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McDonough: Finance (Topic)

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Viewing: 1 - 50 of 208 papers

1.

Optimal Capital Structure

Number of pages: 39 Posted: 20 Jan 2011 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System
Downloads 6,073
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
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 3,493
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
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 3,198
4.

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
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 2,791
5.

Volatility Spreads and Expected Stock Returns

Number of pages: 33 Posted: 12 Nov 2007
Working Paper Series
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 2,148
6.

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
Georgetown University - Robert Emmett McDonough School of Business
Downloads 2,021
7.

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
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 2,011
8.

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
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 2,007
9.

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
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 1,748
10.

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

Number of pages: 36 Posted: 10 Jul 2003
Working Paper Series
Georgetown University - Department of Finance and Georgetown University - McDonough School of Business
Downloads 1,621
11.

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
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,572
12.

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
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 1,531
13.

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
Georgetown University - Robert Emmett McDonough School of Business, University of Cambridge - Judge Business School and Queen Mary University of London
Downloads 1,518
14.

The Joint Cross Section of Stocks and Options

AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Number of pages: 58 Posted: 08 Jan 2010 Last Revised: 27 Feb 2012
Working Paper Series
BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 1,412
15.

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

Number of pages: 40 Posted: 11 Oct 2006
Working Paper Series
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 1,369
16.

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
ESADE Business School, ESADE Business School and ESADE Business School
Downloads 1,357
17.

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

Number of pages: 49 Posted: 03 Sep 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University

Multiple version iconThere are 3 versions of this paper

Downloads 1,356
18.

Contrarian Investment, New Share Issues and Repurchases

Number of pages: 43 Posted: 15 Oct 2006 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Baruch College - Zicklin School of Business
Downloads 1,346
19.

Investing in Stock Market Anomalies

Number of pages: 50 Posted: 15 Mar 2011
Working Paper Series
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 1,313
20.

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
Georgetown University - Robert Emmett McDonough School of Business and Sabanci University Graduate School of Management
Downloads 1,285
21.

Why are Stock Buyback Announcements Good News?

AFA 2005 Philadelphia Meetings Paper
Number of pages: 48 Posted: 13 Jan 2005
Working Paper Series
Georgetown University and Government of the United States of America - Risk Analysis Division
Downloads 1,281
22.

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
Stockholm School of Economics, Georgetown University - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business
Downloads 1,253
23.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 41 Posted: 08 Aug 2006
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,245
24.

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
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 1,227
25.

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
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 1,224
26.

Fairness in Financial Markets: The Case of High Frequency Trading

Number of pages: 25 Posted: 11 Jan 2011
Working Paper Series
Georgetown University - Department of Finance and Georgetown University - Department of Management
Downloads 1,221
27.

Predictability of Interest Rates and Interest-Rate Portfolios

Number of pages: 55 Posted: 03 Aug 2006
Working Paper Series
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 1,195
28.

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
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University
Downloads 1,134
29.

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
Georgetown University - Robert Emmett McDonough School of Business, World Bank and Boston University Questrom School of Business
Downloads 1,127
30.

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
Georgetown University - Robert Emmett McDonough School of Business, Citigroup Alternative Investments and University of Massachusetts Amherst - Department of Finance
Downloads 1,103
31.

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
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 1,084
32.

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
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 1,078
33.

Culture, Openness, and Finance

Dice Center Working Paper No. 2001-02
Number of pages: 46 Posted: 22 Mar 2001
Working Paper Series
Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,077
34.

Does Exchange Rate Exposure Matter?

Number of pages: 43 Posted: 08 Jun 2002
Working Paper Series
Georgetown University - McDonough School of Business, University of Texas at Austin - Department of Finance and University of Toronto - Rotman School of Management
Downloads 1,015
35.

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
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 4 versions of this paper

Downloads 996
36.

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

Multiple version iconThere are 2 versions of this paper

Downloads 989
37.

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

Multiple version iconThere are 2 versions of this paper

Downloads 974
38.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Number of pages: 29 Posted: 03 Mar 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 969
39.

A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 43 Posted: 22 Jan 2007
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Syracuse University
Downloads 940
40.

Did New Regulations Target the Relevant Corporate Governance Attributes?

Number of pages: 43 Posted: 01 Dec 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - McDonough School of Business
Downloads 928
41.

Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR

Number of pages: 31 Posted: 06 Sep 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Credit Suisse - Fixed Income Division and Fordham University - Gabelli School of Business
Downloads 851
42.

Exchange Rate Exposure and Competition: Evidence from the World Automotive Industry

Georgetown University WP FINC-1377-43-198
Number of pages: 57 Posted: 14 Apr 1998
Working Paper Series
Georgetown University - McDonough School of Business
Downloads 843
43.

Is There a Risk-Return Tradeoff? Evidence from High-Frequency Data

Number of pages: 39 Posted: 03 Oct 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Baruch College/CUNY - Zicklin School of Business
Downloads 840
44.

Do Workers' Remittances Promote Financial Development?

World Bank Policy Research Working Paper No. 3957
Number of pages: 40 Posted: 20 Apr 2016
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, World Bank - Development Research Group and International Monetary Fund (IMF)
Downloads 825
45.

Is There an Intertemporal Relation between Downside Risk and Expected Returns?

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Number of pages: 37 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 820
46.

The Market for Corporate Control and Corporate Cash Holdings

Number of pages: 60 Posted: 23 May 2000
Working Paper Series
Georgetown University - Department of Finance
Downloads 806
47.

Volatility Spreads and Expected Stock Returns

Management Science, Forthcoming
Number of pages: 32 Posted: 04 Aug 2009
Accepted Paper Series
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 769
48.

The Dynamics of Debtor-in-Possession Financing: Bankruptcy Resolution and the Role of Prior Lenders

AFA 2001 New Orleans; Presented at Tuck-JFE Contemporary Corporate Governance Conference
Number of pages: 39 Posted: 24 Jul 2000
Working Paper Series
Georgetown University - Department of Finance, New York University (NYU) - Department of Finance, Duke University - Fuqua School of Business and Kennesaw State University - Michael J. Coles College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 749
49.

Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Number of pages: 48 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Boston College - Department of Finance
Downloads 746
50.

Cyclicality in Catastrophic and Operational Risk Measurements

Number of pages: 51 Posted: 18 Feb 2004
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Multiple version iconThere are 5 versions of this paper

Downloads 744