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JEL Code: G20

2,483,658 Total downloads

Viewing: 1 - 50 of 5,865 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 102,779
2.

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

AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper No. 06-14
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 09 Feb 2019
Accepted Paper Series
University of Notre Dame and Brooklyn Investment Group

Multiple version iconThere are 2 versions of this paper

Downloads 31,615
3.

A Simplified Perspective of the Markowitz Portfolio Theory

Global Journal of Business Research, v. 7 (1) pp. 59-70, 2013
Number of pages: 12 Posted: 29 Jan 2013
Accepted Paper Series
Swiss Management Centre University (Switzerland)
Downloads 19,557
4.

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) - Laboratory for Financial Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 16,081
5.

2017 Global Blockchain Benchmarking Study

Number of pages: 122 Posted: 21 Sep 2017 Last Revised: 20 Oct 2019
Working Paper Series
affiliation not provided to SSRN and University of Cambridge - Cambridge Centre for Alternative Finance
Downloads 13,158
6.

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 - Faculty of Economic and Business Sciences and New York University (NYU) - Department of Finance
Downloads 12,868
7.

The Remarkable Growth in Financial Economics, 1974-2020: Online Appendix

Journal of Financial Economics (JFE), Vol. 140, No. 3, 2021
Number of pages: 281 Posted: 15 Dec 2020 Last Revised: 12 May 2021
Accepted Paper Series
University of Rochester - Simon Business School
Downloads 11,091
8.

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 California, Berkeley - School of Law
Downloads 10,919
9.

Active Share and Mutual Fund Performance

Number of pages: 47 Posted: 02 Oct 2010 Last Revised: 17 Jan 2013
Working Paper Series
Brooklyn Investment Group
Downloads 10,673
10.

Risk Management Failures: What are They and When do They Happen?

Fisher College of Business Working Paper No. 2008-03-017, Charles A. Dice Center Working Paper No. 2008-18
Number of pages: 25 Posted: 06 Oct 2008
Working Paper Series
Ohio State University (OSU) - Department of Finance
Downloads 10,465
11.

Place Your Bets? The Market Consequences of Investment Research on Reddit's Wallstreetbets

Number of pages: 61 Posted: 22 Mar 2021 Last Revised: 17 Apr 2023
Working Paper Series
University of South Florida, University of Memphis - Finance, University of Kentucky - Gatton College of Business and Economics and University of South Florida
Downloads 10,420
12.

Impact of Stress on Employees Job Performance: A Study on Banking Sector of Pakistan

Bashir, U., & Ramay, M. I. (2010). Impact Of Stress On Employees Job Performance A Study On Banking Sector Of Pakistan. International Journal of Marketing Studies, Vol. 2, No. 1, 2, May 2010, pp. 122-126
Number of pages: 5 Posted: 20 Jun 2013
Accepted Paper Series
University of Bahrain and International Islamic University Islamabad
Downloads 9,150
13.

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Number of pages: 35 Posted: 17 Feb 2019 Last Revised: 11 Apr 2019
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business
Downloads 8,557
14.

Quant Bust 2020

World Economics 21(2) (2020) 183-217
Number of pages: 29 Posted: 07 Apr 2020 Last Revised: 24 Jul 2020
Accepted Paper Series
Quantigic Solutions LLC
Downloads 8,223
15.

Reading About the Financial Crisis: A 21-Book Review

Number of pages: 41 Posted: 27 Oct 2011 Last Revised: 10 Jan 2012
Working Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 8,115
16.

Sharpening the Arithmetic of Active Management

Financial Analysts Journal, 2018, 74 (1): 21-36
Number of pages: 23 Posted: 07 Oct 2016 Last Revised: 23 Feb 2018
Working Paper Series
AQR Capital Management, LLC
Downloads 7,597
17.

Crypto-Securities Regulation: ICOs, Token Sales and Cryptocurrencies under EU Financial Law

15 European Company and Financial Law Review 645-696 (2018)
Number of pages: 45 Posted: 30 Nov 2017 Last Revised: 17 Apr 2019
Accepted Paper Series
European University Viadrina Frankfurt (Oder) - European New School of Digital Studies and University of Vienna, Faculty of Law
Downloads 7,438
18.

Inside the 'Black Box' of Sell-Side Financial Analysts

Journal of Accounting Research, Forthcoming, Fox School of Business Research Paper No. 15-042
Number of pages: 63 Posted: 04 Mar 2013 Last Revised: 24 Jan 2015
Working Paper Series
Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 7,426
19.

