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Alfred P. Sloan Foundation Economic Research Paper Series

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Viewing: 1 - 50 of 369 papers

1.

Piracy and Box Office Movie Revenues: Evidence from Megaupload

International Journal of Industrial Organization, 52, 2017, 188-215
Number of pages: 34 Posted: 17 Nov 2012 Last Revised: 11 May 2017
Accepted Paper Series
Universidade Catolica Portuguesa, Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management)
Downloads 12,515
2.

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 11,134
3.

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Number of pages: 47 Posted: 18 May 2010 Last Revised: 05 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 10,899
4.

The Economics of Privacy

Journal of Economic Literature, Vol. 52, No. 2, 2016, Sloan Foundation Economics Research Paper No. 2580411
Number of pages: 64 Posted: 27 Mar 2015 Last Revised: 14 Jun 2016
Accepted Paper Series
Carnegie Mellon University - H. John Heinz III School of Public Policy and Management, Duke University - Department of Economics and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 5,588
5.

Inequality and Institutions in 20th Century America

MIT Department of Economics Working Paper No. 07-17
Number of pages: 59 Posted: 07 May 2007
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Urban Studies & Planning and Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 4,542
6.

Dynamic CEO Compensation

Journal of Finance 67(5), 1603-1647, October 2012
Number of pages: 63 Posted: 18 Mar 2009 Last Revised: 20 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting, Harvard University - Department of Economics, New York University (NYU) and University of California, Berkeley - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 3,171
7.

A Practical Guide to Volatility Forecasting through Calm and Storm

Number of pages: 23 Posted: 10 Nov 2009 Last Revised: 15 Nov 2013
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, New York University - Leonard N. Stern School of Business - Department of Economics and Yale SOM
Downloads 2,959
8.

Private Equity and the Resolution of Financial Distress

AFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012
Number of pages: 58 Posted: 21 Mar 2011 Last Revised: 14 Mar 2014
Working Paper Series
Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce
Downloads 2,746
9.

CoVaR

FRB of New York Staff Report No. 348
Number of pages: 45 Posted: 19 Sep 2008 Last Revised: 17 Oct 2013
Working Paper Series
International Monetary Fund and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,477
10.

Deciphering the Liquidity and Credit Crunch 2007-08

Number of pages: 33 Posted: 19 Dec 2008 Last Revised: 01 Apr 2015
Working Paper Series
Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,269
11.

Systemic Risk in Europe

Review of Finance (2015) 19(1), 145-190
Number of pages: 55 Posted: 22 Dec 2012 Last Revised: 09 Feb 2016
Accepted Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,856
12.

Short Sale Constraints and Stock Returns

CRSP Working Paper No. 533
Number of pages: 56 Posted: 20 Sep 2001
Working Paper Series
Columbia Business School and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,838
13.

Home Away from Home? Foreign Demand and London House Prices

Number of pages: 75 Posted: 12 Nov 2013 Last Revised: 29 Nov 2016
Working Paper Series
National University of Singapore (NUS) and Imperial College London
Downloads 1,503
14.

Big Data Investment, Skills, and Firm Value

Management Science, Forthcoming
Number of pages: 37 Posted: 17 Jul 2013 Last Revised: 07 Jan 2014
Accepted Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads 1,264
15.

Corporate Shams

New York University Law Review, Vol. 87, 2012, NYU Law and Economics Research Paper No. 12-09, USC Law and Economics Research Paper No. C12-8, USC Legal Studies Research Paper No. 12-12
Number of pages: 73 Posted: 05 Apr 2012 Last Revised: 12 Nov 2013
Accepted Paper Series
University of California, Irvine School of Law and Washington University Law School
Downloads 1,125
16.

Dynamic Equicorrelation

NYU Working Paper No. FIN-08-038, Chicago Booth Research Paper No. 12-07, Fama-Miller Working Paper
Number of pages: 40 Posted: 09 Mar 2009 Last Revised: 10 Nov 2015
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and Yale SOM
Downloads 1,080
17.

Arbitrage Crashes and the Speed of Capital

Number of pages: 54 Posted: 22 Jun 2010 Last Revised: 09 Nov 2013
Working Paper Series
AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,017
18.

Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk

FRB of New York Staff Report No. 254
Number of pages: 47 Posted: 21 Jul 2006
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York
Downloads 999
19.

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experiences

Number of pages: 60 Posted: 17 Nov 2012 Last Revised: 05 Dec 2014
Working Paper Series
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 829
20.

