1.
Bitcoin: Cryptopayments Energy Efficiency
Number of pages: 28
Posted: 16 Jun 2022
Last Revised: 28 Sep 2022
Working Paper Series
Valuechain
Downloads
11,734
2.
Advances in Cointegration and Subset Correlation Hedging Methods
Journal of Investment Strategies (Risk Journals), Vol.1(2), Spring 2012, pp. 67-115
Number of pages: 37
Posted: 08 Aug 2011
Last Revised: 31 Jan 2014
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads
7,108
3.
Markov-Switching GARCH Models in R: The MSGARCH Package
Journal of Statistical Software, Vol. 91, Issue 4, 2019
Number of pages: 38
Posted: 02 Oct 2016
Last Revised: 20 Nov 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Ghent University, Aarhus University - School of Business and Social Sciences and Laval University, Faculté d'Administration, Département de Finance et Assurance, Students
Downloads
6,912
4.
The Impact of the COVID-19 Pandemic on Amazon's Business
Number of pages: 11
Posted: 16 Jan 2021
Working Paper Series
Middle East Technical University (METU) - Department of Economics, Middle East Technical University (METU) - Department of Economics and Skyline University College Sharjah
Downloads
5,756
5.
Python Guide to Accompany Introductory Econometrics for Finance
Number of pages: 175
Posted: 05 Nov 2019
Last Revised: 15 Mar 2023
Working Paper Series
Accounting and Finance Department, University of Bristol and University of Reading - ICMA Centre
Downloads
5,650
6.
A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm
Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34
Posted: 22 Sep 2011
Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Irvine
Downloads
5,612
7.
A Crash Course in Good and Bad Controls
Number of pages: 30
Posted: 29 Oct 2020
Last Revised: 21 Mar 2022
Working Paper Series
University of Washington - Department of Statistics, Loyola Marymount University and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads
5,558
8.
The Secret Sauce: Examining Law Schools that Overperform on the Bar Exam
75 Florida Law Review 65-116 (2023)., University of Louisville School of Law Legal Studies Research Paper Series No. 2022-4, U Iowa Legal Studies Research Paper No. 2022-29
Number of pages: 52
Posted: 01 Feb 2022
Last Revised: 21 Feb 2023
Accepted Paper Series
Indiana University Maurer School of Law and Notre Dame Law School
Downloads
5,313
9.
Balanced Baskets: A New Approach to Trading and Hedging Risks
Journal of Investment Strategies (Risk Journals), Vol.1(4), Fall 2012
Number of pages: 44
Posted: 24 May 2012
Last Revised: 08 Sep 2012
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
5,061
10.
Managing Risks in a Risk-On/Risk-Off Environment
Number of pages: 50
Posted: 23 Sep 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
4,849
11.
R Guide to Accompany Introductory Econometrics for Finance
Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114
Posted: 19 Oct 2019
Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, University of Reading and University of Reading - ICMA Centre
Downloads
4,623
12.
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
Review of Financial Studies, 2014, 27(2), 617-61, AFA 2013 San Diego Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58
Posted: 17 Mar 2012
Last Revised: 11 Aug 2020
Accepted Paper Series
Washington University in St. Louis and Northwestern University - Kellogg School of Management
Downloads
4,194
13.
Stata Guide to Accompany Introductory Econometrics for Finance
Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 181
Posted: 19 Oct 2019
Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, Henley Business School, University of Reading, ICMA Centre, University of Reading and University of Reading - ICMA Centre
Downloads
4,155
14.
Implementation of Fiscal and Monetary Policy During the COVID-19 Crisis
Number of pages: 58
Posted: 01 Feb 2023
Last Revised: 14 Feb 2024
Working Paper Series
Azerbaijan State University of Economics (UNEC) - International School of Economics
Downloads
3,831
15.
Understanding Cryptocurrencies
Number of pages: 39
Posted: 29 Apr 2019
Last Revised: 22 Sep 2020
Working Paper Series
Blockchain Research Center Humboldt-Universität zu Berlin, Duke University - Fuqua School of Business and International Research Training Group 1792
Downloads
3,471
16.
Testing for Weak Instruments in Linear IV Regression
IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48
Posted: 07 Jan 2011
Last Revised: 31 Jul 2013
Accepted Paper Series
Harvard University - Department of Economics and Princeton University - Department of Economics
There are 2 versions of this paper
Testing for Weak Instruments in Linear IV Regression
IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48
Posted: 07 Jan 2011
Last Revised: 31 Jul 2013
Downloads
3,244
Testing for Weak Instruments in Linear IV Regression
NBER Working Paper No. t0284
Number of pages: 73
Posted: 02 Apr 2003
Last Revised: 13 Apr 2023
Downloads
444
Downloads
3,244
17.
tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R
Number of pages: 43
Posted: 08 May 2019
Last Revised: 09 Oct 2024
Working Paper Series
University of Deusto and University of A Coruña
Downloads
3,080
18.
