1.
Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies
Number of pages: 48
Posted: 25 May 2003
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Credit Suisse First Boston, Singapore Management University - Lee Kong Chian School of Business and University of San Diego
Downloads
5,388
2.
Sensation Seeking and Hedge Funds
Journal of Finance, Forthcoming
Number of pages: 59
Posted: 10 Dec 2016
Last Revised: 20 Apr 2018
Accepted Paper Series
New York University (NYU) - Leonard N. Stern School of Business, University of Central Florida - College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and Singapore Management University - Lee Kong Chian School of Business
Downloads
3,717
3.
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Number of pages: 67
Posted: 19 Aug 2013
Last Revised: 10 Jul 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
3,612
4.
What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior
Number of pages: 80
Posted: 11 Apr 2014
Last Revised: 01 Oct 2015
Working Paper Series
University of Miami - School of Business Administration, George Washington University - Department of Finance and University of Cambridge
There are 2 versions of this paper
What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior
Number of pages: 80
Posted: 11 Apr 2014
Last Revised: 01 Oct 2015
Downloads
3,088
What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior
Journal of Finance, Forthcoming
Number of pages: 80
Posted: 14 Sep 2015
Last Revised: 01 Oct 2015
Downloads
424
Downloads
3,088
5.
Do Alpha Males Deliver Alpha? Testosterone and Hedge Funds
Number of pages: 47
Posted: 18 Jan 2018
Last Revised: 28 Jan 2018
Working Paper Series
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads
2,959
6.
Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
Journal of Financial Economics, Vol. 91, pp. 24-37, January 2009
Number of pages: 45
Posted: 08 Jul 2005
Last Revised: 13 Nov 2013
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads
2,690
7.
Forecasting Stock Returns in Good and Bad Times: The Role of Market States
27th Australasian Finance and Banking Conference 2014 Paper, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 41
Posted: 14 Dec 2012
Last Revised: 01 Aug 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
2,430
8.
Bond Rating Agencies and Stock Analysts: Who Knows What When?
Number of pages: 33
Posted: 02 Dec 1996
Working Paper Series
University of Oklahoma - Division of Finance, Singapore Management University - Lee Kong Chian School of Business and Bank for International Settlements
Downloads
2,290
9.
Cryptocurrency: A New Investment Opportunity?
Number of pages: 54
Posted: 30 Jun 2017
Last Revised: 18 Nov 2017
Working Paper Series
Singapore University of Social Sciences (SUSS), Singapore Management University, Lee Kong Chian School of Business and Singapore University of Social Sciences (SUSS)
Downloads
2,173
10.
Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
Number of pages: 47
Posted: 01 Nov 2005
Working Paper Series
Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business
There are 2 versions of this paper
Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
Number of pages: 47
Posted: 01 Nov 2005
Downloads
1,964
Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
Journal of Financial Economics (JFE), Vol. 84, No. 1, 2007
Posted: 19 Dec 2011
Downloads
1,964
11.
Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns
Georgetown McDonough School of Business Research Paper
Number of pages: 82
Posted: 09 Sep 2013
Last Revised: 14 Aug 2017
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Singapore Management University - Lee Kong Chian School of Business and Georgia State University
Downloads
1,888
12.
Have We Solved the Idiosyncratic Volatility Puzzle?
Journal of Financial Economics (JFE), Forthcoming, Charles A. Dice Center Working Paper No. 2012-28, Fisher College of Business Working Paper No. 2012-03-028
Number of pages: 63
Posted: 18 Dec 2012
Last Revised: 02 Oct 2015
Accepted Paper Series
Ohio State University (OSU) - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads
1,884
13.
Earnings Momentum in International Markets
Number of pages: 39
Posted: 08 Apr 2003
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Stanford University - Graduate School of Business and LSV Asset Management
Downloads
1,708
14.
Capital Structure Dynamics and Stock Returns
Number of pages: 37
Posted: 17 Mar 2006
Working Paper Series
Drexel University and Singapore Management University
Downloads
1,644
15.
Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations
AFA 2006 Boston Meetings Paper, Review of Financial Studies, vol. 22, no. 2, 4189-4217, 2009, AAA 2006 Financial Accounting and Reporting Section (FARS) Meeting Paper, EFA 2005 Moscow Meetings
Number of pages: 37
Posted: 03 Aug 2005
Last Revised: 14 Nov 2013
Working Paper Series
Case Western Reserve University - Weatherhead School of Management, Washington University in St. Louis - John M. Olin Business School, Singapore Management University and Ohio State University (OSU) - Fisher College of Business
There are 2 versions of this paper
Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations
AFA 2006 Boston Meetings Paper, Review of Financial Studies, vol. 22, no. 2, 4189-4217, 2009, AAA 2006 Financial Accounting and Reporting Section (FARS) Meeting Paper, EFA 2005 Moscow Meetings
Number of pages: 37
Posted: 03 Aug 2005
Last Revised: 14 Nov 2013
Downloads
1,633
Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations
The Review of Financial Studies, Vol. 22, Issue 10, pp. 4189-4217, 2009
Posted: 28 Sep 2009
Downloads
1,633
16.
