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Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal

3,274,228 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 101 - 150 of 10,880 papers

101.

Adaptive Markets and the New World Order

Number of pages: 22 Posted: 01 Jan 2012 Last Revised: 05 Jun 2012
Working Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 3,548
102.

A Dysfunctional Role of High Frequency Trading in Electronic Markets

Johnson School Research Paper Series No. 08-2011
Number of pages: 16 Posted: 09 Mar 2011 Last Revised: 30 Jun 2011
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University
Downloads 3,537
103.

How to Detect an Asset Bubble

Johnson School Research Paper Series No. 28-2010
Number of pages: 32 Posted: 07 Jun 2010 Last Revised: 16 Mar 2011
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, affiliation not provided to SSRN and Cornell University
Downloads 3,514
104.

Beauty is Wealth: CEO Appearance and Shareholder Value

Number of pages: 79 Posted: 21 Nov 2013 Last Revised: 20 Dec 2014
Working Paper Series
University of Nevada, Reno and University of Arkansas - Department of Finance
Downloads 3,479
105.

High-Frequency Trading and Extreme Price Movements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 28 Nov 2014 Last Revised: 19 Jun 2020
Accepted Paper Series
University of Utah - David Eccles School of Business, University of Memphis - Fogelman College of Business and Economics, Louvain School of Management (UCL), Queen's University - Smith School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 3,478
106.

Anomalies and News

Journal of Finance, Forthcoming, 6th Miami Behavioral Finance Conference
Number of pages: 65 Posted: 17 Jul 2015 Last Revised: 23 Nov 2017
Accepted Paper Series
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 3,473
107.

The Idiosyncratic Momentum Anomaly

Number of pages: 60 Posted: 05 Apr 2017 Last Revised: 08 Apr 2020
Working Paper Series
Robeco Quantitative Investments, Technische Universität München (TUM) and Robeco Quantitative Investments
Downloads 3,471
108.

The ABCs of Hedge Funds: Alphas, Betas, & Costs

Number of pages: 26 Posted: 01 Apr 2010 Last Revised: 23 Apr 2010
Working Paper Series
Yale School of Management, Ibbotson Associates and Hong Kong Polytechnic University
Downloads 3,453
109.

The Effect of Coronavirus Spread on Stock Markets: The Case of the Worst 6 Countries

Number of pages: 11 Posted: 17 Apr 2020
Working Paper Series
Ain Shams University
Downloads 3,430
110.

An Empirical Examination of the Antecedents and Consequences of Contribution Patterns in Crowd-Funded Markets

Information Systems Research, Forthcoming
Number of pages: 40 Posted: 19 Sep 2011 Last Revised: 31 Aug 2016
Accepted Paper Series
Boston University - Questrom School of Business, New York University (NYU) - Leonard N. Stern School of Business and Temple University - Department of Management Information Systems
Downloads 3,379
111.

High-Frequency Trading around Large Institutional Orders

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 18 Jun 2015 Last Revised: 24 Mar 2018
Accepted Paper Series
Pontificia Universidad Católica de Chile and Vrije Universiteit Amsterdam
Downloads 3,379
112.

The Agency Problems of Institutional Investors

Journal of Economic Perspectives, Vol. 31 pp. 89-102 (Summer 2017)., Harvard Law School Olin Discussion Paper No. 930
Number of pages: 26 Posted: 09 Jun 2017 Last Revised: 05 May 2020
Accepted Paper Series
Harvard Law School, Harvard Law School and Boston University - School of Law
Downloads 3,372
113.

Credit Value Adjustment and Funding Value Adjustment All Together

Number of pages: 21 Posted: 08 Apr 2011
Working Paper Series
The Bank of New York Mellon and FJ Solution
Downloads 3,362
114.

The Determinants of Stock and Bond Return Comovements

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 67 Posted: 05 Oct 2010
Accepted Paper Series
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance and Ghent University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,362
115.

Accounting Conservatism and Stock Price Crash Risk: Firm-Level Evidence

Contemporary Accounting Research, Forthcoming
Number of pages: 65 Posted: 15 Dec 2009 Last Revised: 29 Nov 2013
Accepted Paper Series
City University of Hong Kong and Singapore Management University - School of Accountancy

Multiple version iconThere are 2 versions of this paper

Downloads 3,356
116.

Does Governance Have a Role in Pricing? Cross-Country Evidence from Bitcoin Markets

Number of pages: 31 Posted: 28 Sep 2015
Working Paper Series
University of South Carolina - Department of Finance
Downloads 3,331
117.

