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JEL Code: C12

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1.

Impact of Social Media on Self-Esteem

European Scientific Journal, 13(23), 329-341
Number of pages: 13 Posted: 05 Sep 2017
Accepted Paper Series
Muqaddas Jan, Sanobia Soomro and Nawaz Ahmad
Institute of Business Management (IoBM), Iqra University and RTS (Research, Trainings, and Solutions)
Downloads 76,240
2.

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

Miller, J. B., & Sanjurjo, A. (2018). Surprised by the hot hand fallacy? A truth in the law of small numbers. Econometrica, Vol. 86, No.6, pp. 2019–2047
Number of pages: 42 Posted: 07 Jul 2015 Last Revised: 17 Dec 2018
Working Paper Series
Joshua B. Miller and Adam Sanjurjo
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 22,135
3.

…and the Cross-Section of Expected Returns

Number of pages: 101 Posted: 17 Apr 2013 Last Revised: 21 Apr 2015
Working Paper Series
Campbell R. Harvey, Yan Liu and Caroline Zhu
Duke University - Fuqua School of Business, Purdue University and Seattle Pacific University
Downloads 21,841
4.

Nonstandard Errors

Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390.
Number of pages: 52 Posted: 23 Nov 2021 Last Revised: 29 Oct 2024
Accepted Paper Series
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera Romero, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom L. Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Mianjun Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Zhou Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, National Bureau of Economic Research (NBER), CNRS, University of Oxford, University of Technology Sydney, Dublin City University, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - McDonough School of Business, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam - Department of Finance and Financial Sector Management, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. 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ESCP Europe - Turin Campus, Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, Independent, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, UNSW Australia Business School, School of Banking and Finance, Mississippi State University, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz - Institute of Banking and Finance, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, University of Toronto, Universidad de las Islas Baleares, University of Michigan, Stephen M. 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Multiple version iconThere are 3 versions of this paper

Downloads 16,559
5.

Global Factor Premiums

Journal of Financial Economics (JFE), Volume 142, Issue 3, December 2021, Pages 1128-1154
Number of pages: 69 Posted: 06 Feb 2019 Last Revised: 24 Nov 2021
Accepted Paper Series
Guido Baltussen, Laurens Swinkels and Pim van Vliet
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 16,173
6.

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
Nawaz Ahmad, Mohib Billoo and Asad Ali Lakhan
RTS (Research, Trainings, and Solutions), Greenwich University Karachi and Greenwich University Karachi
Downloads 15,230
7.

The Impact of Social Media on Fashion Industry: Empirical Investigation from Karachiites

Journal of Resources Development and Management, Vol. 7, 2015: ISSN 2422-8397
Number of pages: 8 Posted: 08 May 2015
Accepted Paper Series
Nawaz Ahmad, Atif Salman and Rubab Ashiq
RTS (Research, Trainings, and Solutions), Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and IQRA University
Downloads 13,596
8.

Evaluating Trading Strategies

Number of pages: 16 Posted: 21 May 2019 Last Revised: 21 May 2019
Working Paper Series
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Purdue University
Downloads 12,812
9.

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
Yongcheol Shin, Byungchul Yu and Matthew Greenwood-Nimmo
Independent, Dept. of International Trade, Dong-A University and University of Melbourne
Downloads 8,758
10.

Lucky Factors

Number of pages: 99 Posted: 22 Nov 2014 Last Revised: 08 Apr 2021
Working Paper Series
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Purdue University
Downloads 8,594
11.

Backtesting

Number of pages: 32 Posted: 27 Oct 2013 Last Revised: 30 Jul 2015
Working Paper Series
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Purdue University
Downloads 8,571
12.

p-Hacking in A/B Testing

Number of pages: 46 Posted: 18 Jul 2018 Last Revised: 21 Jul 2022
Working Paper Series
Ron Berman, Leonid Pekelis, Aisling Scott and Christophe Van den Bulte
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads 7,024
13.

T-Test with Likert Scale Variables

Number of pages: 5 Posted: 26 Apr 2016
Working Paper Series
Pedro Cosme Vieira
Universidade do Porto - Faculdade de Economia (FEP)
Downloads 6,961
14.

Usefulness of Correlation Analysis

Number of pages: 9 Posted: 11 Jul 2019
Working Paper Series
Samithamby Senthilnathan
International Training Institute
Downloads 6,854
15.

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

Published in Journal of Finance, February 2010, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 85 Posted: 05 Mar 2008 Last Revised: 01 Jul 2022
Accepted Paper Series
Laurent Barras, O. Scaillet and Russ Wermers
Universite du Luxembourg - Department of Finance, Swiss Finance Institute - University of Geneva and University of Maryland - Robert H. Smith School of Business
Downloads 6,725
16.