Investing in Hedge Funds: Risks, Returns and Pitfalls
Ferrell Focus Working Paper
Number of pages: 29
Posted: 25 Jun 2002
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore University of Social Sciences (SUSS) and Ferrell Asset Management
Downloads
1,599
17.
Hedge Funds, Managerial Skill, and Macroeconomic Variables
AFA 2008 New Orleans Meetings Paper
Number of pages: 47
Posted: 22 Mar 2007
Last Revised: 15 Nov 2013
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business
There are 2 versions of this paper
Hedge Funds, Managerial Skill, and Macroeconomic Variables
AFA 2008 New Orleans Meetings Paper
Number of pages: 47
Posted: 22 Mar 2007
Last Revised: 15 Nov 2013
Downloads
1,572
Hedge Funds, Managerial Skill, and Macroeconomic Variables
Journal of Financial Economics, Vol. 99, Issue 3, pp. 672-692, March 2011
Posted: 22 Feb 2010
Last Revised: 15 Nov 2013
Downloads
1,572
18.
Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity?
Journal of Accounting & Economics (JAE), Vol. 58, No. 1, 2014
Number of pages: 50
Posted: 27 Mar 2012
Last Revised: 23 Jul 2014
Accepted Paper Series
Emory University - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and Singapore Management University - Lee Kong Chian School of Business
Downloads
1,555
19.
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
Journal of Finance, Forthcoming
Number of pages: 78
Posted: 21 Mar 2011
Last Revised: 14 Nov 2013
Accepted Paper Series
Georgia State University, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads
1,550
20.
The Size of Venture Capital and Private Equity Fund Portfolios
Journal of Corporate Finance, Vol. 13, pp. 564-590, 2007
Number of pages: 55
Posted: 22 Nov 2006
Last Revised: 12 Nov 2013
Accepted Paper Series
University of Miami - School of Business Administration, York University - Schulich School of Business and Boston University
Downloads
1,484
21.
Option Return Predictability
27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 60
Posted: 06 Dec 2015
Last Revised: 14 Jan 2018
Working Paper Series
Chinese University of Hong Kong - Department of Finance, University of Toronto, Rotman School of Management, Singapore Management University - Lee Kong Chian School of Business and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads
1,462
22.
Persistence in Style-Adjusted Mutual Fund Returns
Number of pages: 39
Posted: 08 Dec 2001
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Harvard University - Department of Economics
Downloads
1,456
23.
Statistical Arbitrage and Market Efficiency: Enhanced Theory, Robust Tests and Further Applications
Number of pages: 54
Posted: 03 Feb 2005
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - School of Social Sciences and University of San Diego
Downloads
1,423
24.
Portfolio Manager Compensation in the U.S. Mutual Fund Industry
Journal of Finance, Forthcoming, Finance Down Under 2014 Building on the Best from the Cellars of Finance
Number of pages: 93
Posted: 18 Mar 2012
Last Revised: 21 Mar 2018
Accepted Paper Series
Northeastern University, University of Florida - Department of Finance and IE Business School
Downloads
1,398
25.
Forecasting the Equity Risk Premium: The Role of Technical Indicators
Federal Reserve Bank of St. Louis Working Paper No. 2010-008H
Number of pages: 48
Posted: 11 Mar 2010
Last Revised: 03 Feb 2014
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division, Saint Louis University - Richard A. Chaifetz School of Business, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
1,365
26.
Asian Hedge Funds: Return Persistence, Style, and Fund Characteristics
Number of pages: 43
Posted: 21 Jul 2003
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - School of Social Sciences
Downloads
1,302
27.
Style Effects in the Cross-Section of Stock Returns
AFA 2003 Washington, DC Meetings
Number of pages: 44
Posted: 22 Oct 2001
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Harvard University - Department of Economics
Downloads
1,244
28.
A Theory of Strategic Mergers
Review of Finance, Vol. 16, pp. 517-575, 2011
Number of pages: 54
Posted: 07 Mar 2008
Last Revised: 12 Nov 2013
Accepted Paper Series
University of Miami - School of Business Administration, Boston University and Pennsylvania State University
Downloads
1,172
29.
