SSRN Georgetown University McDonough School of Business Research Papers Series

1.

Optimal Capital Structure

Number of pages: 39 Posted: 20 Jan 2011 Last Revised: 15 Sep 2013

Working Paper Series

Jules H. van Binsbergen, John R. Graham and Jie Yang

University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Downloads 5,768

2.

Equity Trading in the 21st Century

Marshall School of Business Working Paper No. FBE 09-10

Number of pages: 54 Posted: 11 May 2010 Last Revised: 08 Aug 2015

Working Paper Series

James Angel, Lawrence Harris and Chester S. Spatt

Georgetown University - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Carnegie Mellon University - David A. Tepper School of Business

Downloads 3,287

3.

Using Fundamental Analysis to Assess Earnings Quality: Evidence from the Center for Financial Research and Analysis

Journal of Accounting, Auditing & Finance (Fall 2001, Volume 16, No. 4: 273 ! 295)

Number of pages: 32 Posted: 16 Oct 2000 Last Revised: 03 Jun 2016

Accepted Paper Series

Scott Whisenant and Patricia M. Fairfield

University of Kansas and Georgetown University - Department of Accounting and Business Law

There are 2 versions of this paper

Downloads 3,110

4.

Proxies and Databases in Financial Misconduct Research

Accounting Review, Forthcoming, Georgetown McDonough School of Business Research Paper No. 2811778

Number of pages: 67 Posted: 16 Feb 2017

Accepted Paper Series

Jonathan M. Karpoff, Allison Koester, D. Scott Lee and Gerald S. Martin

University of Washington - Michael G. Foster School of Business, Georgetown University, University of Nevada, Las Vegas - Lee Business School and American University - Kogod School of Business

Downloads 2,742

5.

The Cost of Debt

Journal of Finance, Forthcoming, WFA 2007 Big Sky, MT Meetings Paper, EFA 2007 Ljubljana Meetings Paper

Number of pages: 65 Posted: 08 Mar 2007 Last Revised: 15 Sep 2013

Working Paper Series

Jules H. van Binsbergen, John R. Graham and Jie Yang

University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

There are 2 versions of this paper

Downloads 2,740

6.

External Corporate Governance and Misreporting

Georgetown McDonough School of Business Research Paper No. 760324

Number of pages: 48 Posted: 26 Jul 2005 Last Revised: 24 Jun 2016

Working Paper Series

William R. Baber, Sok-Hyon Kang, Lihong Liang and Zinan Zhu

Georgetown University - Department of Accounting and Business Law, George Washington University - School of Business, Syracuse University and National University of Singapore

Downloads 2,287

7.

Economists' Statement on Network Neutrality Policy

AEI-Brookings Joint Center Working Paper No. RP07-08

Number of pages: 7 Posted: 28 Mar 2007

Working Paper Series

William J. Baumol, Robert E. Litan, Martin E. Cave, Peter Cramton, Robert W. Hahn, Thomas W. Hazlett, Paul L. Joskow, Alfred E. Kahn, John W. Mayo, Patrick A. Messerlin, Bruce M. Owen, Robert S. Pindyck, Vernon L. Smith, Scott Wallsten, Leonard Waverman, Lawrence J. White and Scott Savage

New York University - Stern School of Business, Berkley Center for Entrepreneurial Studies, Council on Foreign Relations (CFR) - Council on Foreign Relations- Washington D.C., University of Warwick - Warwick Business School, University of Maryland - Department of Economics, University of Oxford, Smith School, Clemson University, Alfred P. Sloan Foundation, National Economic Research Associates Inc. (NERA) (Deceased), Georgetown University - Department of Strategy/Economics/Ethics/Public Policy, Groupe d'Economie Mondiale at Sciences Po (GEM Paris), Stanford University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Chapman University - Economic Science Institute, Technology Policy Institute, London Business School, New York University (NYU) - Leonard N. Stern School of Business, Department of Economics and University of Colorado at Boulder - Department of Economics

Downloads 2,249

8.

