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JEL Code: E3

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Viewing: 61 - 110 of 11,832 papers

61.

The Financial Instability Hypothesis

The Jerome Levy Economics Institute Working Paper No. 74
Number of pages: 10 Posted: 30 Jul 1999
Working Paper Series
Deceased
Downloads 17,966
62.

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31 Posted: 07 Aug 2008 Last Revised: 21 Jun 2013
Accepted Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 12,813
63.

Carry

Fama-Miller Working Paper
Number of pages: 67 Posted: 26 Jul 2013 Last Revised: 01 Nov 2016
Working Paper Series
New York University (NYU) - Department of Finance, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

Multiple version iconThere are 4 versions of this paper

Downloads 7,774
64.

Black Money and Demonetisation

Number of pages: 24 Posted: 14 Nov 2016
Working Paper Series
University of Mumbai
Downloads 7,612
65.

Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations

Number of pages: 60 Posted: 02 Sep 2012 Last Revised: 10 May 2017
Working Paper Series
Imperial College Business School and Imperial College Business School
Downloads 7,567
66.

Momentum Strategies in Futures Markets and Trend-following Funds

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 60 Posted: 06 Dec 2011 Last Revised: 12 Oct 2015
Working Paper Series
Imperial College Business School and Imperial College Business School
Downloads 6,333
67.

Prospective Analysis: Guidelines for Forecasting Financial Statements

INVESTMENT MANAGEMENT: A MODERN GUIDE TO SECURITY ANALYSIS AND STOCK SELECTION, Ramanna Vishwanath, Chandrasekhar Krishnamurti, eds., 2009
Number of pages: 78 Posted: 31 Oct 2007 Last Revised: 01 Apr 2009
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation and Duke University - Duke Center for International Development in the Sanford School of Public Policy
Downloads 6,110
68.

The Crisis: Basic Mechanisms, and Appropriate Policies

MIT Department of Economics Working Paper No. 09-01
Number of pages: 34 Posted: 10 Jan 2009 Last Revised: 15 Jan 2009
Working Paper Series
National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

Downloads 5,766
69.

Construction of Free Cash Flows: A Pedagogical Note. Part I

Number of pages: 23 Posted: 02 Dec 1999
Case and Teaching Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 5,428
70.

Stress-testing Financial Systems: An Overview of Current Methodologies

BIS Working Paper No. 165
Number of pages: 41 Posted: 20 Sep 2007
Working Paper Series
World Bank Group - International Finance Corporation
Downloads 5,212
71.

Demography and the Long-Run Predictability of the Stock Market

USC CLEO Research Paper No. C02-21; Cowles Foundation Discussion Paper No. 1380
Number of pages: 33 Posted: 24 Sep 2002
Working Paper Series
Yale University - Cowles Foundation, University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 5,110
72.

Understanding the Fed Model, Capital Structure, and Then Some

Number of pages: 25 Posted: 24 Apr 2011 Last Revised: 15 Aug 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 4,209
73.

What Explains the 2007-2009 Drop in Employment?

Fama-Miller Working Paper , Chicago Booth Research Paper No. 13-43
Number of pages: 51 Posted: 17 Nov 2011 Last Revised: 01 Mar 2014
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,122
74.

Household Balance Sheets, Consumption, and the Economic Slump

Chicago Booth Research Paper No. 13-42, Fama-Miller Working Paper
Number of pages: 50 Posted: 18 Nov 2011 Last Revised: 07 Jun 2013
Working Paper Series
Princeton University - Department of Economics, MasterCard Advisors and University of Chicago - Booth School of Business
Downloads 3,726
75.

An Impressionistic View of the 'Real' Price of Gold Around the World

Number of pages: 29 Posted: 19 Sep 2012 Last Revised: 20 Sep 2012
Working Paper Series
TR and Duke University - Fuqua School of Business
Downloads 3,694
76.

