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JEL Code: G14

8,318,892 Total downloads

Viewing: 51 - 100 of 18,731 papers

51.

Behavioral Finance: An Introduction

Number of pages: 43 Posted: 18 Oct 2009 Last Revised: 16 Dec 2011
Working Paper Series
Erasmus University Rotterdam (EUR)
Downloads 9,770
52.

High-Frequency Trading, Stock Volatility, and Price Discovery

Number of pages: 54 Posted: 14 Oct 2010 Last Revised: 27 Dec 2010
Working Paper Series
Yale School of Management
Downloads 9,711
53.

Agency Costs of Overvalued Equity

ECGI - Finance Working Paper No. 39/2004, Harvard Business School NOM Working Paper No. 04-26, Financial Management, Vol. 34, No. 1, Spring 2005
Number of pages: 18 Posted: 29 Mar 2004 Last Revised: 06 May 2009
Accepted Paper Series
Harvard Business School

Multiple version iconThere are 4 versions of this paper

Downloads 9,706
54.

Modeling Sustainable Earnings and P/E Ratios with Financial Statement Analysis

Forthcoming
Number of pages: 57 Posted: 31 Jul 2002 Last Revised: 17 Aug 2011
Working Paper Series
Columbia Business School - Department of Accounting and University of California, Berkeley
Downloads 9,695
55.

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 9,330
56.

The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

Journal of Portfolio Management, Forthcoming
Number of pages: 33 Posted: 15 Oct 2004
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 9,194
57.

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

Multiple version iconThere are 2 versions of this paper

Downloads 8,975
58.

Momentum Strategies in Futures Markets and Trend-following Funds

Number of pages: 60 Posted: 06 Dec 2011 Last Revised: 29 Jan 2021
Working Paper Series
Imperial College Business SchoolGoldman Sachs International and Imperial College Business School
Downloads 8,923
59.

Attention Induced Trading and Returns: Evidence from Robinhood Users

Journal of Finance, Forthcoming
Number of pages: 73 Posted: 23 Oct 2020 Last Revised: 13 Oct 2021
Accepted Paper Series
University of California, Davis, Washington University in St. Louis - Olin Business School, University of California, Berkeley - Haas School of Business and University of California at Irvine
Downloads 8,850
60.

Is (Systematic) Value Investing Dead?

Journal of Portfolio Management, Forthcoming
Number of pages: 57 Posted: 09 Apr 2020 Last Revised: 12 Oct 2020
Accepted Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 8,839
61.

Replicating Anomalies

Fisher College of Business Working Paper No. 2017-03-010, 28th Annual Conference on Financial Economics and Accounting, Charles A. Dice Center Working Paper No. 2017-10
Number of pages: 146 Posted: 03 May 2017 Last Revised: 27 Jul 2017
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business

Multiple version iconThere are 3 versions of this paper

Downloads 8,669
62.

Accrual Reliability, Earnings Persistence and Stock Prices

Journal of Accounting & Economics, Vol. 39, No. 3, September 2005
Number of pages: 65 Posted: 28 Mar 2004
Accepted Paper Series
AQR Capital Management, LLC, University of Southern California - Leventhal School of Accounting, University of Southern California - Marshall School of Business and London Business School
Downloads 8,455
63.

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 8,437
64.

Economists' Hubris - The Case of Risk Management

Journal of Financial Transformation, Vol. 28, pp. 25-35, April 2010
Number of pages: 10 Posted: 16 Feb 2010 Last Revised: 17 Mar 2010
Accepted Paper Series
Capco Institute and Aston Business School
Downloads 8,392
65.

Textual Analysis in Accounting and Finance: A Survey

Number of pages: 56 Posted: 03 Oct 2014 Last Revised: 21 May 2016
Working Paper Series
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 8,338
66.

Reports of Value’s Death May Be Greatly Exaggerated

Number of pages: 38 Posted: 02 Dec 2019 Last Revised: 04 Feb 2021
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates Global Advisors and Dartmouth College - Tuck School of Business
Downloads 8,235
67.

Responsible Investing: The ESG-Efficient Frontier

NYU Stern School of Business
Number of pages: 51 Posted: 18 Oct 2019 Last Revised: 20 Nov 2020
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 8,235
68.