Accrued Earnings and Growth: Implications for Earnings Persistence and Market Mispricing

Accounting Review, Vol. 78, No. 1, 2003

Number of pages: 32 Posted: 05 Jan 2001 Last Revised: 03 Jun 2016

Accepted Paper Series

Patricia M. Fairfield, Scott Whisenant and Teri Lombardi Yohn

Georgetown University - Department of Accounting and Business Law, University of Kansas and Indiana University - Kelley School of Business - Department of Accounting

Downloads 2,190

9.

Volatility Spreads and Expected Stock Returns

Number of pages: 33 Posted: 12 Nov 2007

Working Paper Series

Turan G. Bali and Armen Hovakimian

Georgetown University - Robert Emmett McDonough School of Business and Baruch College - Zicklin School of Business

There are 2 versions of this paper

Downloads 2,034

10.

Do U.S. Firms Have the Best Corporate Governance? A Cross-Country Examination of the Relation Between Corporate Governance and Shareholder Wealth

Fisher College of Business Working Paper No. 2006-03-006, ECGI - Finance Working Paper No. 145/2007, Charles A. Dice Center Working Paper No. 2006-25

Number of pages: 41 Posted: 02 Jan 2007

Working Paper Series

Reena Aggarwal, Isil Erel, René M. Stulz and Rohan Williamson

Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business

There are 2 versions of this paper

Downloads 2,003

11.

Demutualization and Corporate Governance of Stock Exchanges

Journal of Applied Corporate Finance, Vol. 15, Spring 2002

Number of pages: 22 Posted: 25 Nov 2002

Accepted Paper Series

Reena Aggarwal

Georgetown University - Robert Emmett McDonough School of Business

Downloads 1,908

12.

A Lottery Demand-Based Explanation of the Beta Anomaly

Georgetown McDonough School of Business Research Paper No. 2408146

Number of pages: 104 Posted: 13 Mar 2014 Last Revised: 03 Dec 2016

Working Paper Series

Turan G. Bali, Stephen Brown, Scott Murray and Yi Tang

Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business

Downloads 1,878

13.

On the Economic Sources of Stock Market Volatility

AFA 2008 New Orleans Meetings Paper

Number of pages: 54 Posted: 21 Mar 2007 Last Revised: 18 Sep 2012

Working Paper Series

Robert F. Engle, Eric Ghysels and Bumjean Sohn

New York University - Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School and Korea University Business School

There are 2 versions of this paper

Downloads 1,870

14.

Sustained Earnings and Revenue Growth, Earnings Quality, and Earnings Response Coefficients

Number of pages: 36 Posted: 12 May 2003

Working Paper Series

Al (Aloke) Ghosh, Zhaoyang Gu and Prem C. Jain

City University of New York (CUNY) - Baruch College, Chinese University of Hong Kong - School of Accountancy and Georgetown University - Department of Accounting and Business Law

There are 2 versions of this paper

Downloads 1,853

15.

How Much do Banks use Credit Derivatives to Reduce Risk?

AFA 2007 Chicago Meetings Paper, Fisher College of Business Working Paper No. 2006-03-001

Number of pages: 41 Posted: 25 Aug 2005

Working Paper Series

Bernadette A. Minton, Rohan Williamson and René M. Stulz

Ohio State University (OSU) - Department of Finance, Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

There are 2 versions of this paper

Downloads 1,737

16.

Shiller's CAPE: Market Efficiency and Risk

Georgetown McDonough School of Business Research Paper No. 2876644

Number of pages: 32 Posted: 30 Nov 2016 Last Revised: 18 Apr 2017

Working Paper Series

Valentin Dimitrov and Prem C. Jain

Rutgers, The State University of New Jersey - Accounting & Information Systems and Georgetown University - Department of Accounting and Business Law

Downloads 1,667

17.

Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns

Georgetown McDonough School of Business Research Paper

Number of pages: 82 Posted: 09 Sep 2013 Last Revised: 14 Aug 2017

Working Paper Series

Turan G. Bali, Jianfeng Hu and Scott Murray

Georgetown University - Robert Emmett McDonough School of Business, Singapore Management University - Lee Kong Chian School of Business and Georgia State University

Downloads 1,613

18.

