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: 54
Posted: 22 Mar 2018
Last Revised: 10 Dec 2019
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, 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: 54
Posted: 22 Mar 2018
Last Revised: 10 Dec 2019
Downloads
939
Decentralized Mining in Centralized Pools
NBER Working Paper No. w25592
Number of pages: 55
Posted: 26 Feb 2019
Last Revised: 12 Apr 2019
Downloads
4
Downloads
939
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
132
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
437
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
72
Identifying House Price Booms, Bubbles and Busts: A Disequilibrium Analysis From Chaos Theory
Number of pages: 35
Posted: 15 Nov 2018
Downloads
35
Downloads
72
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
170
Residential House Prices, Commercial Real Estate and Bank Failures
Number of pages: 41
Posted: 01 Jul 2017
Downloads
74
Downloads
74
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
366
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
170
Residential House Prices, Commercial Real Estate and Bank Failures
Number of pages: 41
Posted: 01 Jul 2017
Downloads
74
Downloads
170
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
225
Is Post-Crisis Bond Liquidity Lower?
NBER Working Paper No. w23317
Number of pages: 55
Posted: 10 Apr 2017
Downloads
25
Downloads
225
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
95
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
91
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
University of Michigan at Ann Arbor, Stephen M. Ross School of Business, Finance and Stephen M. Ross School of Business, University of Michigan
Downloads
94
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
96
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
664
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
134
16.
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
Number of pages: 47
Posted: 08 Jan 2016
Last Revised: 11 Jan 2020
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
There are 2 versions of this paper
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
Number of pages: 47
Posted: 08 Jan 2016
Last Revised: 11 Jan 2020
Downloads
1,509
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
Management Science, Forthcoming
Posted: 29 Jan 2020
Downloads
1,509
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
672
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
197
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
585
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
131
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
113
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
University of Michigan at Ann Arbor, Stephen M. Ross School of Business, Finance
Downloads
143
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
163
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
129
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
155
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
47
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
394
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
273
Downloads
273
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
192
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
165
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
142
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
122
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
412
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
1,453
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
252
Downloads
252
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
262
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
220
Downloads
220
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
252
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
1,453
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
183
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
262
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
220
Downloads
262
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
123
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
163
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
163
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
394
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
273
Downloads
394
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
137
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
84
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
197
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
197
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
221
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