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Mason: Finance (Topic)

George Mason University School of Business

George Mason University School of Business

45,600 Total downloads

Viewing: 1 - 50 of 110 papers

1.

Slow Price Adjustment to Public News in After-Hours Trading

Posted: 21 May 2019 Last Revised: 21 May 2019
Accepted Paper Series
George Mason University - Department of Finance
2.

Decentralized Mining in Centralized Pools

George Mason University School of Business Research Paper No. 18-9
Number of pages: 54 Posted: 22 Mar 2018 Last Revised: 10 Dec 2019
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Chicago - Finance and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 948
3.

Bond Lending and Bond Returns

George Mason University School of Business Research Paper No. 18-12
Number of pages: 58 Posted: 04 Feb 2018 Last Revised: 21 Sep 2018
Working Paper Series
George Mason University, George Washington University - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 135
4.

Bonds, Stocks, and Sources of Mispricing

George Mason University School of Business Research Paper No. 18-5
Number of pages: 78 Posted: 02 Nov 2017 Last Revised: 29 Mar 2019
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 447
5.

Identifying House Price Booms, Bubbles and Busts: A Disequilibrium Analysis from Chaos Theory

George Mason University School of Business Research Paper No. 18-2
Number of pages: 27 Posted: 01 Aug 2017
Working Paper Series
George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 72
6.

Residential House Prices, Commercial Real Estate and Bank Failures

Number of pages: 41 Posted: 01 Jul 2017
Working Paper Series
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research, George Mason University - Department of Finance and George Mason University - School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 74
7.

Stock Loan Fees, Private Information, and Smart Lending

Number of pages: 49 Posted: 20 May 2017 Last Revised: 21 Jun 2019
Working Paper Series
George Washington University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 374
8.

Residential House Prices, Commercial Real Estate and Bank Failures

George Mason University School of Business Research Paper No. 18-1
Number of pages: 30 Posted: 18 Apr 2017 Last Revised: 20 Feb 2018
Working Paper Series
George Mason University - Department of Finance and George Mason University - School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 172
9.

Is Post-Crisis Bond Liquidity Lower?

Fisher College of Business Working Paper No. 2017-03-009
Number of pages: 55 Posted: 31 Mar 2017 Last Revised: 22 Apr 2017
Working Paper Series
George Mason University and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 226
10.

VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets

Journal of Futures Markets, Forthcoming
Number of pages: 49 Posted: 21 Mar 2017
Accepted Paper Series
Credit Suisse AG, George Mason University - Department of Finance and Discipline of Finance, The University of Sydney
Downloads 95
11.

The Career Consequences of Being a Dissident Director

Number of pages: 40 Posted: 24 Feb 2017 Last Revised: 19 Apr 2017
Working Paper Series
George Mason University - Department of Finance
Downloads 93
12.

Robust Security Design

Ross School of Business Paper No. 1338
Number of pages: 44 Posted: 14 Jan 2017 Last Revised: 13 Dec 2018
Working Paper Series
University of Michigan at Ann Arbor, Stephen M. Ross School of Business, Finance and Stephen M. Ross School of Business, University of Michigan
Downloads 100
13.

Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

Journal of Futures Markets, Forthcoming
Number of pages: 49 Posted: 24 Oct 2016 Last Revised: 02 Nov 2016
Accepted Paper Series
College of Management, Yuan Ze University, National Chiao-Tung University - Graduate Institute of Finance and George Mason University - Department of Finance
Downloads 96
14.

Profit Sharing: A Contracting Solution to Harness the Wisdom of the Crowd

2017 WFA, SFS Cavalcade
Number of pages: 49 Posted: 02 Oct 2016 Last Revised: 07 Oct 2018
Working Paper Series
George Mason University - Department of Finance
Downloads 670
15.

Baby Ninth Amendments and Unenumerated Individual Rights in State Constitutions Before the Civil War

Mercer Law Review Forthcoming
Number of pages: 76 Posted: 02 May 2016
Accepted Paper Series
Institute for Justice
Downloads 134
16.

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Number of pages: 47 Posted: 08 Jan 2016 Last Revised: 11 Jan 2020
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Federal Reserve Board and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,524
17.

