1.
Are Stocks Really Less Volatile in the Long Run?
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56
Posted: 26 May 2008
Last Revised: 13 Dec 2011
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
There are 3 versions of this paper
Are Stocks Really Less Volatile in the Long Run?
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56
Posted: 26 May 2008
Last Revised: 13 Dec 2011
Downloads
11,358
Are Stocks Really Less Volatile in the Long Run?
NBER Working Paper No. w14757
Number of pages: 54
Posted: 26 Feb 2009
Downloads
126
Are Stocks Really Less Volatile in the Long Run?
CEPR Discussion Paper No. DP7199
Number of pages: 48
Posted: 11 Mar 2009
Downloads
9
Downloads
11,358
2.
Value and Momentum Everywhere
AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 20 Mar 2009
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC
There are 2 versions of this paper
Value and Momentum Everywhere
AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 20 Mar 2009
Downloads
10,985
Value and Momentum Everywhere
Chicago Booth Research Paper No. 12-53, Fama-Miller Working Paper
Number of pages: 72
Posted: 14 Nov 2012
Downloads
6,309
Downloads
10,985
3.
Originate-to-Distribute Model and the Subprime Mortgage Crisis
AFA 2010 Atlanta Meetings Paper
Number of pages: 53
Posted: 22 Jul 2008
Last Revised: 20 May 2010
Working Paper Series
University of Michigan, Stephen M. Ross School of Business
There are 2 versions of this paper
Originate-to-Distribute Model and the Subprime Mortgage Crisis
AFA 2010 Atlanta Meetings Paper
Number of pages: 53
Posted: 22 Jul 2008
Last Revised: 20 May 2010
Downloads
4,881
Originate-to-Distribute Model and the Subprime Mortgage Crisis
FDIC Working Paper No. 2010-08
Number of pages: 54
Posted: 09 Jan 2012
Downloads
115
Downloads
4,881
4.
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46
Posted: 22 Mar 2009
Last Revised: 24 Jun 2012
Accepted Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics
There are 2 versions of this paper
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46
Posted: 22 Mar 2009
Last Revised: 24 Jun 2012
Downloads
3,615
What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?
NBER Working Paper No. w16712
Number of pages: 47
Posted: 24 Jan 2011
Downloads
72
Downloads
3,615
5.
The Cross-Section and Time-Series of Stock and Bond Returns
Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65
Posted: 11 Feb 2009
Last Revised: 04 May 2017
Working Paper Series
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
There are 4 versions of this paper
The Cross-Section and Time-Series of Stock and Bond Returns
Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65
Posted: 11 Feb 2009
Last Revised: 04 May 2017
Downloads
3,545
The Cross-Section and Time-Series of Stock and Bond Returns
NYU Working Paper No. 2451/31423
Number of pages: 64
Posted: 13 Jan 2012
Last Revised: 16 Dec 2014
Downloads
695
The Cross-Section and Time-Series of Stock and Bond Returns
NBER Working Paper No. w15688
Number of pages: 68
Posted: 01 Feb 2010
Downloads
239
The Cross-Section and Time-Series of Stock and Bond Returns
CEPR Discussion Paper No. DP9024
Number of pages: 69
Posted: 28 Sep 2012
Downloads
2
Downloads
3,545
6.
Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis
Chicago Booth School of Business Research Paper No. 09-02, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 31 Dec 2008
Last Revised: 20 Aug 2011
Working Paper Series
Columbia Business School - Finance and Economics, Stanford University and London Business School
Downloads
2,997
7.
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 26 Mar 2008
Last Revised: 26 Jan 2010
Working Paper Series
University of Notre Dame, New York University (NYU) - Department of Finance and Dartmouth College
There are 2 versions of this paper
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 26 Mar 2008
Last Revised: 26 Jan 2010
Downloads
2,891
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
NBER Working Paper No. w18050
Number of pages: 42
Posted: 05 May 2012
Downloads
64
Downloads
2,891
8.
