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JEL Code: B23

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1.

The Econometrics of Event Studies

Number of pages: 51 Posted: 25 Oct 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads 12,996
2.

Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site

Robert H. Smith School Research Paper No. RHS 06-065
Number of pages: 49 Posted: 08 May 2008 Last Revised: 19 Jun 2014
Working Paper Series
University of Maryland - Robert H. Smith School of Business, UCLA Anderson School of Management and Ozyegin University
Downloads 10,034
3.

Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution

Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Number of pages: 104 Posted: 17 Jul 2010 Last Revised: 25 Apr 2011
Accepted Paper Series
USC Gould School of Law and Davis Polk & Wardwell LLP - New York Office
Downloads 2,626
4.

A Dynamic Model of Active Portfolio Management and Mutual Fund Performance Evaluation

Number of pages: 42 Posted: 16 Mar 2005
Working Paper Series
Nanyang Technological University
Downloads 1,978
5.

Cultural Differences and Geography as Determinants of Online Pro-Social Lending

MIS Quarterly, Forthcoming, Fox School of Business Research Paper No. 14-021
Number of pages: 45 Posted: 29 May 2013 Last Revised: 05 Sep 2014
Accepted Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, New York University (NYU) - Leonard N. Stern School of Business and Temple University - Department of Management Information Systems
Downloads 1,842
6.

The Empirical Economist's Toolkit: From Models to Methods

Center for the History of Political Economy (CHOPE) Working Paper No. 2015-03
Number of pages: 27 Posted: 30 May 2015 Last Revised: 22 Oct 2016
Working Paper Series
Duke University, Department of Economics, Students and University of Rochester - Department of Economics
Downloads 1,789
7.

Alternative Indexing with the MSCI World Index

Number of pages: 9 Posted: 18 Mar 2008 Last Revised: 29 Apr 2008
Working Paper Series
HQ Trust GmbH
Downloads 1,692
8.

An EViews Program For ARMA Modeling and Forecasting

Number of pages: 2 Posted: 22 Feb 2005
Working Paper Series
University of Tehran and University of Tehran
Downloads 1,671
9.

A Brief History of Production Functions

Number of pages: 26 Posted: 10 Oct 2007 Last Revised: 07 Dec 2007
Working Paper Series
North-Eastern Hill University (NEHU)

Multiple version iconThere are 2 versions of this paper

Downloads 1,458
10.

Simple and Effective Market Timing with Tactical Asset Allocation

Number of pages: 13 Posted: 17 May 2014
Working Paper Series
affiliation not provided to SSRN
Downloads 1,423
11.

Credit Spread Widening Risk in Portfolios: Pricing Techniques and Sensitivity Measures

Number of pages: 6 Posted: 31 Jan 2008 Last Revised: 02 Apr 2011
Working Paper Series
Banca Popolare Pugliese
Downloads 1,330
12.

What Does Not Work in Comparing Securities Laws: A Critique on La Porta et al.'s Methodology

International Company and Commercial Law Review, pp. 300-305, 2005, CPC-RPS No. 0009
Number of pages: 11 Posted: 06 Apr 2005 Last Revised: 02 Apr 2009
Accepted Paper Series
Durham University - Durham Law School
Downloads 1,227
13.

A.I.R.A.P. - Alternative RAPMs for Alternative Investments

Number of pages: 33 Posted: 29 Nov 2003
Working Paper Series
QuantZ Capital Management LLC

Multiple version iconThere are 2 versions of this paper

Downloads 1,030
14.

Prudence with Biased Experts: Ratings Agencies & Regulators

Number of pages: 45 Posted: 24 Sep 2010
Working Paper Series
George Mason University - Center for Study of Public Choice and University of Richmond - Jepson School of Leadership Studies
Downloads 950
15.

Causality in Economics and Econometrics

Number of pages: 29 Posted: 18 Sep 2006
Working Paper Series
Duke University - Departments of Economics and Philosophy
Downloads 935
16.

The Unprincipled Randomization Principle in Economics and Medicine

Ziliak, Stephen T., and Teather-Posadas, Edward R. 2014. "The Unprincipled Randomization Principle in Economics and Medicine," Oxford University Press Handbook on Professional Economic Ethics (New York: Oxford), eds. G. DeMartino and D.N. McCloskey, Forthcoming
Number of pages: 30 Posted: 17 Feb 2014 Last Revised: 30 Mar 2014
Accepted Paper Series
Roosevelt University and Roosevelt University - Department of Economics
Downloads 851
17.

On Leland's Option Hedging Strategy with Transaction Costs

Sauder School of Business Working Paper
Number of pages: 33 Posted: 17 Sep 2004
Working Paper Series
Nanyang Technological University and University of British Columbia (UBC) - Sauder School of Business
Downloads 815
18.

Instrumental Variables And The Search For Identification: From Supply And Demand To Natural Experiments

MIT Department of Economics Working Paper No. 01-33
Number of pages: 32 Posted: 20 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Princeton University - Industrial Relations Section

Multiple version iconThere are 2 versions of this paper

Downloads 778
19.