Profit-Sharing, Wisdom of the Crowd, and Theory of the Firm

Number of pages: 56 Posted: 10 Nov 2015 Last Revised: 01 May 2016
Working Paper Series
George Mason University - Department of Finance
Downloads 676
18.

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Posted: 04 Sep 2015
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business

Multiple version iconThere are 2 versions of this paper

19.

Analyst Bias and Mispricing

7th Miami Behavioral Finance Conference 2016
Number of pages: 49 Posted: 02 Sep 2015 Last Revised: 05 Aug 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance and George Mason University - Department of Finance
Downloads 588
20.

Persistence of Innovation Around Initial Public Offerings: Evidence from NonVC-Backed IPOs

Number of pages: 58 Posted: 28 Jan 2015 Last Revised: 17 Jul 2018
Working Paper Series
George Mason University - Department of Finance and Koc University - College of Administrative Sciences and Economics
Downloads 133
21.

When Do Governance Mechanisms Matter Most?

Number of pages: 56 Posted: 09 Nov 2014 Last Revised: 16 Mar 2017
Working Paper Series
George Mason University - Department of Finance and Southern Methodist University (SMU) - Accounting Department
Downloads 114
22.

Knightian Uncertainty and Capital Structure: Theory and Evidence

Number of pages: 64 Posted: 31 Oct 2014 Last Revised: 25 Mar 2017
Working Paper Series
University of Michigan at Ann Arbor, Stephen M. Ross School of Business, Finance
Downloads 146
23.

Servicers and Mortgage-Backed Securities Default: Theory and Evidence

Real Estate Economics, Forthcoming
Posted: 28 Sep 2014
Accepted Paper Series
Pennsylvania State University, George Mason University - School of Business and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics

Multiple version iconThere are 3 versions of this paper

24.

Beyond Independence: CEO Influence and the Internal Operations of the Board

Number of pages: 49 Posted: 26 Sep 2014 Last Revised: 25 Feb 2017
Working Paper Series
George Mason University - Department of Finance
Downloads 129
25.

Investor Sentiment and Price Discovery: Evidence from the Pricing Dynamics between the Futures and Spot Markets

Number of pages: 46 Posted: 15 Aug 2014 Last Revised: 18 Jun 2020
Working Paper Series
National Chengchi University (NCCU), National Chengchi University and George Mason University - Department of Finance
Downloads 156
26.

The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 54 Posted: 26 Jul 2014
Working Paper Series
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads 48
27.

The Option to Quit: The Effect of Employee Stock Options on Turnover

US Census Bureau Center for Economic Studies Paper No. CES-WP- 14-06
Number of pages: 42 Posted: 14 Mar 2014
Working Paper Series
George Mason University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Colorado at Boulder - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 273
28.

Local Traits and Securitized Commercial Mortgage Default

Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013
Posted: 15 Nov 2013
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business
29.

Short Selling and Cross-Section of Corporate Bond Returns

Posted: 18 Jul 2013 Last Revised: 23 May 2019
Accepted Paper Series
George Mason University - Department of Finance, George Mason University, George Mason University and University of North Carolina (UNC) at Charlotte - Department of Finance
30.

The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

Number of pages: 53 Posted: 06 Apr 2013
Working Paper Series
National Chengchi University, George Mason University - Department of Finance and Feng Chia University
Downloads 192
31.

Would a Financial Transaction Tax Affect Financial Market Activity? Insights from Future Markets

Cato Institute Policy Analysis No. 72
Number of pages: 24 Posted: 02 Mar 2013
Accepted Paper Series
George Mason University - Department of Finance and Seattle University - Albers School of Business and Economics
Downloads 167
32.

Does Bond Liquidity Affect Equity Returns?

Number of pages: 41 Posted: 21 Sep 2012 Last Revised: 28 Sep 2012
Working Paper Series
George Mason University
Downloads 142
33.

Transaction Tax and Market Quality of U.S. Futures Markets: An Ex-Ante Analysisi

Review of Futures Markets, July 2012, p. 141-177
Number of pages: 48 Posted: 05 Sep 2012
Accepted Paper Series
Barclays Capital, George Mason University - Department of Finance and Seattle University
Downloads 123
34.

