Search Results
JEL Code: C49

102,956 Total downloads

Viewing: 1 - 50 of 359 papers

1.

Bitcoin Spreads Like a Virus

Number of pages: 19 Posted: 23 Apr 2019 Last Revised: 24 Feb 2024
Working Paper Series
Cane Island Digital Research
Downloads 10,739
2.

Automated Trading with Boosting and Expert Weighting

Quantitative Finance, Vol. 4, No. 10, pp. 401–420
Number of pages: 18 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 5,204
3.

A Boosting Approach for Automated Trading

Journal of Trading, Vol. 2, No. 3, pp. 84-96.
Number of pages: 10 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 3,392
4.

Outreach and Efficiency of Microfinance Institutions

Number of pages: 29 Posted: 12 Jun 2008
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Department of Economics, Econometrics and Finance and University of Groningen - Faculty of Economics and Business
Downloads 2,307
5.

Rethinking the Influence of Agency Theory in the Accounting Academy

Issues in Accounting Education, Vol. 21, No. 1, pp. 17-30, 2006
Number of pages: 26 Posted: 13 Oct 2005 Last Revised: 27 Sep 2009
Accepted Paper Series
Boston College - Department of Accounting and Western New England University - Department of Accounting and Finance
Downloads 2,141
6.

Financial Development and the Efficiency of Microfinance Institutions

Number of pages: 29 Posted: 04 May 2009
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Department of Economics, Econometrics and Finance and University of Groningen - Faculty of Economics and Business
Downloads 2,138
7.

Logistics-Production, Logistics-Marketing and External Integration: Their Impact on Performance

Economics and Business Working Paper No. 657
Number of pages: 20 Posted: 15 Oct 2003
Working Paper Series
ESADE University Faculties - Department of Operations and Innovation Management and Universitat Pompeu Fabra
Downloads 1,936
8.

Why Bitcoin Dominates

Number of pages: 20 Posted: 11 Jul 2019 Last Revised: 24 Feb 2024
Working Paper Series
Cane Island Digital Research
Downloads 1,619
9.

Consumer Credit Scoring Models with Limited Data

EFA 2007 Ljubljana Meetings Paper
Number of pages: 23 Posted: 02 Mar 2007
Working Paper Series
Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry
Downloads 1,579
10.

The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

Journal of Statistical Software, Vol. 99, Issue 2, pp. 1-40, 2021
Number of pages: 40 Posted: 11 Nov 2017 Last Revised: 19 Aug 2021
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Vrije Universiteit Brussel and Ghent University
Downloads 1,480
11.

Incentives, Job Satisfaction and Performance: Empirical Evidence in Italian Social Enterprises

Euricse Working Papers No. 012|10
Number of pages: 49 Posted: 03 Nov 2010
Working Paper Series
European Research Institute on Cooperative & Social Enterprises (EURICSE), University of Trento - Department of Economics and Management and University of Brescia - Department of Economics and Managementex Department of Quantitative Methods
Downloads 1,337
12.

Statactivism: Forms of Action between Disclosure and Affirmation

Bruno Isabelle, Didier Emmanuel and Vitale Tommaso (2014), "Statactivism: forms of action between disclosure and affirmation", in Partecipazione e conflitto. The Open Journal of Sociopolitical Studies, vol. 7, n. 2, pp. 198-220. DOI: 10.1285/i20356609v7i2p198. e-ISSN: 2035-6609.
Number of pages: 23 Posted: 17 Jul 2014
Accepted Paper Series
Université Lille 2, Ecole des Hautes Etudes en Sciences Sociales (EHESS) and Sciences Po
Downloads 1,325
13.

Supply Chain Management as a Competitive Advantage in the Spanish Grocery Sector

UPF Working Paper Series No. 641
Number of pages: 21 Posted: 07 Jan 2004
Working Paper Series
ESADE University Faculties - Department of Operations and Innovation Management and Universitat Pompeu Fabra
Downloads 1,309
14.

Residents’ Perceptions of Tourism Impacts and Attitudes Towards Tourism Policies in a Small Mountain Community

Benchmarking: An International Journal, Forthcoming
Number of pages: 30 Posted: 20 May 2011 Last Revised: 09 Jun 2011
Working Paper Series
Universidad de la República, Bournemouth University AFE Department and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 1,300
15.

Psychographic Segmentation of Indian Urban Consumers

Journal of the Asia Pacific Economy, Vol. 13, No. 2, pp. 204-226, 2008
Number of pages: 24 Posted: 24 Jun 2010
Accepted Paper Series
IMI Bhubaneswar and affiliation not provided to SSRN
Downloads 1,248
16.