Accounting Information, Disclosure, and the Cost of Capital

Wharton Financial Institutions Center Working Paper Series #06-20
Number of pages: 47 Posted: 12 Oct 2005
Working Paper Series
University of Pennsylvania - Accounting Department, University of Chicago - Booth School of Business and University of Pennsylvania - Accounting Department

Multiple version iconThere are 3 versions of this paper

Downloads 8,190
69.

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

Journal of Banking and Finance 34, 2530-2548
Number of pages: 48 Posted: 30 Apr 2008 Last Revised: 11 Sep 2019
Accepted Paper Series
Cass Business School, City University of London, Audencia Business School and City University of London - Sir John Cass Business School
Downloads 8,171
70.

Momentum and Markowitz: A Golden Combination

Number of pages: 34 Posted: 16 May 2015 Last Revised: 05 Jun 2015
Working Paper Series
VU University Amsterdam, ReSolve Asset Management and QuantStrat TradeR
Downloads 8,112
71.

Protective Asset Allocation (PAA): A Simple Momentum-Based Alternative for Term Deposits

Number of pages: 24 Posted: 08 Apr 2016 Last Revised: 13 Apr 2016
Working Paper Series
VU University Amsterdam and TrendXplorer
Downloads 8,070
72.

Momentum Has Its Moments

Journal of Financial Economics (JFE), vol. 116, Issue 1, 2015, 111-120
Number of pages: 39 Posted: 18 Apr 2012 Last Revised: 20 Nov 2015
Accepted Paper Series
CATÓLICA-LISBON School of Business & Economics and New University of Lisbon - Nova School of Business and Economics
Downloads 7,849
73.

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 7,767
74.

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 7,767
75.

A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-Reactions

Number of pages: 59 Posted: 01 May 1997 Last Revised: 21 May 2018
Working Paper Series
Columbia Business School - Finance and Economics, Marshall School of Business, USCUniversity of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area
Downloads 7,747
76.

Taming Momentum Crashes: A Simple Stop-Loss Strategy

Number of pages: 52 Posted: 12 Mar 2014 Last Revised: 25 Sep 2016
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 7,736
77.

Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media

Review of Financial Studies (RFS), Forthcoming
Number of pages: 52 Posted: 12 Apr 2011 Last Revised: 04 Oct 2016
Accepted Paper Series
HKU Business School, The University of Hong Kong, Purdue University - Krannert School of Management, Georgia Institute of Technology - Scheller College of Business and Nanyang Business School, Nanyang Technological University
Downloads 7,637
78.

Economists' Hubris - The Case of Mergers and Acquisitions

Journal of Financial Transformation, Vol. 26, pp. 4-12, 2009
Number of pages: 9 Posted: 18 Jun 2009 Last Revised: 24 Aug 2009
Accepted Paper Series
Capco Institute
Downloads 7,592
79.

Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence

Number of pages: 56 Posted: 23 Jul 2003
Working Paper Series
University of Maryland - Robert H. Smith School of Business
Downloads 7,580
80.

A Backtesting Protocol in the Era of Machine Learning

Number of pages: 18 Posted: 13 Nov 2018 Last Revised: 24 Nov 2018
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business and University of California at San Diego
Downloads 7,571
81.

Economists’ Hubris – The Case of Equity Asset Management

Journal of Financial Transformation, Vol. 29, pp. 9-16
Number of pages: 10 Posted: 02 May 2010 Last Revised: 07 Jan 2011
Accepted Paper Series
Capco Institute, Aston Business School and Institute of Management Technology , Dubai
Downloads 7,569
82.

Market Timing with Moving Averages

Number of pages: 68 Posted: 12 Mar 2012 Last Revised: 09 Nov 2012
Working Paper Series
University of Adelaide Business School

Multiple version iconThere are 5 versions of this paper

Downloads 7,565
83.

A Trend Factor: Any Economic Gains from Using Information over Investment Horizons?

Number of pages: 63 Posted: 02 Dec 2012 Last Revised: 04 Aug 2016
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 7,562
84.

Technical Analysis Around the World

Number of pages: 31 Posted: 30 Jul 2008 Last Revised: 01 Dec 2011
Working Paper Series
Massey University - School of Economics and Finance, Macquarie Capital (USA) and Macquarie Bank Ltd
Downloads 7,519
85.

