Search Results
JEL Code: G19

347,594 Total downloads

Viewing: 1 - 50 of 1,138 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 BusinessSaint Joseph's University
Downloads 17,507
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 7,580
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 University of Cambridge - Finance
Downloads 5,057
4.

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 4,544
5.

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 - Carlson School of Management, Tsinghua University - PBC School of Finance and Tulane University - A.B. Freeman School of Business
Downloads 3,526
6.

The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets

Swiss Finance Institute Research Paper No. 11-21
Number of pages: 30 Posted: 31 May 2011
Working Paper Series
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Trier and WHU - Otto Beisheim School of Management
Downloads 3,446
7.

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

Number of pages: 51 Posted: 04 Oct 2000
Working Paper Series
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 3,352
8.

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 3,350
9.

Principal Component Analysis of Volatility Smiles and Skews

Number of pages: 16 Posted: 08 Dec 2000
Working Paper Series
University of Sussex Business School
Downloads 3,207
10.

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

Number of pages: 28 Posted: 07 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Department of Management Science & Engineering
Downloads 3,138
11.

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 at Mississauga
Downloads 3,005
12.

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 2,984
13.

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 2,738
14.

Investment Management and Technology: Past, Present, and Future

Number of pages: 31 Posted: 08 Dec 1999
Working Paper Series
Boston University

Multiple version iconThere are 2 versions of this paper

Downloads 2,628
15.

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 2,603
16.

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 2,455
17.

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 2,443
18.

The Cultures of Risk Tolerance

Number of pages: 23 Posted: 24 Jul 2010
Working Paper Series
Santa Clara University - Department of Finance
Downloads 2,382
19.

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 2,317
20.

Chasing the ESG Factor

Journal of Banking and Finance, Forthcoming
Number of pages: 76 Posted: 08 Jul 2021 Last Revised: 04 Apr 2022
Accepted Paper Series
EDHEC Business School and Catholic University of Milan
Downloads 2,190
21.

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 2,189
22.

Gender Differences in Hedge Fund Performance Persistence

Number of pages: 16 Posted: 04 Apr 2022
Working Paper Series
Newcastle Business School (Northumbria University), University of Essex and University of Bath - School of Management
Downloads 2,154
23.

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 2,143
24.

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 2,123
25.

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 Quantitative Investments, Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR)

Multiple version iconThere are 3 versions of this paper

Downloads 2,097
26.

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 2,092
27.

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 2,018
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 2,013
29.

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 - Carlson School of Management, Hong Kong University of Science and Technology - Department of Accounting and University of Washington - Michael G. Foster School of Business
Downloads 1,887
30.

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, Faculty of Business Economics (HKU Business School), Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
Downloads 1,840
31.

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 1,830
32.

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, Emory University Goizueta Business School, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 1,825
33.

The Non-Linear Market Impact of Large Trades: Evidence from Buy-Side Order Flow

Number of pages: 49 Posted: 08 Jan 2013 Last Revised: 14 Sep 2013
Working Paper Series
AllianceBernstein LP and AllianceBernstein LP
Downloads 1,758
34.

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 1,728
35.

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 1,589
36.

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
School of Finance, Shanghai University of Finance and Economics, National University of Singapore (NUS) - Department of Finance and Duke University - Fuqua School of Business
Downloads 1,582
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 1,550
38.

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 - Carlson School of Management and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,519
39.

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 1,518
40.

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 1,494
41.

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, Universita' della Svizzera italiana, Massachusetts Institute of Technology and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,454
42.

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 1,438
43.

Robust Leveraged ETF Portfolios Extending Classic 40/60 Portfolios and Portfolio Insurance

Number of pages: 65 Posted: 19 Mar 2020 Last Revised: 19 Mar 2020
Working Paper Series
Columbia University and Stuyvesant High School
Downloads 1,426
44.

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 1,424
45.

Are 'Market Neutral' Hedge Funds Really Market Neutral?

Number of pages: 33 Posted: 23 Jun 2004
Working Paper Series
Duke University - Department of Economics
Downloads 1,417
46.

Is Ethical Money Financially Smart?

ECGI - Finance Working Paper No. 117/2006, CentER Discussion Paper No. 2006-09, WBS Finance Group Research Paper No. 52
Number of pages: 52 Posted: 28 Feb 2006 Last Revised: 23 Dec 2019
Working Paper Series
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Exeter Business School
Downloads 1,385
47.

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 1,318
48.

Low-Cost Momentum Strategies

Number of pages: 18 Posted: 10 Aug 2007 Last Revised: 19 May 2009
Working Paper Series
Keele Business School, Keele University, University of Bristol - School of Economics, Finance and Management and Audencia Business School
Downloads 1,312
49.

Selecting Comparables for the Valuation of European Firms

Number of pages: 25 Posted: 02 Feb 2005
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Humboldt University of Berlin - School of Business and Economics
Downloads 1,253
50.

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 1,241