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
There are 2 versions of this paper
Commercial Mortgage-Backed Securities: Prepayment and Default
Number of pages: 32
Posted: 04 Feb 2002
Downloads
2,827
Commercial Mortgage-Backed Securities: Prepayment and Default
Journal of Real Estate Finance & Economics, Vol. 26, No. 2
Posted: 14 Aug 2002
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
There are 2 versions of this paper
Momentum and Credit Rating
Journal of Finance, Vol. 62, No. 5, pp. 2503-2520, 2007
Posted: 20 Jan 2007
Last Revised: 26 Feb 2008
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
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
1,401
Anomalies and Financial Distress
Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
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
There are 2 versions of this paper
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
Downloads
1,199
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
There are 2 versions of this paper
Momentum in Corporate Bond Returns
Number of pages: 63
Posted: 02 Aug 2010
Last Revised: 08 Jan 2013
Downloads
1,154
Momentum in Corporate Bond Returns
Number of pages: 41
Posted: 04 Jun 2010
Last Revised: 14 Sep 2014
Downloads
205
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
There are 2 versions of this paper
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
Downloads
1,100
Dispersion in Analysts' Earnings Forecasts and Credit Rating
Journal of Financial Economics (JFE), Vol. 91, pp. 83-101, 2009
Posted: 26 Feb 2008
Last Revised: 19 Mar 2009
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
There are 2 versions of this paper
Bayesian Analysis of Stochastic Betas
AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 49
Posted: 26 Apr 2004
Downloads
930
Bayesian Analysis of Stochastic Betas
Journal of Financial and Quantitative Analysis, Vol. 40, No. 4, pp. 747-778, 2005
Posted: 08 Dec 2004
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
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
328
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
258
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
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
328
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
258
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
There are 2 versions of this paper
Contagion and Excess Correlation in Credit Default Swaps
Number of pages: 43
Posted: 04 Oct 2011
Downloads
244
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
217
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
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
236
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
There are 2 versions of this paper
Contagion and Excess Correlation in Credit Default Swaps
Number of pages: 43
Posted: 04 Oct 2011
Downloads
244
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
217
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
There are 2 versions of this paper
Momentum in Corporate Bond Returns
Number of pages: 63
Posted: 02 Aug 2010
Last Revised: 08 Jan 2013
Downloads
1,154
Momentum in Corporate Bond Returns
Number of pages: 41
Posted: 04 Jun 2010
Last Revised: 14 Sep 2014
Downloads
205
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
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