Crash-Neutral Currency Carry Trades
AFA 2010 Atlanta Meetings Paper
Number of pages: 51
Posted: 14 Sep 2008
Last Revised: 07 Oct 2013
Working Paper Series
University of Pennsylvania - Finance Department
Downloads
2,813
9.
The Quality of Accounting Information in Politically Connected Firms
AFA 2010 Atlanta Meetings Paper
Number of pages: 48
Posted: 01 Mar 2007
Last Revised: 17 Nov 2012
Working Paper Series
Vanderbilt University - Accounting, Purdue University - Krannert School of Management and Vanderbilt University - Finance
Downloads
2,679
10.
Sovereign Risk Premia
AFA 2010 Atlanta Meetings Paper
Number of pages: 52
Posted: 17 Feb 2009
Last Revised: 14 Sep 2011
Working Paper Series
LUISS University - Department of Economics and Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Sovereign Risk Premia
AFA 2010 Atlanta Meetings Paper
Number of pages: 52
Posted: 17 Feb 2009
Last Revised: 14 Sep 2011
Downloads
2,600
Sovereign Risk Premia
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73
Posted: 13 Oct 2011
Downloads
126
Downloads
2,600
11.
A Reference Point Theory of Mergers and Acquisitions
AFA 2010 Atlanta Meetings Paper
Number of pages: 47
Posted: 23 Mar 2009
Last Revised: 23 Nov 2009
Working Paper Series
Harvard Business School, Harvard University and NYU Stern School of Business
There are 3 versions of this paper
A Reference Point Theory of Mergers and Acquisitions
AFA 2010 Atlanta Meetings Paper
Number of pages: 47
Posted: 23 Mar 2009
Last Revised: 23 Nov 2009
Downloads
2,466
A Reference Point Theory of Mergers and Acquisitions
NYU Working Paper No. 2451/28342
Number of pages: 47
Posted: 08 Dec 2009
Downloads
436
A Reference Point Theory of Mergers and Acquisitions
NBER Working Paper No. w15551
Number of pages: 48
Posted: 08 Dec 2009
Last Revised: 30 Jun 2010
Downloads
43
Downloads
2,466
12.
In Search of Attention
AFA 2010 Atlanta Meetings Paper
Number of pages: 45
Posted: 22 Mar 2009
Last Revised: 30 Oct 2014
Working Paper Series
University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Downloads
2,431
13.
Giants at the Gate: Investment Returns and Diseconomies of Scale in Private Equity
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 56
Posted: 23 Mar 2009
Last Revised: 17 Jan 2014
Accepted Paper Series
SKEMA Business School, University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads
2,264
14.
An Anatomy of Commodity Futures Risk Premia
AFA 2010 Atlanta Meetings Paper, Journal of Finance, Vol. 69, No. 1, pp. 453-482, 2014
Number of pages: 73
Posted: 17 Feb 2009
Last Revised: 11 May 2014
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Department of Finance, Tilburg University - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and APG Asset Management
Downloads
2,115
15.
Managerial Attributes and Executive Compensation
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 61
Posted: 12 Sep 2008
Last Revised: 09 Jun 2011
Accepted Paper Series
Duke University, Wilfrid Laurier University - School of Business & Economics and McMaster University - Michael G. DeGroote School of Business
There are 2 versions of this paper
Managerial Attributes and Executive Compensation
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 61
Posted: 12 Sep 2008
Last Revised: 09 Jun 2011
Downloads
1,932
Managerial Attributes and Executive Compensation
NBER Working Paper No. w17368
Number of pages: 61
Posted: 30 Aug 2011
Downloads
42
Downloads
1,932
16.
A New Perspective on Gaussian Dynamic Term Structure Models
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 55
Posted: 23 Mar 2009
Last Revised: 13 Oct 2010
Working Paper Series
University of Southern California, Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
1,870
17.