Transaction Cost Economics: An Assessment of Empirical Research in the Social Sciences

Duke Law School Legal Studies Paper No. 115

Number of pages: 66 Posted: 16 Aug 2006 Last Revised: 28 Mar 2012

Working Paper Series

Barak D. Richman and Jeffrey Thomas Macher

Duke University - School of Law and Georgetown University - McDonough School of Business - Strategy, Economics and Policy

Downloads 1,536

19.

What is a Dollar Worth? The Market Value of Cash Holdings

Number of pages: 36 Posted: 10 Jul 2003

Working Paper Series

Lee Pinkowitz and Rohan Williamson

Georgetown University - Department of Finance and Georgetown University - McDonough School of Business

Downloads 1,530

20.

Does Governance Travel around the World? Evidence from Institutional Investors

Fisher College of Business Working Paper No. 2009-008, ECGI - Finance Working Paper No. 267/2010, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, Fourth Singapore International Conference on Finance 2010 Paper

Number of pages: 66 Posted: 24 Mar 2009 Last Revised: 24 Feb 2012

Working Paper Series

Reena Aggarwal, Isil Erel, Miguel A. Ferreira and Pedro P. Matos

Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business

There are 2 versions of this paper

Downloads 1,478

21.

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

Working Paper Series

Gurdip Bakshi, George Panayotov and Georgios Skoulakis

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

Downloads 1,469

22.

The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market

Journal of Finance, Forthcoming

Number of pages: 53 Posted: 17 Mar 2012 Last Revised: 22 May 2015

Working Paper Series

Reena Aggarwal, Pedro A. C. Saffi and Jason Sturgess

Georgetown University - Robert Emmett McDonough School of Business, University of Cambridge - Judge Business School and Queen Mary University of London

Downloads 1,433

23.

The Differential Persistence of Accruals and Cash Flows for Future Operating Income Versus Future Return on Assets

Review of Accounting Studies, Vol. 8, No. 2/3, 2003

Number of pages: 26 Posted: 05 Sep 2002 Last Revised: 03 Jun 2016

Accepted Paper Series

Patricia M. Fairfield, Scott Whisenant and Teri Lombardi Yohn

Georgetown University - Department of Accounting and Business Law, University of Kansas and Indiana University - Kelley School of Business - Department of Accounting

Downloads 1,412

24.

Stock Price Reactions to On-Target Earnings Announcements Implications for Earnings Management

GWU Working Paper

Number of pages: 39 Posted: 25 Jul 2001

Working Paper Series

William R. Baber and Sok-Hyon Kang

Georgetown University - Department of Accounting and Business Law and George Washington University - School of Business

Downloads 1,367

25.

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

Andrew Ang, Turan G. Bali and Nusret Cakici

BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

There are 4 versions of this paper

Downloads 1,363

26.

A New Look at Hedging with Derivatives: Will Firms Reduce Market Risk Exposure?

Number of pages: 40 Posted: 11 Oct 2006

Working Paper Series

Turan G. Bali, Susan Hume and Terrence F. Martell

Georgetown University - Robert Emmett McDonough School of Business, The College of New Jersey - School of Business and City University of New York (CUNY) - Baruch College - Zicklin School of Business

Downloads 1,357

27.

Earnings Volatility and Earnings Predictability

Journal of Accounting and Economics, Forthcoming

Number of pages: 57 Posted: 30 Aug 2006 Last Revised: 22 Feb 2012

Working Paper Series

Ilia D. Dichev and Vicki Wei Tang

Emory University - Department of Accounting and Georgetown University - Robert Emmett McDonough School of Business

Downloads 1,349

28.

Lessons from the Strategy of Banco Santander: The Three-Step Process of Internationalisation in Retail Banking

Number of pages: 44 Posted: 04 Feb 2008

Working Paper Series

Pedro Parada, Luisa Alemany and Marcel Planellas

ESADE Business School, ESADE Business School and ESADE Business School

Downloads 1,329

29.

