1.
High Frequency Trading and the New-Market Makers
Journal of Financial Markets, Vol. 16, 2013
Number of pages: 49
Posted: 10 Dec 2010
Last Revised: 31 Dec 2013
Accepted Paper Series
VU Amsterdam
Downloads
10,566
2.
The Short of It: Investor Sentiment and Anomalies
Journal of Financial Economics (JFE), Vol. 104, pp 288-302, May 2012, AFA 2012 Chicago Meetings Paper
Number of pages: 37
Posted: 15 Mar 2010
Last Revised: 11 Mar 2012
Accepted Paper Series
University of Pennsylvania - The Wharton School, Tsinghua University - PBC School of Finance and Shanghai Mingshi Investment Company
There are 2 versions of this paper
The Short of It: Investor Sentiment and Anomalies
Journal of Financial Economics (JFE), Vol. 104, pp 288-302, May 2012, AFA 2012 Chicago Meetings Paper
Number of pages: 37
Posted: 15 Mar 2010
Last Revised: 11 Mar 2012
Downloads
4,974
The Short of it: Investor Sentiment and Anomalies
NBER Working Paper No. w16898
Number of pages: 32
Posted: 28 Mar 2011
Downloads
87
Downloads
4,974
3.
Private Equity and the Resolution of Financial Distress
AFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012
Number of pages: 58
Posted: 21 Mar 2011
Last Revised: 14 Mar 2014
Working Paper Series
Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce
Downloads
2,756
4.
Managing Risk Management
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 18 Mar 2011
Last Revised: 20 Dec 2013
Working Paper Series
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Duke University, Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Downloads
2,475
5.
Do Anti-Takeover Provisions Spur Corporate Innovation? A Regression Discontinuity Analysis
Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 66
Posted: 17 Mar 2010
Last Revised: 12 Feb 2017
Working Paper Series
Boston College - Carroll School of Management and Tsinghua University - PBC School of Finance
Downloads
2,246
6.
Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance
The Review of Financial Studies, Forthcoming
, AFA 2012 Chicago Meetings Paper, Charles A. Dice Center Working Paper No. 2011-14, Fisher College of Business Working Paper No. 2011-03-014, UCD & CalPERS Sustainability & Finance Symposium 2013
Number of pages: 50
Posted: 22 Jul 2011
Last Revised: 22 Jul 2013
Accepted Paper Series
Fuqua School of Business, Duke University and Vanderbilt University - Finance
Downloads
2,203
7.
Word Power: A New Approach for Content Analysis
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 18 Mar 2011
Last Revised: 15 Jul 2013
Accepted Paper Series
Emory University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads
2,070
8.
Corporate Political Donations: Investment or Agency?
published in Business and Politics 14.1 (2012), AFA 2012 Chicago Meetings Paper, 2008 WFA Meeting Paper
Number of pages: 43
Posted: 17 Mar 2008
Last Revised: 05 Oct 2014
Accepted Paper Series
Northeastern University, University of Kansas - Finance Area and University of Minnesota - Twin Cities - Carlson School of Management
Downloads
2,034
9.
Cross-Section of Option Returns and Idiosyncratic Stock Volatility
AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (JFE), Vol. 108, No. 1, 2013, McCombs Research Paper Series No. FIN-15-09
Number of pages: 48
Posted: 17 Mar 2011
Last Revised: 27 Nov 2016
Accepted Paper Series
Chinese University of Hong Kong - Department of Finance and University of Toronto, Rotman School of Management
Downloads
2,030
10.
Banks’ Non-Interest Income and Systemic Risk
AFA 2012 Chicago Meetings Paper
Number of pages: 44
Posted: 23 Mar 2011
Last Revised: 03 Apr 2015
Working Paper Series
Princeton University - Department of Economics, Columbia University and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads
1,996
11.
CEO Compensation and Corporate Risk: Evidence from a Natural Experiment
Journal of Accounting & Economics (JAE), 2013, 56(2-3), pp. 79-101., AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 02 Dec 2010
Last Revised: 17 Jun 2014
Accepted Paper Series
Washington University in St. Louis, Northwestern University - Kellogg School of Management and Washington University in Saint Louis - Olin Business School
Downloads
1,983
12.