On Adam Smith's Major, Original Contributions to Economic Theory and Decision Making

Scholedge International Journal of Business Policy & Governance, Vol. 03, Issue 03 (2016) pg. 39-50
Number of pages: 13 Posted: 09 Jun 2014 Last Revised: 27 Apr 2016
Accepted Paper Series
California State University - Department of Operations Management
Downloads 738
20.

Term Structure and Roll Yield: Not Your Father’s Backwardation

Number of pages: 39 Posted: 17 May 2010 Last Revised: 15 Jun 2010
Working Paper Series
IQ3 Solutions Group and Pepperdine University - Graziadio School of Business
Downloads 736
21.

Keynes, Mathematics and Probability: A Reappraisal

International Journal of Applied Economics and Econometrics,Volume 20, no. 2, April-June 2012, pp.324-357
Number of pages: 62 Posted: 01 Sep 2011 Last Revised: 30 May 2014
Accepted Paper Series
California State University - Department of Operations Management
Downloads 598
22.

A Comparison-Contrast of Adam Smith, JM Keynes and Jeremy Bentham on Probability, Risk, Uncertainty, Optimism-Pessimism and Decision Making with Applications Concerning Banking, Insurance and Speculation

International Journal of Applied Economics and Econometrics,Volume 19, No.4,October -December 2011,pp. 86-111.
Number of pages: 20 Posted: 19 Dec 2010 Last Revised: 01 May 2012
Accepted Paper Series
California State University - Department of Operations Management
Downloads 578
23.

The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs

Studies in Economics and Finance, vol 32, issue 3, pp.278 - 297, 2015
Number of pages: 20 Posted: 20 Aug 2014 Last Revised: 01 Aug 2015
Accepted Paper Series
University of Washington - Department of Applied Math and Columbia University
Downloads 566
24.

A Simple Eviews Program for ARMA Selection

Number of pages: 2 Posted: 14 Dec 2009
Working Paper Series
Faculty of Accounting and Management - Allameh Tabataba’i University
Downloads 481
25.

Modeling Competition and Its Impact on Paid-Search Advertising

Yang, Sha; Shijie, Lu; and Xianghua, Lu (2013), “Modeling Competition and Its Impact in Paid-Search Advertising,” Marketing Science, Forthcoming., Marshall School of Business Working Paper No. MKT 3-13,
Number of pages: 56 Posted: 05 Jul 2013 Last Revised: 19 Jun 2014
Accepted Paper Series
University of Southern California - Marshall School of Business, University of North Carolina at Chapel Hill and Fudan University - School of Management
Downloads 475
26.

The IMF Monetary Model at Forty

IMF Working Paper No. 97/49
Number of pages: 20 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 469
27.

Uncertain Correlation Model

Wilmott Journal, Vol. 2, December 2010
Number of pages: 46 Posted: 14 Jul 2009 Last Revised: 15 Mar 2012
Accepted Paper Series
CTK corp
Downloads 467
28.

Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds

Number of pages: 50 Posted: 16 Dec 2014 Last Revised: 17 Apr 2015
Working Paper Series
Global Risk Management Network, LLC
Downloads 438
29.

'It's Computerization, Stupid!' The Spread of Computers and the Changing Roles of Theoretical and Applied Economics

Number of pages: 36 Posted: 21 May 2016 Last Revised: 11 Nov 2016
Working Paper Series
University of Birmingham - Department of Economics and CREM Université de Caen
Downloads 416
30.

Is There Any Scientific Basis for Accounting? Implications for Practice, Research and Education

Fox School of Business Research Paper No. 15-076
Number of pages: 45 Posted: 23 Aug 2015 Last Revised: 16 Dec 2016
Working Paper Series
Temple University - Department of Accounting
Downloads 404
31.

Seasonal Commodities, High Inflation and Index Number Theory

University of British Columbia Discussion Paper No. 96-06
Number of pages: 77 Posted: 16 Feb 1998
Working Paper Series
University of British Columbia (UBC) - Department of Economics
Downloads 377
32.

The History of National Accounting

Statistics Netherlands National accounts occasional paper No. 48
Number of pages: 34 Posted: 26 Nov 2007 Last Revised: 26 Jan 2009
Working Paper Series
CPB Netherlands Bureau of Economic Policy Analysis
Downloads 374
33.

Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy

(Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
Number of pages: 33 Posted: 05 Apr 2012
Accepted Paper Series
Trident University and Herrera-Vakkur Consulting
Downloads 372
34.

A Robust Test for Weak Instruments in Stata

Number of pages: 16 Posted: 05 Nov 2013 Last Revised: 03 Dec 2014
Working Paper Series
University of British Columbia (UBC) - Division of Finance and London School of Economics & Political Science (LSE)
Downloads 369
35.