NETS: Network Estimation for Time Series
Number of pages: 35
Posted: 14 Apr 2013
Last Revised: 19 Oct 2018
Working Paper Series
University of Bologna and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads
2,560
19.
Portfolio Optimization and Parameter Uncertainty
Number of pages: 15
Posted: 12 Feb 2024
Last Revised: 13 Mar 2024
Working Paper Series
Fortitudo Technologies and Fortitudo Technologies
Downloads
2,472
20.
Generalized Autoregressive Score Models in R: The GAS Package
Journal of Statistical Software, Vol. 88, Issue 6, pp. 1-28, 2019
Number of pages: 28
Posted: 21 Aug 2016
Last Revised: 04 Feb 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads
2,417
21.
Indian Stock Market: Functions and Importance
Journal of Social Reality, Vol. 4, No. 4, ISSN - 0976-3422
Number of pages: 5
Posted: 05 May 2015
Accepted Paper Series
Noida International University
Downloads
2,396
22.
EViews Guide to Accompany Introductory Econometrics for Finance
Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123
Posted: 19 Oct 2019
Last Revised: 27 Oct 2019
Accepted Paper Series
University of Reading - ICMA Centre and ICMA Centre, University of Reading
Downloads
2,363
23.
Human Capital, Technology, and Economic Growth: A Case Study of Indonesia
Journal of Asian Finance, Economics and Business
Number of pages: 7
Posted: 09 Aug 2021
Accepted Paper Series
Sekolah Tinggi Ilmu Ekonomi Jaya Negara Tamansiswa
Downloads
2,290
24.
Causality between Tax Revenue and Government Spending in Malaysia
The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 63-73, 2008
Number of pages: 11
Posted: 17 Feb 2010
Accepted Paper Series
Monash University-Gippsland Campus and University Sultan Zainal Abidin
Downloads
2,040
25.
Beyond Chance? The Persistence of Performance in Online Poker
PLoS ONE 10(3): e0115479, March 2015
Number of pages: 35
Posted: 15 Aug 2012
Last Revised: 03 Mar 2015
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Vrije Universiteit Amsterdam and University of Essex - Department of Economics
Downloads
1,955
26.
A Summary of Introductory Econometrics By Wooldridge
Cengage Learning; 6 edition (October 8, 2015); ISBN: 9781305270107
Number of pages: 61
Posted: 21 Jun 2019
Working Paper Series
African Tax Institute
Downloads
1,884
27.
Portfolio Oversight: An Evolutionary Approach
Number of pages: 50
Posted: 08 Nov 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
1,689
28.
Perspective on Economic Growth of BRIC Countries: A Case of Brazil and India
Number of pages: 13
Posted: 25 Feb 2009
Working Paper Series
CSIR-HRDC - National Institute of Science, Technology & Development Studies (NISTADS) and affiliation not provided to SSRN
Downloads
1,680
29.
Investing with Cryptocurrencies – evaluating their potential for portfolio allocation strategies
Quantitative Finance (2021): 1-29.
Number of pages: 64
Posted: 07 Nov 2018
Last Revised: 28 Sep 2021
Accepted Paper Series
University of Applied Sciences for Engineering and Economics (HTW Berlin), School of Computing, Communication and Business, University of Amsterdam - Amsterdam School of Economics (ASE), Blockchain Research Center Humboldt-Universität zu Berlin and Austrian Blockchain Center (ABC Research)
Downloads
1,677
30.
Stock-Bond Correlation: Theory & Empirical Results
Number of pages: 139
Posted: 11 May 2024
Working Paper Series
Amundi Asset Management and Amundi Asset Management
Downloads
1,643
31.
The Profitability of Five Popular Variations of Moving Averages on Indian Market Index S&P CNX Nifty 50 During January 2004-December 2014
Advances in Economics and Business Management, Feb. 2015
Number of pages: 7
Posted: 30 Jan 2015
Last Revised: 24 Mar 2015
Accepted Paper Series
Noida International University
Downloads
1,582
32.
A Value-Added Ranking of Law Schools
29 University of Florida Journal of Law & Public Policy 285-308 (2019), AccessLex Institute Research Paper No. 18-05
Number of pages: 24
Posted: 28 Jun 2015
Last Revised: 20 Feb 2020
Accepted Paper Series
Indiana University Maurer School of Law
Downloads
1,493
33.
Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy (Or, How We Learned to Stop Worrying and Love Bounded Rationality)
Number of pages: 57
Posted: 26 May 2018
Working Paper Series
Fidelity Investments, Inc. and New York University (NYU) - NYU Tandon School of Engineering
Downloads
1,490
34.
Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
Number of pages: 41
Posted: 27 Aug 2023
Last Revised: 30 Aug 2023
Working Paper Series
Imperial College London - Department of Mathematics, Mathematical Institute, University of Oxford and Oxford Man Institute and University of Kaiserslautern - Department of Mathematics
Downloads
1,470
35.
