1.
Six Provocations for Big Data
A Decade in Internet Time: Symposium on the Dynamics of the Internet and Society, September 2011
Number of pages: 17
Posted: 13 Sep 2011
Last Revised: 30 Oct 2012
Working Paper Series
Data & Society Research Institute and Microsoft Research
Downloads
43,366
2.
The Tragedy of the Risk-Perception Commons: Culture Conflict, Rationality Conflict, and Climate Change
Temple University Legal Studies Research Paper No. 2011-26, Cultural Cognition Project Working Paper No. 89, Yale Law & Economics Research Paper No. 435, Yale Law School, Public Law Working Paper No. 230
Number of pages: 31
Posted: 24 Jun 2011
Last Revised: 16 Apr 2013
Working Paper Series
Yale University - Law School, University of Nebraska at Lincoln - College of Law, Ohio State University - Psychology Department, Decision Research, Stanford Law School, George Washington University - Law School and Temple University - James E. Beasley School of Law
Downloads
10,624
3.
High-Frequency Trading
Number of pages: 86
Posted: 06 Jun 2011
Working Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads
10,373
4.
The Rise of the News Aggregator: Legal Implications and Best Practices
Berkman Center Research Publication No. 2010-10
Number of pages: 30
Posted: 03 Sep 2010
Working Paper Series
U.S. Copyright Office
Downloads
7,657
5.
Endogenous Commitment and Nash Equilibria in Competitive Markets with Adverse Selection
Number of pages: 19
Posted: 14 Jun 2010
Working Paper Series
University of Warwick - Finance Group
Downloads
6,173
6.
Behind the Scenes: The Corporate Governance Preferences of Institutional Investors
Journal of Finance, Forthcoming
Number of pages: 46
Posted: 15 Mar 2010
Last Revised: 07 Jul 2015
Accepted Paper Series
Tilburg University - School of Law; European Banking Center (EBC), Frankfurt School of Finance & Management gemeinnützige GmbH and University of Texas at Austin - Department of Finance
Downloads
5,678
7.
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
Number of pages: 25
Posted: 31 Dec 2010
Last Revised: 16 Mar 2014
Working Paper Series
University of Warwick - Finance Group and University of Warwick, Warwick Business School
There are 2 versions of this paper
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
Number of pages: 25
Posted: 31 Dec 2010
Last Revised: 16 Mar 2014
Downloads
5,050
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper
Number of pages: 25
Posted: 18 Feb 2015
Downloads
128
Downloads
5,050
8.
How Biases Affect Investor Behaviour
The European Financial Review, February-March 2014, pp. 7-10
Number of pages: 4
Posted: 23 Jun 2014
Accepted Paper Series
American University - Kogod School of Business and Goucher College - Department of Business Management
Downloads
4,985
9.
Is Portfolio Theory Harming Your Portfolio?
Number of pages: 14
Posted: 15 May 2011
Last Revised: 10 Jun 2011
Working Paper Series
Green River Asset Management
There are 2 versions of this paper
Is Portfolio Theory Harming Your Portfolio?
Number of pages: 14
Posted: 15 May 2011
Last Revised: 10 Jun 2011
Downloads
4,653
Is Portfolio Theory Harming Your Portfolio?
Journal of Applied Research in Accounting and Finance (JARAF), Vol. 6, No. 1, pp. 2-13, 2011
Number of pages: 19
Posted: 10 Nov 2011
Downloads
260
Downloads
4,653
10.
How did Financial Reporting Contribute to the Financial Crisis?
European Accounting Review 19, no. 3: 399-423. , Rock Center for Corporate Governance at Stanford University Working Paper No. 79
Number of pages: 38
Posted: 10 May 2010
Last Revised: 19 Sep 2012
Accepted Paper Series
Stanford University - Graduate School of Business and University of North Carolina Kenan-Flagler Business School
Downloads
4,477
11.
What Makes a Helpful Review? A Study of Customer Reviews on Amazon.com
MIS Quarterly, 34(1), March, pp.185-200, 2010
Number of pages: 17
Posted: 13 Nov 2012
Accepted Paper Series
Fox School of Business, Temple University and Temple University - Department of Management Information Systems
Downloads
4,468
12.
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
IMF Working Paper No. 11/68
Number of pages: 28
Posted: 05 Apr 2011
Working Paper Series
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
There are 2 versions of this paper
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
IMF Working Paper No. 11/68
Number of pages: 28
Posted: 05 Apr 2011
Downloads
4,272
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
CESifo Working Paper Series No. 3411
Number of pages: 29
Posted: 19 Apr 2011
Downloads
140
Downloads
4,272
13.
