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JEL Code: C12

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Viewing: 21 - 70 of 2,199 papers

21.

…and the Cross-Section of Expected Returns

Number of pages: 101 Posted: 17 Apr 2013 Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Texas A&M University, Department of Finance and Duke University - Fuqua School of Business
Downloads 14,502
22.

Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers

IGIER Working Paper No. 552
Number of pages: 64 Posted: 07 Jul 2015 Last Revised: 21 Oct 2017
Working Paper Series
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 11,339
23.

Evaluating Trading Strategies

Number of pages: 16 Posted: 03 Aug 2014 Last Revised: 26 Aug 2014
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 6,437
24.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 03 Feb 2011
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 5,418
25.

Backtesting

Number of pages: 32 Posted: 27 Oct 2013 Last Revised: 30 Jul 2015
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 4,336
26.

The Predictive Power of Price Patterns

Applied Mathematical Finance, Vol. 5, pp. 181-206, 1998
Number of pages: 25 Posted: 27 Sep 2006
Accepted Paper Series
University of Pittsburgh - Department of Mathematics and Mesirow Financial Investment Management
Downloads 3,731
27.

Lucky Factors

Number of pages: 74 Posted: 22 Nov 2014 Last Revised: 03 Oct 2017
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 3,313
28.

Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research

Accounting Review, Forthcoming
Number of pages: 49 Posted: 31 Jul 2008 Last Revised: 24 Oct 2010
Accepted Paper Series
University of Melbourne, University of Navarra, IESE Business School and University of Pennsylvania - The Wharton School
Downloads 3,224
29.

Downside Correlation and Expected Stock Returns

EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of pages: 47 Posted: 09 Nov 2001
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 2,954
30.

Effect of Product Packaging in Consumer Buying Decision

Journal of Business Strategies, Vol.6, No. 2, 2012, pp 1-10, ISSN: 1993-5765
Number of pages: 10 Posted: 16 May 2014
Accepted Paper Series
RTS (Research, Trainings, and Solutions), Greenwich University Karachi and Greenwich University Karachi
Downloads 2,918
31.

Efficiency of Indian Stock Market

Number of pages: 12 Posted: 05 Dec 2003
Working Paper Series
Independent
Downloads 2,841
32.

The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation

Number of pages: 45 Posted: 08 Nov 2005
Working Paper Series
Bates College
Downloads 2,794
33.

A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Brown Univ. Economics Working Paper No. 01-04
Number of pages: 23 Posted: 13 Apr 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of Aarhus - School of Economics and Management
Downloads 2,774
34.

Event Studies: A Methodology Review

Number of pages: 36 Posted: 02 Aug 2009 Last Revised: 20 Aug 2010
Working Paper Series
Deakin University - School of Accounting, Economics & Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,765
35.

A Comparison between Islamic and Traditional Banks: Pre and Post the 2008 Financial Crisis

Number of pages: 14 Posted: 17 Dec 2010 Last Revised: 16 Jun 2015
Working Paper Series
The British University in Egypt
Downloads 2,673
36.

What One Can Learn from the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry

PIER Working Paper No. 04-041
Number of pages: 24 Posted: 25 Oct 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Independent
Downloads 2,499
37.

Re-Examining the Profitability of Technical Analysis with White's Reality Check and Hansen's SPA Test

Number of pages: 27 Posted: 08 Apr 2005
Working Paper Series
University of Hong Kong and Department of Finance, National Taiwan University
Downloads 2,375
38.

The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies

PIER Working Paper No. 04-030
Number of pages: 24 Posted: 26 Jul 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 2,364
39.

Stock Return Predictability: Is It There?

AFA 2002 Atlanta Meetings
Number of pages: 53 Posted: 23 Mar 2001
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,291
40.

Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

Festschrift in Honor of Peter Schmidt, W.C. Horrace and R.C. Sickles, eds., Forthcoming
Number of pages: 44 Posted: 13 Apr 2011 Last Revised: 23 Oct 2013
Accepted Paper Series
Independent, Dept. of International Trade, Dong-A University and University of Melbourne
Downloads 2,198
41.

International Asset Allocation with Time-Varying Correlations

Number of pages: 80 Posted: 07 Apr 1999
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,190
42.

Controlling Organized Crime and Corruption in the Public Sector

Forum on Crime and Society, Vol. 3, Nos. 1/2, December 2003
Number of pages: 32 Posted: 19 Sep 2006
Accepted Paper Series
International Law and Economic Development Center
Downloads 2,176
43.

Measuring Real Activity Management

Number of pages: 54 Posted: 24 Mar 2011 Last Revised: 06 Aug 2016
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, University of Illinois at Chicago, Simon School, University of Rochester and Ohio State University (OSU) - Fisher College of Business
Downloads 1,995
44.

An Empirical Comparison of Convertible Bond Valuation Models

Number of pages: 54 Posted: 25 Jun 2007 Last Revised: 18 Oct 2009
Working Paper Series
Carleton University, Simon Fraser University (SFU) - Department of Economics and Monash University
Downloads 1,977
45.

The Historical Simulation Method for Value-at-Risk: A Research Based Evaluation of the Industry Favorite

Number of pages: 22 Posted: 19 Apr 2012 Last Revised: 26 Jul 2013
Working Paper Series
Indian Institute of Management, PGDM
Downloads 1,915
46.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Number of pages: 49 Posted: 11 Aug 2015 Last Revised: 26 Jan 2016
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,880
47.

The Scientific Outlook in Financial Economics

Duke I&E Research Paper No. 2017-05
Number of pages: 38 Posted: 10 Jan 2017 Last Revised: 17 Jul 2017
Working Paper Series
Duke University - Fuqua School of Business
Downloads 1,841
48.

