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JEL Code: G2

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Viewing: 9,401 - 9,450 of 32,571 papers

9401.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL
Downloads 42,947
9402.

We Don't Quite Know What We are Talking About When We Talk About Volatility

Journal of Portfolio Management, Vol. 33, No. 4, 2007
Number of pages: 8 Posted: 14 Mar 2007 Last Revised: 16 Nov 2012
Accepted Paper Series
Microsoft Research New York City and NYU-Tandon School of Engineering
Downloads 34,834
9403.

Facts and Fantasies about Commodity Futures

Yale ICF Working Paper No. 04-20
Number of pages: 41 Posted: 29 Jun 2004
Working Paper Series
Yale School of Management and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 26,656
9404.

Optimal Capital Allocation Using RAROC and EVA

Journal of Financial Intermediation, Forthcoming
Number of pages: 44 Posted: 11 Sep 1998
Accepted Paper Series
Vienna University of Economics and Business and Vienna University of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 23,665
9405.

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 23,392
9406.

The Golden Dilemma

Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Number of pages: 48 Posted: 06 Jun 2012 Last Revised: 28 Aug 2015
Accepted Paper Series
TR and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 22,114
9407.

Efficiency of Financial Institutions: International Survey and Directions for Future Research

Number of pages: 75 Posted: 07 Apr 1997
Working Paper Series
University of South Carolina - Darla Moore School of Business and Florida State University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 18,026
9408.

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 17,821
9409.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 17,699
9410.

Political Competition, Ideology and Corruption

Number of pages: 43 Posted: 30 Jan 2008
Working Paper Series
University of Leicester and University of Warwick - Finance Group
Downloads 17,107
9411.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 16,469
9412.

Valuation Using Multiples: How Do Analysts Reach Their Conclusions?

Number of pages: 13 Posted: 17 Jul 2001 Last Revised: 19 Oct 2017
Working Paper Series
University of Navarra - IESE Business School
Downloads 16,225
9413.

Problem Loans and Cost Efficiency in Commercial Banks

WFIC 96-01
Number of pages: 30 Posted: 17 Jan 1996
Working Paper Series
University of South Carolina - Darla Moore School of Business and University of Kansas School of Business
Downloads 16,019
9414.

The Flash Crash: High-Frequency Trading in an Electronic Market

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 27 May 2011 Last Revised: 18 Apr 2017
Accepted Paper Series
Imperial College London - Centre for Global Finance and Technology, University of Maryland, Southern Methodist University (SMU) - Edwin L. Cox School of Business and Federal Reserve Board
Downloads 15,451
9415.

Asymmetric Information, Heterogeneity in Risk Perceptions and Insurance: An Explanation to a Puzzle

Number of pages: 27 Posted: 18 Nov 2008
Working Paper Series
University of Warwick - Finance Group
Downloads 15,121
9416.

Performance of Private Equity Funds

EFA 2005 Moscow Meetings
Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 28 Mar 2008
Working Paper Series
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 15,034
9417.

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 14,886
9418.

The Economics of Private Equity Funds

Review of Financial Studies, Vol. 23, pp. 2303-2341, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 57 Posted: 27 Jun 2007 Last Revised: 03 Aug 2010
Accepted Paper Series
Yale School of Management and University of California, Davis - Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 14,546
9419.

What Happened to the Quants in August 2007?

Number of pages: 67 Posted: 21 Sep 2007 Last Revised: 17 Jan 2008
Working Paper Series
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 14,503
9420.

A Review of IPO Activity, Pricing and Allocations

Yale ICF Working Paper No. 02-01
Number of pages: 45 Posted: 09 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA) and University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 3 versions of this paper

Downloads 14,364
9421.

Understanding the Securitization of Subprime Mortgage Credit

Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82 Posted: 14 Dec 2007 Last Revised: 11 Mar 2008
Working Paper Series
Federal Reserve Bank of New York and Oliver Wyman

Multiple version iconThere are 2 versions of this paper

Downloads 13,906
9422.

The Fall of Enron

Harvard NOM Working Paper No. 03-38
Number of pages: 46 Posted: 17 Oct 2003
Accepted Paper Series
Harvard University - Harvard Business School and Harvard Business School
Downloads 12,609
9423.

119 Common Errors in Company Valuations

IESE Business School Working Paper No. 714
Number of pages: 27 Posted: 30 Oct 2007 Last Revised: 17 Oct 2017
Working Paper Series
University of Navarra - IESE Business School and University of Navarra - IESE Business School
Downloads 12,254
9424.

Hedge Funds and the Asian Currency Crisis of 1997

Yale School of Management Working Paper No. F-58
Number of pages: 30 Posted: 11 Feb 1998
Working Paper Series
Yale School of Management - International Center for Finance, New York University - Stern School of Business and PARADIGM Capital Management

Multiple version iconThere are 3 versions of this paper

Downloads 12,084
9425.

Frictions to Political Competition and Financial Openness

Number of pages: 39 Posted: 11 Aug 2008
Working Paper Series
University of Warwick - Finance Group and University of Leicester
Downloads 11,647
9426.

Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007

Number of pages: 53 Posted: 18 May 2009
Working Paper Series
Yale School of Management
Downloads 11,156
9427.

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 10,326
9428.

The Cash Flow, Return and Risk Characteristics of Private Equity

NYU, Finance Working Paper No. 03-001
Number of pages: 43 Posted: 18 Mar 2003
Working Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 7 versions of this paper

Downloads 10,315
9429.

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Number of pages: 47 Posted: 18 May 2010 Last Revised: 05 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 10,192
9430.