The U.S. Current Account and the Dollar

MIT Department of Economics Working Paper No. 05-02
Number of pages: 69 Posted: 27 Jan 2005
Working Paper Series
National Bureau of Economic Research (NBER), Bocconi University - Department of Economics and King's College London

Multiple version iconThere are 3 versions of this paper

Downloads 3,626
77.

Hayek Money: The Cryptocurrency Price Stability Solution

Number of pages: 51 Posted: 17 Apr 2014 Last Revised: 23 Aug 2016
Working Paper Series
Milan Bicocca University - Department of Statistics and Quantitative Methods
Downloads 3,605
78.

NonLinear Effects of Inflation on Economic Growth

IMF Working Paper No. 95/56
Number of pages: 26 Posted: 15 Feb 2006
Working Paper Series
Independent
Downloads 3,595
79.

What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?

Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 24 Jun 2012
Accepted Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,542
80.

Construction of Free Cash Flows: A Pedagogical Note. Part II

Number of pages: 14 Posted: 19 Jan 2000
Case and Teaching Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 3,260
81.

The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so Different from the 1970s?

MIT Department of Economics Working Paper No. 07-21
Number of pages: 76 Posted: 26 Aug 2007 Last Revised: 01 Apr 2008
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 3,150
82.

Guide for Forecasting Financial Statements and Financial Valuation of a Business Plan (In Spanish)

Number of pages: 81 Posted: 23 Jun 2004
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 3,145
83.

Liquidity and Leverage

FRB of New York Staff Report No. 328
Number of pages: 39 Posted: 04 Jun 2008 Last Revised: 11 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 3,062
84.

Technological Innovation, Resource Allocation and Growth

Quarterly Journal of Economics, Forthcoming
Number of pages: 78 Posted: 22 Dec 2012 Last Revised: 05 Feb 2017
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,002
85.

Changes in the U.S. Financial System and the Subprime Crisis

Levy Economics Institute Working Paper No. 530
Number of pages: 21 Posted: 23 Apr 2008
Working Paper Series
Bard College - The Levy Economics Institute
Downloads 2,814
86.

The State of Macro

MIT Department of Economics Working Paper No. 08-12
Number of pages: 32 Posted: 20 Aug 2008 Last Revised: 26 Aug 2008
Working Paper Series
National Bureau of Economic Research (NBER)

Multiple version iconThere are 4 versions of this paper

Downloads 2,762
87.

Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices

The Accounting Review, Year 2011, Volume 86, Number 3 (May), Pages 1045-1085
Number of pages: 54 Posted: 26 Feb 2009 Last Revised: 27 Apr 2016
Accepted Paper Series
University of California, Berkeley - Haas School of Business
Downloads 2,674
88.

Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution

Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Number of pages: 104 Posted: 17 Jul 2010 Last Revised: 25 Apr 2011
Accepted Paper Series
USC Gould School of Law and Davis Polk & Wardwell LLP - New York Office
Downloads 2,625
89.

Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals

Number of pages: 23 Posted: 27 Jul 2006
Working Paper Series
University of Oklahoma - Division of Finance and Oklahoma City University
Downloads 2,554
90.

Capital Structure Choice: Macroeconomic Conditions and Financial Constraints

AFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279
Number of pages: 50 Posted: 04 Mar 2002
Working Paper Series

Multiple version iconThere are 2 versions of this paper

Downloads 2,524
91.

How Does Globalization Affect the Synchronization of Business Cycles?

IZA Discussion Paper No. 702
Number of pages: 18 Posted: 16 Mar 2003
Working Paper Series
Development Prospects Group at the World Bank, Cornell University - Dyson School of Applied Economics and Management and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,383
92.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,379
93.

'Real' Assets

Columbia Business School Research Paper No. 12-60
Number of pages: 64 Posted: 13 Oct 2012
Working Paper Series
BlackRock, Inc
Downloads 2,321
94.

