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JEL Code: G02

573,320 Total downloads

Viewing: 1 - 50 of 1,643 papers

1.

Pulling the Goalie: Hockey and Investment Implications

Number of pages: 13 Posted: 08 Mar 2018 Last Revised: 08 Oct 2018
Working Paper Series
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 54,754
2.

Day Trading for a Living?

Number of pages: 9 Posted: 22 Jul 2019 Last Revised: 15 Jun 2020
Working Paper Series
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 23,349
3.

Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers

Miller, J. B., & Sanjurjo, A. (2018). Surprised by the hot hand fallacy? A truth in the law of small numbers. Econometrica, Vol. 86, No.6, pp. 2019–2047
Number of pages: 42 Posted: 07 Jul 2015 Last Revised: 17 Dec 2018
Working Paper Series
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 19,539
4.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads 10,888
5.

Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors

Number of pages: 92 Posted: 02 Jan 2019 Last Revised: 20 Jul 2021
Working Paper Series
University of Chicago - Booth School of Business, Inalytics Limited, University of Chicago - Booth School of Business and MIT Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 10,852
6.

Deep Value

Number of pages: 59 Posted: 28 Nov 2017 Last Revised: 12 Dec 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 9,287
7.

Lazy Prices

2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 90 Posted: 14 Aug 2010 Last Revised: 28 Mar 2019
Working Paper Series
Harvard University - Business School (HBS), Harvard Business School and DePaul University

Multiple version iconThere are 2 versions of this paper

Downloads 8,324
8.

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Number of pages: 73 Posted: 08 Feb 2017 Last Revised: 21 Jun 2018
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, University of Chicago - Booth School of Business and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 7,739
9.

Feverish Stock Price Reactions to COVID-19

Review of Corporate Finance Studies, Volume 9, Issue 3, November 2020, Pages 622–655, Swiss Finance Institute Research Paper No. 20-12
Number of pages: 58 Posted: 09 Mar 2020 Last Revised: 22 Aug 2021
Accepted Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 7,627
10.

Which Trend Is Your Friend?

Financial Analysts Journal, vol. 72, no. 3 (May/June 2016)
Number of pages: 32 Posted: 10 May 2015 Last Revised: 19 Apr 2016
Accepted Paper Series
AQR Capital Management and AQR Capital Management, LLC
Downloads 6,849
11.

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 6,637
12.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 6,607
13.

When Do Investors Freak Out?: Machine Learning Predictions of Panic Selling

Number of pages: 40 Posted: 09 Aug 2021
Working Paper Series
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 4,735
14.

The Dividend Disconnect

7th Miami Behavioral Finance Conference 2016
Number of pages: 56 Posted: 29 Nov 2016 Last Revised: 30 Aug 2018
Working Paper Series
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 4,617
15.

Gold, the Golden Constant, COVID-19, 'Massive Passives' and Déjà Vu

Number of pages: 18 Posted: 07 Aug 2020 Last Revised: 22 Aug 2021
Working Paper Series
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 4,349
16.

Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 66 Posted: 18 Jan 2018 Last Revised: 15 Dec 2020
Working Paper Series
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 4,251
17.

Trend Without Hiccups - A Kalman Filter Approach

Number of pages: 35 Posted: 21 Mar 2016 Last Revised: 26 Apr 2016
Working Paper Series
Université Paris Dauphine
Downloads 3,873
18.

Cryptocurrency: A New Investment Opportunity?

Number of pages: 38 Posted: 30 Jun 2017 Last Revised: 09 Jun 2021
Working Paper Series
Singapore University of Social Sciences (SUSS), Fudan University - School of Economics and Shanghai University of Finance and Economics - School of Economics
Downloads 3,794
19.

Behavioral Finance

Number of pages: 69 Posted: 15 Aug 2014 Last Revised: 01 Oct 2014
Working Paper Series
Marshall School of Business, USCUniversity of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,741
20.

Technical Analysis and Individual Investors

Journal of Economic Behavior and Organization, 107 (November), pp. 487-511
Number of pages: 67 Posted: 27 Feb 2014 Last Revised: 13 Jan 2015
Accepted Paper Series
University of Adelaide - Business School and Santa Clara University - Leavey School of Business
Downloads 3,731
21.

