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Georgetown University McDonough School of Business Research Paper Series

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Viewing: 1 - 50 of 545 papers

1.

Optimal Capital Structure

Number of pages: 39 Posted: 20 Jan 2011 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System
Downloads 5,830
2.

Equity Trading in the 21st Century

Marshall School of Business Working Paper No. FBE 09-10
Number of pages: 54 Posted: 11 May 2010 Last Revised: 08 Aug 2015
Working Paper Series
Georgetown University - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Carnegie Mellon University - David A. Tepper School of Business
Downloads 3,344
3.

Using Fundamental Analysis to Assess Earnings Quality: Evidence from the Center for Financial Research and Analysis

Journal of Accounting, Auditing & Finance (Fall 2001, Volume 16, No. 4: 273 ! 295)
Number of pages: 32 Posted: 16 Oct 2000 Last Revised: 03 Jun 2016
Accepted Paper Series
University of Kansas and Georgetown University - Department of Accounting and Business Law

Multiple version iconThere are 2 versions of this paper

Downloads 3,120
4.

Proxies and Databases in Financial Misconduct Research

Accounting Review, Forthcoming, Georgetown McDonough School of Business Research Paper No. 2811778
Number of pages: 67 Posted: 16 Feb 2017
Accepted Paper Series
University of Washington - Michael G. Foster School of Business, Georgetown University, University of Nevada, Las Vegas - Lee Business School and American University - Kogod School of Business
Downloads 2,851
5.

The Cost of Debt

Journal of Finance, Forthcoming, WFA 2007 Big Sky, MT Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 65 Posted: 08 Mar 2007 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 2,748
6.

External Corporate Governance and Misreporting

Georgetown McDonough School of Business Research Paper No. 760324
Number of pages: 48 Posted: 26 Jul 2005 Last Revised: 24 Jun 2016
Working Paper Series
Georgetown University - Department of Accounting and Business Law, George Washington University - School of Business, Syracuse University and National University of Singapore
Downloads 2,294
7.

Economists' Statement on Network Neutrality Policy

AEI-Brookings Joint Center Working Paper No. RP07-08
Number of pages: 7 Posted: 28 Mar 2007
Working Paper Series
New York University - Stern School of Business, Berkley Center for Entrepreneurial Studies, Council on Foreign Relations (CFR) - Council on Foreign Relations- Washington D.C., University of Warwick - Warwick Business School, University of Maryland - Department of Economics, University of Oxford, Smith School, Clemson University, Alfred P. Sloan Foundation, National Economic Research Associates Inc. (NERA) (Deceased), Georgetown University - Department of Strategy/Economics/Ethics/Public Policy, Groupe d'Economie Mondiale at Sciences Po (GEM Paris), Stanford University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Chapman University - Economic Science Institute, Technology Policy Institute, London Business School, New York University (NYU) - Leonard N. Stern School of Business, Department of Economics and University of Colorado at Boulder - Department of Economics
Downloads 2,257
8.

Accrued Earnings and Growth: Implications for Earnings Persistence and Market Mispricing

Accounting Review, Vol. 78, No. 1, 2003
Number of pages: 32 Posted: 05 Jan 2001 Last Revised: 03 Jun 2016
Accepted Paper Series
Georgetown University - Department of Accounting and Business Law, University of Kansas and Indiana University - Kelley School of Business - Department of Accounting
Downloads 2,200
9.

Volatility Spreads and Expected Stock Returns

Number of pages: 33 Posted: 12 Nov 2007
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Baruch College - Zicklin School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,060
10.

Do U.S. Firms Have the Best Corporate Governance? A Cross-Country Examination of the Relation Between Corporate Governance and Shareholder Wealth

Fisher College of Business Working Paper No. 2006-03-006, ECGI - Finance Working Paper No. 145/2007, Charles A. Dice Center Working Paper No. 2006-25
Number of pages: 41 Posted: 02 Jan 2007
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,005
11.

A Lottery Demand-Based Explanation of the Beta Anomaly

Georgetown McDonough School of Business Research Paper No. 2408146
Number of pages: 104 Posted: 13 Mar 2014 Last Revised: 03 Dec 2016
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Georgia State University and Fordham University - Gabelli School of Business
Downloads 1,952
12.

Demutualization and Corporate Governance of Stock Exchanges

Journal of Applied Corporate Finance, Vol. 15, Spring 2002
Number of pages: 22 Posted: 25 Nov 2002
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business
Downloads 1,922
13.

On the Economic Sources of Stock Market Volatility

AFA 2008 New Orleans Meetings Paper
Number of pages: 54 Posted: 21 Mar 2007 Last Revised: 18 Sep 2012
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School and Korea University Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,894
14.

