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Johns Hopkins Carey Business School Research Paper Series

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Viewing: 1 - 50 of 240 papers

1.

What Determines Cartel Success?

Journal of Economic Literature, Vol. 44, No. 1, 2006
Number of pages: 53 Posted: 10 Feb 2002 Last Revised: 16 Sep 2009
Working Paper Series
University of Michigan at Ann Arbor - Survey Research Center and Johns Hopkins University - Carey Business School
Downloads 2,771
2.

Forecasting ETFs with Machine Learning Algorithms

Number of pages: 26 Posted: 17 Jan 2017 Last Revised: 30 Jan 2017
Working Paper Series
Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School (JHU), Students
Downloads 2,311
3.

Custom v. Standardized Risk Models

Risks 3(2) (2015) 112-138
Number of pages: 30 Posted: 09 Sep 2014 Last Revised: 21 May 2015
Accepted Paper Series
Quantigic Solutions LLC and Johns Hopkins University - Carey Business School
Downloads 2,001
4.

Can Book-to-Market, Size, and Momentum Be Risk Factors that Predict Economic Growth?

Number of pages: 46 Posted: 18 Apr 1999
Working Paper Series
Johns Hopkins University - Carey Business School and Centre for Economic Policy Research (CEPR)

Multiple version iconThere are 2 versions of this paper

Downloads 1,884
5.

Hedge Fund Investing: Some Quantitative Notes

Number of pages: 32 Posted: 14 Mar 2005
Working Paper Series
Portfolio Engineering Laboratory and Johns Hopkins University - Carey Business School
Downloads 1,670
6.

Managerial Ability and Tax Aggressiveness

Number of pages: 64 Posted: 02 Nov 2013 Last Revised: 26 Jan 2018
Working Paper Series
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology, Johns Hopkins University - Carey Business School and Rensselaer Polytechnic Institute (RPI) - Lally School of Management
Downloads 1,083
7.

The Effectiveness of University Technology Transfer: Lessons Learned, Managerial and Policy Implications, and the Road Forward

Number of pages: 68 Posted: 11 May 2006
Working Paper Series
Johns Hopkins University - Carey Business School and University at Albany, SUNY
Downloads 1,058
8.

Introduction to Financial Engineering: Markets and Investments

Number of pages: 106 Posted: 31 Mar 2008
Working Paper Series
Portfolio Engineering Laboratory and Johns Hopkins University - Carey Business School
Downloads 909
9.

Barrier Option Pricing Using Adjusted Transition Probabilities

Swiss Finance Institute Research Paper No. 07-02
Number of pages: 29 Posted: 22 Feb 2007
Working Paper Series
Swiss Finance Institute at the University of Lugano, Johns Hopkins University - Carey Business School and Banque Centrale du Luxembourg
Downloads 840
10.

Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach

Number of pages: 28 Posted: 07 Mar 2010 Last Revised: 23 Oct 2012
Working Paper Series
CRA International and University of Pennsylvania - The Wharton School - Finance and Insurance Departments

Multiple version iconThere are 2 versions of this paper

Downloads 801
11.

Consumer Choice Models with Endogenous Network Effects

Management Science, Forthcoming
Number of pages: 47 Posted: 17 Sep 2014 Last Revised: 17 Jul 2016
Accepted Paper Series
Johns Hopkins University - Carey Business School and University of Minnesota - Industrial & System Engineering
Downloads 707
12.

A Theory of Efficient Negotiations

Number of pages: 49 Posted: 21 Mar 2015 Last Revised: 15 Mar 2016
Working Paper Series
Stanford University - Department of Economics, Stanford University - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 692
13.

Separating Microstructure Noise from Volatility

AFA 2005 Philadelphia Meetings
Number of pages: 49 Posted: 02 Jan 2005
Working Paper Series
Johns Hopkins University - Carey Business School and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 682
14.

The Scale of Predictability

Number of pages: 41 Posted: 05 Dec 2012 Last Revised: 11 Oct 2017
Working Paper Series
Johns Hopkins University - Carey Business School, University of Montreal - Department of Economics, London School of Economics & Political Science (LSE) and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 664
15.

The 'Sixth' Factor -- Social Media Factor Derived Directly from Tweet Sentiments

Number of pages: 15 Posted: 09 Jan 2016 Last Revised: 21 Feb 2016
Working Paper Series
Johns Hopkins University - Carey Business School and Johns Hopkins University - Department of Applied Mathematics and Statistics
Downloads 639
16.

A Fundamentally Different Interpretation of the Relation between Implied and Realized Volatility

Number of pages: 47 Posted: 02 Mar 2002
Working Paper Series
Johns Hopkins University - Carey Business School and University of Montreal - Department of Economics
Downloads 633
17.

The Morality of Larks and Owls: Unethical Behavior Depends on Chronotype as Well as Time-of-Day

Psychological Science, Forthcoming
Number of pages: 8 Posted: 04 Jul 2014
Accepted Paper Series
Johns Hopkins University - Carey Business School, University of Washington - Michael G. Foster School of Business and Johnson Graduate School of Management, Cornell University
Downloads 628
18.