Measuring and Modeling Execution Cost and Risk

Chicago GSB Research Paper No. 08-09
Number of pages: 39 Posted: 08 Aug 2008
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Morgan Stanley and University of Chicago - Booth School of Business - Econometrics and Statistics

Multiple version iconThere are 3 versions of this paper

Downloads 821
21.

Benefit-Cost Paradigms in Financial Regulation

University of Chicago Coase-Sandor Institute for Law & Economics Research Paper No. 660
Number of pages: 31 Posted: 29 Oct 2013 Last Revised: 23 Apr 2014
Working Paper Series
University of Chicago - Law School and Microsoft Research

Multiple version iconThere are 2 versions of this paper

Downloads 817
22.

Is There an Energy Efficiency Gap?

MIT Department of Economics Working Paper No. 12-03
Number of pages: 39 Posted: 23 Jan 2012 Last Revised: 24 Sep 2013
Working Paper Series
New York University (NYU) and University of Chicago - Department of Economics
Downloads 812
23.

A Component Model for Dynamic Correlations

Journal of Econometrics, Forthcoming
Number of pages: 51 Posted: 09 Mar 2009 Last Revised: 15 Nov 2013
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School, New York University - Leonard N. Stern School of Business - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 754
24.

Contracting Over the Disclosure of Scientific Knowledge: Intellectual Property and Academic Publication

Number of pages: 41 Posted: 27 Feb 2010 Last Revised: 29 Oct 2014
Working Paper Series
University of Toronto - Rotman School of Management, Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 724
25.

The Conditional CAPM Explains the Value Premium

Georgetown McDonough School of Business Research Paper, Sloan Foundation Economics Research Paper
Number of pages: 41 Posted: 18 Nov 2012 Last Revised: 25 Mar 2014
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 699
26.

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

AFA 2005 Philadelphia Meetings; 14th Annual Utah Winter Finance Conference Paper
Number of pages: 59 Posted: 12 Aug 2004
Working Paper Series
University of California - Haas School of Business, University of Pennsylvania - Finance Department and New York University - Department of Economics

Multiple version iconThere are 5 versions of this paper

Downloads 693
27.

Privacy Regulation and Market Structure

Number of pages: 38 Posted: 22 Dec 2010 Last Revised: 18 Nov 2013
Working Paper Series
Providence College, University of Toronto - Rotman School of Management and Massachusetts Institute of Technology (MIT) - Management Science (MS)

Multiple version iconThere are 2 versions of this paper

Downloads 686
28.

Human Capital and Growth: Theory and Evidence

NBER Working Paper No. w3173
Number of pages: 51 Posted: 26 May 2004
Working Paper Series
National Bureau of Economic Research (NBER)
Downloads 661
29.

The Decision to Delay Social Security Benefits: Theory and Evidence

NBER Working Paper No. w17866
Number of pages: 50 Posted: 24 Feb 2012 Last Revised: 24 Feb 2012
Working Paper Series
Stanford University - Department of Economics and American Enterprise Institute
Downloads 604
30.

Dynamic Conditional Beta

Number of pages: 30 Posted: 22 Jun 2012
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 595
31.

Noise Trading and Experience Effects

Number of pages: 60 Posted: 24 Feb 2015 Last Revised: 22 Jun 2018
Working Paper Series
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Warwick Business School and Imperial College London
Downloads 583
32.

The Economics of Digitization: An Agenda for NSF

American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
Number of pages: 9 Posted: 12 Aug 2011
Working Paper Series
Harvard University - Technology & Operations Management Unit, Harvard Business School - Finance Unit and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 507
33.

Financial Innovation and Financial Fragility

FEEM Working Paper No. 114.2010
Number of pages: 48 Posted: 09 Oct 2010
Working Paper Series
Bocconi University - Department of Finance, Harvard University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 492
34.

Deutsche Telekom, German Corporate Governance, and the Transition Costs of Capitalism

Columbia Law School, Center for Law and Economic Studies, Working Paper No. 140
Number of pages: 19 Posted: 24 Sep 1999
Working Paper Series
Columbia Law School
Downloads 481
35.

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Number of pages: 51 Posted: 04 Apr 2013 Last Revised: 01 Oct 2015
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business - Department of Economics and HEC - University of Lausanne

Multiple version iconThere are 4 versions of this paper

Downloads 472
36.

Management Ownership and Corporate Performance: an Empirical Analysis

NBER Working Paper No. w2055
Number of pages: 32 Posted: 09 Jun 2004 Last Revised: 30 Jan 2013
Working Paper Series
University of Alberta - Department of Finance and Statistical Analysis, Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 433
37.

