1.
Arbitrage Portfolios
Georgia Tech Scheller College of Business Research Paper No. 18-43
Number of pages: 74
Posted: 31 Oct 2018
Last Revised: 24 Jan 2019
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Northwestern University and University of Notre Dame - Department of Finance
Downloads
169
2.
Fake News, Investor Attention, and Market Reaction
Georgia Tech Scheller College of Business Research Paper No. 18-29
Number of pages: 34
Posted: 01 Aug 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, The University of Hong Kong - Faculty of Business and Economics, Carnegie Mellon University and Georgia Institute of Technology - Scheller College of Business
Downloads
310
3.
The GARCH Linear SDE: Explicit Formulas and the Pricing of a Quanto CDS
Number of pages: 18
Posted: 25 Jun 2018
Working Paper Series
Bloomberg LP, Bloomberg L.P. and Independent
Downloads
61
4.
The Survival of Noise Traders: Evidence from Peer-to-Peer Lending
Georgia Tech Scheller College of Business Research Paper No. 18-22
Number of pages: 51
Posted: 23 Jun 2018
Last Revised: 15 Feb 2019
Working Paper Series
Scheller College of Business, Georgia Institute of Technology, University of Arizona - Department of Finance and Purdue University - Krannert School of Management
Downloads
121
5.
Intellectual Property Protection and Financial Markets: Patenting vs. Secrecy
Georgia Tech Scheller College of Business Research Paper No. 18-25
Number of pages: 41
Posted: 22 Jun 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads
50
6.
Why Do Firms Go Public Through Debt Instead of Equity?
Critical Finance Review, Forthcoming
Number of pages: 30
Posted: 21 Jun 2018
Accepted Paper Series
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS), Georgia Institute of Technology - Finance Area, University of Cambridge and University of Cambridge - Finance
There are 2 versions of this paper
Why Do Firms Go Public through Debt Instead of Equity?
Number of pages: 30
Posted: 20 Mar 2012
Last Revised: 27 May 2018
Downloads
391
Why Do Firms Go Public Through Debt Instead of Equity?
Critical Finance Review, Forthcoming
Number of pages: 30
Posted: 21 Jun 2018
Downloads
82
Downloads
82
7.
Impact of E-Commerce on Employees at Brick-and-Mortar Retailers
Georgia Tech Scheller College of Business Research Paper No. 18-23, 29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 59
Posted: 20 Jun 2018
Last Revised: 04 Feb 2019
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Strategic Management Area, Georgia Institute of Technology and Georgia Institute of Technology - Scheller College of Business
Downloads
220
8.
Mergers and the Market for Busy Directors: An International Analysis
Georgia Tech Scheller College of Business Research Paper No. 18-17
Number of pages: 61
Posted: 01 Jun 2018
Working Paper Series
University of Missouri at Columbia - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Illinois State University - Department of Finance, Insurance and Law
Downloads
51
9.
Worker Mobility and Firm Leverage: Evidence from State Health Mandates
Georgia Tech Scheller College of Business Research Paper No. 17-28
Number of pages: 75
Posted: 09 May 2018
Last Revised: 09 May 2018
Working Paper Series
Georgia Institute of Technology and Hong Kong University of Science & Technology (HKUST) - Department of Finance
There are 2 versions of this paper
Worker Mobility and Firm Leverage: Evidence from State Health Mandates
Georgia Tech Scheller College of Business Research Paper No. 17-28
Number of pages: 75
Posted: 09 May 2018
Downloads
86
Worker Mobility and Firm Leverage: Evidence from State Health Mandates
Georgia Tech Scheller College of Business Research Paper No. 18-18, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 75
Posted: 24 Jan 2018
Last Revised: 08 Jun 2018
Downloads
29
Downloads
86
10.
Seeing the Forest Through the Trees: Do Investors Underreact to Systemic Events?
Georgia Tech Scheller College of Business Research Paper No. 18-9
Number of pages: 71
Posted: 23 Mar 2018
Last Revised: 17 Dec 2018
Working Paper Series
Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
Downloads
84
11.
