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Wharton Research Data Services (WRDS) Research Paper Series

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Viewing: 1 - 50 of 2,534 papers

1.

Job Satisfaction, Firm Performance and CSR

Number of pages: 25 Posted: 20 May 2020
Working Paper Series
Independent
Downloads 7
2.

Do Foreign Institutional Investors Improve Price Efficiency?

Number of pages: 100 Posted: 06 May 2020 Last Revised: 06 May 2020
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, Imperial College Business School and School of Economics and Management, Tsinghua University

Multiple version iconThere are 2 versions of this paper

Downloads 425
3.

Snowbirds in Securities Trading: Canadian Brokers' U.S.-Bound Order Routing

Number of pages: 42 Posted: 04 Mar 2020
Working Paper Series
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 7
4.

Supply Chain Performance with A Target-Oriented Retailer

Number of pages: 45 Posted: 04 Mar 2020 Last Revised: 14 Mar 2020
Working Paper Series
NUS Business School, National University of Singapore and National University of Singapore (NUS) - Department of Analytics & Operations
Downloads 23
5.

Hot-Stove Effects: The Impact of CEO Past Professional Experiences on Dividend Policy

Number of pages: 47 Posted: 01 Mar 2020 Last Revised: 03 Mar 2020
Working Paper Series
San Jose State University and Florida Atlantic University - Department of Finance
Downloads 132
6.

Leverage Dynamics under Segmented Equity and Debt Markets

Number of pages: 35 Posted: 28 Feb 2020 Last Revised: 14 Mar 2020
Working Paper Series
University of Melbourne - Department of Finance, Monash University -Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 32
7.

Manager Sentiment, Deal Characteristics, and Takeover Performance

Number of pages: 50 Posted: 26 Feb 2020
Working Paper Series
Tilburg University - TIAS School for Business and Society, Central University of Finance and Economics (CUFE) and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 39
8.

How Integrated Are Corporate Bond and Stock Markets?

Swiss Finance Institute Research Paper No. 20-09
Number of pages: 49 Posted: 25 Feb 2020 Last Revised: 11 Mar 2020
Working Paper Series
University of Lugano
Downloads 65
9.

The Prevalence and Costs of Financial Misrepresentation

Number of pages: 60 Posted: 25 Feb 2020
Working Paper Series
University of Washington, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and American University - Kogod School of Business
Downloads 142
10.

Beta Observation-Driven Models With Exogenous Regressors: A Joint Analysis of Realized Correlation and Leverage Effects

Tinbergen Institute Discussion Paper 20-004/III
Number of pages: 38 Posted: 24 Feb 2020
Working Paper Series
VU University Amsterdam - Faculty of Economics and Business Administration and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 12
11.

Dual-Class Share Structure on the Dividend Payout Policy: Evidence From China

Number of pages: 28 Posted: 24 Feb 2020
Working Paper Series
Guangdong University of Foreign Studies - School of Finance, Jiangxi University of Finance and Economics and Guangdong University of Foreign Studies
Downloads 26
12.

Corporate Social Responsibility and the Market Reaction to Negative Events: Evidence from Inadvertent and Fraudulent Restatement Announcements

The Accounting Review, Forthcoming March 2021
Number of pages: 56 Posted: 24 Feb 2020 Last Revised: 28 Apr 2020
Accepted Paper Series
NYU Stern School of Business, Bocconi University - Department of Accounting and Bocconi University - Department of Accounting
Downloads 148
13.

Bilateral R&D Productivity and Supply Chain Networks

Number of pages: 31 Posted: 24 Feb 2020
Working Paper Series
University of South Carolina - Darla Moore School of Business, University of South Carolina - Darla Moore School of Business, Clemson University, College of Business and University of South Carolina
Downloads 65
14.

Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio

Number of pages: 9 Posted: 19 Feb 2020
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 32
15.

Do Stocks Outperform Treasury Bills During Climate Disasters?

Number of pages: 98 Posted: 19 Feb 2020 Last Revised: 07 May 2020
Working Paper Series
EDHEC Business School, EDHEC Business School and Scientific Beta Research Chair and EDHEC Business School
Downloads 94
16.

Alpha by Affiliation

Number of pages: 36 Posted: 15 Feb 2020
Working Paper Series
University of Hawai'i at Manoa, Shidler College of Business and University Of Hawaii At Manoa, Shidler College of Business
Downloads 112
17.

