1.
…and the Cross-Section of Expected Returns
Number of pages: 101
Posted: 17 Apr 2013
Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Texas A&M University, Department of Finance and University of Oklahoma
Downloads
17,281
2.
Fully Flexible Views: Theory and Practice
Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008
Number of pages: 26
Posted: 10 Aug 2008
Last Revised: 06 Dec 2010
Accepted Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
12,337
3.
Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds
Number of pages: 34
Posted: 17 Nov 2008
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
11,343
4.
Capital Markets Research in Accounting
JAE Rochester Conference April 2000
Number of pages: 145
Posted: 05 Dec 2000
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Capital Markets Research in Accounting
JAE Rochester Conference April 2000
Number of pages: 145
Posted: 05 Dec 2000
Downloads
10,757
Capital Markets Research in Accounting
Journal of Accounting & Economics, Vol. 31, Nos. 1-3, September 2001
Posted: 24 Oct 2001
Downloads
10,757
5.
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), AQR Capital Management, LLC and Western Michigan University
There are 2 versions of this paper
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Downloads
9,472
The Probability of Backtest Overfitting
Journal of Computational Finance, Forthcoming
Number of pages: 31
Posted: 21 Sep 2016
Downloads
9,472
6.
The Research Design Maze: Understanding Paradigms, Cases, Methods and Methodologies
Journal of Applied Management Accounting Research, Vol. 10, No. 1, pp. 69-80, 2012
Number of pages: 12
Posted: 10 Jul 2012
Accepted Paper Series
Swinburne University of Technology
Downloads
7,938
7.
Understanding Earnings Quality: A Review of the Proxies, Their Determinants and Their Consequences
Number of pages: 164
Posted: 10 Oct 2009
Last Revised: 25 Nov 2011
Working Paper Series
University of Southern California - Leventhal School of Accounting, University of Washington - Michael G. Foster School of Business and University of Pennsylvania - Accounting Department
Downloads
6,660
8.
When is a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks
Journal of Finance, Forthcoming
Number of pages: 46
Posted: 23 Jan 2009
Last Revised: 05 Mar 2010
Accepted Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads
6,629
9.
A Review of Tax Research
Number of pages: 138
Posted: 23 Sep 2009
Last Revised: 28 Jul 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Southern California - Marshall School of Business
Downloads
6,378
10.
Accounting Program Research Rankings by Topical Area and Methodology
Issues in Accounting Education. Vol. 25, No. 4, pp. 631-654, 2010
Number of pages: 32
Posted: 05 Feb 2009
Last Revised: 16 Dec 2010
Accepted Paper Series
University of Memphis - School of Accountancy, Brigham Young University - School of Accountancy, University of Texas at Austin - Department of Accounting and Brigham Young University - School of Accountancy
Downloads
5,887
11.
Environmental Management Accounting: Techniques and Benefits
Jurnal Akuntansi Universitas Jember, Vol. 7, No. 1, pp. 23-35
Number of pages: 20
Posted: 22 Nov 2009
Accepted Paper Series
Swinburne University of Technology
Downloads
5,840
12.
Textual Analysis in Accounting and Finance: A Survey
Number of pages: 56
Posted: 03 Oct 2014
Last Revised: 21 May 2016
Working Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
There are 2 versions of this paper
Textual Analysis in Accounting and Finance: A Survey
Number of pages: 56
Posted: 03 Oct 2014
Last Revised: 21 May 2016
Downloads
5,539
Textual Analysis in Accounting and Finance: A Survey
Journal of Accounting Research, Vol. 54, No. 4, 2016
Posted: 27 Apr 2017
Downloads
5,539
13.
On Comparing Cash Flow and Accrual Accounting Models for Use in Equity Valuation
Number of pages: 23
Posted: 10 Sep 2001
Working Paper Series
Columbia Business School - Department of Accounting
There are 2 versions of this paper
On Comparing Cash Flow and Accrual Accounting Models for Use in Equity Valuation
Number of pages: 23
Posted: 10 Sep 2001
Downloads
5,379
On Comparing Cash Flow and Accrual Accounting Models for Use in Equity Valuation
Contemporary Accounting Research, Vol. 18, No. 4, Fall 2001
Posted: 16 Oct 2001
Downloads
5,379
14.
Backtesting
Number of pages: 32
Posted: 27 Oct 2013
Last Revised: 30 Jul 2015
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads
5,072
15.
Traditional vs. Behavioral Finance
Johnson School Research Paper Series No. 22-2010
Number of pages: 19
Posted: 27 Apr 2010
Last Revised: 25 May 2010
Accepted Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
4,956
16.
