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
23,326
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
22,158
3.
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Swiss Finance Institute Research Paper No. 20-91
Number of pages: 123
Posted: 23 Oct 2020
Last Revised: 13 May 2022
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: 123
Posted: 23 Oct 2020
Last Revised: 13 May 2022
Downloads
17,739
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: 24 Feb 2022
Downloads
26
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
2
Downloads
17,739
4.
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
15,144
5.
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
14,213
6.
Attention Induced Trading and Returns: Evidence from Robinhood Users
Journal of Finance, Forthcoming
Number of pages: 73
Posted: 23 Oct 2020
Last Revised: 13 Oct 2021
Accepted 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
12,385
7.
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
PhD at Ain shams university and University of the People
Downloads
11,891
8.
Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT
Université Paris-Dauphine Research Paper No. 3862428
Number of pages: 9
Posted: 17 Jun 2021
Working Paper Series
Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and AI For Alpha
Downloads
11,049
9.
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
10,154
10.
Place Your Bets? The Market Consequences of Investment Research on Reddit's Wallstreetbets
Number of pages: 63
Posted: 22 Mar 2021
Last Revised: 03 Nov 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
9,508
11.
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, University of Manchester and Said Business School, University of Oxford
Downloads
8,456
12.
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: 22 Aug 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: 22 Aug 2021
Downloads
8,454
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
9
Downloads
8,454
13.
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
Columbia University
Downloads
7,818
14.
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: 66
Posted: 20 May 2019
Last Revised: 17 Aug 2021
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: 66
Posted: 20 May 2019
Last Revised: 17 Aug 2021
Downloads
7,534
Predicting Returns with Text Data
NBER Working Paper No. w26186
Number of pages: 55
Posted: 03 Sep 2019
Last Revised: 21 Jul 2022
Downloads
103
Downloads
7,534
15.
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
7,296
16.
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 EngineeringAbu Dhabi Investment Authority
Downloads
7,048
17.
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
7,036
18.
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
6,882
19.
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 SuisseShadow Banking Colloquium (INET), Credit Suisse and Bard College at Simon's Rock
Downloads
6,531
20.
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 SOMAQR Capital
Downloads
6,450
21.
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
6,389
Global Real Estate Markets - Cycles and Fundamentals
NBER Working Paper No. w7566
Number of pages: 23
Posted: 11 Jul 2000
Last Revised: 30 Mar 2022
Downloads
249
Downloads
6,389
22.
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: 22 Aug 2021
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
6,293
23.
Herd Behavior in Financial Markets: A Review
IMF Working Paper No. 2000/048
Number of pages: 34
Posted: 10 May 2000
Working Paper Series
University of California, Los Angeles - Anderson School of Management and George Washington University - Elliott School of International Affairs
Downloads
6,110
24.
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
6,084
25.
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, Yale School of Management, 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
5,678
Predictably Unequal? The Effects of Machine Learning on Credit Markets
CEPR Discussion Paper No. DP12448
Number of pages: 60
Posted: 20 Nov 2017
Downloads
4
Downloads
5,678
26.
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
5,458
27.
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
5,431
28.
The Impact of Corporate Governance on Firm Performance During The COVID-19 Pandemic: Evidence from Malaysia
Journal of Asian Finance, Economics and Business, 8(2), 0943–0952
Number of pages: 14
Posted: 13 Jan 2021
Last Revised: 28 Aug 2021
Accepted Paper Series
Universiti Teknologi Malaysia and An-Najah National University
Downloads
5,341
29.
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
5,200
The Impact of the COVID-19 on the Financial Markets: Evidence from China and USA
Number of pages: 26
Posted: 30 Mar 2020
Downloads
1,726
Downloads
5,200
30.
