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New York University Stern School of Business Research Paper Series

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Viewing: 1 - 50 of 2,955 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 42,885
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 13,722
3.

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 12,075
4.

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 11,547
5.

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 11,543
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 10,649
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 9,902
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 9,150
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 7,191
10.

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, University of Minnesota - Twin Cities - Carlson School of Management and Northwestern University - Kellogg School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 6,014
11.

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 5,623
12.

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 5,388
13.

Peer-to-Peer Rental Markets in the Sharing Economy

NYU Stern School of Business Research Paper
Number of pages: 44 Posted: 08 Mar 2015 Last Revised: 07 Oct 2015
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 5,080
14.

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 4,725
15.

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 4,628
16.

Trends in Earnings Management and Informativeness of Earnings Announcements in the Pre- and Post-Sarbanes Oxley Periods

Number of pages: 44 Posted: 09 Jan 2004
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, University of Minnesota - Twin Cities - Carlson School of Management and Northwestern University - Kellogg School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,580
17.

The Value of Synergy

Number of pages: 47 Posted: 14 Nov 2005
Working Paper Series
New York University - Stern School of Business
Downloads 4,289
18.

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 4,197
19.

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 4,182
20.

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 4,042
21.

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 3,960
22.

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 3,714
23.

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 3,714
24.

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 3,687
25.

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 3,494
26.

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 3,489
27.

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 3,452
28.

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 3,425
29.

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 3,333
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 3,291
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 3,270
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 3,212
33.

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 3,193
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 3,141
35.

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 3,018
36.

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 3,009
37.

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 University of Texas at Dallas - School of Management
Downloads 3,000
38.

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 New York University (NYU) - Leonard N. Stern School of Business
Downloads 2,990
39.

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, University of Minnesota - Twin Cities - Carlson School of Management and Northwestern University - Kellogg School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,981
40.

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 2,840
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 Ecole Polytechnique Fédérale de Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 2,828
42.

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 2,735
43.

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 2,712
44.

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 2,698
45.

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 2,653
46.

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 2,619
47.

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 2,616
48.

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 2,602
49.

Why Has CEO Pay Increased so Much?

MIT Department of Economics Working Paper No. 06-13
Number of pages: 39 Posted: 16 May 2006
Working Paper Series
Harvard University - Department of Economics and Toulouse School of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 2,587
50.

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 Risk Management
Downloads 2,573