The Value of Trading Relationships in Turbulent Times

Journal of Financial Economics (JFE), Forthcoming, Columbia Business School Research Paper No. 15-65
Number of pages: 54 Posted: 07 Jul 2015 Last Revised: 20 Jul 2016
Accepted Paper Series
Harvard Business School, University of California, Berkeley and Johns Hopkins University - Carey Business School

Multiple version iconThere are 2 versions of this paper

Downloads 600
19.

Do Hedge Funds Exploit Rare Disaster Concerns?

Number of pages: 87 Posted: 02 Jun 2013 Last Revised: 01 May 2017
Working Paper Series
T. Rowe Price, University of Notre Dame - Mendoza College of Business and Johns Hopkins University - Carey Business School
Downloads 573
20.

High Frequency Trading with Speed Hierarchies

Number of pages: 48 Posted: 10 Dec 2013 Last Revised: 07 Dec 2017
Working Paper Series
Johns Hopkins University - Carey Business School
Downloads 547
21.

Realizing Smiles: Options Pricing with Realized Volatility

Swiss Finance Institute Research Paper No. 10-05
Number of pages: 52 Posted: 03 Feb 2010 Last Revised: 22 Nov 2011
Working Paper Series
University of Pisa - Department of Economics, Johns Hopkins University - Carey Business School and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 536
22.

Mortgage Dollar Roll

Number of pages: 50 Posted: 27 Feb 2014 Last Revised: 10 Jan 2018
Working Paper Series
Johns Hopkins University - Carey Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 533
23.

Neutralizing Betas without Neutralizing Alphas in Funds of Hedge Funds

Number of pages: 32 Posted: 04 Apr 2008
Working Paper Series
Portfolio Engineering Laboratory and Johns Hopkins University - Carey Business School
Downloads 532
24.

Do Tweet Sentiments Still Predict the Stock Market?

Number of pages: 16 Posted: 22 Aug 2016
Working Paper Series
Johns Hopkins University - Carey Business School and Johns Hopkins University - Department of Applied Mathematics and Statistics
Downloads 523
25.

Nonparametric Stochastic Volatility

Number of pages: 44 Posted: 12 Jul 2008 Last Revised: 14 Jun 2010
Working Paper Series
Johns Hopkins University - Carey Business School and University of Verona - Department of Economics
Downloads 504
26.

Cartels and Collusion - Empirical Evidence

Ross School of Business Paper No. 1182
Number of pages: 32 Posted: 30 Nov 2012
Working Paper Series
University of Michigan at Ann Arbor - Survey Research Center and Johns Hopkins University - Carey Business School
Downloads 496
27.

The Horizon of Systematic Risk: A New Beta Representation

Number of pages: 56 Posted: 10 Oct 2013 Last Revised: 03 Aug 2017
Working Paper Series
Johns Hopkins University - Carey Business School and London School of Economics & Political Science (LSE)
Downloads 493
28.

CEO Political Affiliation and Firms’ Tax Avoidance

Number of pages: 59 Posted: 01 Mar 2012 Last Revised: 21 May 2012
Working Paper Series
Rensselaer Polytechnic Institute (RPI) - Lally School of Management, Fordham University, Gabelli School of Business and Johns Hopkins University - Carey Business School
Downloads 468
29.

Role of Management Accounting Systems in the Development and Efficacy of Transactive Memory Systems

Journal of Management Accounting Research, Vol. 24, pp. 201-220, 2012
Number of pages: 20 Posted: 17 Nov 2012 Last Revised: 27 Nov 2012
Accepted Paper Series
Johns Hopkins University - Carey Business School and Michigan State University - Department of Accounting & Information Systems
Downloads 460
30.

The Impact of Consumer Search Cost on Assortment Planning and Pricing

Management Science, Forthcoming
Number of pages: 49 Posted: 02 Oct 2014 Last Revised: 28 Jan 2017
Accepted Paper Series
Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 457
31.

Tail Risk Concerns Everywhere

Number of pages: 41 Posted: 17 May 2015 Last Revised: 08 Jun 2017
Working Paper Series
T. Rowe Price, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Johns Hopkins University - Carey Business School
Downloads 443
32.

Valuing Modularity as a Real Option

Management Science, Forthcoming, Swiss Finance Institute Research Paper No. 08-20
Number of pages: 51 Posted: 29 Jan 2008 Last Revised: 11 Mar 2014
Accepted Paper Series
University of Warwick - Finance Group and Johns Hopkins University - Carey Business School
Downloads 429
33.

The Changing International Status of Export Cartel Exemptions

American University International Law Review, Vol. 20, No. 3, Ross School of Business Paper No. 897
Number of pages: 37 Posted: 11 Nov 2004 Last Revised: 16 Sep 2009
Accepted Paper Series
University of Michigan at Ann Arbor - Survey Research Center and Johns Hopkins University - Carey Business School
Downloads 419
34.