Cost of Capital and Earnings Transparency
Journal of Accounting & Economics (JAE), Forthcoming, Stanford University Graduate School of Business Research Paper No. 2015, Rock Center for Corporate Governance at Stanford University Working Paper No. 48
Number of pages: 58
Posted: 25 Feb 2009
Last Revised: 14 May 2013
Accepted Paper Series
Stanford University - Graduate School of Business, University of California, Berkeley - Haas School of Business and University of North Carolina Kenan-Flagler Business School
Downloads
4,937
17.
Detecting Earnings Management: A New Approach
Number of pages: 69
Posted: 07 Jan 2011
Last Revised: 13 Oct 2011
Working Paper Series
University of Southern California - Leventhal School of Accounting, Boston College - Carroll School of Management, San Francisco State University - College of Business and University of Southern California - Leventhal School of Accounting
Downloads
4,650
18.
Lucky Factors
Number of pages: 98
Posted: 22 Nov 2014
Last Revised: 17 Jan 2018
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads
4,557
19.
The Financial Reporting Environment: Review of the Recent Literature
Number of pages: 150
Posted: 06 Oct 2009
Last Revised: 13 Aug 2010
Working Paper Series
Stanford University - Graduate School of Business, University of Texas at Dallas - Naveen Jindal School of Management, Northwestern University - Kellogg School of Management and Northwestern University - Department of Accounting Information & Management
Downloads
4,389
20.
Is There a Dark Side to Exchange Traded Funds? An Information Perspective
Review of Accounting Studies, Vol. 22, Pages 1048-1083, 2017
Number of pages: 56
Posted: 03 Jul 2015
Last Revised: 09 Aug 2017
Accepted Paper Series
IDC Herzliya - Arison School of Business, Stanford University - Graduate School of Business and Emory University - Goizueta Business School
Downloads
4,311
21.
Calculation of Compensation Incentives and Firm-Related Wealth Using Execucomp: Data, Program, and Explanation
Number of pages: 10
Posted: 27 Jul 2013
Working Paper Series
University of Utah - Department of Finance, Drexel University - Department of Finance and Temple University
Downloads
4,265
22.
Stress Testing the Banking System: Methodologies and Applications
STRESS TESTING THE BANKING SYSTEM, M. Quagliariello, ed., Cambridge University Press, Forthcoming
Number of pages: 67
Posted: 10 Jan 2009
Last Revised: 01 May 2009
Accepted Paper Series
European Banking Authority
Downloads
4,062
23.
Estimating Lifetime Expected Credit Losses Under IFRS 9
Number of pages: 22
Posted: 04 Apr 2016
Last Revised: 05 Mar 2017
Working Paper Series
Unisys Machine Learning and Advanced Analytics Services
Downloads
3,957
24.
Market Efficiency and Accounting Research: A Discussion of 'Capital Market Research in Accounting' by S.P. Kothari
JAE Rochester Conference April 2000
Number of pages: 31
Posted: 02 Feb 2001
Working Paper Series
Stanford University - Graduate School of Business
There are 2 versions of this paper
Market Efficiency and Accounting Research: A Discussion of 'Capital Market Research in Accounting' by S.P. Kothari
JAE Rochester Conference April 2000
Number of pages: 31
Posted: 02 Feb 2001
Downloads
3,954
Market Efficiency and Accounting Research: A Discussion of 'Capital Market Research in Accounting' by S.P. Kothari
Journal of Accounting & Economics, Vol. 31, Nos. 1-3, September 2001
Posted: 26 Nov 2001
Downloads
3,954
25.
Ball and Brown (1968): A Retrospective
FIRN Research Paper, Accounting Review, Forthcoming
Number of pages: 44
Posted: 01 Aug 2013
Last Revised: 19 Sep 2014
Accepted Paper Series
University of Chicago - Booth School of Business and UWA Business School, M250
Downloads
3,754
26.
Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research
Accounting Review, Forthcoming
Number of pages: 49
Posted: 31 Jul 2008
Last Revised: 24 Oct 2010
Accepted Paper Series
University of Melbourne, University of Navarra, IESE Business School and Wharton School, University of Pennsylvania
Downloads
3,363
27.
Risk Accounting: An Accounting Based Approach to Measuring Enterprise Risk and Risk Appetite
Number of pages: 40
Posted: 22 Oct 2012
Last Revised: 29 Jul 2013
Working Paper Series
Durham University Business School, Financial InterGroup, Durham Business School - Centre for Banking, Institutions & Development, University of York - The York Management School and University of Leeds - Leeds University Business School (LUBS)
Downloads
3,252
28.