Sustained Earnings and Revenue Growth, Earnings Quality, and Earnings Response Coefficients

Number of pages: 36 Posted: 12 May 2003
Working Paper Series
City University of New York (CUNY) - Baruch College, Chinese University of Hong Kong - School of Accountancy and Georgetown University - Department of Accounting and Business Law

Multiple version iconThere are 2 versions of this paper

Downloads 1,855
15.

How Much do Banks use Credit Derivatives to Reduce Risk?

AFA 2007 Chicago Meetings Paper, Fisher College of Business Working Paper No. 2006-03-001
Number of pages: 41 Posted: 25 Aug 2005
Working Paper Series
Ohio State University (OSU) - Department of Finance, Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,738
16.

Shiller's CAPE: Market Efficiency and Risk

Georgetown McDonough School of Business Research Paper No. 2876644
Number of pages: 32 Posted: 30 Nov 2016 Last Revised: 18 Apr 2017
Working Paper Series
Rutgers, The State University of New Jersey - Accounting & Information Systems and Georgetown University - Department of Accounting and Business Law
Downloads 1,691
17.

Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns

Georgetown McDonough School of Business Research Paper
Number of pages: 82 Posted: 09 Sep 2013 Last Revised: 14 Aug 2017
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Singapore Management University - Lee Kong Chian School of Business and Georgia State University
Downloads 1,690
18.

What is a Dollar Worth? The Market Value of Cash Holdings

Number of pages: 36 Posted: 10 Jul 2003
Working Paper Series
Georgetown University - Department of Finance and Georgetown University - McDonough School of Business
Downloads 1,544
19.

Transaction Cost Economics: An Assessment of Empirical Research in the Social Sciences

Duke Law School Legal Studies Paper No. 115
Number of pages: 66 Posted: 16 Aug 2006 Last Revised: 28 Mar 2012
Working Paper Series
Duke University - School of Law and Georgetown University - McDonough School of Business - Strategy, Economics and Policy
Downloads 1,541
20.

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

Number of pages: 52 Posted: 25 Jan 2011 Last Revised: 29 Feb 2012
Working Paper Series
University of Maryland - Robert H. Smith School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,493
21.

Does Governance Travel around the World? Evidence from Institutional Investors

Fisher College of Business Working Paper No. 2009-008, ECGI - Finance Working Paper No. 267/2010, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, Fourth Singapore International Conference on Finance 2010 Paper
Number of pages: 66 Posted: 24 Mar 2009 Last Revised: 24 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,487
22.

The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 17 Mar 2012 Last Revised: 22 May 2015
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, University of Cambridge - Judge Business School and Queen Mary University of London
Downloads 1,443
23.

The Differential Persistence of Accruals and Cash Flows for Future Operating Income Versus Future Return on Assets

Review of Accounting Studies, Vol. 8, No. 2/3, 2003
Number of pages: 26 Posted: 05 Sep 2002 Last Revised: 03 Jun 2016
Accepted Paper Series
Georgetown University - Department of Accounting and Business Law, University of Kansas and Indiana University - Kelley School of Business - Department of Accounting
Downloads 1,418
24.

The Joint Cross Section of Stocks and Options

AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Number of pages: 58 Posted: 08 Jan 2010 Last Revised: 27 Feb 2012
Working Paper Series
BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 1,370
25.

Stock Price Reactions to On-Target Earnings Announcements Implications for Earnings Management

GWU Working Paper
Number of pages: 39 Posted: 25 Jul 2001
Working Paper Series
Georgetown University - Department of Accounting and Business Law and George Washington University - School of Business
Downloads 1,369
26.

A New Look at Hedging with Derivatives: Will Firms Reduce Market Risk Exposure?

Number of pages: 40 Posted: 11 Oct 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, The College of New Jersey - School of Business and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 1,360
27.

Earnings Volatility and Earnings Predictability

Journal of Accounting and Economics, Forthcoming
Number of pages: 57 Posted: 30 Aug 2006 Last Revised: 22 Feb 2012
Working Paper Series
Emory University - Department of Accounting and Georgetown University - Robert Emmett McDonough School of Business
Downloads 1,356
28.

Lessons from the Strategy of Banco Santander: The Three-Step Process of Internationalisation in Retail Banking

Number of pages: 44 Posted: 04 Feb 2008
Working Paper Series
ESADE Business School, ESADE Business School and ESADE Business School
Downloads 1,333
29.

Contrarian Investment, New Share Issues and Repurchases

Number of pages: 43 Posted: 15 Oct 2006 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University and Baruch College - Zicklin School of Business
Downloads 1,308
30.

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

Number of pages: 49 Posted: 03 Sep 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University

Multiple version iconThere are 3 versions of this paper

Downloads 1,301
31.

Testing Mean Reversion in Stock Market Volatility

Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Number of pages: 36 Posted: 17 Oct 2006 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Sabanci University
Downloads 1,261
32.

Investing in Stock Market Anomalies

Number of pages: 50 Posted: 15 Mar 2011
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Sabanci University

Multiple version iconThere are 3 versions of this paper

Downloads 1,256
33.