Stock Market Fluctuations And The Business Cycle

Number of pages: 31 Posted: 24 Sep 2001
Working Paper Series
University of California Riverside

Multiple version iconThere are 2 versions of this paper

Downloads 2,303
95.

The Perception of Time, Risk and Return During Periods of Speculation

Number of pages: 37 Posted: 11 Jan 2002
Working Paper Series
Columbia University
Downloads 2,194
96.

International Asset Allocation with Time-Varying Correlations

Number of pages: 80 Posted: 07 Apr 1999
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,190
97.

Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions

Number of pages: 53 Posted: 30 Aug 2006 Last Revised: 02 Sep 2011
Working Paper Series
Imperial College Business School

Multiple version iconThere are 2 versions of this paper

Downloads 2,166
98.

Real Wage Rigidities and the New Keynesian Model

MIT Department of Economics Working Paper No. 05-28, FRB Boston Working Paper No. 05-14
Number of pages: 37 Posted: 07 Nov 2005
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)

Multiple version iconThere are 3 versions of this paper

Downloads 2,151
99.

Project Evaluation in an Inflationary Environment

Cuadernos de Administracion, Vol. 14, No. 23, pp. 107-130, June 2001
Number of pages: 28 Posted: 11 Feb 1999 Last Revised: 01 Apr 2009
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 2,125
100.

Value Creation in the Firm/La Creacion de valor en la Empresa

Working Paper No. 14
Number of pages: 51 Posted: 07 Sep 2001
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 2,125
101.

Household Debt and Business Cycles Worldwide

Fama-Miller Working Paper, Chicago Booth Research Paper, Kreisman Working Papers Series in Housing Law and Policy No. 38
Number of pages: 63 Posted: 05 Sep 2015 Last Revised: 09 Feb 2017
Working Paper Series
Princeton University - Department of Economics, University of Chicago - Booth School of Business and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,099
102.

Labor Markets and Monetary Policy: A New-Keynesian Model with Unemployement

MIT Department of Economics Working Paper No. 06-22, CFS Working Paper No. 2007/08
Number of pages: 42 Posted: 31 Jul 2006
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 2,090
103.

The Fisher Effect under Deflationary Expectations

Number of pages: 23 Posted: 27 Jan 2011 Last Revised: 23 Dec 2013
Working Paper Series
Federal Trade Commission
Downloads 2,085
104.

How Badly Flawed is Chinese Economic Data? The Opening Bid is $1 Trillion

Number of pages: 32 Posted: 07 Aug 2013 Last Revised: 14 Aug 2013
Working Paper Series
Peking University - HSBC School of Business
Downloads 1,994
105.

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Number of pages: 59 Posted: 25 Feb 2000
Working Paper Series
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,962
106.

Momentum Investing & Asset Allocation

Number of pages: 22 Posted: 11 Oct 2015 Last Revised: 01 May 2016
Working Paper Series
Berkeley Square Capital Management, LLC
Downloads 1,932
107.

Network Centrality and the Cross Section of Stock Returns

Number of pages: 72 Posted: 07 Jan 2013 Last Revised: 17 Dec 2013
Working Paper Series
University of Southern California - Marshall School of Business
Downloads 1,915
108.

The Historical Simulation Method for Value-at-Risk: A Research Based Evaluation of the Industry Favorite

Number of pages: 22 Posted: 19 Apr 2012 Last Revised: 26 Jul 2013
Working Paper Series
Indian Institute of Management, PGDM
Downloads 1,913
109.

Global Recession and Microfinance in Developing Countries: Threats and Opportunities

Number of pages: 34 Posted: 22 Dec 2008 Last Revised: 04 Jan 2014
Working Paper Series
Università Cattolica del Sacro Cuore - Department of Business Administration
Downloads 1,901
110.

The Euro Area Crisis: Politics Over Economics

MIT Sloan Research Paper No. 5091-14
Number of pages: 35 Posted: 11 Jun 2014
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,828