A Three Line Proof that OLS is BLUE
Number of pages: 2
Posted: 04 May 2012
Working Paper Series
University of California, San Diego (UCSD) - Department of Economics and Yonsei University - Department of Economics
Downloads
1,455
36.
Autoencoder Market Models for Interest Rates
Number of pages: 44
Posted: 16 Dec 2022
Working Paper Series
CompatibL
Downloads
1,447
37.
Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach
Published version:
Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016
Number of pages: 37
Posted: 19 Jul 2017
Last Revised: 12 Jul 2019
Accepted Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE), Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads
1,441
38.
When Do Covariates Matter? And Which Ones, and How Much?
Journal of Labor Economics, Forthcoming
Number of pages: 40
Posted: 26 Jun 2009
Last Revised: 16 Sep 2014
Accepted Paper Series
University of California, Berkeley - School of Law
Downloads
1,412
39.
Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study *
Number of pages: 99
Posted: 05 Jul 2023
Last Revised: 29 Nov 2024
Working Paper Series
Stanford University, New York University (NYU), University of California, Berkeley - Haas School of Busines and Stanford University
Downloads
1,401
40.
The Impact of Crisis and Macroeconomic Variables Towards Islamic Banking Deposits
American Journal of Applied Sciences, Vol. 8, No. 12, pp.1413-1418, 2011
Number of pages: 6
Posted: 28 Feb 2012
Accepted Paper Series
International Islamic University of Malaysia (IIUM), Islamic Research and Training InstituteInternational Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences and International Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences
Downloads
1,350
41.
A NETWORK FORMATION MODEL BASED ON SUBGRAPHS
Number of pages: 77
Posted: 09 Oct 2015
Last Revised: 25 Nov 2024
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics
Downloads
1,322
42.
Tractable and Consistent Random Graph Models
Number of pages: 61
Posted: 25 Oct 2012
Last Revised: 25 Jun 2014
Working Paper Series
Stanford University - Department of Economics and Stanford University - Department of Economics
There are 2 versions of this paper
Tractable and Consistent Random Graph Models
Number of pages: 61
Posted: 25 Oct 2012
Last Revised: 25 Jun 2014
Downloads
1,299
Tractable and Consistent Random Graph Models
NBER Working Paper No. w20276
Number of pages: 62
Posted: 08 Jul 2014
Last Revised: 28 May 2023
Downloads
54
Downloads
1,299
43.
Shrinking Beta
Number of pages: 24
Posted: 23 Feb 2022
Working Paper Series
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR), Robeco Institutional Asset Management and Robeco Quantitative Investments
Downloads
1,258
44.
AtsPy: Automated Time Series Forecasting in Python
Number of pages: 2
Posted: 14 May 2020
Working Paper Series
New York University (NYU) - Finance and Risk Engineering Department
Downloads
1,245
45.
Synthetic Difference-In-Differences Estimation With Staggered Treatment Timing
Number of pages: 12
Posted: 28 Jan 2022
Last Revised: 23 Aug 2022
Working Paper Series
Bocconi University
Downloads
1,179
46.
A Model to Improve the Estimation of Baseline Retail Sales
Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17
Posted: 11 Apr 2011
Last Revised: 20 Dec 2014
Accepted Paper Series
TABS Group and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
There are 2 versions of this paper
A Model to Improve the Estimation of Baseline Retail Sales
Journal of CENTRUM Cathedra, Vol. 4, Issue 1, pp. 10-26, 2011
Number of pages: 17
Posted: 11 Apr 2011
Last Revised: 20 Dec 2014
Downloads
1,124
Downloads
1,124
47.
Realised Kernels in Practice: Trades and Quotes
Number of pages: 32
Posted: 28 May 2008
Working Paper Series
University of Aarhus - Thiele Centre, Department of Mathematical Sciences, University of North Carolina (UNC) at Chapel Hill - Department of Economics, CREATESAarhus University - School of Business and Social Sciences and Harvard University
Downloads
1,095
48.
Ultra-Simple Shiller's CAPE: How One Year's Data Can Predict Equity Market Returns Better Than Ten (Presentation Slides)
Number of pages: 34
Posted: 03 Sep 2019
Last Revised: 02 Mar 2023
Working Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)
Downloads
1,086
49.
Machine Learning in Energy Economics and Finance: A Review
Energy Economics, Vol. 81, 2019
Number of pages: 71
Posted: 15 Nov 2018
Last Revised: 08 Jun 2019
Accepted Paper Series
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology, School of Business and University of Massachusetts Amherst
Downloads
1,067
50.
Market Formation, Pricing, and Revenue Sharing in Ride-Hailing Services
Number of pages: 49
Posted: 12 Mar 2019
Last Revised: 19 May 2023
Working Paper Series
The Chinese University of Hong Kong, Shenzhen, University of Maryland - Robert H. Smith School of Business, University of Maryland - Decision and Information Technologies Department and HKU Business School, The University of Hong Kong
Downloads
1,057
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