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International Center for Finance at Yale School of Management

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Viewing: 1 - 50 of 398 papers

1.

The Information View of Financial Crises

Yale ICF Working Paper No. 2019-15
Number of pages: 39 Posted: 10 Jul 2019 Last Revised: 02 Aug 2019
Working Paper Series
Columbia University - Department of Economics, Yale School of Management and Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 90
2.

Price Search Across Time and Across Stores

Cowles Foundation Discussion Paper No. 1492R, July 2019, Yale ICF Working Paper No. 2019-14
Number of pages: 53 Posted: 09 Jul 2019
Working Paper Series
Harvard Business School and Yale School of Management
Downloads 25
3.

Towards A Better CPI – Adjusting for Technological Change and Increased Housing Consumption

Yale ICF Working Paper No. 2019-13
Number of pages: 71 Posted: 20 Jun 2019
Working Paper Series
Everascend Footwear and Yale University - Yale School of Management, International Center for Finance
Downloads 24
4.

The Regulation of Private Money

Forthcoming in Journal of Money, Credit and Banking., Yale ICF Working Paper No. 2019-12
Number of pages: 25 Posted: 07 Jun 2019
Working Paper Series
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 37
5.

Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias

Yale ICF Working Paper No. 03-01, https://doi.org/10.3905/jpm.2008.701622
Posted: 21 May 2019
Accepted Paper Series
INSEAD - Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

6.

More Social Security, Not Less

Yale ICF Working Paper No. 05-05, https://doi.org/10.3905/JPM.2008.35.1.115
Posted: 21 May 2019
Accepted Paper Series
Yale School of Management - International Center for Finance
7.

A Discretionary Wealth Approach to Investment Policy

Yale ICF Working Paper No. 09-03, https://doi.org/10.3905/JPM.2009.36.1.046
Posted: 21 May 2019
Accepted Paper Series
Wilcox Investment, Inc. and EDHEC Business School
8.

Internet Appendix to 'A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets'

Journal of Finance, Forthcoming, Yale ICF Working Paper No. 2019-09
Number of pages: 14 Posted: 21 May 2019
Accepted Paper Series
Renmin University of China - Hanqing Institute, Yale School of Management - International Center for Finance and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 24
9.

Common Stock Returns Are Not Equity Returns

Yale ICF Working Paper No. 2019-08
Posted: 23 Apr 2019
Working Paper Series
Yale School of Management, Washington University in St. Louis - John M. Olin Business School and Yale School of Management
10.

Five Facts About Beliefs and Portfolios

Yale ICF Working Paper No. 2019-05
Number of pages: 76 Posted: 08 Mar 2019 Last Revised: 02 Aug 2019
Working Paper Series
Yale School of Management, Harvard University, New York University (NYU) - Leonard N. Stern School of Business and Vanguard Center for Investor Research

Multiple version iconThere are 4 versions of this paper

Downloads 135
11.

Autoencoder Asset Pricing Models

Yale ICF Working Paper No. 2019-04
Number of pages: 32 Posted: 07 Mar 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
Downloads 1,410
12.

Leverage-Induced Fire Sales and Stock Market Crashes

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-28, Yale ICF Working Paper No. 2019-07
Number of pages: 72 Posted: 04 Mar 2019
Working Paper Series
University of International Business and Economics (UIBE), University of Chicago - Finance, Yale School of Management and Tsinghua University - PBC School of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 34
13.

Narratives About Technology-Induced Job Degradation Then and Now

Cowles Foundation Discussion Paper No. 2168, 2019, Yale ICF Working Paper No. 2019-06
Number of pages: 24 Posted: 27 Feb 2019
Working Paper Series
Yale University - Cowles Foundation
Downloads 58
14.

Social Progress and Corporate Culture

Yale ICF Working Paper No. 2019-01
Number of pages: 62 Posted: 27 Jan 2019
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 33
15.

Hedging Climate Change News

Yale ICF Working Paper No. 2019-02
Number of pages: 43 Posted: 17 Jan 2019 Last Revised: 02 Aug 2019
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics, Yale School of Management, New York University (NYU) - Department of Finance, Yale SOM and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 820
16.

1930: First Modern Crisis

Yale ICF Working Paper No. 2018-24
Number of pages: 34 Posted: 08 Jan 2019 Last Revised: 27 Aug 2019
Working Paper Series
Yale School of Management, New York University (NYU) - Department of Finance and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 71
17.

Factor Momentum Everywhere

Yale ICF Working Paper No. 2018-23
Number of pages: 31 Posted: 31 Dec 2018 Last Revised: 02 Aug 2019
Working Paper Series
AQR Capital Management, LLC and Yale SOM
Downloads 2,169
18.