Applying Relative Solvency to Working Capital Management - The Break-Even Approach

Number of pages: 21 Posted: 01 Aug 2005
Working Paper Series
School of Management Sciences
Downloads 1,835
49.

Testing the Significance of Calendar Effects

Federal Reserve Bank of Atlanta Working Paper No. 2005-02
Number of pages: 30 Posted: 26 May 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Aarhus - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 1,778
50.

A Test for Superior Predictive Ability

Brown Univ. Dept. of Economics Working Paper No. 01-06
Number of pages: 43 Posted: 01 Mar 2004
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 1,726
51.

Efficient Tests of Stock Return Predictability

Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006
Number of pages: 56 Posted: 23 Oct 2002 Last Revised: 17 Jun 2009
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,724
52.

Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation

2014 NAAIM Wagner Award Winner
Number of pages: 33 Posted: 30 Apr 2014
Working Paper Series
StatisTrade
Downloads 1,646
53.

Empirical Evidence on the Relationship Between EVA and Stock Returns in Brazilian Firms

Number of pages: 9 Posted: 20 Apr 2005
Working Paper Series
University of Brasilia
Downloads 1,622
54.

Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs

EFA 2008 Athens Meetings Paper, Swiss Finance Institute Research Paper No. 08-05
Number of pages: 61 Posted: 19 Mar 2008 Last Revised: 25 Jan 2012
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva GSEM and GFRI
Downloads 1,563
55.

Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?

PIER Working Paper No. 04-044
Number of pages: 25 Posted: 17 Dec 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and University of Pennsylvania
Downloads 1,557
56.

A Multivariate GARCH Model with Time-Varying Correlations

Number of pages: 30 Posted: 11 Dec 2000
Working Paper Series
Singapore Management University - School of Social Sciences and National University of Singapore (NUS) - Department of Economics
Downloads 1,549
57.

Better Investing Through Factors, Regimes and Sensitivity Analysis

Number of pages: 100 Posted: 30 Jan 2015
Working Paper Series
Independent
Downloads 1,539
58.

The Model Confidence Set

Number of pages: 41 Posted: 30 Mar 2004 Last Revised: 07 Jul 2014
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Aarhus - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 1,489
59.

Accrual Accounting for Performance Evaluation

Stanford GSB Research Paper No. 1886
Number of pages: 38 Posted: 25 Apr 2005
Working Paper Series
University of California, Berkeley - Haas School of Business and Stanford University - Stanford Graduate School of Business
Downloads 1,464
60.

Real Options in the Motion Picture Industry: Evidence from Film Marketing and Sequels

Contemporary Accounting Research, Vol. 28, No. 5, pp. 1438-1466, Winter 2011
Number of pages: 56 Posted: 29 May 2011 Last Revised: 16 Dec 2011
Accepted Paper Series
California State University at Fullerton, University of Southern California - Leventhal School of Accounting and London School of Economics & Political Science (LSE)
Downloads 1,437
61.

CAPM and Time-Varying Beta: The Cross-Section of Expected Returns

Number of pages: 30 Posted: 20 Mar 2007
Working Paper Series
SKEMA Business School - Lille Campus and University of Warwick - Finance Group
Downloads 1,435
62.

A Study on the Association between Brand Awareness and Consumer/Brand Loyalty for the Packaged Milk Industry in Pakistan

South Asian Journal of Management Sciences (SAJMS), Vol.5, No.1.
Number of pages: 11 Posted: 22 Oct 2010 Last Revised: 17 Feb 2011
Accepted Paper Series
Office of Research, Innovation & Commercialization - ORIC and Iqra University Research Centre - IURC
Downloads 1,392
63.

European Securitization: A Garch Model of CDO, MBS and Pfandbrief Spreads

Journal of Structured Finance, Vol. 12, No. 1, pp. 55-80, J.W. Goethe Universitaet Frankfurt am Main Finance Working Paper No. 121
Number of pages: 43 Posted: 13 Apr 2005
Accepted Paper Series
World Bank Group
Downloads 1,366
64.

Many Risks, One (Optimal) Portfolio

Number of pages: 217 Posted: 30 Jul 2014
Working Paper Series
Independent
Downloads 1,362
65.

The Algorithm as a Human Artifact: Implications for Legal {Re}Search

Number of pages: 50 Posted: 27 Oct 2016 Last Revised: 20 Dec 2016
Working Paper Series
University of Colorado Law School
Downloads 1,358
66.

Underconfidence, Pessimism and the Low-Beta Anomaly

Number of pages: 59 Posted: 11 Feb 2002 Last Revised: 15 Sep 2017
Working Paper Series
Sungkyunkwan University - Department of Economics and University of Cambridge - Faculty of Economics and Politics
Downloads 1,357
67.

A Cold Shower for the Hot Hand Fallacy

IGIER Working Paper No. 518
Number of pages: 70 Posted: 15 Jun 2014 Last Revised: 07 Jul 2015
Working Paper Series
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 1,309
68.

Geography and Industry Meets Venture Capital

PIER Working Paper No. 07-015
Number of pages: 34 Posted: 02 Apr 2007
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 1,300
69.

Downside Risk

AFA 2005 Philadelphia Meetings
Number of pages: 38 Posted: 30 Dec 2004
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University

Multiple version iconThere are 3 versions of this paper

Downloads 1,294
70.

DAD: A Software for Poverty and Distributive Analysis

PMMA Working Paper No. 2006-10
Number of pages: 21 Posted: 01 Jun 2006
Working Paper Series
Laval University - Département d'Économique and Laval University
Downloads 1,282