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Gabelli School of Business, Fordham University Research Paper Series

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Viewing: 1 - 50 of 397 papers

1.

Corporate Governance, Risk Management, and the Financial Crisis - An Information Processing View

Fordham University Schools of Business Research Paper No. 2011-003
Number of pages: 33 Posted: 12 Dec 2010 Last Revised: 02 Nov 2013
Working Paper Series
Fordham University - Graduate School of Business Administration and International Institute for Self-Governance
Downloads 3,008
2.

Market Maker Inventories and Liquidity

AFA 2008 New Orleans Meetings Paper
Number of pages: 38 Posted: 09 Nov 2006
Working Paper Series
University of California, Berkeley - Haas School of Business, Cornell University and Hong Kong University of Science & Technology (HKUST)
Downloads 2,462
3.

Short Selling, Death Spiral Convertibles, and the Profitability of Stock Manipulation

Number of pages: 73 Posted: 24 Mar 2005
Working Paper Series
Finnerty Economic Consulting LLC
Downloads 2,215
4.

The Persistence of Risk-Adjusted Mutual Fund Performance

NYU Working Paper No. FIN-95-018
Number of pages: 42 Posted: 11 Nov 2008
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University

Multiple version iconThere are 3 versions of this paper

Downloads 2,090
5.

Morningstar Ratings and Mutual Fund Performance

Number of pages: 53 Posted: 31 Jul 1999
Working Paper Series
Gabelli School of Business, Fordham University and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 1,947
6.

Incentive Fees and Mutual Funds

EFA 2001 Barcelona Meetings
Number of pages: 49 Posted: 05 Jul 2001
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 1,742
7.

Linux vs. Windows: A Comparison of Application and Platform Innovation Incentives for Open Source and Proprietary Software Platforms

NYU, Law and Economics Research Paper No. 05-21, NET Institute Working Paper No. 05-07, NYU Working Paper No. EC-05-11
Number of pages: 12 Posted: 19 Oct 2005
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and Gabelli School of Business, Fordham University
Downloads 1,711
8.

Dynamic Interactions Between Interest Rate, Credit, and Liquidity Risks: Theory and Evidence from the Term Structure of Credit Default Swap Spreads

Number of pages: 50 Posted: 16 Aug 2005
Working Paper Series
Gabelli School of Business, Fordham University, Rutgers Business School - New Brunswick and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,688
9.

Determinants of Target Capital Structure: The Case of Dual Debt and Equity Issues

AFA 2003 Washington, DC Meetings
Number of pages: 40 Posted: 20 Mar 2002
Working Paper Series
Baruch College - Zicklin School of Business, Fordham University, Gabelli School of Business and Boston College - Department of Finance
Downloads 1,679
10.

The Development and Validation of the Langer Mindfulness Scale - Enabling a Socio-Cognitive Perspective of Mindfulness in Organizational Contexts

Fordham University Schools of Business Research Paper
Number of pages: 54 Posted: 09 Oct 2012 Last Revised: 02 Nov 2013
Working Paper Series
Fordham University - Graduate School of Business Administration, Harvard University - Department of Psychology, Portland State University - Department of Psychology and Interdisciplinary Center (IDC) Herzliyah
Downloads 1,635
11.

Cash Flow Sensitivity of Investment

Number of pages: 35 Posted: 22 Mar 2005
Working Paper Series
Baruch College - Zicklin School of Business and Fordham University, Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,577
12.

Time Variation in Liquidity: The Role of Market Maker Inventories and Revenues

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 31 Dec 2008
Accepted Paper Series
University of Melbourne - Department of Finance, University of California, Berkeley - Haas School of Business, Columbia Business School, Cornell University and Hong Kong University of Science & Technology (HKUST)
Downloads 1,565
13.

Board Meetings, Committee Structure, and Firm Performance

Number of pages: 54 Posted: 20 Mar 2008
Working Paper Series
Rutgers Business School and Gabelli School of Business, Fordham University
Downloads 1,507
14.

Leasing and Debt Financing: Substitutes or Complements?

Number of pages: 39 Posted: 04 Mar 2002
Working Paper Series
Fordham University - Gabelli School of Business
Downloads 1,376
15.

The Joint Cross Section of Stocks and Options

AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Number of pages: 58 Posted: 08 Jan 2010 Last Revised: 27 Feb 2012
Working Paper Series
BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 1,373
16.

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

Number of pages: 49 Posted: 03 Sep 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University

Multiple version iconThere are 3 versions of this paper

Downloads 1,309
17.