Agnostic Fundamental Analysis Works

Journal of Financial Economics, Vol. 128 (1), April 2018, 125–147.
Number of pages: 56 Posted: 07 Oct 2015 Last Revised: 30 Aug 2021
Accepted Paper Series
University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 3,330
118.

What Drives Motivation to Participate Financially in a Crowdfunding Community?

Number of pages: 80 Posted: 25 May 2013
Working Paper Series
IndependentVU University Amsterdam
Downloads 3,324
119.

What Determines Capital Structure of Listed Firms in India?: Some Empirical Evidences from The Indian Capital Market

Number of pages: 25 Posted: 22 Apr 2010 Last Revised: 11 Sep 2012
Working Paper Series
CUNY Baruch CollegeCalPERS
Downloads 3,320
120.

Market Timing & Trading Strategies Using Asset Rotation

Number of pages: 31 Posted: 18 Jan 2010 Last Revised: 19 Feb 2010
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Athens, Department of Business Administration
Downloads 3,294
121.

A New Look at Minimum Variance Investing

Number of pages: 23 Posted: 24 Sep 2010
Working Paper Series
EDHEC Business School - Department of Economics & Finance
Downloads 3,266
122.

Size and Value in China

Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56 Posted: 24 Jan 2018 Last Revised: 12 Aug 2020
Accepted Paper Series
Mingshi Investment Management, University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 3,232
123.

Diving Into Dark Pools

Charles A. Dice Center Working Paper No. 2022-01, Fisher College of Business Working Paper No. 2022-03-01
Number of pages: 78 Posted: 26 Jun 2010 Last Revised: 14 Feb 2022
Working Paper Series
Université Paris Dauphine - Department of Finance, Bocconi University and IGIER and Baffi Carefin and The Ohio State University - Fisher College of Business
Downloads 3,224
124.

Impact of Macroeconomic Variables on Economic Performance: An Empirical Study of India and Sri Lanka

Number of pages: 35 Posted: 11 May 2011
Working Paper Series
Guru Gobind Singh Indraprastha (GGSIP) University, UCRD, Chandigarh University and BBSB Engineering College
Downloads 3,188
125.

Inefficiencies in the Pricing of Exchange-Traded Funds

Number of pages: 48 Posted: 21 Mar 2010 Last Revised: 27 Jul 2016
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 3,186
126.

Overnight Returns and Firm-Specific Investor Sentiment

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 39 Posted: 24 Jan 2015 Last Revised: 07 Apr 2020
Accepted Paper Series
University of California, Los Angeles (UCLA) - Accounting Area, Haas School of Business - UC Berkeley, University of Michigan, Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 3,177
128.

Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns

Number of pages: 81 Posted: 05 Mar 2016
Working Paper Series
Ludwig Maximilian University of Munich (LMU) and University of CologneQuantCo, Inc.
Downloads 3,151
129.

Uncovering Trend Rules

Number of pages: 17 Posted: 12 May 2015
Working Paper Series
Robeco Asset Management and Fintelligence CCT
Downloads 3,144
130.

Music Sentiment and Stock Returns Around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 43 Posted: 18 Feb 2021 Last Revised: 14 Aug 2021
Accepted Paper Series
London Business School - Institute of Finance and Accounting, Auckland University of Technology, Audencia Business School and University of Adelaide

Multiple version iconThere are 2 versions of this paper

Downloads 3,143
131.

Psychology and the Financial Crisis of 2007-2008

Number of pages: 16 Posted: 18 Jan 2011 Last Revised: 03 Sep 2011
Working Paper Series
National Bureau of Economic Research (NBER)Yale School of Management
Downloads 3,130
132.

Market Reaction to Mandatory Nonfinancial Disclosure

Management Science, 65(7), pp.3061-3084
Number of pages: 47 Posted: 09 Sep 2015 Last Revised: 30 Jan 2020
Accepted Paper Series
Joseph L. Rotman School of Management - University of Toronto, Boston University - Questrom School of Business and Harvard Business School
Downloads 3,113
133.

Discounting Revisited: Valuation Under Funding, Counterparty Risk and Collateralization

Number of pages: 34 Posted: 17 May 2010 Last Revised: 14 Mar 2011
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 3,091
134.

Hedge Funds and the Technology Bubble

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 446
Number of pages: 37 Posted: 23 Jul 2003
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 3,074
135.

Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets

Number of pages: 55 Posted: 04 Mar 2016 Last Revised: 27 Apr 2018
Working Paper Series
Baruch College, The City University of New York and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 3,054
136.

Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas

Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas, Journal of Financial Research 40, 223-248
Number of pages: 50 Posted: 19 Jul 2014 Last Revised: 16 Jun 2017
Accepted Paper Series
OCC, Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 3,031
137.

Market Structures and Systemic Risks of Exchange-Traded Funds

BIS Working Paper No. 343
Number of pages: 17 Posted: 07 Jun 2011
Working Paper Series
Bank for International Settlements (BIS)
Downloads 2,994
138.

Microstructure in the Machine Age

Number of pages: 63 Posted: 25 Mar 2019
Working Paper Series
Cornell University - Department of Economics, Harvard University, Cornell University - Samuel Curtis Johnson Graduate School of Management and New York University (NYU) - NYU Tandon School of Engineering
Downloads 2,990
139.

Time Will Tell: Information in the Timing of Scheduled Earnings News

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 51 Posted: 18 Aug 2014 Last Revised: 01 Jul 2017
Accepted Paper Series
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,986
140.

Behavioral Finance: Quo Vadis?

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 18, No. 2, 2008
Number of pages: 15 Posted: 09 Dec 2015
Accepted Paper Series
DePaul University, City University London - The Business SchoolQueen Mary University of London, Santa Clara University - Leavey School of Business and City University - Cass Business School
Downloads 2,942
141.

Night Trading: Lower Risk But Higher Returns?

Number of pages: 51 Posted: 22 Jul 2015
Working Paper Series
San Diego State University - Finance Department
Downloads 2,936
142.

Dynamic Risk Allocation with Carry, Value and Momentum

An amended version is in Journal of Investment Strategies, Vol.6(1), 2016, pp.25-45
Number of pages: 55 Posted: 22 Nov 2013 Last Revised: 15 Dec 2016
Accepted Paper Series
affiliation not provided to SSRN and ADG Capital Management LLP
Downloads 2,925
143.

News versus Sentiment: Predicting Stock Returns from News Stories

Robert H. Smith School Research Paper
Number of pages: 38 Posted: 18 Aug 2013 Last Revised: 04 Aug 2015
Working Paper Series
University of Maryland - Department of Finance and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 2,920
144.

Modeling Corporate Bond Returns

Number of pages: 66 Posted: 14 Dec 2020 Last Revised: 27 Aug 2021
Working Paper Series
Yale SOM, affiliation not provided to SSRN and Arizona State University (ASU) - Finance Department
Downloads 2,919
145.

Confirmation Bias, Overconfidence, and Investment Performance: Evidence from Stock Message Boards

McCombs Research Paper Series No. IROM-07-10
Number of pages: 59 Posted: 14 Jul 2010 Last Revised: 08 Oct 2010
Working Paper Series
University of Texas at Austin - Red McCombs School of Business, University of Texas at Austin - Department of Information, Risk and Operations Management, Boston University - Department of Management Information Systems, University of Miami - Miami Herbert Business School and University of Texas at Austin - Red McCombs School of Business
Downloads 2,901
146.

Political Uncertainty and Risk Premia

Number of pages: 58 Posted: 24 Sep 2011 Last Revised: 09 May 2017
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 2,887
147.

A Macroprudential Approach to Financial Regulation

Chicago Booth Research Paper No. 10-29
Number of pages: 42 Posted: 14 Nov 2010
Working Paper Series
Harvard University - Business School (HBS), University of Chicago, Booth School of Business and Harvard University - Department of Economics
Downloads 2,858
148.

The Case of Gold and Silver: A New Algorithm for Pairs Trading

Number of pages: 7 Posted: 10 Apr 2013 Last Revised: 10 Apr 2013
Working Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 2,834
149.

Short Term Trading Models – Mean Reversion Trading Strategies and the Black Swan Events

Number of pages: 32 Posted: 11 Mar 2020 Last Revised: 18 Nov 2021
Working Paper Series
WorldQuant University, WorldQuant University, WorldQuant University and WorldQuant University
Downloads 2,758
150.

Testing the Significance of Calendar Effects

Federal Reserve Bank of Atlanta Working Paper No. 2005-02
Number of pages: 30 Posted: 26 May 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, CREATESAarhus University - School of Business and Social Sciences and North Carolina State University - Department of Economics
Downloads 2,753