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
8,872
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
7,019
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
6,917
Common Risk Factors in Currency Markets
NBER Working Paper No. w14082
Number of pages: 63
Posted: 14 Jul 2008
Downloads
104
Downloads
6,917
4.
Are CEOs Different? Characteristics of Top Managers
Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 15 Mar 2016
Last Revised: 10 Aug 2017
Working Paper Series
University of Chicago - Booth School of Business and Copenhagen Business School
There are 2 versions of this paper
Are CEOs Different? Characteristics of Top Managers
Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 15 Mar 2016
Last Revised: 10 Aug 2017
Downloads
3,942
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
29
Downloads
3,942
5.
Crowdfunding Models: Keep-It-All vs. All-Or-Nothing
Number of pages: 41
Posted: 11 Jun 2014
Last Revised: 13 Jan 2017
Working Paper Series
Florida Atlantic University, Université Lumière Lyon 2 and SKEMA Business School
Downloads
3,236
6.
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
2,457
7.
Material Sustainability Information and Stock Price Informativeness
Harvard Business School Working Paper
Number of pages: 55
Posted: 10 May 2017
Last Revised: 08 May 2018
Working Paper Series
Harvard University - Harvard Business School, Oxford University, Saïd Business School and Harvard University - Harvard Business School
Downloads
1,852
8.
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
1,617
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
209
Downloads
1,617
9.
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
1,586
10.
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
1,553
11.
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
1,512
12.
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 Institute for quantitative Capital Market research at Deka Bank (IQ-KAP)
Downloads
1,432
13.
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
1,398
14.
The Dynamics of Sovereign Credit Risk
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 37
Posted: 13 Dec 2007
Last Revised: 23 Sep 2013
Accepted Paper Series
HEC Montréal
Downloads
1,298
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
1,283
16.
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
1,281
17.
Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds
Forthcoming in the Journal of Banking and Finance, Vol. 98, 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: 08 Nov 2018
Working Paper Series
Tilburg School of Economics and Management
Downloads
1,270
18.
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
1,268
19.
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
1,236
Financial Repression in the European Sovereign Debt Crisis
CEPR Discussion Paper No. DP12185
Number of pages: 52
Posted: 04 Aug 2017
Downloads
2
Downloads
1,236
20.
In Search of Habitat
Number of pages: 66
Posted: 19 Apr 2012
Last Revised: 24 Sep 2018
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
1,204
21.
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
1,204
22.
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
1,181
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
1,181
23.
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 Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
1,131
24.
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: 17 Oct 2018
Working Paper Series
HEC Paris - Finance Department
Downloads
1,111
25.
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
1,073
26.
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: 20 May 2018
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads
1,005
27.
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
996
Institutional Investors and Stock Return Anomalies
Number of pages: 54
Posted: 26 Nov 2013
Last Revised: 07 May 2014
Downloads
550
Downloads
996
28.
Replicating the Properties of Hedge Fund Returns
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, UBC Winter Finance Conference 2008 Paper
Number of pages: 50
Posted: 13 Dec 2007
Working Paper Series
HEC Montreal - Department of Finance, Department of Decision Sciences, HEC Montreal and Pavilion Advisory Group
Downloads
964
29.
How fast should trades settle?
Society for Financial Studies (SFS) Cavalcade, 2017, EFA 2017 Mannheim Meetings Paper, Rotman School of Management Working Paper No. 2881331, Swedish House of Finance Research Paper No. 17-4
Number of pages: 50
Posted: 08 Dec 2016
Last Revised: 13 Sep 2018
Working Paper Series
University of Toronto - Finance Area and University of Toronto - Finance Area
Downloads
935
30.
Competition between High-Frequency Traders, and Market Quality
NYU Stern Microstructure Meeting 2013
Number of pages: 61
Posted: 14 May 2013
Last Revised: 04 Dec 2013
Accepted Paper Series
European Central Bank (ECB) - Financial Research
Downloads
933
31.
Bitcoin: Learning, Predictability and Profitability via Technical Analysis
Number of pages: 51
Posted: 13 Feb 2018
Last Revised: 07 Oct 2018
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Reiman School of Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads
919
32.
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
916
33.
