Search Results
JEL Code: G15

3,286,756 Total downloads

Viewing: 1 - 50 of 10,309 papers

1.

Value Versus Growth: The International Evidence

Number of pages: 30 Posted: 01 May 1997
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 38,977
2.

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 29,794
3.

International Financial Reporting Standards (IFRS): Pros and Cons for Investors

Accounting and Business Research, Forthcoming
Number of pages: 65 Posted: 13 Sep 2006
Accepted Paper Series
University of Chicago - Booth School of Business
Downloads 29,598
4.

Facts and Fantasies About Commodity Futures

Yale ICF Working Paper No. 04-20
Number of pages: 41 Posted: 29 Jun 2004
Working Paper Series
Yale School of Management and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 27,184
5.

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015
Accepted Paper Series
TR and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 23,150
6.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 18,328
7.

The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)

Number of pages: 44 Posted: 06 Sep 2017 Last Revised: 04 Oct 2018
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 15,930
8.

Factor Investing

Columbia Business School Research Paper No. 13-42
Number of pages: 72 Posted: 11 Jun 2013
Working Paper Series
BlackRock, Inc
Downloads 15,796
9.

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 14,707
10.

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31 Posted: 07 Aug 2008 Last Revised: 21 Jun 2013
Accepted Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Investing

Multiple version iconThere are 2 versions of this paper

Downloads 13,860
11.

151 Trading Strategies

Z. Kakushadze and J.A. Serur. 151 Trading Strategies. Cham, Switzerland: Palgrave Macmillan, an imprint of Springer Nature, 1st Edition (2018), XX, 480 pp; ISBN 978-3-030-02791-9
Number of pages: 271 Posted: 13 Sep 2018 Last Revised: 19 Dec 2018
Accepted Paper Series
Quantigic Solutions LLC and University of CEMA
Downloads 12,968
12.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 12,845
13.

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

Multiple version iconThere are 2 versions of this paper

Downloads 12,311
14.

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

Multiple version iconThere are 2 versions of this paper

Downloads 11,468
15.

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance

Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
Number of pages: 14 Posted: 12 Aug 2013 Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
Downloads 11,396
16.

International Accounting Standards and Accounting Quality

Stanford University Graduate School of Business Research Paper No. 1976
Number of pages: 55 Posted: 11 Apr 2005
Working Paper Series
Stanford University - Graduate School of Business, University of North Carolina Kenan-Flagler Business School and University of North Carolina at Chapel Hill
Downloads 11,293
17.

Capital Markets Research in Accounting

JAE Rochester Conference April 2000
Number of pages: 145 Posted: 05 Dec 2000
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 10,861
18.

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 10,618
19.

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 10,613
20.

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

Multiple version iconThere are 3 versions of this paper

Downloads 10,330
21.

The Probability of Backtest Overfitting

Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34 Posted: 16 Sep 2013 Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University

Multiple version iconThere are 2 versions of this paper

Downloads 9,795
22.

Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations

Number of pages: 60 Posted: 02 Sep 2012 Last Revised: 10 May 2017
Working Paper Series
Imperial College Business School and Imperial College Business School
Downloads 9,032
23.

The Determinants of Capital Structure Choice: A Survey of European Firms

AFA 2003 Washington, DC Meetings; EFMA 2002 London Meetings
Number of pages: 34 Posted: 02 Feb 2002
Working Paper Series
European School of Management (ESCP) - (EAP) and University of Manitoba - Department of Accounting and Finance
Downloads 8,609
24.

A Primer on Structured Finance

Journal of Derivatives and Hedge Funds, Vol. 13, No. 3, ICFAI Journal of Risk Management, 2007
Number of pages: 21 Posted: 02 Nov 2005 Last Revised: 16 Jun 2016
Working Paper Series
World Bank Group
Downloads 8,590
25.

Advances in Financial Machine Learning (Chapter 1)

Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61 Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 8,419
26.

Market Reaction to the Adoption of IFRS in Europe

Accounting Review, Forthcoming
Number of pages: 52 Posted: 19 May 2006 Last Revised: 04 Apr 2012
Accepted Paper Series
University of Pennsylvania - Accounting Department, Stanford University - Graduate School of Business, University of Cambridge Judge Business School and Boston University - Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 7,995
27.

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

Multiple version iconThere are 2 versions of this paper

Downloads 7,904
28.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,
Number of pages: 17 Posted: 04 Oct 2011 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management
Downloads 7,573
29.

Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation

Charles A Dice Center Working Paper No. 2009-12 , Fisher College of Business Working Paper No. 2009-03-012
Number of pages: 38 Posted: 17 Jul 2009 Last Revised: 27 Sep 2010
Working Paper Series
Bocconi University - Department of Finance and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 7,474
30.

Common Risk Factors in Currency Markets

Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74 Posted: 01 Jun 2008 Last Revised: 27 Aug 2012
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 7,166
31.

The World Price of Insider Trading

Journal of Finance, February 2002
Number of pages: 47 Posted: 22 Dec 2000
Accepted Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Cornell University - School of Applied Economics and Management
Downloads 7,040
32.