Event Studies: A Methodology Review
Number of pages: 36
Posted: 02 Aug 2009
Last Revised: 20 Aug 2010
Working Paper Series
Deakin University - School of Accounting, Economics & Finance
There are 2 versions of this paper
Event Studies: A Methodology Review
Number of pages: 36
Posted: 02 Aug 2009
Last Revised: 20 Aug 2010
Downloads
3,246
Event Studies: A Methodology Review
Accounting & Finance, Vol. 51, No. 1, pp. 207-234, 2011
Number of pages: 28
Posted: 02 Mar 2011
Downloads
3
Downloads
3,246
29.
Globalization to Glocalization: A Conceptual Analysis
Number of pages: 11
Posted: 31 Dec 2008
Working Paper Series
University of Chittagong
Downloads
3,180
30.
A Theoretical and Empirical Comparison of Systemic Risk Measures
HEC Paris Research Paper No. FIN-2014-1030
Number of pages: 47
Posted: 21 Dec 2011
Last Revised: 21 Jan 2014
Working Paper Series
Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads
2,938
31.
Behavioral Studies of the Effects of Regulation on Earnings Management and Accounting Choice
ACCOUNTING, ORGANIZATIONS, AND INSTITUTIONS: ESSAYS FOR ANTHONY HOPWOOD, Oxford University Press, 2009, Johnson School Research Paper Series No. #16-09
Number of pages: 40
Posted: 23 Mar 2009
Last Revised: 14 Apr 2009
Accepted Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Maryland - Department of Accounting & Information Assurance
Downloads
2,920
32.
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
Review of Financial Studies, 2014, 27(2), 617-61, AFA 2013 San Diego Meetings Paper
Number of pages: 58
Posted: 17 Mar 2012
Last Revised: 17 Jun 2014
Accepted Paper Series
Washington University in St. Louis and Northwestern University - Kellogg School of Management
Downloads
2,859
33.
A Comparison of New Factor Models
Fisher College of Business Working Paper No. 2015-03-05, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Charles A. Dice Center Working Paper No. 2015-05
Number of pages: 67
Posted: 11 Nov 2014
Last Revised: 19 Apr 2017
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
There are 2 versions of this paper
A Comparison of New Factor Models
Fisher College of Business Working Paper No. 2015-03-05, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Charles A. Dice Center Working Paper No. 2015-05
Number of pages: 67
Posted: 11 Nov 2014
Last Revised: 19 Apr 2017
Downloads
2,718
Downloads
2,718
34.
The Psychology of Risk: The Behavioral Finance Perspective
HANDBOOK OF FINANCE: VOLUME 2: INVESTMENT MANAGEMENT AND FINANCIAL MANAGEMENT, Frank J. Fabozzi, ed., John Wiley & Sons, pp. 85-111, 2008
Number of pages: 28
Posted: 07 Jul 2008
Last Revised: 04 Oct 2013
Accepted Paper Series
Goucher College - Department of Business Management
Downloads
2,703
35.
The Implications of Accounting Distortions and Growth for Accruals and Profitability
Number of pages: 53
Posted: 26 Mar 2004
Working Paper Series
AQR Capital Management, LLC, University of Southern California - Leventhal School of Accounting, University of Southern California - Marshall School of Business and London Business School
There are 2 versions of this paper
The Implications of Accounting Distortions and Growth for Accruals and Profitability
Number of pages: 53
Posted: 26 Mar 2004
Downloads
2,666
The Implications of Accounting Distortions and Growth for Accruals and Profitability
Accounting Review, May 2006
Posted: 14 Dec 2005
Downloads
2,666
36.
Stock Prices and Earnings: A History of Research
Annual Review of Financial Economics, Vol. 6: 343 -363 (Volume publication date December 2014).
Number of pages: 41
Posted: 30 Oct 2013
Last Revised: 26 Feb 2015
Accepted Paper Series
University of Southern California - Leventhal School of Accounting, University of Southern California - Leventhal School of Accounting and George Washington University - School of Business
Downloads
2,647
37.