Automation, Speed, and Stock Market Quality: The NYSE’s Hybrid

Number of pages: 59 Posted: 14 Jul 2008 Last Revised: 08 Aug 2015
Working Paper Series
University of California, Berkeley - Haas School of Business and Cornell University
Downloads 1,306
18.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 41 Posted: 08 Aug 2006
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,235
19.

Uncovered Interest Rate Parity over the Past Two Centuries

Number of pages: 39 Posted: 02 Sep 2004
Working Paper Series
Gabelli School of Business, Fordham University and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,219
20.

Liquidity, Leverage, and Lehman: A Structural Analysis of Financial Institutions in Crisis

Journal of Banking and Finance, August 2014, Volume 45: pp. 117-139, Fordham University Schools of Business Research Paper No. 2279686
Number of pages: 77 Posted: 16 Jun 2013 Last Revised: 07 Mar 2015
Accepted Paper Series
Gabelli School of Business, Fordham University, Gabelli School of Business, Fordham University, Lehigh University and Rutgers Business School: Newark and New Brunswick
Downloads 1,164
21.

Advertising, Attention, and Stock Returns

Number of pages: 52 Posted: 11 Feb 2009 Last Revised: 16 Mar 2010
Working Paper Series
Boston College - Carroll School of Management and Fordham University - Gabelli School of Business
Downloads 1,138
22.

Marginal Stockholder Tax Effects and Ex-dividend Day Behavior - Thirty-two Years Later

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper
Number of pages: 30 Posted: 23 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,137
23.

Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from TIPS

Number of pages: 50 Posted: 29 Sep 2005
Working Paper Series
Gabelli School of Business, Fordham University, Rutgers Business School - New Brunswick and Rutgers Business School - New Brunswick
Downloads 1,069
24.

Liquidity Shocks and Stock Market Reactions

Fordham University Schools of Business Research Paper No. 2020476
Number of pages: 108 Posted: 13 Mar 2012 Last Revised: 22 Sep 2013
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Baruch College/CUNY - Zicklin School of Business, Bentley University and Fordham University - Gabelli School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,069
25.

Two-Sided Competition of Proprietary vs. Open Source Technology Platforms and the Implications for the Software Industry

NYU, Law and Economics Research Paper No. 05-20, NET Institute Working Paper No. 05-06
Number of pages: 36 Posted: 20 Oct 2005
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and Gabelli School of Business, Fordham University
Downloads 1,012
26.

Executive Stock Option Repricing, Internal Governance Mechanisms, and Management Turnover

EFMA 2001 Lugano Meetings; AFA 2001 New Orleans; Tuck-JFE Contemporary Corporate Governance Conf
Number of pages: 48 Posted: 23 Jul 2000
Working Paper Series
Gabelli School of Business, Fordham University and University of Maryland - Robert H. Smith School of Business
Downloads 977
27.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Number of pages: 29 Posted: 03 Mar 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 962
28.

The Effect of the Frequency of Holdings Data on Conclusions About Mutual Fund Management Behavior

Bloomberg Portfolio Research Paper No. 2010-04-FRONTIERS
Number of pages: 39 Posted: 03 Aug 2006 Last Revised: 07 Apr 2010
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance, Gabelli School of Business, Fordham University, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 950
29.

Risk Aversion and Clientele Effects

Number of pages: 76 Posted: 06 Mar 2008 Last Revised: 10 Mar 2010
Working Paper Series
Fordham University, Yale School of Management - International Center for Finance and Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 936
30.

The Quotation Behavior of ECNs and Nasdaq Market Makers

Number of pages: 37 Posted: 31 Dec 1998
Working Paper Series
Gabelli School of Business, Fordham University, Rutgers Business School and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 895
31.

Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR

Number of pages: 31 Posted: 06 Sep 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Credit Suisse - Fixed Income Division and Fordham University - Gabelli School of Business
Downloads 843
32.

The Adequacy of Investment Choices Offered By 401K Plans

EFA 2004 Maastricht Meetings Paper No. 1176
Number of pages: 45 Posted: 03 Aug 2004
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University

Multiple version iconThere are 3 versions of this paper

Downloads 808
33.

Character and Environment: The Status of Virtues in Organizations

Journal of Business Ethics, Vol. 78, 2008, Fordham Graduate School of Business Research Paper No. 2010-001
Number of pages: 16 Posted: 30 Apr 2010
Accepted Paper Series
Fordham University
Downloads 793
34.

