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SSRN eLibrary Search Results
JEL Code: C10
641,561 Total downloads
Showing Papers 321 - 370 of 1,428
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Incl. Electronic Paper On the Relationship between the Matrix Operators, Vech and Vecd
Daisuke Nagakura Keio University - Faculty of Economics
Date Posted: February 18, 2017
Working Paper Series
3 downloads

Concentration Measures: An Empirical Analysis of Indian Banking Industry
Harpreet K Bal
Panjab University
Date Posted: February 16, 2017
Working Paper Series

Incl. Electronic Paper Legal Protections for Personal Health Information in the Age of Big Data – A Proposal for Regulatory Framework
(2017) Ethics, Public Health and Medicine/Éthique, Médecine et Politiques Publiques vol 4,
Danuta Mendelson and David Mendelson
Deakin University, Geelong, Australia - Deakin Law School and SYPAQ Systems Pty Ltd
Date Posted: February 13, 2017
Accepted Paper Series
7 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
284 downloads

Incl. Electronic Paper A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-frequency Covariance Dynamics
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi and Fabrizio Lillo
Scuola Normale Superiore, University of Bologna - Department of Mathematics, Ca' Foscari University of Venice and Scuola Normale Superiore
Date Posted: February 08, 2017
Last Revised: February 19, 2017
Working Paper Series
92 downloads

Incl. Electronic Paper Contagion, Spillover and Interdependence
ECB Working Paper No. 1975
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 03, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper 국내 자영업의 폐업률 결정요인 분석 (Analysis on the Determinants of Exit of Self-Employed Businesses in Korea)
Bank of Korea WP 2017-5
Yunmi Nam
Independent
Date Posted: January 31, 2017
Working Paper Series
16 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
42 downloads

Incl. Electronic Paper All Change! The Implications of Non-Stationarity for Empirical Modelling, Forecasting and Policy
Oxford Martin School Policy Paper Series, Forthcoming
David F. Hendry and Felix Pretis
University of Oxford - Department of Economics and University of Oxford
Date Posted: January 16, 2017
Accepted Paper Series
14 downloads

Incl. Electronic Paper Finance-Theoretic Analysis of a Banking-Firm: Case Study of First Bank of Nigeria PLC
Oluseun A. Paseda
University of Lagos, Faculty of Business Administration
Date Posted: January 16, 2017
Working Paper Series
9 downloads

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

Incl. Electronic Paper Unión Europea e Inversiones Internacionales: El Futuro De Los Mecanismos De Resolución De Controversias Inversor-Estado (EU and International Investments: The Future of ISDS)
Revista Española de Derecho Internacional (REDI), Forthcoming ,
Katia Fach Gómez
University of Zaragoza
Date Posted: January 11, 2017
Accepted Paper Series
24 downloads

Incl. Electronic Paper Let's Take the Bias Out of Econometrics
Duo Qin
University of London - Department of Economics, SOAS
Date Posted: January 10, 2017
Working Paper Series
60 downloads

Incl. Electronic Paper The Scientific Outlook in Financial Economics: Transcript of the Presidential Address and Presentation Slides
Duke I&E Research Paper No. 2017-06
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: January 10, 2017
Working Paper Series
509 downloads

Incl. Electronic Paper The Scientific Outlook in Financial Economics
Duke I&E Research Paper No. 2017-05
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: January 10, 2017
Last Revised: February 09, 2017
Working Paper Series
651 downloads

Incl. Electronic Paper From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
SFB 649 Discussion Paper 2007-024
Ya'acov Ritov and Wolfgang K. Härdle
Hebrew University of Jerusalem and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: January 09, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper International Dispute Settlement in Cultural Heritage Law and in the Protection of Foreign Investment: From Collision to Cross-Fertilisation
Catharine Titi
French National Centre for Scientific Research (CNRS)
Date Posted: December 23, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Product Level Evidence of the Bullwhip Effect: Measurement, Aggregation and Impact
Yuliang Oliver Yao, Yongrui Duan and Jiazhen Huo
Lehigh University, Tongji University and Tongji University
Date Posted: December 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper The Ethics of AACSB Accreditation: Unintended Consequences
Hershey H. Friedman and Frimette Kass
City University of New York (CUNY) - Department of Business Management and Brooklyn College
Date Posted: December 20, 2016
Last Revised: January 20, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper A Study of the Recent Evolution of Savings and Credit in Brazil Using a Structural Model
Leopoldo Millan Gutierre
University of Sao Paulo (USP) - Department of Economics
Date Posted: December 12, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order: Critical Comments
Hari S. Luitel and Gerry J. Mahar
Algoma University and Algoma University
Date Posted: December 10, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Fixed Base Year vs. Chain Linking in National Accounts: Experience of Sub-Saharan African Countries
IMF Working Paper No. 16/133
Robert J. Dippelsman, Venkat Josyula and Eric Métreau
International Monetary Fund (IMF) - Statistics Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: December 09, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper On the Choice of Test Statistic for Conditional Moment Inequalities
Cowles Foundation Discussion Paper No. 1960R
Timothy B. Armstrong
Yale University - Cowles Foundation
Date Posted: December 05, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market
Victor Haghani and Andrew Morton
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Date Posted: December 02, 2016
Last Revised: December 05, 2016
Working Paper Series
1150 downloads

