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Baruch College Zicklin School of Business

Baruch College Zicklin School of Business

89,191 Total downloads

Viewing: 1 - 50 of 212 papers

1.

The Effect of Value Estimation Errors on Portfolio Growth Rates

Journal of Investing, 2009, https://doi.org/10.3905/JOI.2009.18.2.069
Posted: 22 May 2019 Last Revised: 22 May 2019
Accepted Paper Series
AnswersToGo, Fordham University - Finance Area, City University of New York (CUNY) - Baruch College and Iona College
2.

Shorting Leveraged ETF Pairs

Journal of Trading, Spring 2018, Baruch College Zicklin School of Business Research Paper No. 2018-02-05, https://doi.org/10.3905/jot.2018.13.2.069
Posted: 21 May 2019 Last Revised: 21 May 2019
Accepted Paper Series
City University of New York, Pace University - Lubin School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Southwestern University of Finance and Economics (SWUFE) and William Paterson University - Cotsakos College of Business
3.

Contrasting Real Estate with Comparable Investments, 1978-2008

Journalof Portfolio Management, Vol. 35, No. 5, p. 141, 2009, https://doi.org/10.3905/JPM.2009.36.1.141
Posted: 21 May 2019
Accepted Paper Series
Baruch CollegeZicklin School of Business and Yale School of Management
4.

Portfolios Weighted by Repurchase and Total Payout

Journal of Portfolio Management, Vol. 36, No. 4, 2010, https://doi.org/10.3905/jpm.2010.36.4.077
Posted: 21 May 2019 Last Revised: 21 May 2019
Accepted Paper Series
Baruch CollegeZicklin School of Business, City University of New York, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Long Island University
5.

Forecasting Yield Curves with Survey Information

JOURNAL OF PORTFOLIO MANAGEMENT, Spring 2012, pages 149-163, https://doi.org/10.3905/jpm.2012.38.3.149
Posted: 21 May 2019 Last Revised: 21 May 2019
Accepted Paper Series
Baruch CollegeZicklin School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
7.

Exchange Mergers and Electronic Trading

J. C. Francis, Arie Harel, and Giora Harpaz, Exchange Mergers and Electronic Trading, Journal of Trading, Winter 2008, https://doi.org/10.3905/JOT.2009.4.1.035
Posted: 20 May 2019
Accepted Paper Series
Baruch CollegeZicklin School of Business, Independent and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
8.

Ambiguity and Beliefs in the Principal-Agent Model

Baruch College Zicklin School of Business Research Paper No. 2018-09-02
Number of pages: 43 Posted: 31 Aug 2018 Last Revised: 28 Sep 2018
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Colorado at Boulder - Department of Finance
Downloads 35
9.

Resiliency and Stock Returns

Baruch College Zicklin School of Business Research Paper No. 2018-08-02
Number of pages: 74 Posted: 18 Aug 2018 Last Revised: 15 Feb 2019
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Baruch College - CUNY and Fairfield University
Downloads 128
10.

Dynamic Autocorrelation of Intraday Stock Returns

Finance Research Letters, Vol. 20, 2017
Posted: 08 Aug 2018
Accepted Paper Series
Boston University, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Georgia College & State University and Independent
11.

Bitcoin: A Revolution?

"Economic analysis of the digital revolution," J. Ganuza and G. Llobert, (eds)., FUNCAS, 2018
Number of pages: 25 Posted: 08 Mar 2018 Last Revised: 10 May 2019
Accepted Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Bank of Canada
Downloads 470
12.

The Role of Information from International Bank Lending in Mutual Fund Equity Investing

Baruch College Zicklin School of Business Research Paper No. 2018-01-01
Number of pages: 56 Posted: 24 Jan 2018
Working Paper Series
Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York, University of San Francisco, Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York and University of St. Thomas, Houston
Downloads 22
13.

Accounting for Contingent Litigation Liabilities: What You Disclose Can Be Used Against You

Baruch College Zicklin School of Business Research Paper No. 2018-02-01
Number of pages: 29 Posted: 24 Jan 2018
Working Paper Series
Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York
Downloads 37
14.

Accounting Losses as a Heuristic for Managerial Failure: Evidence from CEO Turnovers

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 11 Dec 2017
Accepted Paper Series
UNC Charlotte and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 139
15.

Ambiguity and Disclosure in The Principal-Agent Model

Number of pages: 35 Posted: 30 Nov 2017
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Colorado at Boulder - Department of Finance
Downloads 185
16.