Can Information Be Locked-Up? Informed Trading Ahead of Macro-News Announcements
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 91
Posted: 13 May 2014
Last Revised: 27 Oct 2015
Accepted Paper Series
University of Miami - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads
1,161
30.
Combating Child Labor: Incentives and Information Disclosure in Global Supply Chains
Number of pages: 63
Posted: 21 Jan 2015
Last Revised: 06 Apr 2017
Working Paper Series
Carnegie Mellon University - Tepper School of Business, Singapore Management University - Lee Kong Chian School of Business, Carnegie Mellon University - David A. Tepper School of Business and Singapore University of Technology and Design (SUTD)
Downloads
1,087
31.
When are Analyst Recommendation Changes Influential?
Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. 2009-03-007, Dice Center Working Paper No. 2009-7, ECGI - Finance Working Paper No. 251/2009
Number of pages: 51
Posted: 18 May 2009
Last Revised: 14 Nov 2013
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business and Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
When are Analyst Recommendation Changes Influential?
Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. 2009-03-007, Dice Center Working Paper No. 2009-7, ECGI - Finance Working Paper No. 251/2009
Number of pages: 51
Posted: 18 May 2009
Last Revised: 14 Nov 2013
Downloads
1,078
When are Analyst Recommendation Changes Influential?
NBER Working Paper No. w14971
Number of pages: 43
Posted: 19 May 2009
Last Revised: 08 Jun 2009
Downloads
67
Downloads
1,078
32.
Being Naive about Naive Diversification: Can Investment Theory be Consistently Useful
EFA 2008 Athens Meetings Paper
Number of pages: 49
Posted: 19 Mar 2008
Last Revised: 15 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
1,065
33.
Mutual Fund Industry Selection and Persistence
The Review of Asset Pricing Studies, Forthcoming
Number of pages: 51
Posted: 09 Dec 2007
Last Revised: 14 Nov 2013
Accepted Paper Series
Emory University - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads
1,050
34.
Do Merger-Related Operating Synergies Exist?
Number of pages: 48
Posted: 02 Jan 2005
Last Revised: 12 Nov 2013
Working Paper Series
University of Miami - School of Business Administration and US Securities & Exchange Commission
Downloads
1,029
35.
Venture Capital and Economic Growth: An Industry Overview and Singapore's Experience
Singapore Management University, School of Economics and Social Sciences, Working Paper No. 21-2002
Number of pages: 31
Posted: 26 Feb 2003
Working Paper Series
Singapore Management University - School of Social Sciences and Singapore Management University - Lee Kong Chian School of Business
There are 2 versions of this paper
Venture Capital and Economic Growth: An Industry Overview and Singapore's Experience
Singapore Management University, School of Economics and Social Sciences, Working Paper No. 21-2002
Number of pages: 31
Posted: 26 Feb 2003
Downloads
1,005
Venture Capital and Economic Growth: An Industry Overview and Singapore's Experience
Singapore Economic Review, Vol. 47, No. 2, pp. 243-267, 2002
Posted: 28 Mar 2003
Downloads
1,005
36.
Does the Crowd Support Innovation? Innovation Claims and Success on Kickstarter
HEC Paris Research Paper No. MKG-2017-1220
Number of pages: 23
Posted: 19 Jul 2017
Last Revised: 05 Sep 2017
Working Paper Series
Singapore Management University, HEC Paris - Marketing, University of Technology Sydney (UTS) - Faculty of Business and INSEAD - Marketing
Downloads
993
37.
The Effect of the Options Backdating Scandal on the Stock-Price Performance of 110 Accused Companies
Simon School Working Paper No. FR 06-10
Number of pages: 19
Posted: 19 Dec 2006
Working Paper Series
University of Miami - School of Business Administration, University of Rochester - Simon School and Forensic Economics
Downloads
990
38.
The Impact of the Options Backdating Scandal on Shareholders
Journal of Accounting & Economics (JAE), Vol. 47, No. 1, 2009
Number of pages: 57
Posted: 27 Mar 2008
Last Revised: 12 Nov 2013
Accepted Paper Series
University of Miami - School of Business Administration and University of Rochester - Simon School
Downloads
956
39.
The Competitive Landscape of High-Frequency Trading Firms
Forthcoming in the Review of Financial Studies
Number of pages: 60
Posted: 10 Mar 2016
Last Revised: 10 Mar 2018
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business, The University of Hong Kong - School of Economics and Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
920
40.
Pairwise Correlations
Number of pages: 33
Posted: 15 Mar 2011
Last Revised: 14 Nov 2013
Working Paper Series
Emory University - Department of Finance, University of Lausanne and Singapore Management University - Lee Kong Chian School of Business
Downloads
913
41.
