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Vanderbilt: Finance (Topic)

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Viewing: 1 - 50 of 145 papers

1.

Energy Shocks and Financial Markets

Journal of Futures Markets, Vol. 16, No. 1, pp. 1-27, 1996
Number of pages: 38 Posted: 16 May 2006
Accepted Paper Series
University of Notre Dame, University of New South Wales - Australian School of Business and Vanderbilt University - Finance
Downloads 3,273
2.

Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution

Number of pages: 55 Posted: 02 Oct 2007 Last Revised: 13 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance and Vanderbilt University - Finance
Downloads 2,091
3.

The Other January Effect

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 07 Feb 2005
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University and HEC Paris - Finance Department
Downloads 1,823
4.

Electronic Trading in Stock Markets

Journal of Economic Perspectives, Vol. 20, No. 1, Winter 2006
Number of pages: 31 Posted: 01 Jun 2006
Accepted Paper Series
Vanderbilt University - Finance
Downloads 1,615
5.

Corporate Political Contributions and Stock Returns

Number of pages: 47 Posted: 28 Oct 2006 Last Revised: 14 Mar 2013
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and HEC Paris - Finance Department
Downloads 1,588
6.

On the Timing Ability of Mutual Fund Managers

EFA 0687
Number of pages: 32 Posted: 08 Nov 2000
Working Paper Series
Emory University - Department of Finance and Vanderbilt University - Finance
Downloads 1,445
7.

Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud

Number of pages: 44 Posted: 15 Mar 2010 Last Revised: 13 May 2014
Working Paper Series
Vanderbilt University - Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,426
8.

Hedge Fund Risk Dynamics: Implications for Performance Appraisal

AFA 2008 New Orleans Meetings Paper
Number of pages: 63 Posted: 04 Mar 2007
Working Paper Series
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 1,323
9.

Risk Management Research Report - Spring 2010

Risk Management Research Report, Spring 2010
Number of pages: 16 Posted: 23 Apr 2010
Accepted Paper Series
HEC Paris, affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance, Brooklyn College - CUNY, Drexel University, Loyola Marymount University - Department of Finance and Computer Information Systems, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University at Edwardsville - Department of Economics & Finance, University of California, Santa Barbara - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management, HEC Paris - Finance Department, Harvard Law School, Columbia Business School - Finance and Economics, New York University (NYU) - Department of Finance, Department of Economics, Texas A&M University, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI), Catolica Lisbon School of Business and Economics, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Finance Department, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, Columbia Business School - Accounting, Business Law & Taxation, University of South Florida - College of Business Administration, Fordham University, Gabelli School of Business, New York University (NYU) - Department of Finance, Fordham University, Gabelli School of Business and Loyola University of Chicago - Department of Finance
Downloads 1,309
10.

Modeling the Bid/Ask Spread: Measuring the Inventory-Holding Premium

Number of pages: 57 Posted: 05 Dec 2002
Working Paper Series
Vanderbilt University - Finance, Vanderbilt University - Finance and University of Queensland - Faculty of Business, Economics and Law
Downloads 1,123
11.

Mutual Fund Attributes and Investor Behavior

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 41 Posted: 07 May 2006
Accepted Paper Series
Vanderbilt University - Finance
Downloads 1,122
12.

Commodity Index Investing and Commodity Futures Prices

Number of pages: 69 Posted: 25 Sep 2009
Working Paper Series
Vanderbilt University - Finance and Vanderbilt University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,051
13.

Industry Conditions, Growth Opportunities, and Market Reactions to Convertible Debt Financing Decisions

Number of pages: 38 Posted: 13 Jan 1997
Working Paper Series
Vanderbilt University - Finance , Dartmouth College - Tuck School of Business and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 1,010
14.

Trading Relative Performance with Alpha Indexes

Number of pages: 38 Posted: 16 Oct 2010 Last Revised: 23 Nov 2012
Working Paper Series
University of North Carolina Kenan-Flagler Business School and Vanderbilt University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 994
15.

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

AFA 2003 Washington, DC Meetings
Number of pages: 54 Posted: 08 Aug 2002
Working Paper Series
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 966
16.

The Long-Run Performance of Firms Adopting Compensation Plans Based on Economic Profits

Number of pages: 32 Posted: 06 Jan 2000
Working Paper Series
Michigan State University - Department of Accounting & Information Systems and Vanderbilt University - Finance
Downloads 947
17.