Investment Choices and Risk-Adjusted Performance Measures

Number of pages: 20 Posted: 11 Apr 2008
Working Paper Series
State Street Corporate - Advanced Research Center (ARC) and International College, Renmin University of China
Downloads 345
36.

The Dynamics of House Prices - International Evidence

Number of pages: 120 Posted: 25 Sep 2008
Working Paper Series
University of Copenhagen - Department of Economics
Downloads 334
37.

Energy Intensity: A Quantitative Exploration for Indian Manufacturing

IGIDR Working Paper No. 152
Number of pages: 15 Posted: 06 Jan 2004
Working Paper Series
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Downloads 332
38.

Finance And Mathematics: Merger Or Acquisitions?

Number of pages: 38 Posted: 01 Oct 2014 Last Revised: 21 Sep 2015
Working Paper Series
NEOMA Business School and Neoma Business School
Downloads 329
39.

The Indeterminate Fate of Sunspots in Economics

Number of pages: 54 Posted: 01 Nov 2015 Last Revised: 01 May 2017
Working Paper Series
CREM Université de Caen and Université Paris Ouest - Nanterre, La Défense - EconomiX
Downloads 320
40.

How Should We Think of the Success of the Chicago School of Economics?

History of Economic Thought and Methodology, Vol. 26-A, pp. 47-57, 2008
Number of pages: 14 Posted: 13 Sep 2007 Last Revised: 19 Jan 2009
Accepted Paper Series
Michigan State University - James Madison College
Downloads 313
41.

Economic Theory and Causal Inference

HANDBOOK OF THE PHILOSPHY OF ECONOMICS, Uskali Mäki, ed., Forthcoming , THE HANDBOOK OF THE PHILOSOPHY OF SCIENCE, Dov Gabbay, Paul Thagard, and John Woods, eds., Elsevier/North-Holland, Amsterdam, Forthcoming ,
Number of pages: 47 Posted: 18 Sep 2006
Accepted Paper Series
Duke University - Departments of Economics and Philosophy
Downloads 302
42.

Integrating the Formal, Technical, Mathematical Foundations of Keynes’s D-Z Model of the Theory of Effective Demand Into Keynes’s Decision Theory: Toward a New (and Final?) Interpretation of the General Theory

International Journal of Applied Economics and Econometrics, Vol. 17, No. 3, pp. 195-235, July-September, 2009
Number of pages: 72 Posted: 22 May 2009 Last Revised: 20 Jan 2016
Accepted Paper Series
California State University - Department of Operations Management and The Somist Institute
Downloads 296
43.

The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World

Cowles Foundation Discussion Paper No. 1429
Number of pages: 41 Posted: 23 Jul 2003
Working Paper Series
Yale University - Cowles Foundation
Downloads 294
44.

The Unfortunate Uselessness of Most 'State of the Art' Academic Monetary Economics

VoxEU, Research-based policy analysis and commentary from leading economists, March 6, 2009
Number of pages: 5 Posted: 10 Sep 2014
Accepted Paper Series
Citigroup New York
Downloads 294
45.

Economic Theory and National Accounting

Statistics Netherlands, national accounts occasional papers nr. 75
Number of pages: 34 Posted: 26 Nov 2007 Last Revised: 26 Jan 2009
Accepted Paper Series
CPB Netherlands Bureau of Economic Policy Analysis
Downloads 292
46.

Observing Shocks

CHOPE Working Paper No. 2011-09, Economic Research Initiatives at Duke (ERID) Working Paper
Number of pages: 51 Posted: 15 May 2011 Last Revised: 21 May 2011
Working Paper Series
University of São Paulo (FEA-USP) - Department of Economics and Duke University - Departments of Economics and Philosophy
Downloads 283
47.

Visiting Frank P. Ramsey: The Public Finance Concept of Optimal Monetary Policy

Number of pages: 67 Posted: 11 May 2007 Last Revised: 15 Feb 2008
Working Paper Series
University of São Paulo (FEA-USP) - Department of Economics
Downloads 282
48.

A Study of the Temporal Aggregation of GARCH Model

Number of pages: 8 Posted: 10 Nov 2003
Case and Teaching Paper Series
Indira Gandhi Institute of Development Research (IGIDR) - Development Research
Downloads 265
49.

A Multinational Analysis of Corruption and Economic Activity

Journal of Legal, Ethical and Regulatory Issues, 2012, Forthcoming
Number of pages: 23 Posted: 21 Jul 2012
Accepted Paper Series
Texas A&M University-Corpus Christi, Louisiana Tech University, Texas A&M International University and Murray State University - Accounting Department
Downloads 263
50.

Relationship between Tourism and Economic Growth in Sri Lanka

Published as the 7th chapter of a book entitled “Economic Issues in Sri Lanka” compiled by Dr. S. Vijayakumar, pp. 115-132 (ISBN: 987-955-50770-1-9),
Number of pages: 19 Posted: 02 Jan 2014 Last Revised: 01 May 2014
Accepted Paper Series
Eastern University, Sri Lanka and International Training Institute
Downloads 259