Contrarian Investment, New Share Issues and Repurchases

Number of pages: 43 Posted: 15 Oct 2006 Last Revised: 27 Feb 2012

Working Paper Series

Turan G. Bali, K. Ozgur Demirtas and Armen Hovakimian

Georgetown University - Robert Emmett McDonough School of Business, Sabanci University and Baruch College - Zicklin School of Business

Downloads 1,301

30.

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

Turan G. Bali, Nusret Cakici and Robert Whitelaw

Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University

There are 3 versions of this paper

Downloads 1,282

31.

Testing Mean Reversion in Stock Market Volatility

Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008

Number of pages: 36 Posted: 17 Oct 2006 Last Revised: 27 Feb 2012

Working Paper Series

Turan G. Bali and K. Ozgur Demirtas

Georgetown University - Robert Emmett McDonough School of Business and Sabanci University

Downloads 1,254

32.

Corporate Governance, Investor Protection, and The Home Bias

Tuck-JQFA Contemporary Corporate Governance Issues II Conference

Number of pages: 48 Posted: 30 Jul 2002

Working Paper Series

Magnus Dahlquist, Lee Pinkowitz, René M. Stulz and Rohan Williamson

Stockholm School of Economics, Georgetown University - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business

Downloads 1,241

33.

Why are Stock Buyback Announcements Good News?

AFA 2005 Philadelphia Meetings Paper

Number of pages: 48 Posted: 13 Jan 2005

Working Paper Series

Allan Eberhart and Akhtar R. Siddique

Georgetown University and Government of the United States of America - Risk Analysis Division

Downloads 1,239

34.

Investing in Stock Market Anomalies

Number of pages: 50 Posted: 15 Mar 2011

Working Paper Series

Turan G. Bali, Stephen J. Brown and K. Ozgur Demirtas

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Sabanci University

There are 3 versions of this paper

Downloads 1,237

35.

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

Turan G. Bali and Nusret Cakici

Georgetown University - Robert Emmett McDonough School of Business and Fordham University

There are 2 versions of this paper

Downloads 1,228

36.

Predictability of Interest Rates and Interest-Rate Portfolios

Number of pages: 55 Posted: 03 Aug 2006

Working Paper Series

Turan G. Bali, Massoud Heidari and Liuren Wu

Georgetown University - Robert Emmett McDonough School of Business, Caspian Capital Management, LLC and City University of New York, CUNY Baruch College - Zicklin School of Business

Downloads 1,177

37.

Do Independence and Financial Expertise of the Board Matter for Risk Taking and Performance?

Charles A. Dice Center Working Paper No. 2010-14, Fisher College of Business Working Paper No. 2010-03-014

Number of pages: 66 Posted: 21 Aug 2010 Last Revised: 14 Mar 2012

Working Paper Series

Bernadette A. Minton, Jérôme Taillard and Rohan Williamson

Ohio State University (OSU) - Department of Finance, Babson College and Georgetown University - McDonough School of Business

There are 2 versions of this paper

Downloads 1,159

38.

Fairness in Financial Markets: The Case of High Frequency Trading

Number of pages: 25 Posted: 11 Jan 2011

Working Paper Series

James Angel and Douglas M. McCabe

Georgetown University - Department of Finance and Georgetown University - Department of Management

Downloads 1,144

39.

Portfolio Preferences of Foreign Institutional Investors

Journal of Banking and Finance, Vol. 29, No. 12, 2005

Number of pages: 41 Posted: 23 Jul 2003 Last Revised: 24 Feb 2012

Accepted Paper Series

Reena Aggarwal, Leora F. Klapper and Peter D. Wysocki

Georgetown University - Robert Emmett McDonough School of Business, World Bank and Boston University Questrom School of Business

Downloads 1,110

40.

Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

Number of pages: 66 Posted: 18 Feb 2010 Last Revised: 27 Feb 2012

Working Paper Series

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University

Downloads 1,106

41.

