1.
How Active is Your Fund Manager? A New Measure That Predicts Performance
AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47
Posted: 21 Mar 2006
Last Revised: 07 May 2009
Working Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance
There are 2 versions of this paper
How Active is Your Fund Manager? A New Measure That Predicts Performance
AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47
Posted: 21 Mar 2006
Last Revised: 07 May 2009
Downloads
25,289
How Active is Your Fund Manager? A New Measure that Predicts Performance
The Review of Financial Studies, Vol. 22, Issue 9, pp. 3329-3365, 2009
Posted: 08 Sep 2009
Downloads
25,289
2.
Managerial Compensation and Capital Structure Under Asymmetric Information
Number of pages: 27
Posted: 02 Mar 2007
Working Paper Series
University of Warwick - Finance Group
There are 2 versions of this paper
Managerial Compensation and Capital Structure Under Asymmetric Information
Number of pages: 27
Posted: 02 Mar 2007
Downloads
22,933
Downloads
22,933
3.
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, VU Amsterdam - School of Business and Economics, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Chicago - Booth School of Business
Downloads
19,009
4.
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
18,161
5.
Performance of Private Equity Funds
EFA 2005 Moscow Meetings
Number of pages: 50
Posted: 07 Aug 2005
Last Revised: 28 Mar 2008
Working Paper Series
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads
15,517
6.
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31
Posted: 07 Aug 2008
Last Revised: 21 Jun 2013
Accepted Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies
There are 2 versions of this paper
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31
Posted: 07 Aug 2008
Last Revised: 21 Jun 2013
Downloads
13,591
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Journal of Portfolio Management, pp. 23-28, Fall 2008, ERIM Report Series Reference No. ERS-2008-033-F&A
Number of pages: 34
Posted: 08 Oct 2008
Last Revised: 18 Aug 2010
Downloads
993
Downloads
13,591
7.
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
11,612
Are Stocks Really Less Volatile in the Long Run?
NBER Working Paper No. w14757
Number of pages: 54
Posted: 26 Feb 2009
Downloads
130
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
11,612
8.
Bank Lending During the Financial Crisis of 2008
EFA 2009 Bergen Meetings Paper, Journal of Financial Economics (JFE), Vol. 97, 319-338, 2010
Number of pages: 45
Posted: 10 Nov 2008
Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and Harvard Business School - Finance Unit
Downloads
10,463
9.
Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
Journal of Financial Economics 101(3), 621-640, September 2011
Number of pages: 43
Posted: 19 Mar 2008
Last Revised: 19 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting
Downloads
9,792
10.
Hedge Funds with Style
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35
Posted: 21 Feb 2001
Working Paper Series
New York University - Stern School of Business and Yale School of Management - International Center for Finance
There are 3 versions of this paper
Hedge Funds with Style
EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35
Posted: 21 Feb 2001
Downloads
9,244
Hedge Funds with Style
NBER Working Paper No. w8173
Number of pages: 37
Posted: 16 Mar 2001
Last Revised: 05 Oct 2001
Downloads
223
Downloads
180
Downloads
9,244
11.
Did Securitization Lead to Lax Screening? Evidence from Subprime Loans
EFA 2008 Athens Meetings Paper
Number of pages: 59
Posted: 03 Mar 2008
Last Revised: 11 Jan 2009
Working Paper Series
The Wharton School - University of Pennsylvania, Real Estate Department, Sorin Capital Management, LLC, Stanford University and London Business School
Downloads
9,239
12.
Earnings Management and Investor Protection: An International Comparison
MIT Sloan Working Paper No. 4225-01; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32
Posted: 18 Sep 2001
Last Revised: 17 Mar 2008
Working Paper Series
University of Chicago - Booth School of Business, University of Miami - Department of Accounting and Boston University Questrom School of Business
There are 2 versions of this paper
Earnings Management and Investor Protection: An International Comparison
MIT Sloan Working Paper No. 4225-01; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32
Posted: 18 Sep 2001
Last Revised: 17 Mar 2008
Downloads
8,632
Earnings Management and Investor Protection: An International Comparison
Journal of Financial Economics 69, pp. 505-527, 2003
Posted: 04 Nov 2002
Downloads
8,632
13.
Testing the Pecking Order Theory of Capital Structure
EFA 0157: AFA 2001 New Orleans
Number of pages: 53
Posted: 12 Dec 2000
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
7,872
14.