The Loss of Loss Aversion: Will It Loom Larger Than Its Gain?

Journal of Consumer Psychology, Forthcoming
Number of pages: 59 Posted: 09 Oct 2017 Last Revised: 26 Apr 2018
Accepted Paper Series
University of Illinois at Chicago and Northwestern University - Kellogg School of Management
Downloads 3,109
22.

The Misguided Beliefs of Financial Advisors

Journal of Finance, Forthcoming, Kelley School of Business Research Paper No. 18-9
Number of pages: 66 Posted: 20 Jan 2018 Last Revised: 22 Mar 2021
Accepted Paper Series
Dartmouth College - Tuck School of Business, Federal Reserve Bank of Chicago and Indiana University - Kelley School of Business - Department of Finance
Downloads 3,097
23.

Regulating Consumer Financial Products: Evidence from Credit Cards

Number of pages: 67 Posted: 26 Sep 2013 Last Revised: 28 Aug 2014
Working Paper Series
National University of Singapore, Office of the Comptroller of the Currency (OCC), University of Chicago Booth School of Business and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,890
24.

Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 565/2018
Number of pages: 61 Posted: 09 Aug 2017 Last Revised: 11 Apr 2019
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2,836
25.

Option Return Predictability

Review of Financial Studies accepted, 27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 80 Posted: 06 Dec 2015 Last Revised: 18 Oct 2021
Accepted Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Toronto, Rotman School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Shanghai LiLi Technology Co.,Ltd.
Downloads 2,833
26.

Trends Everywhere

Journal of Investment Management, Forthcoming, NYU Stern School of Business
Number of pages: 26 Posted: 17 May 2019
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2,585
27.

Excess Volatility: Beyond Discount Rates

Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-13
Number of pages: 70 Posted: 06 Mar 2015 Last Revised: 30 Jul 2019
Working Paper Series
Yale School of Management and Yale SOM

Multiple version iconThere are 2 versions of this paper

Downloads 2,491
28.

Cross-Section of Option Returns and Idiosyncratic Stock Volatility

AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (JFE), Vol. 108, No. 1, 2013, McCombs Research Paper Series No. FIN-15-09
Number of pages: 48 Posted: 17 Mar 2011 Last Revised: 27 Nov 2016
Accepted Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Toronto, Rotman School of Management
Downloads 2,453
29.

CEO Personality and Firm Policies

6th Miami Behavioral Finance Conference, Stanford University Graduate School of Business Research Paper No. 16-34, Chicago Booth Research Paper No. 16-13, Fama-Miller Working Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 220
Number of pages: 62 Posted: 08 Jul 2016 Last Revised: 10 Aug 2016
Working Paper Series
University of Melbourne, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,385
30.

Anomalies Across the Globe: Once Public, No Longer Existent?

Journal of Financial Economics, Forthcoming
Number of pages: 46 Posted: 02 Aug 2016 Last Revised: 21 Oct 2018
Accepted Paper Series
University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 2,210
31.

A Study on Technical Analysis and Its Usefulness in Indian Stock Market

(2014). Mirror, 3, (2), 159-165. ISSN:2249-8117
Number of pages: 17 Posted: 14 Mar 2018
Accepted Paper Series
Mahatma Gandhi University
Downloads 2,114
32.

Forced Entrepreneurs

Journal of Finance, Forthcoming
Number of pages: 45 Posted: 29 Jun 2016 Last Revised: 21 Oct 2021
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 2,106
33.

Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and Theorists

Number of pages: 29 Posted: 03 Mar 2017 Last Revised: 06 Jul 2021
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads 2,076
34.

Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market

Number of pages: 4 Posted: 02 Dec 2016 Last Revised: 05 Dec 2016
Working Paper Series
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads 2,012
35.

Social Media, News Media and the Stock Market

Number of pages: 64 Posted: 02 Apr 2016 Last Revised: 29 Feb 2020
Working Paper Series
Maastricht University - Department of Finance, Imperial College London and Imperial College London
Downloads 1,998
36.

