1.
Slow Price Adjustment to Public News in After-Hours Trading
Posted: 21 May 2019
Last Revised: 21 May 2019
Accepted Paper Series
George Mason University - Department of Finance
2.
Decentralized Mining in Centralized Pools
George Mason University School of Business Research Paper No. 18-9
Number of pages: 51
Posted: 22 Mar 2018
Last Revised: 22 Feb 2019
Working Paper Series
Cornell University, University of Chicago - Finance and George Mason University - Department of Finance
There are 2 versions of this paper
Decentralized Mining in Centralized Pools
George Mason University School of Business Research Paper No. 18-9
Number of pages: 51
Posted: 22 Mar 2018
Last Revised: 22 Feb 2019
Downloads
785
Decentralized Mining in Centralized Pools
NBER Working Paper No. w25592
Number of pages: 51
Posted: 26 Feb 2019
Last Revised: 12 Apr 2019
Downloads
2
Downloads
785
3.
Bond Lending and Bond Returns
George Mason University School of Business Research Paper No. 18-12
Number of pages: 58
Posted: 04 Feb 2018
Last Revised: 21 Sep 2018
Working Paper Series
George Mason University, George Washington University - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
106
4.
Bonds, Stocks, and Sources of Mispricing
George Mason University School of Business Research Paper No. 18-5
Number of pages: 78
Posted: 02 Nov 2017
Last Revised: 29 Mar 2019
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads
333
5.
Identifying House Price Booms, Bubbles and Busts: A Disequilibrium Analysis from Chaos Theory
George Mason University School of Business Research Paper No. 18-2
Number of pages: 27
Posted: 01 Aug 2017
Working Paper Series
George Mason University - Department of Finance
There are 2 versions of this paper
Identifying House Price Booms, Bubbles and Busts: A Disequilibrium Analysis from Chaos Theory
George Mason University School of Business Research Paper No. 18-2
Number of pages: 27
Posted: 01 Aug 2017
Downloads
63
Identifying House Price Booms, Bubbles and Busts: A Disequilibrium Analysis From Chaos Theory
Number of pages: 35
Posted: 15 Nov 2018
Downloads
24
Downloads
63
6.
Residential House Prices, Commercial Real Estate and Bank Failures
Number of pages: 41
Posted: 01 Jul 2017
Working Paper Series
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research, George Mason University - Department of Finance and George Mason University - School of Business
There are 2 versions of this paper
Residential House Prices, Commercial Real Estate and Bank Failures
George Mason University School of Business Research Paper No. 18-1
Number of pages: 30
Posted: 18 Apr 2017
Last Revised: 20 Feb 2018
Downloads
157
Residential House Prices, Commercial Real Estate and Bank Failures
Number of pages: 41
Posted: 01 Jul 2017
Downloads
70
Downloads
70
7.
Stock Loan Fees, Private Information, and Smart Lending
Number of pages: 49
Posted: 20 May 2017
Last Revised: 21 Jun 2019
Working Paper Series
George Washington University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads
302
8.
Residential House Prices, Commercial Real Estate and Bank Failures
George Mason University School of Business Research Paper No. 18-1
Number of pages: 30
Posted: 18 Apr 2017
Last Revised: 20 Feb 2018
Working Paper Series
George Mason University - Department of Finance and George Mason University - School of Business
There are 2 versions of this paper
Residential House Prices, Commercial Real Estate and Bank Failures
George Mason University School of Business Research Paper No. 18-1
Number of pages: 30
Posted: 18 Apr 2017
Last Revised: 20 Feb 2018
Downloads
157
Residential House Prices, Commercial Real Estate and Bank Failures
Number of pages: 41
Posted: 01 Jul 2017
Downloads
70
Downloads
157
9.
Is Post-Crisis Bond Liquidity Lower?
Fisher College of Business Working Paper No. 2017-03-009, Charles A. Dice Center Working Paper No. 2017-09
Number of pages: 55
Posted: 31 Mar 2017
Last Revised: 22 Apr 2017
Working Paper Series
George Mason University and Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
Is Post-Crisis Bond Liquidity Lower?
Fisher College of Business Working Paper No. 2017-03-009, Charles A. Dice Center Working Paper No. 2017-09
Number of pages: 55
Posted: 31 Mar 2017
Last Revised: 22 Apr 2017
Downloads
203
Is Post-Crisis Bond Liquidity Lower?
