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
65,668
2.
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
56,512
3.
101 Formulaic Alphas
Wilmott Magazine 2016(84) (2016) 72-80
Number of pages: 22
Posted: 10 Dec 2015
Last Revised: 29 Jul 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads
40,597
4.
Do Stocks Outperform Treasury Bills?
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53
Posted: 19 Jan 2017
Last Revised: 03 Jun 2018
Accepted Paper Series
W.P. Carey School of Business
Downloads
38,646
5.
Risk Premia Harvesting Through Dual Momentum
Journal of Management & Entrepreneurship, vol.2, no.1 (Mar 2017), 27-55
Number of pages: 37
Posted: 19 Apr 2012
Last Revised: 23 May 2017
Accepted Paper Series
Portfolio Management Consultants
Downloads
37,113
6.
The Best Strategies for Inflationary Times
Number of pages: 32
Posted: 29 Mar 2021
Last Revised: 25 May 2021
Working Paper Series
Man Group, Man Group, affiliation not provided to SSRN, Duke University - Fuqua School of Business and Man AHL
Downloads
35,007
7.
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
33,341
8.
Corporate Governance and Equity Prices
Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67
Posted: 12 Sep 2001
Working Paper Series
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
There are 3 versions of this paper
Corporate Governance and Equity Prices
Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67
Posted: 12 Sep 2001
Downloads
31,141
Corporate Governance and Equity Prices
NBER Working Paper No. w8449
Number of pages: 70
Posted: 26 Aug 2001
Last Revised: 02 Feb 2022
Downloads
548
Downloads
31,141
9.
A Checklist for Reviewing a Paper
Duke I&E Research Paper No. 2017-03, Stanford University Graduate School of Business Research Paper No. 17-6
Number of pages: 2
Posted: 21 Dec 2016
Last Revised: 10 Sep 2020
Working Paper Series
Stanford Graduate School of Business, Duke University - Fuqua School of Business and Marshall School of Business, USC
Downloads
30,966
10.
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
29,305
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
29,305
11.
Luck Versus Skill in the Cross Section of Mutual Fund Returns
Tuck School of Business Working Paper No. 2009-56
, Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Number of pages: 43
Posted: 10 Mar 2009
Last Revised: 08 Feb 2010
Accepted Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads
24,792
12.
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
There are 2 versions of this paper
A Survey of Behavioral Finance
NBER Working Paper No. w9222
Number of pages: 78
Posted: 19 Sep 2002
Last Revised: 14 Mar 2022
Downloads
1,639
Downloads
24,462
13.
An Inconvenient Fact: Private Equity Returns & The Billionaire Factory
University of Oxford, Said Business School, Working Paper
Number of pages: 37
Posted: 15 Jun 2020
Last Revised: 15 Jul 2020
Working Paper Series
University of Oxford - Said Business School
Downloads
22,719
14.
The Adjustment of Stock Prices to New Information
International Economic Review, Vol. 10, February 1969, STRATEGIC ISSUES IN FINANCE, Keith Wand, ed., Butterworth Heinemann, 1993, INVESTMENT MANAGEMENT: SOME READINGS, J. Lorie, R. Brealey, eds., Praeger Publishers, 1972
Number of pages: 28
Posted: 08 Feb 2003
Last Revised: 15 Feb 2011
Accepted Paper Series
University of Chicago - Finance, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Harvard Business School and California Institute of Technology
Downloads
22,680
15.
Building Diversified Portfolios that Outperform Out-of-Sample
Journal of Portfolio Management, 2016; https://doi.org/10.3905/jpm.2016.42.4.059.
Number of pages: 31
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
22,206
16.
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
There are 3 versions of this paper
Downloads
21,681
17.
Where the Black Swans Hide & the 10 Best Days Myth
Cambria – Quantitative Research Monthly, August 2011
Number of pages: 17
Posted: 14 Aug 2011
Accepted Paper Series
Cambria Investment Management
Downloads
20,858
18.
Technical Analysis in Financial Markets
Number of pages: 322
Posted: 20 Jul 2004
Working Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads
20,673
19.
…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 University of Oklahoma
Downloads
20,001
20.
An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities
2014 Charles H. Dow Award Winner Updated Through October 31, 2020
Number of pages: 18
Posted: 31 Mar 2014
Last Revised: 11 Jan 2021
Working Paper Series
Lead-Lag Publishing, LLC
Downloads
19,431
21.
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
19,351
22.
Factor Investing
Columbia Business School Research Paper No. 13-42
Number of pages: 72
Posted: 11 Jun 2013
Working Paper Series
BlackRock, Inc
Downloads
18,765
23.
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
18,382
24.
Valuation Using Multiples: Dispersion. Useful to compare and to negotiate
Number of pages: 13
Posted: 17 Jul 2001
Last Revised: 26 May 2019
Working Paper Series
IESE Business School
Downloads
18,241
25.