Capital Structure Decisions: Which Factors are Reliably Important?
Number of pages: 60
Posted: 24 Jul 2004
Last Revised: 11 Dec 2007
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
7,635
15.
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48
Posted: 22 Mar 2002
Working Paper Series
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)
There are 2 versions of this paper
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48
Posted: 22 Mar 2002
Downloads
7,415
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007
Posted: 26 Jun 2008
Downloads
7,415
16.
Corporate Social Responsibility as a Conflict between Shareholders
EFA 2006 Zurich Meetings
Number of pages: 33
Posted: 20 Mar 2005
Working Paper Series
Simon Fraser University (SFU) - Beedie School of Business and HEC Montreal
Downloads
7,377
17.
Corporate Governance and the Returns on Investment
EFA 2002 Berlin Meetings Presented Paper; and ECGI - Finance Working Paper No. 06/2003
Number of pages: 59
Posted: 23 Apr 2003
Working Paper Series
Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management
Downloads
7,082
18.
Striking Oil: Another Puzzle?
EFA 2005 Moscow Meetings Paper
Number of pages: 43
Posted: 14 Aug 2005
Working Paper Series
Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management
There are 3 versions of this paper
Striking Oil: Another Puzzle?
EFA 2005 Moscow Meetings Paper
Number of pages: 43
Posted: 14 Aug 2005
Downloads
7,004
Striking Oil: Another Puzzle
ERIM Report Series Reference No. ERS-2003-082-F&A
Number of pages: 37
Posted: 30 Nov 2006
Downloads
827
Downloads
7,004
19.
Ownership: Evolution and Regulation
ECGI - Finance Working Paper No. 09/2003, EFA 2004 Maastricht Meetings Paper No. 3205, AFA 2003 Washington, DC Meetings, Review of Financial Studies, Forthcoming
Number of pages: 68
Posted: 26 Jan 2004
Last Revised: 30 Jun 2008
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School and Bocconi University
There are 2 versions of this paper
Ownership: Evolution and Regulation
ECGI - Finance Working Paper No. 09/2003, EFA 2004 Maastricht Meetings Paper No. 3205, AFA 2003 Washington, DC Meetings, Review of Financial Studies, Forthcoming
Number of pages: 68
Posted: 26 Jan 2004
Last Revised: 30 Jun 2008
Downloads
6,597
Ownership: Evolution and Regulation
The Review of Financial Studies, Vol. 22, No. 10, pp. 4009-4056, 2009
Posted: 28 Sep 2009
Downloads
6,597
20.
Accounting Discretion, Corporate Governance and Firm Performance
14th Annual Conference on Financial Economics and Accounting (FEA); EFA 2003 Annual Conference Paper No. 127
Number of pages: 65
Posted: 20 Jan 2004
Working Paper Series
Univeristy of San Diego - School of Business, Columbia Business School and Duke University - Fuqua School of Business
There are 2 versions of this paper
Accounting Discretion, Corporate Governance and Firm Performance
14th Annual Conference on Financial Economics and Accounting (FEA); EFA 2003 Annual Conference Paper No. 127
Number of pages: 65
Posted: 20 Jan 2004
Downloads
6,310
Accounting Discretion, Corporate Governance and Firm Performance
Contemporary Accounting Research, Forthcoming
Posted: 15 Oct 2007
Downloads
6,310
21.
Governance Mechanisms and Equity Prices
Yale ICF Working Paper No. 03-15; NYU, Ctr for Law and Business Research Paper No. 03-09; AFA 2004 San Diego Meetings
Number of pages: 62
Posted: 18 Sep 2003
Working Paper Series
University of Notre Dame and University of Pennsylvania - Finance Department
There are 2 versions of this paper
Governance Mechanisms and Equity Prices
Yale ICF Working Paper No. 03-15; NYU, Ctr for Law and Business Research Paper No. 03-09; AFA 2004 San Diego Meetings
Number of pages: 62
Posted: 18 Sep 2003
Downloads
6,288
Governance Mechanisms and Equity Prices
Journal of Finance, Vol. 60, No. 6, pp. 2859-2894, 2005
Posted: 20 Oct 2006
Downloads
6,288
22.