NBER Working Paper No. w23317
Number of pages: 55
Posted: 10 Apr 2017
Downloads
20
Downloads
203
10.
VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets
Journal of Futures Markets, Forthcoming
Number of pages: 49
Posted: 21 Mar 2017
Accepted Paper Series
Credit Suisse AG, George Mason University - Department of Finance and Discipline of Finance, The University of Sydney
Downloads
90
11.
The Career Consequences of Being a Dissident Director
Number of pages: 40
Posted: 24 Feb 2017
Last Revised: 19 Apr 2017
Working Paper Series
George Mason University - Department of Finance
Downloads
78
12.
Robust Security Design
Ross School of Business Paper No. 1338
Number of pages: 44
Posted: 14 Jan 2017
Last Revised: 13 Dec 2018
Working Paper Series
George Mason University, School of Business - Finance Area and Stephen M. Ross School of Business, University of Michigan
Downloads
74
13.
Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market
Journal of Futures Markets, Forthcoming
Number of pages: 49
Posted: 24 Oct 2016
Last Revised: 02 Nov 2016
Accepted Paper Series
College of Management, Yuan Ze University, National Chiao-Tung University - Graduate Institute of Finance and George Mason University - Department of Finance
Downloads
90
14.
Profit Sharing: A Contracting Solution to Harness the Wisdom of the Crowd
2017 WFA, SFS Cavalcade, 2017 Emerging Trends in Entrepreneurial Finance Conference
Number of pages: 49
Posted: 02 Oct 2016
Last Revised: 07 Oct 2018
Working Paper Series
George Mason University - Department of Finance
Downloads
588
15.
Baby Ninth Amendments and Unenumerated Individual Rights in State Constitutions Before the Civil War
Mercer Law Review Forthcoming
Number of pages: 76
Posted: 02 May 2016
Accepted Paper Series
Institute for Justice
Downloads
116
16.
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
Number of pages: 51
Posted: 08 Jan 2016
Last Revised: 09 Oct 2016
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Federal Reserve Board and George Mason University - Department of Finance
Downloads
1,399
17.
Profit-Sharing, Wisdom of the Crowd, and Theory of the Firm
Number of pages: 56
Posted: 10 Nov 2015
Last Revised: 01 May 2016
Working Paper Series
George Mason University - Department of Finance
Downloads
652
18.
What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Posted: 04 Sep 2015
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business
There are 2 versions of this paper
What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 40
Posted: 19 Nov 2010
Last Revised: 21 Jul 2015
Downloads
171
What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Posted: 04 Sep 2015
19.
Analyst Bias and Mispricing
7th Miami Behavioral Finance Conference 2016
Number of pages: 49
Posted: 02 Sep 2015
Last Revised: 05 Aug 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads
517
20.
Persistence of Innovation Around Initial Public Offerings: Evidence from NonVC-Backed IPOs
Number of pages: 58
Posted: 28 Jan 2015
Last Revised: 17 Jul 2018
Working Paper Series
George Mason University - Department of Finance and Koc University - College of Administrative Sciences and Economics
Downloads
122
21.
When Do Governance Mechanisms Matter Most?
Number of pages: 56
Posted: 09 Nov 2014
Last Revised: 16 Mar 2017
Working Paper Series
George Mason University - Department of Finance and Southern Methodist University (SMU) - Accounting Department
Downloads
101
22.
Knightian Uncertainty and Capital Structure: Theory and Evidence
Number of pages: 64
Posted: 31 Oct 2014
Last Revised: 25 Mar 2017
Working Paper Series
George Mason University, School of Business - Finance Area
Downloads
120
23.
Servicers and Mortgage-Backed Securities Default: Theory and Evidence
Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
Accepted Paper Series
Pennsylvania State University, George Mason University - School of Business and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
There are 3 versions of this paper
Servicers and Mortgage-Backed Securities Default: Theory and Evidence
Number of pages: 38
Posted: 25 Mar 2011
Downloads
156
Servicers and Mortgage‐Backed Securities Default: Theory and Evidence
Real Estate Economics, Vol. 44, Issue 2, pp. 462-489, 2016
Number of pages: 28
Posted: 11 Apr 2016
Servicers and Mortgage-Backed Securities Default: Theory and Evidence
Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
24.
Beyond Independence: CEO Influence and the Internal Operations of the Board
Number of pages: 49
Posted: 26 Sep 2014
Last Revised: 25 Feb 2017
Working Paper Series
George Mason University - Department of Finance
Downloads
121
25.
