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JEL Code: G14

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Viewing: 5,071 - 5,120 of 14,578 papers

5071.

Market Efficiency, Long-Term Returns, and Behavioral Finance

Number of pages: 31 Posted: 30 Apr 1997
Working Paper Series
University of Chicago - Finance
Downloads 87,074
5072.

The Capital Asset Pricing Model: Some Empirical Tests

Michael C. Jensen, STUDIES IN THE THEORY OF CAPITAL MARKETS, Praeger Publishers Inc., 1972
Number of pages: 54 Posted: 13 Jun 2006
Accepted Paper Series
SSRN, Sloan School of Management, MIT (Deceased) and Stanford Graduate School of Business
Downloads 34,365
5073.

Taxes, Financing Decisions, and Firm Value

Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34 Posted: 01 Feb 1997
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth

Multiple version iconThere are 2 versions of this paper

Downloads 26,135
5074.

Risk Premia Harvesting Through Dual Momentum

Journal of Management & Entrepreneurship, vol.2, no.1 (Mar 2017), 27-55
Number of pages: 37 Posted: 19 Apr 2012 Last Revised: 23 May 2017
Accepted Paper Series
Portfolio Management Consultants
Downloads 25,600
5075.

Corporate Governance and Equity Prices

Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67 Posted: 12 Sep 2001
Working Paper Series
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 24,220
5076.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 07 May 2009
Working Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 23,789
5077.

Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?

Number of pages: 46 Posted: 28 Apr 2014
Working Paper Series
California Institute of Technology and New York University - Stern School of Business
Downloads 22,984
5078.

An Analysis of the Financial Crisis of 2008: Causes and Solutions

Number of pages: 28 Posted: 04 Nov 2008 Last Revised: 16 Dec 2008
Working Paper Series
Oakland University - School of Business Administration
Downloads 22,246
5079.

Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay

Number of pages: 33 Posted: 04 Apr 2013 Last Revised: 13 Jun 2015
Working Paper Series
Portfolio Management Consultants
Downloads 21,811
5080.

Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research

Number of pages: 91 Posted: 13 Mar 2008 Last Revised: 07 May 2008
Working Paper Series
University of Chicago - Booth School of Business and Boston University Questrom School of Business
Downloads 21,156
5081.

Risk Management Lessons from Long-Term Capital Management

Number of pages: 27 Posted: 02 Aug 1999
Working Paper Series
University of California, Irvine - Paul Merage School of Business
Downloads 17,926
5082.

The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading

The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
Number of pages: 15 Posted: 22 Oct 2010 Last Revised: 31 Jan 2011
Accepted Paper Series
Cornell University - Department of Economics, Lawrence Berkeley National Laboratory and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 17,263
5083.

Momentum

University Of Illinois Working Paper
Number of pages: 45 Posted: 05 Feb 2002
Working Paper Series
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 16,771
5084.

What is Behavioral Finance?

Business, Education & Technology Journal, Vol. 2, No. 2, pp. 1-9, Fall 2000
Number of pages: 9 Posted: 09 Mar 2001 Last Revised: 27 Nov 2008
Accepted Paper Series
Goucher College - Department of Business Management and Florida International University (FIU) - Department of Finance
Downloads 15,639
5085.

Evidence on Eva

Journal of Applied Corporate Finance, Vol. 12, No. 2, Summer 1999
Number of pages: 27 Posted: 20 Sep 1999
Accepted Paper Series
The University of Melbourne - Faculty of Business and Economics, University of San Diego - Department of Accountancy and Claremont Colleges - Peter F. Drucker Graduate School of Management
Downloads 15,571
5086.

Flow Toxicity and Liquidity in a High Frequency World

Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
Number of pages: 71 Posted: 23 Oct 2010 Last Revised: 15 Apr 2012
Accepted Paper Series
Cornell University - Department of Economics, Lawrence Berkeley National Laboratory and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 15,384
5087.

Imitation is the Sincerest Form of Flattery: Warren Buffett and Berkshire Hathaway

Number of pages: 51 Posted: 26 Sep 2005 Last Revised: 05 May 2008
Working Paper Series
American University - Kogod School of Business and University of Nevada, Las Vegas - Department of Finance
Downloads 15,151
5088.