Bank Lending During the Financial Crisis of 2008

EFA 2009 Bergen Meetings Paper
Number of pages: 45 Posted: 10 Nov 2008 Last Revised: 31 Jul 2009
Working Paper Series
Harvard University and Harvard Business School - Finance Unit
Downloads 9,929
9431.

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 9,679
9432.

Reducing Retirement Risk with a Rising Equity Glide-Path

Number of pages: 19 Posted: 13 Sep 2013
Working Paper Series
The American College and The Kitces Report & Nerd's Eye View
Downloads 9,638
9433.

The Long-Term Effects of Hedge Fund Activism

Harvard Law School John M. Olin Center Discussion Paper No. 802, Columbia Law Review, Vol. 115, 2015, pp. 1085-1156, Columbia Business School Research Paper No. 13-66
Number of pages: 77 Posted: 07 Aug 2013 Last Revised: 02 Jul 2015
Accepted Paper Series
Harvard Law School, Duke University - Fuqua School of Business and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 9,516
9434.

Regulating Bankers' Pay

Georgetown Law Journal, Vol. 98, No. 2, pp. 247-287, 2010, Harvard Law and Economics Discussion Paper No. 641
Number of pages: 52 Posted: 30 May 2009 Last Revised: 08 Oct 2010
Accepted Paper Series
Harvard Law School and Harvard Law School
Downloads 9,423
9435.

Can Hedge-Fund Returns Be Replicated?: The Linear Case

Number of pages: 54 Posted: 27 Aug 2006
Working Paper Series
Babson College - Finance Division and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 9,395
9436.

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance

Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
Number of pages: 14 Posted: 12 Aug 2013 Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Guggenheim Partners, LLC and Western Michigan University
Downloads 9,381
9437.

Regulating the Shadow Banking System

Number of pages: 41 Posted: 15 Sep 2010 Last Revised: 12 Nov 2010
Working Paper Series
Yale School of Management and Yale School of Management
Downloads 9,298
9438.

Hedge Funds With Style

EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35 Posted: 21 Feb 2001
Working Paper Series
New York University - Stern School of Business and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 9,163
9439.

The Wages of Failure: Executive Compensation at Bear Stearns and Lehman 2000-2008

Yale Journal on Regulation, Vol. 27, 2010, pp. 257-282, Harvard Law and Economics Discussion Paper No. 657, ECGI - Finance Working Paper No. 287
Number of pages: 31 Posted: 26 Nov 2009 Last Revised: 01 Dec 2010
Accepted Paper Series
Harvard Law School, Tel Aviv University - Eitan Berglas School of Economics and Harvard Law School
Downloads 9,131
9440.

Corporate Governance in the 2007-2008 Financial Crisis: Evidence from Financial Institutions Worldwide

Journal of Corporate Finance, Vol. 18, 2012
Number of pages: 56 Posted: 29 Oct 2010 Last Revised: 13 Feb 2012
Accepted Paper Series
Georgetown University - McDonough School of Business, Hong Kong University of Science & Technology (HKUST) and University of Virginia - Darden School of Business
Downloads 9,123
9441.

Did Securitization Lead to Lax Screening? Evidence from Subprime Loans

EFA 2008 Athens Meetings Paper
Number of pages: 59 Posted: 03 Mar 2008 Last Revised: 11 Jan 2009
Working Paper Series
The Wharton School - University of Pennsylvania, Real Estate Department, Sorin Capital Management, LLC, Stanford University and London Business School
Downloads 9,083
9442.

Competition and Crisis in Mortgage Securitization

Indiana Law Journal, Vol. 88, p.213, (2013)
Number of pages: 59 Posted: 10 Sep 2011 Last Revised: 22 Sep 2013
Accepted Paper Series
USC Gould School of Law

Multiple version iconThere are 2 versions of this paper

Downloads 9,047
9443.

The Subprime Credit Crisis of 07

Number of pages: 56 Posted: 25 Mar 2008 Last Revised: 15 Jun 2016
Working Paper Series
University of Houston - C.T. Bauer College of Business, Natixis and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 8,925
9444.

The Economics of Small Business Finance: The Roles of Private Equity and Debt Markets in the Financial Growth Cycle

Number of pages: 69 Posted: 27 Nov 1998
Working Paper Series
University of South Carolina - Darla Moore School of Business and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 8,888
9445.

How and Why Credit Rating Agencies are Not Like Other Gatekeepers

FINANCIAL GATEKEEPERS: CAN THEY PROTECT INVESTORS?, Yasuyuki Fuchita, Robert E. Litan, eds., Brookings Institution Press and the Nomura Institute of Capital Markets Research, 2006, San Diego Legal Studies Paper No. 07-46
Number of pages: 45 Posted: 04 May 2006
Accepted Paper Series
University of San Diego School of Law
Downloads 8,834
9446.

The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies

ISMA Finance Discussion Paper No. 2002-08
Number of pages: 55 Posted: 05 Aug 2002
Working Paper Series
University of Sussex - School of Business, Management and Economics and University of Reading - ISMA Centre
Downloads 8,832
9447.

How Do Venture Capitalists Make Decisions?

Stanford University Graduate School of Business Research Paper No. 16-33, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 477/2016
Number of pages: 95 Posted: 29 Jun 2016 Last Revised: 10 May 2017
Working Paper Series
Harvard Business School - Finance Unit, University of British Columbia (UBC) - Sauder School of Business, University of Chicago - Booth School of Business and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,731
9448.

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
Downloads 8,643
9449.

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 8,578
9450.

Private Equity Performance: What Do We Know?

Journal of Finance, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-44, Darden Business School Working Paper No. 1932316
Number of pages: 43 Posted: 23 Sep 2011 Last Revised: 30 Jul 2013
Accepted Paper Series
University of Virginia - Darden School of Business, University of Oxford - Said Business School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,543