Picking Winners? Investment Consultants' Recommendations of Fund Managers

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 18 Sep 2013 Last Revised: 08 Oct 2014
Accepted Paper Series
University of Oxford - Said Business School, University of Oxford, Saïd Business School and University of Connecticut
Downloads 7,411
20.

Empirical Evidence on Corporate Governance in Europe. The Effect on Stock Returns, Firm Value and Performance

EFMA 2004 Basel Meetings Paper
Number of pages: 24 Posted: 29 Oct 2003
Working Paper Series
Maastricht University, University of Münster - Finance Center Muenster and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads 7,349
21.

The Credit Rating Industry: Competition and Regulation

Number of pages: 176 Posted: 14 Jun 2007
Working Paper Series
University of Cologne - Department of Economics
Downloads 7,143
22.

COVID-19 Impact on Micro, Small, and Medium-Sized Enterprises under the Lockdown: Evidence from a Rapid Survey in the Philippines

ADBI Working Paper 1216
Number of pages: 39 Posted: 18 Mar 2021
Working Paper Series
Asian Development Bank Institute and Asian Development Bank
Downloads 6,983
23.

A Census of the Factor Zoo

Number of pages: 7 Posted: 18 Mar 2019 Last Revised: 16 Oct 2020
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 6,816
24.

On the Rise of FinTechs – Credit Scoring Using Digital Footprints

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-12
Number of pages: 66 Posted: 12 May 2018 Last Revised: 15 Aug 2019
Working Paper Series
Goethe University Frankfurt, Humboldt University, Frankfurt School of Finance & Management and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,800
25.

Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds

Published in the Journal of Banking and Finance, Vol. 98 (p. 39-60), 2019, as "The effect of pro-environmental preferences on bond prices: Evidence from green bonds".
Number of pages: 67 Posted: 27 Dec 2016 Last Revised: 28 May 2021
Accepted Paper Series
CREST, ENSAE, Institut Polytechnique de Paris
Downloads 6,736
26.

The Disintermediation of Financial Markets: Direct Investing in Private Equity

Journal of Financial Economics (JFE), 116 (1), 160-178, 2015
Number of pages: 49 Posted: 09 Oct 2012 Last Revised: 15 Feb 2018
Accepted Paper Series
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 6,704
27.

The Role of Accounting in the Financial Crisis: Lessons for the Future

Number of pages: 31 Posted: 15 Dec 2011
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Stanford Graduate School of Business
Downloads 6,648
28.

Strategic Rebalancing

Number of pages: 25 Posted: 17 Feb 2019 Last Revised: 20 Dec 2019
Working Paper Series
Man Group plc, Man AHL, Duke University - Fuqua School of Business and Man AHL
Downloads 6,615
29.

Panel Vector Autoregression in R with the Package Panelvar

Quarterly Review of Economics and Finance, 2019
Number of pages: 49 Posted: 19 Jan 2018 Last Revised: 21 Feb 2019
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 6,218
30.

Enterprise Risk Management: Theory and Practice

Number of pages: 33 Posted: 04 Aug 2006
Working Paper Series
Nationwide Insurance and Ohio State University (OSU) - Department of Finance
Downloads 6,059
31.

Introduction to Applied Stress Testing

IMF Working Paper No. 07/59
Number of pages: 76 Posted: 19 Mar 2007
Working Paper Series
World BankInternational Monetary Fund (IMF)
Downloads 6,037
32.

The New Vote Buying: Empty Voting and Hidden (Morphable) Ownership

As published in Southern California Law Review, Vol. 79, pp. 811-908, 2006, University of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 99 Posted: 05 Jun 2006 Last Revised: 10 Mar 2008
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads 5,830
33.

Financial Markets and the Allocation of Capital

Number of pages: 40 Posted: 19 Aug 1999
Working Paper Series
NYU Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 5,798
34.

The Dark Side of Universal Banking: Financial Conglomerates and the Origins of the Subprime Financial Crisis

Connecticut Law Review, Vol. 41, No. 4, 2009, GWU Law School Public Law Research Paper No. 468, GWU Legal Studies Research Paper No. 468
Number of pages: 89 Posted: 13 May 2009
Accepted Paper Series
George Washington University Law School
Downloads 5,720
35.

Shadow Banking

Number of pages: 81 Posted: 16 Jul 2010
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Bank of America Merrill Lynch

Multiple version iconThere are 3 versions of this paper

Downloads 5,517
36.

Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking

Number of pages: 51 Posted: 15 Aug 1998
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 5,497
37.

