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Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal

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Viewing: 101 - 150 of 10,508 papers

101.

Agnostic Fundamental Analysis Works

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 07 Oct 2015 Last Revised: 18 Dec 2017
Accepted Paper Series
Warwick Business School - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 3,199
102.

Market Timing & Trading Strategies Using Asset Rotation

Number of pages: 31 Posted: 18 Jan 2010 Last Revised: 19 Feb 2010
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Athens, Department of Business Administration
Downloads 3,199
103.

Behavioral Finance and COVID-19: Cognitive Errors that Determine the Financial Future

Number of pages: 6 Posted: 13 May 2020
Working Paper Series
Cornell University
Downloads 3,185
104.

A New Look at Minimum Variance Investing

Number of pages: 23 Posted: 24 Sep 2010
Working Paper Series
EDHEC Business School - Department of Economics & Finance
Downloads 3,180
105.

The Equity Market Implications of the Retail Investment Boom

Swiss Finance Institute Research Paper No. 21-12, Winner of the Swiss Finance Institute Best Paper Doctoral Award 2021
Number of pages: 55 Posted: 02 Feb 2021 Last Revised: 29 Jun 2021
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 3,167
106.

What Drives Motivation to Participate Financially in a Crowdfunding Community?

Number of pages: 80 Posted: 25 May 2013
Working Paper Series
VU University Amsterdam
Downloads 3,151
107.

High-Frequency Trading around Large Institutional Orders

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 18 Jun 2015 Last Revised: 24 Mar 2018
Accepted Paper Series
Pontifical Catholic University of Chile and Vrije Universiteit Amsterdam
Downloads 3,122
108.

Does Governance Have a Role in Pricing? Cross-Country Evidence from Bitcoin Markets

Number of pages: 31 Posted: 28 Sep 2015
Working Paper Series
University of South Carolina - Department of Finance
Downloads 3,101
109.

The Idiosyncratic Momentum Anomaly

Number of pages: 60 Posted: 05 Apr 2017 Last Revised: 08 Apr 2020
Working Paper Series
Robeco Quantitative Investments, Technische Universität München (TUM) and VU University Amsterdam - Finance
Downloads 3,068
110.

Discounting Revisited: Valuation Under Funding, Counterparty Risk and Collateralization

Number of pages: 34 Posted: 17 May 2010 Last Revised: 14 Mar 2011
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 3,045
111.

Diving Into Dark Pools

Charles A. Dice Center Working Paper No. 2010-10, Fisher College of Business Working Paper No. 2010-03-010
Number of pages: 59 Posted: 26 Jun 2010 Last Revised: 29 Mar 2016
Working Paper Series
Université Paris Dauphine - Department of Finance, Bocconi University and IGIER and Baffi Carefin and The Ohio State University - Fisher College of Business
Downloads 3,036
112.

Hedge Funds and the Technology Bubble

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 446
Number of pages: 37 Posted: 23 Jul 2003
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 3,020
113.

Inefficiencies in the Pricing of Exchange-Traded Funds

Number of pages: 48 Posted: 21 Mar 2010 Last Revised: 27 Jul 2016
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 3,012
114.

Psychology and the Financial Crisis of 2007-2008

Number of pages: 16 Posted: 18 Jan 2011 Last Revised: 03 Sep 2011
Working Paper Series
Yale School of Management
Downloads 3,000
115.

Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas

Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas, Journal of Financial Research 40, 223-248
Number of pages: 50 Posted: 19 Jul 2014 Last Revised: 16 Jun 2017
Accepted Paper Series
OCC, Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 2,944
116.

The Agency Problems of Institutional Investors

Journal of Economic Perspectives, Vol. 31 pp. 89-102 (Summer 2017)., Harvard Law School Olin Discussion Paper No. 930
Number of pages: 26 Posted: 09 Jun 2017 Last Revised: 05 May 2020
Accepted Paper Series
Harvard Law School, Harvard Law School and Boston University - School of Law
Downloads 2,938
117.

Uncovering Trend Rules

Number of pages: 17 Posted: 12 May 2015
Working Paper Series
Robeco Asset Management and Robeco Asset Management, Quantitative Investment Research
Downloads 2,924
118.

