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JEL Code: C31

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Viewing: 301 - 350 of 946 papers

301.

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31 Posted: 07 Aug 2008 Last Revised: 21 Jun 2013
Accepted Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 13,001
302.

Does Mother Nature Corrupt? Natural Resources, Corruption, and Economic Growth

IMF Working Paper No. 99/85
Number of pages: 34 Posted: 14 Feb 2001
Working Paper Series
International Monetary Fund (IMF) and Federal Statistical Office
Downloads 6,656
303.

Lucky Factors

Number of pages: 98 Posted: 22 Nov 2014 Last Revised: 17 Jan 2018
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 3,583
304.

Discretionary-Accruals Models and Audit Qualifications

Number of pages: 41 Posted: 06 Mar 2000
Working Paper Series
NYU Stern School of Business, Monash University Sunway Campus and Hong Kong Polytechnic University - School of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,328
305.

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 2,838
306.

Green Noise or Green Value? Measuring the Effects of Environmental Certification on Office Property Values

Number of pages: 25 Posted: 04 Jun 2008 Last Revised: 13 Jun 2014
Working Paper Series
University of Cambridge - Department of Land Economy and University of Reading - Department of Real Estate and Planning
Downloads 2,025
307.

Predicting Hedge Fund Failure: A Comparison of Risk Measures

Number of pages: 46 Posted: 30 Apr 2007 Last Revised: 11 Sep 2009
Working Paper Series
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY
Downloads 1,836
308.

Political Risk, Institutions and Foreign Direct Investment

HWWA Discussion Paper No. 315
Number of pages: 28 Posted: 21 Apr 2005
Working Paper Series
Ruhr-University Bochum and HWWA Institute of International Economics
Downloads 1,758
309.

The Return of the Size Anomaly: Evidence from the German Stock Market

University of Cambridge, Judge Business School Working Paper No. 23/2006
Number of pages: 70 Posted: 16 Jan 2007 Last Revised: 05 Jul 2009
Working Paper Series
University of Oxford - Said Business School
Downloads 1,757
310.

Did Botswana Escape from the Resource Curse?

IMF Working Paper No. 06/138
Number of pages: 33 Posted: 21 Jun 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 1,756
311.

Identification of Social Interactions

Number of pages: 154 Posted: 18 Aug 2010
Working Paper Series
Cornell University - Department of Economics, University of Wisconsin, Madison - Department of Economics, University of Chicago and Tufts University
Downloads 1,586
312.

The Internet Downturn: Finding Valuation Factors in Spring 2000

JAE Boston Conference June 2001
Number of pages: 51 Posted: 11 Mar 2001
Working Paper Series
Harvard University - John F. Kennedy School of Government, Northwestern University - Kellogg School of Management and Northwestern University

Multiple version iconThere are 2 versions of this paper

Downloads 1,507
313.

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 1,377
314.

Testing the Relation between Price-to-Earnings Ratio and Stock Returns in the Athens Stock Exchange

Number of pages: 32 Posted: 27 Dec 2005
Working Paper Series
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 1,361
315.

Risk Measures for Hedge Funds: A Cross-Sectional Approach

European Financial Management Journal, Forthcoming
Number of pages: 54 Posted: 17 May 2006
Accepted Paper Series
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY

Multiple version iconThere are 2 versions of this paper

Downloads 1,323
316.

Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 16 Aug 2013 Last Revised: 18 Dec 2014
Accepted Paper Series
Florida Atlantic University - Department of Finance, University of Virginia (UVA), Investment Management Company, AQR Capital Management and TIAA Institute - Covariance Capital Management
Downloads 1,061
317.

Stochastic Models of Implied Volatility Surfaces

Economic Notes, Vol. 31, No. 2, July 2002
Number of pages: 16 Posted: 28 Apr 2003
Accepted Paper Series
Imperial College London, Princeton University - Department of Operations Research and Financial Engineering and Auckland University of Technology - Faculty of Business & Law
Downloads 1,037
318.

The Impact of a 'Soda Tax' on Prices: Evidence from French Micro Data

Banque de France Working Paper No. 415
Number of pages: 29 Posted: 22 Dec 2012
Working Paper Series
Banque de France - Economic Study and Research Division, Aix-Marseille University, Banque de France and Banque de France
Downloads 1,007
319.

Dividend Payments as a Response to Peer Influence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 04 Nov 2012 Last Revised: 11 Jan 2018
Accepted Paper Series
Duke University - Fuqua School of Business
Downloads 978
320.

