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JEL Code: C00
445,519 Total downloads
Showing Papers 21 - 70 of 860
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Incl. Electronic Paper Arbitrage Opportunities in Diverse Markets via a Non-Equivalent Measure Change
Joerg Osterrieder and Thorsten Rheinlander
Zurich University of Applied Sciences and Eidgenossische Technische Hochschule Zurich (ETHZ)
Date Posted: June 13, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper A Dynamic Market Microstructure Model with Market Orders and Random Order Book Depth
Joerg Osterrieder
Zurich University of Applied Sciences
Date Posted: June 13, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Simulation of a Limit Order Driven Market
Julian Lorenz and Joerg Osterrieder
Independent and Zurich University of Applied Sciences
Date Posted: June 13, 2017
Working Paper Series
47 downloads

Incl. Electronic Paper Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC Networks
IUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: June 10, 2017
Last Revised: June 12, 2017
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Case Study of Misconceptions Students in the Learning of Mathematics; The Concept Limit Function in High School
Widodo Winarso and Toheri
IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon
Date Posted: June 05, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper A Modern, Behavior-Aware Approach to Asset Allocation and Portfolio Construction
Corey Hoffstein, Justin Sibears and Nathan Faber
Newfound Research, Newfound Research and Newfound Research
Date Posted: June 02, 2017
Working Paper Series
68 downloads

Incl. Electronic Paper Characterization of the Community Structure in a Large-Scale Production Network in Japan
Abhijit Chakraborty, Hazem Krichene, Hiroyasu Inoue and Yoshi Fujiwara
University of Hyogo - Graduate School of Simulation Studies, University of Hyogo - Graduate School of Simulation Studies, University of Hyogo - Graduate School of Simulation Studies and University of Hyogo - Graduate School of Simulation Studies
Date Posted: June 02, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Correlations, Breadth, and Strategy Design
Leigh Sneddon PhD CFA
Mayfield Investment Solutions, Inc.
Date Posted: May 30, 2017
Last Revised: June 02, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper Avoiding Interest-Based Revenues While Constructing Shariah-Compliant Portfolios: False Negatives and False Positives
Özgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid Raza
University of Illinois at Chicago - Department of Finance, Vrije Universiteit Brussel (VUB) and Vrije Universiteit Brussel (VUB)
Date Posted: May 30, 2017
Working Paper Series
93 downloads

Incl. Electronic Paper The Informational Content of Infinite Maturity Bonds
Oana Floroiu and Antoon Pelsser
Maastricht University and Maastricht University
Date Posted: May 23, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Credit-Loans Non-Local Transactions and Surface-Like Waves
Victor Olkhov
TVEL Fuel Company
Date Posted: May 22, 2017
Last Revised: June 08, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Macro-Finance Surface-Like Waves of Investment and Profits
Victor Olkhov
TVEL Fuel Company
Date Posted: May 22, 2017
Last Revised: June 08, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Theorem of Not Independence of Any Technological Innovation - Philosophical and Theoretical Foundations of the Evolution of Technology
No. 22 -Arizona State University (USA) (2017)
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: May 22, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper Bitcoin Ecology: Quantifying and Modelling the Long-Term Dynamics of the Cryptocurrency Market
Abeer ElBahrawy, Laura Alessandretti, Anne Kandler, Romualdo Pastor Satorras and Andrea Baronchelli
City University London - School of Engineering and Mathematical Sciences, City University London - School of Engineering and Mathematical Sciences, Max Planck Institute for Evolutionary Anthropology, Polytechnic University of Catalonia (UPC) and City University London - School of Engineering and Mathematical Sciences
Date Posted: May 19, 2017
Last Revised: June 21, 2017
Working Paper Series
113 downloads

Incl. Electronic Paper Continuous Time Macro-Finance, Financial Transactions and Waves
Victor Olkhov
TVEL Fuel Company
Date Posted: May 19, 2017
Last Revised: June 08, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Quantitative Wave Model of Macro-Finance
International Review of Financial Analysis, Vol. 50, 143-150, 2017
Victor Olkhov
TVEL Fuel Company
Date Posted: May 18, 2017
Last Revised: June 08, 2017
Accepted Paper Series
27 downloads