Global, Local, and Contagious Investor Sentiment
Journal of Financial Economics (JFE), Vol. 104, pp 272-287, May 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 47
Posted: 23 Mar 2009
Last Revised: 11 Mar 2012
Accepted Paper Series
Harvard Business School, NYU Stern School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
There are 2 versions of this paper
Global, Local, and Contagious Investor Sentiment
Journal of Financial Economics (JFE), Vol. 104, pp 272-287, May 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 47
Posted: 23 Mar 2009
Last Revised: 11 Mar 2012
Downloads
1,862
Global, Local, and Contagious Investor Sentiment
Journal of Financial Economics (JFE), Vol. 104, No. 2, 2012, NYU Working Paper No. FIN-09-002
Number of pages: 47
Posted: 08 Jun 2009
Last Revised: 11 Mar 2012
Downloads
387
Downloads
1,862
18.
Trust and Credit
AFA 2010 Atlanta Meetings Paper
Number of pages: 60
Posted: 16 Feb 2009
Last Revised: 04 Aug 2010
Working Paper Series
Rice University, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics
Downloads
1,773
19.
Decomposing the Yield Curve
AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 26 Jan 2009
Last Revised: 19 Mar 2009
Working Paper Series
Hoover Institution and University of Chicago - Booth School of Business
Downloads
1,751
20.
IQ, Trading Behavior, and Performance
Journal of Financial Economics, Forthcoming, CRSP Working Paper, AFA 2010 Atlanta Meetings Paper, EFA 2010 Frankfurt Meetings Paper, Chicago Booth Research Paper No. 09-33
Number of pages: 65
Posted: 20 Mar 2009
Last Revised: 17 Nov 2011
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and USC Marshall School of Business
Downloads
1,729
21.
The Information Content of IPO Prospectuses
Review of Financial Studies, Vol. 23, p. 2821-2864, 2010, AFA 2010 Atlanta Meetings Paper
Number of pages: 54
Posted: 15 Jan 2009
Last Revised: 22 Jan 2012
Accepted Paper Series
Lehigh University - College of Business & Economics and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads
1,701
22.
External Networking and Internal Firm Governance
Journal of Finance, 67 (1), pp 153-194
Number of pages: 50
Posted: 14 Aug 2008
Last Revised: 05 Feb 2015
Accepted Paper Series
University of Texas at Austin and University of North Carolina Kenan-Flagler Business School
Downloads
1,646
23.
Debt Financing and Financial Flexibility: Evidence from Pro-active Leverage Increases
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 52
Posted: 17 Mar 2009
Last Revised: 20 Jan 2012
Accepted Paper Series
University of Pittsburgh and University of Oregon - Department of Finance
Downloads
1,629
24.
Does Governance Travel around the World? Evidence from Institutional Investors
Fisher College of Business Working Paper No. 2009-008, ECGI - Finance Working Paper No. 267/2010, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, Fourth Singapore International Conference on Finance 2010 Paper
Number of pages: 66
Posted: 24 Mar 2009
Last Revised: 24 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business
There are 2 versions of this paper
Does Governance Travel around the World? Evidence from Institutional Investors
Fisher College of Business Working Paper No. 2009-008, ECGI - Finance Working Paper No. 267/2010, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, Fourth Singapore International Conference on Finance 2010 Paper
Number of pages: 66
Posted: 24 Mar 2009
Last Revised: 24 Feb 2012
Downloads
1,525
Does Governance Travel Around the World? Evidence from Institutional Investors
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 66
Posted: 06 Jul 2010
Downloads
586
Downloads
1,525
25.
Determinants of Volume in Dark Pool Crossing Networks
AFA 2010 Atlanta Meetings Paper
Number of pages: 70
Posted: 17 Mar 2009
Last Revised: 17 Apr 2014
Working Paper Series
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads
1,461
26.
Did Subjectivity Play a Role in CDO Credit Ratings?