Conditional Return Smoothing in the Hedge Fund Industry

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 53 Posted: 17 Oct 2006
Accepted Paper Series
Vanderbilt University - Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 934
18.

Sudden Deaths: Taking Stock of Geographic Ties

ECGI - Finance Working Paper No. 113/2006, AFA 2008 New Orleans Meetings Paper
Number of pages: 49 Posted: 13 Jan 2006
Working Paper Series
Purdue University - Krannert School of Management and Vanderbilt University - Finance
Downloads 872
19.

When Good News Means Higher Risk. . .

Number of pages: 50 Posted: 03 Oct 2004
Working Paper Series
University of North Carolina Kenan-Flagler Business School and ASU WP Carey School of Business
Downloads 863
20.

Failure to Exercise Call Options: An Anomaly and a Trading Game

Number of pages: 52 Posted: 20 Mar 2007
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 843
21.

Commodity Index Investing: Speculation or Diversification?

Number of pages: 27 Posted: 05 Jul 2010
Working Paper Series
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 784
22.

Locked Up by a Lockup: Valuing Liquidity as a Real Option

Number of pages: 49 Posted: 30 Oct 2008 Last Revised: 17 Nov 2012
Working Paper Series
BlackRock, Inc and Vanderbilt University - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 710
23.

S&P 500 Index Additions and Earnings Expectations

Number of pages: 31 Posted: 22 Nov 2002
Working Paper Series
University of Pittsburgh - Katz School of Business, Purdue University, HEC Paris - Finance Department and Wescott Financial Advisory Group LLC

Multiple version iconThere are 2 versions of this paper

Downloads 685
24.

A Liquidity-Based Theory of Closed-End Funds

EFA 2006 Zurich Meetings, Sixteenth Annual Utah Winter Finance Conference
Number of pages: 50 Posted: 24 Mar 2005
Accepted Paper Series
NYU, University of California, Berkeley - Haas School of Business and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 660
25.

Capital Market Imperfections and the Sensitivity of Investment to Stock Prices

Number of pages: 46 Posted: 17 Feb 2005
Working Paper Series
HEC Paris - Finance Department and Purdue University
Downloads 591
26.

Send in the Clones? Hedge Fund Replication Using Futures Contracts

Vanderbilt Owen Graduate School of Management Research Paper No. 2102593
Number of pages: 17 Posted: 10 Jul 2012 Last Revised: 18 Jan 2018
Working Paper Series
Vanderbilt University - Finance and Gerstein Fisher
Downloads 576
27.

Busted Ipos and Windows of Misopportunity

Amos Tuck School of Business Working Paper No. 00-06
Number of pages: 53 Posted: 14 Feb 2001
Working Paper Series
Vanderbilt University - Finance , University of Wisconsin - Madison - Department of Finance, Investment and Banking and Dartmouth College - Tuck School of Business
Downloads 551
28.

Do Fund Managers Make Informed Asset Allocation Decisions?

Number of pages: 48 Posted: 25 Mar 2008 Last Revised: 23 Nov 2012
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management and University of North Carolina Kenan-Flagler Business School
Downloads 536
29.

Stock Option Contract Adjustments: The Case of Special Dividends

Number of pages: 42 Posted: 15 Nov 2009 Last Revised: 17 Nov 2012
Working Paper Series
Vanderbilt University - Finance, Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 526
30.

Shareholder Initiated Class Action Lawsuits: Shareholder Wealth Effects and Industry Spillovers

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 823-850
Number of pages: 44 Posted: 20 Mar 2006 Last Revised: 23 Nov 2012
Accepted Paper Series
Southern Methodist University (SMU) - Finance Department and Vanderbilt University - Finance
Downloads 515
31.

Individual Political Contributions and Firm Performance

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 01 Jan 2011 Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris - Finance Department and Vanderbilt Kennedy Center
Downloads 489
32.

Using Option Prices to Infer Overpayments and Synergies in M&A Transactions

Vanderbilt Owen Graduate School of Management Research Paper No. 2012-02
Number of pages: 47 Posted: 12 Oct 2011 Last Revised: 12 Dec 2012
Working Paper Series
Vanderbilt University - Finance, Fuqua School of Business, Duke University, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance
Downloads 456
33.

Early Exercise of Put Options on Stocks

Journal of Finance, Forthcoming
Number of pages: 58 Posted: 17 Aug 2011 Last Revised: 17 Nov 2012
Accepted Paper Series
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 427
34.

Capital Structure Decisions: Evidence from Deregulated Industries

Number of pages: 51 Posted: 21 Sep 2008 Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 422
35.

