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McDonough: Finance (Topic)

114,490 Total downloads

Viewing: 101 - 150 of 209 papers

101.

Volatility Spreads and Expected Stock Returns

Number of pages: 33 Posted: 12 Nov 2007
Working 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 2,416
102.

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

Number of pages: 42 Posted: 22 Aug 2007
Working 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

Downloads 86
103.

A Reexamination of the Tradeoff Between the Future Benefit and Riskiness of R&D Increases

Journal of Accounting Research, Forthcoming
Number of pages: 32 Posted: 10 Aug 2007
Accepted Paper Series
Georgetown University, Southern Methodist University (SMU) - Finance Department and Government of the United States of America - Risk Analysis Division
Downloads 188
104.

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

NBER Working Paper No. w13288
Number of pages: 49 Posted: 09 Aug 2007 Last Revised: 24 Feb 2012
Working 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

Downloads 52
105.

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

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 184/2007, Fisher College of Business Working Paper No. 2007-03-015, Charles A. Dice Center Working Paper No. 2007-14
Number of pages: 61 Posted: 18 Jul 2007 Last Revised: 31 Oct 2018
Working 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

Downloads 1,055
106.

On Equity and Fixed Income Investing Styles: A Look at Hybrid Mutual Funds

Number of pages: 43 Posted: 12 Jul 2007
Working Paper Series
Georgetown University - Department of Finance
Downloads 361
107.

A Reexamination of the Tradeoff between the Future Benefit and Riskiness of R&D Increases

Number of pages: 32 Posted: 28 Jun 2007
Working Paper Series
Georgetown University, Southern Methodist University (SMU) - Finance Department and Government of the United States of America - Risk Analysis Division
Downloads 150
108.

Who Survives? A Cross-Country Comparison

Number of pages: 29 Posted: 25 Jun 2007
Working Paper Series
World Bank and Georgetown University - Department of Finance
Downloads 194
109.

On the Economic Sources of Stock Market Volatility

AFA 2008 New Orleans Meetings Paper
Number of pages: 54 Posted: 21 Mar 2007 Last Revised: 18 Sep 2012
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 2,301
110.

The Cost of Debt

Journal of Finance, Forthcoming, WFA 2007 Big Sky, MT Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 65 Posted: 08 Mar 2007 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 2,957
111.

A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 43 Posted: 22 Jan 2007
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Syracuse University
Downloads 949
112.

Do U.S. Firms Have the Best Corporate Governance? A Cross-Country Examination of the Relation between Corporate Governance and Shareholder Wealth

NBER Working Paper No. w12819
Number of pages: 37 Posted: 12 Jan 2007 Last Revised: 24 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Fisher College of Business and Georgetown University - McDonough School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 82
113.

Do U.S. Firms Have the Best Corporate Governance? A Cross-Country Examination of the Relation between Corporate Governance and Shareholder Wealth

Fisher College of Business Working Paper No. 2006-03-006, ECGI - Finance Working Paper No. 145/2007, Charles A. Dice Center Working Paper No. 2006-25
Number of pages: 41 Posted: 02 Jan 2007
Working 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 2 versions of this paper

Downloads 2,048
114.

Finance and Efficiency: Do Bank Branching Regulations Matter?

Swiss Finance Institute Research Paper No. 06-36, EFA 2007 Ljubljana Meetings Paper
Number of pages: 56 Posted: 01 Dec 2006 Last Revised: 14 Mar 2012
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 328
115.

Aggregate Idiosyncratic Risk and Market Returns

Journal of Investment Management, Vol. 4, No. 4, Fourth Quarter 2006
Posted: 29 Nov 2006
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University
116.

Bonds Versus Stocks: Investors' Age and Risk Taking

Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of pages: 40 Posted: 18 Oct 2006 Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Baruch College
Downloads 2,992
117.

Testing Mean Reversion in Stock Market Volatility

Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Number of pages: 36 Posted: 17 Oct 2006 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Sabanci University Graduate School of Management
Downloads 1,349
118.

Contrarian Investment, New Share Issues and Repurchases

Number of pages: 43 Posted: 15 Oct 2006 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Baruch College - Zicklin School of Business
Downloads 1,410
119.

A New Look at Hedging with Derivatives: Will Firms Reduce Market Risk Exposure?

Number of pages: 40 Posted: 11 Oct 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, The College of New Jersey - School of Business and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 1,391
120.

Is There a Risk-Return Tradeoff? Evidence from High-Frequency Data

Number of pages: 39 Posted: 03 Oct 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 860
121.

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

AFA 2008 New Orleans Meetings Paper
Number of pages: 40 Posted: 02 Oct 2006 Last Revised: 29 Feb 2012
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 316
122.

Corporate and Government Bond Funds: An Analysis of Investment Style, Performance, and Cash Flows

Number of pages: 40 Posted: 13 Sep 2006
Working Paper Series
Georgetown University - Department of Finance and University of Puerto Rico
Downloads 466
123.

Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR

Number of pages: 31 Posted: 06 Sep 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Credit Suisse - Fixed Income Division and Fordham University - Gabelli School of Business
Downloads 882
124.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 41 Posted: 08 Aug 2006
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,317
125.

Predictability of Interest Rates and Interest-Rate Portfolios

Number of pages: 55 Posted: 03 Aug 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Caspian Capital Management, LLC and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,241
126.

