1.
Does Academic Research Destroy Stock Return Predictability?
Journal of Finance, Forthcoming
Number of pages: 48
Posted: 04 Oct 2012
Last Revised: 24 Feb 2016
Accepted Paper Series
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads
10,107
2.
Momentum Strategies in Futures Markets and Trend-following Funds
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 60
Posted: 06 Dec 2011
Last Revised: 12 Oct 2015
Working Paper Series
Imperial College Business School and Imperial College Business School
Downloads
8,248
3.
Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74
Posted: 01 Jun 2008
Last Revised: 27 Aug 2012
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74
Posted: 01 Jun 2008
Last Revised: 27 Aug 2012
Downloads
7,700
Common Risk Factors in Currency Markets
NBER Working Paper No. w14082
Number of pages: 63
Posted: 14 Jul 2008
Last Revised: 25 Jun 2010
Downloads
112
Downloads
7,700
4.
Are CEOs Different?
Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI, Journal of Finance, Forthcoming
Number of pages: 61
Posted: 15 Mar 2016
Last Revised: 30 Oct 2020
Accepted Paper Series
University of Chicago - Booth School of Business and Dartmouth College - Tuck School of Business
There are 2 versions of this paper
Are CEOs Different?
Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI, Journal of Finance, Forthcoming
Number of pages: 61
Posted: 15 Mar 2016
Last Revised: 30 Oct 2020
Downloads
4,557
Are CEOS Different? Characteristics of Top Managers
NBER Working Paper No. w23832
Number of pages: 55
Posted: 18 Sep 2017
Last Revised: 27 Sep 2017
Downloads
79
Downloads
4,557
5.
Crowdfunding Models: Keep-It-All vs. All-Or-Nothing
Forthcoming, Financial Management
Number of pages: 46
Posted: 11 Jun 2014
Last Revised: 23 Dec 2019
Accepted Paper Series
Florida Atlantic University, Université Lumière Lyon 2 and SKEMA Business School
Downloads
3,895
6.
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: 15 Feb 2019
Accepted Paper Series
Tilburg University - Tilburg University School of Economics and Management
Downloads
3,142
7.
Material Sustainability Information and Stock Price Informativeness
Journal of Business Ethics, Forthcoming
Number of pages: 55
Posted: 10 May 2017
Last Revised: 30 Jan 2020
Accepted Paper Series
University of Toronto, Oxford University, Saïd Business School and Harvard Business School
Downloads
2,830
8.
Debt Maturity and Financial Integration
Number of pages: 39
Posted: 16 Mar 2012
Last Revised: 27 Feb 2014
Working Paper Series
University of Piraeus - Department of Banking and Financial Management, University of Warwick - Finance Group and University of Leeds - Leeds University Business School (LUBS)
Downloads
2,478
9.
Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches
European Journal of Finance, Forthcoming.
Number of pages: 48
Posted: 12 Jun 2012
Last Revised: 06 Dec 2014
Accepted Paper Series
Justus-Liebig-University Giessen, Deka Investment GmbH and Darmstadt University of Technology
Downloads
1,825
10.
Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals
Number of pages: 51
Posted: 13 Feb 2018
Last Revised: 31 Jan 2020
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Daniels College of Business, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads
1,676
11.
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks
AFA 2008 New Orleans Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 49
Posted: 20 Dec 2006
Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris - Finance Department and Queensland University of Technology - School of Economics and Finance
Downloads
1,651
12.
The Impact of Government Interventions on CDS and Equity Markets
AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Number of pages: 69
Posted: 23 Mar 2010
Last Revised: 19 Nov 2012
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
There are 2 versions of this paper
The Impact of Government Interventions on CDS and Equity Markets
AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Number of pages: 69
Posted: 23 Mar 2010
Last Revised: 19 Nov 2012
Downloads
1,634
The Impact of Government Interventions on CDS and Equity Markets
Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
Number of pages: 61
Posted: 13 Oct 2011
Last Revised: 19 Sep 2012
Downloads
260
Downloads
1,634
13.
Institutional Investor Expectations, Manager Performance, and Fund Flows
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Saïd Business School WP 2015-6
Number of pages: 46
Posted: 17 Apr 2013
Last Revised: 20 Feb 2017
Accepted Paper Series
University of Oxford, Saïd Business School and University of Connecticut
Downloads
1,616
14.
