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Baruch College Zicklin School of Business

Baruch College Zicklin School of Business

2,816 Total downloads

Viewing: 1 - 30 of 30 papers

1.

Shorting Leveraged ETF Pairs

Journal of Trading, Spring 2018, Baruch College Zicklin School of Business Research Paper No. 2018-02-05
Number of pages: 24 Posted: 15 Feb 2018 Last Revised: 27 Feb 2018
Accepted Paper Series
City University of New York, Pace University - Lubin School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Southwestern University of Finance and Economics (SWUFE) and William Paterson University - Cotsakos College of Business
Downloads 471
2.

Behavioral Heterogeneity in Stock Prices

Journal of Economic Dynamics and Control, Vol. 31, 2007
Number of pages: 40 Posted: 04 Feb 2009
Accepted Paper Series
Amsterdam School of Economics, University of Amsterdam - Amsterdam School of Economics (ASE) and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 282
3.

A Simple Test of Abortion and Crime

Review of Economics and Statistics, Forthcoming
Number of pages: 40 Posted: 17 Feb 2008
Accepted Paper Series
CUNY Baruch College - Zicklin School of Business
Downloads 218
4.

An Experimental Test of the Lucas Asset Pricing Model

Number of pages: 81 Posted: 06 May 2010 Last Revised: 10 May 2018
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of California, Irvine and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 194
5.

A Simple Decentralized Institution for Learning Competitive Equilibrium

Yale ICF Working Paper No. 02-43
Number of pages: 26 Posted: 02 Dec 2002
Working Paper Series
Yale University - School of Management, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Carnegie Mellon University - Financial Economics
Downloads 182
6.

Exchange and Specialization as a Discovery Process

Number of pages: 34 Posted: 14 Sep 2006
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Chapman University - Economic Science Institute and Chapman University - Smith Institute for Political Economy and Philosophy
Downloads 154
7.

The Middle Class, the Rich and the Poor: Who Gets What?

Number of pages: 4 Posted: 28 Mar 2007
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 145
8.

A Bootstrap-Based Nonparametric Forecast Density

International Journal of Forecasting, Vol. 24, 2008
Number of pages: 25 Posted: 04 Feb 2009
Accepted Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and California State University, Fullerton
Downloads 113
9.

Forecasting the Return Distribution Using High-Frequency Volatility Measures

Journal of Banking and Finance, Vol. 37, No. 11, 2013
Number of pages: 41 Posted: 27 Oct 2011 Last Revised: 22 Sep 2013
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 104
10.

The Doubly Rare Recession of 2007: Consumer Debt Limit Recession; Balance Sheet Recession

Number of pages: 2 Posted: 04 Jul 2009 Last Revised: 08 Jul 2009
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 90
11.

Resiliency and Stock Returns

Baruch College Zicklin School of Business Research Paper No. 2018-08-02
Number of pages: 60 Posted: 18 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Baruch College/CUNY - Zicklin School of Business, Baruch College - CUNY and Fairfield University
Downloads 88
12.

A Variance Decomposition and Assessment of the Effect of Educational Innovations in Introductory Economics Courses

Number of pages: 20 Posted: 20 Jan 2005
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 80
13.

A Semiparametric Analysis of Gasoline Demand in the US: Re-Examining the Impact of Price

Number of pages: 35 Posted: 04 Feb 2009
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and California State University, Fullerton
Downloads 74
14.

Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?

Number of pages: 33 Posted: 07 Feb 2009
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and California State University, Fullerton
Downloads 71
15.

Methodological Issues in the Evaluation of Parental Involvement Laws: Evidence from Texas

Number of pages: 33 Posted: 11 Sep 2006
Working Paper Series
CUNY Baruch College - Zicklin School of Business, CUNY Graduate Center - Department of Economics and University of Illinois at Chicago - Institute of Government and Public Affairs

Multiple version iconThere are 2 versions of this paper

Downloads 67
16.

Heterogeneous Expectations, Exchange Rate Dynamics and Predictability

Journal of Economic Behavior and Organization, Vol. 64, 2007
Number of pages: 27 Posted: 04 Feb 2009
Accepted Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and affiliation not provided to SSRN
Downloads 63
17.

Momentum Trading Through Reference Dependent Preferences

Number of pages: 34 Posted: 14 Sep 2006 Last Revised: 04 May 2010
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 47
18.

Forecasting the Distribution of Economic Variables in a Data-Rich Environment

Number of pages: 51 Posted: 13 Aug 2012 Last Revised: 22 Apr 2013
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 43
19.

Asymmetric Quantile Persistence and Predictability: The Case of U.S. Inflation

Number of pages: 27 Posted: 12 Oct 2012 Last Revised: 13 Jul 2013
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and California State University, Fullerton
Downloads 42
20.

Extreme Walrasian Dynamics: The Gale Example in the Lab

Number of pages: 44 Posted: 05 May 2010
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of California, Santa Cruz and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 39
21.

Tests for Serial Independence and Linearity Based on Correlation Integrals

Studies in Nonlinear Dynamics and Econometrics, Vol. 6, No. 2, 2002
Number of pages: 32 Posted: 04 Feb 2009
Accepted Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB) and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 39
22.

Experiments on Compound Risk in Relation to Simple Risk and Ambiguity: Web Appendix

Number of pages: 13 Posted: 02 Jan 2015
Working Paper Series
HEC Paris - Economics & Decision Sciences, Northwestern University - Kellogg School of Management and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 37
23.

Differential Interpretation in the Survey of Professional Forecasters

Number of pages: 28 Posted: 02 Dec 2009 Last Revised: 30 Apr 2010
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 35
24.

Regulating Abortion: Impact on Patients and Providers in Texas

Number of pages: 33 Posted: 25 Sep 2010
Working Paper Series
CUNY Graduate Center - Department of Economics and CUNY Baruch College - Zicklin School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 35
25.

Are Professional Forecasters Bayesian?

Number of pages: 53 Posted: 22 May 2014 Last Revised: 26 May 2016
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 31
26.

Ambiguity and Beliefs in the Principal-Agent Model

Baruch College Zicklin School of Business Research Paper No. 2018-09-02
Number of pages: 43 Posted: 31 Aug 2018 Last Revised: 28 Sep 2018
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Colorado at Boulder - Department of Finance
Downloads 30
27.

Learning Competitive Equilibrium in Laboratory Exchange Economies

Economic Theory, Forthcoming
Number of pages: 23 Posted: 11 Sep 2006
Accepted Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 24
28.

On Membership and Marginal Values

Number of pages: 17 Posted: 27 Feb 2011
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 14
29.

The Association between Prenatal Care and Birth Weight among Women Exposed to Cocaine in New York City

JAMA, 1993, Vol. 270, No. 13, 1581-1586
Number of pages: 6 Posted: 12 Mar 2013
Accepted Paper Series
Stevens Institute of Technology, Wesley J. Howe School of Technology Management, National Bureau of Economic Research (NBER) - NY Office and CUNY Baruch College - Zicklin School of Business
Downloads 4
30.

Learning Competitive Equilibrium

Journal of Mathematical Economics, Vol. 44, pp. 651-671, 2008, Yale ICF Working Paper No. 08-17
Posted: 13 Jun 2006
Accepted Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Yale University - School of Management and Carnegie Mellon University - Financial Economics