1.
Equity Risk Premiums: Determinants, Estimation and Implications - The 2020 Edition
NYU Stern School of Business
Number of pages: 143
Posted: 19 Mar 2020
Working Paper Series
New York University - Stern School of Business
Downloads
19,570
2.
Foreign Direct Investment Theories: An Overview of the Main FDI Theories
European Journal of Interdisciplinary Studies, No. 3, December 2010
Number of pages: 7
Posted: 09 Apr 2011
Accepted Paper Series
affiliation not provided to SSRN
Downloads
17,693
3.
FinTech, RegTech and the Reconceptualization of Financial Regulation
Northwestern Journal of International Law & Business, Forthcoming, University of Hong Kong Faculty of Law Research Paper No. 2016/035
Number of pages: 51
Posted: 05 Oct 2016
Last Revised: 26 Oct 2016
Accepted Paper Series
The University of Hong Kong - Faculty of Law, The University of Hong Kong - Faculty of Law and University of New South Wales (UNSW) - Faculty of Law
Downloads
13,633
4.
The Remarkable Growth in Financial Economics, 1974-2020: Online Appendix
Journal of Financial Economics (JFE), Vol. 140, No. 3, 2021
Number of pages: 281
Posted: 15 Dec 2020
Last Revised: 12 May 2021
Accepted Paper Series
University of Rochester - Simon Business School
Downloads
9,280
5.
Place Your Bets? The Market Consequences of Investment Advice on Reddit's Wallstreetbets
Number of pages: 35
Posted: 22 Mar 2021
Working Paper Series
University of South Florida, University of South Florida, University of Kentucky - Gatton College of Business and Economics and University of South Florida
Downloads
7,955
6.
Valuing ESG: Doing Good or Sounding Good?
NYU Stern School of Business
Number of pages: 29
Posted: 19 Mar 2020
Working Paper Series
Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
Downloads
7,803
7.
Feverish Stock Price Reactions to COVID-19
Review of Corporate Finance Studies, Volume 9, Issue 3, November 2020, Pages 622–655, Swiss Finance Institute Research Paper No. 20-12
Number of pages: 58
Posted: 09 Mar 2020
Last Revised: 23 Mar 2021
Accepted Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
There are 2 versions of this paper
Feverish Stock Price Reactions to COVID-19
Review of Corporate Finance Studies, Volume 9, Issue 3, November 2020, Pages 622–655, Swiss Finance Institute Research Paper No. 20-12
Number of pages: 58
Posted: 09 Mar 2020
Last Revised: 23 Mar 2021
Downloads
7,400
Feverish Stock Price Reactions to Covid-19
CEPR Discussion Paper No. DP14511
Number of pages: 61
Posted: 25 Mar 2020
Last Revised: 29 Jun 2020
Downloads
8
Downloads
7,400
8.
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Swiss Finance Institute Research Paper No. 20-91
Number of pages: 120
Posted: 23 Oct 2020
Last Revised: 12 Jun 2021
Working Paper Series
Harvard University - Department of Economics and University of Chicago - Booth School of Business
There are 3 versions of this paper
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Swiss Finance Institute Research Paper No. 20-91
Number of pages: 120
Posted: 23 Oct 2020
Last Revised: 12 Jun 2021
Downloads
7,268
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
NBER Working Paper No. w28967
Number of pages: 54
Posted: 28 Jun 2021
Last Revised: 20 Jul 2021
Downloads
4
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
CEPR Discussion Paper No. DP16290
Number of pages: 124
Posted: 14 Jul 2021
Downloads
7,268
9.
Corporate Governance and the Returns on Investment
Number of pages: 59
Posted: 23 Apr 2003
Working Paper Series
Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management
Downloads
7,253
10.
Attention Induced Trading and Returns: Evidence from Robinhood Users
Number of pages: 77
Posted: 23 Oct 2020
Last Revised: 28 Jul 2021
Working Paper Series
University of California, Davis, Washington University in St. Louis - Olin Business School, University of California, Berkeley - Haas School of Business and University of California at Irvine
Downloads
7,144
11.
Capital Structure and Stock Returns
Number of pages: 35
Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)
There are 2 versions of this paper
Downloads
6,974
12.