The Impact of Environmental Regulation on Firm and Country Competitiveness: A Meta-Analysis of the Porter Hypothesis

Vanderbilt Owen Graduate School of Management Research Paper No. 2692919
Number of pages: 62 Posted: 16 Dec 2015 Last Revised: 15 Aug 2017
Working Paper Series
Vanderbilt University - Strategy and Business Economics and University College London
Downloads 415
36.

The Long and the Short of it: Evidence of Year-End Price Manipulation by Short Sellers

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 23 Mar 2009 Last Revised: 17 Nov 2012
Working Paper Series
Vanderbilt University - Finance, University of California, San Diego (UCSD) - Rady School of Management and University of North Carolina Kenan-Flagler Business School
Downloads 405
37.

What's the Best Way to Trade Using the January Barometer?

Number of pages: 29 Posted: 20 Jul 2009
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 402
38.

True Spreads and Equilibrium Prices

Vanderbilt Working Paper No. 99-12
Number of pages: 49 Posted: 08 Aug 1999
Working Paper Series
Emory University - Department of Finance and Vanderbilt University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 398
39.

The Interaction between Quality Control and Production

Number of pages: 32 Posted: 24 Aug 1998
Working Paper Series
University of North Carolina Kenan-Flagler Business School
Downloads 395
40.

Zero-R2 Hedge Funds and Market Neutrality

Number of pages: 48 Posted: 02 Mar 2011 Last Revised: 17 Nov 2012
Working Paper Series
Vanderbilt University - Finance
Downloads 369
41.

NASDAQ Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

Number of pages: 46 Posted: 20 Apr 2000
Working Paper Series
Vanderbilt University - Finance, University of Notre Dame - Mendoza College of Business and American University
Downloads 344
42.

Network Externalities in Mutual Funds

Journal of Financial Markets, 2016, Vanderbilt Owen Graduate School of Management Research Paper No. 1968488
Number of pages: 49 Posted: 06 Dec 2011 Last Revised: 17 Mar 2016
Accepted Paper Series
Vanderbilt University - Finance
Downloads 343
43.

Convertibles and Hedge Funds as Distributors of Equity Exposure

Number of pages: 53 Posted: 11 Mar 2010 Last Revised: 23 Nov 2012
Working Paper Series
New York University - Stern School of Business, University of Melbourne, Vanderbilt University - Finance and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 333
44.

Merger Waves Following Industry Deregulation

Number of pages: 52 Posted: 07 Mar 2010
Working Paper Series
HEC Paris - Finance Department
Downloads 324
45.

Market Microstructure of the Pink Sheets

Number of pages: 47 Posted: 20 Feb 2007 Last Revised: 17 Nov 2012
Working Paper Series
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 310
46.

The Determinants of Issue Cycles for Initial Public Offerings

Owen Graduate School of Management Working Paper No. 2003-02
Number of pages: 34 Posted: 22 Nov 2003
Working Paper Series
Vanderbilt University - Finance and US Securities & Exchange Commission
Downloads 288
47.

Analysis of the Residual Income Valuation and Abnormal Earnings Growth Models: A Practical Approach Using Analysts’ Forecasts

Revista de Contabilidade e Controladoria, v. 4, n.1, 2012
Number of pages: 16 Posted: 31 Jul 2015
Accepted Paper Series
Federal University of Espirito Santo (UFES), University of Illinois at Urbana-Champaign, University of Sao Paulo (USP) and University of Sao Paulo (USP)
Downloads 283
48.

Connecting Two Markets: An Equilibrium Framework for Shorts, Longs and Stock Loans

Number of pages: 52 Posted: 15 Feb 2010 Last Revised: 17 Nov 2012
Working Paper Series
Vanderbilt University - Finance, University of North Carolina Kenan-Flagler Business School and University of Colorado at Boulder - Department of Finance
Downloads 280
49.

Is Order Imbalance Related to Information?

Number of pages: 47 Posted: 05 May 2008 Last Revised: 23 Nov 2012
Working Paper Series
University of California, Riverside and Vanderbilt University - Finance
Downloads 278
50.

How Algorithmic Trading Undermines Efficiency in Capital Markets

68 Vanderbilt Law Review 1607 (2015), Vanderbilt Law and Economics Research Paper No. 15-7
Number of pages: 65 Posted: 29 Mar 2015 Last Revised: 31 Jul 2016
Accepted Paper Series
Vanderbilt University - Law School
Downloads 276