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Wharton Research Data Services (WRDS) Research Paper Series

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Viewing: 1 - 50 of 2,835 papers

1.

Downside Risk and the Cross-section of Corporate Bond Returns

Number of pages: 29 Posted: 27 Oct 2020
Working Paper Series
McGill University, Desautels Faculty of Management, McGill University - Desautels Faculty of Management, Syracuse University - Whitman School of Management and ESSEC Business School
Downloads 5
2.

Trends in Corporate Borrowing

Annual Review of Financial Economics 2020
Number of pages: 42 Posted: 25 Oct 2020
Working Paper Series
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 25
3.

Analyst Coverage and Managers’ Disclosure of Forward-Looking Information

Number of pages: 53 Posted: 22 Oct 2020
Working Paper Series
University of Georgia - J.M. Tull School of Accounting
Downloads 13
4.

Disclosures of CEO inside Debt Changes and the Timing of New Bond Issuance

Number of pages: 45 Posted: 21 Oct 2020
Working Paper Series
Department of Finance, The University of Melbourne
Downloads 4
5.

Trading Volume and Dispersion of Signals

Number of pages: 89 Posted: 21 Oct 2020 Last Revised: 27 Oct 2020
Working Paper Series
Indian Institute of Management (IIMB), Bangalore
Downloads 28
6.

Macroeconomics, Firm Dynamics and IPOs

Banco de Espana Working Paper No. 2030
Number of pages: 58 Posted: 19 Oct 2020
Working Paper Series
Banco de España
Downloads 6
7.

Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-156
Number of pages: 62 Posted: 19 Oct 2020
Working Paper Series
University of Chicago, American University - Department of Economics and American University
Downloads 27
8.

Modeling Multifactor Event Driven Trading Strategy

Number of pages: 7 Posted: 19 Oct 2020
Working Paper Series
Georgia Institute of Technology
Downloads 23
9.

The Cross-Section of Non-Professional Analyst Skill

Number of pages: 46 Posted: 19 Oct 2020
Working Paper Series
University of Virginia - Darden School of Business, University of Kentucky - Gatton College of Business and Economics and University of Kentucky - Gatton College of Business and Economics
Downloads 51
10.

An Analysis of the Performance of Target Date Funds

NBER Working Paper No. w27971
Number of pages: 37 Posted: 19 Oct 2020 Last Revised: 19 Oct 2020
Working Paper Series
Stanford University - Department of Economics and Stanford University
Downloads 3
11.

How to Talk When a Machine is Listening: Corporate Disclosure in the Age of Ai

NBER Working Paper No. w27950
Number of pages: 54 Posted: 19 Oct 2020 Last Revised: 20 Oct 2020
Working Paper Series
Georgia State University - J. Mack Robinson College of Business, Columbia Business School - Finance and Economics, Georgia State University - Robinson College of Business and Georgia State University - J. Mack Robinson College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3
12.

Supply Chain Bargaining Power and Cost Stickiness

Number of pages: 46 Posted: 19 Oct 2020
Working Paper Series
Southwestern University of Finance and Economics (SWUFE) - School of Accountancy
Downloads 14
13.

To Delegate or Not To Delegate? On the Quality of Voluntary Corporate Financial Disclosure and Its Market Impact

Number of pages: 101 Posted: 19 Oct 2020 Last Revised: 20 Oct 2020
Working Paper Series
Rutgers Business School at Newark and New Brunswick
Downloads 9
14.

Hedge Fund Redemption Restrictions and Stock Price Fragility

Number of pages: 43 Posted: 15 Oct 2020
Working Paper Series
University of Lugano - Institute of Finance
Downloads 30
15.

The Economic Value of Equity Implied Volatility Forecasting with Machine Learning

Number of pages: 59 Posted: 15 Oct 2020
Working Paper Series
University of Miami - Department of Finance and University of Wisconsin - Whitewater - College of Business and Economics
Downloads 64
16.

Aggregate Consumption and Wealth in the Long Run: The Impact of Financial Liberalization

IFN Working Paper nr 1339. Stockholm: Research Institute of Industrial Economics (IFN), 2020
Number of pages: 42 Posted: 15 Oct 2020
Working Paper Series
Research Institute of Industrial Economics (IFN) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 3
17.

ESG and CEO Turnover

Number of pages: 63 Posted: 14 Oct 2020
Working Paper Series
Hanken School of Economics, Aalto University - Aalto University School of Business, Department of Finance, Students and Hanken School of Economics
Downloads 21
18.

Anatomy of Corporate Credit Spreads: The Great Recession vs. Covid-19

FRB St. Louis Working Paper No. 2020-035
Number of pages: 27 Posted: 14 Oct 2020
Working Paper Series
affiliation not provided to SSRN, Federal Reserve Bank of St. Louis and New York University (NYU)
Downloads 13
19.