Sharia Governance: Sharia Supervisory Board Model of Islamic Banking and Finance in Indonesia

Number of pages: 28 Posted: 12 Dec 2013 Last Revised: 14 Dec 2013
Working Paper Series
Essex Business School, The University of Essex
Downloads 1,117
17.

Which Moments to Match?

Number of pages: 33 Posted: 13 Mar 1998
Working Paper Series
Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 1,083
18.

A Prospect-Theory Approach to the Kelly Criterion for Fat-Tail Portfolios: The Case of the Student T-Distribution

Number of pages: 17 Posted: 23 Sep 2008 Last Revised: 08 Oct 2008
Working Paper Series
DUNN Capital Management
Downloads 1,074
19.

Using Adaboost for Equity Investment Scorecards

Howe School Research Paper, NIPS Workshop Machine Learning in Finance, 2005, Whistler, British Columbia, Canada
Number of pages: 25 Posted: 28 Oct 2006 Last Revised: 26 Jan 2014
Working Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads 1,044
20.

Asset Market Linkages in Crisis Periods

Number of pages: 35 Posted: 05 Jul 2001
Working Paper Series
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 3 versions of this paper

Downloads 1,002
21.

Benchmarking Credit Rating Systems

Number of pages: 29 Posted: 17 Sep 2006
Working Paper Series
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, Vienna University of Economics and Business AdministrationOesterreichische Nationalbank (OeNB), WU (Vienna University of Economics and Business), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 867
22.

Leveraging a call-put ratio as a trading signal

The Version of Record of this manuscript has been published and is available in Quantitative Finance (2019), 19 (5): 763-777. , Howe School Research Paper No. 2015-49
Number of pages: 16 Posted: 27 Nov 2014 Last Revised: 20 Jul 2024
Accepted Paper Series
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 867
23.

The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics

Number of pages: 59 Posted: 19 Sep 2006
Working Paper Series
Universiti Malaya and Monash University
Downloads 857
24.

Fraud Risk Factors and Auditing Standards: A Call for the Replication of Empirical Research in an Islamic Environment

Arab Journal of Accounting, Vol. 13, No. 1, pp. 116-140, June 2010
Number of pages: 29 Posted: 16 Aug 2010 Last Revised: 29 Nov 2010
Accepted Paper Series
Southern Cross University and Southern Cross University
Downloads 804
25.

Momentum and Reversal Dynamics

Number of pages: 54 Posted: 04 Jan 2019
Working Paper Series
Texas A&M University - Department of Finance and Ulsan National Institute of Science and Technology (UNIST)
Downloads 802
26.

Corporate Failure Prediction (Bankruptcy) in Australia: From Zeta to Neural Networks

Number of pages: 56 Posted: 21 Feb 2009 Last Revised: 24 Mar 2009
Working Paper Series
The Hong Kong University of Science & Technology, University of New South Wales (UNSW), University of New South Wales (UNSW) - Australian Defence Force Academy and University of New South Wales (UNSW)
Downloads 764
27.

Visualization of Chaos for Finance Majors

Adelaide University Working Paper No. 00-7
Number of pages: 31 Posted: 07 Jan 2001
Working Paper Series
University of California at Irvine - The Paul Merage School of Business
Downloads 716
28.

Privacy and Data-Based Research

Number of pages: 29 Posted: 15 Sep 2013
Working Paper Series
Cornell University - S.C. Johnson Graduate School of Management and Hebrew University of Jerusalem - Benin School of Computer Science and Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 709
29.

On Measuring Concentration in Banking Systems

Number of pages: 7 Posted: 04 Dec 2006
Working Paper Series
University of Southampton and University of Bristol

Multiple version iconThere are 2 versions of this paper

Downloads 691
30.

Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review

GITAM Review of International Business, Vol. 1, No. 2, pp. 100-121, January 2009
Number of pages: 21 Posted: 09 Mar 2011
Accepted Paper Series
Indian Institute of Technology (IIT), Kharagpur - Department of Humanities and Social Sciences
Downloads 667
31.

Validation of Credit Rating Systems Using Multi-Rater Information

Number of pages: 35 Posted: 20 Dec 2005
Working Paper Series
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Vienna University of Economics and Business AdministrationOesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 646
32.

How to Normalize Co-Occurrence Data? An Analysis of Some Well-Known Similarity Measures

ERIM Report Series Reference No. ERS-2009-001-LIS
Number of pages: 45 Posted: 25 Jan 2009
Working Paper Series
Erasmus University Rotterdam - Erasmus School of Economics and Erasmus University Rotterdam - Faculty of Economics and Business
Downloads 623
33.