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

Number of pages: 33 Posted: 07 May 2006
Working Paper Series
Georgetown University - Department of Finance, Northwestern University and University of Puerto Rico

Multiple version iconThere are 2 versions of this paper

Downloads 273
127.

Does the Stock Market Underreact to R&D Increases?

Journal of Investment Management, Vol. 4, No. 1, First Quarter 2006
Posted: 22 Apr 2006
Accepted Paper Series
Georgetown University, Southern Methodist University (SMU) - Finance Department and Government of the United States of America - Risk Analysis Division
128.

Idiosyncratic Volatility and the Cross-Section of Expected Returns

Number of pages: 29 Posted: 03 Mar 2006
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 999
129.

Migrant Labour Remittances in South Asia

MIGRANT LABOUR REMITTANCES IN SOUTH ASIA: DIRECTIONS IN DEVELOPMENT, Maimbo, S., Adams, R., Agrawal, R. and Passas, N., eds., 2005
Posted: 10 Jan 2006 Last Revised: 24 Feb 2012
Accepted Paper Series
WORLD BANK GROUP, World Bank - Development Research Group (DECRG), Northeastern University and Georgetown University - Robert Emmett McDonough School of Business
130.

Did New Regulations Target the Relevant Corporate Governance Attributes?

Number of pages: 43 Posted: 01 Dec 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - McDonough School of Business
Downloads 1,022
131.

Demutualization and Public Offerings of Financial Exchanges

Number of pages: 26 Posted: 01 Dec 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 483
132.

How Much Do Banks Use Credit Derivatives to Reduce Risk?

AFA 2007 Chicago Meetings Paper, Fisher College of Business Working Paper No. 2006-03-001
Number of pages: 41 Posted: 25 Aug 2005
Working Paper Series
Ohio State University (OSU) - Department of Finance, Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,772
133.

Evaluating Bond Fund Sector Timing Skill

Number of pages: 47 Posted: 25 Aug 2005
Working Paper Series
Georgetown University - Department of Finance
Downloads 229
134.

Asymmetric Crime Cycles

NBER Working Paper No. w11210
Number of pages: 42 Posted: 26 Apr 2005 Last Revised: 18 Feb 2021
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Louisiana State University, Baton Rouge - Department of Economics
Downloads 52
135.

A Comprehensive Analysis of the Short-Term Interest Rate Dynamics

Number of pages: 33 Posted: 15 Apr 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 630
136.

American Depositary Receipts (Adr) Holdings of U.S. Based Emerging Market Funds

Number of pages: 51 Posted: 01 Apr 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Georgetown University - Department of Finance and World Bank
Downloads 388
137.

Earnings Management and Expectations Management: Implications for Analyst Rationality

Number of pages: 41 Posted: 30 Mar 2005
Working Paper Series
National University of Singapore (NUS) - Department of Accounting and Georgetown University - Department of Finance
Downloads 432
138.

ADR Holdings of U.S.- Based Emerging Market Funds

Number of pages: 50 Posted: 22 Mar 2005 Last Revised: 24 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Georgetown University - Department of Finance and World Bank

Multiple version iconThere are 2 versions of this paper

Downloads 145
139.

Value at Risk and the Cross-Section of Hedge Fund Returns

EFA 2005 Moscow Meetings
Number of pages: 49 Posted: 18 Mar 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Citigroup Alternative Investments and University of Massachusetts Amherst - Department of Finance
Downloads 1,141
140.

Estimating the Intertemporal Capital Asset Pricing Model with Cross-Sectional Consistency

Number of pages: 56 Posted: 16 Mar 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 699
141.

A Model-Independent Measure of Aggregate Idiosyncratic Risk

Number of pages: 48 Posted: 16 Mar 2005 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 697
142.

High Quality Bond Funds: Market Timing Ability and Performance

Number of pages: 48 Posted: 10 Mar 2005
Working Paper Series
Georgetown University - Department of Finance, University of Denver and Towson University
Downloads 479
143.

Employee Stock Options as Warrants

Posted: 03 Feb 2005
Accepted Paper Series
Georgetown University
144.

Why are Stock Buyback Announcements Good News?

Number of pages: 48 Posted: 13 Jan 2005
Working Paper Series
Georgetown University and Government of the United States of America - Risk Analysis Division
Downloads 1,530
145.

So What Do I Get? The Bank's View of Lending Relationships

Journal of Financial Economics (JFE), Vol. 85, No. 2, pp. 368-419, 2007
Posted: 08 Sep 2004 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
147.

An Examination of Long-Term Abnormal Stock Returns and Operating Performance Following R&D Increases

Posted: 01 Aug 2004
Accepted Paper Series
Georgetown University, Southern Methodist University (SMU) - Finance Department and Government of the United States of America - Risk Analysis Division
148.

Value at Risk and Expected Stock Returns

Financial Analysts Journal, Vol. 60, No. 2, pp. 57-73, March/April 2004
Posted: 07 May 2004
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Fordham University
149.

Cyclicality in Catastrophic and Operational Risk Measurements

Number of pages: 51 Posted: 18 Feb 2004
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Multiple version iconThere are 5 versions of this paper

Downloads 755
150.

When-Issued Shares, Small Trades and the Variance of Returns Around Stock Splits

Posted: 10 Feb 2004
Accepted Paper Series
Georgetown University - Department of Finance, Oregon State University - College of Business and University of Saskatchewan - Department of Finance and Management Science