The Benefits of Financial Statement Comparability
Number of pages: 54
Posted: 11 Sep 2008
Last Revised: 15 Mar 2011
Working Paper Series
Tulane University - A.B. Freeman School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
There are 2 versions of this paper
The Benefits of Financial Statement Comparability
Number of pages: 54
Posted: 11 Sep 2008
Last Revised: 15 Mar 2011
Downloads
2,603
The Benefits of Financial Statement Comparability
Journal of Accounting Research, Vol. 49, No. 4, pp. 895-931, 2011
Posted: 19 Mar 2011
Last Revised: 23 Jan 2012
Downloads
2,603
38.
Goodwill Impairment Testing Under IFRS - A False Impossible Shore?
Number of pages: 34
Posted: 25 Jul 2008
Working Paper Series
Southern Cross University and Saki Partners
Downloads
2,496
39.
Identifying Accounting Quality
Chicago Booth Research Paper No. 14-28
Number of pages: 62
Posted: 23 Aug 2014
Last Revised: 15 Jan 2019
Working Paper Series
University of Chicago Booth School of Business
Downloads
2,492
40.
Simulations with Exact Means and Covariances
Number of pages: 8
Posted: 08 Jun 2009
Last Revised: 11 Oct 2010
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
2,419
41.
Measures of Accounting Conservatism: A Construct Validity Perspective
Journal of Accounting Literature, Forthcoming
Number of pages: 61
Posted: 29 Sep 2008
Last Revised: 20 May 2011
Accepted Paper Series
Eastern Illinois University, University College Dublin (UCD) - College of Business and Law and Victoria University of Wellington - Faculty of Commerce and Administration
Downloads
2,284
42.
Measuring Real Activity Management
Number of pages: 54
Posted: 24 Mar 2011
Last Revised: 06 Aug 2016
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, University of Illinois at Chicago, Simon School, University of Rochester and Ohio State University (OSU) - Fisher College of Business
Downloads
2,281
43.
A Mixed Data Sampling Approach to Accounting Research
Number of pages: 49
Posted: 10 Oct 2018
Working Paper Series
The Stephen M. Ross School of Business at the University of Michigan and University of Michigan, Stephen M. Ross School of Business
Downloads
2,247
44.
Time-Series Momentum versus Moving Average Trading Rules
Number of pages: 45
Posted: 27 Feb 2013
Last Revised: 26 Feb 2015
Working Paper Series
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads
2,205
45.
A Proof of the Optimality of Volatility Weighting Over Time
Number of pages: 23
Posted: 20 Feb 2012
Last Revised: 15 Aug 2014
Working Paper Series
Robeco Asset Management, Quantitative Investment Research
Downloads
2,104
46.
Risk Analysis of Accounting Information System Infrastructure
Number of pages: 12
Posted: 15 Feb 2011
Working Paper Series
"Alexandru Ioan Cuza" University - Ia?i, România - Faculty of Economics and Business Administration - Doctoral School of Economics
Downloads
2,101
47.
Digesting Anomalies: An Investment Approach
Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. WP 2012-03-021, Dice Center Working Paper No. 2012-21
Number of pages: 182
Posted: 12 Oct 2014
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
There are 3 versions of this paper
Digesting Anomalies: An Investment Approach
Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. WP 2012-03-021, Dice Center Working Paper No. 2012-21
Number of pages: 182
Posted: 12 Oct 2014
Downloads
2,072
Digesting Anomalies: An Investment Approach
Fisher College of Business Working Paper No. 2012-03-021, Charles A. Dice Center Working Paper No. 2012-021
Number of pages: 95
Posted: 26 Sep 2012
Last Revised: 05 Dec 2012
Downloads
1,406
Digesting Anomalies: An Investment Approach
NBER Working Paper No. w18435
Number of pages: 85
Posted: 06 Oct 2012
Downloads
31
Downloads
2,072
48.
Stock Market Trading Volume
THE HANDBOOK OF FINANCIAL ECONOMETRICS, Y. A¨ıt-Sahalia and L. Hansen, eds., New York: North-Holland, 2009,
Number of pages: 110
Posted: 16 May 2009
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
2,016
49.
Reconciling Archival and Experimental Research: Does Internal Audit Contribution Affect the External Audit Fee?
Behavioral Research in Accounting, Vol. 23, No. 2, 2011
Number of pages: 37
Posted: 02 Dec 2007
Last Revised: 05 Feb 2015
Accepted Paper Series
Brigham Young University, Texas A&M University - Department of Accounting and Brigham Young University - School of Accountancy
Downloads
1,997
50.
A Guide to Conducting a Systematic Literature Review of Information Systems Research
Number of pages: 2
Posted: 05 Nov 2011
Last Revised: 09 Dec 2015
Working Paper Series
SKEMA Business School and Independent
Downloads
1,975
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