Incl. Electronic Paper Aggregate Index for Measuring the Economic and Technological Performance of Nations
CocciaLab Working Paper 2017 - No. 19, Arizona State University.
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: May 15, 2017
Last Revised: May 20, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper Impact of Corruption on Economic Development: Case of Tunisia
A. Zouaoui, Mounira Ben-Arab, H. Eleuch, C. Elaoun and Anas AlQudah
King Saud University - College of Business Administration, University of Tunis, University of Texas at Austin, University of Sfax - Institut des Hautes Etudes Commerciales (IHEC) and Universiti Teknologi Brunei
Date Posted: May 10, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Benchmark Datasets
Guojun Gan and Emiliano A. Valdez
University of Connecticut - Department of Mathematics and University of Connecticut
Date Posted: May 02, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Tenor Basis Swap Formulae
Nicholas Burgess
Independent
Date Posted: April 27, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Which Research Fields Get Better Faster? Measuring the Evolution of International Research Collaboration
CocciaLab Working Paper 2017 – No. 10,
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: April 25, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper What Maximizes Labor Productivity? Optimal Levels of R&D Intensity and Tax on Corporate Profits for Nations
Coccia Lab Working Paper 2017 – No. 9,
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: April 25, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Book of Pitches: UQAPS 2015 Pitching Research Competition Final
Book of Pitches: UQAPS 2015 Pitching Research Competition Final, UQ Busness School, 2017
Robert W. Faff, Chelsea Gill, Jon McCullough, Jae-Eun Noh, Siti Nur Diyana Mahmud, Nakazinga Ndugwa, Patricia Eats and Sara Ghorbani Gorji
University of Queensland, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, University of Queensland, Students, University of Queensland, School of Public Health, Independent and University of Queensland
Date Posted: April 18, 2017
Accepted Paper Series
12 downloads

Incl. Electronic Paper Increasing the Discoverability of Non-English Language Research Papers: A Reverse-Engineering Application of the Pitching Research Template
Robert W. Faff, Xuefeng David Shao, Faisal A. Alqahtani, Muhammad Atif, Anna Białek-Jaworska, Angel Chen, Geeta Duppati, Marisol Escobar, Marinela Finta, Ya Li, Marcio Andre Veras Machado, Bao Hoang Nguyen, Jae-Eun Noh, Hideaki Sakawa, Eleftheria Vaportzis, Luluk Widyawati, Singgih Wijayana, Chinthake Wijesooriya, Qiaozhi Ye and Qing Zhou
University of Queensland, University of New South Wales (UNSW), University of Auckland, Griffith University, Griffith Business School, University of Warsaw, University of Queensland, Students, University of Waikato, University of Queensland, Students, Singapore Management University, University of Queensland, Federal University of Paraiba (UFPB), University of Queensland, Students, University of Queensland, Graduate School of Economics, Nagoya City University, Heriot-Watt University, University of Queensland, Business School, Students, Universitas Gadjah Mada (UGM), University of Queensland, University of Queensland and University of Queensland - Business School
Date Posted: April 10, 2017
Last Revised: May 14, 2017
Working Paper Series
167 downloads

Incl. Electronic Paper The Influence of Implementation Brain-Friendly Learning Through the Whole Brain Teaching to Students’ Response and Creative Character in Learning Mathematics
Widodo Winarso and Siti Asri Karimah
IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon
Date Posted: April 08, 2017
Last Revised: May 07, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Measurement of Behavioral Biases that Effective in Individual Investment Decisions: A Research on University Students
Bilgehan Tekin
Çankırı Karatekin University
Date Posted: April 07, 2017
Working Paper Series
52 downloads

Incl. Electronic Paper Analysis of the Implementation of VDC from a Lean Perspective: Literature Review
In: Formoso, C.T. & Tzortzopoulos, P., 21th Annual Conference of the International Group for Lean Construction. Fortaleza, Brazil, pp 781-790, 31-2 Aug 2013
Luis F. Alarcón, Maria G Mandujano R and Claudio Mourgues
Pontifical Catholic University of Chile - Department of Construction Engineering and Management, Pontifical Catholic University of Chile - School of Engineering, Students and Pontifical Catholic University of Chile - Department of Construction Engineering and Management
Date Posted: April 06, 2017
Accepted Paper Series
9 downloads