Impact of Macroeconomic Variables on Economic Performance: An Empirical Study of India and Sri Lanka

Number of pages: 35 Posted: 11 May 2011
Working Paper Series
Guru Gobind Singh Indraprastha (GGSIP) University, UCRD, Chandigarh University and BBSB Engineering College
Downloads 2,919
120.

Momentum Turning Points

Number of pages: 61 Posted: 05 Dec 2019 Last Revised: 23 Jan 2021
Working Paper Series
Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
Downloads 2,854
121.

News versus Sentiment: Predicting Stock Returns from News Stories

Robert H. Smith School Research Paper
Number of pages: 38 Posted: 18 Aug 2013 Last Revised: 04 Aug 2015
Working Paper Series
University of Maryland - Department of Finance and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 2,845
122.

Overnight Returns and Firm-Specific Investor Sentiment

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 39 Posted: 24 Jan 2015 Last Revised: 07 Apr 2020
Accepted Paper Series
University of California, Los Angeles (UCLA) - Accounting Area, Haas School of Business - UC Berkeley, University of Michigan, Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 2,827
123.

A Macroprudential Approach to Financial Regulation

Chicago Booth Research Paper No. 10-29
Number of pages: 42 Posted: 14 Nov 2010
Working Paper Series
Harvard University - Business School (HBS), University of Chicago, Booth School of Business and Harvard University - Department of Economics
Downloads 2,818
124.

Dynamic Risk Allocation with Carry, Value and Momentum

An amended version is in Journal of Investment Strategies, Vol.6(1), 2016, pp.25-45
Number of pages: 55 Posted: 22 Nov 2013 Last Revised: 15 Dec 2016
Accepted Paper Series
affiliation not provided to SSRN and ADG Capital Management LLP
Downloads 2,794
125.

Market Structures and Systemic Risks of Exchange-Traded Funds

BIS Working Paper No. 343
Number of pages: 17 Posted: 07 Jun 2011
Working Paper Series
Bank for International Settlements (BIS)
Downloads 2,788
126.

Size and Value in China

Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56 Posted: 24 Jan 2018 Last Revised: 12 Aug 2020
Accepted Paper Series
University of Hong Kong, University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 2,751
127.

Political Uncertainty and Risk Premia

Number of pages: 58 Posted: 24 Sep 2011 Last Revised: 09 May 2017
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 2,747
128.

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 2,736
129.

The Case of Gold and Silver: A New Algorithm for Pairs Trading

Number of pages: 7 Posted: 10 Apr 2013 Last Revised: 10 Apr 2013
Working Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 2,735
130.

Is 'Being Green' Rewarded in the Market?: An Empirical Investigation of Decarbonization and Stock Returns

Stanford Global Project Center Working Paper
Number of pages: 54 Posted: 21 Aug 2017 Last Revised: 29 Aug 2019
Accepted Paper Series
Global Projects Center, Stanford University, Yonsei University and Stanford University - Global Projects Center
Downloads 2,718
131.

Time Will Tell: Information in the Timing of Scheduled Earnings News

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 51 Posted: 18 Aug 2014 Last Revised: 01 Jul 2017
Accepted Paper Series
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,686
132.

The Effect of Coronavirus Spread on Stock Markets: The Case of the Worst 6 Countries

Number of pages: 11 Posted: 17 Apr 2020
Working Paper Series
Ain Shams University
Downloads 2,679
133.

Do Dark Pools Harm Price Discovery?

Forthcoming, Review of Financial Studies
Number of pages: 53 Posted: 16 Dec 2010 Last Revised: 16 Nov 2013
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,653
134.

Night Trading: Lower Risk But Higher Returns?

Number of pages: 51 Posted: 22 Jul 2015
Working Paper Series
San Diego State University - Finance Department
Downloads 2,626
135.

Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns

Number of pages: 81 Posted: 05 Mar 2016
Working Paper Series
Ludwig Maximilian University of Munich (LMU) and QuantCo, Inc.
Downloads 2,563
136.

Why do Investors Buy Structured Products?

