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 University of CEMA
Downloads
56,371
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 New York University (NYU) - Department of Finance
There are 2 versions of this paper
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
Downloads
28,171
How Active is Your Fund Manager? A New Measure that Predicts Performance
The Review of Financial Studies, Vol. 22, Issue 9, pp. 3329-3365, 2009
Posted: 08 Sep 2009
Downloads
28,171
3.
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
There are 2 versions of this paper
What Happened to the Quants in August 2007?
Number of pages: 67
Posted: 21 Sep 2007
Last Revised: 17 Jan 2008
Downloads
15,557
What Happened to the Quants in August 2007?
Journal of Investment Management, Vol. 5, No. 4, Fourth Quarter 2007
Posted: 17 Jan 2008
Downloads
15,557
4.
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
12,148
5.
2017 Global Blockchain Benchmarking Study
Number of pages: 122
Posted: 21 Sep 2017
Last Revised: 20 Oct 2019
Working Paper Series
London School of Economics and University of Cambridge - Cambridge Centre for Alternative Finance
Downloads
11,075
6.
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
10,179
7.
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
9,691
8.
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
There are 2 versions of this paper
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
Downloads
9,460
Risk Management Failures: What are They and When do They Happen?
Journal of Applied Corporate Finance, Vol. 20, No. 4, pp. 39-48, Fall 2008
Number of pages: 12
Posted: 18 Dec 2008
Downloads
7
Downloads
9,460
9.
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
9,199
10.
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
9,134
11.
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
7,773
12.
Place Your Bets? The Market Consequences of Investment Advice on Reddit's Wallstreetbets
Number of pages: 35
Posted: 22 Mar 2021
Working Paper Series
University of South Florida, University of South Florida, University of Kentucky - Gatton College of Business and Economics and University of South Florida
Downloads
7,754
13.
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
7,120
14.
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 Muenster - Finance Center Muenster and Maastricht University - Limburg Institute of Financial Economics (LIFE)
Downloads
6,895
15.
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
There are 2 versions of this paper
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
Downloads
6,792
Inside the 'Black Box' of Sell-Side Financial Analysts
Journal of Accounting Research, Vol. 53, No. 1, 2015, Fox School of Business Research Paper No. 15-056
Posted: 03 Apr 2015
Last Revised: 16 Dec 2016
Downloads
6,792
16.
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
6,744
17.
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
6,738
18.
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
International Islamic University, Islamabad and International Islamic University Islamabad
Downloads
6,623
19.
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
6,507
20.
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
There are 2 versions of this paper
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
Downloads
6,244
The Disintermediation of Financial Markets: Direct Investing in Private Equity
NBER Working Paper No. w19299
Number of pages: 52
Posted: 10 Aug 2013
Last Revised: 27 Mar 2021
Downloads
79
Downloads
6,244
21.
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
6,001
22.
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
5,830
23.
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
There are 2 versions of this paper
Enterprise Risk Management: Theory and Practice
Number of pages: 33
Posted: 04 Aug 2006
Downloads
5,653
Enterprise Risk Management: Theory and Practice
Journal of Applied Corporate Finance, Vol. 18, No. 4, pp. 8-20, Fall 2006
Number of pages: 15
Posted: 15 Feb 2007
Downloads
23
Downloads
5,653
24.
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
5,595
25.
Financial Markets and the Allocation of Capital
Number of pages: 40
Posted: 19 Aug 1999
Working Paper Series
NYU Stern School of Business
There are 3 versions of this paper
Financial Markets and the Allocation of Capital
Number of pages: 40
Posted: 19 Aug 1999
Downloads
5,530
Financial Markets and the Allocation of Capital
NYU Working Paper No. 2451/31356, NYU Working Paper No. FIN-11-023
Number of pages: 28
Posted: 14 Dec 2011
Downloads
435
Financial Markets and the Allocation of Capital
Journal of Financial Economics, Vol. 58, Issue 1-2,
October 2000
Posted: 08 Feb 2000
Downloads
5,530
26.
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
5,520
27.
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
Frankfurt School of Finance & Management, Humboldt University, Frankfurt School of Finance & Management and Duke University - Fuqua School of Business
There are 2 versions of this paper
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
Downloads
5,494
On the Rise of Fintechs – Credit Scoring Using Digital Footprints
NBER Working Paper No. w24551
Number of pages: 51
Posted: 02 May 2018
Last Revised: 31 Jan 2021
Downloads
89
Downloads
5,494
28.
Introduction to Applied Stress Testing
IMF Working Paper No. 07/59
Number of pages: 76
Posted: 19 Mar 2007
Working Paper Series
International Monetary Fund (IMF)
Downloads
5,315
29.
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
There are 3 versions of this paper
Shadow Banking
FRB of New York Staff Report No. 458
Number of pages: 81
Posted: 20 Jul 2010
Last Revised: 09 Aug 2014
Downloads
2,350
Downloads
1,283
Downloads
5,292
30.
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
5,222
31.
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
There are 2 versions of this paper
Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking
Number of pages: 51
Posted: 15 Aug 1998
Downloads
5,154
Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking
NBER Working Paper No. w7430
Number of pages: 55
Posted: 25 Jul 2000
Last Revised: 22 Apr 2021
Downloads
217
Downloads
5,154
32.
