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Wharton Research Data Services (WRDS) Research Paper Series

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Viewing: 1 - 50 of 2,467 papers

1.

Approximating Purchase Propensities and Reservation Prices from Broad Consumer Tracking

Number of pages: 44 Posted: 17 Jan 2020
Working Paper Series
Brandeis University - Department of Economics
Downloads 8
2.

Practical Machine Learning Approach to Capture the Scholar Data Driven Alpha in AI Industry

Number of pages: 10 Posted: 13 Jan 2020 Last Revised: 14 Jan 2020
Working Paper Series
Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Columbia University - Fu Foundation School of Engineering and Applied Science and Columbia University - Department of Statistics
Downloads 34
3.

Recovering Investor Expectations from Demand for Index Funds

Number of pages: 63 Posted: 11 Jan 2020
Working Paper Series
Harvard University - Business School (HBS), Harvard University - Business School (HBS) and Harvard University

Multiple version iconThere are 2 versions of this paper

Downloads 50
4.

Climate Change Risk and Agriculture-Related Stocks

Number of pages: 35 Posted: 09 Jan 2020 Last Revised: 16 Jan 2020
Working Paper Series
University of Waterloo and University of Waterloo
Downloads 36
5.

Does Internet Research Activity by Sophisticated Investors Lead to Heightened Adverse Selection?

Number of pages: 59 Posted: 31 Dec 2019
Working Paper Series
The University of Hong Kong and University of Pennsylvania - The Wharton School
Downloads 65
6.

Unethical Practices by Accounting Researchers: Incidence, Intentions, and Insights

Number of pages: 68 Posted: 31 Dec 2019
Working Paper Series
James Madison University
Downloads 23
7.

Restatements, Managerial Learning, and Optimal Reporting Bias

Number of pages: 39 Posted: 31 Dec 2019
Working Paper Series
Department of Economics and Business Economics, Aarhus University and Aarhus University - Department of Economics and Business Economics
Downloads 26
8.

Can Post-Earnings Announcement Drift and Momentum Explain Reversal?

Number of pages: 42 Posted: 31 Dec 2019
Working Paper Series
Bank of Portugal and ISCTE-IUL - Instituto Universitário de Lisboa
Downloads 41
9.

The Capital Gains Lock-In Effect and Earnings Quality

Number of pages: 46 Posted: 30 Dec 2019
Working Paper Series
Nanyang Technological University - Division of Finance, Shanghai Lixin University of Accounting and Finance and Nanyang Technological University (NTU)
Downloads 34
10.

Option-Implied Price of Risk

Number of pages: 57 Posted: 20 Dec 2019
Working Paper Series
Queen Mary University of London
Downloads 30
11.

Government Debt, Dividend Growth, and Stock Returns

Number of pages: 76 Posted: 19 Dec 2019
Working Paper Series
Bocconi University - Department of Finance
Downloads 93
12.

Accounting by Private Firms: Empirical Evidence, Data, and Research Perspectives

Number of pages: 73 Posted: 18 Dec 2019
Working Paper Series
Catholic University of Lille - IESEG School of Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Humboldt University of Berlin - School of Business and Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 80
13.

Are Cryptocurrencies Homogenous?

Number of pages: 32 Posted: 18 Dec 2019
Working Paper Series
affiliation not provided to SSRN and Halmstad University
Downloads 7
14.

Investments in Accounting Resources and the Implications for External Reporting and Disclosure

Number of pages: 69 Posted: 17 Dec 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Bocconi University
Downloads 94
15.

Online Appendix for 'Fragmented Securities Regulation: Neglected Insider Trading in Stand-Alone Banks'

Number of pages: 12 Posted: 17 Dec 2019
Working Paper Series
Columbia University - Columbia Business School and Baruch College, City University of New York
Downloads 6
16.

Bank Loan Announcement Effects — Evidence from a Comprehensive 8-K Sample

Number of pages: 48 Posted: 17 Dec 2019
Working Paper Series
Tsinghua University - PBC School of Finance, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Tsinghua University - PBC School of Finance
Downloads 28
17.

Does Operating Risk Affect Portfolio Risk? Evidence from Insurers' Securities Holding

Journal of Corporate Finance, Forthcoming
Number of pages: 46 Posted: 16 Dec 2019 Last Revised: 22 Jan 2020
Accepted Paper Series
Shanghai University of Finance and Economics, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 16
18.