Empirics of Growth and Development

INTERNATIONAL HANDBOOK OF DEVELOPMENT ECONOMICS, Vol. 1, Amitava Dutt and Jaime Ros, eds., Edward Elgar Publishing, 2008
Number of pages: 22 Posted: 07 Nov 2005 Last Revised: 24 Apr 2011
Accepted Paper Series
University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, University of Cyprus - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads 612
34.

Research Methods in Quantitative Finance

Number of pages: 19 Posted: 14 Jun 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 592
35.

A Link Mining Algorithm for Earnings Forecast and Trading

Data Mining and Knowledge Discovery, Vol. 18, No. 3
Number of pages: 20 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and Columbia University - Computer Science Department
Downloads 585
36.

An Empirical Analysis Using Johansen's Cointegration Approach

IMF Working Paper No. 94/145
Number of pages: 38 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 559
37.

Genetic Programming with Syntactic Restrictions Applied to Financial Volatility Forecasting

Olsen & Associates Working Paper No. GOZ.2000-07-28
Number of pages: 23 Posted: 27 May 2001
Working Paper Series
Edgelab, Pictet Asset Management and Olsen Group (Olsen & Associates Ltd.)
Downloads 557
38.

An Information-Theoretic Approach to Dimension Reduction of Financial Data

Number of pages: 13 Posted: 04 May 2013 Last Revised: 02 Jun 2020
Working Paper Series
Dimensionless Ltd and Aberdeen Standard Investments
Downloads 550
39.

Epidemic and Pandemic Risk Transfer Solutions and Options for Public Sector Support

Munich Risk and Insurance Center Working Paper No. 41
Number of pages: 21 Posted: 27 Jul 2021
Working Paper Series
Munich Re and Munich Re
Downloads 542
40.

Machine Learning Econometrics: Bayesian Algorithms and Methods

Number of pages: 33 Posted: 14 May 2020
Working Paper Series
University of Glasgow - Adam Smith Business School and Brandeis University - International Business School
Downloads 528
41.

Cross-Country Determinants of Weak-Form Stock Market Efficiency: A Preliminary Exploratory Study

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 84 Posted: 21 Aug 2007
Working Paper Series
Universiti Malaya and Monash University
Downloads 526
42.

Extreme Us Stock Market Fluctuations in the Wake of 9/11

Number of pages: 27 Posted: 08 Dec 2003
Working Paper Series
Maastricht University, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg
Downloads 517
43.

Systemic Risk and Diversification Across European Banks and Insurers

Journal of Banking & Finance, Vol. 37, 2013, p. 773-785, Tinbergen Institute Discussion Paper No. 2005-110/2
Number of pages: 38 Posted: 15 Dec 2005 Last Revised: 21 Feb 2013
Accepted Paper Series
AEGON Asset Management, Rotterdam School of Management, Erasmus University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 507
44.

Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient

Number of pages: 38 Posted: 06 Jun 2006
Working Paper Series
Universiti Malaya, Monash University and University of Texas at Austin - Applied Research Laboratories
Downloads 501
45.

Discriminatory Power - An Obsolete Validation Criterion?

Number of pages: 43 Posted: 25 Mar 2008 Last Revised: 25 Mar 2008
Working Paper Series
Vienna University of Economics and Business AdministrationOesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 495
46.

Interlocking Directorship Networks: What is Relevant for the Evolution and Change of the Networks?

University of Siena, Department of Economics, Working Paper No. 278
Number of pages: 24 Posted: 09 Aug 2000
Working Paper Series
University of Siena - Department of Economics
Downloads 489
47.

Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values

International Journal of Forecasting, Vol 35, Issue 4, pp. 1370-1386, 2019
Number of pages: 17 Posted: 30 May 2017 Last Revised: 06 Jun 2021
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration and Ghent University
Downloads 466
48.

Can Sentiment Analysis and Options Volume Anticipate Future Returns?

This is a pre-print of an article published in Computational Economics, 50: 669–685 DOI: 10.1007/ s10614-017-9694-4
Number of pages: 17 Posted: 29 May 2015 Last Revised: 20 Jul 2024
Accepted Paper Series
Stevens Institute of Technology and Stevens Institute of Technology, School of Business
Downloads 455
49.

Return Anomalies on the Nikkei: Are They Statistical Illusions?

Number of pages: 18 Posted: 26 May 2003
Working Paper Series
RMIT University, Education Centre Australia and University of Alabama at Birmingham
Downloads 455
50.

Events that Shook the Market: An Insight from Nonlinear Serial Dependencies in Intraday Returns

Number of pages: 37 Posted: 07 Jul 2006
Working Paper Series
Universiti Malaya, University of Texas at Austin - Applied Research Laboratories and Monash University
Downloads 438