Why are Stock Buyback Announcements Good News?

AFA 2005 Philadelphia Meetings Paper
Number of pages: 48 Posted: 13 Jan 2005
Working Paper Series
Georgetown University and Government of the United States of America - Risk Analysis Division
Downloads 1,244
34.

Corporate Governance, Investor Protection, and The Home Bias

Tuck-JQFA Contemporary Corporate Governance Issues II Conference
Number of pages: 48 Posted: 30 Jul 2002
Working Paper Series
Stockholm School of Economics, Georgetown University - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business
Downloads 1,242
35.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 41 Posted: 08 Aug 2006
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,233
36.

Predictability of Interest Rates and Interest-Rate Portfolios

Number of pages: 55 Posted: 03 Aug 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Caspian Capital Management, LLC and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,178
37.

Do Independence and Financial Expertise of the Board Matter for Risk Taking and Performance?

Charles A. Dice Center Working Paper No. 2010-14, Fisher College of Business Working Paper No. 2010-03-014
Number of pages: 66 Posted: 21 Aug 2010 Last Revised: 14 Mar 2012
Working Paper Series
Ohio State University (OSU) - Department of Finance, Babson College and Georgetown University - McDonough School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,174
38.

Fairness in Financial Markets: The Case of High Frequency Trading

Number of pages: 25 Posted: 11 Jan 2011
Working Paper Series
Georgetown University - Department of Finance and Georgetown University - Department of Management
Downloads 1,155
39.

Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

Number of pages: 66 Posted: 18 Feb 2010 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Ozyegin University
Downloads 1,113
40.

Portfolio Preferences of Foreign Institutional Investors

Journal of Banking and Finance, Vol. 29, No. 12, 2005
Number of pages: 41 Posted: 23 Jul 2003 Last Revised: 24 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, World Bank and Boston University Questrom School of Business
Downloads 1,112
41.

Value at Risk and the Cross-Section of Hedge Fund Returns

EFA 2005 Moscow Meetings
Number of pages: 49 Posted: 18 Mar 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Citigroup Alternative Investments and University of Massachusetts Amherst - Department of Finance
Downloads 1,096
42.

Physicians Under the Influence: Social Psychology and Industry Marketing Strategies

Journal of Law, Medicine and Ethics, 2013, 41(3), 665-672, Edmond J. Safra Working Papers, Georgetown McDonough School of Business Research Paper No. 2286433
Number of pages: 27 Posted: 28 Jun 2013 Last Revised: 06 Aug 2014
Accepted Paper Series
Johnson Graduate School of Management, Cornell University and Georgetown University Medical Center
Downloads 1,082
43.

The Value Relevance of Changes in Financial Leverage

Number of pages: 41 Posted: 30 Apr 2005
Working Paper Series
Rutgers, The State University of New Jersey - Accounting & Information Systems and Georgetown University - Department of Accounting and Business Law
Downloads 1,066
44.

Culture, Openness, and Finance

Dice Center Working Paper No. 2001-02
Number of pages: 46 Posted: 22 Mar 2001
Working Paper Series
Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,060
45.

The Joint Cross Section of Stocks and Options

Georgetown McDonough School of Business Research Paper No. 2012-10
Number of pages: 142 Posted: 22 Feb 2012 Last Revised: 24 Mar 2014
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 1,050
46.

Lending Relationships and Loan Contract Terms

AFA 2009 San Francisco Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 25 Mar 2008 Last Revised: 29 Feb 2012
Working Paper Series
Arizona State University - W.P. Carey School of Business, Georgetown University - Department of Finance, New York University - Leonard N. Stern School of Business and CAFRAL, Reserve Bank of India
Downloads 1,045
47.

Women at the Bargaining Table: Pitfalls and Prospects

Negotiation Journal, Vol. 25, p. 233, 2009, Marquette Law School Legal Studies Paper No. 09-19
Number of pages: 21 Posted: 02 May 2009
Accepted Paper Series
Georgetown University - Department of Management, School for Conflict Analysis and Resolution, Marquette University - Law School and Georgetown University Women's Leadership Institute
Downloads 1,031
48.

Does Exchange Rate Exposure Matter?

Number of pages: 43 Posted: 08 Jun 2002
Working Paper Series
Georgetown University - McDonough School of Business, University of Texas at Austin - Department of Finance and University of Toronto - Rotman School of Management
Downloads 1,001
49.

Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences

ECGI - Finance Working Paper No. 184/2007, Fisher College of Business Working Paper No. 2007-03-015, Charles A. Dice Center Working Paper No. 2007-14
Number of pages: 55 Posted: 18 Jul 2007 Last Revised: 24 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 979
50.

Investigating ICAPM with Dynamic Conditional Correlations

AFA 2009 San Francisco Meetings Paper
Number of pages: 61 Posted: 04 Feb 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 979