The Many Colours of CAPE

Yale ICF Working Paper No. 2018-22
Number of pages: 25 Posted: 10 Dec 2018
Working Paper Series
Barclays Investment Bank and Yale University - Cowles Foundation
Downloads 261
19.

Hedging Macroeconomic and Financial Uncertainty and Volatility

Yale ICF Working Paper No. 2018-21
Number of pages: 62 Posted: 09 Dec 2018 Last Revised: 02 Aug 2019
Working Paper Series
Kellogg School of Management - Department of Finance, Yale School of Management and Yale SOM
Downloads 72
20.

Measuring Technological Innovation over the Long Run

Yale ICF Working Paper No. 2018-19
Number of pages: 78 Posted: 05 Dec 2018
Working Paper Series
Yale SOM, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and University of Chicago

Multiple version iconThere are 2 versions of this paper

Downloads 435
21.

Understanding Momentum and Reversal

Yale ICF Working Paper No. 2018-18
Number of pages: 1 Posted: 04 Nov 2018 Last Revised: 02 Aug 2019
Working Paper Series
Yale SOM, Yale University, Yale SOM and Arizona State University (ASU) - Finance Department
Downloads 525
22.

Thousands of Alpha Tests

Chicago Booth Research Paper No. 18-09, Yale ICF Working Paper No. 2018-16
Number of pages: 61 Posted: 17 Oct 2018 Last Revised: 02 Aug 2019
Working Paper Series
Yale School of Management, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and University of Chicago - Booth School of Business
Downloads 231
23.

The Run on Repo and the Fed's Response

Yale ICF Working Paper No. 2018-14
Number of pages: 35 Posted: 08 Aug 2018 Last Revised: 29 Aug 2019
Working Paper Series
Yale School of Management, New York University (NYU) - Department of Finance and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 86
24.

Apologia Pro Vita Sua:The Vanishing of the White Whale in the Mists

Cowles Foundation Discussion Paper No. 2138, Yale ICF Working Paper No. 2018-15
Number of pages: 8 Posted: 02 Aug 2018
Working Paper Series
Yale University - School of Management
Downloads 39
25.

Extrapolative Inflation Expectations and the Eurozone Missing Inflation Puzzle

Yale ICF Working Paper No. 2018-13
Number of pages: 74 Posted: 21 Jun 2018
Working Paper Series
Yale University, School of Management
Downloads 29
26.

Psychology-based Models of Asset Prices and Trading Volume

Yale ICF Working Paper No. 2018-12
Number of pages: 99 Posted: 24 May 2018 Last Revised: 02 Aug 2019
Working Paper Series
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 423
27.

Financial Crises

Yale ICF Working Paper No. 2018-11
Number of pages: 22 Posted: 11 May 2018
Working Paper Series
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 212
28.

Discounting Time and Time Discounting: Subjective Time Perception and Intertemporal Preferences

Yale ICF Working Paper No. 2018-10
Number of pages: 53 Posted: 03 May 2018
Working Paper Series
Yale, Independent, Fisher College of Business, The Ohio State University and Duke University - Fuqua School of Business
Downloads 29
29.

Empirical Asset Pricing via Machine Learning

Chicago Booth Research Paper No. 18-04, 31st Australasian Finance and Banking Conference 2018, Yale ICF Working Paper No. 2018-09
Number of pages: 79 Posted: 09 Apr 2018 Last Revised: 15 Sep 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 9,078
30.

Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets

9th Miami Behavioral Finance Conference 2018, Yale ICF Working Paper No. 2018-08
Number of pages: 68 Posted: 26 Mar 2018 Last Revised: 02 Aug 2019
Working Paper Series
Yale School of Management and University of California, San Diego (UCSD) - Rady School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 717
31.

The Paradox of Competition: Power, Markets, and Money - Who Gets What, When, How?

Cowles Foundation Discussion Paper No. 2118R, Yale ICF Working Paper No. 2018-07
Number of pages: 163 Posted: 26 Mar 2018
Working Paper Series
Yale University - School of Management
Downloads 90
32.

Randomizing Religion: The Impact of Protestant Evangelism on Economic Outcomes

Buffett Institute Global Poverty Research Lab Working Paper No. 18-104, Yale ICF Working Paper No. 2018-06
Number of pages: 78 Posted: 26 Feb 2018
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics, Yale School of Management and Northwestern University

Multiple version iconThere are 3 versions of this paper

Downloads 30
33.

Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment

Mays Business School Research Paper No. 3117188, 29th Annual Conference on Financial Economics & Accounting 2018, Yale ICF Working Paper No. 2018-05
Number of pages: 65 Posted: 14 Feb 2018 Last Revised: 02 Aug 2019
Working Paper Series
Texas A&M University - Department of Finance, Yale SOM and Texas A&M University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 542
34.