Incl. Electronic Paper The Pharmacoeconomic Geometric Space Approach to Pharmacoeconomic Evaluation
Mohd Azhar Abdul Karim and Vincent B.Y. Gan
University Putra Malaysia and University Putra Malaysia
Date Posted: April 03, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Fantasy Pitching IV: Batman, Donald Duck, Fast Food, Superpowers, Self-Determination
Robert W. Faff, Joe Baladi, Daniela Buce, Graham Du Plessis, Carol Du Plessis, Bruce Leo Dwyer, Karina Honey, Dirk Melton, Fitri Oktaviani, Suqin Shen, Laura Steele, Diah Suhodo, Mark Tanner, Corinne Unger, Sabrina Wong, Jessica Jia Xu and Sarine Zou
University of Queensland, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, University of Queensland, Bond University - Bond Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Student, University of Queensland, Business School, Students, University of Queensland, Business School, Student, University of Queensland, Business School, Students, University of Queensland, Business School, Student and University of Queensland, Business School, Students
Date Posted: March 25, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Using Almetrics for Contextualised Mapping of Societal Impact: From Hits to Networks
Robinson-Garcia, N., van Leeuwen, T.N., Rafols, I. (2017) Using almetrics for contextualised mapping of societal impact: From hits to networks. Science and Public Policy.
Nicolas Robinson-Garcia, Thed N. van Leeuwen and Ismael Rafols
Ingenio (CSIC-UPV), Universitat Politècnica de València, University of Leiden and Ingenio (CSIC-UPV), Universitat Politècnica de València
Date Posted: March 18, 2017
Last Revised: May 17, 2017
Accepted Paper Series
146 downloads

Incl. Electronic Paper Comparison of Copulas for CDO valuation
Marek Kolman
University of Economics
Date Posted: March 15, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Sovereign Risk Management: A Rationalist Explanation of Putin's and Trump's Risk Taking Behavior and Its Consequences
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Date Posted: March 01, 2017
Working Paper Series
49 downloads

Incl. Electronic Paper New Theories in Financial Economics and Financial Econometrics with Applications and Real-Life Practice
Wing-Keung Wong
Asia University, Department of Finance
Date Posted: February 25, 2017
Last Revised: June 19, 2017
Working Paper Series
164 downloads

Incl. Electronic Paper UQ Summer Research Scholar Program: Insights and Reflections from the Pitching Research 'I-TEMPLATES' Team
Robert W. Faff, Robin Carrick, Angel Chen, Marisol Escobar, Bo Xuan Matthew Khong, Bao Hoang Nguyen and William Tunny
University of Queensland, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Business School, Students
Date Posted: February 21, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper A Meta-Analysis About the Relationship between Family Firms and Firm Performance
Dominik Wagner
University of Trier - Faculty of Management
Date Posted: February 19, 2017
Last Revised: March 27, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper Rough Volatility: Evidence from Option Prices
Giulia Livieri, Saad Mouti, Andrea Pallavicini and Mathieu Rosenbaum
Scuola Normale Superiore, Université Paris VI Pierre et Marie Curie, Banca IMI and Ecole Polytechnique, Paris
Date Posted: February 10, 2017
Working Paper Series
54 downloads

Incl. Electronic Paper What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing
Victor Haghani and James White
Elm Partners and Independent
Date Posted: February 10, 2017
Last Revised: February 13, 2017
Working Paper Series
565 downloads

Incl. Electronic Paper Estimating Suicide Occurrence Statistics Using Google Trends
EPJ Data Science, Vol. 5(32), DOI 10.1140/epjds/s13688-016-0094-0, 2016
Ladislav Kristoufek, Helen Susannah Moat and Tobias Preis
Charles University, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: February 09, 2017
Accepted Paper Series
17 downloads