Imitation is the Sincerest Form of Flattery: Warren Buffett and Berkshire Hathaway
Number of pages: 51
Posted: 26 Sep 2005
Last Revised: 05 May 2008
Working Paper Series
American University - Kogod School of Business and University of Nevada, Las Vegas - Department of Finance
Downloads
18,124
26.
Establishing a Pecking Order for Finance Academics: Ranking of U.S. Finance Doctoral Programs
Number of pages: 17
Posted: 13 Mar 2007
Working Paper Series
St. Joseph's University - Haub School of BusinessSaint Joseph's University
Downloads
17,501
27.
Size Matters, If You Control Your Junk
Fama-Miller Working Paper
Number of pages: 59
Posted: 23 Jan 2015
Last Revised: 16 Apr 2015
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital and AQR Capital Management, LLC
There are 2 versions of this paper
Size Matters, If You Control Your Junk
Fama-Miller Working Paper
Number of pages: 59
Posted: 23 Jan 2015
Last Revised: 16 Apr 2015
Downloads
17,460
Size Matters, If You Control Your Junk
CEPR Discussion Paper No. DP12684
Number of pages: 62
Posted: 14 Feb 2018
Downloads
8
Downloads
17,460
28.
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
17,440
29.
Mean-Reversion and Optimization
Journal of Asset Management 16(1) (2015) 14-40
Number of pages: 41
Posted: 11 Aug 2014
Last Revised: 15 Feb 2016
Accepted Paper Series
Quantigic Solutions LLC
Downloads
17,116
30.
DeFi and the Future of Finance
Number of pages: 39
Posted: 15 Dec 2020
Last Revised: 06 Feb 2022
Working Paper Series
Duke University - Fuqua School of Business, Independent and Fei Protocol
Downloads
16,989
31.
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
16,980
32.
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Swiss Finance Institute Research Paper No. 20-91
Number of pages: 123
Posted: 23 Oct 2020
Last Revised: 13 May 2022
Working Paper Series
Harvard University - Department of Economics and University of Chicago - Booth School of Business
There are 3 versions of this paper
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Swiss Finance Institute Research Paper No. 20-91
Number of pages: 123
Posted: 23 Oct 2020
Last Revised: 13 May 2022
Downloads
16,742
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
NBER Working Paper No. w28967
Number of pages: 54
Posted: 28 Jun 2021
Last Revised: 24 Feb 2022
Downloads
26
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
CEPR Discussion Paper No. DP16290
Number of pages: 124
Posted: 14 Jul 2021
Downloads
2
Downloads
16,742
33.
The Economics of Private Equity Funds
Review of Financial Studies, Vol. 23, pp. 2303-2341, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 57
Posted: 27 Jun 2007
Last Revised: 03 Aug 2010
Accepted Paper Series
Yale School of Management and University of California, Davis - Graduate School of Management
There are 2 versions of this paper
The Economics of Private Equity Funds
Review of Financial Studies, Vol. 23, pp. 2303-2341, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 57
Posted: 27 Jun 2007
Last Revised: 03 Aug 2010
Downloads
16,524
The Economics of Private Equity Funds
The Review of Financial Studies, Vol. 23, Issue 6, pp. 2303-2341, 2010
Posted: 17 May 2010
Downloads
16,524
34.
From Efficient Market Theory to Behavioral Finance
Number of pages: 44
Posted: 08 Nov 2002
Working Paper Series
Yale University - Cowles Foundation
Downloads
16,431
35.
A Review of IPO Activity, Pricing and Allocations
Yale ICF Working Paper No. 02-01
Number of pages: 45
Posted: 09 Jan 2002
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate and University of California, Los Angeles (UCLA)
There are 3 versions of this paper
A Review of IPO Activity, Pricing and Allocations
Yale ICF Working Paper No. 02-01
Number of pages: 45
Posted: 09 Jan 2002
Downloads
16,168
A Review of IPO Activity, Pricing, and Allocations
NBER Working Paper No. w8805
Number of pages: 45
Posted: 21 Feb 2002
Last Revised: 23 Jan 2022
Downloads
288
Downloads
16,168
36.
A Practitioner's Defense of Return Predictability
Number of pages: 37
Posted: 22 May 2019
Last Revised: 22 May 2019
Working Paper Series
HTAA, LLC and School of Data Science, City University of Hong Kong
Downloads
14,388
37.
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
Number of pages: 14
Posted: 12 Aug 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University
Downloads
14,125
38.
The Sharpe Ratio Efficient Frontier
Journal of Risk, Vol. 15, No. 2, Winter 2012/13
Number of pages: 36
Posted: 24 Apr 2011
Last Revised: 07 May 2020
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
13,768
39.
