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Georgetown University McDonough School of Business Research Paper Series

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Viewing: 1 - 50 of 573 papers

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 6,187
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 3,602
3.

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 3,375
4.

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

Multiple version iconThere are 2 versions of this paper

Downloads 3,171
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

Multiple version iconThere are 2 versions of this paper

Downloads 2,808
6.

The CDS-Bond Basis

Georgetown McDonough School of Business Research Paper No. 2024531
Number of pages: 41 Posted: 20 Mar 2012 Last Revised: 21 Sep 2018
Working Paper Series
Jennie Bai and Pierre Collin-Dufresne
Georgetown University - Department of Finance and Ecole Polytechnique Fédérale de Lausanne
Downloads 2,412
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 2,394
8.

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 2,356
9.

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 2,332
10.

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 2,311
11.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,211
12.

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 2,073
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

Multiple version iconThere are 2 versions of this paper

Downloads 2,058
14.

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 2,038
15.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,014
16.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,884
17.

Shiller's CAPE: Market Efficiency and Risk

Georgetown McDonough School of Business Research Paper No. 2876644
Number of pages: 37 Posted: 30 Nov 2016 Last Revised: 13 Apr 2018
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,831
18.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,752
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 1,666
20.

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
Fox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,627
21.

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 1,609
22.

Does Governance Travel around the World? Evidence from Institutional Investors

Fisher College of Business Working Paper No. 2009-008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 267/2018, 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: 72 Posted: 24 Mar 2009 Last Revised: 29 Oct 2018
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,553
23.

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 1,546
24.

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 1,469
25.

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 1,457
26.

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

Multiple version iconThere are 4 versions of this paper

Downloads 1,425
27.

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

Multiple version iconThere are 3 versions of this paper

Downloads 1,410
28.

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 1,385
29.

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 1,375
30.

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 1,369
31.

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 Graduate School of Management and Baruch College - Zicklin School of Business
Downloads 1,360
32.

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 Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,346
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 1,323
34.

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 Graduate School of Management
Downloads 1,300
35.

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 1,268
36.

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 1,259
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,258
38.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,250
39.

Bonds Versus Stocks: Investors' Age and Risk Taking

Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of pages: 40 Posted: 18 Oct 2006 Last Revised: 27 Feb 2012
Accepted Paper Series
Turan G. Bali, K. Ozgur Demirtas, Haim Levy and Avner Wolf
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Baruch College
Downloads 1,242
40.

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 1,208
41.

Racial Disparity in Leadership: Performance-Reward Bias in Promotions of National Football League Coaches

Georgetown McDonough School of Business Research Paper No. 2710398
Number of pages: 61 Posted: 04 Jan 2016 Last Revised: 16 Mar 2016
Working Paper Series
Christopher I. Rider, James Wade, Anand Swaminathan and Andreas Schwab
Georgetown University, McDonough School of Business, George Washington University, Goizueta Business School, Emory University and Iowa State University - Management Department
Downloads 1,185
42.

The Funding Cost of Chinese Local Government Debt

Georgetown McDonough School of Business Research Paper No. 2603022, PBCSF-NIFR Research Paper No. 15-02
Number of pages: 48 Posted: 07 May 2015 Last Revised: 19 Jul 2018
Working Paper Series
Jennie Bai and Hao Zhou
Georgetown University - Department of Finance and Tsinghua University - PBC School of Finance
Downloads 1,165
43.

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 Florida International University
Downloads 1,146
44.

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 1,145
45.

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 1,133
46.

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 1,111
47.

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 (ASU) - Finance Department, Georgetown University - Department of Finance, New York University - Leonard N. Stern School of Business and CAFRAL, Reserve Bank of India
Downloads 1,109
48.

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

Multiple version iconThere are 4 versions of this paper

Downloads 1,104
49.

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 1,103
50.

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 1,087