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Scheller: Finance (Topic)

Viewing: 1 - 50 of 116 papers

1.

Arbitrage Portfolios

Georgia Tech Scheller College of Business Research Paper No. 18-43
Number of pages: 84 Posted: 31 Oct 2018 Last Revised: 17 Apr 2019
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Northwestern University and University of Notre Dame - Department of Finance
Downloads 252
2.

Fake News, Investor Attention, and Market Reaction

Georgia Tech Scheller College of Business Research Paper No. 18-29
Number of pages: 46 Posted: 01 Aug 2018 Last Revised: 03 Jun 2019
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 388
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 97
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: 49 Posted: 23 Jun 2018 Last Revised: 26 Apr 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 155
5.

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

Multiple version iconThere are 2 versions of this paper

Downloads 90
6.

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 Babson College - Finance Division
Downloads 321
7.

Mergers and the Market for Busy Directors: An International Analysis

Journal of Financial Research, Forthcoming
Number of pages: 61 Posted: 01 Jun 2018 Last Revised: 09 Apr 2019
Accepted 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 57
8.

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 96
9.

Uniform Mortgage Regulation and Distortion in Capital Allocation

Georgia Tech Scheller College of Business Research Paper No. 17-41
Number of pages: 47 Posted: 01 Nov 2017 Last Revised: 23 May 2019
Working Paper Series
University of Wyoming, College of Business
Downloads 43
10.

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 Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 99
11.

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 285
12.

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 81
13.

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 153
14.

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 267
15.

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 59
16.

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 62
17.

Response of the Macroeconomy to Uncertainty Shocks: The Risk Premium Channel

Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 62 Posted: 22 Mar 2017 Last Revised: 31 May 2019
Working Paper Series
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 177
18.

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 275
19.

The Speed of Information and the Sell-Side Research Industry

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Georgia Tech Scheller College of Business Research Paper No. 17-2
Number of pages: 41 Posted: 09 Dec 2016 Last Revised: 24 Apr 2019
Accepted Paper Series
University of South Florida, Georgia Institute of Technology - Scheller College of Business and Babson College - Finance Division
Downloads 306
20.

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 Babson College - Finance Division
Downloads 171
21.

Hyperbole or Reality? Investor Response to Extreme Language in Earnings Conference Calls

The Accounting Review, Forthcoming
Posted: 19 May 2016 Last Revised: 12 Jul 2019
Accepted Paper Series
University of Miami - School of Business Administration, University of Texas at Austin - Department of Accounting and Georgia Institute of Technology - Scheller College of Business
22.

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 179
23.

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
24.

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

Multiple version iconThere are 2 versions of this paper

Downloads 315
25.

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

Multiple version iconThere are 2 versions of this paper

Downloads 239
26.

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 380
27.

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 54
28.

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 80
29.

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
30.

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: 22 Apr 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 705
31.

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 157
32.

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 150
33.

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 675
34.

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 527
35.

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 796
36.

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 278
37.

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 1,882
38.

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 106
39.

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 376
40.

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 107
41.

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
42.

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 173
43.

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

Multiple version iconThere are 2 versions of this paper

Downloads 737
44.

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 131
45.

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 397
46.

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 151
47.

Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?

EFA 2012, Copenhagen, 15-18 August 2012, WFA 2013 Tahoe, NV, June 17-20, 2013
Number of pages: 52 Posted: 19 Mar 2012 Last Revised: 26 Oct 2018
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business, Emory University and University of Toronto - Rotman School of Management
Downloads 1,033
48.

The Dynamics of Borrower Reputation Following Financial Misreporting

Management Science, Forthcoming
Number of pages: 42 Posted: 29 Feb 2012 Last Revised: 10 Nov 2016
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business, Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and Texas A&M University - Department of Finance
Downloads 409
49.

Do Empty Creditors Matter? Evidence from Distressed Exchange Offers

Number of pages: 42 Posted: 08 Feb 2012 Last Revised: 07 Dec 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business
Downloads 527
50.

Within-Syndicate Conflicts and Financial Contracts: Evidence from Bank Loans

Number of pages: 63 Posted: 26 Jan 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 143