1.
Pulling the Goalie: Hockey and Investment Implications
Number of pages: 13
Posted: 08 Mar 2018
Last Revised: 08 Oct 2018
Working Paper Series
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
57,125
2.
Day Trading for a Living?
Number of pages: 9
Posted: 22 Jul 2019
Last Revised: 15 Jun 2020
Working Paper Series
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads
25,976
3.
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
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads
20,171
4.
Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin
Number of pages: 8
Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads
11,644
5.
Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors
Number of pages: 92
Posted: 02 Jan 2019
Last Revised: 20 Jul 2021
Working Paper Series
University of Chicago - Booth School of Business, Inalytics Limited, University of Chicago - Booth School of Business and MIT Sloan School of Management
There are 2 versions of this paper
Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors
Number of pages: 92
Posted: 02 Jan 2019
Last Revised: 20 Jul 2021
Downloads
11,392
Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors
NBER Working Paper No. w29076
Number of pages: 55
Posted: 26 Jul 2021
Last Revised: 18 Nov 2021
Downloads
11
Downloads
11,392
6.
Deep Value
Number of pages: 59
Posted: 28 Nov 2017
Last Revised: 12 Dec 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
There are 2 versions of this paper
Downloads
9,735
7.
Lazy Prices
2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 90
Posted: 14 Aug 2010
Last Revised: 28 Mar 2019
Working Paper Series
Harvard University - Business School (HBS), Harvard Business School and DePaul University
There are 2 versions of this paper
Lazy Prices
2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 90
Posted: 14 Aug 2010
Last Revised: 28 Mar 2019
Downloads
9,338
Lazy Prices
NBER Working Paper No. w25084
Number of pages: 90
Posted: 24 Sep 2018
Last Revised: 17 Jul 2022
Downloads
163
Downloads
9,338
8.
Feverish Stock Price Reactions to COVID-19
Review of Corporate Finance Studies, Volume 9, Issue 3, November 2020, Pages 622–655, Swiss Finance Institute Research Paper No. 20-12
Number of pages: 58
Posted: 09 Mar 2020
Last Revised: 22 Aug 2021
Accepted Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
There are 2 versions of this paper
Feverish Stock Price Reactions to COVID-19
Review of Corporate Finance Studies, Volume 9, Issue 3, November 2020, Pages 622–655, Swiss Finance Institute Research Paper No. 20-12
Number of pages: 58
Posted: 09 Mar 2020
Last Revised: 22 Aug 2021
Downloads
8,461
Feverish Stock Price Reactions to Covid-19
CEPR Discussion Paper No. DP14511
Number of pages: 61
Posted: 25 Mar 2020
Last Revised: 29 Jun 2020
Downloads
9
Downloads
8,461
9.
Betting Against Correlation: Testing Theories of the Low-Risk Effect
Number of pages: 73
Posted: 08 Feb 2017
Last Revised: 21 Jun 2018
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, University of Chicago - Booth School of Business and AQR Capital Management, LLC
There are 2 versions of this paper
Betting Against Correlation: Testing Theories of the Low-Risk Effect
Number of pages: 73
Posted: 08 Feb 2017
Last Revised: 21 Jun 2018
Downloads
8,077
Betting Against Correlation: Testing Theories of the Low-Risk Effect
CEPR Discussion Paper No. DP12686
Number of pages: 65
Posted: 14 Feb 2018
Downloads
2
Downloads
8,077
10.
A Century of Evidence on Trend-Following Investing
Number of pages: 26
Posted: 28 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads
7,551
11.
Which Trend Is Your Friend?
Financial Analysts Journal, vol. 72, no. 3 (May/June 2016)
Number of pages: 32
Posted: 10 May 2015
Last Revised: 19 Apr 2016
Accepted Paper Series
AQR Capital Management and AQR Capital Management, LLC
Downloads
7,387
12.
Sharpening the Arithmetic of Active Management
Financial Analysts Journal, 2018, 74 (1): 21-36
Number of pages: 23
Posted: 07 Oct 2016
Last Revised: 23 Feb 2018
Working Paper Series
AQR Capital Management, LLC
Downloads
6,974
13.
The Dividend Disconnect
7th Miami Behavioral Finance Conference 2016
Number of pages: 56
Posted: 29 Nov 2016
Last Revised: 30 Aug 2018
Working Paper Series
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads
5,055
14.
Gold, the Golden Constant, COVID-19, 'Massive Passives' and Déjà Vu
Number of pages: 18
Posted: 07 Aug 2020
Last Revised: 22 Aug 2021
Working Paper Series
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads
4,914
15.
Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds
Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 66
Posted: 18 Jan 2018
Last Revised: 15 Dec 2020
Working Paper Series
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads
4,445
16.
Trend Without Hiccups - A Kalman Filter Approach
Number of pages: 35
Posted: 21 Mar 2016
Last Revised: 26 Apr 2016
Working Paper Series
Université Paris Dauphine
Downloads
4,279
17.
Behavioral Finance
Number of pages: 69
Posted: 15 Aug 2014
Last Revised: 01 Oct 2014
Working Paper Series
Marshall School of Business, USC
There are 2 versions of this paper
Behavioral Finance
Number of pages: 69
Posted: 15 Aug 2014
Last Revised: 01 Oct 2014
Downloads
4,230
Behavioral Finance
Annual Review of Financial Economics, Vol. 7, pp. 133-159, 2015
Posted: 11 Dec 2015
Downloads
4,230
18.
Cryptocurrency: A New Investment Opportunity?
Number of pages: 38
Posted: 30 Jun 2017
Last Revised: 09 Jun 2021
Working Paper Series
Singapore University of Social Sciences (SUSS), Fudan University - School of Economics and Shanghai University of Finance and Economics - School of Economics
Downloads
4,135
19.
Technical Analysis and Individual Investors
Journal of Economic Behavior and Organization, 107 (November), pp. 487-511
Number of pages: 67
Posted: 27 Feb 2014
Last Revised: 13 Jan 2015
Accepted Paper Series
University of Adelaide - Business School and Santa Clara University - Leavey School of Business
Downloads
3,837
20.
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 565/2018
Number of pages: 61
Posted: 09 Aug 2017
Last Revised: 11 Apr 2019
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads
3,549
21.
Option Return Predictability
Review of Financial Studies, Vol. 35, 2022, 27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 78
Posted: 06 Dec 2015
Last Revised: 01 Mar 2022
Accepted Paper Series
Department of Finance, School of Management, Fudan University, University of Toronto, Rotman School of Management, The Hong Kong Polytechnic University - School of Accounting and Finance and Shanghai LiLi Technology Co.,Ltd.
Downloads
3,497
22.
Night Moves: Is the Overnight Drift the Grandmother of All Market Anomalies
Number of pages: 12
Posted: 30 Jun 2022
Working Paper Series
Elm Partners, Independent and Royal Bridge Capital
Downloads
3,407
23.
The Misguided Beliefs of Financial Advisors
Journal of Finance, Forthcoming, Kelley School of Business Research Paper No. 18-9
Number of pages: 66
Posted: 20 Jan 2018
Last Revised: 22 Mar 2021
Accepted Paper Series
Dartmouth College - Tuck School of Business, Federal Reserve Bank of Chicago and Indiana University - Kelley School of Business - Department of Finance
Downloads
3,282
24.
The Loss of Loss Aversion: Will It Loom Larger Than Its Gain?
Journal of Consumer Psychology, Forthcoming
Number of pages: 59
Posted: 09 Oct 2017
Last Revised: 26 Apr 2018
Accepted Paper Series
University of Illinois at Chicago and Northwestern University - Kellogg School of Management
Downloads
3,210
25.
Trends Everywhere
Journal of Investment Management, Forthcoming, NYU Stern School of Business
Number of pages: 26
Posted: 17 May 2019
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads
3,078
26.
Regulating Consumer Financial Products: Evidence from Credit Cards
Number of pages: 67
Posted: 26 Sep 2013
Last Revised: 28 Aug 2014
Working Paper Series
National University of Singapore, Government of the United States of America - Office of the Comptroller of the Currency (OCC), University of Chicago Booth School of Business and New York University (NYU) - Leonard N. Stern School of Business
There are 2 versions of this paper
Regulating Consumer Financial Products: Evidence from Credit Cards
Number of pages: 67
Posted: 26 Sep 2013
Last Revised: 28 Aug 2014
Downloads
2,949
Regulating Consumer Financial Products: Evidence from Credit Cards
NBER Working Paper No. w19484
Number of pages: 70
Posted: 28 Sep 2013
Last Revised: 28 Mar 2022
Downloads
62
Downloads
2,949
27.
A Study on Technical Analysis and Its Usefulness in Indian Stock Market
(2014). Mirror, 3, (2), 159-165. ISSN:2249-8117
Number of pages: 17
Posted: 14 Mar 2018
Accepted Paper Series
Mahatma Gandhi University
Downloads
2,711
28.
