Search Results
McDonough: Finance (Topic)

114,407 Total downloads

Viewing: 51 - 100 of 209 papers

51.

Improving the Predictability of Real Economic Activity and Asset Returns with Forward Variances Inferred from Option Portfolios

Robert H. Smith School Research Paper No. RHS 06-137
Number of pages: 47 Posted: 08 Jun 2010 Last Revised: 29 Feb 2012
Working Paper Series
Temple University - Fox School of Business and Management, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance
Downloads 251
52.

Equity Trading in the 21st Century

Marshall School of Business Working Paper No. FBE 09-10
Number of pages: 54 Posted: 11 May 2010 Last Revised: 08 Aug 2015
Working Paper Series
Georgetown University - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Carnegie Mellon University - David A. Tepper School of Business
Downloads 3,906
53.

Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 19 Mar 2010
Accepted Paper Series
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

Multiple version iconThere are 2 versions of this paper

Downloads 91
54.

Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions

Number of pages: 48 Posted: 15 Mar 2010
Working Paper Series
Queen Mary University of London, Georgetown University - Department of Finance and Georgetown University - McDonough School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 56
55.

Do Firms Set Free Cash Free? Misallocation vs. Opportunism in Acquisitions

Number of pages: 48 Posted: 14 Mar 2010
Working Paper Series
Georgetown University - Department of Finance, Queen Mary University of London and Georgetown University - McDonough School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 82
56.

Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

Number of pages: 66 Posted: 18 Feb 2010 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, New York University - Stern School of Business and Florida International University
Downloads 1,190
57.

First-Passage Probability, Jump Models and Intra-Horizon Risk

Journal of Financial Economics, Vol. 95, No. 1, 2010
Number of pages: 50 Posted: 14 Feb 2010
Accepted Paper Series
Temple University - Fox School of Business and Management and Hong Kong University of Science & Technology (HKUST)
Downloads 118
58.

Finance and Efficiency: Do Bank Branching Regulations Matter?

NYU Working Paper No. 2451/29542
Number of pages: 45 Posted: 08 Feb 2010
Working Paper Series
New York University - Leonard N. Stern School of Business, Paris School of Economics (PSE) and Queen Mary University of London

Multiple version iconThere are 4 versions of this paper

Downloads 49
59.

The Joint Cross Section of Stocks and Options

AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003
Number of pages: 58 Posted: 08 Jan 2010 Last Revised: 27 Feb 2012
Working Paper Series
BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 1,490
60.

World Market Risk, Country-Specific Risk and Expected Returns in International Stock Markets

Number of pages: 46 Posted: 15 Oct 2009
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 237
61.

Multinational Firms, International Diversification, Value, and Governance

Number of pages: 39 Posted: 23 Sep 2009
Working Paper Series
Queen Mary University of London
Downloads 189
62.

Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels

Robert H. Smith School Research Paper No. RHS 06-107
Number of pages: 56 Posted: 28 Aug 2009 Last Revised: 30 Sep 2018
Working Paper Series
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)

Multiple version iconThere are 2 versions of this paper

Downloads 179
63.

Financial Expertise of the Board, Risk Taking, and Performance: Evidence from Bank Holding Companies

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Georgetown McDonough School of Business Research Paper
Number of pages: 63 Posted: 18 Aug 2009 Last Revised: 18 Feb 2014
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, Babson College and Georgetown University - McDonough School of Business
Downloads 692
64.

Differences in Governance Practices between U.S. And Foreign Firms: Measurement, Causes, and Consequences

The Review of Financial Studies, Vol. 22, Issue 8, pp. 3131-3169, 2009
Posted: 05 Aug 2009
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business

Multiple version iconThere are 4 versions of this paper

65.

Volatility Spreads and Expected Stock Returns

Management Science, Forthcoming
Number of pages: 32 Posted: 04 Aug 2009
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Baruch College - Zicklin School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 968
66.

