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Stevens Institute of Technology - School of Business

Stevens Institute of Technology School of Business

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Viewing: 1 - 37 of 37 papers

1.

Stock Market Liquidity and Firm Dividend Policy

EFMA 2003 Helsinki Meetings
Number of pages: 47 Posted: 18 Apr 2003 Last Revised: 09 Jan 2018
Working Paper Series
Stevens Institute of Technology, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,170
2.

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 and University of California, San Diego
Downloads 4,029
3.

Exotics and Electrons: Electric Power Crises and Financial Risk Management

Journal of Business, Forthcoming
Number of pages: 56 Posted: 15 Jan 2002 Last Revised: 26 Mar 2018
Accepted Paper Series
Stevens Institute of Technology and University of Oxford - Said Business School
Downloads 3,103
4.

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 and University of California, San Diego
Downloads 2,829
5.

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 and University of California, San Diego
Downloads 917
6.

Model Calibration and Automated Trading Agent for Euro Futures

Quantitative Finance, Vol. 12, No. 4, pp. 531-545, 2012
Number of pages: 27 Posted: 26 Mar 2012 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology
Downloads 781
7.

Doom or Gloom? CEO Stock Options after Enron

AFA 2006 Boston Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 07 Dec 2004 Last Revised: 26 Mar 2018
Working Paper Series
Stevens Institute of Technology, University of Central Florida - Department of Finance and University of Oxford - Said Business School
Downloads 778
8.

Ownership, Investment and Governance: The Costs and Benefits of Dual Class Shares

ECGI - Finance Working Paper No. 352/2013, FIRN Research Paper, Stevens Institute of Technology School of Business Research Paper
Number of pages: 65 Posted: 30 Nov 2012 Last Revised: 18 Jan 2018
Working Paper Series
Stevens Institute of Technology and University of New South Wales - Australian School of Business
Downloads 733
9.

Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act

Review of Financial Studies, 2015, vol. 28, no. 10, pp. 2812-2858, UNSW Australian School of Business Research Paper No. 2013 BFIN 05, Stevens Institute of Technology School of Business Research Paper
Number of pages: 65 Posted: 01 Apr 2013 Last Revised: 18 Jan 2018
Accepted Paper Series
Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 674
10.

Does CEO Bias Escalate Repurchase Activity?

Journal of Banking and Finance, Forthcoming, 26th Australasian Finance and Banking Conference 2013, UNSW Australian School of Business Research Paper No. 2013 BFIN 04, Stevens Institute of Technology School of Business Research Paper
Number of pages: 62 Posted: 20 May 2013 Last Revised: 14 Feb 2018
Accepted Paper Series
Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 516
11.

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 and Columbia University - Computer Science Department
Downloads 499
12.

Executive Overconfidence and Securities Class Actions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper, UNSW Business School Research Paper No. 2015 BFIN 01, Stevens Institute of Technology School of Business Research Paper
Number of pages: 57 Posted: 13 May 2014 Last Revised: 23 Mar 2018
Accepted Paper Series
Stevens Institute of Technology, UNSW Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and affiliation not provided to SSRN
Downloads 482
13.

Using Link Mining for Investment Decisions: Extending the Black Litterman Model

Howe School Research Paper No. 2015-50
Number of pages: 17 Posted: 19 Jun 2013 Last Revised: 04 Apr 2015
Working Paper Series
Stevens Institute of Technology
Downloads 472
14.

Cross-Country IPOs: What Explains Differences in Underpricing?

Journal of Corporate Finance, Vol. 17, No. 5, 2011
Number of pages: 44 Posted: 24 May 2008 Last Revised: 08 Jan 2018
Accepted Paper Series
Stevens Institute of Technology, University of New South Wales (UNSW) - School of Accounting and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 379
15.

Governance, Board Inattention, and the Appointment of Overconfident CEOs

Asian Finance Association (AsianFA) 2017 Conference, 30th Australasian Finance and Banking Conference 2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 47 Posted: 25 Dec 2013 Last Revised: 14 Feb 2018
Working Paper Series
Stevens Institute of Technology, University of New South Wales (UNSW) - School of Accounting, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 350
16.

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 and University of California, San Diego
Downloads 304
17.

Open Regionalism in the Andean Community: Trade Creation and Social Access

Number of pages: 40 Posted: 20 Apr 2000
Working Paper Series
Stevens Institute of Technology
Downloads 303
18.

Predicting Performance and Quantifying Corporate Governance Risk for Latin American Adrs and Banks

FINANCIAL ENGINEERING AND APPLICATIONS, MIT, Cambridge, 2004
Number of pages: 11 Posted: 20 Jun 2005 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology and University of California, San Diego
Downloads 273
19.

Using Random Forests and Logistic Regression for Performance Prediction of Latin American ADRS and Banks

Journal of CENTRUM Cathedra, Vol. 2, Issue 1, pp. 24-36, 2009
Number of pages: 13 Posted: 13 Aug 2009 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology
Downloads 220
20.

Impact of Dynamic Corporate News Networks on Assets Return and Volatility

Social Computing (SocialCom), 2013 ASE/IEEE International Conference on , pp.809, Howe School Research Paper No. 2013-4
Number of pages: 6 Posted: 05 Jan 2013 Last Revised: 19 Jul 2017
Accepted Paper Series
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 168
21.

