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New York University Stern School of Business Research Paper Series

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Viewing: 1 - 50 of 2,956 papers

1.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL
Downloads 43,300
2.

Offshore Hedge Funds: Survival & Performance 1989-1995

Yale School of Management Working Paper No. F-52B
Number of pages: 38 Posted: 27 Feb 1997
Working Paper Series
Yale School of Management - International Center for Finance, Yale School of Management and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 13,773
3.

The Dow Theory: William Peter Hamilton's Track Record Re-Considered

Number of pages: 46 Posted: 11 Feb 1998
Working Paper Series
New York University - Stern School of Business, University of Miami - School of Business Administration and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 12,234
4.

Hedge Funds and the Asian Currency Crisis of 1997

Yale School of Management Working Paper No. F-58
Number of pages: 30 Posted: 11 Feb 1998
Working Paper Series
Yale School of Management - International Center for Finance, New York University - Stern School of Business and PARADIGM Capital Management

Multiple version iconThere are 3 versions of this paper

Downloads 12,123
5.

Audit Committee, Board of Director Characteristics, and Earnings Management

NYU, Law and Economics Research Paper No. 06-42
Number of pages: 42 Posted: 22 Nov 2000
Working Paper Series
New York University (NYU) - Department of Accounting

Multiple version iconThere are 3 versions of this paper

Downloads 11,917
6.

Return on Capital (ROC), Return on Invested Capital (ROIC) and Return on Equity (ROE): Measurement and Implications

Number of pages: 69 Posted: 26 Mar 2008 Last Revised: 29 May 2008
Working Paper Series
New York University - Stern School of Business
Downloads 11,790
7.

Institutional Investors and Stock Market Volatility

MIT Department of Economics Working Paper No. 03-30
Number of pages: 51 Posted: 11 Sep 2003 Last Revised: 01 Jun 2010
Accepted Paper Series
Harvard University - Department of Economics, Boston University - Center for Polymer Studies, Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies

Multiple version iconThere are 2 versions of this paper

Downloads 10,116
8.

Hedge Funds with Style

EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35 Posted: 21 Feb 2001
Working Paper Series
New York University - Stern School of Business and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 9,219
9.

Information, Technology and Information Worker Productivity

Information Systems Research, Forthcoming
Number of pages: 40 Posted: 05 Nov 2006 Last Revised: 31 Aug 2014
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University – Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 7,345
10.

Peer-to-Peer Rental Markets in the Sharing Economy

NYU Stern School of Business Research Paper (First version March 2015; current version September 2017)
Number of pages: 39 Posted: 08 Mar 2015 Last Revised: 10 Sep 2017
Working Paper Series
Harvard University - Institute for Quantitative Social Sciences and New York University (NYU): Stern School of Business and Center for Urban Science+Progress
Downloads 6,615
11.

Real and Accrual-Based Earnings Management in the Pre- and Post-Sarbanes Oxley Periods

AAA 2006 Financial Accounting and Reporting Section (FARS) Meeting Paper
Number of pages: 52 Posted: 28 Sep 2005
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, Harvard Business School and Northwestern University - Kellogg School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 6,204
12.

Value at Risk Models in Finance

ECB Working Paper No. 75
Number of pages: 41 Posted: 25 Feb 2003
Working Paper Series
European Central Bank (ECB) and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 5,891
13.

The Age of Reason: Financial Decisions over the Life-Cycle with Implications for Regulation

Number of pages: 76 Posted: 29 Mar 2008 Last Revised: 22 Oct 2009
Working Paper Series
Georgetown University - Department of Finance, Federal Reserve Board, Harvard University - Department of Economics and Harvard University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 5,506
14.

Audit Committee Financial Expertise, Competing Corporate Governance Mechanisms, and Earnings Management

Number of pages: 55 Posted: 05 Mar 2006
Working Paper Series
University of Tennessee, Clemson University, New York University (NYU) - Department of Accounting and University of Tennessee

Multiple version iconThere are 2 versions of this paper

Downloads 4,914
15.