Journal of Finance, Forthcoming, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, McCombs Research Paper Series No. FIN-04-10
Number of pages: 54
Posted: 22 Mar 2009
Last Revised: 23 Feb 2012
Accepted Paper Series
University of Texas at Austin - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads
1,408
27.
Factor-Loading Uncertainty and Expected Returns
AFA 2010 Atlanta Meetings Paper
Number of pages: 52
Posted: 12 Nov 2008
Last Revised: 13 Sep 2012
Working Paper Series
University of Pennsylvania - Accounting Department, University of California, San Diego (UCSD) - Rady School of Management and Carnegie Mellon University
Downloads
1,344
28.
Estimating Security Betas Using Prior Information Based on Firm Fundamentals
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, WFA 2009 San Diego Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 60
Posted: 13 Feb 2009
Last Revised: 25 Feb 2017
Working Paper Series
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University
Downloads
1,309
29.
Peer Choice in CEO Compensation
Number of pages: 53
Posted: 22 Mar 2009
Last Revised: 14 Sep 2012
Working Paper Series
Boston University Questrom School of Business, Tulane University - A.B. Freeman School of Business and Massachusetts Institute of Technology (MIT)
There are 2 versions of this paper
Peer Choice in CEO Compensation
Number of pages: 53
Posted: 22 Mar 2009
Last Revised: 14 Sep 2012
Downloads
1,249
Peer Choice in CEO Compensation
Journal of Financial Economics (JFE), Forthcoming, Rotman School of Management Working Paper No. 2146185
Posted: 14 Sep 2012
Downloads
1,249
30.
The Changing Nature of Chapter 11
Fisher College of Business Working Paper No. 2008-03-003, Charles A. Dice Center WP No. 2008-4, AFA 2010 Atlanta Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 55
Posted: 06 Mar 2008
Last Revised: 16 Dec 2010
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, The Goldman Sachs Group, Inc. and The Ohio State University - Fisher College of Business
There are 2 versions of this paper
The Changing Nature of Chapter 11
Fisher College of Business Working Paper No. 2008-03-003, Charles A. Dice Center WP No. 2008-4, AFA 2010 Atlanta Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 55
Posted: 06 Mar 2008
Last Revised: 16 Dec 2010
Downloads
1,211
The Changing Nature of Chapter 11
IIM Bangalore Research Paper No. 461
Number of pages: 42
Posted: 29 May 2014
Downloads
505
Downloads
1,211
31.
A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management
Journal of Finance, Forthcoming , AFA 2010 Atlanta Meetings Paper
Number of pages: 50
Posted: 19 Mar 2009
Last Revised: 12 Jul 2011
Accepted Paper Series
Columbia Business School - Department of Economics, Massachusetts Institute of Technology and Columbia Business School - Finance and Economics
There are 2 versions of this paper
A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management
Journal of Finance, Forthcoming , AFA 2010 Atlanta Meetings Paper
Number of pages: 50
Posted: 19 Mar 2009
Last Revised: 12 Jul 2011
Downloads
1,172
A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management
NBER Working Paper No. w14845
Number of pages: 57
Posted: 07 Apr 2009
Last Revised: 26 Jul 2010
Downloads
182
Downloads
1,172
32.
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 22 Mar 2009
Last Revised: 25 Jul 2010
Working Paper Series
Nova School of Business and Economics and New University of Lisbon - Nova School of Business and Economics
There are 3 versions of this paper
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 22 Mar 2009
Last Revised: 25 Jul 2010
Downloads
1,150
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57
Posted: 19 Aug 2010
Downloads
137
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
NBER Working Paper No. w14571
Number of pages: 34
Posted: 29 Dec 2008
Last Revised: 20 Jan 2009
Downloads
62
Downloads
1,150
33.
Optimized vs. Sort-Based Portfolios
AFA 2010 Atlanta Meetings Paper
Number of pages: 45
Posted: 14 Jan 2009
Last Revised: 28 Dec 2009
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of California, Los Angeles (UCLA)
Downloads
1,112
34.