A New Measure of the Firm’s Organization Capital Value: Earnings Announcements and Management

Number of pages: 49 Posted: 23 Oct 2017 Last Revised: 02 Apr 2019
Working Paper Series
Southern Connecticut State University and Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York
Downloads 47
17.

Upside and Downside Capture Ratios: How to Make Them Come out the Way You Want

Number of pages: 29 Posted: 25 Aug 2017
Working Paper Series
AnswersToGo, Independent and City University of New York (CUNY) - Baruch College
Downloads 14
18.

Crowdsourced Employer Reviews and Stock Returns

Journal of Financial Economics, Forthcoming, 8th Miami Behavioral Finance Conference 2017
Number of pages: 63 Posted: 19 Jul 2017 Last Revised: 03 Aug 2018
Accepted Paper Series
Emory University - Department of Finance, Moody's Corporation - San Francisco Office, Georgetown University - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 937
19.

Shale Revolution and Shifting Crude Dynamics

Number of pages: 56 Posted: 26 Jun 2017
Working Paper Series
RMIT University - School of Economics, Finance and Marketing and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 226
20.

The Cost of Speaking in Two Tongues

Number of pages: 25 Posted: 20 Jun 2017
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Southwestern University of Finance and Economics (SWUFE), Southwestern University of Finance and Economics (SWUFE) and William Paterson University - Cotsakos College of Business
Downloads 31
21.

Ambiguity, Risk, and Payout Policy

Number of pages: 54 Posted: 06 Jun 2017 Last Revised: 17 Mar 2018
Working Paper Series
Northeastern University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 410
22.

Do Investors Follow Directors?

Number of pages: 55 Posted: 30 Mar 2017 Last Revised: 16 Mar 2019
Working Paper Series
Zicklin School of Business and Northeastern University
Downloads 85
23.

Do Numbers Speak Louder Than Words?

Number of pages: 37 Posted: 13 Jan 2017 Last Revised: 08 Feb 2018
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 254
24.

Corporate Social Responsibility Exposure and Performance of Mutual Funds

Journal of Investing, Forthcoming
Posted: 15 Dec 2016 Last Revised: 31 Jul 2018
Accepted Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Boston University, Clark University and Clark University
25.

Ambiguity and the Tradeoff Theory of Capital Structure

Number of pages: 43 Posted: 21 Nov 2016 Last Revised: 20 May 2017
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Stern School of Business and University of Colorado at Boulder - Department of Finance
Downloads 516
26.

From Theory to Application: Using Simulation to Better Understand Price Determination in a Non-Frictionless Equity Market

Number of pages: 35 Posted: 14 Nov 2016
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Baruch College - CUNY and TraderEx LLC
Downloads 44
27.

Governance Mandates, Outside Directors, and Acquirer Performance

Journal of Corporate Finance, Forthcoming, Rotman School of Management Working Paper No. 2867119
Number of pages: 59 Posted: 10 Nov 2016 Last Revised: 06 Apr 2017
Accepted Paper Series
Zicklin School of Business, University of Toronto - Rotman School of Management, University of Surrey - Surrey Business School and University of Surrey
Downloads 73
28.

Are Hated Stocks Good Investments?

Number of pages: 29 Posted: 12 Oct 2016
Working Paper Series
Pace University - Lubin School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Southwestern University of Finance and Economics (SWUFE) - School of Business Administration and William Paterson University - Cotsakos College of Business
Downloads 31
29.

Ambiguity, Volatility, and Credit Risk

Review of Financial Studies, Forthcoming
Number of pages: 86 Posted: 07 May 2016 Last Revised: 19 Apr 2019
Accepted Paper Series
McGill University, Desautels Faculty of Management and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 606
30.

Analysis of Equity Returns: A Survey with Extensions

Number of pages: 12 Posted: 04 May 2016
Working Paper Series
Baruch CollegeZicklin School of Business
Downloads 20
31.

Ex Day Effects of the 2003 Dividend Tax Cut

International Review of Economics & Finance, Vol. 41, No. 11-22, 2016
Number of pages: 12 Posted: 16 Mar 2016
Accepted Paper Series
Deceased and Baruch CollegeZicklin School of Business
Downloads 32
32.

Trading Strategy on EVA and MVA: Are They Reliable Indicators of Future Stock Performance?

Journal of Investing, Vol. 3, No. 4, 2006
Number of pages: 7 Posted: 27 Feb 2016
Accepted Paper Series
AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 182
33.

Looking Back: Quantitative Analysis Before Computers

“Looking Back: Quantitative Analysis Before Computers”, with Lawrence Ferguson, Joel Rentzler, and Susana Yu, The Journal of Applied Finance, 2004, Spring/Summer.,
Number of pages: 10 Posted: 25 Feb 2016
Accepted Paper Series
Independent, AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College

Multiple version iconThere are 2 versions of this paper

Downloads 28
34.