The WACC Fallacy: The Real Effects of Using a Unique Discount Rate
Journal of Finance, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 62
Posted: 21 Feb 2011
Last Revised: 18 Jul 2014
Accepted Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), Toulouse School of Economics and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads
1,819
13.
Shareholder Litigation in Mergers and Acquisitions
18 Journal of Corporate Finance 1248 (2012), AFA 2012 Chicago Meetings Paper, 6th Annual Conference on Empirical Legal Studies, Northwestern Univ Law School 2011, Georgetown Law and Economics Research Paper No. 11-23, Vanderbilt Law and Economics Research Paper No. 10-37
Number of pages: 57
Posted: 09 Dec 2010
Last Revised: 05 May 2017
Accepted Paper Series
Case Western Reserve University - Department of Banking & Finance, University of New South Wales - Australian School of Business, Vanderbilt University - Law School and Georgetown University Law Center
Downloads
1,770
14.
Political Climate, Optimism, and Investment Decisions
AFA 2012 Chicago Meetings Paper
Number of pages: 40
Posted: 21 Nov 2009
Last Revised: 20 Apr 2012
Working Paper Series
University of Colorado at Denver - Department of Finance, University of Miami - School of Business Administration and Brigham Young University
Downloads
1,732
15.
Market Timing, Investment, and Risk Management
AFA 2012 Chicago Meetings Paper
Number of pages: 59
Posted: 16 Mar 2010
Last Revised: 29 Mar 2012
Working Paper Series
Columbia Business School - Department of Economics, Massachusetts Institute of Technology and Columbia Business School - Finance and Economics
There are 2 versions of this paper
Market Timing, Investment, and Risk Management
AFA 2012 Chicago Meetings Paper
Number of pages: 59
Posted: 16 Mar 2010
Last Revised: 29 Mar 2012
Downloads
1,718
Market Timing, Investment, and Risk Management
NBER Working Paper No. w16808
Number of pages: 55
Posted: 28 Feb 2011
Downloads
41
Downloads
1,718
16.
Dynamic Hedging in Incomplete Markets: A Simple Solution
AFA 2012 Chicago Meetings Paper
Number of pages: 49
Posted: 07 Nov 2008
Last Revised: 12 May 2011
Working Paper Series
London Business School and London School of Economics and Political Science
There are 2 versions of this paper
Dynamic Hedging in Incomplete Markets: A Simple Solution
AFA 2012 Chicago Meetings Paper
Number of pages: 49
Posted: 07 Nov 2008
Last Revised: 12 May 2011
Downloads
1,708
Dynamic Hedging in Incomplete Markets: A Simple Solution
CEPR Discussion Paper No. DP8402
Number of pages: 51
Posted: 26 May 2011
Downloads
6
Downloads
1,708
17.
Shareholder Voting and Corporate Governance Around the World
Review of Financial Studies, July 13, 2015, Volume 28, Issue 8
Number of pages: 59
Posted: 04 Nov 2010
Last Revised: 18 Nov 2015
Accepted Paper Series
Pennsylvania State University - Department of Finance, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of Alberta - Department of Finance and Statistical Analysis
There are 2 versions of this paper
Shareholder Voting and Corporate Governance Around the World
Review of Financial Studies, July 13, 2015, Volume 28, Issue 8
Number of pages: 59
Posted: 04 Nov 2010
Last Revised: 18 Nov 2015
Downloads
1,674
Shareholder Voting and Corporate Governance Around the World
Review of Financial Studies, July 2015
Volume 28 Issue 8, University of Alberta School of Business Research Paper No. 2015-501
Number of pages: 60
Posted: 19 Nov 2015
Downloads
104
Downloads
1,674
18.
CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion
AFA 2012 Chicago Meetings Paper
Number of pages: 42
Posted: 14 Mar 2011
Last Revised: 24 May 2012
Working Paper Series
WHU - Otto Beisheim School of Management, Univ. Lille, SKEMA Business School and California Institute of Technology
Downloads
1,660
19.