The Executive Turnover Risk Premium
The Journal of Finance, Vol. 69 (No. 4), p. 1529-1563, August 2014., Swiss Finance Institute Research Paper No. 08-11
Number of pages: 62
Posted: 05 Jun 2008
Last Revised: 12 Oct 2014
Accepted Paper Series
University of Amsterdam and University of Zurich - Department of Banking and Finance
Downloads
1,040
35.
Does Public Financial News Resolve Asymmetric Information?
AFA 2010 Atlanta Meetings Paper
Number of pages: 52
Posted: 21 Nov 2008
Last Revised: 30 Aug 2011
Working Paper Series
Columbia Business School - Finance
There are 2 versions of this paper
Does Public Financial News Resolve Asymmetric Information?
AFA 2010 Atlanta Meetings Paper
Number of pages: 52
Posted: 21 Nov 2008
Last Revised: 30 Aug 2011
Downloads
1,039
Does Public Financial News Resolve Asymmetric Information?
Review of Financial Studies, Vol. 23, No. 9, pp. 3520-3557, 2010
Number of pages: 52
Posted: 27 Oct 2011
Downloads
109
Downloads
1,039
36.
Securitization without Adverse Selection: The Case of CLOs
AFA 2010 Atlanta Meetings Paper, Journal of Financial Economics (JFE), Vol. 106 (1), 91-113, 2012
Number of pages: 58
Posted: 16 Feb 2009
Last Revised: 15 Feb 2018
Accepted Paper Series
Northwestern University - Kellogg School of Management, Washington University in St. Louis - John M. Olin Business School and Harvard University
There are 2 versions of this paper
Securitization without Adverse Selection: The Case of CLOs
AFA 2010 Atlanta Meetings Paper, Journal of Financial Economics (JFE), Vol. 106 (1), 91-113, 2012
Number of pages: 58
Posted: 16 Feb 2009
Last Revised: 15 Feb 2018
Downloads
1,011
Securitization Without Adverse Selection: The Case of Clos
NBER Working Paper No. w16766
Number of pages: 46
Posted: 07 Feb 2011
Last Revised: 09 Feb 2011
Downloads
45
Downloads
1,011
37.
Liquidity Mergers
Journal of Financial Economics (JFE), Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 66
Posted: 18 Mar 2009
Last Revised: 14 Feb 2012
Accepted Paper Series
University of Illinois at Urbana-Champaign, Cornell University - Samuel Curtis Johnson Graduate School of Management and Boston University - Department of Finance & Economics
There are 2 versions of this paper
Liquidity Mergers
Journal of Financial Economics (JFE), Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 66
Posted: 18 Mar 2009
Last Revised: 14 Feb 2012
Downloads
970
Liquidity Mergers
NBER Working Paper No. w16724
Number of pages: 67
Posted: 31 Jan 2011
Last Revised: 02 Feb 2011
Downloads
26
Downloads
970
38.
The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
AFA 2010 Atlanta Meetings Paper
Number of pages: 68
Posted: 04 Feb 2009
Last Revised: 09 Apr 2011
Working Paper Series
University of California, Irvine - Paul Merage School of Business, Federal Reserve Board and University of California, Irvine - Paul Merage School of Business
Downloads
963
39.
Dynamic Jump Intensities and Risk Premia: Evidence from S&P500 Returns and Options
Journal of Financial Economics, Forthcoming., AFA 2010 Atlanta Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 51
Posted: 07 Mar 2008
Last Revised: 22 Jan 2012
Working Paper Series
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and University of Toronto - Rotman School of Management
Downloads
959
40.
Are Analysts’ Forecasts Informative to the General Public?
Management Science, Forthcoming
Number of pages: 30
Posted: 23 Mar 2009
Last Revised: 05 Sep 2013
Accepted Paper Series
Unaffiliated Authors, Rutgers School of Business-Camden and Tulane University - A.B. Freeman School of Business
Downloads
929
41.