Regulation and the Anatomy of Ownership Structures in European Listed Firms
Version without internet appendix publised as: Rapp, M.S. and Trinchera, O. 2017), Regulation and the ownership structure of European listed firms, in Kose John , Anil K. Makhija , Stephen P. Ferris (ed.), Advances in Financial Economics, Volume 19: Global Corporate Governance, Emerald Group.
Number of pages: 58
Posted: 23 Nov 2011
Last Revised: 16 Jan 2017
Accepted Paper Series
University of Marburg - School of Business & Economics and Technische Universität München
Downloads
892
34.
Managing the Risk of the Beta Anomaly
30th Australasian Finance and Banking Conference 2017
Number of pages: 58
Posted: 29 Nov 2016
Last Revised: 31 Jul 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads
889
35.
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
870
Financial Transaction Taxes, Market Composition, and Liquidity
ECB Working Paper No. 2030
Number of pages: 98
Posted: 07 Mar 2017
Downloads
64
Downloads
870
36.
Should We Invest in Microcredit? A Financial Analysis of Microcredit from a USD-Investor's Perspective
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 53
Posted: 13 Dec 2007
Working Paper Series
Vienna University of Economics and Business Administration - Department of Corporate Finance
Downloads
850
37.
Stock Return Predictability: New Evidence from Moving Averages of Prices and Firm Fundamentals
Number of pages: 77
Posted: 16 Feb 2018
Last Revised: 08 Oct 2018
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads
842
38.
Adverse Selection and the Performance of Private Equity Co-Investments
Number of pages: 50
Posted: 19 Nov 2016
Last Revised: 18 Oct 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
829
39.
Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?
Number of pages: 53
Posted: 11 Sep 2014
Last Revised: 02 Nov 2017
Working Paper Series
Alliance Manchester Business School and NEOMA Business School
Downloads
825
40.
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
816
41.
Is the Chinese Corporate Anti-Corruption Campaign Authentic?
Number of pages: 61
Posted: 20 May 2016
Last Revised: 01 Oct 2018
Working Paper Series
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and University of Georgia - Department of Finance
Downloads
798
42.
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
797
43.
The Real Effects of Lending Relationships on Innovative Firms and Inventor Mobility
Number of pages: 70
Posted: 11 Jun 2012
Last Revised: 23 May 2016
Working Paper Series
HEC Paris - Finance Department and Princeton University
Downloads
792
44.
'Effective' Parameters for Stochastic Volatility Models
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 20
Posted: 26 Dec 2007
Working Paper Series
Ecole des Mines de Paris
Downloads
772
45.
Data Abundance and Asset Price Informativeness
HEC Paris Research Paper No. FIN-2014-1036, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 63
Posted: 21 Feb 2014
Last Revised: 30 Aug 2017
Working Paper Series
Université Paris Dauphine - Department of Finance and HEC Paris - Finance Department
There are 2 versions of this paper
Data Abundance and Asset Price Informativeness
HEC Paris Research Paper No. FIN-2014-1036, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 63
Posted: 21 Feb 2014
Last Revised: 30 Aug 2017
Downloads
766
Data Abundance and Asset Price Informativeness
Number of pages: 54
Posted: 17 Oct 2014
Last Revised: 26 Mar 2017
Downloads
208
Downloads
766
46.
Trade Credit and Industry Dynamics: Evidence from Trucking Firms
Journal of Finance, Forthcoming
Number of pages: 57
Posted: 04 Oct 2013
Last Revised: 30 May 2015
Accepted Paper Series
Massachusetts Institute of Technology (MIT)
Downloads
741
47.
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
735
48.
First to 'Read' the News: News Analytics and High Frequency Trading
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58
Posted: 18 Nov 2013
Last Revised: 28 Oct 2015
Working Paper Series
Board of Governors of the Federal Reserve System, University of Pennsylvania - Wharton School and INSEAD - Finance
Downloads
733
49.
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 08 Jun 2014
Last Revised: 30 Nov 2017
Working Paper Series
London School of Economics and Political Science, London School of Economics & Political Science (LSE) - Department of Finance and School of Economics and Finance, Queen Mary University of London
Downloads
733
50.
Overreaction versus Underreaction: Transferring Experimental Evidence from the Lab to the Field
Number of pages: 43
Posted: 31 Jan 2017
Last Revised: 06 Jun 2018
Working Paper Series
University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads
733
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