Capital Structure and Debt Structure
EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 56
Posted: 19 Mar 2008
Last Revised: 18 Feb 2010
Working Paper Series
Stanford Graduate School of Business and University of Chicago - Booth School of Business
There are 2 versions of this paper
Capital Structure and Debt Structure
EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 56
Posted: 19 Mar 2008
Last Revised: 18 Feb 2010
Downloads
6,251
Capital Structure and Debt Structure
NBER Working Paper No. w14488
Number of pages: 50
Posted: 17 Nov 2008
Last Revised: 04 Aug 2010
Downloads
142
Downloads
6,251
23.
An International Comparison of Capital Structure and Debt Maturity Choices
AFA 2005 Philadelphia Meetings
Number of pages: 55
Posted: 27 Dec 2004
Last Revised: 04 Oct 2011
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy, The University of Melbourne - Department of Finance and University of Texas at Austin - Department of Finance
There are 2 versions of this paper
An International Comparison of Capital Structure and Debt Maturity Choices
AFA 2005 Philadelphia Meetings
Number of pages: 55
Posted: 27 Dec 2004
Last Revised: 04 Oct 2011
Downloads
6,187
An International Comparison of Capital Structure and Debt Maturity Choices
NBER Working Paper No. w16445
Number of pages: 56
Posted: 12 Oct 2010
Downloads
94
Downloads
6,187
24.
Long-Term Global Market Correlations
Yale ICF Working Paper No. 08-04
Number of pages: 46
Posted: 25 Oct 2001
Last Revised: 24 Jan 2008
Working Paper Series
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
There are 2 versions of this paper
Long-Term Global Market Correlations
Yale ICF Working Paper No. 08-04
Number of pages: 46
Posted: 25 Oct 2001
Last Revised: 24 Jan 2008
Downloads
6,125
Long-Term Global Market Correlations
NBER Working Paper No. w8612
Number of pages: 52
Posted: 17 Nov 2001
Last Revised: 25 Oct 2010
Downloads
158
Downloads
6,125
25.
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53
Posted: 05 Mar 2008
Last Revised: 03 Feb 2011
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads
5,599
26.
The Failure of Models that Predict Failure: Distance, Incentives and Defaults
Chicago GSB Research Paper No. 08-19, Ross School of Business Paper No. 1122, EFA 2009 Bergen Meetings Paper
Number of pages: 46
Posted: 10 Nov 2008
Last Revised: 15 Aug 2010
Working Paper Series
Stephen M. Ross School of Business, University of Michigan, Stanford University and London Business School
Downloads
5,284
27.
Why are Buyouts Levered? The Financial Structure of Private Equity Funds
Charles A. Dice Center Working Paper No. 2008-15; Fisher College of Business Working Paper No. 2008-03-014, Journal of Finance, Forthcoming
Number of pages: 83
Posted: 12 Mar 2005
Last Revised: 28 Oct 2008
Accepted Paper Series
London School of Economics, Swedish House of Finance and Ohio State University (OSU) - Department of Finance
Downloads
5,264
28.
Cross-Country Determinants of Mergers and Acquisitions
ECGI - Finance Working Paper No. 25/2003; AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 251
Number of pages: 40
Posted: 29 May 2003
Working Paper Series
Bocconi University and City University London - Faculty of Finance
There are 2 versions of this paper
Cross-Country Determinants of Mergers and Acquisitions
ECGI - Finance Working Paper No. 25/2003; AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 251
Number of pages: 40
Posted: 29 May 2003
Downloads
5,241
Cross-Country Determinants of Mergers and Acquisitions
CEPR Discussion Paper No. 3889
Number of pages: 34
Posted: 20 Jun 2003
Downloads
65
Downloads
5,241
29.
Estimating the Dynamics of Mutual Fund Alphas and Betas
Yale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings
Number of pages: 40
Posted: 10 Mar 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance
There are 2 versions of this paper
Estimating the Dynamics of Mutual Fund Alphas and Betas
Yale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings
Number of pages: 40
Posted: 10 Mar 2005
Downloads
5,222
Estimating the Dynamics of Mutual Fund Alphas and Betas
The Review of Financial Studies, Vol. 21, Issue 1, pp. 233-264, 2008
Posted: 26 Jun 2008
Downloads
5,222
30.
Creditor Control Rights, Corporate Governance, and Firm Value
Number of pages: 79
Posted: 17 Aug 2009
Last Revised: 14 Dec 2011
Working Paper Series
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads
5,121
31.