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
Gunduz Caginalp and Henry Laurent
University of Pittsburgh - Department of Mathematics and Mesirow Financial Investment Management
Downloads 6,652
17.

Event Studies: A Methodology Review

Number of pages: 36 Posted: 02 Aug 2009 Last Revised: 20 Aug 2010
Working Paper Series
Charles J. Corrado
Deakin University - School of Accounting, Economics & Finance
Downloads 5,332
18.

Computation of the marginal contribution of Sharpe ratio and other performance ratios

Université Paris-Dauphine Research Paper Forthcoming
Number of pages: 20 Posted: 14 Apr 2021
Working Paper Series
Eric Benhamou and Beatrice Guez
Université Paris Dauphine and AI For Alpha
Downloads 4,699
19.

Impact of Financial Leverage on Firms’ Profitability: An Investigation from Cement Sector of Pakistan

Research Journal of Finance and Accounting, Vol. 6, No. 7, 2015. ISSN 2222-1697 (Paper) ISSN 2222-2847 (Online)
Number of pages: 7 Posted: 08 May 2015 Last Revised: 03 Apr 2016
Accepted Paper Series
Nawaz Ahmad, Atif Salman and Aamir Shamsi
RTS (Research, Trainings, and Solutions), Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and Institute of Business Management
Downloads 4,660
20.

NGO-GM: Natural Gradient Optimization for Graphical Models

Université Paris-Dauphine Research Paper No. 3387874
Number of pages: 18 Posted: 03 Jun 2019
Working Paper Series
Eric Benhamou, Jamal Atif, Rida Laraki and David Saltiel
Université Paris Dauphine, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 4,360
21.

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
Mohamed H. Rashwan
Loughborough University - The British University in Egypt
Downloads 4,347
22.

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
Edgardo Buscaglia
International Law and Economic Development Center
Downloads 4,108
23.

Impact of Stress on Job Performance: An Empirical Study of the Employees of Private Sector Universities of Karachi, Pakistan

Research Journal of Management Sciences, ISSN 2319-1171, Vol. 3(7), 14-17, July (2014)
Number of pages: 4 Posted: 09 Jul 2014
Accepted Paper Series
Usman Ali Warraich, Rizwan Ahmed, Nawaz Ahmad and Imamuddin Khoso
Indus University, Indus University, RTS (Research, Trainings, and Solutions) and University of Sindh
Downloads 4,040
24.

Efficiency of Indian Stock Market

Number of pages: 12 Posted: 05 Dec 2003
Working Paper Series
Anand Pandey
Indira Gandhi Institute of Development Research
Downloads 4,025
25.

A Statistical Comparison of the CAPM to the Fama-French Three Factor Model and the Carhart's Model

Global Journal of Finance and Banking Issues, Vol. 2, No. 2, 2008
Number of pages: 11 Posted: 20 Jan 2010
Accepted Paper Series
Zakri Y. Bello
Central Connecticut State University - Finance
Downloads 4,003
26.

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
Dave Walton
StatisTrade
Downloads 3,981
27.

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
Michael P. Murray
Bates College
Downloads 3,887
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
Ian D. Gow, Gaizka Ormazabal and Daniel J. Taylor
University of Melbourne - Department of Accounting, University of Navarra, IESE Business School and The Wharton School, University of Pennsylvania
Downloads 3,691
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
Andrew Ang, Joseph Chen and Yuhang Xing
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 3,666
30.

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Number of pages: 61 Posted: 04 Dec 2019 Last Revised: 27 Mar 2024
Working Paper Series
Svetlana Bryzgalova, Jiantao Huang and Christian Julliard
London Business School - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 3,582
31.

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
Peter Reinhard Hansen, Asger Lunde and Asger Lunde
University of North Carolina (UNC) at Chapel Hill - Department of Economics and CREATESAarhus University - School of Business and Social Sciences
Downloads 3,397
32.

Presidential Address: The Scientific Outlook in Financial Economics

Duke I&E Research Paper No. 2017-05
Number of pages: 38 Posted: 10 Jan 2017 Last Revised: 22 Dec 2017
Working Paper Series
Campbell R. Harvey
Duke University - Fuqua School of Business
Downloads 3,330
33.

Priced Risk in Corporate Bonds

Number of pages: 62 Posted: 11 Apr 2023 Last Revised: 15 Jun 2023
Working Paper Series
Alexander Dickerson, Philippe Mueller and Cesare Robotti
UNSW Business School, Warwick Business School Finance Group and Warwick Business School
Downloads 3,313
34.