Forced Entrepreneurs
Journal of Finance, Forthcoming
Number of pages: 45
Posted: 29 Jun 2016
Last Revised: 21 Oct 2021
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads
2,690
29.
Cross-Section of Option Returns and Idiosyncratic Stock Volatility
AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (JFE), Vol. 108, No. 1, 2013, McCombs Research Paper Series No. FIN-15-09
Number of pages: 48
Posted: 17 Mar 2011
Last Revised: 27 Nov 2016
Accepted Paper Series
The Hong Kong Polytechnic University - School of Accounting and Finance and University of Toronto, Rotman School of Management
Downloads
2,593
30.
Excess Volatility: Beyond Discount Rates
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-13
Number of pages: 70
Posted: 06 Mar 2015
Last Revised: 30 Jul 2019
Working Paper Series
Yale School of Management and Yale SOM
There are 2 versions of this paper
Excess Volatility: Beyond Discount Rates
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-13
Number of pages: 70
Posted: 06 Mar 2015
Last Revised: 30 Jul 2019
Downloads
2,547
Excess Volatility: Beyond Discount Rates
NBER Working Paper No. w22045
Number of pages: 86
Posted: 01 Mar 2016
Last Revised: 28 Mar 2021
Downloads
33
Downloads
2,547
31.
CEO Personality and Firm Policies
6th Miami Behavioral Finance Conference, Stanford University Graduate School of Business Research Paper No. 16-34, Chicago Booth Research Paper No. 16-13, Fama-Miller Working Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 220
Number of pages: 62
Posted: 08 Jul 2016
Last Revised: 10 Aug 2016
Working Paper Series
University of Melbourne, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business
There are 2 versions of this paper
CEO Personality and Firm Policies
6th Miami Behavioral Finance Conference, Stanford University Graduate School of Business Research Paper No. 16-34, Chicago Booth Research Paper No. 16-13, Fama-Miller Working Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 220
Number of pages: 62
Posted: 08 Jul 2016
Last Revised: 10 Aug 2016
Downloads
2,499
CEO Personality and Firm Policies
NBER Working Paper No. w22435
Number of pages: 61
Posted: 25 Jul 2016
Last Revised: 21 Apr 2022
Downloads
139
Downloads
2,499
32.
Anomalies Across the Globe: Once Public, No Longer Existent?
Journal of Financial Economics, Forthcoming
Number of pages: 46
Posted: 02 Aug 2016
Last Revised: 21 Oct 2018
Accepted Paper Series
University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads
2,403
33.
Social Media, News Media and the Stock Market
Number of pages: 64
Posted: 02 Apr 2016
Last Revised: 29 Feb 2020
Working Paper Series
Maastricht University - Department of Finance, Imperial College London and Imperial College London
Downloads
2,328
34.
Impact of Behavioral Biases on Investment Decision; Moderating Role of Financial Literacy
Number of pages: 14
Posted: 26 Sep 2016
Last Revised: 10 Nov 2016
Working Paper Series
International Islamic University, Islamabad and International Islamic University Pakistan
Downloads
2,281
35.
The Effects of a 'Black Swan' Event (COVID-19) on Herding Behavior in Cryptocurrency Markets: Evidence from Cryptocurrency USD, EUR, JPY and KRW Markets
Number of pages: 57
Posted: 29 Apr 2020
Working Paper Series
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads
2,246
36.
The Return Expectations of Public Pension Funds
Stanford University Graduate School of Business Research Paper No. 18-5, 9th Miami Behavioral Finance Conference 2018
Number of pages: 99
Posted: 06 Nov 2019
Last Revised: 02 Oct 2021
Working Paper Series
University of Amsterdam and Stanford Graduate School of Business
There are 2 versions of this paper
The Return Expectations of Public Pension Funds
Stanford University Graduate School of Business Research Paper No. 18-5, 9th Miami Behavioral Finance Conference 2018
Number of pages: 99
Posted: 06 Nov 2019
Last Revised: 02 Oct 2021
Downloads
2,160
The Return Expectations of Public Pension Funds
CEPR Discussion Paper No. DP16635
Number of pages: 102
Posted: 09 Nov 2021
Downloads
2,160
37.
Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market
Number of pages: 4
Posted: 02 Dec 2016
Last Revised: 05 Dec 2016
Working Paper Series
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads
2,143
38.
Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and Theorists
Number of pages: 29
Posted: 03 Mar 2017
Last Revised: 06 Jul 2021
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads
2,128
39.