Investor Sentiment and Price Discovery: Evidence from the Pricing Dynamics between the Futures and Spot Markets
Number of pages: 46
Posted: 15 Aug 2014
Last Revised: 19 Aug 2015
Working Paper Series
National Chengchi University (NCCU), National Chengchi University and George Mason University - Department of Finance
Downloads
146
26.
The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange
27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 54
Posted: 26 Jul 2014
Working Paper Series
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads
46
27.
The Option to Quit: The Effect of Employee Stock Options on Turnover
US Census Bureau Center for Economic Studies Paper No. CES-WP- 14-06
Number of pages: 42
Posted: 14 Mar 2014
Working Paper Series
George Mason University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Colorado at Boulder - Department of Finance
There are 2 versions of this paper
The Option to Quit: The Effect of Employee Stock Options on Turnover
Number of pages: 46
Posted: 21 Mar 2011
Last Revised: 09 Jan 2018
Downloads
354
The Option to Quit: The Effect of Employee Stock Options on Turnover
US Census Bureau Center for Economic Studies Paper No. CES-WP- 14-06
Number of pages: 42
Posted: 14 Mar 2014
Downloads
259
Downloads
259
28.
Local Traits and Securitized Commercial Mortgage Default
Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013
Posted: 15 Nov 2013
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business
29.
Short Selling and Cross-Section of Corporate Bond Returns
Posted: 18 Jul 2013
Last Revised: 23 May 2019
Accepted Paper Series
George Mason University - Department of Finance, George Mason University, George Mason University and University of North Carolina (UNC) at Charlotte - Department of Finance
30.
The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market
Number of pages: 53
Posted: 06 Apr 2013
Working Paper Series
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads
184
31.
Would a Financial Transaction Tax Affect Financial Market Activity? Insights from Future Markets
Cato Institute Policy Analysis No. 72
Number of pages: 24
Posted: 02 Mar 2013
Accepted Paper Series
George Mason University - Department of Finance and Seattle University - Albers School of Business and Economics
Downloads
152
32.
Does Bond Liquidity Affect Equity Returns?
Number of pages: 41
Posted: 21 Sep 2012
Last Revised: 28 Sep 2012
Working Paper Series
George Mason University
Downloads
138
33.
Transaction Tax and Market Quality of U.S. Futures Markets: An Ex-Ante Analysisi
Review of Futures Markets, July 2012, p. 141-177
Number of pages: 48
Posted: 05 Sep 2012
Accepted Paper Series
Barclays Capital, George Mason University - Department of Finance and Seattle University
Downloads
119
34.
Transaction Tax and Market Quality of U.S. Futures Markets: An Ex-Ante Analysis
Posted: 02 Sep 2012
Working Paper Series
George Mason University - Department of Finance, Barclays Capital and Seattle University
35.
Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements
27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 46
Posted: 22 Aug 2012
Last Revised: 15 Sep 2015
Working Paper Series
The University of Sydney - Discipline of Finance, University of Sydney Business School, George Mason University - Department of Finance, University of Sydney Business School and Discipline of Finance, The University of Sydney
Downloads
402
36.
Anomalies and Financial Distress
Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
Accepted Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
There are 4 versions of this paper
Anomalies and Financial Distress
Number of pages: 45
Posted: 21 Apr 2010
Last Revised: 04 Apr 2012
Downloads
1,428
Anomalies and Financial Distress
Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
37.
The World Price of Credit Risk
Number of pages: 56
Posted: 27 Jun 2012
Last Revised: 15 Sep 2012
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
There are 2 versions of this paper
The World Price of Credit Risk
Number of pages: 56
Posted: 27 Jun 2012
Last Revised: 15 Sep 2012
Downloads
242
Downloads
242
38.
What Drives the Commonality between Credit Default Swap Spread Changes?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54
Posted: 21 Mar 2012
Last Revised: 26 Feb 2016
Accepted Paper Series
George Mason University
There are 2 versions of this paper
Contagion and Excess Correlation in Credit Default Swaps
Number of pages: 43
Posted: 04 Oct 2011
Downloads
251
What Drives the Commonality between Credit Default Swap Spread Changes?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54
Posted: 21 Mar 2012
Last Revised: 26 Feb 2016
Downloads
219
Downloads
219
39.