Dynamic Trading with Predictable Returns and Transaction Costs
AFA 2010 Atlanta Meetings Paper
Number of pages: 64
Posted: 24 Mar 2009
Last Revised: 18 Aug 2009
Working Paper Series
University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
There are 3 versions of this paper
Dynamic Trading with Predictable Returns and Transaction Costs
AFA 2010 Atlanta Meetings Paper
Number of pages: 64
Posted: 24 Mar 2009
Last Revised: 18 Aug 2009
Downloads
908
Dynamic Trading with Predictable Returns and Transaction Costs
NBER Working Paper No. w15205
Number of pages: 47
Posted: 11 Aug 2009
Last Revised: 20 Jul 2010
Downloads
43
Dynamic Trading with Predictable Returns and Transaction Costs
CEPR Discussion Paper No. DP7392
Number of pages: 47
Posted: 08 Sep 2009
Downloads
3
Downloads
908
42.
Information Networks: Implications for Mutual Fund Trading Behavior and Stock Returns
AFA 2010 Atlanta Meetings Paper
Number of pages: 61
Posted: 18 Mar 2009
Last Revised: 09 Feb 2012
Working Paper Series
Rutgers University
Downloads
899
43.
Political Uncertainty and Corporate Investment Cycles
Journal of Finance, Forthcoming
Number of pages: 55
Posted: 25 Feb 2009
Last Revised: 16 Nov 2010
Working Paper Series
Lundquist College of Business, University of Oregon and Board of Governors of the Federal Reserve System
Downloads
893
44.
Acquirer-Target Social Ties and Merger Outcomes
AFA 2010 Atlanta Meetings Paper, Fourth Singapore International Conference on Finance 2010 Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 52
Posted: 17 Mar 2009
Last Revised: 25 Mar 2014
Accepted Paper Series
Stanford Graduate School of Business and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
892
45.
Does Source of Capital Affect Investment and Firm Value?
AFA 2010 Atlanta Meetings Paper
Number of pages: 53
Posted: 19 Sep 2008
Last Revised: 28 Aug 2012
Working Paper Series
University of Miami
Downloads
877
46.
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
Management Science, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 37
Posted: 22 Mar 2009
Last Revised: 23 May 2013
Accepted Paper Series
University of Delaware - Accounting & MIS, University of Texas at Dallas and University of Maryland - Robert H. Smith School of Business
Downloads
829
47.
Option Mispricing Around Nontrading Periods
AFA 2010 Atlanta Meetings Paper, Marshall School of Business Working Paper No. FBE 03-10
Number of pages: 86
Posted: 22 Mar 2009
Last Revised: 17 Sep 2017
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Monash University - Department of Banking and Finance
Downloads
826
48.
Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost
Review of Financial Studies, 2012, Vol. 2 (25), 557-598.
Number of pages: 64
Posted: 23 Sep 2008
Last Revised: 03 Jul 2013
Accepted Paper Series
Syracuse University - Whitman School of Management, Neeley School of Business, University of Tennessee, Knoxville and Southern Methodist University (SMU) - Finance Department
Downloads
805
49.
The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?
Review for Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 22
Posted: 22 Mar 2009
Last Revised: 29 Jun 2011
Accepted Paper Series
Indian School of Business, University of Illinois at Urbana-Champaign - Department of Finance, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business
Downloads
796
50.
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 14 Mar 2008
Last Revised: 15 Dec 2015
Working Paper Series
New York University - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management
There are 6 versions of this paper
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57
Posted: 14 Mar 2008
Last Revised: 15 Dec 2015
Downloads
795
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51
Posted: 09 Mar 2009
Last Revised: 08 Jan 2013
Downloads
489
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543
Number of pages: 57
Posted: 10 Sep 2013
Downloads
51
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NBER Working Paper No. w16875
Number of pages: 57
Posted: 14 Mar 2011
Downloads
34
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
CEPR Discussion Paper No. DP7327
Number of pages: 57
Posted: 15 Jul 2009
Downloads
1
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
Downloads
795
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