Worker Mobility and Firm Leverage: Evidence from State Health Mandates
Georgia Tech Scheller College of Business Research Paper No. 18-18, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 75
Posted: 24 Jan 2018
Last Revised: 08 Jun 2018
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Georgia Institute of Technology
There are 2 versions of this paper
Worker Mobility and Firm Leverage: Evidence from State Health Mandates
Georgia Tech Scheller College of Business Research Paper No. 17-28
Number of pages: 75
Posted: 09 May 2018
Downloads
86
Worker Mobility and Firm Leverage: Evidence from State Health Mandates
Georgia Tech Scheller College of Business Research Paper No. 18-18, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 75
Posted: 24 Jan 2018
Last Revised: 08 Jun 2018
Downloads
29
Downloads
29
12.
Uniform Mortgage Regulation and Distortion in Capital Allocation
Georgia Tech Scheller College of Business Research Paper No. 17-41
Number of pages: 50
Posted: 01 Nov 2017
Last Revised: 18 Dec 2018
Working Paper Series
University of Wyoming, College of Business
Downloads
38
13.
Implementing Stochastic Volatility in DSGE Models: A Comment
Georgia Tech Scheller College of Business Research Paper No. 17-40
Number of pages: 22
Posted: 21 Oct 2017
Last Revised: 01 Jul 2018
Working Paper Series
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and London School of Economics & Political Science (LSE)
Downloads
84
14.
December Doldrums, Investor Distraction, and Stock Market Reaction to Unscheduled News Events
Georgia Tech Scheller College of Business Research Paper No. 17-25, 30th Australasian Finance and Banking Conference 2017
Number of pages: 68
Posted: 20 Sep 2017
Last Revised: 04 Oct 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads
275
15.
Global Diversification with Local Stocks: A Road Less Traveled
Georgia Tech Scheller College of Business Research Paper No. 17-26
Number of pages: 60
Posted: 14 Jul 2017
Working Paper Series
Georgia Institute of Technology - Finance Area, Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology and University of Wyoming, College of Business
Downloads
76
16.
How Does Online Lending Influence Bankruptcy Filings?
Georgia Tech Scheller College of Business Research Paper No. 17-20
Number of pages: 33
Posted: 28 Apr 2017
Last Revised: 21 Nov 2018
Working Paper Series
Georgia Institute of Technology and Georgia Institute of Technology
Downloads
121
17.
Stock Market Reaction to Supply Chain Disruptions from the 2011 Great East Japan Earthquake
Georgia Tech Scheller College of Business Research Paper No. 17-18
Number of pages: 39
Posted: 28 Apr 2017
Working Paper Series
Wilfrid Laurier University - School of Business & Economics, Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Georgia Institute of Technology - Scheller College of Business
Downloads
228
18.
Properties of the Pukthuanthong-Roll Stochastic Discount Factor
Georgia Tech Scheller College of Business Research Paper No. 17-14
Number of pages: 17
Posted: 29 Mar 2017
Working Paper Series
Georgia Institute of Technology - Scheller College of Business
Downloads
55
19.
Banking Structure and Monetary Policy Transmission: Evidence from Firm-Level Investment
Georgia Tech Scheller College of Business Research Paper No. 17-12
Number of pages: 81
Posted: 23 Mar 2017
Last Revised: 27 Sep 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business
Downloads
60
20.
Risk Aversion and the Response of the Macroeconomy to Uncertainty Shocks
Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 73
Posted: 22 Mar 2017
Last Revised: 09 Jul 2018
Working Paper Series
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and London School of Economics & Political Science (LSE)
Downloads
151
21.
The Impact of Jumps on Carry Trade Returns
Georgia Tech Scheller College of Business Research Paper No. 17-11
Number of pages: 58
Posted: 16 Feb 2017
Working Paper Series
Georgia Institute of Technology - Finance Area and Georgia Institute of Technology - Finance Area
Downloads
262
22.
