Search Results
JEL Code: G12

17,246,677 Total downloads

Viewing: 1 - 50 of 28,760 papers

1.

151 Trading Strategies

Z. Kakushadze and J.A. Serur. 151 Trading Strategies. Cham, Switzerland: Palgrave Macmillan, an imprint of Springer Nature, 1st Edition (2018), XX, 480 pp; ISBN 978-3-030-02791-9
Number of pages: 361 Posted: 13 Sep 2018 Last Revised: 16 Sep 2019
Accepted Paper Series
Quantigic Solutions LLC and NYU - Courant Institute of Mathematical Sciences
Downloads 106,704
2.

A Five-Factor Asset Pricing Model

Fama-Miller Working Paper
Number of pages: 52 Posted: 30 Jun 2013 Last Revised: 23 Sep 2014
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 83,140
3.

Company Valuation Methods

Number of pages: 18 Posted: 22 Jul 2001 Last Revised: 10 May 2023
Working Paper Series
IESE Business School
Downloads 66,099
4.

Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models

Number of pages: 69 Posted: 10 Apr 2023 Last Revised: 14 Apr 2024
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate and University of Florida - Department of Finance
Downloads 63,283
5.

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

Number of pages: 46 Posted: 28 Apr 2014
Working Paper Series
Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
Downloads 55,592
6.

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
Harvard University - Business School (HBS), Sloan School of Management, MIT (Deceased) and Stanford Graduate School of BusinessPlatinum Grove Asset Management L.P.
Downloads 51,514
7.

A Comparison of Dividend, Cash Flow, and Earnings Approaches to Equity Valuation

Number of pages: 68 Posted: 31 Mar 1997
Working Paper Series
Columbia University - Columbia Business School, Accounting, Business Law & Taxation and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 47,565
8.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009
Working Paper Series
University of Illinois at Chicago and Man AHL
Downloads 45,361
9.

Value Versus Growth: The International Evidence

Number of pages: 30 Posted: 01 May 1997
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 42,769
10.

Métodos de valoración de empresas (Company Valuation Methods)

Number of pages: 28 Posted: 15 Sep 2008 Last Revised: 26 Oct 2020
Working Paper Series
IESE Business School
Downloads 41,256
11.

Financial Statement Analysis with Large Language Models

Chicago Booth Research Paper Forthcoming, Fama-Miller Working Paper
Number of pages: 54 Posted: 21 May 2024
Working Paper Series
University of Chicago Booth School of Business, University of Chicago - Booth School of Business and University of Chicago Booth School of Business
Downloads 41,227
12.

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 40,056
13.

Stock Market Charts You Never Saw

Number of pages: 54 Posted: 11 Oct 2017 Last Revised: 17 Mar 2021
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 39,548
14.

Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories

EFMA 2002 London Meetings
Number of pages: 16 Posted: 14 May 2004 Last Revised: 28 Apr 2023
Working Paper Series
IESE Business School
Downloads 38,682
15.

Bridging the gap between Markowitz planning and deep reinforcement learning (ICAPS PRL Presentation Slides 2020)

Number of pages: 37 Posted: 25 Oct 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 38,500
16.

Índice Libro Valoración de Empresas y Sensatez (Company Valuation and Common Sense)

Number of pages: 7 Posted: 28 Jan 2013 Last Revised: 14 Oct 2019
Working Paper Series
IESE Business School
Downloads 38,432
17.

Fact, Fiction and Momentum Investing

Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of pages: 26 Posted: 12 May 2014 Last Revised: 03 Oct 2014
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads 36,502
18.

Value Based Management: Economic Value Added or Cash Value Added?

FWC AB Study No. 1997:3
Number of pages: 42 Posted: 05 Apr 1999
Working Paper Series
University of Gothenburg - School of Business, Economics and Law
Downloads 35,769
19.

Adaptive Supervised Learning for Volatility Targeting Models (Ecml Pkdd Midas 2021 Presentation Slides)

Number of pages: 17 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Lombard Odier Investment Managers, École Polytechnique Fédérale de Lausanne, Lombard Odier Investment Managers and AI For Alpha
Downloads 32,369
20.

Time your hedge with Deep Reinforcement Learning (ICAPS 2020 Presentation Slides)

Number of pages: 38 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 31,020
21.

Knowledge discovery with Deep RL for selecting financial hedges (AAAI 2021 KDF Presentation slides)

Number of pages: 19 Posted: 28 Sep 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Société Générale and SGCIB
Downloads 30,655
22.

Understanding Modern Portfolio Construction

Number of pages: 46 Posted: 03 Mar 2016 Last Revised: 22 Sep 2016
Working Paper Series
Discipline Funds
Downloads 28,641
23.

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 28,599
24.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition

Number of pages: 114 Posted: 24 Mar 2013
Working Paper Series
New York University - Stern School of Business
Downloads 28,062
25.