Why is Corporate Virtue in the Eye of the Beholder? The Case of ESG Ratings
The Accounting Review,
https://doi.org/10.2308/TAR-2019-0506
Number of pages: 64
Posted: 12 Apr 2021
Last Revised: 19 Aug 2021
Accepted Paper Series
University of Oregon, Harvard Business School and Harvard University - Business School (HBS)
Downloads
5,168
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
5,052
32.
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
4,988
33.
Counter-Hegemonic Finance: The Gamestop Short Squeeze
Number of pages: 6
Posted: 04 Feb 2021
Working Paper Series
UNSW Business School
Downloads
4,986
34.
The Effects of Mandatory ESG Disclosure Around the World
European Corporate Governance Institute – Finance Working Paper No. 754/2021, Swiss Finance Institute Research Paper No. 21-44
Number of pages: 75
Posted: 26 Apr 2021
Last Revised: 13 Dec 2021
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), Frankfurt School of Finance & Management, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads
4,955
35.
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
4,867
36.
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
4,845
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
34
Downloads
4,845
37.
Retail Trader Sophistication and Stock Market Quality: Evidence from Brokerage Outages
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 68
Posted: 01 Feb 2021
Last Revised: 17 Jun 2022
Accepted 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
4,799
38.
Corporate Social Responsibility and Sustainable Finance: A Review of the Literature
European Corporate Governance Institute – Finance Working Paper No. 701/2020, This paper will appear in the Oxford Research Encyclopedia of Economics and Finance.
Number of pages: 43
Posted: 24 Sep 2020
Last Revised: 28 Sep 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Tilburg University - Department of Finance
Downloads
4,619
39.
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
4,526
40.
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
4,379
41.
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
INVESCO Global Asset Management, N.A. and Yale SOM
Downloads
4,092
42.
Stock Price Reactions to ESG News: The Role of ESG Ratings and Disagreement
Forthcoming, Review of Accounting Studies
Number of pages: 44
Posted: 13 Jan 2021
Last Revised: 30 Aug 2021
Accepted Paper Series
Harvard Business School and Northwestern University - Department of Accounting Information & Management
Downloads
4,023
43.
Fintech and the Future of Finance
Asian Journal of Public Affairs, 2017
, Lee Kuan Yew School of Public Policy Research Paper No. 17-20
Number of pages: 14
Posted: 22 Aug 2017
Last Revised: 29 Aug 2017
Accepted Paper Series
Nanyang Technological University (NTU)
Downloads
3,994
44.
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
3,887
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
3,058
Downloads
3,887
45.
Game On: Social Networks and Markets
NYU Stern School of Business Forthcoming
Number of pages: 54
Posted: 01 Mar 2021
Last Revised: 01 Jun 2022
Working Paper Series
AQR Capital Management, LLC
Downloads
3,852
46.
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
3,810
47.
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
3,788
48.
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
3,608
49.
Which Investors Matter for Equity Valuations and Expected Returns?
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-92, NYU Stern School of Business
Number of pages: 76
Posted: 28 Jun 2019
Last Revised: 29 Jul 2022
Working Paper Series
University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics
There are 3 versions of this paper
Which Investors Matter for Equity Valuations and Expected Returns?
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-92, NYU Stern School of Business
Number of pages: 76
Posted: 28 Jun 2019
Last Revised: 29 Jul 2022
Downloads
3,603
Which Investors Matter for Equity Valuations and Expected Returns?
NBER Working Paper No. w27402
Number of pages: 54
Posted: 22 Jun 2020
Last Revised: 16 May 2022
Downloads
23
Which Investors Matter for Equity Valuations and Expected Returns?
CEPR Discussion Paper No. DP14890
Number of pages: 56
Posted: 16 Jun 2020
Downloads
2
Downloads
3,603
50.
Principles of Sustainable Finance
Principles of Sustainable Finance, Oxford University Press, 2019
Number of pages: 35
Posted: 11 Dec 2018
Last Revised: 28 Jan 2019
Accepted Paper Series
Rotterdam School of Management, Erasmus University and RSM Erasmus University
Downloads
3,514
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