Carry Trades and Currency Crashes

NBER Working Paper No. w14473
Number of pages: 36 Posted: 19 Jul 2012 Last Revised: 01 Apr 2015
Working Paper Series
Princeton University - Department of Economics, University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 422
38.

The Oregon Health Insurance Experiment: Evidence from the First Year

NBER Working Paper No. w17190
Number of pages: 58 Posted: 07 Jul 2011 Last Revised: 27 Dec 2017
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics, National Bureau of Economic Research (NBER), Providence Health & Services - Center for Outcomes Research and Education, National Bureau of Economic Research (NBER), Massachusetts Institute of Technology (MIT) - Department of Economics, Harvard Medical School; Harvard Kennedy School (HKS), Providence Health & Services - Center for Outcomes Research and Education and Harvard University - Department of Health Policy & Management
Downloads 415
39.

And the Bands Played on: Digital Disintermediation and the Quality of New Recorded Music

Number of pages: 50 Posted: 25 Jul 2012
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management
Downloads 410
40.

The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations

Journal of Business and Economic Statistics, Vol. 30, No. 1, pp. 109-124, 2012
Number of pages: 49 Posted: 07 Feb 2011 Last Revised: 15 Nov 2013
Accepted Paper Series
Goldman Sachs Group, Inc. - Global Investment Research and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 390
41.

Financial Connections and Systemic Risk

European Banking Center Discussion Paper No. 2010-23S, CentER Discussion Paper Series No. 2010-88S
Number of pages: 43 Posted: 28 Aug 2010
Working Paper Series
Imperial College London, Federal Reserve Bank of Chicago and Bocconi University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 371
42.

Are Technology Improvements Contractionary?

Harvard Institute Research Working Paper No. 1986; FRB International Finance Discussion Paper No. 625; FRB of Chicago Working Paper No. 2004-20
Number of pages: 65 Posted: 14 Jan 1999
Working Paper Series
Boston College, College of Arts and Sciences, Department of Economics, Federal Reserve Bank of San Francisco and University of Michigan at Ann Arbor - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 369
43.

Behavioral Economics and the Law: Tax

Doron Teichman and Eyal Zamir, eds., Oxford Handbook of Behavioral Law & Economics, Forthcoming, USC CLASS Research Paper No. CLASS13-1
Number of pages: 37 Posted: 18 Sep 2013
Accepted Paper Series
USC Gould School of Law
Downloads 351
44.

Skilled Immigration and the Employment Structures of U.S. Firms

Harvard Business School Entrepreneurial Management Working Paper No. 14-040
Number of pages: 48 Posted: 16 Nov 2013
Working Paper Series
Wellesley College (WCW), Harvard University - Entrepreneurial Management Unit and Claremont McKenna College - Robert Day School of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 346
45.

Foreword - Moral Markets: the Role of Values in Free Enterprise

Gruter Institute Project on Free Enterprise & Values
Number of pages: 5 Posted: 09 Apr 2007 Last Revised: 04 Apr 2015
Accepted Paper Series
Harvard Business School
Downloads 342
46.

Challenges in Identifying and Measuring Systemic Risk

Becker Friedman Institute for Research in Economics Working Paper No. 2012-012
Number of pages: 22 Posted: 09 Oct 2012 Last Revised: 01 Apr 2015
Working Paper Series
University of Chicago - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 334
47.

Go Down Fighting: Short Sellers vs. Firms

NBER Working Paper No. w10659
Number of pages: 49 Posted: 30 Aug 2004 Last Revised: 04 Apr 2015
Working Paper Series
Harvard University - Department of Economics
Downloads 328
48.

Behavioral Economics and U.S. Antitrust Policy

Review of Industrial Organization, Forthcoming
Number of pages: 23 Posted: 17 Jul 2015
Accepted Paper Series
University of California, Berkeley - Haas School of Business
Downloads 326
49.

Competition and R&D Financing: Evidence from the Biopharmaceutical Industry

MIT Sloan Research Paper No. 5140-15
Number of pages: 49 Posted: 25 Jan 2015 Last Revised: 12 Feb 2018
Working Paper Series
University of Minnesota - Carlson School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 325
50.

Turnover Liquidity and the Transmission of Monetary Policy

Sloan Foundation Economics Research Paper
Number of pages: 110 Posted: 02 May 2016 Last Revised: 06 Feb 2018
Accepted Paper Series
New York University (NYU) - Department of Economics and London School of Economics (LSE) - Department of Economics
Downloads 318