The World Price of Insider Trading

Journal of Finance, February 2002
Number of pages: 47 Posted: 22 Dec 2000
Accepted Paper Series
HKUST Business School and Cornell University - School of Applied Economics and Management
Downloads 7,510
86.

Price Momentum and Trading Volume

Number of pages: 42 Posted: 06 Jul 1998
Working Paper Series
Stanford University - Graduate School of Business and LSV Asset Management
Downloads 7,441
87.

Market Madness? The Case of Mad Money

Number of pages: 37 Posted: 16 Dec 2005 Last Revised: 07 Nov 2010
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management, Kellogg School of Management - Department of Finance and University of South Florida
Downloads 7,440
88.

Market Intraday Momentum

Number of pages: 48 Posted: 24 May 2014 Last Revised: 29 Jan 2020
Working Paper Series
George Mason University, University of North Carolina (UNC) at Charlotte - Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Washington University in St. Louis - John M. Olin Business School

Multiple version iconThere are 2 versions of this paper

Downloads 7,396
89.

Why and How Investors Use ESG Information: Evidence from a Global Survey

Financial Analysts Journal, 2018, Volume 74 Issue 3, pp. 87-103.
Number of pages: 41 Posted: 02 Mar 2017 Last Revised: 06 Feb 2020
Working Paper Series
University of Oxford - Said Business School and Harvard Business School
Downloads 7,368
90.

Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less

Number of pages: 37 Posted: 19 Jul 2017
Working Paper Series
VU University Amsterdam and TrendXplorer
Downloads 7,361
91.

Hedge Funds: Past, Present and Future

Fisher College of Business Working Paper No. 2007-03-003, Charles A Dice Center WP No. 2007-3
Number of pages: 39 Posted: 11 Feb 2007
Working Paper Series
Ohio State University (OSU) - Department of Finance
Downloads 7,298
92.

Lucky Factors

Number of pages: 99 Posted: 22 Nov 2014 Last Revised: 08 Apr 2021
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 7,169
93.

The Global Financial Crisis and the Efficient Market Hypothesis: What Have We Learned?

Journal of Applied Corporate Finance, Forthcoming
Number of pages: 27 Posted: 20 Nov 2009 Last Revised: 11 Dec 2009
Accepted Paper Series
University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 7,136
94.

Hedge Fund Activism, Corporate Governance, and Firm Performance

Journal of Finance, Vol. 63, p. 1729, 2008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 139/2006, Vanderbilt Law and Economics Research Paper No. 07-28, FDIC Center for Financial Research Working Paper No. 2008-06
Number of pages: 62 Posted: 05 Apr 2007 Last Revised: 09 Nov 2018
Accepted Paper Series
Duke University - Fuqua School of Business, Columbia Business School - Finance and Economics, Vanderbilt University - Law SchoolVanderbilt University - Owen Graduate School of Management and University of California, Berkeley - School of Law
Downloads 7,090
95.

Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)

Number of pages: 77 Posted: 20 May 2015 Last Revised: 11 May 2017
Working Paper Series
University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
Downloads 7,008
96.

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 6,898
97.

The Exchange of Flow Toxicity

The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011; https://doi.org/10.3905/jot.2011.6.2.008. , Johnson School Research Paper Series No. 10-2011
Number of pages: 12 Posted: 17 Jul 2019 Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,873
98.

Discerning Information from Trade Data

Journal of Financial Economics, 120(2), pp. 269-286. May 2016, Johnson School Research Paper Series No. 8-2012
Number of pages: 56 Posted: 23 Jan 2012 Last Revised: 16 May 2016
Accepted Paper Series
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,819
99.

Corporate Green Bonds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 27 Feb 2018 Last Revised: 16 Apr 2020
Accepted Paper Series
Boston University
Downloads 6,796
100.

Economists' Hubris: The Case of Asset Pricing

Journal of Financial Transformation, Vol. 27, pp. 9-13, December 2009
Number of pages: 5 Posted: 07 Sep 2009 Last Revised: 05 Oct 2009
Accepted Paper Series
Capco Institute and Aston Business School
Downloads 6,775