads 3,160

38.

A Cross-Country Comparison of Full and Partial Venture Capital Exits

Journal of Banking and Finance, Vol. 27, No. 3, pp. 511-548, 2003

Number of pages: 47 Posted: 09 May 2001

Accepted Paper Series

Douglas J. Cumming and Jeffrey G. MacIntosh

York University - Schulich School of Business and University of Toronto - Faculty of Law

There are 2 versions of this paper

Downloads 3,005

39.

The Effect of the Relationship of Brand Trust and Brand Affect on Brand Performance: An Analysis from Brand Loyalty Perspective (A Case of Instant Coffee Product in Indonesia)

Number of pages: 15 Posted: 18 Aug 2006

Working Paper Series

Rizal Edy Halim

Universitas Indonesia, Graduate School of Management

Downloads 2,955

40.

Value at Risk (VaR) in Real Options Analysis

Number of pages: 42 Posted: 20 May 2003

Working Paper Series

Giuseppe Alesii

University of L'Aquila - Department of Information Engineering, Computer Science

Downloads 2,942

41.

The Logic of Merger and Acquisition Pricing

Number of pages: 18 Posted: 05 Oct 2007 Last Revised: 22 Sep 2009

Working Paper Series

Rainer Lenz

University of Applied Sciences, Bielefeld

Downloads 2,931

42.

The Determinants of Merger Waves

WZB - Markets and Politics Working Paper No. SP II 2006-01

Number of pages: 60 Posted: 27 Feb 2004

Working Paper Series

Klaus Peter Gugler, Dennis C. Mueller and B. Burcin Yurtoglu

Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management

There are 2 versions of this paper

Downloads 2,837

43.

Artificial Intelligence & Collusion: When Computers Inhibit Competition

Oxford Legal Studies Research Paper No. 18/2015, University of Tennessee Legal Studies Research Paper No. 267

Number of pages: 39 Posted: 09 Apr 2015 Last Revised: 21 May 2015

Working Paper Series

Ariel Ezrachi and Maurice E. Stucke

University of Oxford - Faculty of Law and University of Tennessee College of LawThe Konkurrenz Group

Downloads 2,785

44.

Arbitrage-Free Construction of the Swaption Cube

Number of pages: 13 Posted: 22 Jan 2009

Working Paper Series

Simon Johnson and Bereshad Nonas

Commerzbank Corporates & Markets and Commerzbank Corporates & Markets

Downloads 2,771

45.

The Longer Tail: The Changing Shape of Amazon’s Sales Distribution Curve

Number of pages: 13 Posted: 22 Sep 2010 Last Revised: 19 Jun 2014

Working Paper Series

Erik Brynjolfsson, Yu Jeffrey Hu and Michael D. Smith

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Georgia Institute of Technology - Scheller College of Business and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management

Downloads 2,740

46.

Mobile Payments Go Viral: M-PESA in Kenya

Capco Institute’s Journal of Financial Transformation, No. 32, p. 169, August 2011, YES AFRICA CAN: SUCCESS STORIES FROM A DYNAMIC CONTINENT, P. Chuhan-Pole and M. Angwafo, eds., World Bank, August 2011,

Number of pages: 15 Posted: 21 Apr 2010 Last Revised: 20 Sep 2011

Accepted Paper Series

Ignacio Mas and Daniel Radcliffe

Tufts University and Bill and Melinda Gates Foundation

Downloads 2,733

47.

Competing Against Bundles

Yale School of Management Working Paper No. ES-02

Number of pages: 18 Posted: 20 Nov 2000

Working Paper Series

Barry J. Nalebuff

Yale University - Yale School of Management

Downloads 2,731

48.

Discriminazione di Prezzo in Monopolio e Bundling (Monopolistic Price Discrimination and Bundling)

Number of pages: 35 Posted: 02 Apr 2013 Last Revised: 10 Apr 2016

Working Paper Series

Maria-Augusta Miceli

University of Rome

Downloads 2,730

49.

Fake It Till You Make It: Reputation, Competition, and Yelp Review Fraud

Harvard Business School NOM Unit Working Paper No. 14-006

Number of pages: 35 Posted: 13 Jul 2013 Last Revised: 05 May 2015

Working Paper Series

Michael Luca and Georgios Zervas

Harvard Business School - Negotiations, Organizations & Markets Unit and Questrom School of Business, Boston University

Downloads 2,649

50.

Second Life and Other Virtual Worlds: A Roadmap for Research

28th International Conference on Information Systems (ICIS), 2007

Number of pages: 6 Posted: 15 Oct 2007 Last Revised: 03 Aug 2014

Accepted Paper Series

Brian Mennecke, Edward M. Roche, David A. Bray, Benn Konsynski, John Lester, Michael Rowe and Anthony M. Townsend

Iowa State University, Columbia University, Harvard University, Emory University - Goizueta Business School, ReactionGrid, Inc., IBM Corporation and Iowa State University - College of Business

Downloads 2,636

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