The Life Cycle of Family Ownership: International Evidence
EFA 2009 Bergen Meetings Paper, AFA 2009 San Francisco Meetings Paper, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68
Posted: 06 Mar 2008
Last Revised: 25 Oct 2011
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School, City University London - Faculty of Finance and Bocconi University - Department of Finance
Downloads
1,605
15.
On Secondary Buyouts
Journal of Financial Economics (JFE), Forthcoming, ECGI - Finance Working Paper No. 384, Swiss Finance Institute Research Paper No. 13-48
Number of pages: 59
Posted: 23 Sep 2013
Last Revised: 09 Oct 2015
Accepted Paper Series
University of Lugano - Faculty of Economics, University of Amsterdam - Finance Group and University of Oxford - Said Business School
Downloads
1,557
16.
Moving Average Distance as a Predictor of Equity Returns
Review of Financial Economics, Forthcoming
Number of pages: 40
Posted: 16 Feb 2018
Last Revised: 01 Sep 2020
Accepted Paper Series
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads
1,533
17.
How to Identify and Forecast Bull and Bear Markets?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI, ERIM Report Series Reference No. ERS-2013-016-F&A
Number of pages: 77
Posted: 22 Oct 2010
Accepted Paper Series
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads
1,523
18.
Performance-Vesting Provisions in Executive Compensation
Journal of Accounting & Economics (JAE), Vol. 66, 2018
Number of pages: 66
Posted: 04 Jul 2013
Last Revised: 19 Oct 2018
Accepted Paper Series
Arizona State University (ASU) - Finance Department, Texas Christian University, University of Utah - Department of Finance and Texas Christian University - M.J. Neeley School of Business
Downloads
1,465
19.
A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Green Investing and Sin Stock Exclusion
Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 97
Posted: 20 Sep 2019
Last Revised: 14 Oct 2020
Working Paper Series
Tilburg University - Tilburg University School of Economics and Management
Downloads
1,447
20.
Top-Down Versus Bottom-Up Approaches in Risk Management
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 48
Posted: 13 Oct 2008
Working Paper Series
University Osnabrück, Chair of Banking and Finance
Downloads
1,438
21.
Shell Games: On the Value of Shell Companies
Journal of Corporate Finance, Vol. 17, pp. 850-867, 2011
Number of pages: 52
Posted: 18 Aug 2009
Last Revised: 20 Sep 2011
Accepted Paper Series
University of Wisconsin - Milwaukee - Department of Finance and Iowa State University - Department of Finance
Downloads
1,435
22.
The Dynamics of Sovereign Credit Risk
Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, 2015
Number of pages: 64
Posted: 13 Dec 2007
Last Revised: 19 Nov 2018
Accepted Paper Series
UNSW Business School
Downloads
1,360
23.
Financial Repression in the European Sovereign Debt Crisis
Swedish House of Finance Research Paper No. 14-13, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Review of Finance, Forthcoming
Number of pages: 41
Posted: 27 Apr 2014
Last Revised: 15 Feb 2018
Accepted Paper Series
Stockholm School of Economics and Harvard University
There are 2 versions of this paper
Financial Repression in the European Sovereign Debt Crisis
Swedish House of Finance Research Paper No. 14-13, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Review of Finance, Forthcoming
Number of pages: 41
Posted: 27 Apr 2014
Last Revised: 15 Feb 2018
Downloads
1,350
Financial Repression in the European Sovereign Debt Crisis
CEPR Discussion Paper No. DP12185
Number of pages: 52
Posted: 04 Aug 2017
Downloads
2
Downloads
1,350
24.
The Economic Consequences of a 'Glass-Ceiling': Women on Corporate Boards and Firm Value
AFA 2016 San Francisco Meetings Paper
Number of pages: 56
Posted: 25 Oct 2013
Last Revised: 05 Dec 2018
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads
1,343
25.
The Economics of Capital Allocation in Firms: Evidence from Internal Capital Markets
Number of pages: 62
Posted: 30 Oct 2017
Last Revised: 27 Jul 2020
Working Paper Series
Karlsruhe Institute of Technology (KIT), Karlsruhe Institute of Technology (KIT) and Karlsruhe Institute of Technology
Downloads
1,334
26.