…and the Cross-Section of Expected Returns

Number of pages: 101 Posted: 17 Apr 2013 Last Revised: 21 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business, Texas A&M University, Department of Finance and Duke University - Fuqua School of Business
Downloads 15,128
5089.

From Efficient Market Theory to Behavioral Finance

Cowles Foundation Discussion Paper No. 1385
Number of pages: 44 Posted: 08 Nov 2002
Working Paper Series
Yale University - Cowles Foundation
Downloads 14,621
5090.

The Crisis of Fair Value Accounting: Making Sense of the Recent Debate

Chicago Booth Research Paper No. 33, Accounting, Organizations and Society, Vol. 34, 2009
Number of pages: 28 Posted: 21 Apr 2009
Accepted Paper Series
Vienna University of Economics and Business and University of Chicago - Booth School of Business
Downloads 14,110
5091.

Value Investing: Investing for Grown Ups?

Number of pages: 79 Posted: 20 Apr 2012 Last Revised: 27 Jun 2012
Working Paper Series
New York University - Stern School of Business
Downloads 13,970
5092.

Offshore Hedge Funds: Survival & Performance 1989-1995

Yale School of Management Working Paper No. F-52B
Number of pages: 38 Posted: 27 Feb 1997
Working Paper Series
Yale School of Management - International Center for Finance, Yale School of Management and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 13,754
5093.

The Econometrics of Event Studies

Number of pages: 51 Posted: 25 Oct 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads 13,496
5094.

Mandatory IFRS Reporting Around the World: Early Evidence on the Economic Consequences

ECGI - Finance Working Paper No. 198/2008, Chicago GSB Research Paper No. 12
Number of pages: 74 Posted: 25 Oct 2007 Last Revised: 20 Nov 2011
Working Paper Series
University of Mannheim - Accounting and Taxation, University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT)

Multiple version iconThere are 2 versions of this paper

Downloads 12,223
5095.

Global Accounting Convergence and the Potential Adoption of IFRS by the United States: An Analysis of Economic and Policy Factors

Number of pages: 104 Posted: 11 Mar 2009
Working Paper Series
University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Boston University Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 11,847
5096.

The Dow Theory: William Peter Hamilton's Track Record Re-Considered

Number of pages: 46 Posted: 11 Feb 1998
Working Paper Series
New York University - Stern School of Business, University of Miami - School of Business Administration and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 11,779
5097.

Understanding VIX

Number of pages: 13 Posted: 09 Nov 2008 Last Revised: 08 Dec 2008
Working Paper Series
Vanderbilt University - Finance
Downloads 11,340
5098.

Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

Journal of Investment Consulting, Forthcoming
Number of pages: 44 Posted: 25 May 2005
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 10,974
5099.

Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds

Number of pages: 34 Posted: 17 Nov 2008
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 10,962
5100.

Value and Momentum Everywhere

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 20 Mar 2009
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 10,848
5101.

Accounting Conservatism, the Quality of Earnings, and Stock Returns

Number of pages: 39 Posted: 23 Jan 2000
Working Paper Series
Columbia Business School - Department of Accounting and University of California, Berkeley - Accounting Group
Downloads 10,412
5102.

Just Say No to Wall Street: Putting a Stop to the Earnings Game

Journal of Applied Corporate Finance, Vol. 14, No. 4, pp. 41-46, Winter 2002
Number of pages: 7 Posted: 17 Jan 2002 Last Revised: 18 May 2013
Accepted Paper Series
The Monitor Company and SSRN

Multiple version iconThere are 3 versions of this paper

Downloads 10,404
5103.

An Alternative Three-Factor Model

Number of pages: 32 Posted: 19 May 2010 Last Revised: 21 Jan 2014
Working Paper Series
Cheung Kong Graduate School of Business, Simon Business School, University of Rochester and Ohio State University - Fisher College of Business
Downloads 10,086
5104.

Did Fair-Value Accounting Contribute to the Financial Crisis?

