SSRN History of Finance eJournal

1.

Market Efficiency, Long-Term Returns, and Behavioral Finance

Number of pages: 31 Posted: 30 Apr 1997

Working Paper Series

Eugene F. Fama

University of Chicago - Finance

Downloads 86,322

2.

Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula

Journal of Economic Behavior and Organization, Vol. 77, No. 2, 2011

Number of pages: 11 Posted: 11 Sep 2007 Last Revised: 16 Nov 2012

Accepted Paper Series

Espen Gaarder Haug and Nassim Nicholas Taleb

affiliation not provided to SSRN and NYU-Tandon School of Engineering

Downloads 55,346

3.

The Capital Asset Pricing Model: Theory and Evidence

CRSP Working Paper No. 550; Tuck Business School Working Paper No. 03-26

Number of pages: 35 Posted: 16 Sep 2003

Working Paper Series

Eugene F. Fama and Kenneth R. French

University of Chicago - Finance and Tuck School of Business at Dartmouth

Downloads 38,742

4.

The Nature of Man

Michael C. Jensen, FOUNDATIONS OF ORGANIZATIONAL STRATEGY, Harvard University Press, 1998, Journal of Applied Corporate Finance, Vol. 7, No. 2, pp. 4-19, Summer 1994

Number of pages: 39 Posted: 24 Nov 1997 Last Revised: 18 May 2013

Accepted Paper Series

Michael C. Jensen and William H. Meckling

SSRN and Simon School, University of Rochester (Deceased)

Downloads 31,842

5.

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.

Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015

Accepted Paper Series

Claude B. Erb and Campbell R. Harvey

TR and Duke University - Fuqua School of Business

There are 2 versions of this paper

Downloads 22,000

6.

A Survey of Behavioral Finance

Number of pages: 77 Posted: 04 Oct 2002

Working Paper Series

Nicholas Barberis and Richard H. Thaler

Yale School of Management and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 21,401

7.

Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research

Number of pages: 91 Posted: 13 Mar 2008 Last Revised: 07 May 2008

Working Paper Series

Christian Leuz and Peter D. Wysocki

University of Chicago - Booth School of Business and Boston University Questrom School of Business

Downloads 20,585

8.

The Financial Instability Hypothesis

The Jerome Levy Economics Institute Working Paper No. 74

Number of pages: 10 Posted: 30 Jul 1999

Working Paper Series

Hyman P. Minsky

Deceased

Downloads 17,781

9.

Risk Management Lessons from Long-Term Capital Management

Number of pages: 27 Posted: 02 Aug 1999

Working Paper Series

Philippe Jorion

University of California, Irvine - Paul Merage School of Business

Downloads 17,698

10.

Establishing a Pecking Order for Finance Academics: Ranking of U.S. Finance Doctoral Programs

Number of pages: 17 Posted: 13 Mar 2007

Working Paper Series

Jean L. Heck

St. Joseph's University - Haub School of Business

Downloads 16,809

11.

Venture Capital and Private Equity: A Course Overview

Number of pages: 48 Posted: 23 Apr 1998

Working Paper Series

Josh Lerner

Harvard Business School - Finance Unit

Downloads 14,964

12.

From Efficient Market Theory to Behavioral Finance

Cowles Foundation Discussion Paper No. 1385

Number of pages: 44 Posted: 08 Nov 2002

Working Paper Series

Robert J. Shiller

Yale University - Cowles Foundation

Downloads 14,370

13.

Theory of Capital Structure - a Review

FRIHET OG MANGFOLD, FESTSSKRIFT TIL ODD, G. Arntzen. L. Fallan & O. Gustafsson, eds., Trondheim: Tapir/TØH, Tapir Academic Press, NO-7005 Trondheim, Norway,

Number of pages: 41 Posted: 17 Jun 2004 Last Revised: 28 Jan 2011

Accepted Paper Series

Stein Frydenberg

NTNU Business School - Norwegian University of Science and Technology (NTNU)

Downloads 13,394

14.

The Equity Premium in 150 Textbooks

Number of pages: 25 Posted: 14 Sep 2009 Last Revised: 20 Nov 2015

Working Paper Series

Pablo Fernandez

University of Navarra - IESE Business School

Downloads 12,349

15.

Behavioral Corporate Finance

Journal of Applied Corporate Finance, Vol. 14, No. 3, Fall 2001

Number of pages: 17 Posted: 23 Oct 2001

Accepted Paper Series

Hersh Shefrin

Santa Clara University - Leavey School of Business

Downloads 11,552

16.

Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007

Number of pages: 53 Posted: 18 May 2009

Working Paper Series

Gary B. Gorton

Yale School of Management

Downloads 11,095

17.

Securitized Banking and the Run on Repo

Yale ICF Working Paper No. 09-14

Number of pages: 65 Posted: 30 Jul 2009 Last Revised: 12 Nov 2013

Working Paper Series

Gary B. Gorton and Andrew Metrick

Yale School of Management and Yale School of Management

There are 2 versions of this paper

Downloads 10,805

18.

Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

Journal of Investment Consulting, Forthcoming

Number of pages: 44 Posted: 25 May 2005

Accepted Paper Series

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 10,772

19.

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

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 10,771

20.

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

Aswath Damodaran

New York University - Stern School of Business

Downloads 10,652

21.

A Review of Empirical Capital Structure Research and Directions for the Future

Annual Review of Financial Economics, Vol. 3, 2011

Number of pages: 59 Posted: 22 Dec 2010 Last Revised: 24 Oct 2011

Working Paper Series

John R. Graham and Mark T. Leary

Duke University and Washington University in St. Louis - Olin Business School

There are 2 versions of this paper

Downloads 10,467

22.

The Theory of Corporate Finance: A Historical Overview

Michael C. Jensen, Clifford W. Smith, Jr., THE MODERN THEORY OF CORPORATE FINANCE, New York: McGraw-Hill Inc., pp. 2-20, 1984

Number of pages: 30 Posted: 29 Sep 2000

Accepted Paper Series

Michael C. Jensen and Clifford W. Smith Jr.

SSRN and Simon Graduate School of Business, University of Rochester

Downloads 10,373

23.

The Profitability of Technical Analysis: A Review

AgMAS Project Research Report No. 2004-04

Number of pages: 106 Posted: 15 Oct 2004

Working Paper Series

Cheol-Ho Park and Scott H. Irwin

Chungbuk National University and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics

Downloads 9,781

24.

Behavioral Economics

MIT Dept. of Economics Working Paper No. 00-27

Number of pages: 13 Posted: 23 Oct 2000

Working Paper Series

Sendhil Mullainathan and Richard H. Thaler

Harvard University - Department of Economics and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 9,774

25.

Regulating the Shadow Banking System

Number of pages: 41 Posted: 15 Sep 2010 Last Revised: 12 Nov 2010

Working Paper Series

Gary B. Gorton and Andrew Metrick

Yale School of Management and Yale School of Management

Downloads 9,239

26.

Efficient Markets Hypothesis

THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007

Number of pages: 28 Posted: 06 Jun 2007

Accepted Paper Series

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 8,716

27.

Securitization: The Tool of Financial Transformation

Yale ICF Working Paper No. 07-07

Number of pages: 14 Posted: 28 Jun 2007

Working Paper Series

Frank J. Fabozzi and Vinod Kothari

EDHEC Business School and Indian Institute of Management (IIM), Kolkata

Downloads 8,200

28.

Keynes the Stock Market Investor: A Quantitative Analysis

Journal of Financial and Quantitative Analysis (JFQA), Vol 50, No 4, 2015, pages 431–449,

Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 19 Mar 2016

Accepted Paper Series

David Chambers, Elroy Dimson and Justin Foo

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School

Downloads 8,164

29.

Investor Psychology and Asset Pricing

AFA 2001 New Orleans Meetings

Number of pages: 92 Posted: 28 Mar 2001

Working Paper Series

David A. Hirshleifer

University of California, Irvine - Paul Merage School of Business

There are 2 versions of this paper

Downloads 7,553

30.

The Role of Basel II in the Subprime Financial Crisis: Guilty or Not Guilty?

CAREFIN Research Paper No. 3/09

Number of pages: 24 Posted: 21 Jan 2009

Working Paper Series

Francesco Cannata and Mario Quagliariello

Bank of Italy and European Banking Authority

Downloads 7,540

31.

Capital Structure Theory: a Current Perspective

Darden Case No. UVA-F-1165

Number of pages: 14 Posted: 21 Oct 2008

Working Paper Series

Robert S. Harris and Susan Chaplinsky

University of Virginia - Darden School of Business and University of Virginia - Darden School of Business

There are 2 versions of this paper

Downloads 7,432

32.

History and the Equity Risk Premium

Yale ICF Working Paper No. 05-04

Number of pages: 19 Posted: 12 Apr 2005

Working Paper Series

Roger G. Ibbotson and William N. Goetzmann

Yale School of Management and Yale School of Management - International Center for Finance

Downloads 7,218

33.

What Caused Enron?: A Capsule Social and Economic History of the 1990's

Columbia Law and Economics Working Paper No. 214

Number of pages: 49 Posted: 29 Jan 2003

Working Paper Series

John C. Coffee Jr.

Columbia Law School

Downloads 7,090

34.

Beyond Markowitz: A Comprehensive Wealth Allocation Framework for Individual Investors

The Journal of Wealth Managment, Vol. 7, No. 4, pp 8-34, Spring 2005

Number of pages: 28 Posted: 21 Aug 2006

Accepted Paper Series

Ashvin B. Chhabra

Institute for Advanced Study

Downloads 7,035

35.

Reading About the Financial Crisis: A 21-Book Review

Number of pages: 41 Posted: 27 Oct 2011 Last Revised: 10 Jan 2012

Working Paper Series

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 6,933

36.

