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Wharton Research Data Services (WRDS) Research Paper Series

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Viewing: 1 - 50 of 2,266 papers

1.

Which Investors Matter for Global Equity Valuations and Expected Returns?

Number of pages: 51 Posted: 15 Jun 2019
Working Paper Series
University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 172
2.

Retail Shareholder Participation in the Proxy Process: Monitoring, Engagement, and Voting

Number of pages: 66 Posted: 14 Jun 2019
Working Paper Series
Duke University - Fuqua School of Business, Berkeley Center for Law and Business and Columbia University
Downloads 84
3.

Earnings Management via Not-wholly-owned Subsidiaries

Number of pages: 45 Posted: 14 Jun 2019
Working Paper Series
Tsinghua University - School of Economics & Management, Yale School of Management and Tsinghua University - School of Economics & Management
Downloads 23
4.

Corporate Visibility in Print Media and Corporate Social Responsibility

Sustainability 2018, 10
Number of pages: 18 Posted: 12 Jun 2019
Accepted Paper Series
University of Western Ontario - Ivey School of Business, affiliation not provided to SSRN and Southern Methodist University
Downloads 10
5.

Firm-level Political Risk and Credit Markets

Number of pages: 45 Posted: 12 Jun 2019
Working Paper Series
Lancaster University - Lancaster University Management School, University of Chicago Booth School of Business, London Business School and Frankfurt School of Finance & Management gemeinnützige GmbH - Accounting Department
Downloads 30
6.

Dividend Signaling With Excess Cash

Number of pages: 61 Posted: 10 Jun 2019
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Harvard Business School
Downloads 21
7.

Bitcoin Speculation or Value Creation? Corporate Blockchain Investments and Stock Market Reactions

Number of pages: 41 Posted: 08 Jun 2019
Working Paper Series
Florida State University - College of Business, Florida State University - Department of Finance and College of Business, Stony Brook University
Downloads 42
8.

Do Institutions and Firms Trade in Tandem With One Another? Evidence From Share Repurchases

Number of pages: 52 Posted: 07 Jun 2019
Working Paper Series
University of Arizona, Eller College of Management, Department of Finance
Downloads 19
9.

Broker-Dealers As Hedge Funds: Evidence From the US Corporate Bond Market

Number of pages: 38 Posted: 06 Jun 2019
Working Paper Series
Banque de France
Downloads 12
10.

Political Economy of Cross-Border Income Shifting: A Protection-Racket Approach

Number of pages: 55 Posted: 04 Jun 2019
Working Paper Series
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Downloads 7
11.

Sustainable Investing and the Cross-Section of Maximum Drawdown

Number of pages: 27 Posted: 03 Jun 2019
Working Paper Series
University of California, Berkeley and Consortium for Data Analytics in Risk
Downloads 28
12.

Hedge Fund Strategies, Performance & Diversification: A Portfolio Theory & Stochastic Discount Factor Approach

Number of pages: 50 Posted: 03 Jun 2019 Last Revised: 18 Jun 2019
Working Paper Series
University of Bath - School of Management, University of Bath - School of Management, Aston University - Aston Business School, University of Reading - ICMA Centre and University of Liverpool Management School
Downloads 143
13.

The Causal Effect of Market Transparency on Corporate Disclosure

Number of pages: 54 Posted: 31 May 2019 Last Revised: 23 Jun 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 95
14.

The Chilling Effect of Regulation FD: Evidence from Twitter

Number of pages: 47 Posted: 31 May 2019
Working Paper Series
Carleton University - Eric Sprott School of Business, Northwestern University - Kellogg School of Management and Smith School of Business
Downloads 81
15.

Business Development Companies: Private Equity for Individual Investors

Number of pages: 42 Posted: 30 May 2019
Working Paper Series
University of Cyprus-School of Economics and Management- Department of Accounting and Finance and University of Cyprus-Faculty of Economics and Management-Department of Accounting and Finance
Downloads 14
16.

Age Matters

Number of pages: 44 Posted: 29 May 2019
Working Paper Series
University of Waterloo, Wilfrid Laurier University - School of Business & Economics, University of Waterloo and University of Waterloo - School of Accounting and Finance
Downloads 121
17.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Number of pages: 34 Posted: 28 May 2019
Working Paper Series
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Université Paris Dauphine
Downloads 84
18.

Rationalizing Trading Frequency and Returns: Maybe Trading is Good for You

NBER Working Paper No. w25838
Number of pages: 32 Posted: 24 May 2019 Last Revised: 24 May 2019
Working Paper Series
University of Colorado at Denver - Department of Finance, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Pennsylvania State University, College of the Liberal Arts - Department of Economic

Multiple version iconThere are 2 versions of this paper

Downloads 2
19.

