Search Results
JEL Code: G19

281,144 Total downloads

Viewing: 1 - 50 of 984 papers

1.

Establishing a Pecking Order for Finance Academics: Ranking of U.S. Finance Doctoral Programs

Number of pages: 17 Posted: 13 Mar 2007
Working Paper Series
St. Joseph's University - Haub School of Business
Downloads 17,208
2.

Putting Integrity into Finance: A Purely Positive Approach

Harvard Business School NOM Unit Working Paper No. 12-074, Barbados Group Working Paper No. 12-01, European Corporate Governance Institute (ECGI) – Finance Working Paper No. 417/2014,
Number of pages: 84 Posted: 05 Apr 2012 Last Revised: 29 Nov 2015
Working Paper Series
Independent and Harvard Business School

Multiple version iconThere are 3 versions of this paper

Downloads 6,670
3.

Risk and Return in High-Frequency Trading

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 82 Posted: 06 May 2014 Last Revised: 10 Jan 2018
Accepted Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Utah - David Eccles School of Business, Stockholm University - Stockholm Business School and Imperial College London - Centre for Global Finance and Technology
Downloads 4,293
4.

Algorithmic Trading and Market Quality: International Evidence

AFA 2013 San Diego Meetings Paper
Number of pages: 45 Posted: 15 Mar 2012 Last Revised: 08 Aug 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, University of New South Wales - School of Banking and Finance and University of Nebraska - Lincoln
Downloads 3,962
5.

On Information Asymmetry Metrics

Number of pages: 60 Posted: 18 Jan 2001
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Pittsburgh - Finance Group
Downloads 3,776
6.

Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies

EFA 0373; FA Working Paper No. 300
Number of pages: 51 Posted: 04 Oct 2000
Working Paper Series
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 3,101
7.

Conditional Value-at-Risk: Aspects of Modeling and Estimation

MIT Dept. of Economics Working Paper No. 01-19
Number of pages: 28 Posted: 07 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Downloads 3,057
8.

Does Stock Liquidity Enhance or Impede Firm Innovation?

Journal of Finance, October 2014, 69 (5), 2085-2125.
Number of pages: 87 Posted: 24 Jan 2011 Last Revised: 12 Feb 2015
Accepted Paper Series
University of Minnesota - Twin Cities - Department of Accounting, Tsinghua University - PBC School of Finance and Tulane University - A.B. Freeman School of Business
Downloads 3,000
9.

The Mathematics of Real Estate Appraisal

Number of pages: 45 Posted: 25 May 2004
Working Paper Series
Phil. Dept. UC at Riverside
Downloads 2,895
10.

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 15 Aug 2008 Last Revised: 15 Jan 2011
Accepted Paper Series
Georgia State University, PI Asset Management, LLC, Securities and Exchange Commission (SEC) and London Business School - Institute of Finance and Accounting
Downloads 2,772
11.

Principal Component Analysis of Volatility Smiles and Skews

EFMA 2001 Lugano Meetings; University of Reading Working Paper in Finance 2000-10
Number of pages: 16 Posted: 08 Dec 2000
Working Paper Series
University of Sussex Business School
Downloads 2,731
12.

The Price of Sin: The Effects of Social Norms on Markets

Sauder School of Business Working Paper, AFA 2008 New Orleans Meetings Paper, EFA 2006 Zurich Meetings
Number of pages: 50 Posted: 05 Aug 2005
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 2,596
13.

Investment Management and Technology: Past, Present, and Future

Number of pages: 31 Posted: 08 Dec 1999
Working Paper Series
Boston University - Department of Finance & Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,564
14.

High Frequency Quoting: Short-Term Volatility in Bids and Offers

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 67 Posted: 24 Mar 2013 Last Revised: 02 Jul 2017
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 2,450
15.

Reverse Convertible Bonds Analyzed

Journal of Futures Markets, Vol. 29, No. 10, pp. 895-919, 2009
Number of pages: 31 Posted: 07 Sep 2006 Last Revised: 28 Mar 2012
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Department of Finance, TIAS School for Business and Society and Monash University
Downloads 2,352
16.

Bond Rating Agencies and Stock Analysts: Who Knows What When?

Number of pages: 33 Posted: 02 Dec 1996
Working Paper Series
University of Oklahoma - Division of Finance, Singapore Management University - Lee Kong Chian School of Business and Bank for International Settlements
Downloads 2,302
17.