Investor Learning and Mutual Fund Flows
AFA 2012 Chicago Meetings Paper
Number of pages: 38
Posted: 16 Mar 2011
Last Revised: 31 Jan 2012
Working Paper Series
University of Texas at Austin - Department of Finance, University of Texas at Dallas and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads
1,647
20.
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
Journal of Finance, Forthcoming
Number of pages: 78
Posted: 21 Mar 2011
Last Revised: 14 Nov 2013
Accepted Paper Series
Georgia State University, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads
1,569
21.
Earnings Announcements and Systematic Risk
Journal of Finance, vol. 71, 2016, 83–138.
2016 Amundi Smith Breeden Prize, AFA 2012 Chicago Meetings Paper
Number of pages: 83
Posted: 17 Mar 2011
Last Revised: 12 Jan 2017
Accepted Paper Series
Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads
1,567
22.
Dark Pool Trading Strategies, Market Quality and Welfare
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper, Charles A. Dice Center Working Paper No. 2010-6 , Fisher College of Business Working Paper No. 2010-03-06
Number of pages: 53
Posted: 18 Mar 2010
Last Revised: 07 Jan 2016
Accepted Paper Series
Université Paris Dauphine - Department of Finance, Bocconi University and IGIER and Baffi Carefin and The Ohio State University - Fisher College of Business
Downloads
1,550
23.
Innovative Efficiency and Stock Returns
Journal of Financial Economics (JFE), Vol. 107, 2013
Number of pages: 62
Posted: 04 Apr 2011
Last Revised: 15 Jun 2018
Accepted Paper Series
University of California, Irvine - Paul Merage School of Business, University of Hong Kong and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads
1,536
24.
Risk-Taking by Banks: What Did We Know and When Did We Know It?
AFA 2012 Chicago Meetings Paper
Number of pages: 48
Posted: 03 Jun 2010
Last Revised: 18 Nov 2011
Working Paper Series
University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads
1,522
25.
Acquiring Innovation
AFA 2012 Chicago Meetings Paper
Number of pages: 45
Posted: 28 Dec 2010
Last Revised: 26 Oct 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance and Tsinghua University - PBC School of Finance
Downloads
1,498
26.
Capitalizing on Capitol Hill: Informed Trading by Hedge Fund Managers
Journal of Financial Economics (2016) 121, 521-545., AFA 2012 Chicago Meetings Paper, Fifth Singapore International Conference on Finance 2011
Number of pages: 55
Posted: 13 Nov 2010
Last Revised: 24 Feb 2017
Accepted Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
1,401
27.
Price Support by Bank-Affiliated Mutual Funds
AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (115), 2015
Number of pages: 76
Posted: 02 Aug 2010
Last Revised: 23 Mar 2016
Accepted Paper Series
University of Notre Dame and Universidad Carlos III de Madrid
Downloads
1,370
28.
Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns
McCombs Research Paper Series No. FIN-01-11, AFA 2012 Chicago Meetings Paper
Number of pages: 43
Posted: 07 Jan 2011
Last Revised: 18 Jun 2011
Working Paper Series
University of Toronto, Rotman School of Management and San Francisco State University
Downloads
1,317
29.
Operating Leverage and Corporate Financial Policies
AFA 2012 Chicago Meetings Paper
Number of pages: 52
Posted: 22 Mar 2011
Last Revised: 21 Nov 2014
Working Paper Series
University of Colorado at Boulder - Leeds School of Business, Smeal College of Business - Pennsylvania State University and U.S. Securities and Exchange Commission
Downloads
1,289
30.
The Price of Commodity Risk in Stock and Futures Markets
AFA 2012 Chicago Meetings Paper
Number of pages: 54
Posted: 18 Mar 2011
Last Revised: 11 May 2014
Working Paper Series
New University of Lisbon - Nova School of Business and Economics, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Downloads
1,245
31.