Adverse Selection and the Performance of Private Equity Co-Investments
Number of pages: 52
Posted: 19 Nov 2016
Last Revised: 15 Dec 2018
Working Paper Series
Technische Universität München (TUM) - TUM School of Management, University of Oxford - Said Business School and Technische Universität München (TUM) - TUM School of Management
Downloads
1,316
27.
Intangible Assets and Capital Structure
Number of pages: 60
Posted: 25 Oct 2014
Last Revised: 20 Jun 2019
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads
1,289
28.
Can Internet Search Queries Help to Predict Stock Market Volatility?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, European Financial Management, Forthcoming
Number of pages: 34
Posted: 10 Oct 2011
Last Revised: 07 Jan 2016
Accepted Paper Series
University of Tuebingen - Department of Statistics and Econometrics and Deutsche Bundesbank
There are 2 versions of this paper
Can Internet Search Queries Help to Predict Stock Market Volatility?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, European Financial Management, Forthcoming
Number of pages: 34
Posted: 10 Oct 2011
Last Revised: 07 Jan 2016
Downloads
1,243
Can Internet Search Queries Help to Predict Stock Market Volatility?
European Financial Management, Vol. 22, Issue 2, pp. 171-192, 2016
Number of pages: 22
Posted: 02 Mar 2016
Downloads
1
Downloads
1,243
29.
Fast and Slow Informed Trading
AFA 2013 San Diego Meetings, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2015-1123
Number of pages: 64
Posted: 07 Jun 2011
Last Revised: 28 Feb 2019
Working Paper Series
HEC Paris - Finance Department
Downloads
1,231
30.
In Search of Habitat
Number of pages: 66
Posted: 19 Apr 2012
Last Revised: 05 Feb 2019
Working Paper Series
Shanghai University of Finance and Economics, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads
1,228
31.
The Value of Independent Directors: Evidence from Sudden Deaths
Journal of Financial Economics, Volume 98, Issue 3, December 2010, pages 550-567
Number of pages: 39
Posted: 16 Feb 2009
Last Revised: 30 Mar 2015
Accepted Paper Series
University of Cambridge Judge Business School and Copenhagen Business School - Department of Finance
Downloads
1,222
32.
Machine Learning and the Stock Market
Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 61
Posted: 27 Aug 2018
Last Revised: 13 Oct 2020
Working Paper Series
University of Utah - David Eccles School of Business and Stockholm University
Downloads
1,198
33.
Factor Investing: Risk Premia vs. Diversification Benefits
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 08 Jun 2015
Last Revised: 10 Sep 2017
Working Paper Series
Amundi Asset Management and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads
1,173
34.
How Fast Should Trades Settle?
Management Science, Forthcoming
Number of pages: 56
Posted: 08 Dec 2016
Last Revised: 24 May 2019
Accepted Paper Series
University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads
1,152
35.
Institutional Investors and Stock Return Anomalies
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48
Posted: 08 Oct 2014
Last Revised: 27 May 2015
Accepted Paper Series
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
There are 2 versions of this paper
Institutional Investors and Stock Return Anomalies
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48
Posted: 08 Oct 2014
Last Revised: 27 May 2015
Downloads
1,151
Institutional Investors and Stock Return Anomalies
Number of pages: 54
Posted: 26 Nov 2013
Last Revised: 07 May 2014
Downloads
574
Downloads
1,151
36.
Is the Chinese Anti-Corruption Campaign Authentic? Evidence from Corporate Investigations
29th Annual Conference on Financial Economics & Accounting 2018, Finance Down Under 2019 Building on the Best from the Cellars of Finance, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, PBCSF-NIFR Research Paper
Number of pages: 115
Posted: 20 May 2016
Last Revised: 14 Nov 2020
Working Paper Series
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong, Shenzhen
Downloads
1,133
37.
Managing the risk of the low risk anomaly
30th Australasian Finance and Banking Conference 2017
Number of pages: 54
Posted: 29 Nov 2016
Last Revised: 16 Jun 2020
Working Paper Series
CATÓLICA-LISBON School of Business & Economics, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics
Downloads
1,122
38.
