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Wharton Research Data Services (WRDS) Research Paper Series

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Viewing: 1 - 50 of 2,283 papers

1.

Efficient SRI/ESG Portfolios

Number of pages: 43 Posted: 30 Jul 2019
Working Paper Series
University of Pennsylvania - The Wharton School, Finance Department, McKinley Capital Management, LLC and Two Centuries Investments
Downloads 72
2.

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

Number of pages: 41 Posted: 23 Jul 2019
Working Paper Series
Florida State University - College of Business, Florida State University - Department of Finance and College of Business, Stony Brook University
Downloads 105
3.

Which Investors Matter for Global Equity Valuations and Expected Returns?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-92
Number of pages: 51 Posted: 28 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 335
4.

The Effects of Non-Big 4 Mergers on Audit Efficiency and Audit Market Competition

Number of pages: 51 Posted: 18 Jun 2019
Working Paper Series
University of Massachusetts Amherst
Downloads 54
5.

Information Flows Among Rivals and Corporate Investment

Number of pages: 56 Posted: 17 Jun 2019 Last Revised: 06 Aug 2019
Working Paper Series
London Business School - Department of Accounting, Oregon State University and Brigham Young University
Downloads 114
6.

The Bayh-Dole Act Revisited: The Impact of Intellectual Property Rights on Commercialization of University Research

Number of pages: 42 Posted: 17 Jun 2019
Working Paper Series
Fisher College of Business - The Ohio State University, University of Maryland - Robert H. Smith School of Business, University of Maryland, Robert H. Smith School of Business, Students and Washington University in St. Louis - John M. Olin Business School
Downloads 22
7.

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 121
8.

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 67
9.

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 20
10.

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 101
11.

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 59
12.

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 29
13.

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 24
14.

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 13
15.

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 40
16.

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 262
17.

The Causal Effect of Market Transparency on Corporate Disclosure

Number of pages: 54 Posted: 31 May 2019 Last Revised: 25 Jun 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 155
18.

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 100
19.

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 21
20.

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 214
21.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239,
Number of pages: 34 Posted: 28 May 2019
Working Paper Series
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Euronext Paris
Downloads 113
22.

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
23.

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 37
24.

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 15
25.

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 6
26.

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 42
27.

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 38
28.

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
29.

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
30.

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
31.

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 19
32.

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
33.

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
34.

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
35.

Determinants of Yields in Private Colleges’ Revenue Bonds

Posted: 20 May 2019
Accepted Paper Series
Loyola University Maryland and Loyola University Maryland
36.

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 28
37.

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
38.

Continuous-Time Volatility Regression in Large Panels

Number of pages: 68 Posted: 20 May 2019
Working Paper Series
Duke University Department of Economics
Downloads 36
39.

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 17
40.

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
41.

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
42.

Are Industries Becoming More Concentrated? The Canadian Perspective

Number of pages: 65 Posted: 09 May 2019
Working Paper Series
Schulich School of Business, York University and York University - Schulich School of Business
Downloads 54
43.

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 37
44.

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 17
45.

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
46.

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 5
47.

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

48.

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 54
49.

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 20
50.

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 - Morrissey College of Arts and Sciences and University of Delaware
Downloads 20