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Viewing: 1 - 50 of 1,917 papers

1.

Performance of Private Equity Funds

EFA 2005 Moscow Meetings
Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 28 Mar 2008
Working Paper Series
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 15,230
2.

The Wages of Failure: Executive Compensation at Bear Stearns and Lehman 2000-2008

Yale Journal on Regulation, Vol. 27, 2010, pp. 257-282, Harvard Law and Economics Discussion Paper No. 657, ECGI - Finance Working Paper No. 287
Number of pages: 31 Posted: 26 Nov 2009 Last Revised: 01 Dec 2010
Accepted Paper Series
Harvard Law School, Tel Aviv University - Eitan Berglas School of Economics and Harvard Law School
Downloads 9,295
3.

Hedge Fund Activism, Corporate Governance, and Firm Performance

Journal of Finance, Vol. 63, p. 1729, 2008, ECGI - Finance Working Paper No. 139/2006, Vanderbilt Law and Economics Research Paper No. 07-28, FDIC Center for Financial Research Working Paper No. 2008-06
Number of pages: 56 Posted: 05 Apr 2007
Accepted Paper Series
Duke University - Fuqua School of Business, Columbia Business School - Finance and Economics, Vanderbilt University - Law School and University of San Diego School of Law
Downloads 6,438
4.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 03 Feb 2011
Accepted Paper Series
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 5,507
5.

Replicating Anomalies

Fisher College of Business Working Paper No. 2017-03-010, Charles A. Dice Center Working Paper No. 2017-10, 28th Annual Conference on Financial Economics and Accounting
Number of pages: 146 Posted: 03 May 2017 Last Revised: 27 Jul 2017
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,798
6.

Understanding the Fed Model, Capital Structure, and Then Some

Number of pages: 25 Posted: 24 Apr 2011 Last Revised: 15 Aug 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 4,580
7.

The Price Impact of Order Book Events

JOURNAL OF FINANCIAL ECONOMETRICS (Winter 2014) 12 (1): 47-88.
Number of pages: 32 Posted: 28 Nov 2010 Last Revised: 17 Sep 2015
Accepted Paper Series
Imperial College London, AQR Capital Management, LLC and Cornell Financial Engineering Manhattan
Downloads 4,394
8.

Do Non-Audit Service Fees Impair Auditor Independence? Evidence from Going-Concern Audit Opinions

USC Leventhal School of Accounting
Number of pages: 41 Posted: 22 Jan 2002
Working Paper Series
University of Southern California - Leventhal School of Accounting, Florida International University (FIU) - School of Accounting and University of Southern California - Leventhal School of Accounting
Downloads 4,186
9.

Market Intraday Momentum

Number of pages: 48 Posted: 24 May 2014 Last Revised: 20 Jun 2017
Working Paper Series
Iowa State University, University of North Carolina (UNC) at Charlotte - Finance, Rutgers, The State University of New Jersey - Rutgers Business School and Washington University in St. Louis - John M. Olin Business School

Multiple version iconThere are 2 versions of this paper

Downloads 4,107
10.

The Effect of SOX Section 404: Costs, Earnings Quality and Stock Prices

Journal of Finance 65 (3), 1163-1196, 2010
Number of pages: 73 Posted: 01 May 2007 Last Revised: 23 Jul 2016
Working Paper Series
Pennsylvania State University - Department of Finance
Downloads 3,898
11.

Patent Troll Myths

Seton Hall Law Review, Vol. 42, p. 457, 2012, Villanova Law/Public Policy Research Paper No. 2012-2011
Number of pages: 44 Posted: 28 Mar 2011 Last Revised: 30 Sep 2012
Accepted Paper Series
Villanova University Charles Widger School of Law
Downloads 3,818
12.

Unobserved Actions of Mutual Funds

Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58 Posted: 28 Feb 2005
Accepted Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,810
13.

Improved Forecasting of Mutual Fund Alphas and Betas

Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings
Number of pages: 42 Posted: 27 Jul 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,757
14.

Calculation of Compensation Incentives and Firm-Related Wealth Using Execucomp: Data, Program, and Explanation

Number of pages: 10 Posted: 27 Jul 2013
Working Paper Series
University of Utah - Department of Finance, Drexel University - Department of Finance and Temple University
Downloads 3,725
15.

Financial Reporting Quality and Investment Efficiency

Number of pages: 55 Posted: 19 Sep 2006
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 3,539
16.

Passive Investors, Not Passive Owners

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 77 Posted: 03 Aug 2014 Last Revised: 15 Mar 2016
Accepted Paper Series
Boston College - Carroll School of Management, Washington University in St. Louis and University of Pennsylvania - Wharton School
Downloads 3,510
17.

Patient Capital Outperformance: The Investment Skill of High Active Share Managers Who Trade Infrequently

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 21 Sep 2014 Last Revised: 21 Jul 2016
Accepted Paper Series
University of Notre Dame and Rutgers University
Downloads 3,494
18.

