1.
Integrity: Without it Nothing Works
Rotman Magazine: The Magazine of the Rotman School of Management, pp. 16-20, Fall 2009, Harvard Business School NOM Unit Working Paper No. 10-042, Barbados Group Working Paper No. 09-04, Simon School Working Paper No. FR 10-01
Number of pages: 6
Posted: 22 Nov 2009
Last Revised: 10 Jan 2017
Accepted Paper Series
Harvard Business School
Downloads
57,205
2.
Pulling the Goalie: Hockey and Investment Implications
Number of pages: 13
Posted: 08 Mar 2018
Last Revised: 08 Oct 2018
Working Paper Series
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
56,840
3.
Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?
Number of pages: 46
Posted: 28 Apr 2014
Working Paper Series
Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
Downloads
48,091
4.
Do Stocks Outperform Treasury Bills?
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53
Posted: 19 Jan 2017
Last Revised: 03 Jun 2018
Accepted Paper Series
W.P. Carey School of Business
Downloads
38,994
5.
The Best Strategies for Inflationary Times
Number of pages: 32
Posted: 29 Mar 2021
Last Revised: 25 May 2021
Working Paper Series
Man Group, Man Group, affiliation not provided to SSRN, Duke University - Fuqua School of Business and Man AHL
Downloads
37,541
6.
Fact, Fiction and Momentum Investing
Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of pages: 26
Posted: 12 May 2014
Last Revised: 03 Oct 2014
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads
33,531
7.
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
TR and Duke University - Fuqua School of Business
There are 2 versions of this paper
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
Downloads
26,732
The Golden Dilemma
NBER Working Paper No. w18706
Number of pages: 49
Posted: 18 Jan 2013
Last Revised: 11 Feb 2022
Downloads
313
Downloads
26,732
8.
The Dishonesty of Honest People: A Theory of Self-Concept Maintenance
Journal of Marketing Research, Vol. 45, No. 6, pp. 633-644, 2008
Number of pages: 48
Posted: 12 Apr 2007
Last Revised: 08 Apr 2011
Accepted Paper Series
Boston University - Questrom School of Business, University of California, San Diego (UCSD) - Rady School of Management and Duke University - Fuqua School of Business
Downloads
26,314
9.
What is Behavioral Finance?
Business, Education & Technology Journal, Vol. 2, No. 2, pp. 1-9, Fall 2000
Number of pages: 9
Posted: 09 Mar 2001
Last Revised: 27 Nov 2008
Accepted Paper Series
Washington and Lee University and Personal Business Management Services, LLCFlorida International University (FIU) - Department of Finance
Downloads
24,926
10.
Luck Versus Skill in the Cross Section of Mutual Fund Returns
Tuck School of Business Working Paper No. 2009-56
, Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Number of pages: 43
Posted: 10 Mar 2009
Last Revised: 08 Feb 2010
Accepted Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads
24,856
11.
Social Mood, Stock Market Performance and U.S. Presidential Elections: A Socionomic Perspective on Voting Results
SAGE Open, 2012
Number of pages: 42
Posted: 19 Jan 2012
Last Revised: 06 Nov 2012
Accepted Paper Series
Socionomics Institute, Socionomics Institute, Emory University School of MedicineSocionomics Foundation and Socionomics Institute
Downloads
24,710
12.
A Survey of Behavioral Finance
Number of pages: 77
Posted: 04 Oct 2002
Working Paper Series
National Bureau of Economic Research (NBER)Yale School of Management and University of Chicago - Booth School of Business
There are 2 versions of this paper
A Survey of Behavioral Finance
NBER Working Paper No. w9222
Number of pages: 78
Posted: 19 Sep 2002
Last Revised: 14 Mar 2022
Downloads
1,652
Downloads
24,500
13.
The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)
Number of pages: 44
Posted: 06 Sep 2017
Last Revised: 04 Oct 2018
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
22,111
14.
Momentum
University Of Illinois Working Paper
Number of pages: 45
Posted: 05 Feb 2002
Working Paper Series
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
There are 3 versions of this paper
Downloads
21,854
15.
