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International Center for Finance at Yale School of Management


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Viewing: 1 - 50 of 364 papers

1.

Secondary Offerings of State Owned Incorporations

Emerging Markets Letters, Volume1, Issue 2, ISSN 1749-9976, 2007
Number of pages: 11 Posted: 30 Oct 2017
Working Paper Series
Piri Reis University, Istanbul Bilgi University - Department of Business Administration and Turkon Holding
Downloads 16
2.

Art and Money

Yale ICF Working Paper No. 09-26, TILEC Discussion Paper No. 2010-002, CentER Discussion Paper Series No. 2010-08
Number of pages: 34 Posted: 07 Nov 2009 Last Revised: 13 Mar 2013
Working Paper Series
Yale School of Management - International Center for Finance, Tilburg University - Department of Finance and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 2,132
3.

Has Macro Progressed?

Yale ICF Working Paper No. 09-21
Number of pages: 24 Posted: 30 Sep 2009 Last Revised: 27 Oct 2009
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 150
4.

Possible Macroeconomic Consequences of Large Future Federal Government Deficits

Yale ICF Working Paper No. 09-22
Number of pages: 26 Posted: 29 Sep 2009 Last Revised: 27 Oct 2009
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 279
5.

Property Derivatives for Managing European Real-Estate Risk

Yale ICF Working Paper No. 09-17
Number of pages: 37 Posted: 15 Aug 2009
Working Paper Series
EDHEC Business School, Yale University - Cowles Foundation and University of Kent - Kent Business School

Multiple version iconThere are 2 versions of this paper

Downloads 608
6.

Haircuts

Yale ICF Working Paper No. 09-15
Number of pages: 18 Posted: 11 Aug 2009 Last Revised: 17 May 2010
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,457
7.

The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation

Cowles Foundation Discussion Paper No. 1717, Yale ICF Working Paper No. 16
Number of pages: 31 Posted: 09 Aug 2009
Working Paper Series
York University - Schulich School of Business and Yale University - Cowles Foundation
Downloads 272
8.

Securitized Banking and the Run on Repo

Yale ICF Working Paper No. 09-14
Number of pages: 65 Posted: 30 Jul 2009 Last Revised: 12 Nov 2013
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 11,310
9.

Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings

Yale ICF Working Paper No. 09-13
Number of pages: 36 Posted: 12 Jul 2009 Last Revised: 04 Oct 2012
Working Paper Series
Nyenrode Business University and EDHEC Business School
Downloads 1,404
10.

Analyzing Macroeconomic Forecastability

Cowles Foundation Discussion Paper No. 1706, Yale ICF Working Paper No. 10
Number of pages: 21 Posted: 11 Jun 2009 Last Revised: 14 Aug 2010
Working Paper Series
Yale University - Cowles Foundation
Downloads 346
11.

Understanding Inflation-Indexed Bond Markets

Yale ICF Working Paper No. 09-08
Number of pages: 48 Posted: 22 May 2009
Working Paper Series
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit

Multiple version iconThere are 3 versions of this paper

Downloads 912
12.

Does the Sarbanes-Oxley Act Have a Future?

Yale Law & Economics Research Paper No. 385
Number of pages: 159 Posted: 20 May 2009 Last Revised: 22 Jun 2009
Working Paper Series
Yale Law School
Downloads 839
13.

Impact of Share Capitalization on Bank Profitability in Nigeria

International Journal of Nigerian Studies and Development, Vol. 14, pp. 5-20, 2008
Number of pages: 36 Posted: 13 May 2009
Accepted Paper Series
Deakin University
Downloads 67
14.

Computing VAR and AVaR in Infinitely Divisible Distributions

Yale ICF Working Paper No. 09-07
Number of pages: 37 Posted: 08 May 2009
Working Paper Series
University of Karlsruhe, Texas Tech University, Bank of Italy and EDHEC Business School
Downloads 270
15.

How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?

HKS Working Paper No. RWP09_16, Yale ICF Working Paper No. 09-05
Number of pages: 27 Posted: 08 May 2009 Last Revised: 24 Jun 2009
Working Paper Series
Harvard Business School, Yale School of Management, Harvard University - Department of Economics and Brigham Young University Marriott School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 223
16.

New Evidence on the First Financial Bubble

Journal of Financial Economics, Volume 108, Issue 3, June 2013, Pages 585-607
Number of pages: 81 Posted: 01 Apr 2009 Last Revised: 12 May 2018
Working Paper Series
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,438
17.