Entrepreneurial Shareholder Activism: Hedge Funds and Other Private Investors

AAA 2007 Financial Accounting & Reporting Section (FARS) Meeting Paper, ECGI - Finance Working Paper No. 140/2006, NYU Law and Economics Research Paper No. 06-41, 1st Annual Conference on Empirical Legal Studies
Number of pages: 73 Posted: 05 Jul 2006 Last Revised: 24 Jun 2008
Working Paper Series
New York University (NYU) - Department of Accounting and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,831
16.

The Value of Synergy

Number of pages: 47 Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads 4,793
17.
Downloads 4,695
18.

Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models

NYU Working Paper No. EC-94-10
Number of pages: 37 Posted: 03 Nov 2008
Working Paper Series
New York University Stern School of Business
Downloads 4,487
19.

Momentum and Mean-Reversion in Strategic Asset Allocation

EFA 2006 Zurich Meetings
Number of pages: 34 Posted: 07 Jun 2006 Last Revised: 28 Jan 2009
Working Paper Series
New York University (NYU) - Department of Finance, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 4,329
20.

Fees on Fees in Funds of Funds

Yale ICF Working Paper No. 02-33
Number of pages: 40 Posted: 01 Oct 2002
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Multiple version iconThere are 6 versions of this paper

Downloads 4,224
21.

Employee Stock Options (Esops) and Restricted Stock: Valuation Effects and Consequences

Number of pages: 52 Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads 4,127
22.

Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy

Number of pages: 21 Posted: 30 Sep 2007 Last Revised: 11 Sep 2009
Working Paper Series
New York University - Stern School of Business, Attorney in New York City and University of Massachusetts Amherst - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,050
23.

Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly

NYU Working Paper No. 2451/29593
Number of pages: 26 Posted: 06 Apr 2010 Last Revised: 10 Sep 2013
Working Paper Series
Harvard Business School, Acadian Asset Management Inc., USA and NYU Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,868
24.

Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas

Yale School of Management Working Paper No. F-59
Number of pages: 28 Posted: 10 Feb 1998
Working Paper Series
Yale School of Management - International Center for Finance, New York University - Stern School of Business and PARADIGM Capital Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,734
25.

Quality of Financial Reporting Choice: Determinants and Economic Consequences

Number of pages: 56 Posted: 11 Aug 2003
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,640
26.

The Value of Control: Implications for Control Premia, Minority Discounts and Voting Share Differentials

Number of pages: 60 Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads 3,615
27.

The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

Number of pages: 44 Posted: 22 Jun 2002
Working Paper Series
Bocconi University - Department of Finance, New York University (NYU) - Salomon Center, Standard & Poor's Risk Solutions and Bocconi University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 3,539
28.

Deriving the Pricing Power of Product Features by Mining Consumer Reviews

Management Science, Forthcoming, NET Institute Working Paper No. 07-36
Number of pages: 36 Posted: 27 Oct 2007 Last Revised: 06 May 2011
Accepted Paper Series
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University - Leonard N. Stern School of Business
Downloads 3,527
29.

What Affects the Implied Cost of Equity Capital?

Stern School of Business Working Paper
Number of pages: 32 Posted: 05 Feb 2001
Working Paper Series
New York University (NYU) - Department of Accounting and University of Toronto - Rotman School of Management
Downloads 3,467
30.

Discretionary-Accruals Models and Audit Qualifications

Number of pages: 41 Posted: 06 Mar 2000
Working Paper Series
NYU Stern School of Business, Monash University Sunway Campus and Hong Kong Polytechnic University - School of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,353
31.

Positive Portfolio Factors

Yale School of Management Working Paper No. F-57
Number of pages: 22 Posted: 23 Apr 1998
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 3,293
32.

Internal Control Weaknesses and Information Uncertainty

Number of pages: 62 Posted: 19 Apr 2006 Last Revised: 12 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Accounting, New York University and Indiana University - Kelley School of Business - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 3,285
33.

Marketability and Value: Measuring the Illiquidity Discount

Number of pages: 60 Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads 3,268
34.

Factors Affecting the Valuation of Corporate Bonds

NYU Working Paper
Number of pages: 44 Posted: 12 Apr 2002
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, KMV Corporation and Moody's Investors Service

Multiple version iconThere are 3 versions of this paper

Downloads 3,223
35.

It Savvy Pays Off: How Top Performers Match it Portfolios And Organizational Practices

MIT Sloan Research Paper No. 4560-05, CISR Working Paper No. 353
Number of pages: 15 Posted: 09 Aug 2005
Working Paper Series
Massachusetts Institute of Technology (MIT) - Center for Information Systems Research (CISR) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,219
36.

