1.
Arbitrage Portfolios
Georgia Tech Scheller College of Business Research Paper No. 18-43, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 91
Posted: 31 Oct 2018
Last Revised: 21 Nov 2019
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, Northwestern University and University of Notre Dame - Department of Finance
Downloads
362
2.
Fake News, Investor Attention, and Market Reaction
Information Systems Research, Forthcoming
Number of pages: 45
Posted: 01 Aug 2018
Last Revised: 18 Dec 2019
Accepted 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
593
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
121
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
190
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
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
502
Why Do Firms Go Public Through Debt Instead of Equity?
Critical Finance Review, Forthcoming
Number of pages: 30
Posted: 21 Jun 2018
Downloads
100
Downloads
100
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
441
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
66
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
104
9.
Uniform Mortgage Regulation and Distortion in Capital Allocation
Georgia Tech Scheller College of Business Research Paper No. 17-41
Number of pages: 48
Posted: 01 Nov 2017
Last Revised: 06 Oct 2019
Working Paper Series
University of Wyoming, College of Business
Downloads
54
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
114
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
352
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
84
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
185
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
287
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
65
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
68
17.
The Real Response to Uncertainty Shocks: the Risk Premium Channel
Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 61
Posted: 22 Mar 2017
Last Revised: 16 Oct 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
215
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 Florida International University
Downloads
283
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
343
20.
Does History Repeat Itself? Business Cycle and Industry Returns
Georgia Tech Scheller College of Business Research Paper No. 17-24, Journal of Monetary Economics, Forthcoming
Number of pages: 62
Posted: 04 Jul 2016
Last Revised: 11 Nov 2019
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
215
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
201
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
12
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
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
354
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
52
Downloads
354
25.
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper No. 231
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 26 Dec 2019
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
492
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper No. 231
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 26 Dec 2019
Downloads
247
Downloads
247
26.
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
59
27.
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, College of Business, Korea Advanced Institute of Science and Technology (KAIST) and University of Central Florida - College of Business Administration
Downloads
82
28.
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
29.
Are Monthly Market Returns Predictable?
Georgia Tech Scheller College of Business Research Paper No. 2015-12
Number of pages: 39
Posted: 11 Jul 2014
Last Revised: 15 Jan 2020
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
722
30.
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
161
31.
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
155
32.
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
689
33.
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
552
34.
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
818
35.
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
294
36.
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
1,923
37.
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
111
38.
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
386
39.
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
112
40.
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
129
41.
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
184
42.
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
115
Downloads
752
43.
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
133
44.
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
408
45.
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
156
46.
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
1,095
47.
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
414
48.
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
532
49.
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
152
50.
CEO Overconfidence and International Merger and Acquisition Activity
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49
Posted: 10 Jan 2012
Accepted Paper Series
University of Missouri at Columbia - Department of Finance, Georgia Institute of Technology - Scheller College of Business and University of Texas at Arlington - Department of Finance and Real Estate
Downloads
919
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