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Institute of Global Finance Research Paper Series

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Viewing: 1 - 34 of 34 papers

1.

Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns

Number of pages: 55 Posted: 23 Jun 2012 Last Revised: 15 Apr 2016
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University - Leonard N. Stern School of Business - Department of Economics and Fordham University - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,274
2.

How Constraining Are Limits to Arbitrage?

Institute of Global Finance Working Paper No. 7
Number of pages: 69 Posted: 20 Nov 2013 Last Revised: 06 May 2016
Working Paper Series
New York University (NYU) - Department of Finance and National University of Singapore - NUS Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,139
3.

The Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management?

Review of Financial Studies, Forthcoming, INSEAD Working Paper No. 2012/93/FIN, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 91 Posted: 06 Aug 2012 Last Revised: 02 Oct 2015
Accepted Paper Series
INSEAD - Finance, University of New South Wales (UNSW) - School of Banking and Finance and Tsinghua University - PBC School of Finance
Downloads 938
4.

The 'Greatest' Carry Trade Ever? Understanding Eurozone Bank Risks

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51 Posted: 29 Apr 2013 Last Revised: 30 Sep 2015
Working Paper Series
New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 860
5.

Foreign Institutional Ownership and the Global Convergence of Financial Reporting Practices

Journal of Accounting Research 53, no. 3 (2015): 593-631.
Number of pages: 55 Posted: 07 Nov 2012 Last Revised: 19 Aug 2016
Accepted Paper Series
University of Minnesota - Twin Cities - Department of Accounting, University of Chicago - Booth School of Business and University of New South Wales (UNSW) - School of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 740
6.

Falling Short of Expectations? Stress-Testing the European Banking System

Number of pages: 25 Posted: 23 Dec 2013
Working Paper Series
New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management

Multiple version iconThere are 2 versions of this paper

Downloads 731
7.

Modeling the Dynamics of Correlations Among Implied Volatilities

The Review of Finance, Forthcoming
Number of pages: 40 Posted: 15 Jul 2012 Last Revised: 02 Oct 2015
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and New York University - Stern School of Business
Downloads 650
8.

Currency Returns in Different Time Zones

Institute of Global Finance Working Paper No. 11, 28th Australasian Finance and Banking Conference
Number of pages: 31 Posted: 04 Jun 2015 Last Revised: 04 Nov 2017
Working Paper Series
Stanford University, Graduate School of Business, Students
Downloads 594
9.

Political Connections and Allocative Distortions

27th Australasian Finance and Banking Conference 2014 Paper, Institute of Global Finance Working Paper No. 5
Number of pages: 71 Posted: 14 Aug 2014 Last Revised: 28 Dec 2015
Working Paper Series
Princeton University, Bendheim Center for Finance
Downloads 591
10.

Executive Overconfidence and Compensation Structure

Journal of Financial Economics (JFE), Vol. 119, Issue 3, pp.533-558, 2016. , Institute of Global Finance Working Paper No. 4
Number of pages: 61 Posted: 28 Mar 2014 Last Revised: 20 Mar 2016
Accepted Paper Series
UNSW Business School, Virginia Polytechnic Institute & State University - Pamplin College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 587
11.

The Value of Implicit Guarantees

Number of pages: 46 Posted: 11 Mar 2013
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 565
12.

Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking

Number of pages: 42 Posted: 29 Sep 2008 Last Revised: 01 Oct 2015
Working Paper Series
New York University - Leonard N. Stern School of Business, London Business School and University of Amsterdam - Faculty of Economics and Business (FEB)

Multiple version iconThere are 3 versions of this paper

Downloads 550
13.

A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk

Journal of Finance, Forthcoming
Number of pages: 69 Posted: 19 Jun 2011 Last Revised: 01 Oct 2015
Accepted Paper Series
New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 534
14.

Global Systemic Risk: What's Driving the Shadow Banking System?

Institute of Global Finance Working Paper No. 1
Number of pages: 16 Posted: 17 Nov 2015
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Institute of Global Finance, UNSW Business School and University of New South Wales (UNSW), UNSW Business School, School of Economics, Students
Downloads 486
15.

High-Frequency Measures of Informed Trading and Corporate Announcements

Institute of Global Finance Working Paper No. 2
Number of pages: 69 Posted: 15 Mar 2015 Last Revised: 27 Sep 2016
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, State University of New York (SUNY) - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 466
16.

Did Dubious Mortgage Origination Practices Distort House Prices?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 23 Aug 2014 Last Revised: 17 Jan 2016
Working Paper Series
University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 457
17.

Financial Dependence and Innovation: The Case of Public versus Private Firms

Journal of Financial Economics (JFE), Forthcoming, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 400/2014
Number of pages: 59 Posted: 02 Dec 2013 Last Revised: 01 Oct 2015
Accepted Paper Series
New York University - Leonard N. Stern School of Business and UNSW Australia Business School, School of Banking and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 447
18.

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 447
19.

Shorting Selling ETFs

Number of pages: 72 Posted: 10 Sep 2016 Last Revised: 24 Mar 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and University of Texas at Austin, Department of Finance
Downloads 388
20.