First to Market, First to Fail? Real Causes of Enduring Market Leadership

MIT Sloan Management Review, Vol. 37, No. 2, pp. 65-75, Winter 1996
Number of pages: 11 Posted: 02 Jun 2006
Accepted Paper Series
University of Southern California - Marshall School of Business, Department of Marketing and Dartmouth College - Tuck School of Business
Downloads 3,213
37.

Human Trafficking and Regulating Prostitution

IFN Working Paper No. 996, NYU Stern School of Business EC-12-07, NYU Law and Economics Research Paper No. 12-08
Number of pages: 36 Posted: 14 May 2012 Last Revised: 30 Nov 2015
Working Paper Series
Santa Clara University - Leavey School of Business and Stanford University
Downloads 3,108
38.

Is Doing Good Good for You? How Corporate Charitable Contributions Enhance Revenue Growth

Number of pages: 40 Posted: 27 Jul 2006 Last Revised: 26 Jan 2009
Working Paper Series
New York University - Stern School of Business, College of William and Mary - Mason School of Business and JSOM, University of Texas at Dallas
Downloads 3,080
39.

Are Investors Rational? Choices Among Index Funds

NYU Working Paper
Number of pages: 35 Posted: 08 Nov 2002
Working Paper Series
New York University (NYU) - Department of Finance, Emory University - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 3,038
40.

The Sarbanes Oxley Act of 2002: Implications for Compensation Contracts and Managerial Risk-Taking

Number of pages: 44 Posted: 26 Jul 2004 Last Revised: 24 Apr 2008
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, Harvard Business School and Northwestern University - Kellogg School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,014
41.

A GARCH Option Pricing Model with Filtered Historical Simulation

Review of Financial Studies, 2008
Number of pages: 54 Posted: 15 Oct 2004 Last Revised: 29 Apr 2008
Working Paper Series
Swiss Finance Institute at the University of Lugano, New York University - Leonard N. Stern School of Business - Department of Economics and University of Lugano - Institute of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,915
42.

The Promise and Peril of Real Options

NYU Working Paper No. S-DRP-05-02
Number of pages: 75 Posted: 05 Nov 2008
Working Paper Series
New York University - Stern School of Business
Downloads 2,896
43.

Marginal Effects in the Bivariate Probit Model

NYU Working Paper No. EC-96-11
Number of pages: 10 Posted: 03 Nov 2008
Working Paper Series
New York University Stern School of Business
Downloads 2,887
44.

Remarks on the Measurement, Valuation, and Reporting of Intangible Assets

Economic Policy Review, Vol. 9, No. 3, September 2003
Number of pages: 6 Posted: 25 Aug 2005
Accepted Paper Series
New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,814
45.

Valuing Credit Default Swaps I: No Counterparty Default Risk

NYU Working Paper No. FIN-00-021
Number of pages: 35 Posted: 04 Nov 2008
Working Paper Series
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 2,801
46.

Research and Development Expenses: Implications for Profitability Measurement and Valuation

NYU Working Paper No. FIN-99-024
Number of pages: 25 Posted: 07 Nov 2008
Working Paper Series
New York University - Stern School of Business
Downloads 2,789
47.

Dealing with Operating Leases in Valuation

NYU Working Paper No. FIN-99-023
Number of pages: 25 Posted: 07 Nov 2008
Working Paper Series
New York University - Stern School of Business
Downloads 2,787
48.

Modeling Credit Risk for Smes: Evidence from the Us Market

Number of pages: 48 Posted: 27 Dec 2005
Working Paper Series
New York University (NYU) - Salomon Center and affiliation not provided to SSRN
Downloads 2,751
49.

Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives

NYU Working Paper No. FIN-98-002
Number of pages: 40 Posted: 07 Nov 2008
Working Paper Series
University of Virginia - Darden School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 2,729
50.

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Journal of Finance, Forthcoming, Yale ICF Working Paper No. 06-15
Number of pages: 55 Posted: 21 Jul 2006 Last Revised: 11 Sep 2009
Accepted Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine

Multiple version iconThere are 2 versions of this paper

Downloads 2,695