1.
Market Efficiency, Long-Term Returns, and Behavioral Finance
Number of pages: 31
Posted: 30 Apr 1997
Working Paper Series
University of Chicago - Finance
Downloads
89,486
2.
The Capital Asset Pricing Model: Some Empirical Tests
Michael C. Jensen, STUDIES IN THE THEORY OF CAPITAL MARKETS, Praeger Publishers Inc., 1972
Number of pages: 54
Posted: 13 Jun 2006
Accepted Paper Series
Harvard Business School, Sloan School of Management, MIT (Deceased) and Stanford Graduate School of Business
Downloads
37,739
3.
Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?
Number of pages: 46
Posted: 28 Apr 2014
Working Paper Series
California Institute of Technology and New York University - Stern School of Business
Downloads
29,651
4.
Risk Premia Harvesting Through Dual Momentum
Journal of Management & Entrepreneurship, vol.2, no.1 (Mar 2017), 27-55
Number of pages: 37
Posted: 19 Apr 2012
Last Revised: 23 May 2017
Accepted Paper Series
Portfolio Management Consultants
Downloads
29,333
5.
Taxes, Financing Decisions, and Firm Value
Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34
Posted: 01 Feb 1997
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
There are 2 versions of this paper
Taxes, Financing Decisions, and Firm Value
Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34
Posted: 01 Feb 1997
Downloads
26,521
Taxes, Financing Decisions, and Firm Value
Journal of Finance, Vol. 53 No. 3, June 1998
Posted: 28 Jul 1998
Downloads
26,521
6.
Corporate Governance and Equity Prices
Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67
Posted: 12 Sep 2001
Working Paper Series
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
There are 3 versions of this paper
Corporate Governance and Equity Prices
Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67
Posted: 12 Sep 2001
Downloads
26,434
Corporate Governance and Equity Prices
NBER Working Paper No. w8449
Number of pages: 70
Posted: 26 Aug 2001
Last Revised: 23 Oct 2010
Downloads
436
Corporate Governance and Equity Prices
Quarterly Journal of Economics, Vol. 118, No. 1, February 2003
Posted: 13 Feb 2003
Downloads
26,434
7.
How Active is Your Fund Manager? A New Measure That Predicts Performance
AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47
Posted: 21 Mar 2006
Last Revised: 09 Feb 2019
Accepted Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance
There are 2 versions of this paper
How Active is Your Fund Manager? A New Measure That Predicts Performance
AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47
Posted: 21 Mar 2006
Last Revised: 09 Feb 2019
Downloads
25,830
How Active is Your Fund Manager? A New Measure that Predicts Performance
The Review of Financial Studies, Vol. 22, Issue 9, pp. 3329-3365, 2009
Posted: 08 Sep 2009
Downloads
25,830
8.
Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
Number of pages: 33
Posted: 04 Apr 2013
Last Revised: 13 Jun 2015
Working Paper Series
Portfolio Management Consultants
Downloads
25,260
9.
An Analysis of the Financial Crisis of 2008: Causes and Solutions
Number of pages: 28
Posted: 04 Nov 2008
Last Revised: 16 Dec 2008
Working Paper Series
Oakland University - School of Business Administration
Downloads
24,268
10.
Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research
Number of pages: 91
Posted: 13 Mar 2008
Last Revised: 07 May 2008
Working Paper Series
University of Chicago - Booth School of Business and Boston University Questrom School of Business
Downloads
22,449
11.
Risk Management Lessons from Long-Term Capital Management
Number of pages: 27
Posted: 02 Aug 1999
Working Paper Series
University of California, Irvine - Paul Merage School of Business
Downloads
18,368
12.
Momentum
University Of Illinois Working Paper
Number of pages: 45
Posted: 05 Feb 2002
Working Paper Series
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
There are 3 versions of this paper
Downloads
18,105
13.
The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading
The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
Number of pages: 15
Posted: 22 Oct 2010
Last Revised: 31 Jan 2011
Accepted Paper Series
Cornell University - Department of Economics, AQR Capital Management, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
17,697
14.
What is Behavioral Finance?
Business, Education & Technology Journal, Vol. 2, No. 2, pp. 1-9, Fall 2000
Number of pages: 9
Posted: 09 Mar 2001
Last Revised: 27 Nov 2008
Accepted Paper Series
Goucher College - Department of Business Management and Florida International University (FIU) - Department of Finance
Downloads
17,659
15.
…and the Cross-Section of Expected Returns
Number of pages: 101
Posted: 17 Apr 2013
Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Texas A&M University, Department of Finance and University of Oklahoma
Downloads
17,391
16.