Using Natural Language Processing Techniques for Stock Return Predictions

Number of pages: 54 Posted: 15 Feb 2020
Working Paper Series
University of California, Berkeley, Haas School of Business, Financial Engineering, Students, University of California, Berkeley, Haas School of Business, Financial Engineering, University of California, Berkeley, Haas School of Business, Financial Engineering, Students and University of California, Berkeley, Haas School of Business, Financial Engineering, Students
Downloads 1,774
18.

Organization Capital and Corporate Cash Holdings

International Review of Financial Analysis, Forthcoming
Number of pages: 49 Posted: 15 Feb 2020
Accepted Paper Series
Curtin University, Macquarie University and Curtin University - Department of Finance and Banking
Downloads 14
19.

Rule- vs. Principle-Based Accounting Standard and Earnings Characteristics : An Analysis Using ASC 606

Number of pages: 51 Posted: 13 Feb 2020
Working Paper Series
The University of Hong Kong - School of Business and Columbia University - Columbia Business School
Downloads 86
20.

An Option Pricing Model with Probability Measure Ambiguity

Number of pages: 48 Posted: 12 Feb 2020 Last Revised: 23 Feb 2020
Working Paper Series
Tsinghua University, Tsinghua University and Tsinghua University - School of Economics & Management
Downloads 40
21.

Do News Releases Help Investors Disaggregate Earnings? An Examination of Information Lost Through Earnings Aggregation

Number of pages: 54 Posted: 10 Feb 2020
Working Paper Series
Rutgers University - Camden
Downloads 25
22.

How Do Firms Change Investments Based on MD&A Disclosures of Peer Firms?

The Accounting Review, forthcoming
Number of pages: 52 Posted: 09 Feb 2020 Last Revised: 08 May 2020
Accepted Paper Series
Sungkyunkwan University and C.T. Bauer College of Business University of Houston
Downloads 74
23.

Did Demonetization Affects Indian Stock Market? A Short-Term Analysis

Number of pages: 19 Posted: 08 Feb 2020
Working Paper Series
Sohail Raza and Xiamen University
Downloads 20
24.

Women on Boards and Corporate Scandals: Evidence From a Granger Style Reverse Causality Minimisation Procedure

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-4
Number of pages: 32 Posted: 08 Feb 2020 Last Revised: 02 Mar 2020
Working Paper Series
University of Manchester - Alliance Manchester Business School, Smurfit Graduate Business School, University College Dublin, University of Essex and University of Manchester - Manchester Business School
Downloads 81
25.

Real Effects of Financial Reporting on Innovation: Evidence from Tax Law and Accounting Standards

Number of pages: 58 Posted: 06 Feb 2020
Working Paper Series
University of Texas at Austin - Department of Accounting and Indiana University - Kelley School of Business - Department of Accounting
Downloads 132
26.

Opioid Prescription Rates and Asset Prices — Assessment of Causal Effects

Number of pages: 35 Posted: 06 Feb 2020
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University, Graduate School of Arts and Sciences, Department of Economics, Students
Downloads 25
27.

Decomposing Factor Momentum

Number of pages: 62 Posted: 06 Feb 2020 Last Revised: 30 Mar 2020
Working Paper Series
University of Zurich
Downloads 183
28.

Bank Competition and Information Production

BAFFI CAREFIN Centre Research Paper No. 2020-130
Number of pages: 41 Posted: 05 Feb 2020
Working Paper Series
Bocconi University - Department of Finance and Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 23
29.

The Madness Of Crowds And The Likelihood Of Bubbles

Number of pages: 54 Posted: 05 Feb 2020
Working Paper Series
University of Illinois at Urbana-Champaign - College of Business
Downloads 71
30.

Global Effects of the Brexit Referendum: Evidence from US Corporations

NBER Working Paper No. w26714
Number of pages: 57 Posted: 03 Feb 2020 Last Revised: 08 Feb 2020
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Florida, Warrington College of Business, Purdue University - Krannert School of Management and Cornell University, Samuel Curtis Johnson Graduate School of Management, Department of Finance
Downloads 10
31.

Sleeping with the Enemy: Should Investment Banks be Allowed to Engage in Prop Trading?

Review of Accounting Studies, Forthcoming
Number of pages: 64 Posted: 03 Feb 2020
Accepted Paper Series
University of Cyprus and University of Cyprus - Department of Public and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 11
32.

The Quadratic Rough Heston Model and the Joint S&P 500/VIX Smile Calibration Problem

Number of pages: 11 Posted: 31 Jan 2020
Working Paper Series
CUNY Baruch College, Ecole Polytechnique, Palaiseau and Ecole Polytechnique, Palaiseau
Downloads 65
33.