Transaction Tax and Market Quality of U.S. Futures Markets: An Ex-Ante Analysis

Posted: 02 Sep 2012
Working Paper Series
George Mason University - Department of Finance, Barclays Capital and Seattle University
35.

Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 46 Posted: 22 Aug 2012 Last Revised: 15 Sep 2015
Working Paper Series
The University of Sydney - Discipline of Finance, University of Sydney Business School, George Mason University - Department of Finance, University of Sydney Business School and Discipline of Finance, The University of Sydney
Downloads 413
36.

Anomalies and Financial Distress

Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Jul 2012
Accepted Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Multiple version iconThere are 4 versions of this paper

37.

The World Price of Credit Risk

Number of pages: 56 Posted: 27 Jun 2012 Last Revised: 15 Sep 2012
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 252
38.

What Drives the Commonality between Credit Default Swap Spread Changes?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54 Posted: 21 Mar 2012 Last Revised: 26 Feb 2016
Accepted Paper Series
George Mason University

Multiple version iconThere are 2 versions of this paper

Downloads 220
39.

The World Price of Credit Risk

Number of pages: 48 Posted: 17 Mar 2012
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 8
40.

Anomalies and Financial Distress

FDIC Working Paper No. 2011-02
Posted: 09 Jan 2012
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Department of Finance

Multiple version iconThere are 4 versions of this paper

41.

Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

Journal of Futures Markets, Forthcoming
Number of pages: 38 Posted: 21 Dec 2011 Last Revised: 03 Aug 2012
Accepted Paper Series
College of Management, Yuan Ze University, National Chiao-Tung University - Graduate Institute of Finance and George Mason University - Department of Finance
Downloads 183
42.

Contagion and Excess Correlation in Credit Default Swaps

Number of pages: 43 Posted: 04 Oct 2011
Working Paper Series
George Mason University

Multiple version iconThere are 2 versions of this paper

Downloads 262
43.

Inventory Announcements, Jump Dynamics and Volatility in U.S. Energy Futures Markets

Number of pages: 45 Posted: 25 Mar 2011
Working Paper Series
Barclays Capital, George Mason University and George Mason University - Department of Finance
Downloads 123
44.

Servicers and Mortgage-Backed Securities Default: Theory and Evidence

Number of pages: 38 Posted: 25 Mar 2011
Working Paper Series
Pennsylvania State University, George Mason University - School of Business and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics

Multiple version iconThere are 3 versions of this paper

Downloads 165
45.

The Option to Quit: The Effect of Employee Stock Options on Turnover

Number of pages: 46 Posted: 21 Mar 2011 Last Revised: 09 Jan 2018
Working Paper Series
George Mason University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Colorado at Boulder - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 407
46.

The Importance of Blockholder Heterogeneity: Security Market Effects and Follow-on Activities

Number of pages: 71 Posted: 29 Jan 2011 Last Revised: 19 Oct 2017
Working Paper Series
George Mason University and University of North Carolina (UNC) at Charlotte - Department of Finance
Downloads 138
47.

Default of Commercial Mortgage Loans during the Financial Crisis

46th Annual AREUEA Conference Paper
Number of pages: 48 Posted: 01 Dec 2010 Last Revised: 21 Jul 2015
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and George Mason University - School of Business
Downloads 86
48.

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 40 Posted: 19 Nov 2010 Last Revised: 21 Jul 2015
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison, Board of Governors of the Federal Reserve System and George Mason University - School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 200
49.

Thy Neighbor's Mortgage: Does Living in a Subprime Neighborhood Affect One's Probability of Default?

Real Estate Economics, 2011
Posted: 10 Oct 2010
Accepted Paper Series
National University of Singapore, Pennsylvania State University, Office of the Comptroller of the Currency (OCC) and George Mason University - School of Business
50.

Default Risk of CMBS Loans: What Explains the Regional Variations?

Number of pages: 40 Posted: 06 Sep 2010
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Wisconsin School of Business, University of Wisconsin-Madison and George Mason University - School of Business
Downloads 223