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Baruch College Zicklin School of Business

Baruch College Zicklin School of Business

89,833 Total downloads

Viewing: 1 - 50 of 212 papers

1.

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 31
2.

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, Baruch College/CUNY - Zicklin School of Business, Baruch College - CUNY and Fairfield University
Downloads 109
3.

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
4.

Bitcoin: A Revolution?

Baruch College Zicklin School of Business Research Paper No. 2018-05-01
Number of pages: 25 Posted: 08 Mar 2018 Last Revised: 10 Jul 2018
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Bank of Canada
Downloads 446
5.

Shorting Leveraged ETF Pairs

Journal of Trading, Spring 2018, Baruch College Zicklin School of Business Research Paper No. 2018-02-05
Number of pages: 24 Posted: 15 Feb 2018 Last Revised: 27 Feb 2018
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
Downloads 542
6.

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 21
7.

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 36
8.

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
City University of New York (CUNY) - Baruch College and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 130
9.

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 180
10.

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 45
11.

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 10
12.

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 867
13.

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
14.

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
15.

Ambiguity, Risk, and Payout Policy

Number of pages: 54 Posted: 06 Jun 2017 Last Revised: 17 Mar 2018
Working Paper Series
Cornerstone Research and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 403
16.

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 Cornerstone Research
Downloads 83
17.

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 249
18.

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
19.

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 506
20.

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
21.

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 72
22.

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 28
23.

Ambiguity, Volatility, and Credit Risk

Number of pages: 86 Posted: 07 May 2016 Last Revised: 16 Jan 2017
Working 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 569
24.

Analysis of Equity Returns: A Survey with Extensions

Number of pages: 12 Posted: 04 May 2016
Working Paper Series
Zicklin School of BusinessBaruch College
Downloads 19
25.

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 Zicklin School of BusinessBaruch College
Downloads 30
26.

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 176
27.

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
28.

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 16
29.

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 195
30.

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 Zicklin School of BusinessBaruch College
Downloads 21
31.

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 354
32.

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 134
33.

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
34.

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
35.

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
Zicklin School of BusinessBaruch College
Downloads 141
36.

What Are BLDRS?

Journal of Alternative Investments, 2007
Number of pages: 13 Posted: 22 Apr 2015
Accepted Paper Series
Zicklin School of Business, Zicklin School of BusinessBaruch College and Platinum Grove Asset Management L.P.
Downloads 22
37.

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
Zicklin School of BusinessBaruch College and Deceased
Downloads 24
38.

Exchange Mergers and Electronic Trading

J. C. Francis, Arie Harel, and Giora Harpaz, Exchange Mergers and Electronic Trading, Journal of Trading, Winter 2008
Number of pages: 9 Posted: 22 Apr 2015
Accepted Paper Series
Zicklin School of BusinessBaruch College, Independent and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 26
39.

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 Zicklin School of BusinessBaruch College
Downloads 21
40.

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
Zicklin School of BusinessBaruch College, National Cheng Kung University and National Central University at Taiwan
Downloads 25
41.

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
Zicklin School of BusinessBaruch College, National Cheng Kung University and National Central University at Taiwan
Downloads 14
42.

Skewness and Investors' Decisions

Journal of Financial and Quantitative Analysis (JFQA), 1975
Number of pages: 11 Posted: 04 Apr 2015
Accepted Paper Series
Zicklin School of BusinessBaruch College
Downloads 59
43.

Contrasting Real Estate with Comparable Investments, 1978-2008

Journalof Portfolio Management, Vol. 35, No. 5, p. 141, 2009
Number of pages: 15 Posted: 04 Apr 2015
Accepted Paper Series
Zicklin School of BusinessBaruch College and Yale School of Management
Downloads 123
44.

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
Zicklin School of BusinessBaruch College, Independent and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 24
45.

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
Zicklin School of BusinessBaruch College
Downloads 26
46.

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
Zicklin School of BusinessBaruch College and EDHEC Business School
Downloads 29
47.

Statistical Analysis of Risk Coefficients for NYSE Stocks

Journal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 5, p. 981, December 1979
Number of pages: 18 Posted: 04 Apr 2015
Accepted Paper Series
Zicklin School of BusinessBaruch College
Downloads 69
48.

Generalized Functional Form for Mutual Fund Returns

JOURNAL OF FINANCIAL & QUANTITATIVE ANALYSIS, 1980 December, XV(5), pages 1107-1120
Number of pages: 15 Posted: 01 Apr 2015 Last Revised: 12 Apr 2019
Accepted Paper Series
EDHEC Business School, Zicklin School of BusinessBaruch College and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 15
49.

Forecasting Yield Curves with Survey Information

JOURNAL OF PORTFOLIO MANAGEMENT, Spring 2012, pages 149-163
Number of pages: 7 Posted: 01 Apr 2015 Last Revised: 03 Apr 2015
Accepted Paper Series
Zicklin School of BusinessBaruch College and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 59
50.

Beta as a Random Coefficient

Journal of Financial and Quantitative Analysis (JFQA), March 1978, pages 101-115
Number of pages: 17 Posted: 31 Mar 2015 Last Revised: 12 Apr 2019
Accepted Paper Series
EDHEC Business School and Zicklin School of BusinessBaruch College
Downloads 146