Disagreement About Fundamentals: Measurement and Consequences

Number of pages: 50 Posted: 31 Jan 2020
Working Paper Series
University of Pennsylvania - Accounting Department, University of Pennsylvania, The Wharton School and University of Pennsylvania - The Wharton School
Downloads 113
34.

Did Trading Bots Resurrect the CAPM?

Number of pages: 76 Posted: 30 Jan 2020 Last Revised: 17 Apr 2020
Working Paper Series
University of Toronto - Finance Area and University of Cambridge - Finance
Downloads 128
35.

Regularization Effect on Model Calibration

Number of pages: 21 Posted: 30 Jan 2020
Working Paper Series
University of Cape Town (UCT) - African Collaboration for Quantitative Finance and Risk Research, University of Wollongong and University of Wollongong
Downloads 12
36.

A Spatial Panel Quantile Model with Unobserved Heterogeneity

Number of pages: 42 Posted: 30 Jan 2020
Working Paper Series
University of Melbourne - Melbourne Business School and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 26
37.

Information Externalities and Voluntary Disclosure: Evidence from a Major Customer’s Earnings Announcement

The Accounting Review, Forthcoming
Number of pages: 51 Posted: 29 Jan 2020
Working Paper Series
Singapore Management University - School of Accountancy, Santa Clara University - Leavey School of Business and Singapore Management University - School of Accountancy
Downloads 129
38.

A Shrinking Horizon Optimal Liquidation Framework with Lower Partial Moments Criteria

Journal of Computational Finance, Forthcoming
Number of pages: 33 Posted: 28 Jan 2020
Accepted Paper Series
University of Toronto, Mechanical and Industrial Engineering Department and University of Toronto - Department of Mechanical and Industrial Engineering
Downloads 1
39.

Predictability of Textual Financial Reports on Corporate Default: A Sentiment Analysis Approach

Number of pages: 17 Posted: 28 Jan 2020
Working Paper Series
Japan Advanced Institute of Science and Technology, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 32
40.

Fund Flow and Managerial Skill: Evidence from Exchange-Traded Funds (ETFs)

Number of pages: 56 Posted: 27 Jan 2020
Working Paper Series
Old Dominion University - Finance, Old Dominion University - Finance and Old Dominion University
Downloads 54
41.

Identify Skilled and Unskilled Mutual Funds

Number of pages: 55 Posted: 27 Jan 2020
Working Paper Series
J. Mack Robinson College of Business, Georgia State University, Tsinghua University, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Georgia State University - Risk Management & Insurance Department
Downloads 47
42.

Completing the Market: Generating Shadow CDS Spreads by Machine Learning

IMF Working Paper No. 19/292
Number of pages: 38 Posted: 23 Jan 2020
Working Paper Series
Goethe University Frankfurt, Independent and International Monetary Fund (IMF)
Downloads 38
43.

The Economics Behind the Epidemic: Afghan Opium Price and Prescription Opioids in the US

IZA Discussion Paper No. 12872
Number of pages: 43 Posted: 22 Jan 2020
Working Paper Series
University of Cagliari - Department of Economics, European Commission, Joint Research Centre and University of Naples Federico II

Multiple version iconThere are 2 versions of this paper

Downloads 4
44.

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 10
45.

Options Trading Activities and Corporate Cash Holdings

Posted: 15 Jan 2020 Last Revised: 15 Apr 2020
Working Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
46.

Talking about Climate Change: What Are Enterprises Saying in Their SEC filings?

Number of pages: 49 Posted: 15 Jan 2020
Working Paper Series
National Dong Hwa University and University of Pennsylvania - The Wharton School
Downloads 48
47.

Executive Pay for Luck: New Evidence over the Last 20 Years

Stanford University Graduate School of Business Research Paper No. 3509307
Number of pages: 75 Posted: 15 Jan 2020 Last Revised: 15 Apr 2020
Working Paper Series
Stanford University Graduate School of Business, Stanford University Graduate School of Business and Stanford Graduate School of Business
Downloads 168
48.

An Improved Method to Predict Assignment of Stocks into Russell Indexes

CEPR Discussion Paper No. DP14234
Number of pages: 44 Posted: 14 Jan 2020
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

49.

The Failure of Free Entry

CEPR Discussion Paper No. DP14219
Number of pages: 51 Posted: 14 Jan 2020
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, Students and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2
50.

Practical Machine Learning Approach for Stock Trading Strategies using Alternative Dataset

Number of pages: 10 Posted: 13 Jan 2020 Last Revised: 04 May 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 96