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 Polytechnic Institute & State University - Pamplin College of Business
Downloads
4,884
33.
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
4,845
34.
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
4,671
35.
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, Stanford University - Graduate School of Business and affiliation not provided to SSRN
Downloads
4,276
36.
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
4,214
37.
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
4,198
38.
European Mutual Fund Performance
European Financial Management Journal, Forthcoming, EFMA 2000 Athens Meetings
Number of pages: 42
Posted: 14 Apr 2000
Accepted Paper Series
Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
There are 2 versions of this paper
European Mutual Fund Performance
European Financial Management Journal, Forthcoming, EFMA 2000 Athens Meetings
Number of pages: 42
Posted: 14 Apr 2000
Downloads
4,160
Downloads
4,160
39.
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
4,152
40.
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
3,928
41.
Hedge Funds: A Dynamic Industry in Transition
Number of pages: 135
Posted: 29 Jul 2015
Working Paper Series
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
There are 3 versions of this paper
Hedge Funds: A Dynamic Industry in Transition
Number of pages: 135
Posted: 29 Jul 2015
Downloads
3,850
Hedge Funds: A Dynamic Industry in Transition
NBER Working Paper No. w21449
Number of pages: 136
Posted: 18 Aug 2015
Last Revised: 08 Feb 2021
Downloads
78
Hedge Funds: A Dynamic Industry in Transition
Annual Review of Financial Economics, Vol. 7, pp. 483-577, 2015
Posted: 11 Dec 2015
Downloads
3,850
42.
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
3,850
43.
Credit Rating Agencies in Capital Markets: A Review of Research Evidence on Selected Criticisms of the Agencies
Number of pages: 45
Posted: 01 Jun 2006
Working Paper Series
University of North Texas
Downloads
3,826
44.
The Private Equity Advantage: Leveraged Buyout Firms and Relationship Banking
EFA 2008 Athens Meetings Paper, Review of Financial Studies, 24 (7), 2462-2498, 2011
Number of pages: 60
Posted: 29 Feb 2008
Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and Federal Reserve Bank of New York
Downloads
3,823
45.
Behavioralizing Finance
Foundations and Trends in Finance, Vol. 4, Nos. 1-2, pp. 1-184, 2010, SCU Leavey School of Business Research Paper No. 10-01
Number of pages: 187
Posted: 02 May 2010
Accepted Paper Series
Santa Clara University - Leavey School of Business
There are 2 versions of this paper
Behavioralizing Finance
Foundations and Trends in Finance, Vol. 4, Nos. 1-2, pp. 1-184, 2010, SCU Leavey School of Business Research Paper No. 10-01
Number of pages: 187
Posted: 02 May 2010
Downloads
3,788
Behavioralizing Finance
Foundations and Trends in Finance, Vol. 4, No. 1-2, pp. 1-84, 2009
Number of pages: 186
Posted: 15 Jun 2010
Downloads
37
Downloads
3,788
46.
Institutional Investors and Equity Prices
Quarterly Journal of Economics, Vol. 116, No. 1, pp. 229-259, February 2001
Number of pages: 42
Posted: 01 Jun 1998
Accepted Paper Series
Harvard Business School - Finance Unit and Yale School of Management
There are 2 versions of this paper
Institutional Investors and Equity Prices
Quarterly Journal of Economics, Vol. 116, No. 1, pp. 229-259, February 2001
Number of pages: 42
Posted: 01 Jun 1998
Downloads
3,759
Institutional Investors and Equity Prices
NBER Working Paper No. w6723
Number of pages: 50
Posted: 15 Aug 2000
Last Revised: 20 Apr 2008
Downloads
129
Downloads
3,759
47.
Scale and Skill in Active Management
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 51
Posted: 01 Sep 2013
Last Revised: 11 Aug 2020
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
There are 5 versions of this paper
Scale and Skill in Active Management
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 51
Posted: 01 Sep 2013
Last Revised: 11 Aug 2020
Downloads
3,742
Scale and Skill in Active Management
Becker Friedman Institute for Research in Economics Working Paper No. 2014-03
Number of pages: 51
Posted: 05 Feb 2014
Downloads
384
Scale and Skill in Active Management
Chicago Booth Research Paper No. 14-20
Number of pages: 52
Posted: 15 Jul 2014
Downloads
144
Scale and Skill in Active Management
NBER Working Paper No. w19891
Number of pages: 51
Posted: 11 Feb 2014
Last Revised: 09 May 2021
Downloads
47
Scale and Skill in Active Management
CEPR Discussion Paper No. DP9854
Number of pages: 53
Posted: 02 Jun 2014
Downloads
3
Downloads
3,742
48.
FinTech Platforms and Strategy
MIT Sloan Research Paper No. 5183-16
Number of pages: 20
Posted: 03 Jan 2017
Last Revised: 15 Aug 2017
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and Sloan School of Management, MIT
Downloads
3,718
49.
How Psychological Pitfalls Generated the Global Financial Crisis
VOICES OF WISDOM: UNDERSTANDING THE GLOBAL FINANCIAL CRISIS, Laurence B. Siegel, ed., Research Foundation of CFA Institute, 2010, SCU Leavey School of Business Research Paper No. 10-04
Number of pages: 44
Posted: 18 Dec 2009
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads
3,581
50.
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 (BIS)
Downloads
3,549
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