EFA 2009 Bergen Meetings Paper
Number of pages: 31 Posted: 16 Feb 2009 Last Revised: 18 Aug 2011
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Trier
Downloads 2,552
137.

Corporate Tax Avoidance and Stock Price Crash Risk: Firm-Level Analysis

Journal of Financial Economics, Vol. 100, pp. 639-662, 2011.
Number of pages: 67 Posted: 28 Jul 2010 Last Revised: 19 Apr 2011
Accepted Paper Series
City University of Hong Kong, Arizona State University (ASU) - School of Accountancy and Singapore Management University - School of Accountancy
Downloads 2,542
138.

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70 Posted: 15 Feb 2011 Last Revised: 14 Nov 2015
Accepted Paper Series
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 2,541
139.

Whose Claim Is This Anyway? Third Party Litigation Funding

Minnesota Law Review, Vol. 95, No. 4, 2011, U Iowa Legal Studies Research Paper No. 11-31
Number of pages: 72 Posted: 07 Apr 2010 Last Revised: 10 Aug 2011
Accepted Paper Series
University of Iowa - College of Law
Downloads 2,534
140.

Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets

Number of pages: 55 Posted: 04 Mar 2016 Last Revised: 27 Apr 2018
Working Paper Series
Baruch College, The City University of New York and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,503
141.

Overconfidence and Speculative Bubbles

Number of pages: 46 Posted: 31 Jul 2003
Working Paper Series
Columbia University and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,495
142.

Market Reaction to Mandatory Nonfinancial Disclosure

Management Science, 65(7), pp.3061-3084
Number of pages: 47 Posted: 09 Sep 2015 Last Revised: 30 Jan 2020
Accepted Paper Series
Joseph L. Rotman School of Management - University of Toronto, Boston University - Questrom School of Business and Harvard Business School
Downloads 2,493
143.

Uncertainty about Government Policy and Stock Prices

Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54 Posted: 16 Jun 2010 Last Revised: 06 Sep 2012
Accepted Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 2,493
144.

A Market Model of Interest Rates with Dynamic Basis Spreads in the Presence of Collateral and Multiple Currencies

Number of pages: 25 Posted: 08 Dec 2009
Working Paper Series
University of Tokyo - Faculty of Economics, Shinsei Bank, Ltd and University of Tokyo - Faculty of Economics
Downloads 2,491
145.

Factor Momentum and the Momentum Factor

Journal of Finance, Forthcoming
Number of pages: 84 Posted: 07 Aug 2017 Last Revised: 20 Mar 2021
Accepted Paper Series
Northern Illinois University and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,483
146.

Regulatory Sanctions and Reputational Damage in Financial Markets

Oxford Legal Studies Research Paper No. 62/2010, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 300/2010
Number of pages: 42 Posted: 16 Sep 2010 Last Revised: 06 Dec 2018
Working Paper Series
University of Oxford - Faculty of Law, University of Oxford - Said Business School and Luiss Guido Carli University - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,477
147.

Testing the Significance of Calendar Effects

Federal Reserve Bank of Atlanta Working Paper No. 2005-02
Number of pages: 30 Posted: 26 May 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Business and Social Sciences and North Carolina State University - Department of Economics
Downloads 2,475
148.

The Impact of Financial Reporting Quality on Debt Contracting: Evidence from Internal Control Weakness Reports

Journal of Accounting Research, forthcoming.
Number of pages: 52 Posted: 18 Aug 2009 Last Revised: 07 Sep 2010
Working Paper Series
University of Michigan, Stephen M. Ross School of Business and University of Southern California
Downloads 2,458
149.

Behavioral Portfolio Analysis of Individual Investors

Number of pages: 45 Posted: 24 Jun 2010 Last Revised: 05 Oct 2010
Working Paper Series
University of Adelaide - Business School, Santa Clara University - Leavey School of Business and Maastricht University
Downloads 2,446
150.

The Economics of Credit Default Swaps (CDS)

Johnson School Research Paper Series No. 31-2010
Number of pages: 29 Posted: 21 Jul 2010 Last Revised: 21 Nov 2010
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,413