Determinants and Impact of Sovereign Credit Ratings

Economic Policy Review, Vol. 2, No. 2, October 1996
Number of pages: 18 Posted: 11 Nov 2007
Working Paper Series
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 7,020
33.

Macroeconomic Factors and the Correlation of Stock and Bond Returns

Yale ICF Working Paper No. 02-46; AFA 2004 San Diego Meetings
Number of pages: 53 Posted: 23 Nov 2003
Working Paper Series
Capula Investment Services
Downloads 6,811
34.

Ph.D Thesis: An Analysis of Hedge Fund Strategies

Number of pages: 456 Posted: 18 Sep 2007
Working Paper Series
HEC - Université de Liège
Downloads 6,755
35.

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

Multiple version iconThere are 2 versions of this paper

Downloads 6,557
36.

Derivatives in Islamic Finance

Islamic Economic Studies, Vol. 15, No. 1
Number of pages: 33 Posted: 20 Sep 2007 Last Revised: 06 Jan 2010
Accepted Paper Series
World Bank Group
Downloads 6,481
37.

The 10 Reasons Most Machine Learning Funds Fail

Journalof Portfolio Management, Forthcoming
Number of pages: 21 Posted: 18 Jan 2018 Last Revised: 01 Jul 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 6,372
38.

Measuring Loss Potential of Hedge Fund Strategies

Journal of Alternative Investments, Vol. 7, No. 1, pp. 7-31, Summer 2004
Number of pages: 25 Posted: 04 Jan 2005
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and UBS Wealth Managment Research
Downloads 6,323
39.

Long-Term Global Market Correlations

Yale ICF Working Paper No. 08-04
Number of pages: 46 Posted: 25 Oct 2001 Last Revised: 24 Jan 2008
Working Paper Series
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,153
40.

Equity Premia Around the World

Number of pages: 19 Posted: 08 Oct 2011 Last Revised: 19 Mar 2016
Working Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 6,078
41.

Dissecting Investment Strategies in the Cross Section and Time Series

Number of pages: 31 Posted: 24 Nov 2015 Last Revised: 07 Dec 2015
Working Paper Series
Man Group, Man AHL, Duke University - Fuqua School of Business, Pimco Europe and Man Group plc
Downloads 6,071
42.

Irrational Optimism

Financial Analysts Journal, Vol. 60, No. 1, 2004, pages 16–25, LBS Accounting Subject Area Working Paper No. IFA397,
Number of pages: 18 Posted: 21 Dec 2003 Last Revised: 20 Mar 2016
Working Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 5,839
43.

Behavioral Portfolio Management

Journal of Behavioral Finance & Economics, Forthcoming
Number of pages: 37 Posted: 02 Feb 2013 Last Revised: 03 Feb 2015
Accepted Paper Series
University of Denver - Daniels College of Business
Downloads 5,641
44.

Measuring Market Risk Under the Basel Accords: VaR, Stressed VaR, and Expected Shortfall

8 Aestimatio 184 (2014) -- Aestimatio, The IEB International Journal of Finance, volume 8, pp. 184-201 (2014)
Number of pages: 18 Posted: 17 Apr 2013 Last Revised: 23 Apr 2014
Accepted Paper Series
Michigan State University - College of Law
Downloads 5,300
45.

Political Risk, Economic Risk and Financial Risk

Fuqua School of Business Working Paper No. 9606
Number of pages: 41 Posted: 08 May 2000
Working Paper Series
TR, Duke University - Fuqua School of Business and First Chicago Investment Management Co.
Downloads 5,297
46.

Global Factor Premiums

Number of pages: 63 Posted: 06 Feb 2019
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Asset Management - Quantitative Investing
Downloads 5,184
47.

Country-Specific Factors Related to Financial Reporting and the Value Relevance of Accounting Data

Number of pages: 34 Posted: 21 Oct 1999
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management and Seoul National University - College of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 5,042
48.

The Sovereign Wealth Fund Discount: Evidence from Public Equity Investments

Baffi Center Research Paper No. 2013-140, FEEM Working Paper No. 22.2009
Number of pages: 57 Posted: 09 Sep 2013 Last Revised: 11 Apr 2015
Working Paper Series
Bocconi University, State of New York (SUNY) at Buffalo and University of Oklahoma
Downloads 5,027
49.

The Importance of Reporting Incentives: Earnings Management in European Private and Public Firms

Number of pages: 49 Posted: 08 Jan 2004
Working Paper Series
University of Washington, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,946
50.

Incentives Versus Standards: Properties of Accounting Income in Four East Asian Countries, and Implications for Acceptance of IAS

Simon School of Business Working Paper No. FR 00-04; Boston JAE Conference October 2002
Number of pages: 44 Posted: 06 Jan 2004
Working Paper Series
University of Chicago - Booth School of Business, Rochester Institute of Technology (RIT) and University of Rochester - Simon Business School
Downloads 4,925