Integrity: A Positive Model that Incorporates the Normative Phenomena of Morality, Ethics, and Legality -- Abridged (English Language Version)
Harvard Business School NOM Unit Working Paper No. 10-061, Barbados Group Working Paper No. 10-01, Simon School Working Paper No. 10-07
Number of pages: 41
Posted: 18 Feb 2010
Last Revised: 22 Apr 2022
Working Paper Series
Independent, Harvard Business School and Landmark Worldwide LLCVanto Group
There are 4 versions of this paper
Integrity: A Positive Model that Incorporates the Normative Phenomena of Morality, Ethics and Legality
Harvard Business School NOM Working Paper No. 06-11, Barbados Group Working Paper No. 06-03, Simon School Working Paper No. FR 08-05
Number of pages: 124
Posted: 08 Sep 2006
Last Revised: 14 Apr 2016
Downloads
17,309
Integrity: A Positive Model that Incorporates the Normative Phenomena of Morality, Ethics, and Legality -- Abridged (English Language Version)
Harvard Business School NOM Unit Working Paper No. 10-061, Barbados Group Working Paper No. 10-01, Simon School Working Paper No. 10-07
Number of pages: 41
Posted: 18 Feb 2010
Last Revised: 22 Apr 2022
Downloads
21,209
Integridad: Un Modelo Positivo Que Incorpora Fenomenos Normativos de Moral, Etica y Legalidad - Abreviado (Integrity: A Positive Model that Incorporates the Normative Phenomena of Morality, Ethics, and Legality - Abridged)
Harvard Business School NOM Unit Working Paper No. 10-061, Barbados Group Working Paper No. 10-01, Simon School Working Paper No. 10-07
Number of pages: 38
Posted: 07 Feb 2011
Last Revised: 13 Jun 2022
Downloads
1,080
A New Model of Integrity: The Missing Factor of Production (PDF file of Keynote and PowerPoint Slides)
Harvard Business School NOM Unit Working Paper 10-087, Barbados Group Working Paper No. 10-03
Number of pages: 152
Posted: 18 Apr 2010
Last Revised: 10 Sep 2013
Downloads
8,011
Downloads
21,209
16.
Technical Analysis in Financial Markets
Number of pages: 322
Posted: 20 Jul 2004
Working Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads
20,780
17.
Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show
American Economic Review, Vol. 98, No. 1, pp. 38-71, March 2008
Number of pages: 50
Posted: 16 Dec 2004
Last Revised: 21 Feb 2012
Accepted Paper Series
Graduate School of Business of Nazarbayev University, Vrije Universiteit Amsterdam, Erasmus University Rotterdam (EUR) and University of Chicago - Booth School of Business
Downloads
20,340
18.
Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers
Miller, J. B., & Sanjurjo, A. (2018). Surprised by the hot hand fallacy? A truth in the law of small numbers. Econometrica, Vol. 86, No.6, pp. 2019–2047
Number of pages: 42
Posted: 07 Jul 2015
Last Revised: 17 Dec 2018
Working Paper Series
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads
20,087
19.
Underwater and Not Walking Away: Shame, Fear and the Social Management of the Housing Crisis
Wake Forest Law Review, Vol. 45, p. 971, 2010, Arizona Legal Studies Discussion Paper No 09-35
Number of pages: 54
Posted: 27 Oct 2009
Last Revised: 09 May 2015
Working Paper Series
University of Arizona - James E. Rogers College of Law
Downloads
19,831
20.
The Worldwide Equity Premium: A Smaller Puzzle
Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper
Number of pages: 41
Posted: 17 Mar 2006
Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads
19,431
21.
Factor Investing
Columbia Business School Research Paper No. 13-42
Number of pages: 72
Posted: 11 Jun 2013
Working Paper Series
BlackRock, Inc
Downloads
18,870
22.
The Impact of Financial Literacy Education on Subsequent Financial Behavior
Journal of Financial Counseling and Planning, Vol. 20, No. 1, 2009
Number of pages: 10
Posted: 27 Feb 2013
Accepted Paper Series
University of Washington - Foster School of Business and Aspen Institute and University of Connecticut - Department of Finance
Downloads
17,752
23.
Quality Minus Junk
Number of pages: 80
Posted: 19 Aug 2013
Last Revised: 10 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads
17,568
24.
Size Matters, If You Control Your Junk
Fama-Miller Working Paper
Number of pages: 59
Posted: 23 Jan 2015
Last Revised: 16 Apr 2015
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC
There are 2 versions of this paper
Size Matters, If You Control Your Junk
Fama-Miller Working Paper
Number of pages: 59
Posted: 23 Jan 2015
Last Revised: 16 Apr 2015
Downloads
17,530
Size Matters, If You Control Your Junk
CEPR Discussion Paper No. DP12684
Number of pages: 62
Posted: 14 Feb 2018
Downloads
8
Downloads
17,530
25.
