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Mason: Finance (Topic)

George Mason University School of Business

George Mason University School of Business

43,833 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: 51 Posted: 22 Mar 2018 Last Revised: 22 Feb 2019
Working Paper Series
Cornell University, University of Chicago - Finance and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 787
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 106
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 334
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 64
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 70
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 303
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 157
9.

Is Post-Crisis Bond Liquidity Lower?

Fisher College of Business Working Paper No. 2017-03-009, Charles A. Dice Center Working Paper No. 2017-09
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 203
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 90
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 78
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
George Mason University, School of Business - Finance Area and Stephen M. Ross School of Business, University of Michigan
Downloads 74
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 90
14.

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

2017 WFA, SFS Cavalcade, 2017 Emerging Trends in Entrepreneurial Finance Conference
Number of pages: 49 Posted: 02 Oct 2016 Last Revised: 07 Oct 2018
Working Paper Series
George Mason University - Department of Finance
Downloads 588
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 116
16.

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

Number of pages: 51 Posted: 08 Jan 2016 Last Revised: 09 Oct 2016
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
Downloads 1,399
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 652
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 517
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 122
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 101
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
George Mason University, School of Business - Finance Area
Downloads 120
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 122
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: 19 Aug 2015
Working Paper Series
National Chengchi University (NCCU), National Chengchi University and George Mason University - Department of Finance
Downloads 147
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 46
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 259
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 184
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 152
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 140
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 119
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 402
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 242
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 219
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 181
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 251
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 121
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 156
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 355
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 129
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 65
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 171
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 208