Winning the Performance Game Without Really Trying

Journal of Performance Measurement, 1999, v3(4), 59-66
Number of pages: 8 Posted: 25 Nov 2015
Accepted Paper Series
AnswersToGo and City University of New York (CUNY) - Baruch College

Multiple version iconThere are 2 versions of this paper

Downloads 17
35.

Innovation Beyond Firm Boundaries: Common Blockholders, Strategic Alliances, and Corporate Innovation

American Economic Association 2017 Meetings Paper, Asian Finance Association (AsianFA) 2016 Conference Paper
Number of pages: 51 Posted: 01 Oct 2015 Last Revised: 09 Jan 2018
Working Paper Series
Boston College - Carroll School of Management, Baruch College (CUNY) and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 205
36.

Ex Day Effects of the 1984 and 1986 Tax Reform Acts

The Empirical Economics Letters, 13(1), January 2014, 53-58.
Number of pages: 6 Posted: 21 Sep 2015
Accepted Paper Series
Deceased and Baruch CollegeZicklin School of Business
Downloads 21
37.

Centrality of the Supply Chain Network

Number of pages: 23 Posted: 29 Aug 2015
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 375
38.

Cultural Differences and Cross-Border Venture Capital Syndication

Journal of International Business Studies, Forthcoming
Number of pages: 59 Posted: 11 Aug 2015 Last Revised: 28 Aug 2015
Accepted Paper Series
SUNY at Albany - School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 137
39.

New Perspectives on the Information Content of Dividend Initiation Announcements: The Special Case of Information Technology Firms

Number of pages: 26 Posted: 11 May 2015
Working Paper Series
Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 41
40.

Market Adaptation to Regulation Fair Disclosure: The Use of Industry Information to Enhance the Informational Environment

Number of pages: 30 Posted: 11 May 2015
Working Paper Series
Iona College and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 30
41.

Portfolio Analysis of Asset and Liability Management in Small-, Medium-, and Large-Sized Banks

Journal of Monetary Economics, August 1978, Volume 4, Number 3, pages 459-480
Number of pages: 22 Posted: 08 May 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business
Downloads 142
42.

What Are BLDRS?

Journal of Alternative Investments, 2007
Number of pages: 13 Posted: 22 Apr 2015
Accepted Paper Series
Zicklin School of Business, Baruch CollegeZicklin School of Business and Platinum Grove Asset Management L.P.
Downloads 22
43.

Innovations in Partitioning a Share of Stock

Journal of Applied Corporate Finance, Volume 13.1, Spring 2000
Number of pages: 11 Posted: 22 Apr 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business and Deceased
Downloads 25
44.

Analysis of Efficient Markets

Review of Quantitative Finance and Accounting, Vol. 36, No. 2, 2011
Number of pages: 10 Posted: 22 Apr 2015
Accepted Paper Series
Independent, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Baruch CollegeZicklin School of Business
Downloads 21
45.

Effects of Tax Reform on Drop-Off Ratios and on Ex-Dividend and Ex-Right Prices

Review of Quantitative Finance and Accounting, Vol. 39, No. 2, 2012
Number of pages: 20 Posted: 06 Apr 2015 Last Revised: 21 Apr 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business, National Cheng Kung University and National Central University at Taiwan
Downloads 26
46.

Effects of Tax Reform on Drop-Off Ratios and on the Ex-Dividend and Ex-Rights Prices

Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, Vol. 39, No. 2, pp. 147-164.
Number of pages: 20 Posted: 06 Apr 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business, National Cheng Kung University and National Central University at Taiwan
Downloads 14
47.

Skewness and Investors' Decisions

Journal of Financial and Quantitative Analysis (JFQA), 1975
Number of pages: 11 Posted: 04 Apr 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business
Downloads 59
48.

Actuarially Fair Premia for Deductible Insurance Policies

American Economist, 2010, Vol. 55, No. 2, pages 83-91
Number of pages: 9 Posted: 04 Apr 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business, Independent and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 24
49.

Intertemporal Differences in Systematic Stock Price Movements

Journal of Financial and Quantitative Analysis (JFQA), 1975
Number of pages: 16 Posted: 04 Apr 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business
Downloads 27
50.

The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model

Journal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 2, June 1979
Number of pages: 11 Posted: 04 Apr 2015
Accepted Paper Series
Baruch CollegeZicklin School of Business and EDHEC Business School
Downloads 29