1.
Endogeneity in Empirical Corporate Finance
Simon School Working Paper No. FR 11-29
Number of pages: 97
Posted: 28 Jan 2011
Last Revised: 06 Oct 2012
Working Paper Series
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Michigan, Stephen M. Ross School of Business
Downloads
26,622
2.
Empirical Asset Pricing via Machine Learning
Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79
Posted: 09 Apr 2018
Last Revised: 15 Sep 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
There are 2 versions of this paper
Empirical Asset Pricing via Machine Learning
Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79
Posted: 09 Apr 2018
Last Revised: 15 Sep 2019
Downloads
19,456
Empirical Asset Pricing Via Machine Learning
NBER Working Paper No. w25398
Number of pages: 80
Posted: 26 Dec 2018
Last Revised: 26 May 2023
Downloads
429
Downloads
19,456
3.
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Number of pages: 47
Posted: 18 May 2010
Last Revised: 05 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University (NYU) - Department of Finance
Downloads
12,771
4.
How Much Should We Trust Staggered Difference-In-Differences Estimates?
European Corporate Governance Institute – Finance Working Paper No. 736/2021, Rock Center for Corporate Governance at Stanford University Working Paper No. 246, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61
Posted: 01 Mar 2021
Last Revised: 27 Jan 2022
Working Paper Series
Berkeley Law School, Stanford University - Graduate School of Business and Harvard Business School (HBS)
Downloads
11,854
5.
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
Center for Global Development Working Paper No. 103
Number of pages: 48
Posted: 02 May 2007
Working Paper Series
Open Philanthropy
Downloads
7,729
6.
Machine Learning for Stock Selection
Financial Analysts Journal, vol. 75, no. 3 (Third Quarter 2019)
Number of pages: 35
Posted: 04 Mar 2019
Last Revised: 09 Aug 2019
Accepted Paper Series
Gresham Investment Management, LLC and Arwen Advisors
Downloads
7,452
7.
Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators
Number of pages: 77
Posted: 18 Aug 2021
Working Paper Series
Michigan State University - Department of Economics
Downloads
6,380
8.
Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds
Published in the Journal of Banking and Finance, Vol. 98 (p. 39-60), 2019, as "The effect of pro-environmental preferences on bond prices: Evidence from green bonds".
Number of pages: 67
Posted: 27 Dec 2016
Last Revised: 28 May 2021
Accepted Paper Series
CREST, ENSAE, Institut Polytechnique de Paris
Downloads
6,216
9.
Revisiting Event Study Designs: Robust and Efficient Estimation
Number of pages: 85
Posted: 20 Aug 2016
Last Revised: 20 Apr 2022
Working Paper Series
University College London - Department of Economics, London School of Economics & Political Science (LSE) - Department of Economics and Stanford Graduate School of Business
Downloads
5,998
10.
Impact of Working Capital Management and Capital Structure on Profitability of Automobile Firms in Pakistan
Finance and Corporate Governance Conference 2011 Paper
Number of pages: 18
Posted: 22 Aug 2010
Last Revised: 30 Nov 2010
Working Paper Series
Institute of Business Management
Downloads
5,620
11.
Comparative Politics and the Synthetic Control Method
American Journal of Political Science. 2014, Forthcoming, Formerly MIT Political Science Department Research Paper No. 2011-25
Number of pages: 34
Posted: 28 Oct 2011
Last Revised: 08 Feb 2014
Accepted Paper Series
Harvard University - Harvard Kennedy School (HKS), Harvard University and Stanford University - Department of Political Science
Downloads
5,351
12.
Difference-in-Differences with Multiple Time Periods
Number of pages: 45
Posted: 24 Mar 2018
Last Revised: 07 Dec 2020
Working Paper Series
University of Mississippi - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads
5,069
13.
Does Corporate Social Responsibility Affect The Performance of Firms?
FEEM Working Paper No. 52.2009
Number of pages: 47
Posted: 09 Aug 2009
Working Paper Series
University of Brescia - Department of Economics and University of Ferrara
There are 2 versions of this paper
Does Corporate Social Responsibility Affect The Performance of Firms?
FEEM Working Paper No. 52.2009
Number of pages: 47
Posted: 09 Aug 2009
Downloads
5,020
Does Corporate Social Responsibility Affect the Performance of Firms?