Nonlinear Mean-Reversion in Stock Prices

Journal of Banking and Finance, Vol. 32, No. 5, pp. 767-782, 2008
Number of pages: 33 Posted: 01 Aug 2009 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 735
67.

In Praise of Mark to Management: The Need for Three-Dimensional Accounting

Number of pages: 16 Posted: 19 Jul 2009
Working Paper Series
Georgetown University - Department of Finance
Downloads 347
68.

Small Sample Bias in Panel Data

Finance Letters, 2007, 5(2), 17-21
Number of pages: 9 Posted: 18 Jul 2009 Last Revised: 12 Dec 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Sabanci University Graduate School of Management
Downloads 271
69.

Is There an Intertemporal Relation between Downside Risk and Expected Returns?

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Number of pages: 37 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 891
70.

Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Number of pages: 48 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Boston College - Department of Finance
Downloads 795
71.

Corporate Financing Activities and Contrarian Investment

Review of Finance, Vol. 14, No. 3, pp. 543-584, 2010, Georgetown McDonough School of Business Research Paper
Number of pages: 45 Posted: 18 Jul 2009 Last Revised: 19 Apr 2013
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Baruch College - Zicklin School of Business
Downloads 651
72.

Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance

Journal of Portfolio Management, Vol. 32, No. 3, pp. 80-92, 2006
Number of pages: 28 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management, Baruch College - Zicklin School of Business and Raymond A. Mason School of Business - William & Mary
Downloads 389
73.

Predictability of Risk Measures in International Stock Markets

Stock Market Volatility, pp. 313-322, March 2009
Number of pages: 15 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Sabanci University Graduate School of Management
Downloads 250
74.

Investigating ICAPM in International Futures Markets

Review of Futures Markets, 2011, 19(3), 195-216
Number of pages: 18 Posted: 15 Jul 2009 Last Revised: 12 Dec 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and CUNY Baruch College - Zicklin School of Business
Downloads 252
75.

Does Governance Travel around the World? Evidence from Institutional Investors

Fisher College of Business Working Paper No. 2009-008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 267/2018, Fourth Singapore International Conference on Finance 2010 Paper, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Number of pages: 72 Posted: 24 Mar 2009 Last Revised: 29 Oct 2018
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,649
76.

Resurrecting the Conditional CAPM with Dynamic Conditional Correlations

Number of pages: 56 Posted: 23 Mar 2009 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 313
77.

Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors

Number of pages: 76 Posted: 22 Mar 2009
Working Paper Series
Korea University Business School
Downloads 440
78.

Unusual News Events and the Cross-Section of Stock Returns

Number of pages: 66 Posted: 18 Mar 2009 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Brandeis University and Fordham University - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 683
79.

The Intertemporal Relation between Expected Return and Risk on Currency

Number of pages: 37 Posted: 13 Mar 2009 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Koc University
Downloads 329
80.

On the Economic Sources of Stock Market Volatility

NYU Working Paper No. FIN-08-043
Number of pages: 54 Posted: 09 Mar 2009
Working Paper Series
New York University (NYU) - Department of Finance, University of North Carolina Kenan-Flagler Business School and Korea University Business School

Multiple version iconThere are 2 versions of this paper

Downloads 440
81.

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

NYU Working Paper No. FIN-08-025
Number of pages: 44 Posted: 09 Mar 2009 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University

Multiple version iconThere are 3 versions of this paper

Downloads 232
82.

Resurrecting the Conditional CAPM with Dynamic Conditional Correlations

NYU Working Paper No. FIN-08-037
Number of pages: 56 Posted: 09 Mar 2009 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 206
83.

Unusual News Events and the Cross-Section of Stock Returns

UC Davis Graduate School of Management Research Paper No. 10-09
Number of pages: 66 Posted: 27 Jan 2009 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Brandeis University and Fordham University - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 461
84.