An Improved Moving Average Technical Trading Rule
Quantf Research Working Paper Series No. WP01/2014
Number of pages: 32
Posted: 13 Sep 2011
Last Revised: 02 Jun 2014
Working Paper Series
Quantf Research and University of Peloponnese - School of Management, Economics and Informatics
Downloads
3,890
14.
Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
Yale ICF Working Paper No. 08-21
Number of pages: 42
Posted: 08 Oct 2008
Last Revised: 17 Aug 2013
Working Paper Series
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
There are 2 versions of this paper
Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
Yale ICF Working Paper No. 08-21
Number of pages: 42
Posted: 08 Oct 2008
Last Revised: 17 Aug 2013
Downloads
3,728
Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
NBER Working Paper No. w14424
Number of pages: 37
Posted: 23 Oct 2008
Last Revised: 24 Oct 2008
Downloads
76
Downloads
3,728
15.
Information Aggregation and Adverse Selection
Number of pages: 31
Posted: 11 Dec 2010
Working Paper Series
University of Warwick - Finance Group and affiliation not provided to SSRN
Downloads
3,702
16.
A Caricature (Model) of the World Economy
MIT Department of Economics Working Paper No. 10-17
Number of pages: 18
Posted: 14 Dec 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads
3,662
17.
Nonlinear Support Vector Machines Can Systematically Identify Stocks with High and Low Future Returns
Algorithmic Finance (2013), 2:1, 45-58
Number of pages: 15
Posted: 20 Sep 2011
Last Revised: 20 Jan 2014
Accepted Paper Series
University of California, San Diego (UCSD), University of California, San Diego (UCSD) and Universidad Autonoma de Madrid
Downloads
3,482
18.
A Dysfunctional Role of High Frequency Trading in Electronic Markets
Johnson School Research Paper Series No. 08-2011
Number of pages: 16
Posted: 09 Mar 2011
Last Revised: 30 Jun 2011
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University
Downloads
3,366
19.
Technical Analysis and Individual Investors
Journal of Economic Behavior and Organization, 107 (November), pp. 487-511
Number of pages: 67
Posted: 27 Feb 2014
Last Revised: 13 Jan 2015
Accepted Paper Series
University of Adelaide - Business School and Santa Clara University - Leavey School of Business
Downloads
3,268
20.
The BP Oil Disaster: Stock and Option Market Reactions
Number of pages: 33
Posted: 30 Jun 2010
Last Revised: 26 Dec 2010
Working Paper Series
Ohio University and Ohio University
Downloads
3,251
21.
Credit Value Adjustment and Funding Value Adjustment All Together
Number of pages: 21
Posted: 08 Apr 2011
Working Paper Series
The Bank of New York Mellon and JP Morgan Chase
Downloads
3,212
22.
Tweets and Trades: The Information Content of Stock Microblogs
Number of pages: 89
Posted: 06 Nov 2010
Last Revised: 10 Aug 2014
Working Paper Series
Technische Universität München (TUM) - School of Management and Technische Universität München (TUM) - School of Management
There are 2 versions of this paper
Tweets and Trades: The Information Content of Stock Microblogs
Number of pages: 89
Posted: 06 Nov 2010
Last Revised: 10 Aug 2014
Downloads
3,209
Tweets and Trades: The Information Content of Stock Microblogs
European Financial Management, Vol. 20, Issue 5, pp. 926-957, 2014
Number of pages: 32
Posted: 31 Oct 2014
Downloads
3,209
23.
The Determinants of Stock and Bond Return Comovements
The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 67
Posted: 05 Oct 2010
Accepted Paper Series
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics and Ghent University - Department of Financial Economics
There are 2 versions of this paper
The Determinants of Stock and Bond Return Comovements
The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 67
Posted: 05 Oct 2010
Downloads
3,206
The Determinants of Stock and Bond Return Comovements
NBER Working Paper No. w15260
Number of pages: 59
Posted: 18 Aug 2009
Last Revised: 13 Sep 2010
Downloads
35
Downloads
3,206
24.
How to Detect an Asset Bubble
Johnson School Research Paper Series No. 28-2010
Number of pages: 32
Posted: 07 Jun 2010
Last Revised: 16 Mar 2011
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, affiliation not provided to SSRN and Cornell University
Downloads
3,170
25.
Principal Components as a Measure of Systemic Risk
MIT Sloan Research Paper No. 4785-10
Number of pages: 33
Posted: 02 Jul 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
3,093
26.
Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity
Number of pages: 48
Posted: 14 Jul 2011
Last Revised: 15 Nov 2012
Working Paper Series
Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame
Downloads
3,041
27.
Forecasting ETFs with Machine Learning Algorithms
Number of pages: 26
Posted: 17 Jan 2017
Last Revised: 30 Jan 2017
Working Paper Series
Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School (JHU), Students
Downloads
3,024
28.
Fake It Till You Make It: Reputation, Competition, and Yelp Review Fraud
Harvard Business School NOM Unit Working Paper No. 14-006
Number of pages: 35
Posted: 13 Jul 2013
Last Revised: 05 May 2015
Working Paper Series
Harvard Business School and Questrom School of Business, Boston University
Downloads
2,765
29.
The Pre-FOMC Announcement Drift
Journal of Finance, Forthcoming, FRB of New York Staff Report No. 512
Number of pages: 62
Posted: 07 Sep 2011
Last Revised: 01 Aug 2013
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Deutsche Bundesbank
Downloads
2,761
30.
Measuring Readability in Financial Disclosures
Journal of Finance, Forthcoming
Number of pages: 44
Posted: 01 Sep 2011
Last Revised: 16 Jul 2013
Accepted Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads
2,754
31.
A Study on Customer Satisfaction & Service Gaps in Selected Private, Public & Foreign Banks
3rd IIMA Conference, Marketing Paradigms for Emerging Economies, Indian Institute of Management, 2009
Number of pages: 16
Posted: 22 Dec 2009
Last Revised: 30 Aug 2012
Working Paper Series
Berhampur University, India and Symbiosis Institute of Business Management
Downloads
2,715
32.
Word-of-Mouth for Movies: Its Dynamics and Impact on Box Office Revenue
Journal of Marketing, Vol. 70, No. 3, pp. 74-89, 2006
Number of pages: 49
Posted: 26 Oct 2011
Last Revised: 08 Feb 2012
Accepted Paper Series
University of Arizona
Downloads
2,636
33.
Role of Auditors in Corporate Governance
Number of pages: 8
Posted: 14 Oct 2009
Working Paper Series
School of Law, University of Sheffield and The West Bengal National University of Juridical Sciences
Downloads
2,624
34.
Data Protection and Data Security Issues Related to Cloud Computing in the EU
ISSE 2010 Securing Electronic Business Processes - Highlights of the Information Security Solutions Europe Conference 2010, Tilburg Law School Research Paper No. 022/2010
Number of pages: 12
Posted: 21 Aug 2010
Last Revised: 04 Mar 2014
Accepted Paper Series
ICT Legal Consulting (Rome-Milan-Bologna-Amserdam) / European Privacy Association / Italian Institute for Privacy / Tilburg University
Downloads
2,554
35.
Psychology and the Financial Crisis of 2007-2008
Number of pages: 16
Posted: 18 Jan 2011
Last Revised: 03 Sep 2011
Working Paper Series
Yale School of Management
Downloads
2,466
36.
Sentiment and Momentum
Number of pages: 54
Posted: 27 Sep 2009
Last Revised: 09 Mar 2014
Working Paper Series
Old Dominion University - Strome College of Business, University of Warwick - Warwick Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads
2,461
37.
Credit-Informed Tactical Asset Allocation
Number of pages: 13
Posted: 26 Jun 2011
Working Paper Series
Capital Context
Downloads
2,459
38.
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70
Posted: 15 Feb 2011
Last Revised: 14 Nov 2015
Accepted Paper Series
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
There are 5 versions of this paper
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70
Posted: 15 Feb 2011
Last Revised: 14 Nov 2015
Downloads
2,435
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
AFA 2012 Chicago Meetings Paper
Number of pages: 78
Posted: 17 Mar 2011
Last Revised: 06 Aug 2015
Downloads
167
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
NYU Working Paper No. 2451/31427
Number of pages: 56
Posted: 13 Jan 2012
Last Revised: 10 Feb 2016
Downloads
103
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
NBER Working Paper No. w17149
Number of pages: 59
Posted: 20 Jun 2011
Downloads
29
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
CEPR Discussion Paper No. DP9023
Number of pages: 58
Posted: 28 Sep 2012
Downloads
2
Downloads
2,435
39.
