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Financial Economics Negative Results eJournal

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Viewing: 1 - 31 of 31 papers

1.

The 7 Reasons Most Econometric Investments Fail (Presentation Slides)

Number of pages: 39 Posted: 23 Apr 2019 Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 5,779
2.

When Equity Factors Drop Their Shorts

Financial Analysts Journal, forthcoming
Number of pages: 42 Posted: 26 Nov 2019 Last Revised: 05 Jun 2020
Accepted Paper Series
Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 2,789
3.

Overfitting: Causes and Solutions (Seminar Slides)

Number of pages: 24 Posted: 26 Feb 2020 Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,647
4.

The US Bond Market Before 1926: Investor Total Return from 1793, Comparing Federal, Municipal, and Corporate Bonds Part I: 1793 to 1857

Number of pages: 71 Posted: 19 Oct 2018 Last Revised: 15 Sep 2019
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 1,375
5.

A Data Science Solution to the Multiple-Testing Crisis in Financial Research

Number of pages: 27 Posted: 11 May 2018 Last Revised: 11 Dec 2018
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,229
6.

False (and Missed) Discoveries in Financial Economics

Number of pages: 61 Posted: 21 Nov 2017 Last Revised: 08 Jun 2020
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 1,192
7.

The US Bond Market before 1926: Investor Total Return from 1793, Comparing Federal, Municipal and Corporate Bonds Part II: 1857 to 1926

Number of pages: 135 Posted: 18 Sep 2019
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 1,183
8.

(Il)liquidity Premium in Credit Markets: A Myth?

Journal of Fixed Income, Forthcoming
Number of pages: 45 Posted: 06 Mar 2018 Last Revised: 30 Aug 2018
Working Paper Series
AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,147
9.

Confidence and Power of the Sharpe Ratio under Multiple Testing

Number of pages: 13 Posted: 11 Jun 2018 Last Revised: 28 Feb 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 954
10.

Institutional Investor Attention and Firm Disclosure

Number of pages: 59 Posted: 08 Nov 2017 Last Revised: 25 Nov 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 907
11.

Shrinking Factor Dimension: A Reduced-Rank Approach

Number of pages: 88 Posted: 23 Jul 2018 Last Revised: 09 Feb 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
Downloads 812
12.

A Practical Solution to the Multiple-Testing Crisis in Financial Research (Presentation Slides)

Number of pages: 30 Posted: 18 May 2018 Last Revised: 29 May 2018
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 747
13.

The False Strategy Theorem: A Financial Application of Experimental Mathematics

American Mathematical Monthly, forthcoming
Number of pages: 7 Posted: 03 Aug 2018 Last Revised: 23 Aug 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and Lawrence Berkeley National Laboratory
Downloads 633
14.

The First 50 Years of the US Stock Market: New Evidence on Investor Total Return Including Dividends, 1793-1843

Number of pages: 141 Posted: 19 Jul 2018
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 346
15.

The Leverage-Profitability Puzzle Revisited with Costly Rebalancing

Tuck School of Business Working Paper No. 3166707
Posted: 24 Apr 2018 Last Revised: 09 Jul 2020
Working Paper Series
Tuck School of Business at Dartmouth and BI Norwegian Business School
Downloads 245
16.

Size Doesn't Matter: Diseconomies of Scale in the Mutual Fund Industry Revisited

Journal of Banking and Finance, Forthcoming
Number of pages: 30 Posted: 11 Feb 2018
Accepted Paper Series
University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 215
17.

The Effects of Institutional Investors on Firm Outcomes: Empirical Pitfalls of Quasi-Experiments Using Russell 1000/2000 Index Reconstitutions

Number of pages: 43 Posted: 30 May 2018
Working Paper Series
University of Virginia - Darden School of Business
Downloads 167
18.

Style Investing and the ICAPM

Number of pages: 32 Posted: 12 Jan 2018
Working Paper Series
University of Colorado at Boulder - Leeds School of Business
Downloads 118
19.

On the Dynamics of Changing Correlations: Identification and Stock Returns

Previously circulated as: "Correlation, causation, and stock returns" and "Size-Related Risk Premiums", Discussion Papers on Business and Economics, University of Southern Denmark, 3/2018
Number of pages: 78 Posted: 21 Nov 2017 Last Revised: 02 Jul 2020
Working Paper Series
University of Southern Denmark

Multiple version iconThere are 2 versions of this paper

Downloads 106
20.

Hospital Financial Health and Clinical Choices: Evidence From the Financial Crisis

Number of pages: 51 Posted: 14 Oct 2018 Last Revised: 18 Aug 2019
Working Paper Series
Duke University, Dartmouth College - Tuck School of Business and Purdue University - Krannert School of Management
Downloads 91
21.

Overvalued Equity and Financing Decisions (Presentation Slides)

Number of pages: 35 Posted: 26 May 2018
Working Paper Series
York University - Schulich School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Accounting Area
Downloads 70
22.

Optimal Robust Insurance with a Finite Uncertainty Set

Number of pages: 32 Posted: 29 Jan 2018 Last Revised: 31 Mar 2019
Working Paper Series
Cass Business School, City, University of London, University of Essex and University of International Business and Economics (UIBE)
Downloads 66
23.

The Direct Investment Income Puzzle

Number of pages: 56 Posted: 05 Oct 2018 Last Revised: 21 Jun 2019
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business
Downloads 63
24.

Are Stock Returns Predictable? Rewarding Patient Investors & Powerful Binding Equilibriums

Number of pages: 37 Posted: 10 Jan 2020
Working Paper Series
University of London - Birkbeck College
Downloads 57
25.

Fragmentation Under High Frequency Trading: Theory and Evidence

Number of pages: 24 Posted: 09 Aug 2018 Last Revised: 14 Oct 2018
Working Paper Series
University of Tokyo - Faculty of Economics
Downloads 55
26.

Epstein-Zin Preferences in Life-Cycle Applications: Uncertain Lifetime and Consumption Smoothing

Number of pages: 22 Posted: 18 Oct 2018
Working Paper Series
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 46
27.

A Re-Examination of Stock Market Returns from 1871-1897: Did Cowles Get It Right?

Number of pages: 127 Posted: 14 Apr 2020
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 34
28.

Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets

Number of pages: 57 Posted: 18 Oct 2018 Last Revised: 31 Oct 2019
Working Paper Series
Tsinghua University, PBC School of Finance
Downloads 34
30.

Organizations as Producers of Operating Product Flows to Members of Society

Cardao-Pito, Tiago (2017). "Organizations as producers of operating product flows to members of society." SAGE Open, 7(3), July-September, 1-18.
Number of pages: 18 Posted: 07 Nov 2017
Working Paper Series
ISEG, University of Lisbon
Downloads 7
31.

Being Honest in Backtest Reporting: A Template for Disclosing Multiple Tests

Journalof Portfolio Management, Forthcoming
Posted: 17 Aug 2018 Last Revised: 04 Sep 2018
Accepted Paper Series
EDHEC Business School and Cornell University - Operations Research & Industrial Engineering