FEEM Working Paper No. 53.2012
Number of pages: 37
Posted: 06 Aug 2012
Downloads
486
Downloads
5,020
14.
Incrementality Bidding & Attribution
Number of pages: 40
Posted: 06 Mar 2018
Last Revised: 12 Mar 2018
Working Paper Series
Amazon and Netflix
Downloads
4,282
15.
Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland
Number of pages: 41
Posted: 30 Mar 2009
Last Revised: 10 May 2010
Working Paper Series
Lucerne University of Applied Sciences and Arts and Institut für Finanzdienstleistungen Zug (IFZ)
Downloads
3,760
16.
Do Human Rights Treaties Make a Difference?
Yale Law Journal, Vol. 111, 2002, Boston Univ. School of Law Working Paper No. 02-03
Number of pages: 108
Posted: 18 May 2002
Last Revised: 20 Feb 2015
Accepted Paper Series
Yale University - Law School
Downloads
3,746
17.
International Trade and its Effects on Economic Growth in China
IZA Discussion Paper No. 5151
Number of pages: 38
Posted: 30 Aug 2010
Working Paper Series
affiliation not provided to SSRN and Sogang University
Downloads
3,702
18.
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 The Wharton School, University of Pennsylvania
Downloads
3,604
19.
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
3,546
20.
A Comparison of Bond Pricing Models in the Pricing of Credit Risk
Number of pages: 53
Posted: 04 Jun 1999
Working Paper Series
Credit Suisse First Boston
Downloads
3,471
21.
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Kellogg Finance Dept. Working Paper No. 329, AFA 2006 Boston Meetings Paper
Number of pages: 68
Posted: 05 Feb 2005
Working Paper Series
There are 3 versions of this paper
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Kellogg Finance Dept. Working Paper No. 329, AFA 2006 Boston Meetings Paper
Number of pages: 68
Posted: 05 Feb 2005
Downloads
3,424
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
NBER Working Paper No. w11280
Number of pages: 69
Posted: 14 Aug 2012
Last Revised: 29 Oct 2022
Downloads
290
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
The Review of Financial Studies, Vol. 22, Issue 1, pp. 435-480, 2009
Posted: 03 Jan 2009
Downloads
3,424
22.
Simple Formulas for Standard Errors that Cluster by Both Firm and Time
Number of pages: 25
Posted: 13 Jul 2006
Last Revised: 18 May 2009
Working Paper Series
Arrowstreet Capital, L.P.
Downloads
3,110
23.
A Practical Guide to GMM (with Applications to Option Pricing)
Number of pages: 74
Posted: 10 May 2001
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Accountancy and Finance
Downloads
3,076
24.
Model Selection Using Database Characteristics: Developing a Classification Tree for Longitudinal Incidence Data
Number of pages: 50
Posted: 18 Jun 2012
Last Revised: 11 Jul 2013
Working Paper Series
University of Michigan, Stephen M. Ross School of BusinessUniversity of Pennsylvania - Marketing Department, University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Downloads
3,002
25.
Why the Two-Way Fixed Effects Model Is Difficult to Interpret, and What to Do About It
Kropko J, Kubinec R (2020) Interpretation and identification of within-unit and cross-sectional variation in panel data models. PLoS ONE 15(4): e0231349. https://doi.org/10.1371/journal.pone.0231349
Number of pages: 25
Posted: 01 Nov 2017
Last Revised: 22 Apr 2020
Accepted Paper Series
University of Virginia and University of Virginia
Downloads
2,928
26.
Do Leverage, Dividend Policy and Profitability Influence Future Value of Firm? Evidence from India
Number of pages: 19
Posted: 11 Jul 2008
Working Paper Series
Reserve Bank of India
Downloads
2,754
27.
The Effect of Climate Change and Extreme Weather Events on Tourism
FEEM Working Paper No. 30.05, CMCC Research Paper No. 01
Number of pages: 33
Posted: 07 Mar 2005
Last Revised: 24 Mar 2009
Working Paper Series
RFF-CMCC European Institute on Economics and the Environment, Fondazione Eni Enrico Mattei, Forschungsstelle nachhaltige Umweltentwicklung, ZMK, Hamburg University and VU University Amsterdam - Institute for Environmental Studies (IVM)
Downloads
2,697
28.