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 Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 27,526
26.

Return on Capital (ROC), Return on Invested Capital (ROIC) and Return on Equity (ROE): Measurement and Implications

Number of pages: 69 Posted: 26 Mar 2008 Last Revised: 29 May 2008
Working Paper Series
New York University - Stern School of Business
Downloads 26,880
27.

Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers

IESE Business School Working Paper No. WP-1059-E
Number of pages: 18 Posted: 16 Jun 2012 Last Revised: 12 Oct 2017
Working Paper Series
IESE Business School, IESE Business School and IESE
Downloads 26,016
28.

Equity Risk Premiums: Determinants, Estimation and Implications - The 2020 Edition

NYU Stern School of Business
Number of pages: 143 Posted: 19 Mar 2020
Working Paper Series
New York University - Stern School of Business
Downloads 25,801
29.

A Survey of Behavioral Finance

Number of pages: 77 Posted: 04 Oct 2002
Working Paper Series
National Bureau of Economic Research (NBER)Yale School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 25,432
30.

WACC: Definition, Misconceptions and Errors

Number of pages: 8 Posted: 05 Jun 2010 Last Revised: 28 Apr 2023
Working Paper Series
IESE Business School
Downloads 24,925
31.

Country Risk: Determinants, Measures and Implications - The 2015 Edition

Number of pages: 97 Posted: 15 Jul 2015 Last Revised: 01 Aug 2015
Working Paper Series
New York University - Stern School of Business
Downloads 23,937
32.

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 23,901
33.

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 ManagementCauseway Capital Management, LLC, Harvard Business School and Northwestern University - Department of Accounting Information & Management
Downloads 23,418
34.

Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask

Number of pages: 82 Posted: 18 Feb 2013 Last Revised: 03 Apr 2013
Working Paper Series
Digital Gold Institute and Intesa Sanpaolo - Financial and Market Risk Management
Downloads 23,142
35.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2019 Edition

NYU Stern School of Business
Number of pages: 135 Posted: 29 May 2019
Working Paper Series
New York University - Stern School of Business
Downloads 22,839
36.

Does the Carbon Premium Reflect Risk or Mispricing?*

European Corporate Governance Institute – Finance Working Paper No. 940/2023
Number of pages: 24 Posted: 25 Sep 2023 Last Revised: 30 May 2024
Working Paper Series
Sabanci University, Sabanci University Graduate School of Management, London Business School - Institute of Finance and Accounting and Sabanci University
Downloads 22,725
37.

Valoración de empresas por descuento de flujos: 10 métodos y 7 teorías (Valuing Companies by Cash Flow Discounting: 10 Methods and 7 Theories)

Number of pages: 16 Posted: 12 Sep 2008 Last Revised: 13 Oct 2019
Working Paper Series
IESE Business School
Downloads 22,582
38.

…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, Purdue University and Seattle Pacific University
Downloads 21,446
39.

Survey: Market Risk Premium and Risk-Free Rate used for 88 countries in 2021

IESE Business School Working Paper
Number of pages: 17 Posted: 16 Jun 2021
Working Paper Series
IESE Business School, University of Navarra, IESE Business School and Independent
Downloads 20,683
40.

Factor Investing

Columbia Business School Research Paper No. 13-42
Number of pages: 72 Posted: 11 Jun 2013
Working Paper Series
BlackRock, Inc
Downloads 20,662
42.

Deep Decoding of Strategies

Université Paris-Dauphine Research Paper No. 4128693
Number of pages: 20 Posted: 16 Jun 2022 Last Revised: 05 May 2024
Working Paper Series
AI For Alpha, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 20,398
43.

The Equity Premium

Number of pages: 29 Posted: 20 Jul 2000
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 20,348
44.

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

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 27 May 2011 Last Revised: 11 Dec 2023
Accepted Paper Series
University of Cambridge - Finance, University of Maryland, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 20,342
45.

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 20,114
46.

Three Residual Income Valuation Methods and Discounted Cash Flow Valuation

Number of pages: 12 Posted: 16 Jan 2002 Last Revised: 02 Jun 2019
Working Paper Series
IESE Business School
Downloads 19,879
47.

Quality Minus Junk

Number of pages: 80 Posted: 19 Aug 2013 Last Revised: 10 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 19,790
48.

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 19,544
49.

Survey: Market Risk Premium and Risk-Free Rate used for 81 countries in 2020

IESE Business School Working Paper No. WP-1244-E
Number of pages: 15 Posted: 25 Mar 2020
Working Paper Series
IESE Business School, Instituto de Estudos Sociais e Economicos (IESE) and Independent
Downloads 19,145
50.

Risk Management for Hedge Funds: Introduction and Overview

Number of pages: 36 Posted: 13 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 19,030