Search Results
JEL Code: C50

536,355 Total downloads

Viewing: 201 - 250 of 822 papers

201.

Slotting Allowances: An Empirical Investigation

Number of pages: 37 Posted: 24 Jun 2004
Working Paper Series
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 221
202.

Bayesian Covariance Matrix Estimation Using a Mixture of Decomposable Graphical Models

Number of pages: 28 Posted: 02 Mar 2007
Working Paper Series
University of New South Wales - School of Mathematics, University of NSW, Massachusetts General Hospital and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 219
203.

Reviewing Impacts of Foreign Direct Investments on the Macroeconomic Performance of Developing Countries

Number of pages: 36 Posted: 18 Jan 2012 Last Revised: 30 Sep 2015
Working Paper Series
Al-Neelain University - Department of Economics and affiliation not provided to SSRN
Downloads 219
204.

A Modern, Behavior-Aware Approach to Asset Allocation and Portfolio Construction

Number of pages: 42 Posted: 02 Jun 2017
Working Paper Series
Newfound Research, Newfound Research and Newfound Research
Downloads 218
205.

Programme Heterogeneity and Propensity Score Matching: An Application to the Evaluation of Active Labour Market Policies

Univ. of St. Galen Dept. of Economics Discussion Paper No. 2000-01
Number of pages: 41 Posted: 18 Nov 2000
Working Paper Series
University of St. Gallen - Swiss Institute for Empirical Economic Research
Downloads 217
206.

Option Pricing and Hedging on Correlated Stocks

Number of pages: 40 Posted: 19 Dec 2003
Working Paper Series
University of Barcelona - Department of Physics and University of Barcelona - Department of Physics
Downloads 215
207.

Pay Attention to Valuation

Number of pages: 10 Posted: 03 May 2004
Working Paper Series
Financial Analysis Group
Downloads 215
208.

Information Ratio Analysis of Momentum Strategies

Number of pages: 23 Posted: 18 Feb 2014 Last Revised: 27 Mar 2015
Working Paper Series
Universidade de Sao Paulo, idatafactory and University of Cincinnati
Downloads 214
209.

Monetary Policy Transmission in the Euro Area: What Do Aggregate and National Structural Models Tell Us?

Number of pages: 76 Posted: 07 Feb 2003
Working Paper Series
De Nederlandsche Bank, Bank of Italy, European Central Bank (ECB) and Banque de France
Downloads 214
210.

Should Managerial Responses to Online Word-of-Mouth be Prescriptive? Impacts on Firm Performance

Number of pages: 48 Posted: 17 Feb 2017 Last Revised: 14 Jan 2019
Working Paper Series
University of Denver, Daniels College of Business, Business Information and Analytics, University of Denver, Daniels College of Business, University of Denver - Department of Marketing and University of Washington - Michael G. Foster School of Business
Downloads 212
211.

A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks

Number of pages: 30 Posted: 25 Aug 2009 Last Revised: 22 Mar 2011
Working Paper Series
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 211
212.

Debt Sustainability and Financial Crises: Evidence from the GIIPS

CESifo Working Paper Series No. 3594
Number of pages: 12 Posted: 05 Oct 2011
Working Paper Series
Keele University - Department of Economics and Keele University
Downloads 211
213.

Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands

Number of pages: 51 Posted: 31 Aug 2012 Last Revised: 10 Apr 2014
Working Paper Series
George Washington University - Department of Economics, University of Amsterdam - Finance Group and Federal Housing Finance Agency

Multiple version iconThere are 2 versions of this paper

Downloads 210
214.

A New Quantitative Approach to Macro Investing: Using Employment Data to Generate Excess Returns

Number of pages: 21 Posted: 02 Oct 2017
Working Paper Series
Apatheia Research Pty Ltd
Downloads 207
215.

An Economic Evaluation of the Model Risk for Risk Models

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 14 Oct 2011
Working Paper Series
EMLyon Business School (Paris Campus), Université Paris I Panthéon-Sorbonne - CES/CNRS and University of Lorraine - CEREFIGE
Downloads 206
216.

Marketing Models and the Lucas Critique

ERIM Report Series Reference No. ERS-2004-080-MKT
Number of pages: 24 Posted: 17 Jan 2009
Working Paper Series
Massey University - Dept of Communication, Journalism & Marketing, Catholic University of Leuven (KUL) - Department of Applied Economics and University of North Carolina (UNC) at Chapel Hill - Marketing Area
Downloads 206
217.

On Heterogeneous Covert Networks

CentER Discussion Paper Series No. 2008-46
Number of pages: 13 Posted: 21 May 2008
Working Paper Series
Military Operational Science, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 201
218.