Is Sell-Side Research Being Napsterized? Intellectual Property and the Sell-Side Industry
Georgia Tech Scheller College of Business Research Paper No. 17-2
Number of pages: 43
Posted: 09 Dec 2016
Last Revised: 09 Feb 2018
Working Paper Series
University of South Florida, Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads
287
23.
Does History Repeat Itself? Business Cycle and Industry Returns
Georgia Tech Scheller College of Business Research Paper No. 17-24
Number of pages: 59
Posted: 04 Jul 2016
Last Revised: 06 Sep 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads
149
24.
Hyperbole or Reality? Investor Response to Extreme Language in Earnings Conference Calls
Georgia Tech Scheller College of Business Research Paper No. 17-21, University of Miami Business School Research Paper No. 18-6
Number of pages: 57
Posted: 19 May 2016
Last Revised: 10 Oct 2018
Working Paper Series
University of Miami - School of Business Administration, Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads
425
25.
Intellectual Property Protection and Financial Markets: Patenting vs. Secrecy
Number of pages: 41
Posted: 21 Aug 2015
Last Revised: 02 May 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads
172
26.
Financial Sector Stress and Risk Sharing: Evidence from the Weather Derivatives Market
Review of Financial Studies, Forthcoming, Georgia Tech Scheller College of Business Research Paper No. 24
Number of pages: 54
Posted: 07 Aug 2015
Last Revised: 10 Sep 2018
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business
Downloads
157
27.
Investor Recognition of Bankrputcy Costs: Evidence from the 1987 Market Crash
Multinational Finance Journal, Vol. 4, No. 3/4, p. 221-245, 2000
Number of pages: 25
Posted: 08 Jul 2015
Accepted Paper Series
Georgia Institute of Technology - Finance Area and Inha University
Downloads
10
28.
Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns
Number of pages: 56
Posted: 23 Feb 2015
Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
There are 2 versions of this paper
Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns
Number of pages: 56
Posted: 23 Feb 2015
Last Revised: 26 Oct 2015
Downloads
297
Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns
Georgia Tech Scheller College of Business Research Paper No. 1
Number of pages: 57
Posted: 06 Nov 2015
Last Revised: 09 Nov 2015
Downloads
45
Downloads
297
29.
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 13 Nov 2017
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
There are 2 versions of this paper
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), Forthcoming, Georgia Tech Scheller College of Business Research Paper No. 2015-09
Number of pages: 72
Posted: 17 Dec 2014
Last Revised: 13 Nov 2017
Downloads
472
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 13 Nov 2017
Downloads
235
Downloads
235
30.
Credit Default Swaps and Moral Hazard in Bank Lending
Georgia Tech Scheller College of Business Research Paper No. 2015-20
Number of pages: 64
Posted: 21 Dec 2014
Last Revised: 21 Nov 2015
Working Paper Series
University of Miami, Georgia Institute of Technology - Scheller College of Business and Emory University
Downloads
369
31.
Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment
Ross School of Business Paper No. 1256
Number of pages: 71
Posted: 02 Nov 2014
Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads
51
32.
Stock Market Integration at Home
KAIST College of Business Working Paper Series No. 2014-012
Number of pages: 51
Posted: 25 Sep 2014
Working Paper Series
Georgia Institute of Technology - Finance Area, KAIST College of Business and University of Central Florida - College of Business Administration
Downloads
79
33.
Investment Intensity of Currencies and the Random Walk Hypothesis: Cross-Currency Evidence
Journal of Banking and Finance, Vol. 35, No. 2, 2011
Posted: 21 Aug 2014
Accepted Paper Series
Loyola University Maryland, Georgia Institute of Technology - Finance Area and Koc University
34.
Are Market Returns Predictable?
Georgia Tech Scheller College of Business Research Paper No. 2015-12
Number of pages: 54
Posted: 11 Jul 2014
Last Revised: 21 Feb 2019
Working Paper Series
National University of Singapore - NUS Business School, University of Michigan at Ann Arbor, The Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Downloads
682
35.