The Equity Premium in 150 Textbooks
Number of pages: 24
Posted: 14 Sep 2009
Last Revised: 26 May 2019
Working Paper Series
IESE Business School
Downloads
13,713
40.
IPO Underpricing: A Survey
HANDBOOK IN CORPORATE FINANCE: EMPIRICAL CORPORATE FINANCE, B. Espen Eckbo, ed., Forthcoming
Number of pages: 76
Posted: 27 Oct 2004
Accepted Paper Series
Centre for Economic Policy Research (CEPR)Swedish House of Finance
Downloads
13,629
41.
Preparing a Referee Report: Guidelines and Perspectives
Number of pages: 9
Posted: 11 Jan 2015
Last Revised: 21 Dec 2016
Working Paper Series
Stanford Graduate School of Business, Duke University - Fuqua School of Business and Marshall School of Business, USC
Downloads
13,447
42.
Insider Trading: An Overview
Number of pages: 41
Posted: 24 Oct 1998
Working Paper Series
University of California, Los Angeles (UCLA) - School of Law
Downloads
13,327
43.
Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower?
Cambria – Quantitative Research, Issue 4, September 2011
Number of pages: 11
Posted: 07 Sep 2011
Accepted Paper Series
Cambria Investment Management
Downloads
13,212
44.
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University
There are 2 versions of this paper
The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of pages: 34
Posted: 16 Sep 2013
Last Revised: 05 Jul 2015
Downloads
13,190
The Probability of Backtest Overfitting
Journal of Computational Finance, Forthcoming
Number of pages: 31
Posted: 21 Sep 2016
Downloads
2
Downloads
13,190
45.
Separating Winners from Losers Among Low Book-to-Market Stocks Using Financial Statement Analysis
Number of pages: 46
Posted: 05 May 2003
Working Paper Series
Rotman School of Management, University of Toronto
Downloads
13,163
46.
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - The 2010 Edition
Number of pages: 89
Posted: 21 Feb 2010
Last Revised: 23 Aug 2010
Working Paper Series
New York University - Stern School of Business
Downloads
13,040
47.
The Profitability of Technical Analysis: A Review
AgMAS Project Research Report No. 2004-04
Number of pages: 106
Posted: 15 Oct 2004
Working Paper Series
Chungbuk National University and University of Illinois at Urbana-Champaign
Downloads
12,638
48.
Buffett's Alpha
Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34
Posted: 30 Jun 2018
Last Revised: 10 Jan 2019
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
There are 2 versions of this paper
Buffett's Alpha
Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34
Posted: 30 Jun 2018
Last Revised: 10 Jan 2019
Downloads
12,543
Buffett's Alpha
NBER Working Paper No. w19681
Number of pages: 46
Posted: 28 Nov 2013
Last Revised: 11 Apr 2022
Downloads
10,164
Downloads
12,543
49.
Low Risk Stocks Outperform within All Observable Markets of the World
Number of pages: 22
Posted: 10 May 2012
Last Revised: 15 Aug 2012
Working Paper Series
SSIA and Haugen Custom Financial Systems
Downloads
12,471
50.
Does Corporate Governance Predict Firms' Market Values? Evidence from Korea
post-publication version, published in Journal of Law, Economics, and Organization, Vol. 22, No. 2, Fall 2006, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 86/2005, KDI School of Pub Policy & Management Paper No. 02-04, McCombs Research Paper Series No. 02-05, Stanford Law and Economics Olin Working Paper No. 237, U of Texas law, Law and Econ Research Paper No. 26
Number of pages: 72
Posted: 20 Jan 2005
Last Revised: 20 Nov 2018
Accepted Paper Series
Northwestern University, Korea University - Department of Finance and Korea University Business School
There are 3 versions of this paper
Does Corporate Governance Predict Firms' Market Values? Evidence from Korea
post-publication version, published in Journal of Law, Economics, and Organization, Vol. 22, No. 2, Fall 2006, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 86/2005, KDI School of Pub Policy & Management Paper No. 02-04, McCombs Research Paper Series No. 02-05, Stanford Law and Economics Olin Working Paper No. 237, U of Texas law, Law and Econ Research Paper No. 26
Number of pages: 72
Posted: 20 Jan 2005
Last Revised: 20 Nov 2018
Downloads
12,275
Does Corporate Governance Predict Firms' Market Values? Evidence from Korea
nearly final pre-publication version, published in Journal of Law, Economics & Organization 22, 366-413 (2006)
Number of pages: 73
Posted: 29 Jun 2012
Last Revised: 11 Jul 2012
Downloads
247
Does Corporate Governance Predict Firms' Market Values? Evidence from Korea
The Journal of Law, Economics, and Organization, Vol. 22, Issue 2, pp. 366-413, 2006
Posted: 29 Feb 2008
Downloads
12,275
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