The SEC Filing Review Process: Insights from Accounting Research

Number of pages: 55 Posted: 16 Dec 2019
Working Paper Series
University of Tennessee - Haslam College of Business and University of Würzburg
Downloads 97
19.

Optimal Dynamic Asset Allocation for DC Plan Accumulation/Decumulation: Ambition-CVAR

Number of pages: 32 Posted: 16 Dec 2019
Working Paper Series
University of Waterloo - David R. Cheriton School of Computer Science
Downloads 11
20.

Labor in the Boardroom

CESifo Working Paper No. 7980
Number of pages: 127 Posted: 12 Dec 2019
Working Paper Series
Massachusetts Institute of Technology (MIT), University of California, Berkeley and Government of the Federal Republic of Germany - Institute for Employment Research (IAB)

Multiple version iconThere are 2 versions of this paper

Downloads 15
21.

Pricing Climate Risk

Number of pages: 45 Posted: 10 Dec 2019
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Geography and Environment
Downloads 89
22.

Ownership and Governance Style: New Evidence from Nonfinancial Blockholders

Number of pages: 47 Posted: 09 Dec 2019
Working Paper Series
Michigan State University - Department of Finance, Hebrew University of Jerusalem - Department of Finance and Banking and Rice University - Jesse H. Jones Graduate School of Business
Downloads 21
23.

Large Firms and the Effect of Trends in Market Structure on Long-run Technology Growth

Number of pages: 41 Posted: 08 Dec 2019
Working Paper Series
University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 9
24.

Loss Aversion and the Zero-Earnings Discontinuity

Number of pages: 46 Posted: 08 Dec 2019
Working Paper Series
Aarhus University - Department of Economics and Business Economics and Aarhus University - Department of Economics and Business Economics
Downloads 30
25.

Machine + Man: A Field Experiment on the Role of Discretion in Augmenting AI-Based Lending Models

Number of pages: 66 Posted: 06 Dec 2019
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor
Downloads 52
26.

Under- and Over-Reaction in Yield Curve Expectations

Number of pages: 98 Posted: 05 Dec 2019 Last Revised: 28 Dec 2019
Working Paper Series
Yale School of Management
Downloads 34
27.

The Real Effects of Environmental Activist Investing

Number of pages: 58 Posted: 05 Dec 2019
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Rice University - Jesse H. Jones Graduate School of Business and London Business School
Downloads 90
28.

Corporate Governance Mechanisms and Agency Costs: Cross-Country Analysis

Corporate Governance, Vol. 16 No. 2, pp. 347-360, 2016
Number of pages: 22 Posted: 05 Dec 2019
Accepted Paper Series
Vaasan yliopisto (University of Vaasa) and Norwegian School of Economics (NHH)
Downloads 6
29.

Contemptuous Tax Reporting

Wisconsin Law Review, Forthcoming
Number of pages: 40 Posted: 04 Dec 2019
Accepted Paper Series
Ariel University - Department of Economics and Business Administration
Downloads 66
30.

Labor in the Boardroom

CEPR Discussion Paper No. DP14151
Number of pages: 128 Posted: 04 Dec 2019 Last Revised: 13 Jan 2020
Working Paper Series
Massachusetts Institute of Technology (MIT) and University of California, Berkeley

Multiple version iconThere are 2 versions of this paper

Downloads 1
31.

Knowledge Cycles and Corporate Investment

CEPR Discussion Paper No. DP14152
Number of pages: 66 Posted: 04 Dec 2019
Working Paper Series
University of Maryland - Department of Finance, University of Maryland - Robert H. Smith School of Business and University of Lugano

Multiple version iconThere are 2 versions of this paper

32.

Labor in the Boardroom

IZA Discussion Paper No. 12799
Number of pages: 127 Posted: 04 Dec 2019
Working Paper Series
Massachusetts Institute of Technology (MIT), University of California, Berkeley and Government of the Federal Republic of Germany - Institute for Employment Research (IAB)
Downloads 13
33.

Labor in the Boardroom

NBER Working Paper No. w26519
Number of pages: 126 Posted: 03 Dec 2019 Last Revised: 03 Dec 2019
Working Paper Series
Massachusetts Institute of Technology (MIT), University of California, Berkeley and Government of the Federal Republic of Germany - Institute for Employment Research (IAB)
Downloads 3
34.