Common Ownership, Competition, and Top Management Incentives

CESifo Working Paper Series No. 6178
Number of pages: 86 Posted: 14 Oct 2020
Working Paper Series
University of Navarra, IESE Business School, Yale School of Management, IESE Business School, University of Navarra and University of Oxford - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 198
20.

A Q-Theory of Banks

NBER Working Paper No. w27935
Number of pages: 110 Posted: 14 Oct 2020 Last Revised: 14 Oct 2020
Working Paper Series
Stanford University - Graduate School of Business, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT) - Department of Economics and Government of Canada - Bank of Canada

Multiple version iconThere are 2 versions of this paper

Downloads 6
21.

Agency Conflicts and Investment: Evidence from a Structural Estimation

Number of pages: 49 Posted: 13 Oct 2020
Working Paper Series
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 19
22.

The Shape of the Pricing Kernel and Expected Option Returns

Swedish House of Finance Research Paper 20-25
Number of pages: 76 Posted: 12 Oct 2020 Last Revised: 29 Oct 2020
Working Paper Series
Goethe University Frankfurt and Swedish House of Finance
Downloads 42
23.

Backtesting Macroprudential Stress Tests

Number of pages: 41 Posted: 10 Oct 2020
Working Paper Series
University College London - Financial Computing and Analytics Group, Department of Computer Science, Deutsche Bundesbank and University College London

Multiple version iconThere are 2 versions of this paper

Downloads 11
24.

Beauty is Wealth: CEO Attractiveness and Firm Value

Financial Review, Vol. 55, Issue 4, pp. 529-556, 2020
Number of pages: 28 Posted: 09 Oct 2020
Accepted Paper Series
affiliation not provided to SSRN and University of Arkansas - Department of Finance
25.

How did Retail Investors Respond to the COVID-19 Pandemic? The Effect of Robinhood Brokerage Customers on Market Quality

Number of pages: 24 Posted: 08 Oct 2020
Working Paper Series
Villanova University - Villanova School of Business, Villanova University - Department of Finance and Villanova University - Department of Finance
Downloads 87
26.

From Macroeconomic Shocks to Credit Spreads

Number of pages: 75 Posted: 08 Oct 2020
Working Paper Series
New University of Lisbon - Nova School of Business and Economics, Nova School of Business and Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 55
27.

Are Third-Party Fundamental Valuations Relevant in Public-Company Takeovers?

Number of pages: 57 Posted: 08 Oct 2020
Working Paper Series
University of Southern California
Downloads 155
28.

Continuous‐Time Mean–Variance Portfolio Selection: A Reinforcement Learning Framework

Mathematical Finance, Vol. 30, Issue 4, pp. 1273-1308, 2020
Number of pages: 36 Posted: 07 Oct 2020
Accepted Paper Series
The Vanguard Group, Inc. and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
29.

Measuring the Effects of Firm Uncertainty on Economic Activity: New Evidence from One Million Documents

NBER Working Paper No. w27896
Number of pages: 63 Posted: 07 Oct 2020 Last Revised: 07 Oct 2020
Working Paper Series
University of Michigan, Stephen M. Ross School of Business and Stanford University
Downloads 2
30.

Monitoring and CEO Contractual Incentive Pay

International Review of Finance, Vol. 20, Issue 3, pp. 701-736, 2020
Number of pages: 36 Posted: 06 Oct 2020
Accepted Paper Series
Macquarie University, Macquarie Business School
31.

Working with CRSP/COMPUSTAT in R: Reproducible Empirical Asset Pricing

Simaan, Majeed. (2020). Working with CRSP/COMPUSTAT in R: Reproducible Empirical Asset Pricing.
Number of pages: 15 Posted: 02 Oct 2020
Accepted Paper Series
Stevens Institute of Technology - School of Business
Downloads 52
32.

Moving Forward: Management Guidance and Earnings Announcement Returns

Number of pages: 56 Posted: 30 Sep 2020
Working Paper Series
University of Chicago - Booth School of Business and The University of Chicago - Booth School of Business
Downloads 67
33.

Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-138
Number of pages: 81 Posted: 30 Sep 2020
Working Paper Series
University of Chicago - Harris School of Public Policy and Harvard University, Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 23
34.

Biased News and Irrational Investors: Evidence from Biased Beliefs about Uncertainty and Information Acquisition

Number of pages: 80 Posted: 30 Sep 2020 Last Revised: 12 Oct 2020
Working Paper Series
Cass Business School
Downloads 22
35.

Have SFAS 166 and SFAS 167 Improved the Financial Reporting for Securitizations?