The World Price of Credit Risk
Number of pages: 48
Posted: 17 Mar 2012
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
There are 2 versions of this paper
The World Price of Credit Risk
Number of pages: 56
Posted: 27 Jun 2012
Last Revised: 15 Sep 2012
Downloads
242
Downloads
8
40.
Anomalies and Financial Distress
FDIC Working Paper No. 2011-02
Posted: 09 Jan 2012
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
There are 4 versions of this paper
Anomalies and Financial Distress
Number of pages: 45
Posted: 21 Apr 2010
Last Revised: 04 Apr 2012
Downloads
1,428
Anomalies and Financial Distress
Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
41.
Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures
Journal of Futures Markets, Forthcoming
Number of pages: 38
Posted: 21 Dec 2011
Last Revised: 03 Aug 2012
Accepted Paper Series
College of Management, Yuan Ze University, National Chiao-Tung University - Graduate Institute of Finance and George Mason University - Department of Finance
Downloads
181
42.
Contagion and Excess Correlation in Credit Default Swaps
Number of pages: 43
Posted: 04 Oct 2011
Working Paper Series
George Mason University
There are 2 versions of this paper
Contagion and Excess Correlation in Credit Default Swaps
Number of pages: 43
Posted: 04 Oct 2011
Downloads
251
What Drives the Commonality between Credit Default Swap Spread Changes?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54
Posted: 21 Mar 2012
Last Revised: 26 Feb 2016
Downloads
219
Downloads
251
43.
Inventory Announcements, Jump Dynamics and Volatility in U.S. Energy Futures Markets
Number of pages: 45
Posted: 25 Mar 2011
Working Paper Series
Barclays Capital, George Mason University and George Mason University - Department of Finance
Downloads
121
44.
Servicers and Mortgage-Backed Securities Default: Theory and Evidence
Number of pages: 38
Posted: 25 Mar 2011
Working Paper Series
Pennsylvania State University, George Mason University - School of Business and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
There are 3 versions of this paper
Servicers and Mortgage-Backed Securities Default: Theory and Evidence
Number of pages: 38
Posted: 25 Mar 2011
Downloads
156
Servicers and Mortgage‐Backed Securities Default: Theory and Evidence
Real Estate Economics, Vol. 44, Issue 2, pp. 462-489, 2016
Number of pages: 28
Posted: 11 Apr 2016
Servicers and Mortgage-Backed Securities Default: Theory and Evidence
Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
Downloads
156
45.
The Option to Quit: The Effect of Employee Stock Options on Turnover
Number of pages: 46
Posted: 21 Mar 2011
Last Revised: 09 Jan 2018
Working Paper Series
George Mason University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Colorado at Boulder - Department of Finance
There are 2 versions of this paper
The Option to Quit: The Effect of Employee Stock Options on Turnover
Number of pages: 46
Posted: 21 Mar 2011
Last Revised: 09 Jan 2018
Downloads
354
The Option to Quit: The Effect of Employee Stock Options on Turnover
US Census Bureau Center for Economic Studies Paper No. CES-WP- 14-06
Number of pages: 42
Posted: 14 Mar 2014
Downloads
259
Downloads
354
46.
The Importance of Blockholder Heterogeneity: Security Market Effects and Follow-on Activities
Number of pages: 71
Posted: 29 Jan 2011
Last Revised: 19 Oct 2017
Working Paper Series
George Mason University and University of North Carolina (UNC) at Charlotte - Department of Finance
Downloads
129
47.
Default of Commercial Mortgage Loans during the Financial Crisis
46th Annual AREUEA Conference Paper
Number of pages: 48
Posted: 01 Dec 2010
Last Revised: 21 Jul 2015
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and George Mason University - School of Business
Downloads
65
48.
What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 40
Posted: 19 Nov 2010
Last Revised: 21 Jul 2015
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business
There are 2 versions of this paper
What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 40
Posted: 19 Nov 2010
Last Revised: 21 Jul 2015
Downloads
171
What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Posted: 04 Sep 2015
Downloads
171
49.
Thy Neighbor's Mortgage: Does Living in a Subprime Neighborhood Affect One's Probability of Default?
Real Estate Economics, 2011
Posted: 10 Oct 2010
Accepted Paper Series
National University of Singapore, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and George Mason University - School of Business
50.
Default Risk of CMBS Loans: What Explains the Regional Variations?
Number of pages: 40
Posted: 06 Sep 2010
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and George Mason University - School of Business
Downloads
208
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