Household Debt Sustainability: What Explains Household Non-Performing Loans? An Empirical Analysis
ECB Working Paper No. 570
Number of pages: 45
Posted: 10 Jan 2006
Working Paper Series
KU Leuven - Center for Economic Studies and Banco de España
Downloads
2,690
29.
Regulation, Market Structure and Performance in Telecommunications
OECD Economics Department Working Paper No. 237
Number of pages: 58
Posted: 12 Oct 2000
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Downloads
2,631
30.
The Global Impact of COVID-19 on Financial Markets
Number of pages: 10
Posted: 29 Apr 2020
Working Paper Series
School of Management, University of Bradford and Queen Mary University of London - School of Economics and Finance
Downloads
2,598
31.
Internet’s Dirty Secret: Assessing the Impact of Online Intermediaries on HIV Transmission
Chan J., and Ghose A., "Internet’s Dirty Secret: Assessing the Impact of Online Intermediaries on HIV Transmission", MIS Quarterly, 38(4), p. 955-976.
Number of pages: 48
Posted: 07 Apr 2012
Last Revised: 28 May 2015
Accepted Paper Series
University of Minnesota - Twin Cities - Carlson School of Management and New York University (NYU) - Leonard N. Stern School of Business
There are 2 versions of this paper
Internet’s Dirty Secret: Assessing the Impact of Online Intermediaries on HIV Transmission
Chan J., and Ghose A., "Internet’s Dirty Secret: Assessing the Impact of Online Intermediaries on HIV Transmission", MIS Quarterly, 38(4), p. 955-976.
Number of pages: 48
Posted: 07 Apr 2012
Last Revised: 28 May 2015
Downloads
2,462
Internet’s Dirty Secret: Assessing the Impact of Online Intermediaries on HIV Transmission
MIS Quarterly, 38(4), p. 955-976., NET Institute Working Paper No. 12-07
Number of pages: 48
Posted: 07 Nov 2012
Last Revised: 28 May 2015
Downloads
293
Downloads
2,462
32.
Back to the Beginning: Persistence and the Cross-Section of Corporate Capital Structure
Number of pages: 63
Posted: 09 Feb 2006
Working Paper Series
University of Utah - Department of Finance, The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Colorado at Boulder - Department of Finance
Downloads
2,431
33.
Joint Tests of Signaling and Income Smoothing Through Bank Loan Loss Provisions
Number of pages: 48
Posted: 26 Dec 2000
Working Paper Series
York University - Schulich School of Business, Information and Communications University (ICU) and University of Houston - C.T. Bauer College of Business
Downloads
2,421
34.
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Number of pages: 52
Posted: 25 Jan 2011
Last Revised: 29 Feb 2012
Working Paper Series
Temple University - Fox School of Business and ManagementFox School of Business, Hong Kong University of Science & Technology (HKUST) and University of Piraeus - Department of Banking and Financial Management
There are 2 versions of this paper
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Number of pages: 52
Posted: 25 Jan 2011
Last Revised: 29 Feb 2012
Downloads
2,323
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
AFA 2012 Chicago Meetings Paper
Number of pages: 52
Posted: 22 Mar 2011
Downloads
1,210
Downloads
2,323
35.
Structural Breaks in Financial Time Series
Number of pages: 55
Posted: 31 Dec 2007
Last Revised: 18 Sep 2012
Working Paper Series
University of Cyprus - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads
2,297
36.
Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
Number of pages: 60
Posted: 17 Dec 2002
Working Paper Series
European Central Bank (ECB), Bank for International Settlements (BIS), Banco de España, Aix-Marseille University and Deutsche Bundesbank, Economics Department
There are 3 versions of this paper
Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
Number of pages: 60
Posted: 17 Dec 2002
Downloads
2,265
Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
Banque de France Working Paper No. 93
Number of pages: 50
Posted: 21 Dec 2010
Downloads
335
Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
Bundesbank Series 1 Discussion Paper No. 2001,18
Number of pages: 60
Posted: 08 Jun 2016
Downloads
40
Downloads
2,265
37.
Does Technology Cause Unemployment?
Number of pages: 12
Posted: 12 Oct 2009
Working Paper Series
Independent
Downloads
2,215
38.
An Introduction to Machine Learning for Panel Data
International Advances in Economic Research, Vol. 27, 2021
Number of pages: 93
Posted: 11 Dec 2020
Last Revised: 28 Jan 2021
Accepted Paper Series
Michigan State University - College of Law
Downloads
2,160
39.