Chicago Booth Research Paper 09-38, ECGI - Finance Working Paper No. 266/2009, Journal of Economic Perspectives, Forthcoming
Number of pages: 48 Posted: 15 Oct 2009 Last Revised: 15 Dec 2009
Working Paper Series
Vienna University of Economics and Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 10,046
5105.

The Profitability of Technical Analysis: A Review

AgMAS Project Research Report No. 2004-04
Number of pages: 106 Posted: 15 Oct 2004
Working Paper Series
Chungbuk National University and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 10,002
5106.

High-Frequency Trading

Number of pages: 86 Posted: 06 Jun 2011
Working Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Downloads 9,944
5107.

Separating Winners from Losers Among Low Book-to-Market Stocks Using Financial Statement Analysis

Number of pages: 46 Posted: 05 May 2003
Working Paper Series
University of Toronto - Rotman School of Management
Downloads 9,686
5108.

Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices

Journal of Financial Economics 101(3), 621-640, September 2011
Number of pages: 43 Posted: 19 Mar 2008 Last Revised: 19 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting
Downloads 9,565
5109.

Efficient Markets Hypothesis

THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007
Number of pages: 28 Posted: 06 Jun 2007
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 8,981
5110.

Agency Costs of Overvalued Equity

ECGI - Finance Working Paper No. 39/2004, Harvard Business School NOM Working Paper No. 04-26, Financial Management, Vol. 34, No. 1, Spring 2005
Number of pages: 18 Posted: 29 Mar 2004 Last Revised: 06 May 2009
Accepted Paper Series
SSRN

Multiple version iconThere are 4 versions of this paper

Downloads 8,855
5111.

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

Number of pages: 42 Posted: 12 Aug 2010 Last Revised: 22 May 2012
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis and Washington University in St. Louis - Olin School of Business
Downloads 8,808
5112.

Modeling Sustainable Earnings and P/E Ratios with Financial Statement Analysis

Forthcoming
Number of pages: 57 Posted: 31 Jul 2002 Last Revised: 17 Aug 2011
Working Paper Series
Columbia Business School - Department of Accounting and University of California, Berkeley - Accounting Group
Downloads 8,710
5113.

Active Share and Mutual Fund Performance

Number of pages: 47 Posted: 02 Oct 2010 Last Revised: 17 Jan 2013
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 8,636
5114.

Does Academic Research Destroy Stock Return Predictability?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 04 Oct 2012 Last Revised: 24 Feb 2016
Accepted Paper Series
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 8,401
5115.

Keynes the Stock Market Investor: A Quantitative Analysis

Journal of Financial and Quantitative Analysis (JFQA), Vol 50, No 4, 2015, pages 431–449,
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and University of Cambridge - Judge Business School
Downloads 8,320
5116.

Economists' Hubris - The Case of Risk Management

Journal of Financial Transformation, Vol. 28, pp. 25-35, April 2010
Number of pages: 10 Posted: 16 Feb 2010 Last Revised: 17 Mar 2010
Accepted Paper Series
Capco Institute and Aston Business School
Downloads 8,279
5117.

Corporate Sustainability: First Evidence on Materiality

The Accounting Review, Vol. 91, No. 6, pp. 1697-1724.
Number of pages: 55 Posted: 11 Mar 2015 Last Revised: 01 Feb 2017
Accepted Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, Harvard University - Harvard Business School and Harvard University - Harvard Business School
Downloads 8,143
5118.

Behavioral Finance: An Introduction

Number of pages: 43 Posted: 18 Oct 2009 Last Revised: 16 Dec 2011
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 7,903
5119.

Economists’ Hubris – The Case of Equity Asset Management

Journal of Financial Transformation, Vol. 29, pp. 9-16
Number of pages: 10 Posted: 02 May 2010 Last Revised: 07 Jan 2011
Accepted Paper Series
Capco Institute, Aston Business School and Institute of Management Technology , Dubai
Downloads 7,483
5120.

Economists' Hubris - The Case of Mergers and Acquisitions

Journal of Financial Transformation, Vol. 26, pp. 4-12, 2009
Number of pages: 9 Posted: 18 Jun 2009 Last Revised: 24 Aug 2009
Accepted Paper Series
Capco Institute
Downloads 7,430