Dynamic Asset Allocation with Relative Wealth Concerns in Incomplete Markets

Number of pages: 33 Posted: 24 May 2019 Last Revised: 23 Jun 2019
Working Paper Series
Goethe University Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Trier
Downloads 30
20.

What Is the Impact of CEO Characteristics and Ownership on Firm’s Return on Investment (ROI)?

Number of pages: 26 Posted: 24 May 2019
Working Paper Series
University of Western Ontario, Department of Economics, Students
Downloads 10
21.

Examining the Link Between Retailer Inventory Leanness and Operational Efficiency: Moderating Roles of Firm Size and Demand Uncertainty

Production and Operations Management (Forthcoming)
Number of pages: 58 Posted: 23 May 2019
Working Paper Series
National Chengchi University - College of Commerce, Mays Business School, Texas A&M University and Texas A&M University - Department of Information & Operations Management
Downloads 5
22.

Handling Spillover Effects in Empirical Research: An Application using Credit Supply Shocks

Number of pages: 46 Posted: 23 May 2019
Working Paper Series
Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 29
23.

Board Diversity, Composition and Firm Performance: Do Gender and Ethnic Diversity influence Firm Performance?

Number of pages: 23 Posted: 22 May 2019
Working Paper Series
University of Western Ontario - Richard Ivey School of Business
Downloads 23
24.

Rationalizing Trading Frequency and Returns: Maybe Trading is Good for You

NBER Working Paper No. w25838
Number of pages: 32 Posted: 22 May 2019
Working Paper Series
University of Colorado at Denver - Department of Finance, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Pennsylvania State University, College of the Liberal Arts - Department of Economic

Multiple version iconThere are 2 versions of this paper

Downloads 2
25.

Using Index ETFs for Multi-Asset-Class Investing: Shifting the Efficient Frontier Up

“Using Index ETFs for Multi-Asset Class Investing: Shifting the Efficient Frontier Up”, Pankaj Agrrawal, Journal of Index Investing, Vol. 4(2): pp. 83-94, Fall 2013., https://doi.org/10.3905/jii.2013.4.2.083,
Posted: 22 May 2019 Last Revised: 22 May 2019
Accepted Paper Series
University of Maine
26.

On the Dynamics of Hedge Fund Strategies

Posted: 22 May 2019
Accepted Paper Series
Illinois Institute of Technology - Stuart School of Business, IIT and University of Massachusetts Amherst - Department of Finance
27.

Constructing and Using Double-Adjusted Alphas to Analyze Mutual Fund Performance

Tinbergen Institute Discussion Paper 2019-029/IV
Number of pages: 64 Posted: 21 May 2019
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus School of Economics (ESE), Students and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 12
28.

Idiosyncratic Kurtosis and Expected Returns

Posted: 21 May 2019 Last Revised: 21 May 2019
Accepted Paper Series
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
29.

Are Hedge Funds Systemically Important?

Journal of Derivatives, Vol. 20, No. 2, 2012, https://doi.org/10.3905/jod.2012.20.2.008
Posted: 20 May 2019 Last Revised: 20 May 2019
Accepted Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area, Texas A&M University - Department of Accounting and University of North Carolina Kenan-Flagler Business School
30.

Bankruptcy Probabilities Inferred from Option Prices

25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jod.2014.22.2.008
Posted: 20 May 2019 Last Revised: 20 May 2019
Accepted Paper Series
Lancaster University - Department of Accounting and Finance, National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance
31.

Determinants of Yields in Private Colleges’ Revenue Bonds

Posted: 20 May 2019
Accepted Paper Series
Loyola University Maryland and Loyola University Maryland
32.

Should We Invest in Socially Responsible Firms? How Does a Firm’s Corporate Social Responsibility Rating Impact Its Stock Performance?

Number of pages: 20 Posted: 20 May 2019 Last Revised: 03 Jun 2019
Working Paper Series
University of Western Ontario - Department of Economics
Downloads 15
33.

The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

Posted: 20 May 2019
Accepted Paper Series
Massachusetts Institute of Technology, Sloan School of Management, Students and Massachusetts Institute of Technology (MIT) - Sloan School of Management
34.

Continuous-Time Volatility Regression in Large Panels

Number of pages: 68 Posted: 20 May 2019
Working Paper Series
Duke University Department of Economics
Downloads 26
35.

Housing Boom, Mortgage Default and Agency Friction

Number of pages: 73 Posted: 17 May 2019
Working Paper Series
University of Pennsylvania, Department of Economics
Downloads 9
36.