The 7 Reasons Most Econometric Investments Fail (Presentation Slides)
Number of pages: 39
Posted: 23 Apr 2019
Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
6,564
13.
Global Real Estate Markets: Cycles and Fundamentals
Yale ICF Working Paper No. 99-03
Number of pages: 23
Posted: 05 Apr 1999
Working Paper Series
Fannie Mae, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
There are 2 versions of this paper
Global Real Estate Markets: Cycles and Fundamentals
Yale ICF Working Paper No. 99-03
Number of pages: 23
Posted: 05 Apr 1999
Downloads
6,323
Global Real Estate Markets - Cycles and Fundamentals
NBER Working Paper No. w7566
Number of pages: 23
Posted: 11 Jul 2000
Last Revised: 06 Mar 2021
Downloads
240
Downloads
6,323
14.
Corporate Green Bonds
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54
Posted: 27 Feb 2018
Last Revised: 16 Apr 2020
Accepted Paper Series
Boston University
Downloads
6,304
15.
The Effect of COVID-19 Spread on the E-Commerce Market: The Case of the 5 Largest E-Commerce Companies in the World
Number of pages: 14
Posted: 08 Jun 2020
Working Paper Series
Ain shams university and King Salman Institute
Downloads
6,088
16.
The API Economy and Digital Transformation in Financial Services: The Case of Open Banking
SWIFT Institute Working Paper No. 2016-001
Number of pages: 28
Posted: 26 May 2017
Last Revised: 14 Jul 2017
Working Paper Series
Alliance Manchester Business School and Warwick Business School
Downloads
6,037
17.
Fact, Fiction, and the Size Effect
Number of pages: 54
Posted: 24 May 2018
Last Revised: 10 Aug 2018
Working Paper Series
Office of Financial Research, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads
5,987
18.
Bagehot was a Shadow Banker: Shadow Banking, Central Banking, and the Future of Global Finance
Number of pages: 20
Posted: 12 Mar 2013
Last Revised: 06 Nov 2013
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Credit Suisse, Credit Suisse and Bard College at Simon's Rock
Downloads
5,941
19.
Quant Bust 2020
World Economics 21(2) (2020) 183-217
Number of pages: 29
Posted: 07 Apr 2020
Last Revised: 24 Jul 2020
Accepted Paper Series
Quantigic Solutions LLC
Downloads
5,913
20.
Predicting Returns with Text Data
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-69, Yale ICF Working Paper No. 2019-10, Chicago Booth Research Paper No. 20-37
Number of pages: 61
Posted: 20 May 2019
Last Revised: 12 Oct 2020
Working Paper Series
Harvard University, Yale SOM and University of Chicago - Booth School of Business
There are 2 versions of this paper
Predicting Returns with Text Data
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-69, Yale ICF Working Paper No. 2019-10, Chicago Booth Research Paper No. 20-37
Number of pages: 61
Posted: 20 May 2019
Last Revised: 12 Oct 2020
Downloads
5,545
Predicting Returns with Text Data
NBER Working Paper No. w26186
Number of pages: 55
Posted: 03 Sep 2019
Last Revised: 21 Jul 2021
Downloads
31
Downloads
5,545
21.
Regulating a Revolution: From Regulatory Sandboxes to Smart Regulation
23 Fordham Journal of Corporate and Financial Law 31-103 (2017), European Banking Institute Working Paper Series 2017 - No. 11, University of Luxembourg Law Working Paper No. 006/2017, University of Hong Kong Faculty of Law Research Paper No. 2017/019, UNSW Law Research Paper No. 17-71, Center for Business and Corporate Law (CBC) Working Paper Series 001/2017
Number of pages: 67
Posted: 19 Aug 2017
Last Revised: 13 Jul 2018
Accepted Paper Series
Universite du Luxembourg - Faculty of Law, Economics and Finance, University of New South Wales (UNSW) - Faculty of Law, The University of Hong Kong - Faculty of Law and The University of Hong Kong - Faculty of Law
Downloads
5,259
22.