A Tough Act to Follow: Contrast Effects in Financial Markets

Number of pages: 61 Posted: 03 Jun 2015 Last Revised: 22 Mar 2018
Working Paper Series
University of Chicago - Booth School of Business and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,987
37.

Shiller's CAPE: Market Efficiency and Risk

Georgetown McDonough School of Business Research Paper No. 2876644
Number of pages: 37 Posted: 30 Nov 2016 Last Revised: 13 Apr 2018
Working Paper Series
Rutgers, The State University of New Jersey - Accounting & Information Systems and Georgetown University

Multiple version iconThere are 2 versions of this paper

Downloads 1,943
38.

The Return Expectations of Public Pension Funds

Stanford University Graduate School of Business Research Paper No. 18-5, 9th Miami Behavioral Finance Conference 2018
Number of pages: 99 Posted: 06 Nov 2019 Last Revised: 02 Oct 2021
Working Paper Series
University of Amsterdam and Stanford Graduate School of Business
Downloads 1,937
39.

Shaped by Their Daughters: Executives, Female Socialization, and Corporate Social Responsibility

Journal of Financial Economics (JFE), 2017
Number of pages: 51 Posted: 16 Jun 2015 Last Revised: 14 Dec 2017
Accepted Paper Series
University of Miami - Department of Finance and China Europe International Business School
Downloads 1,930
40.

Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires

Quarterly Journal of Economics, Vol. 131, No. 3, Pages 1181-1241, 2016
Number of pages: 60 Posted: 15 Dec 2014 Last Revised: 16 Dec 2020
Accepted Paper Series
Directeur de Recherche, Centre National de la Recherche Scientifique, Toulouse School of Economics, Institute for Advanced Study in Toulouse, University of Toulouse Capitole, Toulouse, France, Yale University, Yale SOMAQR Capital and Yale School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,861
41.

What's Past is Not Prologue

Number of pages: 5 Posted: 08 Aug 2018
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads 1,853
42.

The Effects of a 'Black Swan' Event (COVID-19) on Herding Behavior in Cryptocurrency Markets: Evidence from Cryptocurrency USD, EUR, JPY and KRW Markets

Number of pages: 57 Posted: 29 Apr 2020
Working Paper Series
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads 1,842
43.

The Cash Conversion Cycle Spread

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 08 May 2017 Last Revised: 05 Aug 2018
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,639
44.

Narrative Economics

Cowles Foundation Discussion Paper No. 2069
Number of pages: 58 Posted: 11 Jan 2017 Last Revised: 13 Jan 2017
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 1,637
45.

Get Real! Individuals Prefer More Sustainable Investments

Number of pages: 97 Posted: 21 Nov 2018 Last Revised: 01 Feb 2021
Working Paper Series
Maastricht University, Maastricht University and Maastricht University
Downloads 1,630
46.

Impact of Behavioral Biases on Investment Decision; Moderating Role of Financial Literacy

Number of pages: 14 Posted: 26 Sep 2016 Last Revised: 10 Nov 2016
Working Paper Series
International Islamic University, Islamabad and International Islamic University Pakistan
Downloads 1,593
47.

No News Is News: Do Markets Underreact to Nothing?

Chicago Booth Research Paper No. 12-41, Midwest Finance Association 2013 Annual Meeting Paper, Fama-Miller Working Paper
Number of pages: 73 Posted: 01 Sep 2012 Last Revised: 11 Sep 2014
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,564
48.

Textual Sentiment in Finance: A Survey of Methods and Models

International Review of Financial Analysis, Vol. 33, 2014
Number of pages: 46 Posted: 09 Feb 2013 Last Revised: 05 Apr 2016
Accepted Paper Series
Monash University - Monash Business School and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 1,540
49.

Management Disclosure of Risk Factors and COVID-19

Number of pages: 4 Posted: 14 Apr 2020
Working Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 1,522
50.

Estimating Sentiment, Risk Aversion, and Time Preference from Behavioral Pricing Kernel Theory

Swiss Finance Institute Research Paper No. 12-21
Number of pages: 47 Posted: 18 May 2012 Last Revised: 20 Mar 2017
Working Paper Series
University of Lugano, USI Lugano - Institute of Finance and Santa Clara University - Leavey School of Business
Downloads 1,516