Collateral Damage

Yale ICF Working Paper No. 2018-04
Number of pages: 13 Posted: 10 Feb 2018
Working Paper Series
Yale School of Management and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 191
35.

Richard Thaler and the Rise of Behavioral Economics

Yale ICF Working Paper No. 2018-03
Number of pages: 34 Posted: 07 Feb 2018 Last Revised: 02 Aug 2019
Working Paper Series
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 694
36.

Who Gets What, When, How? Power, Organization, Markets, Money and the Allocation of Resources

Cowles Foundation Discussion Paper No. 2118, Yale ICF Working Paper No. 2018-02
Number of pages: 144 Posted: 17 Jan 2018 Last Revised: 02 Aug 2019
Working Paper Series
Yale University - School of Management
Downloads 80
37.

Art as Collateral

Yale ICF Working Paper No. 2018-01
Number of pages: 27 Posted: 12 Jan 2018
Working Paper Series
Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 280
38.

Secondary Offerings of State Owned Incorporations

Emerging Markets Letters, Volume1, Issue 2, ISSN 1749-9976, 2007
Number of pages: 11 Posted: 30 Oct 2017
Working Paper Series
Piri Reis University, Istanbul Bilgi University - Department of Business Administration and Turkon Holding
Downloads 20
39.

Art and Money

Yale ICF Working Paper No. 09-26, TILEC Discussion Paper No. 2010-002, CentER Discussion Paper Series No. 2010-08
Number of pages: 34 Posted: 07 Nov 2009 Last Revised: 13 Mar 2013
Working Paper Series
Yale School of Management - International Center for Finance, Tilburg University - Department of Finance and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 2,182
40.

Has Macro Progressed?

Yale ICF Working Paper No. 09-21
Number of pages: 24 Posted: 30 Sep 2009 Last Revised: 27 Oct 2009
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 154
41.

Possible Macroeconomic Consequences of Large Future Federal Government Deficits

Yale ICF Working Paper No. 09-22
Number of pages: 26 Posted: 29 Sep 2009 Last Revised: 27 Oct 2009
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 283
42.

Property Derivatives for Managing European Real-Estate Risk

Yale ICF Working Paper No. 09-17
Number of pages: 37 Posted: 15 Aug 2009
Working Paper Series
EDHEC Business School, Yale University - Cowles Foundation and University of Kent - Kent Business School

Multiple version iconThere are 2 versions of this paper

Downloads 633
43.

Haircuts

Yale ICF Working Paper No. 09-15
Number of pages: 18 Posted: 11 Aug 2009 Last Revised: 17 May 2010
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,490
44.

The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation

Cowles Foundation Discussion Paper No. 1717, Yale ICF Working Paper No. 16
Number of pages: 31 Posted: 09 Aug 2009
Working Paper Series
York University - Schulich School of Business and Yale University - Cowles Foundation
Downloads 277
45.

Securitized Banking and the Run on Repo

Yale ICF Working Paper No. 09-14
Number of pages: 65 Posted: 30 Jul 2009 Last Revised: 12 Nov 2013
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 11,429
46.

Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings

Yale ICF Working Paper No. 09-13
Number of pages: 36 Posted: 12 Jul 2009 Last Revised: 04 Oct 2012
Working Paper Series
Nyenrode Business University and EDHEC Business School
Downloads 1,423
47.

Analyzing Macroeconomic Forecastability

Cowles Foundation Discussion Paper No. 1706, Yale ICF Working Paper No. 10
Number of pages: 21 Posted: 11 Jun 2009 Last Revised: 14 Aug 2010
Working Paper Series
Yale University - Cowles Foundation
Downloads 350
48.

Understanding Inflation-Indexed Bond Markets

Yale ICF Working Paper No. 09-08
Number of pages: 48 Posted: 22 May 2009
Working Paper Series
Harvard University - Department of Economics, Yale University - Cowles Foundation and Harvard Business School - Finance Unit

Multiple version iconThere are 3 versions of this paper

Downloads 920
49.

Does the Sarbanes-Oxley Act Have a Future?

Yale Law & Economics Research Paper No. 385
Number of pages: 159 Posted: 20 May 2009 Last Revised: 22 Jun 2009
Working Paper Series
Yale Law School
Downloads 845
50.

Impact of Share Capitalization on Bank Profitability in Nigeria

International Journal of Nigerian Studies and Development, Vol. 14, pp. 5-20, 2008
Number of pages: 36 Posted: 13 May 2009
Accepted Paper Series
Deakin University
Downloads 69