Regulation, Industry Structure, and Performance in the Electricity Supply Industry
Number of pages: 41
Posted: 09 May 2000
Working Paper Series
University of Paris I Pantheon-Sorbonne - CES Team
Downloads
2,137
40.
Managerial Attributes and Executive Compensation
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 61
Posted: 12 Sep 2008
Last Revised: 09 Jun 2011
Accepted Paper Series
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
There are 2 versions of this paper
Managerial Attributes and Executive Compensation
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 61
Posted: 12 Sep 2008
Last Revised: 09 Jun 2011
Downloads
2,120
Managerial Attributes and Executive Compensation
NBER Working Paper No. w17368
Number of pages: 61
Posted: 30 Aug 2011
Last Revised: 17 Jun 2023
Downloads
78
Downloads
2,120
41.
Libor Benchmark Reform: An Overview of Libor Changes and Its Impact on Yield Curves, Pricing and Risk
Number of pages: 67
Posted: 12 Nov 2019
Last Revised: 03 Jan 2020
Working Paper Series
University of Oxford - Said Business School
Downloads
2,085
42.
The Environmental Kuznets Curve: A Survey of the Literature
Number of pages: 29
Posted: 10 Feb 2000
Working Paper Series
University of Siena - Dept. of Political and International Sciences
Downloads
2,018
43.
The Complete Picture of Credit Default Swap Spreads - A Quantile Regression Approach
Number of pages: 69
Posted: 29 Apr 2008
Last Revised: 31 Jan 2010
Working Paper Series
Nova School of Business and Economics, Nova School of Business and Economics and Pennsylvania State University - Department of Economics
Downloads
2,010
44.
Good Carry, Bad Carry
Columbia Business School Research Paper No. 15-53
Number of pages: 88
Posted: 30 Apr 2015
Last Revised: 06 Mar 2018
Working Paper Series
Columbia University - Columbia Business School, Finance and Hong Kong University of Science & Technology (HKUST)
There are 4 versions of this paper
Good Carry, Bad Carry
Columbia Business School Research Paper No. 15-53
Number of pages: 88
Posted: 30 Apr 2015
Last Revised: 06 Mar 2018
Downloads
1,948
Good Carry, Bad Carry
NBER Working Paper No. w25420
Number of pages: 78
Posted: 07 Jan 2019
Last Revised: 17 Jun 2023
Downloads
10
Downloads
1
Downloads
1,948
45.
Relationship between Trade Liberalisation, Economic Growth and Trade Balance: An Econometric Investigation
Number of pages: 56
Posted: 21 Jul 2004
Working Paper Series
University of East Anglia and HWWA Institute of International Economics
Downloads
1,910
46.
On Capital Structure in the Small and Medium Enterprises: The Spanish Case
Number of pages: 27
Posted: 29 Jul 2001
Working Paper Series
Universidad CEU Cardenal Herrera - Department of Business and Economics
Downloads
1,907
47.
Measuring the Degree of Financial Market Efficiency: An Essay
Number of pages: 36
Posted: 02 Oct 2005
Working Paper Series
University of California at Irvine - The Paul Merage School of Business
Downloads
1,902
48.
Health Status Determinants: Lifestyle, Environment, Health Care Resources and Efficiency
OECD Economics Department Working Paper No. 627
Number of pages: 75
Posted: 29 May 2010
Last Revised: 12 Jun 2010
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Policy Studies Branch and Organization for Economic Co-Operation and Development (OECD)
Downloads
1,893
49.
Accounting Conservatism, Earnings Persistence, and Pricing Multiples on Earnings
Accounting Horizons, Forthcoming
Number of pages: 51
Posted: 21 Feb 2007
Last Revised: 22 May 2014
Accepted Paper Series
Villanova University, University of Texas at El Paso - Department of Accounting & Information Systems, Sungkyunkwan University and Lehigh University
Downloads
1,873
50.
Panel Data Gravity Models of International Trade
CESifo Working Paper Series No. 4616
Number of pages: 58
Posted: 20 Feb 2014
Working Paper Series
Syracuse University, Ifo Institute for Economic Research - International Trade and Foreign Direct Investment and University of Innsbruck - Department of Economics
Downloads
1,850
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