Sentiment Spillover Effects for US and European Companies

Number of pages: 42 Posted: 24 Apr 2017
Working Paper Series
University of St. Gallen and University of St. Gallen
Downloads 201
219.

Service Quality Variability and Termination Behavior

Ross School of Business Paper No. 1224, Management Science, Forthcoming
Number of pages: 54 Posted: 22 May 2013 Last Revised: 26 Sep 2014
Accepted Paper Series
The Stephen M. Ross School of Business at the University of Michigan, University of Chicago and University of Michigan, Stephen M. Ross School of Business
Downloads 201
220.

Systemic Risk in Interbanking Networks

SIAM Journal on Financial Mathematics. Forthcoming
Number of pages: 30 Posted: 03 Apr 2015 Last Revised: 15 Feb 2016
Accepted Paper Series
University of Science and Technology of China (USTC) and Columbia University
Downloads 200
221.

The Temporal and Spatial Dimensions of Price Search: Insights from Matching Household Survey and Purchase Data

Journal of Marketing Research, Vol. 45, No. 2, pp. 226-240, April 2008
Number of pages: 49 Posted: 02 Jan 2007 Last Revised: 08 Aug 2008
Accepted Paper Series
Walton College of Business, Yale School of Management and State University of New York at Buffalo - School of Management
Downloads 199
222.

Active Risk Budgeting is better than the Tangency Portfolio

Number of pages: 15 Posted: 02 May 2019 Last Revised: 15 May 2019
Working Paper Series
Qplum, affiliation not provided to SSRN, Qplum, Qplum and Wright Research
Downloads 194
223.

Complete Analytical Solution of the SABR Model for Fixed-Income Option Pricing and Value-at-Risk Problems - A Probability Density Function Approach

Number of pages: 11 Posted: 16 Feb 2016 Last Revised: 14 May 2016
Working Paper Series
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Downloads 192
224.

Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan

Number of pages: 89 Posted: 29 Jul 2011 Last Revised: 14 Aug 2011
Working Paper Series
Al-Neelain University - Department of Economics
Downloads 191
225.

Option Implied Volatilities and Corporate Bond Yields: A Dynamic Factor Approach

Number of pages: 44 Posted: 09 Oct 2010 Last Revised: 27 Sep 2013
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 186
226.

Public Capital and Economic Performance: Evidence from Italy

IGIER Working Paper No. 163
Number of pages: 30 Posted: 26 Jun 2000
Working Paper Series
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER), European University Institute and Organization for Economic Co-Operation and Development (OECD) - Development Centre (DEV)
Downloads 184
227.

Using Sentiment to Predict GDP Growth and Stock Returns

THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar, 2009
Number of pages: 40 Posted: 13 Feb 2012 Last Revised: 11 Dec 2012
Accepted Paper Series
Economic Alchemy LLC
Downloads 183
228.

Let's Take the Bias Out of Econometrics

Number of pages: 39 Posted: 10 Jan 2017
Working Paper Series
University of London - Department of Economics, SOAS
Downloads 182
229.

Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk

Number of pages: 45 Posted: 10 Aug 2012
Working Paper Series
National Law University
Downloads 182
230.

A Dynamic Network Model of Interbank Lending — Systemic Risk and Liquidity Provisioning

Mathematics of Operations Research. Forthcoming
Number of pages: 35 Posted: 30 Aug 2017 Last Revised: 21 Jun 2019
Accepted Paper Series
Columbia University, University of Florida and Columbia University
Downloads 181
231.

Commodity Forward Curve Dynamics with Inventory Information

Number of pages: 38 Posted: 18 Mar 2015
Working Paper Series
Leibniz Universität Hannover - Faculty of Economics and Management and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 181
232.

Forecasting Tail Risks

Journal of Applied Econometrics, Forthcoming
Number of pages: 43 Posted: 04 Nov 2015
Working Paper Series
Johns Hopkins University - Carey Business School and Ca Foscari University of Venice

Multiple version iconThere are 2 versions of this paper

Downloads 180
233.

Propuesta De Un Indicador De Salud Financiera Y Su Efecto En La Predicción Del Fracaso Empresarial (Indicator of Financial Health Proposal and its Impact on Probability of Default)

Revista Internacional Administración & Finanzas, Vol. 5, No. 3, pp. 19-40, 2012
Number of pages: 22 Posted: 06 Jan 2012 Last Revised: 15 Mar 2016
Accepted Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Murcia - Department of Quantitative Economic Methods
Downloads 178
234.