Value at Risk and the Cross-Section of Hedge Fund Returns

EFA 2005 Moscow Meetings

Number of pages: 49 Posted: 18 Mar 2005

Working Paper Series

Turan G. Bali, Suleyman Gokcan and Bing Liang

Georgetown University - Robert Emmett McDonough School of Business, Citigroup Alternative Investments and University of Massachusetts Amherst - Department of Finance

Downloads 1,093

42.

Physicians Under the Influence: Social Psychology and Industry Marketing Strategies

Journal of Law, Medicine and Ethics, 2013, 41(3), 665-672, Edmond J. Safra Working Papers, Georgetown McDonough School of Business Research Paper No. 2286433

Number of pages: 27 Posted: 28 Jun 2013 Last Revised: 06 Aug 2014

Accepted Paper Series

Sunita Sah and Adriane Fugh-Berman

Johnson Graduate School of Management, Cornell University and Georgetown University Medical Center

Downloads 1,071

43.

The Value Relevance of Changes in Financial Leverage

Number of pages: 41 Posted: 30 Apr 2005

Working Paper Series

Valentin Dimitrov and Prem C. Jain

Rutgers, The State University of New Jersey - Accounting & Information Systems and Georgetown University - Department of Accounting and Business Law

Downloads 1,061

44.

Culture, Openness, and Finance

Dice Center Working Paper No. 2001-02

Number of pages: 46 Posted: 22 Mar 2001

Working Paper Series

Rohan Williamson and René M. Stulz

Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

There are 2 versions of this paper

Downloads 1,058

45.

The Joint Cross Section of Stocks and Options

Georgetown McDonough School of Business Research Paper No. 2012-10

Number of pages: 142 Posted: 22 Feb 2012 Last Revised: 24 Mar 2014

Working Paper Series

Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici

Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

There are 4 versions of this paper

Downloads 1,042

46.

Lending Relationships and Loan Contract Terms

AFA 2009 San Francisco Meetings Paper, Review of Financial Studies, Forthcoming

Number of pages: 68 Posted: 25 Mar 2008 Last Revised: 29 Feb 2012

Working Paper Series

Sreedhar T. Bharath, Sandeep Dahiya, Anthony Saunders and Anand Srinivasan

Arizona State University - W.P. Carey School of Business, Georgetown University - Department of Finance, New York University - Leonard N. Stern School of Business and CAFRAL, Reserve Bank of India

Downloads 1,032

47.

Women at the Bargaining Table: Pitfalls and Prospects

Negotiation Journal, Vol. 25, p. 233, 2009, Marquette Law School Legal Studies Paper No. 09-19

Number of pages: 21 Posted: 02 May 2009

Accepted Paper Series

Catherine H. Tinsley, Sandra I. Cheldelin, Andrea Kupfer Schneider and Emily T. Amanatullah

Georgetown University - Department of Management, School for Conflict Analysis and Resolution, Marquette University - Law School and Georgetown University Women's Leadership Institute

Downloads 1,019

48.

Does Exchange Rate Exposure Matter?

Number of pages: 43 Posted: 08 Jun 2002

Working Paper Series

Rohan Williamson, John M. Griffin and Craig Doidge

Georgetown University - McDonough School of Business, University of Texas at Austin - Department of Finance and University of Toronto - Rotman School of Management

Downloads 996

49.

Investigating ICAPM with Dynamic Conditional Correlations

AFA 2009 San Francisco Meetings Paper

Number of pages: 61 Posted: 04 Feb 2008 Last Revised: 27 Feb 2012

Working Paper Series

Turan G. Bali and Robert F. Engle

Georgetown University - Robert Emmett McDonough School of Business and New York University - Leonard N. Stern School of Business - Department of Economics

There are 2 versions of this paper

Downloads 978

50.

Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences

ECGI - Finance Working Paper No. 184/2007, Fisher College of Business Working Paper No. 2007-03-015, Charles A. Dice Center Working Paper No. 2007-14

Number of pages: 55 Posted: 18 Jul 2007 Last Revised: 24 Feb 2012

Working Paper Series

Reena Aggarwal, Isil Erel, René M. Stulz and Rohan Williamson

Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business

There are 4 versions of this paper

Downloads 974

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