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
Charles A. Dice Center Working Paper No. 2011-10 , Fisher College of Business Working Paper No. 2011-03-010, AFA 2012 Chicago Meetings Paper, Swiss Finance Institute Research Paper No. 11-19
Number of pages: 55
Posted: 07 Mar 2011
Last Revised: 12 Oct 2011
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Tulane University - A.B. Freeman School of Business and Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
Charles A. Dice Center Working Paper No. 2011-10 , Fisher College of Business Working Paper No. 2011-03-010, AFA 2012 Chicago Meetings Paper, Swiss Finance Institute Research Paper No. 11-19
Number of pages: 55
Posted: 07 Mar 2011
Last Revised: 12 Oct 2011
Downloads
1,183
This Time is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
NBER Working Paper No. w17038
Number of pages: 51
Posted: 16 May 2011
Downloads
52
Downloads
1,183
32.
Innovation, Growth, and Asset Prices
AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 21 Mar 2011
Last Revised: 12 Jun 2014
Working Paper Series
London Business School and Duke University - The Fuqua School of Business
Downloads
1,164
33.
How Safe are Money Market Funds?
Quarterly Journal of Economics, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 25 Feb 2011
Last Revised: 13 Mar 2013
Accepted Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and New York University (NYU) - Department of Finance
Downloads
1,142
34.
Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation
CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, AFA 2012 Chicago Meetings Paper
Number of pages: 81
Posted: 07 Aug 2009
Last Revised: 10 Jan 2018
Working Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and Kansas State University
Downloads
1,124
35.
The Dark Side of Trading
Emory Law and Economics Research Paper No. 11-95, Emory Public Law Research Paper No. 11-143, AFA 2012 Chicago Meetings Paper
Number of pages: 54
Posted: 04 Feb 2011
Working Paper Series
Emory University - Department of Accounting, Florida International University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
There are 2 versions of this paper
The Dark Side of Trading
Emory Law and Economics Research Paper No. 11-95, Emory Public Law Research Paper No. 11-143, AFA 2012 Chicago Meetings Paper
Number of pages: 54
Posted: 04 Feb 2011
Downloads
1,114
Downloads
1,114
36.
The European Union, the Euro, and Equity Market Integration
AFA 2012 Chicago Meetings Paper
Number of pages: 48
Posted: 21 Mar 2010
Last Revised: 13 Oct 2012
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
There are 2 versions of this paper
The European Union, the Euro, and Equity Market Integration
AFA 2012 Chicago Meetings Paper
Number of pages: 48
Posted: 21 Mar 2010
Last Revised: 13 Oct 2012
Downloads
1,105
The European Union, the Euro, and Equity Market Integration
NBER Working Paper No. w16583
Number of pages: 50
Posted: 06 Dec 2010
Downloads
22
Downloads
1,105
37.
Leverage Dynamics over the Business Cycle
AFA 2012 Chicago Meetings Paper
Number of pages: 61
Posted: 15 Feb 2011
Last Revised: 24 Nov 2015
Working Paper Series
Stockholm School of Economics & Swedish House of Finance, Monash University -Department of Banking and Finance and Vienna University of Economics and Business
Downloads
990
38.
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
AFA 2012 Chicago Meetings Paper
Number of pages: 52
Posted: 22 Mar 2011
Working Paper Series
University of Maryland - Robert H. Smith School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
There are 2 versions of this paper
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Number of pages: 52
Posted: 25 Jan 2011
Last Revised: 29 Feb 2012
Downloads
1,591
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
AFA 2012 Chicago Meetings Paper
Number of pages: 52
Posted: 22 Mar 2011
Downloads
976
Downloads
976
39.
The Good, The Bad, and The Lucky: Projected Earnings Accuracy and Profitability of Stock Recommendations
AFA 2012 Chicago Meetings Paper
Number of pages: 51
Posted: 18 Mar 2011
Last Revised: 13 Aug 2012
Working Paper Series
University of Cologne - Department of Corporate Finance, University of Cologne and University of Cologne
Downloads
929
40.