Tomorrow's Fish and Chip Paper? Slowly incorporated News and the Cross-section of Stock Returns

Number of pages: 41 Posted: 15 May 2019 Last Revised: 05 Jun 2019
Working Paper Series
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 79
37.

Do Large Blockholders Reduce Risk?

Journal of Applied Corporate Finance, Vol. 31, Issue 1, pp. 95-112, 2019
Number of pages: 20 Posted: 14 May 2019
Accepted Paper Series
affiliation not provided to SSRN and Concordia University - John Molson School of Business
Downloads 2
38.

Credit and Systemic Risks in the Financial Services Sector: Evidence from the 2008 Global Crisis

Journal of Risk and Insurance, Vol. 86, Issue 2, pp. 263-296, 2019
Number of pages: 34 Posted: 11 May 2019
Accepted Paper Series
Simon Fraser University, University of Quebec at Montreal (UQAM), National Bank of Canada and HEC Montreal
Downloads 2
39.

Evaluating the Changed Collection of Equity Mutual Funds for Vanguard Participants in the Duke University Retirement Plan

Economic Research Initiatives at Duke (ERID) Working Paper No. 286 (2019)
Number of pages: 19 Posted: 08 May 2019
Working Paper Series
Duke University, Trinity College of Arts & Sciences, Department of Economics, Duke University - Department of Economics and North Carolina School of Science and Mathematics, Students
Downloads 33
40.

The Impact of External CEO Power on Corporate Social Responsibility

Number of pages: 21 Posted: 08 May 2019
Working Paper Series
University of Western Ontario, Students
Downloads 11
41.

The Politics of CEOs

NBER Working Paper No. w25815
Number of pages: 54 Posted: 07 May 2019 Last Revised: 11 May 2019
Working Paper Series
Tel Aviv University - Eitan Berglas School of Economics, Tel Aviv University - Eitan Berglas School of Economics, Harvard Law School and Tel Aviv University - Eitan Berglas School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 8
42.

Institutional Trading Around M&A Announcements

NBER Working Paper No. w25814
Number of pages: 54 Posted: 07 May 2019 Last Revised: 07 May 2019
Working Paper Series
Drexel University - Department of Finance, Saint Joseph's University and University of Texas at Austin - McCombs School of Business
Downloads 4
43.

The Politics of CEOs

CEPR Discussion Paper No. DP13710
Number of pages: 55 Posted: 07 May 2019
Working Paper Series
Tel Aviv University - Eitan Berglas School of Economics, Tel Aviv University - Eitan Berglas School of Economics, Harvard Law School and Tel Aviv University - Eitan Berglas School of Economics

Multiple version iconThere are 3 versions of this paper

44.

Does Mutual Fund Working Experience Affect Private Fund Performance?

Number of pages: 46 Posted: 07 May 2019 Last Revised: 11 Jun 2019
Working Paper Series
affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 46
45.

Information Asymmetry, Line of Credit and Term Loan Pricing

Number of pages: 17 Posted: 03 May 2019 Last Revised: 21 Jun 2019
Working Paper Series
University of Illinois - Urbana Champaign

Multiple version iconThere are 2 versions of this paper

Downloads 17
46.

What Do Mean Impacts Miss? Distributional Effects of Corporate Diversification

Journal of Econometrics, Forthcoming
Number of pages: 55 Posted: 02 May 2019
Accepted Paper Series
Boston College - College of Arts and Sciences and University of Delaware
Downloads 12
47.

Multi-Year PEAD: Predictive and Feedback Insights

Number of pages: 47 Posted: 22 Apr 2019
Working Paper Series
McMaster University and McMaster University - DeGroote School of Business
Downloads 15
48.

Institutional Cross-Ownership, Motivated Investors, and Firm Value: Evidence from Real Estate Investment Trusts

Number of pages: 45 Posted: 19 Apr 2019
Working Paper Series
University of Florida - Hough Graduate School of Business Administration, University of Florida and Florida State University
Downloads 32
49.

Fixed Income ETFs and Bond Liquidity

Number of pages: 66 Posted: 19 Apr 2019
Working Paper Series
Université Paris-Dauphine, PSL Research University
Downloads 38
50.

Factor and Industry Allocation using Markov-Switching Model

Number of pages: 58 Posted: 16 Apr 2019
Working Paper Series
University of California, Berkeley, Haas School of Business, Financial Engineering, Students, University of California, Berkeley, Haas School of Business, Financial Engineering, Students, University of California, Berkeley, Haas School of Business, Financial Engineering, Students and University of California, Berkeley, Haas School of Business, Financial Engineering, Students
Downloads 34