The Emergence of the Global Fintech Market: Economic and Technological Determinants
CESifo Working Paper Series No. 6131
Number of pages: 37
Posted: 27 Aug 2016
Last Revised: 05 Dec 2016
Working Paper Series
Univ. Lille, SKEMA Business School, EA4112 - LSMRC and University of Bremen - Faculty of Business Studies and Economics
Downloads
4,803
23.
Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT
Number of pages: 9
Posted: 17 Jun 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, A.I. Square Connect and A.I. Square Connect
Downloads
4,650
24.
Research Roundtable Discussion: The Market Risk Premium
Number of pages: 10
Posted: 27 Jun 2000
Case and Teaching Paper Series
University of California, Los Angeles (UCLA)
Downloads
4,489
25.
Gamma Fragility
University of St.Gallen, School of Finance Research Paper No. 2020/05
Number of pages: 48
Posted: 16 Nov 2020
Last Revised: 18 Mar 2021
Working Paper Series
University of St. Gallen and Imperial College Business School
Downloads
4,404
26.
Digital Finance & The COVID-19 Crisis
University of Hong Kong Faculty of Law Research Paper No. 2020/017, UNSW Law Research
Number of pages: 24
Posted: 26 Mar 2020
Last Revised: 08 Jun 2020
Accepted Paper Series
The University of Hong Kong - Faculty of Law, The University of Hong Kong - Faculty of Law, Thomson Reuters - Refinitiv (formally Thomson Reuters), University of New South Wales (UNSW) - Faculty of Law, Qatar University - College of Law and Universite du Luxembourg - Faculty of Law, Economics and Finance
Downloads
4,360
27.
The Role of International Accounting Standards in Transitional Economies: A Study of the People's Republic of China
Number of pages: 46
Posted: 28 Aug 2000
Working Paper Series
Massachusetts Institute of Technology and Harvard Business School
Downloads
4,333
28.
FDI and Economic Growth Relationship: An Empirical Study on Malaysia
International Business Research, Vol. 1, No. 2, pp. 11-18, April 2008
Number of pages: 8
Posted: 07 May 2009
Accepted Paper Series
Universiti Tunku Abdul Rahman (UTAR), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
4,147
29.
Predictably Unequal? The Effects of Machine Learning on Credit Markets
Journal of Finance, Forthcoming
Number of pages: 92
Posted: 17 Nov 2017
Last Revised: 24 Jun 2021
Accepted Paper Series
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London
There are 2 versions of this paper
Predictably Unequal? The Effects of Machine Learning on Credit Markets
Journal of Finance, Forthcoming
Number of pages: 92
Posted: 17 Nov 2017
Last Revised: 24 Jun 2021
Downloads
4,108
Predictably Unequal? The Effects of Machine Learning on Credit Markets
CEPR Discussion Paper No. DP12448
Number of pages: 60
Posted: 20 Nov 2017
Downloads
3
Downloads
4,108
30.
Factor Momentum
Number of pages: 48
Posted: 12 Nov 2020
Last Revised: 22 Mar 2021
Working Paper Series
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business
Downloads
4,033
31.
Tax Avoidance by Multinational Companies: Methods, Policies, and Ethics
Rutgers Business Review, Vol. 1, No. 1, 2016
Number of pages: 17
Posted: 23 Jul 2017
Accepted Paper Series
Rutgers, The State University of New Jersey
Downloads
3,707
32.
The Global Credit Crisis of 2008: Causes and Consequences
AIIFL Working Paper No. 3
Number of pages: 51
Posted: 21 Jan 2009
Last Revised: 21 Feb 2011
Working Paper Series
The University of Hong Kong - Faculty of Law
There are 2 versions of this paper
The Global Credit Crisis of 2008: Causes and Consequences
AIIFL Working Paper No. 3
Number of pages: 51
Posted: 21 Jan 2009
Last Revised: 21 Feb 2011
Downloads
3,676
The Global Credit Crisis of 2008: Causes and Consequences
The International Lawyer, Vol. 43, pp. 91-136, 2009
Number of pages: 90
Posted: 10 May 2009
Last Revised: 21 Feb 2011
Downloads
2,909
Downloads
3,676
33.