Flow Toxicity and Liquidity in a High Frequency World
Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
Number of pages: 71
Posted: 23 Oct 2010
Last Revised: 15 Apr 2012
Accepted Paper Series
Cornell University - Department of Economics, AQR Capital Management, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
15,863
17.
Imitation is the Sincerest Form of Flattery: Warren Buffett and Berkshire Hathaway
Number of pages: 51
Posted: 26 Sep 2005
Last Revised: 05 May 2008
Working Paper Series
American University - Kogod School of Business and University of Nevada, Las Vegas - Department of Finance
Downloads
15,761
18.
Evidence on Eva
Journal of Applied Corporate Finance, Vol. 12, No. 2, Summer 1999
Number of pages: 27
Posted: 20 Sep 1999
Accepted Paper Series
University of Melbourne - Faculty of Business and Economics, Univeristy of San Diego - School of Business and Claremont Colleges - Peter F. Drucker Graduate School of Management
Downloads
15,697
19.
Value Investing: Investing for Grown Ups?
Number of pages: 79
Posted: 20 Apr 2012
Last Revised: 27 Jun 2012
Working Paper Series
New York University - Stern School of Business
Downloads
15,303
20.
From Efficient Market Theory to Behavioral Finance
Cowles Foundation Discussion Paper No. 1385
Number of pages: 44
Posted: 08 Nov 2002
Working Paper Series
Yale University - Cowles Foundation
Downloads
15,266
21.
The Crisis of Fair Value Accounting: Making Sense of the Recent Debate
Chicago Booth Research Paper No. 33, Accounting, Organizations and Society, Vol. 34, 2009
Number of pages: 28
Posted: 21 Apr 2009
Accepted Paper Series
Vienna University of Economics and Business and University of Chicago - Booth School of Business
Downloads
14,659
22.
The Econometrics of Event Studies
Number of pages: 51
Posted: 25 Oct 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads
14,497
23.
Offshore Hedge Funds: Survival & Performance 1989-1995
Yale School of Management Working Paper No. F-52B
Number of pages: 38
Posted: 27 Feb 1997
Working Paper Series
Yale School of Management - International Center for Finance, Yale School of Management and New York University - Stern School of Business
There are 2 versions of this paper
Offshore Hedge Funds: Survival & Performance 1989-1995
Yale School of Management Working Paper No. F-52B
Number of pages: 38
Posted: 27 Feb 1997
Downloads
13,811
Offshore Hedge Funds: Survival & Performance 1989-1995
NYU Working Paper No. FIN-98-011
Number of pages: 41
Posted: 07 Nov 2008
Downloads
222
Downloads
13,811
24.
Mandatory IFRS Reporting Around the World: Early Evidence on the Economic Consequences
ECGI - Finance Working Paper No. 198/2008, Chicago GSB Research Paper No. 12
Number of pages: 74
Posted: 25 Oct 2007
Last Revised: 20 Nov 2011
Working Paper Series
University of Mannheim - Accounting and Taxation, University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT)
There are 2 versions of this paper
Mandatory IFRS Reporting Around the World: Early Evidence on the Economic Consequences
ECGI - Finance Working Paper No. 198/2008, Chicago GSB Research Paper No. 12
Number of pages: 74
Posted: 25 Oct 2007
Last Revised: 20 Nov 2011
Downloads
12,809
Mandatory IFRS Reporting Around the World: Early Evidence on the Economic Consequences
Journal of Accounting Research, Vol. 46, No. 5, pp. 1085-1142, 2008
Posted: 08 Sep 2008
Last Revised: 20 Nov 2011
Downloads
12,809
25.
The Dow Theory: William Peter Hamilton's Track Record Re-Considered
Number of pages: 46
Posted: 11 Feb 1998
Working Paper Series
New York University - Stern School of Business, University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
There are 2 versions of this paper
The Dow Theory: William Peter Hamilton's Track Record Re-Considered
Number of pages: 46
Posted: 11 Feb 1998
Downloads
12,698
The Dow Theory: William Peter Hamilton's Track Record Re-Considered
NYU Working Paper No. FIN-98-013
Number of pages: 45
Posted: 07 Nov 2008
Downloads
772
Downloads
12,698
26.