Bank Relationship, Covenant Enforcement, and Creditor Control

Number of pages: 67 Posted: 26 Nov 2019
Working Paper Series
Institute of Financial Studies, Southwestern University of Finance and Economics and Institute of Financial Studies, Southwestern University of Finance and Economics
Downloads 18
35.

Microstructure of the Chinese Stock Market: A Historical Survey

Number of pages: 71 Posted: 26 Nov 2019
Working Paper Series
Wilfrid Laurier University - School of Business & Economics
Downloads 46
36.

Networking Behind the Scenes: Institutional Cross-Industry Holdings and Information Frictions in Corporate Loans

Number of pages: 58 Posted: 26 Nov 2019 Last Revised: 07 Dec 2019
Working Paper Series
University of Georgia - Department of Finance, The University of Sydney - Discipline of Finance, University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 17
37.

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

Melbourne Institute Working Paper No. 15/19
Number of pages: 58 Posted: 20 Nov 2019
Working Paper Series
University of Melbourne - Melbourne Institute of Applied Economic and Social Research

Multiple version iconThere are 2 versions of this paper

Downloads 5
38.

The Economic Effects of Special Purpose Entities on Corporate Tax Avoidance

Contemporary Accounting Research, Forthcoming
Number of pages: 69 Posted: 19 Nov 2019
Accepted Paper Series
University of Georgia - J.M. Tull School of Accounting, University of Illinois at Urbana-Champaign - Department of Accountancy and Boston University Questrom School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 62
39.

A Horizon Based Decomposition of Mutual Fund Performance Using Transaction Data

Number of pages: 49 Posted: 18 Nov 2019
Working Paper Series
University of Pennsylvania - The Wharton School, Guanghua School of Management, Peking University and Aarhus University
Downloads 137
40.

Correlations, Value Factor Returns, and Growth Options

Number of pages: 88 Posted: 15 Nov 2019 Last Revised: 13 Jan 2020
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 114
41.

Financial Event Prediction using Machine Learning

Number of pages: 228 Posted: 15 Nov 2019
Working Paper Series
FirmAI, UoA, NYU FRE
Downloads 143
42.

Phantom Menace: Role of Pseudo Peers in CEO Compensation

Number of pages: 89 Posted: 13 Nov 2019
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 61
43.

Toxic Expectations: Analyst Forecasts and Firm Pollution

Number of pages: 60 Posted: 12 Nov 2019 Last Revised: 13 Jan 2020
Working Paper Series
University of Auckland, Business School, Department of Accounting and Finance
Downloads 26
44.

Of Fogs and Bogs: Does Litigation Risk Make Financial Reports Less Readable?

Number of pages: 50 Posted: 12 Nov 2019 Last Revised: 17 Dec 2019
Working Paper Series
UNSW Business School, Claremont Colleges - Keck Graduate Institute, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, University of Memphis - Fogelman College of Business and Economics and Clemson University - Department of Finance
Downloads 90
45.

Spinning the CEO Pay Ratio Disclosure

Number of pages: 63 Posted: 11 Nov 2019 Last Revised: 16 Jan 2020
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Vanderbilt University Owen School of Business and Vanderbilt University - Finance
Downloads 121
46.

How Does the Economy Shape the Financial Advisory Profession?

Number of pages: 52 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Working Paper Series
Nanyang Technological University (NTU) and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 136
47.

Who Benefits from Innovations in Financial Technology?

Number of pages: 76 Posted: 04 Nov 2019 Last Revised: 31 Dec 2019
Working Paper Series
New York University (NYU), Department of Economics, Students
Downloads 84
48.

If You Cannot Measure It, You Cannot Manage It: Assessing the Quality of Cybersecurity Risk Disclosure through Textual Imagification

Posted: 02 Nov 2019
Working Paper Series
Rutgers Business School, Rutgers, The State University of New Jersey, Rutgers, The State University of New Jersey - Accounting & Information Systems and Rutgers Business School
49.

An Improved Method to Predict Assignment of Stocks into Russell Indexes

Swiss Finance Institute Research Paper No. 19-56
Number of pages: 43 Posted: 01 Nov 2019 Last Revised: 15 Nov 2019
Working Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 51
50.

Optimized Portfolio Using a Forward-Looking Expected Tail Loss

Number of pages: 33 Posted: 31 Oct 2019
Working Paper Series
University of Maryland
Downloads 68