Do Bond Investors Price Tail Risk Exposures of Financial Institutions?
Number of pages: 58
Posted: 30 Mar 2014
Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Emory University and University of Houston, C. T. Bauer College of Business
Downloads
145
36.
Asset Prices in Turbulent Markets with Rare Disasters
Number of pages: 85
Posted: 19 Jan 2014
Working Paper Series
Georgia Institute of Technology - Scheller College of Business
Downloads
148
37.
Covenants, Creditors’ Simultaneous Equity Holdings, and Firm Investment Policies
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52
Posted: 27 Dec 2013
Last Revised: 16 Jul 2018
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business, Lingnan University and The University of Hong Kong Faculty of Business and Economics
Downloads
643
38.
Culture and R2
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47
Posted: 25 Aug 2013
Last Revised: 26 Oct 2015
Accepted Paper Series
Georgia Institute of Technology - Finance Area, University of Connecticut - Department of Finance and University of Texas at Dallas - Naveen Jindal School of Management
Downloads
517
39.
The Impact of High-Frequency Trading on Stock Market Liquidity Measures
Number of pages: 38
Posted: 13 Jun 2013
Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Illinois at Chicago - Department of Finance
Downloads
773
40.
Banking Deregulation and Innovation
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 28
Posted: 27 Feb 2013
Last Revised: 29 Oct 2015
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Strategic Management Area, Georgia State University and Indian School of Business (ISB), Hyderabad
Downloads
268
41.
Refinancing, Profitability, and Capital Structure
Number of pages: 52
Posted: 04 Nov 2012
Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of Georgia - Department of Banking and Finance and University of Michigan, Stephen M. Ross School of Business
Downloads
1,856
42.
Asset Prices in an Economy Where Volatility Comes with the Intensity of Rare Disaster
Number of pages: 91
Posted: 01 Oct 2012
Working Paper Series
Georgia Institute of Technology - Scheller College of Business
Downloads
103
43.
Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market
Journal of Finance, Forthcoming
Number of pages: 46
Posted: 31 Aug 2012
Last Revised: 26 Oct 2015
Accepted Paper Series
University of Michigan, Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Downloads
368
44.
International Sourcing and Capital Structure
Review of Finance, Forthcoming
Number of pages: 51
Posted: 26 Aug 2012
Last Revised: 26 Oct 2015
Accepted Paper Series
Georgia Institute of Technology - Finance Area and University of Connecticut - Department of Finance
Downloads
105
45.
The Influence of Directors from Related Industries in Shaping Firm Policies
Number of pages: 48
Posted: 19 Aug 2012
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Georgia State University, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Aalto University
Downloads
126
46.
Banking Deregulation, Bargaining Power and Innovation
Number of pages: 46
Posted: 17 Jul 2012
Last Revised: 29 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Strategic Management Area, Georgia State University and Indian School of Business (ISB), Hyderabad
Downloads
168
47.
Tail Risk in Momentum Strategy Returns
Number of pages: 35
Posted: 05 Jun 2012
Working Paper Series
Columbia Business School - Finance and Economics, Northwestern University - Kellogg School of Management and Georgia Institute of Technology - Scheller College of Business
There are 2 versions of this paper
Tail Risk in Momentum Strategy Returns
NBER Working Paper No. w18169
Number of pages: 69
Posted: 22 Jun 2012
Downloads
101
Downloads
726
48.
Modeling Dynamic Term Structure of Equity Premia with Regime Switching Economy
Number of pages: 66
Posted: 14 May 2012
Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business
Downloads
130
49.
Shareholder Bargaining Power, Debt Overhang, and Investment
Number of pages: 73
Posted: 07 May 2012
Last Revised: 27 Jun 2016
Working Paper Series
Texas State University, Georgia Institute of Technology - Scheller College of Business and University of Houston - Department of Finance
Downloads
386
50.
Allocation of Decision Rights and the Investment Strategy of Mutual Funds
Number of pages: 46
Posted: 19 Mar 2012
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Central Florida - College of Business Administration
Downloads
149
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