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Gabelli School of Business, Fordham University Research Paper Series

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Viewing: 1 - 50 of 396 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 3,243
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 ASU WP Carey School of Business
Downloads 2,486
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 2,235
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 Fordham University, Gabelli School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,130
5.

Morningstar Ratings and Mutual Fund Performance

Number of pages: 53 Posted: 31 Jul 1999
Working Paper Series
Fordham University, Gabelli School of Business and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 1,964
6.

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 1,793
7.

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 Fordham University, Gabelli School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,755
8.

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 Fordham University, Gabelli School of Business
Downloads 1,732
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 1,696
10.

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
Fordham University, Gabelli School of Business, Rutgers Business School - New Brunswick and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,696
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 1,592
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
UNSW Business School, University of California, Berkeley - Haas School of Business, Columbia Business School, Cornell University and ASU WP Carey School of Business
Downloads 1,578
13.

Board Meetings, Committee Structure, and Firm Performance

Number of pages: 54 Posted: 20 Mar 2008
Working Paper Series
Rutgers Business School and Fordham University, Gabelli School of Business
Downloads 1,557
14.

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 1,401
15.

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 1,396
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 1,342
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 1,315
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 1,241
19.

Uncovered Interest Rate Parity Over the Past Two Centuries

Number of pages: 39 Posted: 02 Sep 2004
Working Paper Series
Fordham University, Gabelli School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,224
20.

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 1,202
21.

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
Fordham University, Gabelli School of Business, Fordham University, Gabelli School of Business, Lehigh University and Rutgers Business School: Newark and New Brunswick
Downloads 1,197
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 Fordham University, Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,143
23.

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 1,099
24.

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
Fordham University, Gabelli School of Business, Rutgers Business School - New Brunswick and Rutgers Business School - New Brunswick
Downloads 1,079
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 Fordham University, Gabelli School of Business
Downloads 1,018
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
Fordham University, Gabelli School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 980
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 966
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, Fordham University, Gabelli School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 954
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 938
30.

The Quotation Behavior of Ecns and NASDAQ Market Makers

Number of pages: 37 Posted: 31 Dec 1998
Working Paper Series
Fordham University, Gabelli School of Business, Rutgers Business School and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 898
31.

Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

Georgetown McDonough School of Business Research Paper No. 2812967, Gabelli School of Business, Fordham University Research Paper No. 2812967
Number of pages: 51 Posted: 09 Dec 2016 Last Revised: 10 Dec 2016
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 855
32.

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 845
33.

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 Fordham University, Gabelli School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 810
34.

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
35.

Equilibrium Risk Premia for Risk Seekers

Number of pages: 31 Posted: 03 Feb 2005
Working Paper Series
Fordham University and Cornell University
Downloads 787
36.

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 771
37.

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 752
38.

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 752
39.

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 Fordham University, Gabelli School of Business
Downloads 742
40.

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
Fordham University, Gabelli School of Business, Rutgers Business School and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 717
41.

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 716
42.

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 707
43.

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 678
44.

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 670
45.

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 660
46.

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
Fordham University, Gabelli School of Business, 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 660
47.

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 659
48.

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
Fordham University, Gabelli School of Business and Rutgers Business School
Downloads 652
49.

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 634
50.

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 629