Zero-Commission Individual Investors, High Frequency Traders, and Stock Market Quality
Number of pages: 68
Posted: 01 Feb 2021
Last Revised: 12 Apr 2021
Working Paper Series
Oklahoma State University - Stillwater - Department of Finance, Emory University - Department of Finance, Oklahoma State University - Department of Finance and Emory University - Goizueta Business School
Downloads
3,642
34.
How International Financial Law Works (and How it Doesn't)
Georgetown Law Journal, Vol. 99, 2011, Georgetown Law and Economics Research Paper No. 11-15, Georgetown Public Law Research Paper No. 11-112
Number of pages: 72
Posted: 27 Jan 2010
Last Revised: 25 Oct 2017
Accepted Paper Series
Georgetown University Law Center
Downloads
3,574
35.
The Cost of Equity in Emerging Markets: A Downside Risk Approach
EFMA 2000 Athens, EFA 2000 London, FMA 2000 Edinburgh
Number of pages: 20
Posted: 17 Aug 1999
Working Paper Series
IESE Business School
Downloads
3,471
36.
Factor Momentum Everywhere
Yale ICF Working Paper No. 2018-23
Number of pages: 31
Posted: 31 Dec 2018
Last Revised: 02 Aug 2019
Working Paper Series
AQR Capital Management, LLC and Yale SOM
Downloads
3,440
37.
Hidden Power of the Big Three? Passive Index Funds, Re-Concentration of Corporate Ownership, and New Financial Risk
Business and Politics, April 2017, DOI: 10.1017/bap.2017.6
Number of pages: 28
Posted: 23 Jun 2016
Last Revised: 15 May 2017
Accepted Paper Series
University of Amsterdam / CORPNET, University of Amsterdam / CORPNET and University of Amsterdam - Amsterdam Institute for Social Science Research (AISSR)
Downloads
3,409
38.
Controlled Foreign Company Regimes and Double Taxation
Asia Pacific Tax Bulletin, Vol. 12, pp. 3-5, 2006, Victoria University of Wellington Legal Research Paper No. 74/2015
Number of pages: 4
Posted: 14 May 2010
Last Revised: 10 Jun 2015
Accepted Paper Series
Victoria University of Wellington - Faculty of Law
Downloads
3,237
39.
Counter-Hegemonic Finance: The Gamestop Short Squeeze
Number of pages: 6
Posted: 04 Feb 2021
Working Paper Series
UNSW Business School
Downloads
3,137
40.
Four Things No One Will Tell You About ESG Data
Journal of Applied Corporate Finance 31 (2), Spring 2019, pages 50-58.
Number of pages: 15
Posted: 16 Jul 2019
Accepted Paper Series
KKS Advisors and Harvard Business School
There are 2 versions of this paper
Four Things No One Will Tell You About ESG Data
Journal of Applied Corporate Finance 31 (2), Spring 2019, pages 50-58.
Number of pages: 15
Posted: 16 Jul 2019
Downloads
3,055
Four Things No One Will Tell You About ESG Data
Journal of Applied Corporate Finance, Vol. 31, Issue 2, pp. 50-58, 2019
Number of pages: 11
Posted: 27 May 2020
Downloads
2
Downloads
3,055
41.
The Roles of Agent Banks in Syndicated Loans Transactions: A Critical Analysis
Number of pages: 22
Posted: 06 May 2013
Working Paper Series
Equity Research and Legal Consult and Equity Law and Business Research Consult
Downloads
3,042
42.
Understanding the Decline in the Price of Oil Since June 2014
CFS Working Paper No. 501
Number of pages: 36
Posted: 29 Jan 2015
Last Revised: 31 Mar 2015
Working Paper Series
University of Notre Dame and Federal Reserve Banks - Federal Reserve Bank of Dallas
There are 3 versions of this paper
Understanding the Decline in the Price of Oil Since June 2014
CFS Working Paper No. 501
Number of pages: 36
Posted: 29 Jan 2015
Last Revised: 31 Mar 2015
Downloads
3,021
Understanding the Decline in the Price of Oil Since June 2014
CESifo Working Paper Series No. 5755
Number of pages: 41
Posted: 15 Mar 2016
Downloads
511
Understanding the Decline in the Price of Oil Since June 2014
CEPR Discussion Paper No. DP10404
Number of pages: 37
Posted: 10 Feb 2015
Downloads
4
Downloads
3,021
43.