Real Options Valuation: A Monte Carlo Approach
Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 71
Posted: 06 Mar 2002
Working Paper Series
University of Warwick - Finance Group
Downloads
5,106
32.
Incentives Versus Standards: Properties of Accounting Income in Four East Asian Countries, and Implications for Acceptance of IAS
Simon School of Business Working Paper No. FR 00-04; Boston JAE Conference October 2002
Number of pages: 44
Posted: 06 Jan 2004
Working Paper Series
University of Chicago - Booth School of Business, Rochester Institute of Technology (RIT) and University of Rochester - Simon Business School
Downloads
4,904
33.
Pricing Default Swaps: Empirical Evidence
Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Number of pages: 49
Posted: 24 Dec 2001
Accepted Paper Series
Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads
4,827
34.
Corporate Performance, Board Structure and its Determinants in the Banking Industry
EFA 2005 Moscow Meetings
Number of pages: 42
Posted: 20 Jun 2005
Working Paper Series
University of Oxford and Independent
Downloads
4,735
35.
Systemic Risk and Hedge Funds
MIT Sloan Research Paper No. 4535-05, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 111
Posted: 07 Mar 2005
Working Paper Series
AlphaSimplex Group, LLC, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Systemic Risk and Hedge Funds
MIT Sloan Research Paper No. 4535-05, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 111
Posted: 07 Mar 2005
Downloads
4,687
Systemic Risk and Hedge Funds
NBER Working Paper No. w11200
Number of pages: 109
Posted: 19 Apr 2005
Last Revised: 10 Aug 2010
Downloads
363
Downloads
4,687
36.
Cross-Sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk
Yale ICF Working Paper No. 05-13, EFA 2005 Moscow Meetings Paper
Number of pages: 51
Posted: 23 Apr 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance and Yale University - International Center for Finance
Downloads
4,645
37.
Liquidity Risk, Leverage and Long-Run IPO Returns
Tuck School of Business Working Paper No. 2004-14, Journal of Corporate Finance, Vol. 11, pp. 1-35, 2005
Number of pages: 44
Posted: 17 Apr 2000
Last Revised: 30 Apr 2009
Accepted Paper Series
Tuck School of Business at Dartmouth and BI Norwegian Business School - Department of Financial Economics
There are 2 versions of this paper
Liquidity Risk, Leverage and Long-Run IPO Returns
Tuck School of Business Working Paper No. 2004-14, Journal of Corporate Finance, Vol. 11, pp. 1-35, 2005
Number of pages: 44
Posted: 17 Apr 2000
Last Revised: 30 Apr 2009
Downloads
4,645
Liquidity Risk, Leverage and Long-Run IPO Returns
CEPR Discussion Paper No. 4832
Number of pages: 47
Posted: 22 Apr 2005
Downloads
19
Downloads
4,645
38.
International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?
ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings
Number of pages: 65
Posted: 21 Dec 2004
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
There are 2 versions of this paper
International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?
ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings
Number of pages: 65
Posted: 21 Dec 2004
Downloads
4,455
International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?
Journal of Accounting Research, Vol. 44, No. 3, pp. 485-531, 2006
Posted: 17 Jan 2006
Last Revised: 20 Nov 2011
Downloads
4,455
39.
Momentum and Mean-Reversion in Strategic Asset Allocation
EFA 2006 Zurich Meetings
Number of pages: 34
Posted: 07 Jun 2006
Last Revised: 28 Jan 2009
Working Paper Series
University of Chicago - Booth School of Business, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads
4,397
40.
A Model of Credit Risk, Optimal Policies, and Asset Prices
AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45
Posted: 21 Mar 2001
Working Paper Series
London Business School and New York University (NYU) - Department of Finance
There are 5 versions of this paper
A Model of Credit Risk, Optimal Policies, and Asset Prices
AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45
Posted: 21 Mar 2001
Downloads
4,389
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-03-047
Number of pages: 46
Posted: 11 Nov 2008
Downloads
93
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. S-CDM-03-20
Number of pages: 46
Posted: 05 Nov 2008
Downloads
74
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-00-029
Number of pages: 41
Posted: 04 Nov 2008
Downloads
58
A Model of Credit Risk, Optimal Policies and Asset Prices
CEPR Discussion Paper No. 3413
Number of pages: 43
Posted: 31 Jul 2002
Downloads
32
Downloads
4,389
41.