A Tough Act to Follow: Contrast Effects in Financial Markets
Number of pages: 61
Posted: 03 Jun 2015
Last Revised: 22 Mar 2018
Working Paper Series
University of Chicago - Booth School of Business and Yale School of Management
There are 2 versions of this paper
A Tough Act to Follow: Contrast Effects in Financial Markets
Number of pages: 61
Posted: 03 Jun 2015
Last Revised: 22 Mar 2018
Downloads
2,066
A Tough Act to Follow: Contrast Effects in Financial Markets
NBER Working Paper No. w23883
Number of pages: 62
Posted: 02 Oct 2017
Last Revised: 04 Apr 2022
Downloads
27
Downloads
2,066
40.
Get Real! Individuals Prefer More Sustainable Investments
The Review of Financial Studies, Volume 34, Issue 8, August 2021, Pages 3976–4043
Number of pages: 100
Posted: 21 Nov 2018
Last Revised: 23 Nov 2021
Accepted Paper Series
Maastricht University, Maastricht University and Maastricht University
Downloads
2,050
41.
Shaped by Their Daughters: Executives, Female Socialization, and Corporate Social Responsibility
Journal of Financial Economics (JFE), 2017
Number of pages: 51
Posted: 16 Jun 2015
Last Revised: 14 Dec 2017
Accepted Paper Series
Chapman University - The George L. Argyros School of Business & Economics and China Europe International Business School
Downloads
2,023
42.
Shiller's CAPE: Market Efficiency and Risk
Georgetown McDonough School of Business Research Paper No. 2876644
Number of pages: 37
Posted: 30 Nov 2016
Last Revised: 13 Apr 2018
Working Paper Series
Rutgers, The State University of New Jersey - Accounting & Information Systems and Georgetown University - Department of Accounting and Business Law
Downloads
1,969
43.
Bitcoin is Exactly Like Gold Except When it Isn't
Number of pages: 21
Posted: 12 Feb 2021
Working Paper Series
TR
Downloads
1,926
44.
Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires
Quarterly Journal of Economics, Vol. 131, No. 3, Pages 1181-1241, 2016
Number of pages: 60
Posted: 15 Dec 2014
Last Revised: 16 Dec 2020
Accepted Paper Series
Directeur de Recherche, Centre National de la Recherche Scientifique, Toulouse School of Economics, Institute for Advanced Study in Toulouse, University of Toulouse Capitole, Toulouse, France, Yale University, Yale SOMAQR Capital and Yale School of Management
There are 3 versions of this paper
Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires
Quarterly Journal of Economics, Vol. 131, No. 3, Pages 1181-1241, 2016
Number of pages: 60
Posted: 15 Dec 2014
Last Revised: 16 Dec 2020
Downloads
1,921
Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires
NBER Working Paper No. w22026
Number of pages: 61
Posted: 01 Mar 2016
Last Revised: 09 Mar 2022
Downloads
118
Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires
Quarterly Journal of Economics, 131(3): 1181-1241, 2016
Posted: 22 Jun 2015
Last Revised: 20 Apr 2020
Downloads
1,921
45.
Management Disclosure of Risk Factors and COVID-19
Number of pages: 4
Posted: 14 Apr 2020
Working Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads
1,917
46.
What's Past is Not Prologue
Number of pages: 5
Posted: 08 Aug 2018
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads
1,884
47.
Active and Passive Investing: Understanding Samuelson's Dictum
Number of pages: 68
Posted: 15 Oct 2018
Last Revised: 26 Aug 2021
Working Paper Series
University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
Downloads
1,786
48.
Low-carbon Mutual Funds
Swiss Finance Institute Research Paper No. 19-13, European Corporate Governance Institute – Finance Working Paper No. 659/2020
Number of pages: 67
Posted: 19 Feb 2020
Last Revised: 06 May 2022
Working Paper Series
Maastricht University - Department of Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
There are 2 versions of this paper
Low-carbon Mutual Funds
Swiss Finance Institute Research Paper No. 19-13, European Corporate Governance Institute – Finance Working Paper No. 659/2020
Number of pages: 67
Posted: 19 Feb 2020
Last Revised: 06 May 2022
Downloads
1,786
Low-Carbon Mutual Funds
CEPR Discussion Paper No. DP13599
Number of pages: 62
Posted: 27 Mar 2019
Last Revised: 27 May 2022
Downloads
1
Downloads
1,786
49.
Predictable Price Pressure
Number of pages: 58
Posted: 26 May 2021
Last Revised: 30 Jun 2022
Working Paper Series
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads
1,758
50.
The Cash Conversion Cycle Spread
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58
Posted: 08 May 2017
Last Revised: 05 Aug 2018
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate
Downloads
1,748
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