Behavioral Corporate Finance: A Survey

Number of pages: 64 Posted: 20 Oct 2004 Last Revised: 12 Aug 2008

Working Paper Series

Malcolm P. Baker, Richard S. Ruback and Jeffrey Wurgler

Harvard Business School, Harvard Business School and NYU Stern School of Business

There are 3 versions of this paper

Downloads 6,875

37.

My Life in Finance

Annual Review of Financial Economics, Forthcoming

Number of pages: 27 Posted: 15 Feb 2010 Last Revised: 10 Mar 2010

Accepted Paper Series

Eugene F. Fama

University of Chicago - Finance

There are 2 versions of this paper

Downloads 6,849

38.

Economists' Hubris: The Case of Asset Pricing

Journal of Financial Transformation, Vol. 27, pp. 9-13, December 2009

Number of pages: 5 Posted: 07 Sep 2009 Last Revised: 05 Oct 2009

Accepted Paper Series

Shahin Shojai and George Feiger

Capco Institute and Aston Business School

Downloads 6,707

39.

Research Ranking of Finance Departments: A Modified Citation Approach

Number of pages: 25 Posted: 10 Jan 2005

Working Paper Series

Kam C. Chan, Peter P. Lung and Edward R. Wolfe

Western Kentucky University - Department of Accounting and Finance, University of Dayton and Western Kentucky University - Gordon Ford College of Business

Downloads 6,600

40.

A Risk Perception Primer: A Narrative Research Review of the Risk Perception Literature in Behavioral Accounting and Behavioral Finance

Number of pages: 109 Posted: 20 Jul 2004

Working Paper Series

Victor Ricciardi

Goucher College - Department of Business Management

Downloads 6,547

41.

Applied Financial Marketing - Myth Versus Reality

Journal of Financial Transformation, Vol. 21, pp. 55-66, 2007

Number of pages: 12 Posted: 27 Nov 2007 Last Revised: 08 Jul 2009

Accepted Paper Series

Shahin Shojai, Julian Badcock and Alex De Fursac Gash

Capco Institute, Capco and Capco

Downloads 6,492

42.

The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

Journal of Portfolio Management, Forthcoming

Number of pages: 33 Posted: 15 Oct 2004

Accepted Paper Series

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 6,337

43.

Secret Liens and the Financial Crisis of 2008

American Bankruptcy Law Journal, Vol. 83, p. 253, 2009

Number of pages: 44 Posted: 05 Jan 2009 Last Revised: 16 Oct 2009

Accepted Paper Series

Michael Simkovic

USC Gould School of Law

Downloads 6,326

44.

Putting Integrity into Finance: A Purely Positive Approach

Harvard Business School NOM Unit Working Paper No. 12-074, Barbados Group Working Paper No. 12-01, European Corporate Governance Institute (ECGI) – Finance Working Paper No. 417/2014,

Number of pages: 84 Posted: 05 Apr 2012 Last Revised: 29 Nov 2015

Working Paper Series

Werner Erhard and Michael C. Jensen

Independent and SSRN

There are 3 versions of this paper

Downloads 5,959

45.

Managing for Stakeholders

Number of pages: 22 Posted: 30 Jul 2008 Last Revised: 05 Feb 2014

Working Paper Series

R. Edward Freeman

University of Virginia - Darden School of Business

There are 2 versions of this paper

Downloads 5,896

46.

Behavioral Finance and Investor Governance

Washington & Lee Law Review, Vol. 59, p. 767, 2002

Number of pages: 64 Posted: 23 Jan 2001

Accepted Paper Series

Lawrence A. Cunningham

George Washington University

Downloads 5,727

47.

Life-Cycle Finance in Theory and in Practice

Boston University School of Management Working Paper No. 2002-02

Number of pages: 15 Posted: 13 Jun 2002

Working Paper Series

Zvi Bodie

Boston University - Department of Finance & Economics

Downloads 5,543

48.

Corporate Payout Policy

Foundations and Trends in Finance, Vol. 3, Nos. 2-3, pp. 95-287, 2008

Number of pages: 198 Posted: 07 May 2009 Last Revised: 29 Dec 2012

Accepted Paper Series

Harry DeAngelo, Linda DeAngelo and Douglas J. Skinner

University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of Southern California - Marshall School of Business - Finance and Business Economics Department and The University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 5,532

49.

Tres sentencias judiciales con varios errores sobre valoración (A True Story About Civil Courts and Company Valuation)

Number of pages: 23 Posted: 20 Jan 2010 Last Revised: 08 May 2015

Working Paper Series

Pablo Fernandez

University of Navarra - IESE Business School

Downloads 5,512

50.

Shareholder Value Creators in the S&P 500: 1991-2010

Number of pages: 11 Posted: 13 Feb 2011 Last Revised: 13 Jan 2015

Working Paper Series

Pablo Fernandez, Javier Aguirreamalloa and Luis Corres Avendaño

University of Navarra - IESE Business School, IESE Business School and IESE

Downloads 5,428

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