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
EFA 2005 Moscow Meetings Paper
Number of pages: 51
Posted: 20 Jun 2005
Working Paper Series
University of California, Davis and University of California, Berkeley - Haas School of Business
There are 2 versions of this paper
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
EFA 2005 Moscow Meetings Paper
Number of pages: 51
Posted: 20 Jun 2005
Downloads
4,291
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
Review of Financial Studies, Vol. 21, No. 2, pp. 785-818, 2008
Posted: 26 Jun 2008
Downloads
4,291
42.
Liquidity and Credit Risk
EFA 2003 Glasgow
Number of pages: 48
Posted: 01 Aug 2003
Working Paper Series
McGill University and University of Warwick Business School - Financial Econometrics Research Centre
There are 2 versions of this paper
Downloads
4,251
43.
Efficiency and the Bear: Short Sales and Markets Around the World
Yale ICF Working Paper No. 02-45; EFA 2003 Annual Conference; AFA 2004 San Diego Meetings; 14th Annual Conference on Financial Economics & Accounting
Number of pages: 69
Posted: 06 Oct 2004
Working Paper Series
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
There are 3 versions of this paper
Efficiency and the Bear: Short Sales and Markets Around the World
Yale ICF Working Paper No. 02-45; EFA 2003 Annual Conference; AFA 2004 San Diego Meetings; 14th Annual Conference on Financial Economics & Accounting
Number of pages: 69
Posted: 06 Oct 2004
Downloads
4,206
Efficiency and the Bear: Short Sales and Markets Around the World
NBER Working Paper No. w9466
Number of pages: 44
Posted: 08 Feb 2003
Last Revised: 21 Jun 2009
Downloads
49
Efficiency and the Bear: Short Sales and Markets around the World
Journal of Finance, Forthcoming
Posted: 23 Jan 2006
Downloads
4,206
44.
Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Number of pages: 38
Posted: 30 Apr 2001
Working Paper Series
Kedge Capital Fund Management
Downloads
3,864
45.
Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?
EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48
Posted: 22 Mar 2002
Working Paper Series
University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads
3,838
46.
Unobserved Actions of Mutual Funds
Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58
Posted: 28 Feb 2005
Accepted Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business
There are 3 versions of this paper
Unobserved Actions of Mutual Funds
Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58
Posted: 28 Feb 2005
Downloads
3,835
Unobserved Actions of Mutual Funds
NBER Working Paper No. w11766
Number of pages: 49
Posted: 08 Feb 2006
Last Revised: 27 Aug 2010
Downloads
60
Unobserved Actions of Mutual Funds
The Review of Financial Studies, Vol. 21, Issue 6, pp. 2379-2416, 2008
Posted: 15 Dec 2008
Downloads
3,835
47.
Earnings Management and Tunneling Through Related Party Transactions: Evidence from Chinese Corporate Groups
EFA 2003 Annual Conference Paper No. 549
Number of pages: 48
Posted: 19 Jul 2003
Working Paper Series
University of Sothern California and Nanyang Technological University (NTU)
Downloads
3,782
48.
Improved Forecasting of Mutual Fund Alphas and Betas
Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings
Number of pages: 42
Posted: 27 Jul 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance
There are 2 versions of this paper
Improved Forecasting of Mutual Fund Alphas and Betas
Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings
Number of pages: 42
Posted: 27 Jul 2005
Downloads
3,781
Improved Forecasting of Mutual Fund Alphas and Betas
Review of Finance, Vol. 11, Issue 3, pp. 359-400, 2007
Posted: 14 Jul 2008
Downloads
3,781
49.
Predictive Regressions: A Present-Value Approach
Number of pages: 48
Posted: 04 Mar 2007
Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
There are 2 versions of this paper
Predictive Regressions: A Present-Value Approach
Number of pages: 48
Posted: 04 Mar 2007
Last Revised: 15 Sep 2013
Downloads
3,772
Predictive Regressions: A Present-Value Approach
NBER Working Paper No. w16263
Number of pages: 60
Posted: 16 Aug 2010
Downloads
70
Downloads
3,772
50.
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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
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
3,652
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
704
The Cross-Section and Time-Series of Stock and Bond Returns
NBER Working Paper No. w15688
Number of pages: 68
Posted: 01 Feb 2010
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241
The Cross-Section and Time-Series of Stock and Bond Returns
CEPR Discussion Paper No. DP9024
Number of pages: 69
Posted: 28 Sep 2012
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2
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3,652
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