Uncertainty and Valuations

Yale ICF Working Paper No. 09-06
Number of pages: 41 Posted: 23 Mar 2009 Last Revised: 06 Sep 2012
Working Paper Series
University of Notre Dame and DePaul University
Downloads 1,140
18.

Determinants of Capital Structure of Publicly-Traded Companies in Latin America: The Role of Institutional and Macroeconomics Factors

Number of pages: 20 Posted: 21 Mar 2009
Working Paper Series
affiliation not provided to SSRN, Mackenzie Presbiterian University - PPGAE and Mackenzie Presbyterian University - Business Administration
Downloads 231
19.

A Discretionary Wealth Approach to Investment Policy

Yale ICF Working Paper No. 09-03
Number of pages: 43 Posted: 11 Mar 2009
Working Paper Series
Wilcox Investment, Inc. and EDHEC Business School
Downloads 478
20.

Tiebreaker: Certification and Multiple Credit Ratings

Yale ICF Working Paper No. 08-27, EFA 2009 Bergen Meetings Paper, AFA 2011 Denver Meetings Paper
Number of pages: 65 Posted: 29 Nov 2008 Last Revised: 10 Sep 2011
Working Paper Series
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,055
21.

Reputation Concerns and Slow-Moving Capital

AFA 2011 Denver Meetings Paper, Yale ICF Working Paper No. 08-26
Number of pages: 36 Posted: 30 Oct 2008 Last Revised: 15 Aug 2018
Working Paper Series
University of Georgia - Department of Banking and Finance and DePaul University
Downloads 1,290
22.

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

Yale ICF Working Paper No. 08-21
Number of pages: 42 Posted: 08 Oct 2008 Last Revised: 17 Aug 2013
Working Paper Series
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,751
23.

Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion

Yale ICF Working Paper No. 08-23
Number of pages: 32 Posted: 08 Oct 2008 Last Revised: 05 Aug 2009
Working Paper Series
London Business School and DePaul University

Multiple version iconThere are 3 versions of this paper

Downloads 973
24.

The Subprime Panic

Yale ICF Working Paper No. 08-25
Number of pages: 40 Posted: 01 Oct 2008
Working Paper Series
Yale School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 5,765
25.

The Panic of 2007

Yale ICF Working Paper No. 08-24
Number of pages: 92 Posted: 26 Aug 2008
Working Paper Series
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,582
26.

Dynamic Competition, Innovation and Strategic Financing

Number of pages: 64 Posted: 17 Jul 2008 Last Revised: 01 Mar 2015
Working Paper Series
Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management
Downloads 638
27.

The Role of Beta and Size in the Cross-Section of European Stock Returns

European Financial Management Vol 4, pp. 9-28, 1999
Number of pages: 37 Posted: 05 Jul 2008 Last Revised: 05 Jul 2008
Accepted Paper Series
University of Maryland - Department of Finance, University of Groningen - Faculty of Economics and Business and Yale School of Management - International Center for Finance
Downloads 657
28.

Death, Taxes, and Short-Term Underperformance: Non-U.S. Funds

Brandes Institute Research Paper No. 2007-04
Number of pages: 6 Posted: 20 Jun 2008
Working Paper Series
Brandes Investment Partners
Downloads 29
29.

Crises and Hedge Fund Risk

UMASS-Amherst Working Paper, Yale ICF Working Paper No. 07-14, University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 10-08
Number of pages: 61 Posted: 20 May 2008 Last Revised: 25 Apr 2012
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 3,112
30.

Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds

Yale ICF Working Paper No. 08-14
Number of pages: 48 Posted: 25 Apr 2008
Working Paper Series
Yale School of Management, Harvard University - Department of Economics and Brigham Young University Marriott School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 337
31.

How are Preferences Revealed?

Yale ICF Working Paper No. 08-15
Number of pages: 23 Posted: 25 Apr 2008
Working Paper Series
Harvard Business School, Yale School of Management, Harvard University - Department of Economics and Brigham Young University Marriott School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 268
32.

Social Identity and Preferences

Yale ICF Working Paper No. 08-13
Number of pages: 41 Posted: 25 Apr 2008
Working Paper Series
USC, Center for Economic and Social Research (CESR), Yale School of Management and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 151
33.

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 26 Mar 2008 Last Revised: 26 Jan 2010
Working Paper Series
University of Notre Dame, New York University (NYU) - Department of Finance and Dartmouth College

Multiple version iconThere are 2 versions of this paper

Downloads 2,971
34.

Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk

AFA 2009 San Francisco Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper
Number of pages: 56 Posted: 25 Mar 2008 Last Revised: 27 Jan 2013
Working Paper Series
Yale School of Management - International Center for Finance, University of Alberta - School of Business and University of Alberta - School of Business
Downloads 1,127
35.

Is Noise Trading Cancelled Out by Aggregation?

Yale ICF Working Paper No. 08-10, AFA 2009 San Francisco Meetings Paper
Number of pages: 38 Posted: 25 Mar 2008 Last Revised: 08 Feb 2010
Working Paper Series
DePaul University
Downloads 661
36.

Safety First Portfolio Insurance

Number of pages: 11 Posted: 04 Mar 2008
Working Paper Series
Yale School of Management - International Center for Finance and Columbia University - Columbia Business School - Decision Risk and Operations
Downloads 713
37.

A Theory of Optimal Expropriation, Mergers and Industry Competition

Yale ICF Working Paper No. 05-28, ECGI - Finance Working Paper No. 108/2005
Number of pages: 37 Posted: 03 Mar 2008 Last Revised: 22 Jan 2019
Working Paper Series
University of Waterloo - School of Accounting and Finance, IMD International and IMD
Downloads 701
38.

Simplification and Saving

Yale ICF Working Paper No. 08-07
Number of pages: 23 Posted: 25 Jan 2008
Accepted Paper Series
Harvard Business School, Yale School of Management, Harvard University - Department of Economics and Brigham Young University Marriott School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 196
39.

Estimating Operational Risk for Hedge Funds: The ω-Score

Yale ICF Working Paper No. 08-08
Number of pages: 23 Posted: 25 Jan 2008 Last Revised: 11 Sep 2009
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 2,933
40.

The Flypaper Effect in Individual Investor Asset Allocation

Yale ICF Working Paper No. 08-06
Number of pages: 42 Posted: 25 Jan 2008
Working Paper Series
Yale School of Management, Harvard University - Department of Economics and Brigham Young University Marriott School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 214
41.

$100 Bills on the Sidewalk: Suboptimal Investment in 401(K) Plans

Yale ICF Working Paper No. 08-05
Number of pages: 44 Posted: 16 Jan 2008
Working Paper Series
Yale School of Management, Harvard University - Department of Economics and Brigham Young University Marriott School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 201
42.

Natural Selection in Financial Markets: Does it Work?

Yale ICF Working Paper No. 08-01
Number of pages: 38 Posted: 15 Jan 2008
Working Paper Series
DePaul University
Downloads 842
43.

Estimating Term Structure Equations Using Macroeconomic Variables

Cowles Foundation Discussion Paper No. 1634, Yale Economics Department Working Paper No. 32, Yale ICF Working Paper No. 07-19
Number of pages: 25 Posted: 03 Jan 2008
Working Paper Series
Yale University - Cowles Foundation
Downloads 299
44.

Estimating Exchange Rate Equations Using Estimated Expectations

Cowles Foundation Discussion Paper No. 1635, Yale Economics Department Working Paper No. 33, Yale ICF Working Paper No. 07-18
Number of pages: 29 Posted: 03 Jan 2008
Working Paper Series
Yale University - Cowles Foundation
Downloads 277
45.

Tax Expense Momentum

Number of pages: 48 Posted: 12 Dec 2007 Last Revised: 14 Oct 2010
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 573
46.

Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models

Cowles Foundation Discussion Paper No. 1632, Yale Economics Department Working Paper No. 29, Yale ICF Working Paper No. 07-17
Number of pages: 33 Posted: 22 Oct 2007
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 1,065
47.

Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note

Yale ICF Working Paper No. 07-15
Number of pages: 8 Posted: 18 Oct 2007
Working Paper Series
Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 157
48.

The Promise and Peril of Corporate Governance Indices

ECGI - Law Working Paper No. 89/2007, Yale Law & Economics Research Paper No. 367
Number of pages: 91 Posted: 14 Oct 2007 Last Revised: 15 Feb 2009
Working Paper Series
University of Colorado at Boulder - Department of Finance, Global Board Center and Yale Law School
Downloads 2,466
49.

Understanding Recent Trends in House Prices and Home Ownership

Cowles Foundation Discussion Paper No. 1630, Yale Economics Department Working Paper No. 28, Yale ICF Working Paper No. 07-16
Number of pages: 47 Posted: 27 Sep 2007 Last Revised: 02 Nov 2007
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 1,777
50.

Reinforcement Learning and Savings Behavior

Yale ICF Working Paper No. 09-01, Journal of Finance, Forthcoming
Number of pages: 33 Posted: 16 Sep 2007
Working Paper Series
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 443