Market Design with Blockchain Technology

Number of pages: 40 Posted: 30 May 2016 Last Revised: 27 Jul 2017
Working Paper Series
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 2,236
18.

The Cultures of Risk Tolerance

Number of pages: 23 Posted: 24 Jul 2010
Working Paper Series
Santa Clara University - Department of Finance
Downloads 2,136
19.

Transaction Costs, Trade Throughs, and Riskless Principal Trading in Corporate Bond Markets

Number of pages: 79 Posted: 18 Sep 2015 Last Revised: 24 Oct 2015
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 2,086
20.

Commonality in Liquidity

Number of pages: 43 Posted: 16 Mar 1999
Working Paper Series
Emory University - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and California Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 1,945
21.

The Performance of European Index Funds and Exchange-Traded Funds

ERIM Report Series Reference
Number of pages: 31 Posted: 26 Jul 2009 Last Revised: 18 May 2010
Working Paper Series
Robeco, Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR)

Multiple version iconThere are 3 versions of this paper

Downloads 1,936
22.

Vice vs. Virtue Investing Around the World

Number of pages: 36 Posted: 19 Mar 2008 Last Revised: 12 May 2011
Working Paper Series
University of Maine - Maine Business School and University of Regensburg - Center of Finance
Downloads 1,898
23.

Institutional Design and Liquidity at Stock Exchanges Around the World

Number of pages: 47 Posted: 13 Dec 2005
Working Paper Series
University of Memphis - Fogelman College of Business and Economics
Downloads 1,871
24.

Another German Fama/French Factor Data Set

Number of pages: 10 Posted: 30 Oct 2015
Working Paper Series
Humboldt University of Berlin - School of Business and Economics, Humboldt University of Berlin, Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 1,843
25.

Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models

Number of pages: 18 Posted: 24 Jan 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,829
26.

Cryptocurrencies As an Asset Class? An Empirical Assessment

WBS Finance Group Research Paper
Number of pages: 35 Posted: 30 Nov 2017 Last Revised: 16 Jun 2018
Working Paper Series
University of Warwick - Finance Group
Downloads 1,823
27.

Short Selling and Earnings Management: A Controlled Experiment

Journal of Finance, Vol 71, No. 3 (June 2016), pp. 1251-1294
Number of pages: 44 Posted: 29 Jun 2013 Last Revised: 21 Jun 2017
Accepted Paper Series
University of Minnesota - Twin Cities - Department of Accounting, Hong Kong University of Science and Technology - Department of Accounting and University of Washington - Michael G. Foster School of Business
Downloads 1,681
28.

Optimal Trading Strategy and Supply/Demand Dynamics

AFA 2006 Boston Meetings Paper
Number of pages: 42 Posted: 20 Mar 2005
Working Paper Series
New Economic School (NES) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,663
29.

Role of Managerial Incentives and Discretion in Hedge Fund Performance

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 08 Mar 2006 Last Revised: 11 Oct 2008
Working Paper Series
Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 1,649
30.

Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

Journal of Finance, Forthcoming
Number of pages: 78 Posted: 21 Mar 2011 Last Revised: 14 Nov 2013
Accepted Paper Series
Georgia State University, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 1,636
31.

Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk

MAFC Research Paper No. 33
Number of pages: 49 Posted: 21 May 2007 Last Revised: 25 Jul 2008
Working Paper Series
University of Sussex Business School and Macquarie University Department of Applied Finance
Downloads 1,515
32.

Strong Evidence for Gender Differences in Investment

Number of pages: 23 Posted: 15 Jan 2005 Last Revised: 14 Jun 2010
Working Paper Series
University of California, Santa Barbara (UCSB) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,514
33.

Stock Market Declines and Liquidity

Journal of Finance, Forthcoming, AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 49 Posted: 09 Mar 2006 Last Revised: 13 Nov 2008
Working Paper Series
Renmin University of China - Hanqing Institute, National University of Singapore (NUS) - Department of Finance and Duke University - Fuqua School of Business
Downloads 1,501
34.

Citation Patterns within the Leading Top-Tier Finance Journals: Implications for Journal Rankings and Other Issues

Number of pages: 35 Posted: 01 Nov 2007
Working Paper Series
Monash University and Deakin University
Downloads 1,471
35.