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
Peter Reinhard Hansen, Asger Lunde, Asger Lunde and James M. Nason
University of North Carolina (UNC) at Chapel Hill - Department of Economics, CREATESAarhus University - School of Business and Social Sciences and North Carolina State University - Department of Economics
Downloads 3,245
35.

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: 23 May 2018
Working Paper Series
Meera Sharma
affiliation not provided to SSRN
Downloads 3,230
36.

Detecting Anomalies in the 2020 US Presidential Election Votes with Benford’s Law

Number of pages: 15 Posted: 11 Dec 2020
Working Paper Series
Savva Shanaev, Arina Shuraeva, Arina Shuraeva and Binam Ghimire
Northumbria University, University of LondonUniversity of Northumbria at Newcastle and Robert Gordon University - Aberdeen Business School
Downloads 3,217
37.

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
Amber Osman and M.I. Subhani
Office of Research, Innovation & Commercialization - ORIC and Iqra University Research Centre - IURC
Downloads 3,020
38.

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
Po-Hsuan Hsu and Chung-Ming Kuan
National Tsing Hua University - Department of Quantitative Finance and Department of Finance, National Taiwan University
Downloads 2,851
39.

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

Number of pages: 54 Posted: 11 Aug 2015 Last Revised: 29 Nov 2017
Working Paper Series
Leah Isakov, Andrew W. Lo and Vahid Montazerhodjat
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Downloads 2,766
40.

Connecting Sharpe Ratio and Student T-Statistic, and Beyond

Number of pages: 25 Posted: 26 Aug 2018 Last Revised: 24 Apr 2021
Working Paper Series
Eric Benhamou
Université Paris Dauphine
Downloads 2,755
41.

Measuring Real Activity Management

Number of pages: 45 Posted: 24 Mar 2011 Last Revised: 29 Sep 2020
Working Paper Series
Daniel A. Cohen, Shail Pandit, Shail Pandit, Charles E. Wasley and Tzachi Zach
Vanderbilt University - Owen Graduate School of Management, University of Illinois at ChicagoUniversity of Illinois at Chicago, Simon School, University of Rochester and Ohio State University (OSU) - Department of Accounting & Management Information Systems

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Downloads 2,746
42.

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

Number of pages: 24 Posted: 25 Oct 2004
Working Paper Series
Yochanan Shachmurove and Emanuel Shachmurove
City University of New York, CUNY City College of New York - Department of Economics and Independent
Downloads 2,736
43.

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

Number of pages: 24 Posted: 26 Jul 2004
Working Paper Series
Yochanan Shachmurove
City University of New York, CUNY City College of New York - Department of Economics
Downloads 2,685
44.

Better Investing Through Factors, Regimes and Sensitivity Analysis

Number of pages: 100 Posted: 30 Jan 2015
Working Paper Series
Cristian Homescu
Independent
Downloads 2,656
45.

General Diagnostic Tests for Cross Section Dependence in Panels

Number of pages: 41 Posted: 04 Aug 2004
Working Paper Series
M. Hashem Pesaran
University of Southern California - Department of Economics
Downloads 2,614
46.

Stock Return Predictability: Is it There?

Number of pages: 53 Posted: 23 Mar 2001
Working Paper Series
Geert Bekaert and Andrew Ang
Columbia University - Columbia Business School, Finance and BlackRock, Inc

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Downloads 2,562
47.

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
James Jianxin Gong, S. Mark Young and Wim A. Van der Stede
California State University at Fullerton, University of Southern California - Leventhal School of Accounting and London School of Economics & Political Science (LSE)
Downloads 2,544
48.

The Effect of Electronic Word of Mouth (eWOM) on Purchase Intention on Korean Cosmetic Products in the Mongolian Market

Journal of International Trade & Commerce, Vol.14, No.4, pp.161-175
Number of pages: 15 Posted: 15 Jan 2019
Accepted Paper Series
Mendbayar Lkhaasuren and Kyung-Doo Nam
Konkuk University - Department of International Trade and Konkuk University - Department of International Trade
Downloads 2,471
49.

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
Susan Nevelow Mart
University of Colorado Law School
Downloads 2,427
50.

International Asset Allocation with Time-Varying Correlations

Number of pages: 80 Posted: 07 Apr 1999
Working Paper Series
Geert Bekaert and Andrew Ang
Columbia University - Columbia Business School, Finance and BlackRock, Inc

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