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Mason: Finance (Topic)

George Mason University School of Business

George Mason University School of Business

43,752 Total downloads

Viewing: 1 - 50 of 110 papers

1.

How Informative are Analyst Recommendations and Insider Trades?

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 21 Mar 2005
Working Paper Series
George Mason University, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 3,047
2.

Commercial Mortgage-Backed Securities: Prepayment and Default

Number of pages: 32 Posted: 04 Feb 2002
Working Paper Series
Pennsylvania State University and George Mason University - School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,827
3.

Posner, Hayek & the Economic Analysis of Law

Iowa Law Review, Vol. 93, No. 2, pp. 559-603, February 2008, George Mason Law & Economics Research Paper No. 07-05
Number of pages: 46 Posted: 15 Jan 2007 Last Revised: 01 Apr 2008
Accepted Paper Series
George Mason University - Antonin Scalia Law School, Faculty and Institute for Justice
Downloads 1,825
4.

Corporate Credit Risk Changes: Common Factors and Firm-Level Fundamentals

AFA 2005 Philadelphia Meetings
Number of pages: 27 Posted: 17 Mar 2004
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 1,672
5.

Momentum and Credit Rating

Number of pages: 28 Posted: 09 Jun 2005
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,653
6.

Anomalies and Financial Distress

Number of pages: 45 Posted: 21 Apr 2010 Last Revised: 04 Apr 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

Multiple version iconThere are 4 versions of this paper

Downloads 1,401
7.

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 1,345
8.

Credit Ratings and the Cross-Section of Stock Returns

EFA 2008 Athens Meetings Paper
Number of pages: 37 Posted: 06 Mar 2008 Last Revised: 08 Feb 2009
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 1,300
9.

International Real Estate Returns: A Multifactor, Multicountry Approach

Dice Center Working Paper No. 2003-8
Number of pages: 28 Posted: 06 Jun 2003
Working Paper Series
University of Cincinnati, Cornell University - Samuel Curtis Johnson Graduate School of Management and George Mason University - School of Business
Downloads 1,202
10.

A Theory of Merger-Driven IPOs

Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, pp. 1367-1405, 2011
Number of pages: 64 Posted: 06 Feb 2008 Last Revised: 14 Mar 2013
Accepted Paper Series
Boston University, Pennsylvania State University and George Mason University

Multiple version iconThere are 2 versions of this paper

Downloads 1,199
11.

Momentum in Corporate Bond Returns

Number of pages: 63 Posted: 02 Aug 2010 Last Revised: 08 Jan 2013
Working Paper Series
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Department of Finance and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 1,154
12.

Dispersion in Analysts' Earnings Forecasts and Credit Rating

AFA 2008 New Orleans Meetings Paper
Number of pages: 39 Posted: 21 Mar 2007 Last Revised: 09 Jan 2008
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,100
13.

Stock Repurchases: Theory and Evidence

Number of pages: 46 Posted: 30 Apr 2009
Working Paper Series
George Mason University and University of Central Florida - College of Business Administration
Downloads 1,092
14.

The Long-Run Performance of REIT Ipos

Number of pages: 36 Posted: 12 Nov 2001
Working Paper Series
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, Xavier University and George Mason University - School of Business
Downloads 1,047
15.

The Sensitivity of Bank Net Interest Margins and Profitability To Credit, Interest-Rate, and Term-Structure Shocks Across Bank Product Specializations

FDIC Working Paper No. 05-02
Number of pages: 77 Posted: 06 Mar 2006
Working Paper Series
George Mason University - Department of Finance and Government of the United States of America - Division of Research and Statistics
Downloads 998
16.

Adjusted Forward Rates as Predictors of Future Spot Rates

Dice Center Working Paper Series 96-5
Number of pages: 32 Posted: 11 Nov 1997
Working Paper Series
Ohio State University (OSU) - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and George Mason University - School of Business
Downloads 994
17.

Slow Price Adjustment to Public News in After-Hours Trading

Number of pages: 34 Posted: 15 Jan 2014 Last Revised: 19 Feb 2017
Working Paper Series
George Mason University - Department of Finance
Downloads 941
18.

Bayesian Analysis of Stochastic Betas

AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 49 Posted: 26 Apr 2004
Working Paper Series
George Washington University - Department of Finance and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 930
19.

Does Regulatory Capital Arbitrage or Asymmetric Information Drive Securitization?

Number of pages: 30 Posted: 22 Jun 2004
Working Paper Series
Pennsylvania State University, Federal National Mortgage Association (Fannie Mae) and George Mason University - School of Business
Downloads 822
20.

The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis

Dice Center Working Paper No. 2001-1
Number of pages: 37 Posted: 01 Feb 2002
Working Paper Series
Pennsylvania State University, Federal National Mortgage Association (Fannie Mae) and George Mason University - School of Business
Downloads 821
21.

Ipos and Mutual Fund Returns

Number of pages: 35 Posted: 03 Sep 2001
Working Paper Series
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, Xavier University and George Mason University - School of Business
Downloads 795
22.

Multivariate Stochastic Volatility Via Wishart Random Processes

Number of pages: 57 Posted: 25 Dec 2004
Working Paper Series
George Mason University - Department of Finance and Harvard University - Department of Statistics
Downloads 651
23.