Do ETFs Increase Volatility?

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2011-03-20, Swiss Finance Institute Research Paper No. 11-66, AFA 2013 San Diego Meetings Paper, Charles A. Dice Center Working Paper No. 2011-20
Number of pages: 145 Posted: 02 Dec 2011 Last Revised: 03 Dec 2017
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,489
19.

How Smart are 'Smart Beta' ETFs? Analysis of Relative Performance and Factor Exposure

Number of pages: 53 Posted: 17 Apr 2015 Last Revised: 02 Oct 2015
Working Paper Series
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Downloads 3,436
20.

Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach

Review of Financial Studies (RFS), 25(9): 2841-2875
Number of pages: 47 Posted: 08 Feb 2011 Last Revised: 08 Oct 2013
Working Paper Series
Stanford Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,358
21.

Pension Fund Performance and Costs: Small is Beautiful

Number of pages: 46 Posted: 27 Feb 2007 Last Revised: 06 Nov 2012
Working Paper Series
Maastricht University, University of Notre Dame and Tilburg University - Department of Finance
Downloads 3,356
22.

What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data

Number of pages: 60 Posted: 25 Oct 2008
Working Paper Series
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,279
23.

Text-Based Network Industries and Endogenous Product Differentiation

Journal of Political Economy, Forthcoming
Number of pages: 69 Posted: 09 Dec 2009 Last Revised: 04 Jul 2015
Accepted Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Dartmouth College - Tuck School of Business
Downloads 3,263
24.

Do Noise Traders Move Markets?

EFA 2006 Zurich Meetings Paper
Number of pages: 47 Posted: 15 Dec 2005
Working Paper Series
University of California, Davis, University of California, Berkeley - Haas School of Business and China Academy of Financial Research (CAFR)
Downloads 3,246
25.

Proxies and Databases in Financial Misconduct Research

Accounting Review, Forthcoming, Georgetown McDonough School of Business Research Paper No. 2811778
Number of pages: 67 Posted: 16 Feb 2017
Accepted Paper Series
University of Washington - Michael G. Foster School of Business, Georgetown University, University of Nevada, Las Vegas - Lee Business School and American University - Kogod School of Business
Downloads 3,136
26.

How to Detect an Asset Bubble

Johnson School Research Paper Series No. 28-2010
Number of pages: 32 Posted: 07 Jun 2010 Last Revised: 16 Mar 2011
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, affiliation not provided to SSRN and Cornell University
Downloads 3,098
27.

Corporate Governance and Acquirer Returns

ECGI-Finance Working Paper No. 116/2006, Journal of Finance, Forthcoming
Number of pages: 63 Posted: 11 Apr 2005
Accepted Paper Series
University of New South Wales - Australian School of Business, China Europe International Business School (CEIBS) and University of Delaware
Downloads 3,096
28.

Recent Developments in Corporate Governance: An Overview

Journal of Corporate Finance, Forthcoming
Number of pages: 32 Posted: 30 Nov 2005
Accepted Paper Series
University of Georgia - Department of Finance
Downloads 2,869
29.

Payout Policy Through the Financial Crisis: The Growth of Repurchases and the Resilience of Dividends

Journal of Financial Economics (JFE), Forthcoming, Chicago Booth Research Paper No. 12-01
Number of pages: 41 Posted: 05 Jan 2012 Last Revised: 24 Nov 2015
Working Paper Series
University of California San Diego, University of Toronto - Rotman School of Management and The University of Chicago - Booth School of Business
Downloads 2,829
30.

Common Ownership, Competition, and Top Management Incentives

Ross School of Business Paper No. 1328, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 511/2017
Number of pages: 60 Posted: 03 Jul 2016 Last Revised: 02 Feb 2018
Accepted Paper Series
IESE Business School, Universidad de Navarra, Yale School of Management, IESE Business School, University of Navarra and University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,806
31.

The Market Portfolio is NOT Efficient: Evidences, Consequences and Easy to Avoid Errors

Number of pages: 23 Posted: 06 Mar 2016 Last Revised: 18 Oct 2017
Working Paper Series
University of Navarra - IESE Business School, ISE Business School and University of Navarra, IESE Business School
Downloads 2,757
32.

Forecasting Stock Returns through An Efficient Aggregation of Mutual Fund Holdings

Review of Financial Studies, Forthcoming, AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 19 Mar 2006 Last Revised: 17 Jul 2012
Working Paper Series
University of Maryland - Robert H. Smith School of Business, University of Iowa - Henry B. Tippie College of Business and PanAgora Asset Management
Downloads 2,743
33.

Modeling Credit Risk for Smes: Evidence from the Us Market

Number of pages: 48 Posted: 27 Dec 2005
Working Paper Series
New York University (NYU) - Salomon Center and affiliation not provided to SSRN
Downloads 2,720
34.

Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices

The Accounting Review, Year 2011, Volume 86, Number 3 (May), Pages 1045-1085
Number of pages: 54 Posted: 26 Feb 2009 Last Revised: 27 Apr 2016
Accepted Paper Series
University of California, Berkeley - Haas School of Business
Downloads 2,693
35.

Agnostic Fundamental Analysis Works

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 07 Oct 2015 Last Revised: 18 Dec 2017
Accepted Paper Series
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 2,685
36.

Why Do U.S. Firms Hold so Much More Cash than They Used to?

Fisher College of Business Working Paper No. 2007-03-006, Charles A. Dice Center Working Paper No. 2006-17
Number of pages: 50 Posted: 04 Sep 2006 Last Revised: 16 May 2008
Working Paper Series
Arizona State University - Department of Finance, University of Arizona - Department of Finance and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,613
37.

Who Drove and Burst the Tech Bubble?

Journal of Finance, Forthcoming
Number of pages: 145 Posted: 24 Oct 2003 Last Revised: 17 Nov 2010
Accepted Paper Series
University of Texas at Austin - Department of Finance, American University, University of Georgia - Department of Finance and Queen's University - Smith School of Business
Downloads 2,599
38.

The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods

Rad, Hossein, Low, Rand Kwong Yew and Faff, Robert W., The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods, Quantitative Finance, DOI: org/10.1080/14697688.2016.1164337
Number of pages: 35 Posted: 05 Jun 2015 Last Revised: 19 May 2016
Accepted Paper Series
University of Queensland, Business School, Students, University of Queensland Business School and University of Queensland
Downloads 2,579
39.

Betting Against Beta

Swiss Finance Institute Research Paper No. 12-17
Number of pages: 85 Posted: 03 May 2012
Working Paper Series
AQR Capital Management, LLC and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 2,531
40.

Hilton Hotels: A Case Study in Real Estate Private Equity

Number of pages: 31 Posted: 26 Apr 2014
Working Paper Series
University of Oxford - Said Business School
Downloads 2,518
41.

The Costs of Entrenched Boards

Journal of Financial Economics, Vol. 78, pp. 409-433, 2005, Harvard Law and Economics Discussion Paper No. 478
Number of pages: 37 Posted: 08 Dec 2003 Last Revised: 29 Apr 2009
Accepted Paper Series
Harvard Law School and Tel Aviv University - Eitan Berglas School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,506
42.

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 10 Posted: 14 Oct 2010 Last Revised: 11 Oct 2012
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Downloads 2,491
43.

As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes

Journal of Financial Economics (JFE), 118, 684-712 (2015)
Number of pages: 73 Posted: 18 Mar 2012 Last Revised: 24 May 2016
Accepted Paper Series
European Central Bank (ECB) and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 2,488
44.

Pricing Under Rough Volatility

Quantitative Finance, Vol. 16, No. 6, 887-904, 2016.
Number of pages: 42 Posted: 25 Jan 2015 Last Revised: 13 Jun 2016
Accepted Paper Series
Weierstras Institute for Applied Analysis and Stochastics (WIAS), Technische Universität Berlin (TU Berlin) and CUNY Baruch College
Downloads 2,439
45.

Return Differences between Trading and Non-Trading Hours: Like Night and Day

Number of pages: 48 Posted: 27 Mar 2008 Last Revised: 29 Sep 2008
Working Paper Series
University of Utah - David Eccles School of Business, Analysis Group and Purdue University - Krannert School of Management
Downloads 2,439
46.

Stock Returns in Mergers and Acquisitions

Swiss Finance Institute Research Paper No. 06-1, EFA 2006 Zurich Meetings Paper
Number of pages: 44 Posted: 03 Mar 2006
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and Boston University - Department of Finance & Economics
Downloads 2,424
47.

Understanding Cost Management: What Can We Learn from the Evidence on 'Sticky Costs'?

Number of pages: 44 Posted: 27 Mar 2007 Last Revised: 10 May 2009
Working Paper Series
University of California, Davis - Graduate School of Management and University of Michigan, Stephen M. Ross School of Business
Downloads 2,377
48.

An Equilibrium Model of Institutional Demand and Asset Prices

Number of pages: 59 Posted: 14 Dec 2014 Last Revised: 27 Sep 2017
Working Paper Series
New York University (NYU) - Department of Finance and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,321
49.

Staggered Boards and Long-Term Firm Value, Revisited

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 07 Dec 2013 Last Revised: 25 Jul 2017
Accepted Paper Series
University of Notre Dame, University of Oklahoma - Michael F. Price College of Business and University of Arizona - James E. Rogers College of Law
Downloads 2,257
50.

Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions

Number of pages: 53 Posted: 30 Aug 2006 Last Revised: 02 Sep 2011
Working Paper Series
Imperial College Business School

Multiple version iconThere are 2 versions of this paper

Downloads 2,248