Global Accounting Convergence and the Potential Adoption of IFRS by the United States: An Analysis of Economic and Policy Factors
Number of pages: 104
Posted: 11 Mar 2009
Working Paper Series
University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Boston University Questrom School of Business
There are 2 versions of this paper
Global Accounting Convergence and the Potential Adoption of IFRS by the United States: An Analysis of Economic and Policy Factors
Number of pages: 104
Posted: 11 Mar 2009
Downloads
12,286
Global Accounting Convergence and the Potential Adoption of IFRS by the U.S. (Part I): Conceptual Underpinnings and Economic Analysis
Accounting Horizons, Vol. 24, No. 3, pp. 355-394, 2010
Posted: 10 Sep 2010
Downloads
12,286
27.
Understanding VIX
Number of pages: 13
Posted: 09 Nov 2008
Last Revised: 08 Dec 2008
Working Paper Series
Vanderbilt University - Finance
Downloads
12,090
28.
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Forthcoming
Number of pages: 44
Posted: 25 May 2005
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Forthcoming
Number of pages: 44
Posted: 25 May 2005
Downloads
11,396
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Vol. 7, No. 2, pp. 21-44, 2005
Number of pages: 28
Posted: 05 Nov 2010
Downloads
2,059
Downloads
11,396
29.
Value and Momentum Everywhere
AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 20 Mar 2009
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC
There are 2 versions of this paper
Value and Momentum Everywhere
AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 20 Mar 2009
Downloads
11,374
Value and Momentum Everywhere
Chicago Booth Research Paper No. 12-53, Fama-Miller Working Paper
Number of pages: 72
Posted: 14 Nov 2012
Downloads
7,146
Downloads
11,374
30.
Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds
Number of pages: 34
Posted: 17 Nov 2008
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
11,366
31.
Corporate Sustainability: First Evidence on Materiality
The Accounting Review, Vol. 91, No. 6, pp. 1697-1724.
Number of pages: 55
Posted: 11 Mar 2015
Last Revised: 01 Feb 2017
Accepted Paper Series
Causeway Capital Management, LLC, Harvard University - Harvard Business School and Northwestern University - Department of Accounting Information & Management
Downloads
11,296
32.
An Alternative Three-Factor Model
Number of pages: 32
Posted: 19 May 2010
Last Revised: 21 Jan 2014
Working Paper Series
Cheung Kong Graduate School of Business, Simon Business School, University of Rochester and Ohio State University - Fisher College of Business
Downloads
10,883
33.
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 14, No. 4, pp. 41-46, Winter 2002
Number of pages: 7
Posted: 17 Jan 2002
Last Revised: 18 May 2013
Accepted Paper Series
The Monitor Company and Harvard Business School
There are 3 versions of this paper
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 14, No. 4, pp. 41-46, Winter 2002
Number of pages: 7
Posted: 17 Jan 2002
Last Revised: 18 May 2013
Downloads
10,792
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 22, No. 1, Winter 2010, Harvard Business School NOM Unit Working Paper No. 10-090
Number of pages: 9
Posted: 05 Apr 2010
Last Revised: 18 May 2013
Downloads
2,435
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 22, Issue 1, pp. 59-63, Winter 2010
Number of pages: 7
Posted: 31 Mar 2010
Downloads
5
Downloads
10,792
34.
Accounting Conservatism, the Quality of Earnings, and Stock Returns
Number of pages: 39
Posted: 23 Jan 2000
Working Paper Series
Columbia Business School - Department of Accounting and University of California, Berkeley - Accounting Group
Downloads
10,727
35.
High-Frequency Trading
Number of pages: 86
Posted: 06 Jun 2011
Working Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads
10,567
36.
The Profitability of Technical Analysis: A Review
AgMAS Project Research Report No. 2004-04
Number of pages: 106
Posted: 15 Oct 2004
Working Paper Series
Chungbuk National University and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads
10,551
37.
Separating Winners from Losers Among Low Book-to-Market Stocks Using Financial Statement Analysis
Number of pages: 46
Posted: 05 May 2003
Working Paper Series
University of Toronto - Rotman School of Management
Downloads
10,341
38.
Did Fair-Value Accounting Contribute to the Financial Crisis?
Chicago Booth Research Paper 09-38, ECGI - Finance Working Paper No. 266/2009, Journal of Economic Perspectives, Forthcoming
Number of pages: 48
Posted: 15 Oct 2009
Last Revised: 15 Dec 2009
Working Paper Series
Vienna University of Economics and Business and University of Chicago - Booth School of Business
There are 3 versions of this paper
Did Fair-Value Accounting Contribute to the Financial Crisis?