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 645
24.

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: 24 Oct 2018
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Finance and George Mason University - Department of Finance
Downloads 610
25.

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

Number of pages: 42 Posted: 11 Mar 2009 Last Revised: 07 Sep 2010
Working Paper Series
University of Wisconsin - Madison - School of Business, University of California, Los Angeles - Anderson School of Management and George Mason University - School of Business
Downloads 528
26.

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 523
27.

Determinants and Implications of Arbitrage Holdings in Acquisitions

Tuck Contemporary Corporate Finance Issues III Conference Paper; Dice Center Working Paper No. 2003-14
Number of pages: 59 Posted: 03 Aug 2004
Working Paper Series
George Mason University and Drexel University - Lebow College of Business
Downloads 510
28.

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 452
29.

Commercial Mortgage Terminations: Evidence from CMBS

Number of pages: 22 Posted: 11 Mar 2005
Working Paper Series
University of Wisconsin - Madison - School of Business, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and George Mason University - School of Business
Downloads 452
30.

Informed Trading Before Analyst Downgrades: Evidence from Short Sellers

AFA 2009 San Francisco Meetings Paper
Number of pages: 61 Posted: 22 Mar 2008 Last Revised: 26 Apr 2009
Working Paper Series
George Mason University - Department of Finance, George Mason University and George Mason University
Downloads 408
31.

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 390
32.

The Impact of Shareholder Power on Bondholders: Evidence from Mergers and Acquisitions

Number of pages: 60 Posted: 17 Mar 2006
Working Paper Series
Ohio State University (OSU) - Department of Finance, Nanyang Technological University - Division of Banking & Finance and George Mason University - School of Business
Downloads 359
33.

High Ltv Loans and Credit Risk

Number of pages: 39 Posted: 02 Dec 2003
Working Paper Series
Pennsylvania State University and George Mason University - School of Business
Downloads 350
34.

The History and Performance of Concept Stocks

Dice Center Working Paper No. 2001-8
Number of pages: 60 Posted: 29 Jul 2001
Working Paper Series
George Mason University and Drexel University - Lebow College of Business
Downloads 350
35.

When Size Matters: The Case of Equity Index Futures

EFMA 2004 Basel Meetings Paper
Number of pages: 52 Posted: 12 Jun 2004
Working Paper Series
George Mason University - Department of Finance and Commodity Futures Trading Commission (CFTC)
Downloads 348
36.

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 at Chapel Hill and University of Colorado at Boulder - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 328
37.

Transaction Tax and Market Quality of the Taiwan Stock Index Futures

Journal of Futures Market, Forthcoming
Number of pages: 38 Posted: 06 Jun 2006
Accepted Paper Series
National Chengchi University and George Mason University - Department of Finance
Downloads 324
38.

Shared Appreciation Mortgages: Lessons from the UK

Number of pages: 29 Posted: 16 Aug 2005
Working Paper Series
George Mason University - School of Business and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 315
39.

Market Information, Bank Holding Company Risk, and Market Discipline

FDIC Working Paper No. 2003-04
Number of pages: 64 Posted: 03 Mar 2006
Working Paper Series
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Research and Statistics, U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research and George Mason University - Department of Finance
Downloads 290
40.

Bonds, Stocks, and Sources of Mispricing

George Mason University School of Business Research Paper No. 18-5
Number of pages: 62 Posted: 02 Nov 2017
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 277
41.

Insiders' Tax Preferences and Firm's Choice between Dividends and Share Repurchases

Number of pages: 55 Posted: 20 Aug 2006
Working Paper Series
George Mason University and University of Central Florida - College of Business Administration
Downloads 275
42.

Shorting Fees, Private Information, and Smart Lending

Number of pages: 43 Posted: 20 May 2017 Last Revised: 05 Aug 2018
Working Paper Series
George Washington University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 274
43.

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 at Chapel Hill and University of Colorado at Boulder - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 258
44.

Contagion and Excess Correlation in Credit Default Swaps

Number of pages: 43 Posted: 04 Oct 2011
Working Paper Series
George Mason University

Multiple version iconThere are 2 versions of this paper

Downloads 244
45.

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

Multiple version iconThere are 2 versions of this paper

Downloads 236
46.

Liquidity and the Evolution of Price Discovery on Floor Versus Screen-Based Trading Systems: An Analysis of the Foreign Exchange Futures Markets

Number of pages: 54 Posted: 13 Jul 2005
Working Paper Series
Commodity Futures Trading Commission (CFTC) and George Mason University - Department of Finance
Downloads 231
47.

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

Multiple version iconThere are 2 versions of this paper

Downloads 217
48.

Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements

Number of pages: 44 Posted: 23 Mar 2010 Last Revised: 29 Nov 2010
Working Paper Series
Barclays Capital, George Mason University - Department of Finance and McIntire School of Commerce
Downloads 216
49.

Momentum in Corporate Bond Returns

Number of pages: 41 Posted: 04 Jun 2010 Last Revised: 14 Sep 2014
Working Paper Series
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Department of Finance and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 205
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, University of Wisconsin - Madison - School of Business and George Mason University - School of Business
Downloads 203