Incl. Electronic Paper Evaluating the Performance of College Presidents in the Age of Disruption and Corruption
Hershey H. Friedman and Frimette Kass
City University of New York (CUNY) - Department of Business Management and Brooklyn College
Date Posted: November 28, 2016
Last Revised: January 10, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Price Impact of Large Orders Using Hawkes Processes
NYU Tandon Research Paper No. 2874042
Lucas R. Amaral and Andrew Papanicolaou
NYU Tandon School Of Engineering and NYU Tandon School of Engineering, Department of Finance and Risk Engineering
Date Posted: November 26, 2016
Last Revised: February 07, 2017
Working Paper Series
78 downloads

Incl. Electronic Paper A Sharper Lens for Sizing Up Nickels and Steamrollers
Victor Haghani and James White
Elm Partners and Independent
Date Posted: November 23, 2016
Last Revised: January 26, 2017
Working Paper Series
686 downloads

Incl. Electronic Paper Różnice w ogonach stóp zwrotu indeksów wybranych europejskich giełd (Differences between the Tails of Stock Market Returns of Selected European Stock-Markets)
Bali T.G., Cakici N., Whitelaw R.F. (2013), Hybrid tail risk and expected stock returns: when does the tail wag the dog?, Working Paper no. 19460, National Bureau of Economic Research, www.nber.org/papers/w19460.pdf (10.04.2015). Campbell J.Y., Hentschel L. (1992), No news is good news: An asymmet
Pawel Jamroz and Grzegorz Koronkiewicz
University of Bialystok - Faculty of Economics and Management and Independent
Date Posted: November 18, 2016
Last Revised: December 02, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Embedded Liberalism and IIAs: The Future of the Right to Regulate, with Reflections on WTO Law
Forthcoming in Gillian Moon and Lisa Toohey (eds) 20 Years of Domestic Policy Under WTO Law: The Embedded Liberalism Compromise Revisited, Cambridge University Press, 2017.
Catharine Titi
French National Centre for Scientific Research (CNRS)
Date Posted: November 12, 2016
Accepted Paper Series
134 downloads

Incl. Electronic Paper Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey
CESifo Working Paper Series No. 6090
Simone Richards and Matthieu Verstraete
Government of Canada and University of Quebec at Montreal (UQAM)
Date Posted: November 09, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable
IZA Discussion Paper No. 10320
Zhuan Pei and Yi Shen
W.E. Upjohn Institute for Employment Research and University of Waterloo
Date Posted: November 07, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper International Investment Law and the European Union: Towards a New Generation of International Investment Agreements
European Journal of International Law 26 (3), 2015, p. 639-661
Catharine Titi
French National Centre for Scientific Research (CNRS)
Date Posted: November 03, 2016
Accepted Paper Series
39 downloads

Incl. Electronic Paper Investigating Chaos on the Johannesburg Stock Exchange
Sarpong, P.K., Sibanda, M & Holden, M (2016). Investigating Chaos on the Johannesburg Stock Exchange. Journal of Economics and Behavioral Studies, 8 (5), 56-67.
Prince Kwasi Sarpong, Mabutho Sibanda and Merle Holden
University of KwaZulu-Natal - Faculty of Commerce & Management (Westville Campus), University of KwaZulu-Natal - Faculty of Commerce & Management (Westville Campus) and University of KwaZulu-Natal - Faculty of Commerce & Management (Westville Campus)
Date Posted: October 31, 2016
Accepted Paper Series
27 downloads

Incl. Electronic Paper Board Diversity and Corporate Social Disclosure: Evidence from Vietnam
Journal of Business Ethics (DOI: 10.1007/s10551-016-3260-1), 2016
Trang Cam Hoang, Indra Abeysekera and Shiguang Ma
Ton Duc Thang University, S P Jain School of Global Management and University of Wollongong - School of Accounting Economics and Finance
Date Posted: October 27, 2016
Accepted Paper Series
30 downloads