The Identification of Long Memory Process in the Asean-4 Stock Markets by Fractional and Multifractional Brownian Motion

The Philippine Statistician, Vol. 55, Nos. 1-2, pp. 65-83, 2006
Number of pages: 19 Posted: 06 Sep 2006
Accepted Paper Series
University of the Philippines, University of the Philippines, Los Baños - School of Statistics, University of the Philippines, Los Baños - School of Statistics, Statistical Research and Training Center and University of the Philippines, Los Baños - School of Statistics
Downloads 178
235.

Tactical Trading of Bonds Using Interest Rate Indices

Number of pages: 24 Posted: 05 Sep 2015
Working Paper Series
Northern Trust Corporation
Downloads 177
236.

Cortical and Subcortical Computing for Financial Trading (Presentation Slides)

Number of pages: 17 Posted: 25 Mar 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 175
237.

Out-Performance of a Top 50 Equal Weighted Index over Nifty Market Index: Study of Indian Stock Market Indices

Number of pages: 6 Posted: 27 Mar 2012 Last Revised: 28 Mar 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 171
238.

The Low-Frequency Impact of Daily Monetary Policy Shocks

Number of pages: 33 Posted: 31 Jan 2011
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina Kenan-Flagler Business School and Federal Reserve Bank of St. Louis - Research Division

Multiple version iconThere are 2 versions of this paper

Downloads 168
239.

The Golden Mean, the Arab Spring and a 10-Step Analysis of American Economic History

The Middle East Studies Online Journal, Forthcoming
Number of pages: 53 Posted: 26 Aug 2011
Accepted Paper Series
Attorney-at-Law and Montana State University - Bozeman
Downloads 167
240.

Second-Price Auctions with Power-Related Distributions

Number of pages: 30 Posted: 14 Mar 2001
Working Paper Series
Vanderbilt University - Owen Graduate School of Management, Vanderbilt University - Department of Mathematics and Vanderbilt University - Department of Mathematics
Downloads 165
241.

Model Selection Procedures and Their Error-Reduction Targets

Number of pages: 16 Posted: 24 Mar 2011 Last Revised: 10 Apr 2011
Working Paper Series
Cardiff University - Cardiff Business School
Downloads 164
242.

Unregulated Markets and Internet Financial Communication: Qualitative and Quantitative Approaches

Review of Business & Finance Studies, v. 6 (1) p. 109-120
Number of pages: 12 Posted: 13 Dec 2014
Accepted Paper Series
Université de Mons-Hainaut
Downloads 163
243.

Why We Do What We Do? A Model of Activity Consumption

Journal of Marketing Research, Forthcoming
Number of pages: 48 Posted: 20 Aug 2012
Accepted Paper Series
University of Southern California, University of Texas at Dallas and University of Southern California - Marshall School of Business
Downloads 162
244.

Commodity Price Shocks and the Odds on Fiscal Performance: A Structural VAR Approach

IMF Working Paper No. 05/171
Number of pages: 35 Posted: 03 Mar 2006
Working Paper Series
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 161
245.

Evidence and Ideology in Macroeconomics: The Case of Investment Cycles

Number of pages: 54 Posted: 04 Oct 2005
Working Paper Series
Independent
Downloads 158
246.

Frequent Turbulence? A Dynamic Copula Approach

NHH Dept. of Finance & Management Science Discussion Paper No. 2006/10
Number of pages: 44 Posted: 07 Mar 2007
Working Paper Series
UiS Business School and University of Cergy-Pontoise - THEMA
Downloads 158
247.

Nonlinearity and Temporal Dependence

Cowles Foundation Discussion Paper No. 1652, Yale Economics Department Working Paper No. 48
Number of pages: 32 Posted: 21 May 2008
Working Paper Series
Yale University - Cowles Foundation, University of Chicago - Department of Economics and University of Montreal - Departement de Ciences Economiques
Downloads 157
248.

‘Screening for Cartels’ in Public Procurement: Cheating at Solitaire to Sell Fool’s Gold?

Journal of European Competition Law & Practice (Forthcoming)
Number of pages: 18 Posted: 06 Jun 2019
Accepted Paper Series
University of Bristol - School of Law
Downloads 157
249.

Comparing Estimation Procedures for Stochastic Volatility Models of Short-Term Interest Rates

Number of pages: 44 Posted: 16 Jul 2008 Last Revised: 13 Nov 2009
Working Paper Series
UNSW Business School, Risk and Actuarial Studies and University of New South Wales (UNSW)
Downloads 154
250.

The Monetary Transmission Mechanism in the Euro Area Level: Issues and Results Using Structural Macroeconomic Models (Mtn Conference Paper)

Number of pages: 56 Posted: 07 Feb 2003
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 153