From Efficient Market Theory to Behavioral Finance
Number of pages: 44
Posted: 08 Nov 2002
Working Paper Series
Yale University - Cowles Foundation
Downloads
16,448
26.
What Happened to the Quants in August 2007?
Number of pages: 67
Posted: 21 Sep 2007
Last Revised: 17 Jan 2008
Working Paper Series
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
There are 2 versions of this paper
What Happened to the Quants in August 2007?
Number of pages: 67
Posted: 21 Sep 2007
Last Revised: 17 Jan 2008
Downloads
15,775
What Happened to the Quants in August 2007?
Journal of Investment Management, Vol. 5, No. 4, Fourth Quarter 2007
Posted: 17 Jan 2008
Downloads
15,775
27.
Asymmetric Information, Heterogeneity in Risk Perceptions and Insurance: An Explanation to a Puzzle
Number of pages: 27
Posted: 18 Nov 2008
Working Paper Series
University of Warwick - Finance Group
Downloads
15,220
28.
A New Model of Integrity: An Actionable Pathway to Trust, Productivity and Value (PDF File of Keynote Slides)
Barbados Group Working Paper No. 07-01, Harvard NOM Working Paper No. 07-01, 1st IESE Conference on "Humanizing the Firm and the Management Profession" Presentation
Number of pages: 61
Posted: 20 Sep 2008
Last Revised: 11 Dec 2012
Working Paper Series
Independent, Harvard Business School and Landmark Worldwide LLCVanto Group
Downloads
14,560
29.
The Behavior of Individual Investors
Number of pages: 54
Posted: 27 Jun 2011
Last Revised: 06 Jan 2012
Working Paper Series
University of California, Davis and University of California, Berkeley - Haas School of Business
Downloads
13,831
30.
The Long-Term Effects of Hedge Fund Activism
Harvard Law School John M. Olin Center Discussion Paper No. 802, Columbia Law Review, Vol. 115, 2015, pp. 1085-1156, Columbia Business School Research Paper No. 13-66
Number of pages: 77
Posted: 07 Aug 2013
Last Revised: 02 Jul 2015
Accepted Paper Series
Harvard Law School, Duke University - Fuqua School of Business and Columbia University - Columbia Business School, Finance
There are 2 versions of this paper
The Long-Term Effects of Hedge Fund Activism
Harvard Law School John M. Olin Center Discussion Paper No. 802, Columbia Law Review, Vol. 115, 2015, pp. 1085-1156, Columbia Business School Research Paper No. 13-66
Number of pages: 77
Posted: 07 Aug 2013
Last Revised: 02 Jul 2015
Downloads
13,801
The Long-Term Effects of Hedge Fund Activism
NBER Working Paper No. w21227
Number of pages: 85
Posted: 08 Jun 2015
Last Revised: 03 Jul 2021
Downloads
187
Downloads
13,801
31.
IPO Underpricing: A Survey
HANDBOOK IN CORPORATE FINANCE: EMPIRICAL CORPORATE FINANCE, B. Espen Eckbo, ed., Forthcoming
Number of pages: 76
Posted: 27 Oct 2004
Accepted Paper Series
Centre for Economic Policy Research (CEPR)Swedish House of Finance
Downloads
13,674
32.
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
Santa Clara University - Leavey School of Business
Downloads
13,398
33.
The Loser's Curse: Decision Making & Market Efficiency in the National Football League Draft
Number of pages: 35
Posted: 05 Apr 2005
Last Revised: 05 Sep 2012
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
Downloads
13,257
34.
Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower?
Cambria – Quantitative Research, Issue 4, September 2011
Number of pages: 11
Posted: 07 Sep 2011
Accepted Paper Series
Cambria Investment Management
Downloads
13,245
35.
Buffett's Alpha
Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34
Posted: 30 Jun 2018
Last Revised: 10 Jan 2019
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
There are 2 versions of this paper
Buffett's Alpha
Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34
Posted: 30 Jun 2018
Last Revised: 10 Jan 2019
Downloads
13,056
Buffett's Alpha
NBER Working Paper No. w19681
Number of pages: 46
Posted: 28 Nov 2013
Last Revised: 11 Apr 2022
Downloads
10,187
Downloads
13,056
36.