Incl. Electronic Paper Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies
Studies in Economics & Finance, 2016, Forthcoming
Tim Leung and Jamie Juhee Kang
University of Washington - Department of Applied Math and Columbia University
Date Posted: October 25, 2016
Last Revised: November 08, 2016
Accepted Paper Series
139 downloads

Incl. Electronic Paper Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin
Victor Haghani and Richard Dewey
Elm Partners and Pimco
Date Posted: October 25, 2016
Working Paper Series
4401 downloads

Incl. Electronic Paper Determinants of Capital Flows into Nigeria: An Autoregressive-Distributed Lag (ARDL) Approach
Journal of Economics and Trade 1(1): 38-50, 2016
Chris Ogbechie and Friday Osemenshan Anetor
Pan-Atlantic University - Lagos Business School and University of Lagos
Date Posted: October 17, 2016
Accepted Paper Series
21 downloads

Incl. Electronic Paper Dependent Defaults and Losses with Factor Copula Models
Swiss Finance Institute Research Paper No. 16-59
Damien Ackerer and Thibault Vatter
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: October 17, 2016
Working Paper Series
106 downloads

Incl. Electronic Paper Clustered into Control: Causal Impacts of Water Infrastructure Failure
Resources for the Future Discussion Paper 16-33
Jacob S. LaRiviere, Casey J. Wichman and Brandon D. Cunningham
University of Tennessee, Chattanooga, Resources for the Future and New York University School of Law
Date Posted: October 16, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Alarming of Exchange Rate Crisis: A Risk Management Approach
Da Zhao and Tianhao Wu
Fudan University and Yale University, Faculty of Arts & Sciences, Department of Statistics, Students
Date Posted: October 09, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Understanding Corporate Vulnerabilities in Latin America
IMF Working Paper No. 16/80
Carlos Caceres and Fabiano Rodrigues Bastos
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: September 27, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper The Mega Distributed Lag Model
Contemporary Economics, Vol. 10, No. 2, pp. 113-122, 2016
Mario Arturo Ruiz Estrada, Evangelos Koutronas and Ross Knippenberg
University of Malaya: Social Security Research Centre (SSRC) and Centre for Poverty and Development Studies (CPDS), Social Security Research Centre and American Veterinary Medical Association
Date Posted: September 26, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Statistical Research of Structural Shift in Unemployment of Youth in Regions of Russia
Mediterranean Journal of Social Sciences, MCSER Publishing, Rome-Italy, Vol. 6, No. 6 S3, November 2015
Olga Chistik and Vladimir Markov
Samara State University of Economics and Plekhanov Russian University of Economics
Date Posted: September 20, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper An Overview of the Banking Sector Consolidation in India: A Conceptual Framework
Biswajit Kumar
Monad University
Date Posted: September 09, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Generalized Financial Ratios to Predict the Equity Market Premium
Andres Algaba and Kris Boudt
Vrije Universiteit Brussel (VUB) and Vrije Universiteit Brussel (VUB)
Date Posted: September 08, 2016
Last Revised: December 26, 2016
Working Paper Series
173 downloads

Incl. Electronic Paper Testing for Heteroscedasticity in Jumpy and Noisy High-frequency Data: A Resampling Approach
Kim Christensen, Ulrich Hounyo and Mark Podolskij
Aarhus University - CREATES, University of Aarhus - CREATES and University of Aarhus - School of Economics and Management
Date Posted: September 07, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper Substantiating vs. Refuting Claims in Hypothesis Testing: A Course Module
Hershey H. Friedman and Linda Weiser Friedman
City University of New York (CUNY) - Department of Business Management and Baruch College, CUNY - Zicklin School of Business
Date Posted: September 03, 2016
Last Revised: October 01, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Biases in CAPM Beta Estimation
Linda H. Chen, George J. Jiang, Pan Guanzhong and Xingnong Zhu
Washington State University, Washington State University, Washington State University and Ibbotson Associates
Date Posted: September 02, 2016
Last Revised: December 29, 2016
Working Paper Series
74 downloads

Incl. Electronic Paper Karl Popper's Superstitious Indeterminism: Is Statistics a Science?
Hak Choi
Chienkuo Technology University - Department of International Business
Date Posted: August 30, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Race, Ethnicty and Death Due to Law Enforcement in US Men
Howard Law Research Paper No. 16-12
Richard Gillum
Howard University - Howard University
Date Posted: August 25, 2016
Working Paper Series
15 downloads


 

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