Deep Learning Volatility

Number of pages: 32 Posted: 07 Feb 2019 Last Revised: 20 Jul 2021
Working Paper Series
Mathematical Institute, University of Oxford and Oxford Man Institute, Imperial College London and Ecole Polytechnique
Downloads 5,496
38.

Earnings Quality, Fundamental Analysis and Valuation

Columbia Business School Research Paper
Number of pages: 691 Posted: 01 Mar 2021 Last Revised: 11 Dec 2023
Working Paper Series
Columbia University - Columbia Business School
Downloads 5,432
39.

Fraud Detection and Expected Returns

Number of pages: 53 Posted: 05 Feb 2012
Working Paper Series
Indiana University - Kelley School of Business - Department of Accounting, Foster School of Business, University of Washington and affiliation not provided to SSRN
Downloads 5,412
40.

Scale Effects in Mutual Fund Performance: The Role of Trading Costs

Number of pages: 41 Posted: 13 Dec 2006 Last Revised: 08 Jul 2009
Working Paper Series
Virginia Tech, University of Virginia - Darden School of Business and Virginia Tech - Pamplin College of Business
Downloads 5,320
41.

Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds

Financial Analysts Journal, Vol. 75, No. 4 (Fourth Quarter 2019)
Number of pages: 50 Posted: 14 Sep 2018 Last Revised: 30 Oct 2019
Working Paper Series
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 5,186
42.

Internet Banking in India – Consumer Concerns and Bank Strategies

Global Journal of Business Research, Vol. 2, No. 1, pp.43-51, 2008
Number of pages: 9 Posted: 17 Feb 2010
Accepted Paper Series
Independent
Downloads 4,968
43.

Governance and Intermediation Problems in Capital Markets: Evidence from the Fall of Enron

Harvard NOM Working Paper No. 02-27
Number of pages: 52 Posted: 15 Oct 2002
Working Paper Series
Harvard Business School and Harvard University - Harvard Business School
Downloads 4,958
44.

Analyzing Active Fund Managers' Commitment to ESG: Evidence from the United Nations Principles for Responsible Investment

Forthcoming, Management Science
Number of pages: 48 Posted: 29 Apr 2020 Last Revised: 20 Dec 2021
Accepted Paper Series
College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Northwestern University - Department of Accounting Information & Management
Downloads 4,868
45.

Hedge Funds, Insiders, and the Decoupling of Economic and Voting Ownership: Empty Voting and Hidden (Morphable) Ownership

Journal of Corporate Finance, vol. 13, pp. 343-367, 2007, ECGI - Law Working Paper No. 56/2006, McCombs Research Paper Series No. FIN-02-06, U of Texas Law, Law and Econ Research Paper No. 53
Number of pages: 31 Posted: 10 Jan 2006
Accepted Paper Series
University of Texas at Austin - School of Law and Northwestern University - Pritzker School of Law
Downloads 4,854
46.

The Sustainability Footprint of Institutional Investors: ESG Driven Price Pressure and Performance

Swiss Finance Institute Research Paper No. 17-05, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 571/2018
Number of pages: 77 Posted: 16 Feb 2017 Last Revised: 21 Jan 2021
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), University of Geneva - Geneva Finance Research Institute (GFRI) and SKEMA Business School
Downloads 4,818
47.

Built to Fail: The Inherent Fragility of Algorithmic Stablecoins

11 Wake Forest L. Rev. Online 131 (October 2021)
Number of pages: 15 Posted: 18 Nov 2021
Working Paper Series
University of Calgary Faculty of Law
Downloads 4,798
48.

(In)-Credibly Green: Which Bonds Trade at a Green Bond Premium?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 28 Mar 2019 Last Revised: 03 May 2021
Working Paper Series
Goethe University Frankfurt - House of FinanceUniversity of Hamburg, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 4,542
49.

Horizontal Shareholding

109 Harvard Law Review 1267 (2016), Harvard Public Law Working Paper No. 16-17
Number of pages: 51 Posted: 18 Jul 2015 Last Revised: 22 Apr 2016
Accepted Paper Series
Harvard Law School
Downloads 4,539
50.

Online Peer-to-Peer Lending: A Lenders' Perspective

Proceedings of the International Conference on E-Learning, E-Business, Enterprise Information Systems, and E-Government, EEE 2008, H. R. Arabnia and A. Bahrami, eds., pp. 371-375, CSREA Press, Las Vegas 2008
Number of pages: 5 Posted: 05 Mar 2009 Last Revised: 31 May 2009
Working Paper Series
Independent
Downloads 4,516