Equilibrium Risk Premia for Risk Seekers

Number of pages: 31 Posted: 03 Feb 2005
Working Paper Series
Fordham University and Cornell University
Downloads 785
35.

Interest Rate Swaps and Economic Exposure

FRB Atlanta Working Paper No. 97-6
Number of pages: 30 Posted: 04 Jan 1998
Working Paper Series
Fordham University - Finance Area and Georgia State University - Department of Finance
Downloads 768
36.

Individual vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond

Number of pages: 44 Posted: 01 Nov 2006 Last Revised: 10 Mar 2010
Working Paper Series
Fordham University and Cornell University
Downloads 741
37.

The Determinants of Investment-Cash Flow Sensitivity

Number of pages: 41 Posted: 24 Jul 2006
Working Paper Series
Fordham University, Gabelli School of Business
Downloads 738
38.

Holdings Data, Security Returns and the Selection of Superior Mutual Funds

Number of pages: 59 Posted: 21 Feb 2007 Last Revised: 10 Mar 2010
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University
Downloads 736
39.

Liquidity: Considerations of a Portfolio Manager

Number of pages: 34 Posted: 20 Oct 2003
Working Paper Series
Columbia Business School - Finance and Economics and Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 715
40.

Why Issue Mandatory Convertibles? Theory and Empirical Evidence

EFA 2003 Glasgow
Number of pages: 54 Posted: 19 Jul 2003
Working Paper Series
Boston College - Carroll School of Management, Brandeis University - International Business School and Fordham University - Gabelli School of Business
Downloads 702
41.

Market Pricing of Economic Risks and Stock Returns

Number of pages: 36 Posted: 25 Mar 2008
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business and Fordham University - Gabelli School of Business
Downloads 667
42.

CEO Director Connections and Corporate Fraud

Fordham University Schools of Business Research Paper No. 1787500
Number of pages: 44 Posted: 22 Mar 2011
Working Paper Series
Gabelli School of Business, Fordham University, Rutgers Business School and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 660
43.

A Model-Independent Measure of Aggregate Idiosyncratic Risk

Number of pages: 48 Posted: 16 Mar 2005 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 657
44.

Credit Enhancement Through Financial Engineering: Freeport-McMoRan's Gold-Denominated Depositary Shares

AFA 2001 New Orleans Meetings
Number of pages: 53 Posted: 06 Oct 2000
Working Paper Series
Gabelli School of Business, Fordham University, University of Oklahoma - Michael F. Price College of Business and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 654
45.

The Future of Corporate Governance: Network Governance – A Lesson from the Financial Crisis

Fordham University Schools of Business Research Paper No. 2010-010
Number of pages: 15 Posted: 22 Mar 2010 Last Revised: 02 Nov 2013
Working Paper Series
International Institute for Self-Governance and Fordham University - Graduate School of Business Administration
Downloads 651
46.

An Early Warning Signal of Financial Crisis by Using the Deepness and Liquidity in Stock Markets

International Review of Applied Financial Issues and Economics, Vol. 4, No. 1, March 2012 , Fordham University Schools of Business Research Paper No. 2054498
Number of pages: 11 Posted: 09 May 2012 Last Revised: 09 Jul 2012
Accepted Paper Series
Piri Reis University, Fordham University Business School and Istanbul Bilgi University
Downloads 650
47.

An Empirical-Distribution-Based Option Pricing Model: A Solution to the Volatility Smile Puzzle

Rutgers University Working Paper
Number of pages: 35 Posted: 23 Feb 2002
Working Paper Series
Gabelli School of Business, Fordham University and Rutgers Business School
Downloads 648
48.

Institutional Ownership Composition and Accruals Quality

Number of pages: 40 Posted: 13 Sep 2006
Working Paper Series
California State University - Fullerton - Department of Finance and Fordham University - Accounting Area
Downloads 621
49.

Social Entrepreneurs as the Paragons of Shared Value Creation? A Critical Perspective

Fordham University Schools of Business Research Paper No. 2011-001
Number of pages: 31 Posted: 03 Feb 2011 Last Revised: 02 Nov 2013
Working Paper Series
Fordham University - Graduate School of Business Administration
Downloads 617
50.

Executive Compensation and Business Policy Choices at U.S. Commercial Banks

Journal of Financial and Quantitative Analysis (JFQA), Vol. 48, No. 1, 2013
Number of pages: 55 Posted: 31 Jan 2010 Last Revised: 19 Jun 2015
Accepted Paper Series
University of Kansas School of Business, Fordham University - Accounting Area and Gabelli School of Business, Fordham University
Downloads 616