How Active is Your Fund Manager? A New Measure That Predicts Performance
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How Active is Your Fund Manager? A New Measure That Predicts Performance
How Active is Your Fund Manager? A New Measure that Predicts Performance
The Worldwide Equity Premium: A Smaller Puzzle
High Frequency Trading and the New-Market Makers
Are Stocks Really Less Volatile in the Long Run?
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Are Stocks Really Less Volatile in the Long Run?
Are Stocks Really Less Volatile in the Long Run?
Are Stocks Really Less Volatile in the Long Run?
Value and Momentum Everywhere
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Value and Momentum Everywhere
Value and Momentum Everywhere
Forecasting Default with the Kmv-Merton Model
Behind the Scenes: The Corporate Governance Preferences of Institutional Investors
Capital Structure and Debt Structure
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Capital Structure and Debt Structure
Capital Structure and Debt Structure
What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?
Measuring Systemic Risk
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Measuring Systemic Risk
The Short of It: Investor Sentiment and Anomalies
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The Short of It: Investor Sentiment and Anomalies
The Short of it: Investor Sentiment and Anomalies
Do ETFs Increase Volatility?
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Do ETFs Increase Volatility?
Do Etfs Increase Volatility?
Hedge Funds: Performance, Risk, and Capital Formation
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Hedge Funds: Performance, Risk, and Capital Formation
Hedge Funds: Performance, Risk and Capital Formation
Originate-to-Distribute Model and the Subprime Mortgage Crisis
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Originate-to-Distribute Model and the Subprime Mortgage Crisis
Originate-to-Distribute Model and the Subprime Mortgage Crisis
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry
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Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry
Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry
Systemic Risk and Hedge Funds
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Systemic Risk and Hedge Funds
Systemic Risk and Hedge Funds
Algorithmic Trading and Market Quality: International Evidence
Which CEO Characteristics and Abilities Matter?
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Which CEO Characteristics and Abilities Matter?
Which CEO Characteristics and Abilities Matter?
The Global Rise of the Value-Weighted Portfolio
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The Global Rise of the Value-Weighted Portfolio
The Global Rise of the Value-Weighted Portfolio
Asset Growth and the Cross-Section of Stock Returns
The Cross-Section and Time-Series of Stock and Bond Returns
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The Cross-Section and Time-Series of Stock and Bond Returns
The Cross-Section and Time-Series of Stock and Bond Returns
The Cross-Section and Time-Series of Stock and Bond Returns
The Cross-Section and Time-Series of Stock and Bond Returns
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
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What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?
Common Problems in Capital Structure Research: The Financial-Debt-To-Asset Ratio, and Issuing Activity vs. Leverage Changes
The CDS-Bond Basis
A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds
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A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds
Profits and Capital Structure
Credit Ratings and Credit Risk: Is One Measure Enough?
Why Do Firms Go Dark? Causes and Economic Consequences of Voluntary SEC Deregistrations
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Why Do Firms Go Dark? Causes and Economic Consequences of Voluntary SEC Deregistrations
Why Do Firms Go Dark? Causes and Economic Consequences of Voluntary SEC Deregistrations
Media Coverage and the Cross-Section of Stock Returns
Dynamic Mean-Variance Asset Allocation
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Dynamic Mean-Variance Asset Allocation
Dynamic Mean-Variance Asset Allocation
Who Blows the Whistle on Corporate Fraud?
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Who Blows the Whistle on Corporate Fraud?
Who Blows the Whistle on Corporate Fraud?
Who Blows the Whistle on Corporate Fraud?
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
Private Equity and the Resolution of Financial Distress
Corporate Governance and Acquirer Returns
Price Efficiency and Short Selling
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
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Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
Do Managers Do Good with Other Peoples' Money?
Corporate Governance and Firm Cash Holdings
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Corporate Governance and Firm Cash Holdings
Corporate Governance and Firm Cash Holdings
Expected Stock Returns and Variance Risk Premia
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Expected Stock Returns and Variance Risk Premia
Expected Stock Returns and Variance Risk Premia
The Price of Sin: The Effects of Social Norms on Markets
Rewriting History
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Rewriting History
Technological Revolutions and Stock Prices
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Technological Revolutions and Stock Prices
Technological Revolutions and Stock Prices
Technological Revolutions and Stock Prices
Are ETFs Replacing Index Mutual Funds?
Venture Capital Reputation, Post-IPO Performance and Corporate Governance
How Informative Are Insider Trades and Analyst Recommendations?
Time-Varying Fund Manager Skill
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Time-Varying Fund Manager Skill
Time-Varying Fund Manager Skill
Time-Varying Fund Manager Skill
Time-Varying Fund Manager Skill
Sovereign Risk Premia
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Sovereign Risk Premia
Sovereign Risk Premia
Does Asymmetric Information Drive Capital Structure Decisions?
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