Liquidity Risk of Corporate Bond Returns: A Conditional Approach
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 73
Posted: 20 May 2010
Last Revised: 26 Oct 2012
Accepted Paper Series
New York University - Leonard N. Stern School of Business, New York University - Stern School of Business and Arizona State University (ASU) - Finance Department
There are 2 versions of this paper
Liquidity Risk of Corporate Bond Returns: A Conditional Approach
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 73
Posted: 20 May 2010
Last Revised: 26 Oct 2012
Downloads
927
Liquidity Risk of Corporate Bond Returns: A Conditional Approach
NBER Working Paper No. w16394
Number of pages: 76
Posted: 27 Sep 2010
Last Revised: 17 Oct 2010
Downloads
46
Downloads
927
41.
Ambiguity Shifts and the 2007-2008 Financial Crisis
AFA 2012 Chicago Meetings Paper
Number of pages: 92
Posted: 17 Feb 2009
Last Revised: 13 Sep 2011
Working Paper Series
Federal Reserve Bank of New York
Downloads
912
42.
Corporate Innovations and Mergers and Acquisitions
AFA 2012 Chicago Meetings Paper
Number of pages: 66
Posted: 18 Dec 2010
Last Revised: 29 Jul 2014
Working Paper Series
University of British Columbia - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
There are 2 versions of this paper
Corporate Innovations and Mergers and Acquisitions
AFA 2012 Chicago Meetings Paper
Number of pages: 66
Posted: 18 Dec 2010
Last Revised: 29 Jul 2014
Downloads
897
Corporate Innovations and Mergers and Acquisitions
Journal of Finance, Forthcoming
Number of pages: 78
Posted: 26 Aug 2011
Last Revised: 06 Nov 2014
Downloads
583
Downloads
897
43.
Social Networks, Information Acquisition, and Asset Prices
Management Science, 2013, 59(6), 1444-1457
Number of pages: 43
Posted: 18 Mar 2011
Last Revised: 21 Jun 2016
Accepted Paper Series
University of Toronto, Rotman School of Management and University of Toronto - Rotman School of Management
Downloads
838
44.
Asymmetric Attention and Stock Returns
Number of pages: 40
Posted: 01 Mar 2011
Last Revised: 02 Apr 2017
Working Paper Series
University of Toronto - Department of Economics, University of Toronto - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads
798
45.
Waves of International Mergers and Acquisitions
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 18 Mar 2011
Last Revised: 05 Oct 2017
Working Paper Series
Securities and Exchange Commission (SEC)
Downloads
784
46.
Financial Intermediaries and the Cross-Section of Asset Returns
Journal of Finance, December 2014, AFA 2012 Chicago Meetings Paper
Number of pages: 58
Posted: 23 Mar 2011
Last Revised: 20 Nov 2014
Accepted Paper Series
International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads
776
47.
An Empirical Target Zone Model of Dynamic Capital Structure
AFA 2012 Chicago Meetings Paper
Number of pages: 53
Posted: 19 Mar 2011
Last Revised: 19 Nov 2015
Working Paper Series
University of Southern California - Marshall School of Business and Stanford University - Graduate School of Business
Downloads
771
48.
Information Content When Mutual Funds Deviate from Benchmarks
AFA 2012 Chicago Meetings Paper
Number of pages: 33
Posted: 12 Mar 2011
Last Revised: 16 Sep 2013
Accepted Paper Series
Michigan State University, Erasmus University - Rotterdam School of Management and IMC Financial Markets & Asset Management
Downloads
758
49.
An Epidemiological Approach to Opinion and Price-Volume Dynamics
AFA 2012 Chicago Meetings Paper
Number of pages: 50
Posted: 13 Mar 2010
Last Revised: 13 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University
Downloads
743
50.
The Optimal Duration of Executive Compensation: Theory and Evidence
AFA 2012 Chicago Meetings Paper
Number of pages: 43
Posted: 10 Aug 2010
Last Revised: 09 Jan 2013
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, Washington University in Saint Louis - Olin Business School, Pennsylvania State University - Smeal College of Business and Washington University, Saint Louis - John M. Olin School of Business
Downloads
735
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