Journal of Business Finance & Accounting, Vol. 47, Issue 7-8, pp. 821-857, 2020
Number of pages: 37 Posted: 30 Sep 2020
Accepted Paper Series
Sungkyunkwan University, affiliation not provided to SSRN, Florida State University, New York University (NYU) - Department of Accounting, University of Toronto and University of Toronto - Rotman School of Management
36.

Does Executive Compensation Reflect Corporate Productivity?

Journal of Business Finance & Accounting, Vol. 47, Issue 7-8, pp. 1012-1033, 2020
Number of pages: 22 Posted: 30 Sep 2020
Accepted Paper Series
University of Central Florida - College of Business Administration - Department of Finance
37.

Independent Director Reputation Incentives, Accruals Quality and Audit Fees

Journal of Business Finance & Accounting, Vol. 47, Issue 7-8, pp. 982-1011, 2020
Number of pages: 30 Posted: 30 Sep 2020
Accepted Paper Series
University of North Florida and Kansas State University
38.

A Return Based Measure of Firm Quality

NBER Working Paper No. w27859
Number of pages: 48 Posted: 28 Sep 2020 Last Revised: 28 Sep 2020
Working Paper Series
Northwestern University - Kellogg School of Management and The Options Clearing Corporation
Downloads 13
39.

Stock-Bond Return Correlation, Bond Risk Premium Fundamental, and Fiscal-Monetary Policy Regime

NBER Working Paper No. w27861
Number of pages: 55 Posted: 28 Sep 2020 Last Revised: 28 Sep 2020
Working Paper Series
Cheung Kong Graduate School of Business, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5
40.

Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

NBER Working Paper No. w27856
Number of pages: 81 Posted: 28 Sep 2020 Last Revised: 28 Sep 2020
Working Paper Series
University of Chicago - Harris School of Public Policy and Harvard University, Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 5
41.

Marking to Market Corporate Debt

Number of pages: 68 Posted: 25 Sep 2020 Last Revised: 08 Oct 2020
Working Paper Series
London Business School - Department of Finance, Copenhagen Business School, Duke University, Fuqua School of Business, Students and University of Southern California - Marshall School of Business
Downloads 42
42.

Mutual Fund Herding and Return Comovement in Chinese Equities

Number of pages: 36 Posted: 25 Sep 2020
Working Paper Series
Florida International University, Florida International University, Department of Finance and Florida International University (FIU) - Department of Economics
Downloads 26
43.

Smart Beta Made Smart

Swedish House of Finance Research Paper No. 20-21
Number of pages: 46 Posted: 24 Sep 2020 Last Revised: 28 Sep 2020
Working Paper Series
Stockholm School of Economics, Stockholm School of Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 280
44.

Initiative on Quality Shareholders Highlights

Center for Law, Economics and Finance Occasional Paper Series (2020), GWU Legal Studies Research Paper No. 2020-69, GWU Law School Public Law Research Paper No. 2020-69
Number of pages: 34 Posted: 23 Sep 2020 Last Revised: 29 Oct 2020
Accepted Paper Series
George Washington University
Downloads 640
45.

Dynamic Indexing and Allocation: Do they Dominate Simple Static Indexing?

Economic Research Initiatives at Duke (ERID) Working Paper No. 300
Number of pages: 23 Posted: 22 Sep 2020
Working Paper Series
Duke University and Duke University - Department of Economics
Downloads 47
46.

Financing Ventures

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 73 Posted: 22 Sep 2020 Last Revised: 19 Oct 2020
Working Paper Series
University of Pennsylvania - Department of Economics, Peking University, Guanghua School of Management and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 26
47.

Serving Multiple ‘Masters’: Evidence from the Loan Decisions of a State-Owned Publicly Listed Bank Around a Massive Economic Stimulus Programme

Number of pages: 42 Posted: 21 Sep 2020
Working Paper Series
Fudan University - School of Management, University of Hong Kong - HKU Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 4
48.

Pandemics, Vaccines and Corporate Earnings

NBER Working Paper No. w27829
Number of pages: 51 Posted: 21 Sep 2020 Last Revised: 21 Sep 2020
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Syracuse University - Department of Economics, Columbia Business School - Finance and Economics, Columbia University and Columbia University

Multiple version iconThere are 2 versions of this paper

Downloads 50
49.

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

NBER Working Paper No. w27843
Number of pages: 71 Posted: 21 Sep 2020 Last Revised: 21 Sep 2020
Working Paper Series
University of Pennsylvania - The Wharton School, University of Edinburgh Business School and BI Norwegian Business School

Multiple version iconThere are 2 versions of this paper

Downloads 12
50.

Taxes Depress Corporate Borrowing: Evidence from Private Firms

Number of pages: 46 Posted: 18 Sep 2020
Working Paper Series
Board of Governors of the Federal Reserve System, Federal Reserve Board of Governors and University of Michigan, Stephen M. Ross School of Business
Downloads 60