Analysis of Limit Order Book and Order Flow
EFMA 2004 Basel Meetings Paper
Number of pages: 44
Posted: 28 May 2004
Working Paper Series
Nanyang Technological University (NTU), Massey University - Department of Economics and Finance and Singapore Management University - Lee Kong Chian School of Business
There are 2 versions of this paper
Analysis of Limit Order Book and Order Flow
EFMA 2004 Basel Meetings Paper
Number of pages: 44
Posted: 28 May 2004
Downloads
906
Analysis of Limit Order Book and Order Flow
EFMA 2004 Basel Meetings Paper
Number of pages: 44
Posted: 04 Feb 2005
Downloads
528
Downloads
906
42.
Investing in Hedge Funds: Risks, Returns and Performance Measurement
Number of pages: 34
Posted: 30 Dec 2004
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - School of Social Sciences, Singapore University of Social Sciences (SUSS) and Monash University - Department of Accounting
Downloads
900
43.
Forecasting Government Bond Risk Premia Using Technical Indicators
25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 50
Posted: 22 Aug 2011
Last Revised: 13 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
853
44.
Board Diversity, Firm Risk, and Corporate Policies
Number of pages: 97
Posted: 18 Feb 2016
Last Revised: 15 Jul 2017
Working Paper Series
University of Miami - School of Business Administration, George Washington University - Department of Finance and Cornell University - Dyson School of Applied Economics and Management
Downloads
849
45.
Corporate Financial Policy and the Value of Cash
Number of pages: 38
Posted: 12 Jul 2004
Working Paper Series
University of Maryland - Robert H. Smith School of Business and Singapore Management University
Downloads
832
46.
Understanding Investor Sentiment: The Case of Soccer
Financial Management, Vol. 40, pp. 357-380, 2011
Number of pages: 50
Posted: 17 Feb 2009
Last Revised: 12 Nov 2013
Accepted Paper Series
University of Miami - School of Business Administration and Boston University
There are 3 versions of this paper
Understanding Investor Sentiment: The Case of Soccer
Financial Management, Vol. 40, pp. 357-380, 2011
Number of pages: 50
Posted: 17 Feb 2009
Last Revised: 12 Nov 2013
Downloads
829
Downloads
829
47.
Creditor Rights and LBOs
5th Annual Conference on Empirical Legal Studies Paper
Number of pages: 39
Posted: 23 Jan 2008
Last Revised: 17 Oct 2014
Working Paper Series
Independent, York University - Schulich School of Business, Australian National University (ANU) - College of Business and Economics and affiliation not provided to SSRN
There are 2 versions of this paper
Creditor Rights and LBOs
5th Annual Conference on Empirical Legal Studies Paper
Number of pages: 39
Posted: 23 Jan 2008
Last Revised: 17 Oct 2014
Downloads
802
The Impact of Investor Protection Law on Takeovers: The Case of Leveraged Buyouts
Number of pages: 38
Posted: 05 Mar 2008
Last Revised: 22 Oct 2014
Downloads
687
Downloads
802
48.
Leverage Change, Debt Capacity, and Stock Prices
Number of pages: 45
Posted: 25 Mar 2008
Last Revised: 15 Nov 2013
Working Paper Series
Drexel University and Singapore Management University
There are 2 versions of this paper
Leverage Change, Debt Capacity, and Stock Prices
Number of pages: 45
Posted: 25 Mar 2008
Last Revised: 15 Nov 2013
Downloads
796
Leverage Change, Debt Capacity, and Stock Prices
Number of pages: 42
Posted: 07 Mar 2008
Downloads
237
Downloads
796
49.
Analysts’ Industry Expertise
AFA 2010 Atlanta Meetings Paper, AAA 2010 Financial Accounting and Reporting Section (FARS) Paper
Number of pages: 55
Posted: 17 Mar 2009
Last Revised: 14 Nov 2013
Accepted Paper Series
Washington University in St. Louis - John M. Olin Business School, Case Western Reserve University - Weatherhead School of Management, Singapore Management University and Ohio State University (OSU) - Fisher College of Business
Downloads
773
50.
Improving Decision Making Through Mindfulness
Forthcoming in Mindfulness in Organizations, Reb, J., & Atkins, P. (Eds.), Cambridge University Press., INSEAD Working Paper No. 2014/43/DSC
Number of pages: 38
Posted: 31 May 2014
Accepted Paper Series
INSEAD - Decision Sciences and Singapore Management University - Lee Kong Chian School of Business
Downloads
771
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