Controlling for Fixed-Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds

The Review of Financial Studies, Vol. 22, Issue 2, pp. 481-507, 2009
Posted: 25 Jan 2009
Accepted Paper Series
Georgetown University - Department of Finance, Northwestern University and University of Puerto Rico

Multiple version iconThere are 2 versions of this paper

85.

Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes

Number of pages: 37 Posted: 07 Jan 2009
Working Paper Series
Temple University - Fox School of Business and Management, University of Maryland - Robert H. Smith School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 201
86.

Investigating Icapm with Dynamic Conditional Correlations

NYU Working Paper No. FIN-07-051
Number of pages: 67 Posted: 13 Nov 2008
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 233
87.

You Can't Take it with You: Sunset Provisions for Equity Compensation When Managers Retire, Resign, or Die

NYU Working Paper No. FIN-06-016
Number of pages: 40 Posted: 13 Nov 2008
Working Paper Series
Georgetown University - Department of Finance and New York University (NYU) - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 45
88.

Financial Distress and Bank Lending Relationships

NYU Working Paper No. S-FI-01-01
Number of pages: 38 Posted: 11 Nov 2008
Working Paper Series
Georgetown University - Department of Finance and National University of Singapore - Department of Finance
Downloads 136
89.

Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy

NYU Working Paper No. FIN-99-050
Number of pages: 44 Posted: 11 Nov 2008
Working Paper Series
Georgetown University - Department of Finance and New York University (NYU) - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 46
90.

Resurrecting the Conditional CAPM with Dynamic Conditional Correlations

Number of pages: 56 Posted: 10 Nov 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 525
91.

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. FIN-04-019
Number of pages: 51 Posted: 03 Nov 2008
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Georgetown University - Robert Emmett McDonough School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 182
92.

Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans

NYU Working Paper No. FIN-00-008
Number of pages: 27 Posted: 03 Nov 2008
Working Paper Series
Georgetown University - Department of Finance, Duke University - Fuqua School of Business and New York University - Leonard N. Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 132
93.

Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns

Number of pages: 49 Posted: 03 Sep 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University

Multiple version iconThere are 3 versions of this paper

Downloads 1,602
94.

The Valuation Effects of Multinational Firms

Number of pages: 60 Posted: 27 Mar 2008 Last Revised: 14 Mar 2012
Working Paper Series
Queen Mary University of London
Downloads 219
95.

Lending Relationships and Loan Contract Terms

AFA 2009 San Francisco Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 25 Mar 2008 Last Revised: 29 Feb 2012
Working Paper Series
Arizona State University (ASU) - Finance Department, Georgetown University - Department of Finance, New York University - Leonard N. Stern School of Business and National University of Singapore - Department of Finance
Downloads 1,211
96.

Bank Power and Cash Holdings: Evidence from Japan

Review of Financial Studies, Vol. 14, Issue 4, pp. 1059-1082, 2001
Posted: 29 Feb 2008
Accepted Paper Series
Georgetown University - Department of Finance and Georgetown University - McDonough School of Business

Multiple version iconThere are 3 versions of this paper

97.

Do Mutual Fund Media Recommendations Hold Value? An Empirical Analysis of the Wall Street Journal's SmartMoney Fund Screen

Number of pages: 37 Posted: 25 Feb 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Department of Finance and University of Puerto Rico
Downloads 178
98.

Lessons from the Strategy of Banco Santander: The Three-Step Process of Internationalisation in Retail Banking

Number of pages: 44 Posted: 04 Feb 2008
Working Paper Series
ESADE Business School, London Business School and ESADE Business School
Downloads 1,485
99.

Investigating ICAPM with Dynamic Conditional Correlations

AFA 2009 San Francisco Meetings Paper
Number of pages: 61 Posted: 04 Feb 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,028
100.

The Trade-Off Between Ex-Post and Ex-Ante Efficient Capital Allocation in Internal Capital Markets and Organizational Form

Number of pages: 30 Posted: 26 Nov 2007
Working Paper Series
Queen Mary University of London
Downloads 156