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JEL Code: G20

1,853,289 Total downloads

Viewing: 1 - 50 of 5,223 papers

1.

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: 361 Posted: 13 Sep 2018 Last Revised: 16 Sep 2019
Accepted Paper Series
Quantigic Solutions LLC and NYU - Courant Institute of Mathematical Sciences
Downloads 59,591
2.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper No. 06-14
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

Multiple version iconThere are 2 versions of this paper

Downloads 28,563
3.

What Happened to the Quants in August 2007?

Number of pages: 67 Posted: 21 Sep 2007 Last Revised: 17 Jan 2008
Working Paper Series
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 15,621
4.

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Number of pages: 47 Posted: 18 May 2010 Last Revised: 05 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University (NYU) - Department of Finance
Downloads 12,251
5.

2017 Global Blockchain Benchmarking Study

Number of pages: 122 Posted: 21 Sep 2017 Last Revised: 20 Oct 2019
Working Paper Series
London School of Economics and University of Cambridge - Cambridge Centre for Alternative Finance
Downloads 11,353
6.

How and Why Credit Rating Agencies are Not Like Other Gatekeepers

FINANCIAL GATEKEEPERS: CAN THEY PROTECT INVESTORS?, Yasuyuki Fuchita, Robert E. Litan, eds., Brookings Institution Press and the Nomura Institute of Capital Markets Research, 2006, San Diego Legal Studies Paper No. 07-46
Number of pages: 45 Posted: 04 May 2006
Accepted Paper Series
University of California, Berkeley - School of Law
Downloads 10,272
7.

A Simplified Perspective of the Markowitz Portfolio Theory

Global Journal of Business Research, v. 7 (1) pp. 59-70, 2013
Number of pages: 12 Posted: 29 Jan 2013
Accepted Paper Series
Swiss Management Centre University (Switzerland)
Downloads 9,971
8.

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 9,777
9.

Risk Management Failures: What are They and When do They Happen?

Fisher College of Business Working Paper No. 2008-03-017, Charles A. Dice Center Working Paper No. 2008-18
Number of pages: 25 Posted: 06 Oct 2008
Working Paper Series
Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 9,569
10.

The Remarkable Growth in Financial Economics, 1974-2020: Online Appendix

Journal of Financial Economics (JFE), Vol. 140, No. 3, 2021
Number of pages: 281 Posted: 15 Dec 2020 Last Revised: 12 May 2021
Accepted Paper Series
University of Rochester - Simon Business School
Downloads 9,450
11.

Place Your Bets? The Market Consequences of Investment Research on Reddit's Wallstreetbets

Number of pages: 55 Posted: 22 Mar 2021 Last Revised: 08 Sep 2021
Working Paper Series
University of South Florida, University of South Florida, University of Kentucky - Gatton College of Business and Economics and University of South Florida
Downloads 8,660
12.

Reading About the Financial Crisis: A 21-Book Review

Number of pages: 41 Posted: 27 Oct 2011 Last Revised: 10 Jan 2012
Working Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 7,811
13.

Picking Winners? Investment Consultants' Recommendations of Fund Managers

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 18 Sep 2013 Last Revised: 08 Oct 2014
Accepted Paper Series
University of Oxford - Said Business School, University of Oxford, Saïd Business School and University of Connecticut
Downloads 7,146
14.

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Number of pages: 35 Posted: 17 Feb 2019 Last Revised: 11 Apr 2019
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business
Downloads 7,007
15.

Empirical Evidence on Corporate Governance in Europe. The Effect on Stock Returns, Firm Value and Performance

EFMA 2004 Basel Meetings Paper
Number of pages: 24 Posted: 29 Oct 2003
Working Paper Series
Maastricht University, University of Muenster - Finance Center Muenster and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 6,919
16.

Impact of Stress on Employees Job Performance: A Study on Banking Sector of Pakistan

Bashir, U., & Ramay, M. I. (2010). Impact Of Stress On Employees Job Performance A Study On Banking Sector Of Pakistan. International Journal of Marketing Studies, Vol. 2, No. 1, 2, May 2010, pp. 122-126
Number of pages: 5 Posted: 20 Jun 2013
Accepted Paper Series
International Islamic University, Islamabad and International Islamic University Islamabad
Downloads 6,897
17.

Inside the 'Black Box' of Sell-Side Financial Analysts

Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042
Number of pages: 63 Posted: 04 Mar 2013 Last Revised: 24 Jan 2015
Working Paper Series
Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 6,831
18.

The Credit Rating Industry: Competition and Regulation

Number of pages: 176 Posted: 14 Jun 2007
Working Paper Series
University of Cologne - Department of Economics
Downloads 6,783
19.

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 6,634
20.

The Disintermediation of Financial Markets: Direct Investing in Private Equity

Journal of Financial Economics (JFE), 116 (1), 160-178, 2015
Number of pages: 49 Posted: 09 Oct 2012 Last Revised: 15 Feb 2018
Accepted Paper Series
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 6,294
21.

The Role of Accounting in the Financial Crisis: Lessons for the Future

Number of pages: 31 Posted: 15 Dec 2011
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Stanford Graduate School of Business
Downloads 6,092
22.

Quant Bust 2020

World Economics 21(2) (2020) 183-217
Number of pages: 29 Posted: 07 Apr 2020 Last Revised: 24 Jul 2020
Accepted Paper Series
Quantigic Solutions LLC
Downloads 6,045
23.

Crypto-Securities Regulation: ICOs, Token Sales and Cryptocurrencies under EU Financial Law

15 European Company and Financial Law Review 645-696 (2018)
Number of pages: 45 Posted: 30 Nov 2017 Last Revised: 17 Apr 2019
Accepted Paper Series
European University Viadrina Frankfurt (Oder) - European New School of Digital Studies and University of Vienna, Faculty of Law
Downloads 5,831
24.

On the Rise of FinTechs – Credit Scoring Using Digital Footprints

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-12
Number of pages: 66 Posted: 12 May 2018 Last Revised: 15 Aug 2019
Working Paper Series
Frankfurt School of Finance & Management, Humboldt University, Frankfurt School of Finance & Management and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 5,730
25.

Enterprise Risk Management: Theory and Practice

Number of pages: 33 Posted: 04 Aug 2006
Working Paper Series
Nationwide Insurance and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,676
26.

Financial Markets and the Allocation of Capital

Number of pages: 40 Posted: 19 Aug 1999
Working Paper Series
NYU Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 5,558
27.

The Dark Side of Universal Banking: Financial Conglomerates and the Origins of the Subprime Financial Crisis

Connecticut Law Review, Vol. 41, No. 4, 2009, GWU Law School Public Law Research Paper No. 468, GWU Legal Studies Research Paper No. 468
Number of pages: 89 Posted: 13 May 2009
Accepted Paper Series
George Washington University Law School
Downloads 5,538
28.

Introduction to Applied Stress Testing

IMF Working Paper No. 07/59
Number of pages: 76 Posted: 19 Mar 2007
Working Paper Series
World BankInternational Monetary Fund (IMF)
Downloads 5,378
29.

Shadow Banking

Number of pages: 81 Posted: 16 Jul 2010
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Bank of America Merrill Lynch

Multiple version iconThere are 3 versions of this paper

Downloads 5,313
30.

The New Vote Buying: Empty Voting and Hidden (Morphable) Ownership

As published in Southern California Law Review, Vol. 79, pp. 811-908, 2006, University of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 99 Posted: 05 Jun 2006 Last Revised: 10 Mar 2008
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads 5,300
31.

Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking

Number of pages: 51 Posted: 15 Aug 1998
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 5,168
32.

Scale Effects in Mutual Fund Performance: The Role of Trading Costs

Number of pages: 41 Posted: 13 Dec 2006 Last Revised: 08 Jul 2009
Working Paper Series
Virginia Tech, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 4,931
33.

Governance and Intermediation Problems in Capital Markets: Evidence from the Fall of Enron

Harvard NOM Working Paper No. 02-27
Number of pages: 52 Posted: 15 Oct 2002
Working Paper Series
Harvard Business School and Harvard University - Harvard Business School
Downloads 4,863
34.

Hedge Funds, Insiders, and the Decoupling of Economic and Voting Ownership: Empty Voting and Hidden (Morphable) Ownership

Journal of Corporate Finance, vol. 13, pp. 343-367, 2007, ECGI - Law Working Paper No. 56/2006, McCombs Research Paper Series No. FIN-02-06, U of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 31 Posted: 10 Jan 2006
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads 4,700
35.

Panel Vector Autoregression in R with the Package Panelvar

Quarterly Review of Economics and Finance, 2019
Number of pages: 49 Posted: 19 Jan 2018 Last Revised: 21 Feb 2019
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 4,426
36.

Fraud Detection and Expected Returns

Number of pages: 53 Posted: 05 Feb 2012
Working Paper Series
Indiana University - Kelley School of Business - Department of Accounting, Stanford University - Graduate School of Business and affiliation not provided to SSRN
Downloads 4,395
37.

Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds

Financial Analysts Journal, Vol. 75, No. 4 (Fourth Quarter 2019)
Number of pages: 50 Posted: 14 Sep 2018 Last Revised: 30 Oct 2019
Working Paper Series
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 4,316
38.

Internet Banking in India – Consumer Concerns and Bank Strategies

Global Journal of Business Research, Vol. 2, No. 1, pp.43-51, 2008
Number of pages: 9 Posted: 17 Feb 2010
Accepted Paper Series
Independent
Downloads 4,296
39.

European Mutual Fund Performance

European Financial Management Journal, Forthcoming, EFMA 2000 Athens Meetings
Number of pages: 42 Posted: 14 Apr 2000
Accepted Paper Series
Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)

Multiple version iconThere are 2 versions of this paper

Downloads 4,171
40.

Horizontal Shareholding

109 Harvard Law Review 1267 (2016), Harvard Public Law Working Paper No. 16-17
Number of pages: 51 Posted: 18 Jul 2015 Last Revised: 22 Apr 2016
Accepted Paper Series
Harvard Law School
Downloads 3,965
41.

Online Peer-to-Peer Lending: A Lenders' Perspective

Proceedings of the International Conference on E-Learning, E-Business, Enterprise Information Systems, and E-Government, EEE 2008, H. R. Arabnia and A. Bahrami, eds., pp. 371-375, CSREA Press, Las Vegas 2008
Number of pages: 5 Posted: 05 Mar 2009 Last Revised: 31 May 2009
Working Paper Series
Independent
Downloads 3,941
42.

Hedge Funds: A Dynamic Industry in Transition

Number of pages: 135 Posted: 29 Jul 2015
Working Paper Series
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Multiple version iconThere are 3 versions of this paper

Downloads 3,863
43.

The Private Equity Advantage: Leveraged Buyout Firms and Relationship Banking

EFA 2008 Athens Meetings Paper, Review of Financial Studies, 24 (7), 2462-2498, 2011
Number of pages: 60 Posted: 29 Feb 2008 Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and Federal Reserve Bank of New York
Downloads 3,861
44.

FinTech Platforms and Strategy

MIT Sloan Research Paper No. 5183-16
Number of pages: 20 Posted: 03 Jan 2017 Last Revised: 15 Aug 2017
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Sloan School of Management, MIT
Downloads 3,858
45.

Credit Rating Agencies in Capital Markets: A Review of Research Evidence on Selected Criticisms of the Agencies

Number of pages: 45 Posted: 01 Jun 2006
Working Paper Series
University of North Texas
Downloads 3,841
46.

Behavioralizing Finance

Foundations and Trends in Finance, Vol. 4, Nos. 1-2, pp. 1-184, 2010, SCU Leavey School of Business Research Paper No. 10-01
Number of pages: 187 Posted: 02 May 2010
Accepted Paper Series
Santa Clara University - Leavey School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,839
47.

Institutional Investors and Equity Prices

Quarterly Journal of Economics, Vol. 116, No. 1, pp. 229-259, February 2001
Number of pages: 42 Posted: 01 Jun 1998
Accepted Paper Series
Harvard Business School - Finance Unit and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,797
48.

Scale and Skill in Active Management

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 51 Posted: 01 Sep 2013 Last Revised: 11 Aug 2020
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School

Multiple version iconThere are 5 versions of this paper

Downloads 3,777
49.

Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds

Published in the Journal of Banking and Finance, Vol. 98 (p. 39-60), 2019, as "The effect of pro-environmental preferences on bond prices: Evidence from green bonds".
Number of pages: 67 Posted: 27 Dec 2016 Last Revised: 28 May 2021
Accepted Paper Series
Boston University
Downloads 3,724
50.

How Psychological Pitfalls Generated the Global Financial Crisis

VOICES OF WISDOM: UNDERSTANDING THE GLOBAL FINANCIAL CRISIS, Laurence B. Siegel, ed., Research Foundation of CFA Institute, 2010, SCU Leavey School of Business Research Paper No. 10-04
Number of pages: 44 Posted: 18 Dec 2009
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 3,647