VIX Futures As a Market Timing Indicator
Number of pages: 11
Posted: 04 Jun 2018
Working Paper Series
University of Thessaly and American College of Thessaloniki
Downloads
1,117
39.
Alpha Decay
SFS Finance Cavalcade 2016, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 21 Mar 2015
Last Revised: 22 Nov 2017
Working Paper Series
Inalytics Limited, Columbia Business School and London Business School - Institute of Finance and Accounting
Downloads
1,108
40.
Whom to follow: Individual Manager Performance and Persistence in Private Equity Investments
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 31
Posted: 29 Oct 2019
Working Paper Series
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM), University of Oxford - Said Business School and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads
1,067
41.
Queuing Uncertainty in Limit Order Market
Number of pages: 56
Posted: 06 Oct 2013
Last Revised: 31 Oct 2014
Working Paper Series
INSEAD - Finance
Downloads
1,063
42.
Patent Trolls and Startup Employment
Number of pages: 68
Posted: 19 Dec 2016
Last Revised: 17 Oct 2018
Working Paper Series
Boston College - Carroll School of Management, University of Illinois at Chicago - Department of Finance and University of North Carolina Kenan-Flagler Business School
Downloads
1,055
43.
Competition among High-Frequency Traders, and Market Quality
NYU Stern Microstructure Meeting 2013
Number of pages: 53
Posted: 14 May 2013
Last Revised: 21 Apr 2020
Accepted Paper Series
European Central Bank (ECB) - Financial Research
There are 2 versions of this paper
Competition among High-Frequency Traders, and Market Quality
NYU Stern Microstructure Meeting 2013
Number of pages: 53
Posted: 14 May 2013
Last Revised: 21 Apr 2020
Downloads
1,051
Competition Among High-Frequency Traders, and Market Quality
ECB Working Paper No. 2290 (2019); ISBN 978-92-899-3552-4
Number of pages: 56
Posted: 12 Jun 2019
Downloads
88
Downloads
1,051
44.
Trends’ Signal Strength and the Performance of CTAs
Number of pages: 37
Posted: 30 Apr 2016
Last Revised: 03 Oct 2018
Working Paper Series
Ghent University and RPM Risk and Portfolio Management AB
Downloads
1,050
45.
Multifactor Models and Their Consistency with the APT
Review of Asset Pricing Studies (forthcoming)
Number of pages: 51
Posted: 27 May 2016
Last Revised: 31 Dec 2020
Accepted Paper Series
BI Norwegian Business School, University of South Carolina - Darla Moore School of Business, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads
991
46.
Internalizing Governance Externalities: The Role of Institutional Cross-Ownership
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47
Posted: 27 Mar 2017
Last Revised: 15 Nov 2019
Accepted Paper Series
University of Georgia - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and City University of Hong Kong
Downloads
964
47.
Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets
Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81
Posted: 03 Jun 2020
Last Revised: 19 Jan 2021
Accepted Paper Series
University of Arizona, Eller College of Management, Department of Finance, Students, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads
937
48.
Demystifying Pairs Trading: The Role of Volatility and Correlation
Number of pages: 42
Posted: 11 May 2016
Last Revised: 08 Jun 2017
Working Paper Series
Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Downloads
925
49.
The Real Costs of Corporate Credit Ratings
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 56
Posted: 04 Mar 2014
Last Revised: 11 Aug 2015
Working Paper Series
Washington University in St. Louis - John M. Olin Business School
Downloads
922
50.
Financial Transaction Taxes, Market Composition, and Liquidity
Journal of Finance, Forthcoming
Number of pages: 94
Posted: 12 Feb 2013
Last Revised: 01 Nov 2016
Accepted Paper Series
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
There are 2 versions of this paper
Financial Transaction Taxes, Market Composition, and Liquidity
Journal of Finance, Forthcoming
Number of pages: 94
Posted: 12 Feb 2013
Last Revised: 01 Nov 2016
Downloads
917
Financial Transaction Taxes, Market Composition, and Liquidity
ECB Working Paper No. 2030
Number of pages: 98
Posted: 07 Mar 2017
Downloads
82
Downloads
917
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