Behavioral Economics: Past, Present and Future
Number of pages: 22
Posted: 08 Jun 2016
Working Paper Series
University of Chicago - Booth School of Business
Downloads
12,903
37.
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
Chungbuk National University and University of Illinois at Urbana-Champaign
Downloads
12,771
38.
An Alternative Three-Factor Model
Number of pages: 32
Posted: 19 May 2010
Last Revised: 21 Jan 2014
Working Paper Series
Cheung Kong Graduate School of BusinessLuohan Academy, Simon Business School, University of Rochester and Ohio State University - Fisher College of Business
Downloads
12,580
39.
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 SOMAQR Capital 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
12,576
Value and Momentum Everywhere
Chicago Booth Research Paper No. 12-53, Fama-Miller Working Paper
Number of pages: 72
Posted: 14 Nov 2012
Downloads
9,580
Downloads
12,576
40.
Low Risk Stocks Outperform within All Observable Markets of the World
Number of pages: 22
Posted: 10 May 2012
Last Revised: 15 Aug 2012
Working Paper Series
SSIA and Haugen Custom Financial Systems
Downloads
12,555
41.
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
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
There are 2 versions of this paper
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Forthcoming
Number of pages: 44
Posted: 25 May 2005
Downloads
12,054
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Vol. 7, No. 2, pp. 21-44, 2005
Number of pages: 28
Posted: 05 Nov 2010
Downloads
4,073
Downloads
12,054
42.
Attention Induced Trading and Returns: Evidence from Robinhood Users
Journal of Finance, Forthcoming
Number of pages: 73
Posted: 23 Oct 2020
Last Revised: 13 Oct 2021
Accepted Paper Series
University of California, Davis, Washington University in St. Louis - Olin Business School, University of California, Berkeley - Haas School of Business and University of California at Irvine
Downloads
12,038
43.
The Wells Fargo Cross-Selling Scandal
Rock Center for Corporate Governance at Stanford University Closer Look Series: Topics, Issues and Controversies in Corporate Governance No. CGRP-62 Version 2, Stanford University Graduate School of Business Research Paper No. 17-1
Number of pages: 16
Posted: 05 Dec 2016
Last Revised: 14 Jan 2019
Accepted Paper Series
Stanford University - Graduate School of Business
Downloads
11,962
44.
The Volatility Effect: Lower Risk Without Lower Return
Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A
Number of pages: 23
Posted: 17 Apr 2007
Accepted Paper Series
Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads
11,785
45.
Fact, Fiction, and Value Investing
Published in Journal of Portfolio Management, Fall 2015, Vol. 42, No. 1
Number of pages: 31
Posted: 05 Jul 2017
Last Revised: 07 Jul 2017
Accepted Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads
11,698
46.
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
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads
11,659
47.
Institutional Investors and Stock Market Volatility
MIT Department of Economics Working Paper No. 03-30
Number of pages: 51
Posted: 11 Sep 2003
Last Revised: 01 Jun 2010
Accepted Paper Series
Harvard University - Department of Economics, Boston University - Center for Polymer Studies, Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies
There are 2 versions of this paper
Institutional Investors and Stock Market Volatility
MIT Department of Economics Working Paper No. 03-30
Number of pages: 51
Posted: 11 Sep 2003
Last Revised: 01 Jun 2010
Downloads
11,577
Institutional Investors and Stock Market Volatility
NBER Working Paper No. w11722
Number of pages: 52
Posted: 18 Jan 2006
Last Revised: 12 Jan 2022
Downloads
185
Downloads
11,577
48.
Effective Advertising and its Influence on Consumer Buying Behavior
Information Management and Business Review, Vol. 4, No. 3, pp. 114-119, March 2012
Number of pages: 6
Posted: 16 Aug 2012
Accepted Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Ghazi University, Dera Ghazi Khan
Downloads
11,572
49.
Can Individual Investors Beat the Market?
HBS Finance Working Paper No. 04-025, Harvard NOM Working Paper No. 02-45
Number of pages: 39
Posted: 06 Jan 2003
Last Revised: 21 Jul 2018
Working Paper Series
Harvard Business School - Finance Unit, Marshall School of Business, USC and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business
Downloads
11,494
50.
Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin
Number of pages: 8
Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads
11,463
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