Exotics and Electrons: Electric Power Crises and Financial Risk Management

Journal of Business, Vol. 79, No. 5, September 2006
Number of pages: 50 Posted: 19 Jan 2006 Last Revised: 09 Jan 2018
Accepted Paper Series
Stevens Institute of Technology and University of Oxford - Said Business School
Downloads 140
22.

Entrenchment and Investment

Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 08 Jan 2018
Working Paper Series
Stevens Institute of Technology and University of New South Wales - Australian School of Business
Downloads 135
23.

Legal-System Arbitrage and Parent-Subsidiary Capital Structures

Forthcoming, Management Science
Number of pages: 33 Posted: 17 Mar 2012 Last Revised: 08 Jan 2018
Accepted Paper Series
Stevens Institute of Technology and University of Oxford - Said Business School
Downloads 110
24.

News, Corporate Network and Price Discovery

Workshop on Information in Networks (WIN), September 2011
Number of pages: 5 Posted: 28 Mar 2012
Accepted Paper Series
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 87
25.

Segmentation and Automated Social Hierarchy Detection Through Email Network Analysis

ADVANCES IN WEB MINING AND WEB USAGE ANALYSIS - 9th WEBKDD and 1st SNA-KDD WORKSHOP at KDD 2007, Zhang et al. eds., Lecture Notes in Computer Science, Springer-Verlag, 2009
Number of pages: 19 Posted: 27 Mar 2012
Accepted Paper Series
Stevens Institute of Technology, Independent, Columbia University - Department of Computer Science and Columbia University - Computer Science Department
Downloads 70
26.

The Option Value of Mortgage Interest Tax Deductibility

Stevens Institute of Technology School of Business Research Paper
Number of pages: 43 Posted: 03 Apr 2017
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 65
27.

Uniqueness of Equilibrium in the Financial System under Partial Multilateral Netting

Stevens Institute of Technology School of Business Research Paper
Number of pages: 8 Posted: 02 May 2017 Last Revised: 26 Dec 2017
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and Stevens Institute of Technology - School of Business
Downloads 54
28.

Mitigating Effects of Gender Diverse Board in Companies with Aggressive Management

Stevens Institute of Technology School of Business Research Paper
Number of pages: 55 Posted: 21 Jun 2017 Last Revised: 21 Feb 2018
Working Paper Series
Stevens Institute of Technology, University of New South Wales - Australian School of Business and Florida International University
Downloads 50
29.

A Temporal Based Forensic Analysis of Electronic Communication

Digital Government Proceedings, San Diego, CA
Number of pages: 2 Posted: 26 Mar 2012
Working Paper Series
Stevens Institute of Technology, Columbia University - Computer Science Department and Columbia University - Department of Computer Science
Downloads 49
30.

Interbank Market Formation through Reinforcement Learning and Risk Aversion

Stevens Institute of Technology School of Business Research Paper
Number of pages: 30 Posted: 29 Jun 2017 Last Revised: 26 Jul 2017
Working Paper Series
Cardiff University - School of Mathematics, Stevens Institute of Technology - School of Business, Government of the United States of America - Office of Financial Research and Stevens Institute of Technology
Downloads 39
31.

Epistemology Diagrams: Geometric Representation of Knowledge Management of Financial Engineering

Stevens Institute of Technology School of Business Research Paper
Number of pages: 16 Posted: 08 Mar 2018
Working Paper Series
Stevens Institute of Technology
Downloads 24
32.

Efficiency of Hospital Cholera Treatment in Ecuador

Pan American Journal of Public Health Vol. 5, No. 2, pp. 77-87, 1999
Number of pages: 11 Posted: 26 Mar 2012
Accepted Paper Series
Stevens Institute of Technology, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 20
33.

Option to Abandon and Investment Return

Stevens Institute of Technology School of Business Research Paper
Number of pages: 21 Posted: 24 Oct 2017 Last Revised: 18 Jan 2018
Working Paper Series
Stevens Institute of Technology and University of Wyoming
Downloads 19
34.

Crushed by a Rational Stampede: Strategic Share Dumping and Shareholder Insurrections

Journal of Financial Economics, Vol. 79, No. 1, January 2006, Stevens Institute of Technology School of Business Research Paper
Posted: 19 Jan 2006 Last Revised: 18 Jan 2018
Accepted Paper Series
CRA International, Incorporated, University of Oxford - Said Business School and Stevens Institute of Technology

Multiple version iconThere are 2 versions of this paper

35.

Open Regionalism in the Andean Community: a Trade Flow Analysis

World Trade Review, Vol. 2, No. 1, pp. 101-118
Posted: 03 Aug 2010 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology
36.

Open Regionalism in the Andean Community: Creation or Deviation of Commerce?

El Trimestre Economico, Vol. 71, No. 1, pp. 45-71, January-March 2004
Posted: 18 Oct 2006
Accepted Paper Series
Stevens Institute of Technology
37.

Stock Market Liquidity and Firm Dividend Policy

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 10 Jan 2006 Last Revised: 08 Jan 2018
Accepted Paper Series
Stevens Institute of Technology, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper