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JEL Code: G23

2,964,498 Total downloads

Viewing: 1 - 50 of 7,520 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
Zura Kakushadze and Juan A. Serur
Quantigic Solutions LLC and NYU - Courant Institute of Mathematical Sciences
Downloads 59,665
2.

Is Bitcoin Really Un-Tethered?

Number of pages: 119 Posted: 25 Jun 2018 Last Revised: 05 Nov 2019
Working Paper Series
John M. Griffin and Amin Shams
University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
Downloads 45,183
3.

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
Martijn Cremers and Antti Petajisto
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 28,581
4.

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
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 19,123
5.

Risk Management Lessons from Long-Term Capital Management

Number of pages: 27 Posted: 02 Aug 1999
Working Paper Series
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Downloads 19,009
6.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001
Working Paper Series
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 18,304
7.

Performance of Private Equity Funds

EFA 2005 Moscow Meetings
Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 28 Mar 2008
Working Paper Series
Ludovic Phalippou and Oliver Gottschalg
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 16,482
8.

The Long-Term Effects of Hedge Fund Activism

Harvard Law School John M. Olin Center Discussion Paper No. 802, Columbia Law Review, Vol. 115, 2015, pp. 1085-1156, Columbia Business School Research Paper No. 13-66
Number of pages: 77 Posted: 07 Aug 2013 Last Revised: 02 Jul 2015
Accepted Paper Series
Lucian A. Bebchuk, Alon Brav and Wei Jiang
Harvard Law School, Duke University - Fuqua School of Business and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 13,033
9.

DeFi and the Future of Finance

Number of pages: 39 Posted: 15 Dec 2020 Last Revised: 15 Sep 2021
Working Paper Series
Campbell R. Harvey, Ashwin Ramachandran and Joey Santoro
Duke University - Fuqua School of Business, Independent and Fei Protocol
Downloads 11,150
10.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Victor Haghani and Richard Dewey
Elm Partners and Royal Bridge Capital
Downloads 10,884
11.

Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors

Number of pages: 92 Posted: 02 Jan 2019 Last Revised: 20 Jul 2021
Working Paper Series
Klakow Akepanidtaworn, Rick Di Mascio, Alex Imas and Lawrence Schmidt
University of Chicago - Booth School of Business, Inalytics Limited, University of Chicago - Booth School of Business and MIT Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 10,851
12.

The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies

ISMA Finance Discussion Paper No. 2002-08
Number of pages: 55 Posted: 05 Aug 2002
Working Paper Series
Carol Alexander and Anca Dimitriu
University of Sussex Business School and University of Reading - ISMA Centre
Downloads 10,080
13.

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
David Chambers, Elroy Dimson and Justin Foo
University of Cambridge - Judge Business School, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School
Downloads 9,902
14.

Active Share and Mutual Fund Performance

Number of pages: 47 Posted: 02 Oct 2010 Last Revised: 17 Jan 2013
Working Paper Series
Antti Petajisto
New York University (NYU) - Department of Finance
Downloads 9,781
15.

High-Frequency Trading, Stock Volatility, and Price Discovery

Number of pages: 54 Posted: 14 Oct 2010 Last Revised: 27 Dec 2010
Working Paper Series
Frank Zhang
Yale School of Management
Downloads 9,638
16.

Buffett's Alpha

Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34 Posted: 30 Jun 2018 Last Revised: 10 Jan 2019
Working Paper Series
Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 8,700
17.

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
Daniel Bradley, Jan Hanousek Jr., Russell Jame and Zicheng Xiao
University of South Florida, University of South Florida, University of Kentucky - Gatton College of Business and Economics and University of South Florida
Downloads 8,670
18.

The ICO Gold Rush: It's a Scam, It's a Bubble, It's a Super Challenge for Regulators

University of Luxembourg Law Working Paper No. 11/2017, UNSW Law Research Paper No. 17-83, University of Hong Kong Faculty of Law Research Paper No. 2017/035, European Banking Institute Working Paper Series 18/2018, Harvard International Law Journal, Vol. 63, No. 2, 2019
Number of pages: 43 Posted: 19 Nov 2017 Last Revised: 18 Aug 2018
Working Paper Series
Dirk A. Zetzsche, Ross P. Buckley, Douglas W. Arner, Douglas W. Arner and Linus Föhr
Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - Faculty of Law, The University of Hong Kong - Faculty of LawUniversity of Hong Kong and Research Assistant @ ADA Chair in Financial Law (inclusive finance)
Downloads 8,561
19.

Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication

Alternative Investment Research Centre Working Paper No. 27, Cass Business School Research Paper
Number of pages: 52 Posted: 30 Nov 2005
Working Paper Series
Harry M. Kat and Helder P. Palaro
Independent and Independent
Downloads 8,517
20.

Best Ideas

Number of pages: 50 Posted: 23 Mar 2009 Last Revised: 21 Apr 2021
Working Paper Series
Miguel Anton, Randolph B. Cohen and Christopher Polk
University of Navarra, IESE Business School, Harvard Business School - Finance Unit and London School of Economics
Downloads 8,501
21.

From FinTech to TechFin: The Regulatory Challenges of Data-Driven Finance

New York University Journal of Law and Business, Forthcoming, European Banking Institute Working Paper Series 2017 - No. 6, University of Hong Kong Faculty of Law Research Paper No. 2017/007, University of Luxembourg Law Working Paper No. 2017-001
Number of pages: 41 Posted: 29 Apr 2017 Last Revised: 19 Dec 2019
Accepted Paper Series
Dirk A. Zetzsche, Ross P. Buckley, Douglas W. Arner, Douglas W. Arner and Janos Nathan Barberis
Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - Faculty of Law, The University of Hong Kong - Faculty of LawUniversity of Hong Kong and The University of Hong Kong - Faculty of Law
Downloads 8,404
22.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81, https://doi.org/10.3905/jpm.2012.38.2.067
Number of pages: 17 Posted: 17 Jul 2019 Last Revised: 17 Jul 2019
Accepted Paper Series
David Chambers, Elroy Dimson and Antti Ilmanen
University of Cambridge - Judge Business School, University of Cambridge - Judge Business School and AQR Capital Management
Downloads 8,268
23.

Reports of Value’s Death May Be Greatly Exaggerated

Number of pages: 38 Posted: 02 Dec 2019 Last Revised: 04 Feb 2021
Working Paper Series
Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani T. Linnainmaa
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business
Downloads 8,160
24.

From the Stockholder to the Stakeholder: How Sustainability Can Drive Financial Outperformance

Number of pages: 66 Posted: 22 Oct 2014 Last Revised: 06 Mar 2015
Working Paper Series
Gordon L. Clark, Andreas Feiner and Michael Viehs
Oxford University - Smith School of Enterprise and the Environment, Arabesque Asset Management and Oxford University Smith School of Enterprise and the Environment
Downloads 7,994
25.

Responsible Investing: The ESG-Efficient Frontier

NYU Stern School of Business
Number of pages: 51 Posted: 18 Oct 2019 Last Revised: 20 Nov 2020
Working Paper Series
Lasse Heje Pedersen, Shaun Fitzgibbons and Lukasz Pomorski
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 7,923
26.

Venture Capital and the Structure of Capital Markets: Banks Versus Stock Markets

Journal of Financial Economics, Vol. 47, pp. 243-277, 1998
Number of pages: 52 Posted: 11 Sep 1996
Accepted Paper Series
Ronald J. Gilson and Bernard S. Black
Stanford Law School and Northwestern University - Pritzker School of Law

Multiple version iconThere are 2 versions of this paper

Downloads 7,641
27.

Economists’ Hubris – The Case of Equity Asset Management

Journal of Financial Transformation, Vol. 29, pp. 9-16
Number of pages: 10 Posted: 02 May 2010 Last Revised: 07 Jan 2011
Accepted Paper Series
Shahin Shojai, George Feiger and Rajesh Kumar
Capco Institute, Aston Business School and Institute of Management Technology , Dubai
Downloads 7,567
28.

Hedge Funds: Past, Present and Future

Fisher College of Business Working Paper No. 2007-03-003, Charles A Dice Center WP No. 2007-3
Number of pages: 39 Posted: 11 Feb 2007
Working Paper Series
René M. Stulz
Ohio State University (OSU) - Department of Finance
Downloads 7,248
29.

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
Tim Jenkinson, Howard Jones and Jose Vicente Martinez
University of Oxford - Said Business School, University of Oxford, Saïd Business School and University of Connecticut
Downloads 7,146
30.

Equity Premia Around the World

Number of pages: 19 Posted: 08 Oct 2011 Last Revised: 19 Mar 2016
Working Paper Series
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 7,081
31.

Hedge Fund Activism, Corporate Governance, and Firm Performance

Journal of Finance, Vol. 63, p. 1729, 2008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 139/2006, Vanderbilt Law and Economics Research Paper No. 07-28, FDIC Center for Financial Research Working Paper No. 2008-06
Number of pages: 62 Posted: 05 Apr 2007 Last Revised: 09 Nov 2018
Accepted Paper Series
Alon Brav, Wei Jiang, Randall S. Thomas, Randall S. Thomas and Frank Partnoy
Duke University - Fuqua School of Business, Columbia Business School - Finance and Economics, Vanderbilt University - Law SchoolVanderbilt University - Owen Graduate School of Management and University of California, Berkeley - School of Law
Downloads 7,079
32.

Performance Evaluation of Indian Mutual Funds

Number of pages: 24 Posted: 13 Oct 2003
Working Paper Series
Narayan Rao Sapar and Ravindran Madava
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM) and Tata Power Company Ltd.
Downloads 7,062
33.

Why and How Investors Use ESG Information: Evidence from a Global Survey

Financial Analysts Journal, 2018, Volume 74 Issue 3, pp. 87-103.
Number of pages: 41 Posted: 02 Mar 2017 Last Revised: 06 Feb 2020
Working Paper Series
Amir Amel-Zadeh and George Serafeim
University of Oxford - Said Business School and Harvard Business School
Downloads 7,031
34.

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
Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani T. Linnainmaa
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business
Downloads 7,019
35.

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
Rob Bauer, Nadja Guenster and Rogér Otten
Maastricht University, University of Muenster - Finance Center Muenster and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 6,919
36.

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
Lawrence D. Brown, Andrew C. Call, Michael B. Clement and Nathan Y. Sharp
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 6,832
37.

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
Lasse Heje Pedersen
AQR Capital Management, LLC
Downloads 6,636
38.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017
Working Paper Series
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 6,605
39.

Corporate Green Bonds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 27 Feb 2018 Last Revised: 16 Apr 2020
Accepted Paper Series
Caroline Flammer
Boston University
Downloads 6,604
40.

Machine Learning Risk Models

Journal of Risk & Control 6(1) (2019) 37-64
Number of pages: 26 Posted: 08 Jan 2019 Last Revised: 10 Apr 2019
Accepted Paper Series
Zura Kakushadze and Willie Yu
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 6,479
41.

ESG and Financial Performance: Aggregated Evidence from More than 2000 Empirical Studies

Journal of Sustainable Finance & Investment, Volume 5, Issue 4, p. 210-233, 2015, DOI: 10.1080/20430795.2015.1118917
Number of pages: 25 Posted: 19 Dec 2015
Accepted Paper Series
Gunnar Friede, Timo Busch and Alexander Bassen
Deutsche Asset & Wealth Management, University of Hamburg and University of Hamburg
Downloads 6,470
42.

Corporate Culture: Evidence from the Field

27th Annual Conference on Financial Economics and Accounting Paper, Columbia Business School Research Paper No. 16-49, Duke I&E Research Paper No. 2016-33
Number of pages: 116 Posted: 09 Jul 2016 Last Revised: 17 May 2021
Working Paper Series
John R. Graham, Jillian Grennan, Campbell R. Harvey and Shivaram Rajgopal
Duke University, Duke University - Fuqua School of Business, Duke University - Fuqua School of Business and Columbia Business School

Multiple version iconThere are 2 versions of this paper

Downloads 6,399
43.

Madoff: A Riot of Red Flags

Number of pages: 24 Posted: 02 Feb 2009 Last Revised: 24 Jan 2012
Working Paper Series
Greg N. Gregoriou and Francois Lhabitant
SUNY College at Plattsburgh and Kedge Capital Fund Management
Downloads 6,354
44.

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
Lily H. Fang, Victoria Ivashina and Josh Lerner
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 6,296
45.

Active Ownership

Review of Financial Studies (RFS), Volume 28, Issue 12, pp. 3225-3268, 2015., Fox School of Business Research Paper No. 16-009
Number of pages: 55 Posted: 01 Oct 2012 Last Revised: 19 Mar 2016
Accepted Paper Series
Elroy Dimson, Oğuzhan Karakaş and Xi Li
University of Cambridge - Judge Business School, Cambridge Judge Business School - Finance Subject Group and London School of Economics
Downloads 6,113
46.

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
Elroy Dimson, Paul Marsh and Mike Staunton
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 6,054
47.

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
Zura Kakushadze
Quantigic Solutions LLC
Downloads 6,051
48.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Published in Journal of Finance, February 2010, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 27 Oct 2019
Accepted Paper Series
Laurent Barras, O. Scaillet and Russ Wermers
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 6,017
49.

The Future of Corporate Governance Part I: The Problem of Twelve

Harvard Public Law Working Paper No. 19-07
Number of pages: 23 Posted: 03 Oct 2018 Last Revised: 14 Mar 2019
Working Paper Series
John C. Coates IV
Harvard Law School
Downloads 5,978
50.

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
Philipp Hacker and Chris Thomale
European University Viadrina Frankfurt (Oder) - European New School of Digital Studies and University of Vienna, Faculty of Law
Downloads 5,835