Liquidity as an Investment Style

Financial Analysts Journal, Vol. 69, No. 3, 2013
Number of pages: 34 Posted: 24 Apr 2011 Last Revised: 24 May 2013
Accepted Paper Series
Yale School of Management, University of Hong Kong, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
Downloads 1,456
36.

The Effect of Liquidity on Governance

Review of Financial Studies, June 2013, 26(6), 1443-1482. , European Corporate Governance Institute (ECGI) - Finance Working Paper No. 319/2011
Number of pages: 66 Posted: 04 Aug 2011 Last Revised: 23 Oct 2018
Accepted Paper Series
London Business School - Institute of Finance and Accounting, University of Minnesota - Twin Cities - Department of Accounting and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,450
37.

Is High-Frequency Trading Inducing Changes in Market Microstructure and Dynamics?

Number of pages: 21 Posted: 30 Jun 2010 Last Revised: 13 Oct 2010
Working Paper Series
Supreme Vinegar LLC
Downloads 1,443
38.

The Impact of Effective Investor Relations on Market Value

Number of pages: 25 Posted: 09 Mar 2008
Working Paper Series
Cranfield University - School of Management, affiliation not provided to SSRN, Manchester Business School and affiliation not provided to SSRN
Downloads 1,433
39.

Aggressive Short Selling and Price Reversals

AFA 2008 New Orleans Meetings Paper
Number of pages: 46 Posted: 21 Mar 2007 Last Revised: 07 Feb 2011
Working Paper Series
Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 1,361
40.

Are 'Market Neutral' Hedge Funds Really Market Neutral?

EFA 2004 Maastricht Meetings Paper No. 2691
Number of pages: 33 Posted: 23 Jun 2004
Working Paper Series
Duke University - Department of Economics
Downloads 1,348
41.

Using VIX Data to Enhance Technical Trading Signals

Number of pages: 6 Posted: 19 Sep 2011
Working Paper Series
Lakehead University and Lakehead University
Downloads 1,331
42.

Is Ethical Money Financially Smart?

ECGI - Finance Working Paper No. 117/2006, CentER Discussion Paper No. 2006-09
Number of pages: 52 Posted: 28 Feb 2006 Last Revised: 02 Sep 2014
Working Paper Series
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Warwick - Finance Group
Downloads 1,279
43.

Value at Risk Using the Factor-Arch Model

Number of pages: 31 Posted: 16 Aug 1998
Working Paper Series
Aarhus University - CREATES

Multiple version iconThere are 2 versions of this paper

Downloads 1,274
44.

Low-Cost Momentum Strategies

Number of pages: 18 Posted: 10 Aug 2007 Last Revised: 19 May 2009
Working Paper Series
Nottingham University Business School, University of Reading - ICMA Centre and Audencia Nantes School of Management
Downloads 1,248
45.

Competing Market Makers, Liquidity Provision, and Bid-Ask Spread

Journal of Financial Markets, Vol. 4, pp. 269-308, 2001
Number of pages: 41 Posted: 20 Dec 2000 Last Revised: 10 Oct 2014
Accepted Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 1,208
46.

Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Quantitative Finance, Vol. 3, pp. 231-250, 2003
Number of pages: 43 Posted: 21 Nov 2001 Last Revised: 07 Apr 2009
Accepted Paper Series
Université Paris I Panthéon-Sorbonne - Laboratoire PRISM and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,195
47.

Forecasting Real Estate Prices

Handbook of Economic Forecasting: Vol II, G. Elliott and A. Timmermann, eds., Elsevier, 2012
Number of pages: 91 Posted: 21 Apr 2013
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, Massachusetts Institute of Technology and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,190
48.

How Valuable Is FinTech Innovation?

Review of Financial Studies, Forthcoming
Number of pages: 58 Posted: 29 Jan 2018 Last Revised: 07 Oct 2018
Accepted Paper Series
Georgia State University - Robinson College of Business, Baylor University - Hankamer School of Business and Georgia State University - Robinson College of Business
Downloads 1,172
49.

Alternatives for Going Public: Evidence from Reverse Takeovers, Self-Underwritten Ipos, and Traditional Ipos

Number of pages: 45 Posted: 14 Mar 2006
Working Paper Series
American University of Sharjah, National University of Singapore and Bentley University - Department of Finance
Downloads 1,161
50.

Herd Behavior and Aggregate Fluctuations in Financial Markets

Number of pages: 30 Posted: 10 Feb 1998
Working Paper Series
University of Oxford and Capital Fund Management
Downloads 1,106