A Simple Indicator of Systemic Risk

Number of pages: 43 Posted: 15 Mar 2010
Working Paper Series
OCC, Office of the Comptroller of the Currency - Credit Risk Analysis Division and Johns Hopkins University - Carey Business School
Downloads 369
35.

Price and Volatility Co-Jumps

Number of pages: 75 Posted: 03 Mar 2012 Last Revised: 09 Feb 2014
Working Paper Series
Johns Hopkins University - Carey Business School and University of Verona - Department of Economics
Downloads 367
36.

Doing No Harm: Enabling, Enacting, and Elaborating a Culture of Safety in Health Care

Number of pages: 18 Posted: 03 Aug 2011
Working Paper Series
Vanderbilt University - Organizational Behavior, University of Michigan - Stephen M. Ross School of Business and University of Michigan - Stephen M. Ross School of Business
Downloads 355
37.

What Do News Aggregators Do? Evidence from Google News in Spain and Germany

Number of pages: 43 Posted: 13 Sep 2016 Last Revised: 17 Oct 2017
Working Paper Series
University of Barcelona - Department of Political Economics and Johns Hopkins University - Carey Business School
Downloads 348
38.

The Causal Status of Social Capital in Labor Markets

Published: Fernandez, Roberto M. and Roman V. Galperin. 2014. "The Causal Status of Social Capital in Labor Markets" in Research in the Sociology of Organizations, Vol. 40, Contemporary Perspectives on Organizational Social Networks. pp. 445-62, MIT Sloan Research Paper No. 4977-12.
Number of pages: 17 Posted: 27 May 2012 Last Revised: 11 Sep 2014
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Johns Hopkins University - Carey Business School
Downloads 323
39.

Contracting for On-Time Delivery in the U.S. Influenza Vaccine Supply Chain

Manufacturing & Service Operations Management, Vol. 18, No. 3, pp. 332–346, Summer 2016,
Number of pages: 34 Posted: 20 Nov 2012 Last Revised: 20 Apr 2017
Accepted Paper Series
Johns Hopkins University - Carey Business School, Carnegie Mellon University - Tepper School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 298
40.

Breaking Up is Hard to Do: Determinants of Cartel Duration

Ross School of Business Paper No. 1150
Number of pages: 51 Posted: 16 Sep 2010
Working Paper Series
University of Michigan at Ann Arbor - Survey Research Center and Johns Hopkins University - Carey Business School
Downloads 295
41.

Expected VIX Option Returns

Number of pages: 50 Posted: 22 Oct 2012
Working Paper Series
Johns Hopkins University - Carey Business School
Downloads 279
42.

QE Auctions of Treasury Bonds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 31 Mar 2016 Last Revised: 09 Mar 2017
Accepted Paper Series
Johns Hopkins University - Carey Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 279
43.

Multi-Product Price Optimization and Competition Under the Nested Logit Model with Product-Differentiated Price Sensitivities

Operations Research, 62 (2) 450 - 461
Number of pages: 26 Posted: 31 Jan 2012 Last Revised: 30 Sep 2014
Accepted Paper Series
Columbia University and Johns Hopkins University - Carey Business School
Downloads 263
44.

Term Structure of Interest Rates with Short-Run and Long-Run Risks

Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 74 Posted: 23 Sep 2015 Last Revised: 29 Jul 2017
Working Paper Series
Board of Governors of the Federal Reserve System, Johns Hopkins University - Carey Business School and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 252
45.

EXcess Idle Time

Number of pages: 64 Posted: 12 Jan 2013 Last Revised: 25 Apr 2017
Working Paper Series
Johns Hopkins University - Carey Business School, Department of Economics and Finance, University of Rome "Tor Vergata" and University of Verona - Department of Economics
Downloads 251
46.

The Value of Network Information

Number of pages: 41 Posted: 11 Dec 2013
Working Paper Series
Johns Hopkins University - Carey Business School and University of Essex
Downloads 248
47.

Does Vertical Integration Decrease Prices? Evidence from Paramount Antitrust Case of 1948

Number of pages: 53 Posted: 16 Nov 2011 Last Revised: 30 Jul 2012
Working Paper Series
Johns Hopkins University - Carey Business School
Downloads 244
48.

Higher Prices from Entry: Pricing of Brand-Name Drugs

U of California, Berkeley, Competition Policy Working Paper No. CPC99-03
Number of pages: 39 Posted: 26 Feb 2004
Working Paper Series
University of California, Berkeley - Department of Agricultural & Resource Economics, Johns Hopkins University - Carey Business School and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 238
49.

Pricing Ancillary Service Subscriptions

Johns Hopkins Carey Business School Research Paper No. 17-06
Number of pages: 53 Posted: 24 Oct 2015 Last Revised: 08 Feb 2018
Working Paper Series
Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 236
50.

CEO Compensation and Covenant Violations

Number of pages: 59 Posted: 17 Mar 2011 Last Revised: 19 May 2011
Working Paper Series
Rensselaer Polytechnic Institute (RPI) - Lally School of Management, Fordham University, Gabelli School of Business and Johns Hopkins University - Carey Business School
Downloads 231