Chicago Booth Research Paper 09-38, ECGI - Finance Working Paper No. 266/2009, Journal of Economic Perspectives, Forthcoming
Number of pages: 48
Posted: 15 Oct 2009
Last Revised: 15 Dec 2009
Downloads
10,312
Did Fair-Value Accounting Contribute to the Financial Crisis?
NBER Working Paper No. w15515
Number of pages: 43
Posted: 17 Nov 2009
Last Revised: 14 Mar 2010
Downloads
97
Did Fair-Value Accounting Contribute to the Financial Crisis?
Journal of Economic Perspectives, Vol. 24, pp. 93-118, Winter 2010
Posted: 22 Mar 2010
Downloads
10,312
39.
Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
Journal of Financial Economics 101(3), 621-640, September 2011
Number of pages: 43
Posted: 19 Mar 2008
Last Revised: 19 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting
Downloads
9,889
40.
Efficient Markets Hypothesis
THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007
Number of pages: 28
Posted: 06 Jun 2007
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
9,611
41.
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
Number of pages: 42
Posted: 12 Aug 2010
Last Revised: 22 May 2012
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
Downloads
9,226
42.
Agency Costs of Overvalued Equity
ECGI - Finance Working Paper No. 39/2004, Harvard Business School NOM Working Paper No. 04-26, Financial Management, Vol. 34, No. 1, Spring 2005
Number of pages: 18
Posted: 29 Mar 2004
Last Revised: 06 May 2009
Accepted Paper Series
Harvard Business School
There are 4 versions of this paper
Agency Costs of Overvalued Equity
ECGI - Finance Working Paper No. 39/2004, Harvard Business School NOM Working Paper No. 04-26, Financial Management, Vol. 34, No. 1, Spring 2005
Number of pages: 18
Posted: 29 Mar 2004
Last Revised: 06 May 2009
Downloads
9,170
The Agency Cost of Overvalued Equity and the Current State of Corporate Finance
Harvard NOM Working Paper No. 04-29
Number of pages: 19
Posted: 28 Oct 2004
Downloads
1,875
The Agency Costs of Overvalued Equity and the Current State of Corporate Finance
European Financial Management, Vol. 10, pp. 549-565, December 2004
Number of pages: 17
Posted: 30 Nov 2004
Downloads
28
Agency Costs of Overvalued Equity
Financial Management, Vol. 34, No. 1, Spring 2005
Number of pages: 16
Posted: 24 Apr 2005
Downloads
19
Downloads
9,170
43.
Modeling Sustainable Earnings and P/E Ratios with Financial Statement Analysis
Forthcoming
Number of pages: 57
Posted: 31 Jul 2002
Last Revised: 17 Aug 2011
Working Paper Series
Columbia Business School - Department of Accounting and University of California, Berkeley - Accounting Group
Downloads
9,064
44.
Does Academic Research Destroy Stock Return Predictability?
Journal of Finance, Forthcoming
Number of pages: 48
Posted: 04 Oct 2012
Last Revised: 24 Feb 2016
Accepted Paper Series
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads
9,018
45.
Active Share and Mutual Fund Performance
Number of pages: 47
Posted: 02 Oct 2010
Last Revised: 17 Jan 2013
Working Paper Series
New York University (NYU) - Department of Finance
Downloads
9,007
46.
Adaptive Asset Allocation: A Primer
Number of pages: 32
Posted: 21 Sep 2013
Last Revised: 05 Apr 2016
Working Paper Series
ReSolve Asset Management, ReSolve Asset Management, ReSolve Asset Management and Independent
Downloads
8,885
47.
Keynes the Stock Market Investor: A Quantitative Analysis
Journal of Financial and Quantitative Analysis (JFQA), Vol 50, No 4, 2015, pages 431–449,
Number of pages: 54
Posted: 17 Mar 2012
Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School
Downloads
8,750
48.
Behavioral Finance: An Introduction
Number of pages: 43
Posted: 18 Oct 2009
Last Revised: 16 Dec 2011
Working Paper Series
Erasmus University Rotterdam (EUR)
Downloads
8,531
49.
Economists' Hubris - The Case of Risk Management
Journal of Financial Transformation, Vol. 28, pp. 25-35, April 2010
Number of pages: 10
Posted: 16 Feb 2010
Last Revised: 17 Mar 2010
Accepted Paper Series
Capco Institute and Aston Business School
Downloads
8,324
50.
High-Frequency Trading, Stock Volatility, and Price Discovery
Number of pages: 54
Posted: 14 Oct 2010
Last Revised: 27 Dec 2010
Working Paper Series
Yale School of Management
Downloads
8,130
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