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Fama-Miller Working Paper
Number of pages: 69
Posted: 19 Nov 2013
Last Revised: 26 Jun 2016
Working Paper Series
Yale SOM, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 4 versions of this paper
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Fama-Miller Working Paper
Number of pages: 69
Posted: 19 Nov 2013
Last Revised: 26 Jun 2016
Downloads
3,008
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Becker Friedman Institute for Research in Economics Working Paper No. 2014-01
Number of pages: 66
Posted: 13 Jan 2014
Downloads
133
The Price of Political Uncertainty: Theory and Evidence from the Option Market
NBER Working Paper No. w19812
Number of pages: 69
Posted: 17 Jan 2014
Last Revised: 19 Feb 2021
Downloads
31
The Price of Political Uncertainty: Theory and Evidence from the Option Market
CEPR Discussion Paper No. DP9822
Number of pages: 68
Posted: 02 Jun 2014
Downloads
2
Downloads
3,008
44.
Modeling Term Structures of Swap Spreads
Number of pages: 50
Posted: 24 Aug 2000
Working Paper Series
Yale University - School of Management
Downloads
2,963
45.
The Agency Problems of Institutional Investors
Journal of Economic Perspectives, Vol. 31 pp. 89-102 (Summer 2017)., Harvard Law School Olin Discussion Paper No. 930
Number of pages: 26
Posted: 09 Jun 2017
Last Revised: 05 May 2020
Accepted Paper Series
Harvard Law School, Harvard Law School and Boston University - School of Law
Downloads
2,951
46.
The Impact of the COVID-19 on the Financial Markets: Evidence from China and USA
Electronic Research Journal of Social Sciences and Humanities, Vol 2: Issue II, 2020
Number of pages: 11
Posted: 07 Apr 2020
Working Paper Series
Guangxi University
There are 2 versions of this paper
The Impact of the COVID-19 on the Financial Markets: Evidence from China and USA
Electronic Research Journal of Social Sciences and Humanities, Vol 2: Issue II, 2020
Number of pages: 11
Posted: 07 Apr 2020
Downloads
2,930
The Impact of the COVID-19 on the Financial Markets: Evidence from China and USA
Number of pages: 26
Posted: 30 Mar 2020
Downloads
1,447
Downloads
2,930
47.
The Origins of Corporate Social Responsibility
University of Cincinnati Law Review, Vol. 85, 2017
Number of pages: 27
Posted: 25 Apr 2017
Accepted Paper Series
University of Toledo - College of Law
Downloads
2,853
48.
Globalization of Equity Markets and the Cost of Capital
Dice Center Working Paper no. 99-1
Number of pages: 70
Posted: 13 Apr 1999
Working Paper Series
Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
Globalization of Equity Markets and the Cost of Capital
Dice Center Working Paper no. 99-1
Number of pages: 70
Posted: 13 Apr 1999
Downloads
2,797
Globalization of Equity Markets and the Cost of Capital
NBER Working Paper No. w7021
Number of pages: 70
Posted: 13 Oct 2010
Last Revised: 10 Mar 2021
Downloads
65
Downloads
2,797
49.
Financial Crises: Theory and Evidence
Number of pages: 44
Posted: 22 Jun 2009
Last Revised: 26 Jan 2014
Working Paper Series
Washington University in St. Louis - Department of Economics, Bocconi University - Department of Finance and Imperial College London
Downloads
2,769
50.
Size and Value in China
Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56
Posted: 24 Jan 2018
Last Revised: 12 Aug 2020
Accepted Paper Series
University of Hong Kong, University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
There are 2 versions of this paper
Size and Value in China
Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56
Posted: 24 Jan 2018
Last Revised: 12 Aug 2020
Downloads
2,755
Size and Value in China
NBER Working Paper No. w24458
Number of pages: 57
Posted: 02 Apr 2018
Last Revised: 01 May 2021
Downloads
50
Downloads
2,755
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