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 22, No. 1, Winter 2010, Harvard Business School NOM Unit Working Paper No. 10-090
Number of pages: 9
Posted: 05 Apr 2010
Last Revised: 18 May 2013
Accepted Paper Series
The Monitor Company and Harvard Business School
There are 3 versions of this paper
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 14, No. 4, pp. 41-46, Winter 2002
Number of pages: 7
Posted: 17 Jan 2002
Last Revised: 18 May 2013
Downloads
10,618
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 22, No. 1, Winter 2010, Harvard Business School NOM Unit Working Paper No. 10-090
Number of pages: 9
Posted: 05 Apr 2010
Last Revised: 18 May 2013
Downloads
2,405
Just Say No to Wall Street: Putting a Stop to the Earnings Game
Journal of Applied Corporate Finance, Vol. 22, Issue 1, pp. 59-63, Winter 2010
Number of pages: 7
Posted: 31 Mar 2010
Downloads
5
Downloads
2,405
40.
Is Bitcoin a Real Currency? An Economic Appraisal
Number of pages: 23
Posted: 02 Dec 2013
Last Revised: 02 Nov 2014
Working Paper Series
New York University (NYU) - Stern School of Business
Downloads
2,397
41.
Mixed-Scanning: A 'Third' Approach to Decision-Making
Public Administration Review, Vol. 27, No. 5 (Dec., 1967), pp. 385-392
Number of pages: 9
Posted: 20 Nov 2013
Accepted Paper Series
The George Washington University
Downloads
2,320
42.
Overconfidence and Speculative Bubbles
13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 46
Posted: 31 Jul 2003
Working Paper Series
Columbia University and Princeton University - Department of Economics
There are 2 versions of this paper
Overconfidence and Speculative Bubbles
13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 46
Posted: 31 Jul 2003
Downloads
2,248
Overconfidence and Speculative Bubbles
Journal of Political Economy, Vol. 111, December 2003
Posted: 03 Oct 2003
Downloads
2,248
43.
Technical, Fundamental, and Combined Information for Separating Winners from Losers
Pacific-Basin Finance Journal, Forthcoming
Number of pages: 52
Posted: 16 Apr 2010
Last Revised: 29 Jul 2016
Accepted Paper Series
National Chengchi University - Department of Finance, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads
2,238
44.
When You Hedge Discretely: Optimization of Sharpe Ratio for Delta-Hedging Strategy under Discrete Hedging and Transaction Costs
Journal of Investment Strategies, 2013, Vol. 3, No. 1, pp. 19-59
Number of pages: 37
Posted: 19 Jun 2011
Last Revised: 08 Dec 2015
Accepted Paper Series
Julius Baer
Downloads
2,220
45.
Mercado de Divisas (Foreign Exchange Market)
Number of pages: 43
Posted: 18 Aug 2013
Last Revised: 15 Aug 2018
Working Paper Series
Universidad Complutense de Madrid
Downloads
2,217
46.
Who Fears the HPV Vaccine, Who Doesn't, and Why? An Experimental Study of the Mechanisms of Cultural Cognition
Law and Human Behavior, Vol. 34, pp. 501-16, 2010, Cultural Cognition Project Working Paper No. 38, Harvard Law School Program on Risk Regulation Research Paper No. 08-19, Yale Law School, Public Law Working Paper No. 163
Number of pages: 49
Posted: 17 Jul 2008
Last Revised: 16 Apr 2013
Accepted Paper Series
Yale University - Law School, George Washington University - Law School, University of Colorado - Department of Psychology, Decision Research and Pennsylvania State University
Downloads
2,132
47.
The Fisher Effect under Deflationary Expectations
Number of pages: 23
Posted: 27 Jan 2011
Last Revised: 23 Dec 2013
Working Paper Series
Federal Trade Commission
Downloads
2,123
48.
Market Structures and Systemic Risks of Exchange-Traded Funds
BIS Working Paper No. 343
Number of pages: 17
Posted: 07 Jun 2011
Working Paper Series
Bank for International Settlements (BIS)
Downloads
2,085
49.
Expected Returns in Treasury Bonds
Number of pages: 60
Posted: 15 Nov 2010
Last Revised: 02 Apr 2015
Working Paper Series
Duke University, Fuqua School of Business and affiliation not provided to SSRN
Downloads
2,071
50.
Peer-to-Peer Product Sharing: Implications for Ownership, Usage and Social Welfare in the Sharing Economy
Number of pages: 74
Posted: 06 Oct 2015
Working Paper Series
University of Minnesota - Minneapolis - Industrial & System Engineering, University of Minnesota - Minneapolis - Industrial & System Engineering, University of Minnesota - Minneapolis - Industrial & System Engineering and Singapore University of Technology and Design (SUTD)
Downloads
2,068
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