Intermediary Funding Liquidity and Rehypothecation as Determinants of Repo Haircuts and Interest Rates

27th Australasian Finance and Banking Conference 2014 Paper, Institute of Global Finance Working Paper No. 6
Number of pages: 37 Posted: 27 Jun 2014 Last Revised: 17 Nov 2015
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 305
21.

Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models

FRB of New York Staff Report No. 590, UNC Kenan-Flagler Research Paper No. 2013-20
Number of pages: 55 Posted: 02 Jan 2013
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Federal Reserve Bank of New York, University of North Carolina Kenan-Flagler Business School and Smeal College of Business, Penn State University
Downloads 293
22.

Measuring the Added Value of Stock Recommendations

Saïd Business School WP 2016-04, 29th Australasian Finance and Banking Conference 2016, Swedish House of Finance Research Paper No. 16-06,
Number of pages: 49 Posted: 23 Jan 2016 Last Revised: 29 Mar 2017
Working Paper Series
Swedish House of Finance, University of Oxford, Saïd Business School and University of Connecticut
Downloads 223
23.

Liquidity Provision and the Transmission of Systemic Risk

Institute of Global Finance Working Paper No. 8, 28th Australasian Finance and Banking Conference
Number of pages: 71 Posted: 28 Nov 2014 Last Revised: 12 Apr 2017
Working Paper Series
University of North Carolina Kenan-Flagler Business School and Monash University
Downloads 182
24.

Bank Monitoring and CEO Risk-Taking Incentives

2nd Annual Financial Institutions, Regulation and Corporate Governance Conference, 29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 15 Oct 2014 Last Revised: 28 Jun 2017
Working Paper Series
New York University - Leonard N. Stern School of Business and Melbourne Business School, the University of Melbourne
Downloads 174
25.

Reporting and Non-Reporting Incentives in Leasing: Evidence from the Airline Industry

27th Australasian Finance and Banking Conference 2014 Paper, Institute of Global Finance Working Paper No. 3
Number of pages: 58 Posted: 21 Aug 2014 Last Revised: 29 Oct 2015
Working Paper Series
University of California, Los Angeles (UCLA) - Accounting Area and affiliation not provided to SSRN
Downloads 165
26.

How Do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007

Number of pages: 51 Posted: 19 Mar 2012
Working Paper Series
New York University - Leonard N. Stern School of Business, Federal Reserve Bank of New York and Federal Reserve Bank of New York

Multiple version iconThere are 3 versions of this paper

Downloads 157
27.

A Model-Free Tail Risk Index and Its Return Predictability

Number of pages: 63 Posted: 23 Aug 2016 Last Revised: 04 Oct 2017
Working Paper Series
Victoria University of Wellington - School of Economics and Finance
Downloads 98
28.

Shadow Banking and Asset Pricing

Institute of Global Finance Working Paper No. 10, 28th Australasian Finance and Banking Conference
Number of pages: 44 Posted: 21 Aug 2015 Last Revised: 19 Aug 2016
Working Paper Series
Victoria University of Wellington - School of Economics and Finance
Downloads 84
29.

Exchange Rate Dynamics and US Dollar-Denominated Sovereign Bond Prices in Emerging Markets

Institute of Global Finance Working Paper Vol. 3, No. 1, Paper 3
Number of pages: 39 Posted: 23 Dec 2016
Working Paper Series
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK)

Multiple version iconThere are 2 versions of this paper

Downloads 58
30.

Bad Bad Contagion

Institute of Global Finance Working Paper No. Vol. 3, No. 1, Paper 4
Number of pages: 56 Posted: 23 Dec 2016 Last Revised: 27 Apr 2017
Working Paper Series
Federal Reserve Board of Governors

Multiple version iconThere are 2 versions of this paper

Downloads 41
31.

Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More than Fundamentals

Institute of Global Finance Working Paper Vol. 3, No. 1, Paper 1
Number of pages: 41 Posted: 23 Dec 2016
Working Paper Series
Johns Hopkins University, Bank for International Settlements and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 30
32.

Divergent EME Responses to Global and Domestic Monetary Policy Shocks

Institute of Global Finance Working Paper Vol. 3, No. 1, Paper 2
Number of pages: 34 Posted: 23 Dec 2016
Working Paper Series
International Monetary Fund (IMF), The Bank of Korea, The Bank of Korea and The Bank of Korea

Multiple version iconThere are 2 versions of this paper

Downloads 22
33.

Asia-Pacific Regional Integration Index: Construction, Interpretation, and Comparison

Asian Development Bank Economics Working Paper Series No. 511
Number of pages: 35 Posted: 12 Jun 2017
Working Paper Series
Yonsei University - Department of Economics and Asian Development Bank
Downloads 20
34.

Decoupling Asia Revisited

Asian Development Bank Economics Working Paper Series No. 506
Number of pages: 42 Posted: 08 Jun 2017
Working Paper Series
Asian Development Bank
Downloads 17