Incl. Electronic Paper Pitching Research Lite: A Reverse-Engineering Strategy for Finding a New Research Direction
Bao Hoang Nguyen, Robert W. Faff and Mamiza Haq
University of Queensland, Students, University of Queensland and University of Queensland - Finance
Date Posted: February 04, 2017
Working Paper Series
57 downloads

Incl. Electronic Paper Pitching Research: A Reverse-Engineer 'Sparring' Experiment with UQ Summer Research Scholars
Robert W. Faff, Robin Carrick, Angel Chen, Marisol Escobar, Bo Xuan Matthew Khong, Bao Hoang Nguyen and William Tunny
University of Queensland, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students and University of Queensland, Business School, Students
Date Posted: January 29, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Digging into the Foundations of Evidence Law
Michigan Law Review, Forthcoming, Penn State Law Research Paper No. 4-2017
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: January 24, 2017
Last Revised: April 15, 2017
Accepted Paper Series
69 downloads

Incl. Electronic Paper What Makes a Course Valuable? Avoiding Worthless Courses and Majors
Hershey H. Friedman and Frimette Kass
City University of New York (CUNY) - Department of Business Management and Brooklyn College
Date Posted: January 23, 2017
Working Paper Series
98 downloads

Incl. Electronic Paper Motivating Postgrad Research Students to Pitch Their Ideas: What Have We Learned from 'Pitching Research' Competitions at UQ?
Robert W. Faff, Nazila Babakhani, Robin Carrick, Angel Chen, Kathy Dallest, Lisa Daunt, Marisol Escobar, Gabe Foley, Chelsea Gill, Bo Xuan Matthew Khong, Maggie Liu, Siti Nur Diyana Mahmud, Jon McCullough, Zina Ndugwa, Bao Hoang Nguyen, Shari O'Brien, Felix Orole, Asma Qureshi, Hossein Rad, Saphira Rekker, Syed Khuram Shahzad, Marita Smith, Tran Le Nghi Tran, William Tunny and Ann Wallin
University of Queensland, affiliation not provided to SSRN, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, affiliation not provided to SSRN, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, The Australian National University, University of Queensland, Students, University of Queensland, Business School, Students and University of Queensland
Date Posted: January 21, 2017
Last Revised: February 21, 2017
Working Paper Series
86 downloads

Incl. Electronic Paper Towards a Delta-Gamma Sato Multivariate Model
Lynn Boen and Florence Guillaume
University of Antwerp and University of Antwerp
Date Posted: January 18, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Evaluation of Investment Strategies
Igor Vilcek
Tatra Asset Management
Date Posted: January 12, 2017
Working Paper Series
91 downloads

Incl. Electronic Paper The Stochastic Fluctuation of the Quantile Regression Curve
SFB 649 Discussion Paper 2008-027
Wolfgang K. Härdle and Song Song
Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Date Posted: January 09, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Modeling Dependencies in Finance Using Copulae
SFB 649 Discussion Paper 2008-043
Wolfgang K. Härdle, Ostap Okhrin and Yarema Okhrin
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - School of Business and Economics and University of Augsburg
Date Posted: January 09, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Computational Statistics and Data Visualization
SFB 649 Discussion Paper 2007-020
Wolfgang K. Härdle, Chun-houh Chen and Antony Unwin
Humboldt University of Berlin - Institute for Statistics and Econometrics, Academia Sinica - Institute of Statistical Science and University of Augsburg
Date Posted: January 09, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Uniform Confidence Bands for Pricing Kernels
SFB 649 Discussion Paper 2010-003
Wolfgang K. Härdle, Yarema Okhrin and Weining Wang
Humboldt University of Berlin - Institute for Statistics and Econometrics, University of Augsburg and Humboldt University of Berlin
Date Posted: January 09, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Mean Volatility Regressions
SFB 649 Discussion Paper 2011-003
Lin Lu, Li Feng, Lixing Zhu and Wolfgang K. Härdle
Shanghai Jiao Tong University (SJTU) - Aetna School of Management, Texas State University, Hong Kong Baptist University (HKBU) - Department of Mathematics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: January 09, 2017
Working Paper Series
2 downloads


 

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