Going Private Transactions and Corporate Governance in the UK

Number of pages: 43 Posted: 11 Nov 2002
Working Paper Series
Robert Gordon University - Aberdeen Business School and Robert Gordon University - Centre for the Enhancement of Learning and Teaching (CELT)
Downloads 973
321.

Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs

Number of pages: 66 Posted: 31 Dec 2009 Last Revised: 18 Feb 2010
Working Paper Series
Imperial College London - Department of Mathematics, Banca IMI and Banco Popolare
Downloads 959
322.

The Determinants of Financial Structure: New Insights from Business Start-Ups

K.U. Leuven, Department of Applied Economics, Working Paper No. 0203
Number of pages: 46 Posted: 16 Jan 2002
Working Paper Series
KU Leuven - Department of Applied Economics and KU Leuven - Department of Accountancy, Finance and Insurance

Multiple version iconThere are 2 versions of this paper

Downloads 905
323.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 894
324.

Sentiment Strategies

Number of pages: 32 Posted: 03 Sep 2004
Working Paper Series
University of Oklahoma - Division of Finance
Downloads 721
325.

Innovation's Effect on Firm Value and Risk: Insights from Consumer Packaged Goods

Journal of Marketing, Vol. 72, pp. 114-132, March 2008, UIC College of Business Administration Research Paper No. 08-03
Number of pages: 21 Posted: 11 Sep 2008 Last Revised: 04 May 2013
Accepted Paper Series
Texas A&M University - Department of Marketing and University of Illinois at Chicago
Downloads 720
326.

Democracy and FDI

HWWA Discussion Paper No. 220
Number of pages: 31 Posted: 15 Jul 2003
Working Paper Series
Ruhr-University Bochum
Downloads 700
327.

How Many and What Kind? The Role of Strategic Orientation in New Product Ideation

Journal of Product Innovation Management, Vol. 28, No. 2, pp. 236-250, UIC College of Business Administration Research Paper No. 09-07
Number of pages: 36 Posted: 12 Mar 2009 Last Revised: 01 Jul 2014
Accepted Paper Series
University of Illinois at Chicago, University of Illinois at Urbana-Champaign - Department of Business Administration and University of Illinois at Urbana-Champaign - Department of Business Administration
Downloads 692
328.

Capital Regulation and Credit Risk Taking: Empirical Evidence from Banks in Emerging Market Economies

Number of pages: 27 Posted: 13 Sep 2004
Working Paper Series
University of Strasbourg - Faculty of Law and Business & LaRGE Research Center
Downloads 687
329.

Store Location in Shopping Centers: Theory and Estimates

Journal of Real Estate Research, Vol. 27, No. 3, 2006
Number of pages: 30 Posted: 27 Dec 2006
Accepted Paper Series
Florida Atlantic University and University of California, Irvine - Paul Merage School of Business
Downloads 666
330.

The Impact of Entrepreneurship Education on Entrepreneurship Competencies and Intentions: An Evaluation of the Junior Achievement Student Mini-Company Program

IZA Discussion Paper No. 3641
Number of pages: 26 Posted: 18 Aug 2008
Working Paper Series
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Department of Economics and University of Amsterdam
Downloads 647
331.

Rethinking Lintner: An Alternative Dynamic Model of Dividends

Second Singapore International Conference on Finance 2008
Number of pages: 24 Posted: 14 Jul 2006 Last Revised: 30 Mar 2009
Working Paper Series
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and University of Alaska Anchorage

Multiple version iconThere are 2 versions of this paper

Downloads 644
332.

Quantitative Methods in Accounting Research

Warsaw School of Economics – Department of Applied Econometrics Working Paper No. 6-09,
Number of pages: 16 Posted: 08 Apr 2011
Working Paper Series
SGH Warsaw School of Economics - Institute of Econometrics
Downloads 632
333.

Fifty Years of Mincer Earnings Regressions

IZA Discussion Paper No. 775
Number of pages: 75 Posted: 11 Jun 2003
Working Paper Series
University of Chicago - Department of Economics, University of Western Ontario - Department of Economics and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 628
334.

Behavioral Heterogeneity and the Income Effect

Harvard Institute of Economic Research No. 1892
Number of pages: 70 Posted: 23 Aug 2000
Working Paper Series
EDHEC Business School - Department of Economics & Finance and Harvard Institute of Economic Research
Downloads 607
335.

Online Infomediaries and Price Discrimination: Evidence from the Auto-Retailing Sector

Number of pages: 45 Posted: 11 Apr 2005 Last Revised: 30 Aug 2014
Working Paper Series
University of Maryland - Robert H. Smith School of Business, Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology, University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 599
336.

Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond

IZA Discussion Paper No. 1700
Number of pages: 200 Posted: 09 Aug 2005
Working Paper Series
University of Chicago - Department of Economics, University of Western Ontario - Department of Economics and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 589
337.

Central Bank Reaction Functions in Inflation and Non-Inflation Targeting Countries: Are They Informative About the Conduct of Monetary Policy?

Number of pages: 34 Posted: 06 Nov 1998
Working Paper Series
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 565
338.

Do Firms Have Financing Preferences Along Their Life Cycles? Evidence from Iberia

Number of pages: 35 Posted: 09 Mar 2005 Last Revised: 04 Feb 2014
Working Paper Series
PriceWaterhouseCoopers LLP and Catholic University of Portugal
Downloads 557
339.

Robust Modelling of the Impacts of Climate Change on the Habitat Suitability of Forest Tree Species

de Rigo, D., Caudullo, G., San-Miguel-Ayanz, J, Barredo, J.I., 2017. Robust modelling of the impacts of climate change on the habitat suitability of forest tree species. Publication Office of the European Union, 58 pp. ISBN:978-92-79-66704-6 , doi/10.2760/296501
Number of pages: 58 Posted: 05 May 2017
Accepted Paper Series
European Commission, Joint Research Centre (JRC), European Commission Joint Research Center - Bio-Economy Unit, European Commission Joint Research Center - Disaster Risk Management Unit and European Commission Joint Research Center - Bio-Economy Unit
Downloads 554
340.

Research and Development, Innovation, Training, Quality and Profitability: Evidence from France

ERMES Working Paper No. 04-11
Number of pages: 23 Posted: 29 Dec 2004
Working Paper Series
Burgundy School of Business (ESC Dijon), France - CEREN - Research Center on Enterprises - Management Department and Université Paris II - Panthéon-Assas - ERMES
Downloads 548
341.

Generalized Reduced Rank Regression

Brown University, Economics Working Paper No. 02-02
Number of pages: 24 Posted: 22 Mar 2002
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 525
342.

Common Risk Factors vs. Mispricing Factor of Tokyo Stock Exchange Firms: Inquries into the Fundamental Price Derived from Analysts' Earnings Forecasts

Musashi University Faculty of Economics Discussion Paper No. 31; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 39 Posted: 09 Mar 2002
Working Paper Series
Chuo University - Graduate School of Strategic Management, Waseda University and Graduate School of Business and Finance
Downloads 512
343.

Structural Estimation of Pairwise Stable Networks with Nonnegative Externality

Journal of Econometrics, Forthcoming
Number of pages: 37 Posted: 23 Oct 2012 Last Revised: 02 Sep 2016
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 506
344.

Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Paraments

Number of pages: 37 Posted: 07 Feb 2004
Working Paper Series
Texas Tech University - Area of Finance and Texas Tech University - Area of Finance
Downloads 505
345.

Key Determinants of R&D Expenditures in the Us Telecommunications Equipment Industry

Number of pages: 32 Posted: 16 Mar 2005
Working Paper Series
FX Concepts and Institute for Infocomm Research - Agency for Science, Technology, and Research
Downloads 505
346.

Hierarchical GARCH

Number of pages: 29 Posted: 23 Oct 2010 Last Revised: 19 Dec 2015
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business
Downloads 482
347.

A Methodology for Evaluating the Cost-Effectiveness of Alternative Management Tools in Public-Sector Institutions: Application to Public Education

Number of pages: 51 Posted: 07 May 2006
Working Paper Series
Rutgers Business School - Newark & New Brunswick, Rutgers, The State University of New Jersey - Accounting & Information Systems and Rutgers Business School
Downloads 480
348.

Macroeconomic Factors Influencing Cross-border M&As: A Negative Binomial Approach

Number of pages: 47 Posted: 13 Feb 2014 Last Revised: 21 Jun 2017
Working Paper Series
London School of Commerce
Downloads 479
349.

Differences in the Value Relevance of Earnings in Knowledge-Based and Traditional Industries

Number of pages: 32 Posted: 08 Jan 2003
Working Paper Series
Independent, affiliation not provided to SSRN and Temple University - Department of Accounting
Downloads 472
350.

International Asset Pricing and Time-Varying Risk Premia

EFA 2007 Ljubljana Meetings Paper
Number of pages: 36 Posted: 27 Feb 2007
Working Paper Series
SKEMA Business School - Lille Campus, University of Glasgow - Adam Smith Business School and University of Warwick - Finance Group
Downloads 459