Data Points
Title | Date | Author and University/Company | CRSP Database Used |
---|---|---|---|
The Gender Position Gap and Firm Performance | Sep 14 2020 |
University of California, Irvine University of California, Irvine University of Illinois at Chicago |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios | Aug 10 2020 |
University of North Carolina at Chapel Hill University of Michigan University of North Carolina at Chapel Hill LIDAM UC Louvain |
CRSP US Stock Databases |
Measuring Customer Churn and Iinterconnectedness | Aug 1 2020 |
National Bureau of Economic Research National Bureau of Economic Research National Bureau of Economic Research |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Corporate Responses to Stock Price Fragility | Jun 4 2020 |
Norwegian School of Economics Wharton School, University of Pennsylvania Gatton College of Business and Economics, University of Kentucky |
CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds |
Recovering Investor Expectations from Demand for Index Funds | May 14 2020 |
Harvard University and NBER Harvard University Harvard University |
CRSP Survivor-Bias-Free US Mutual Funds |
Volatility and the Cross-Section of Equity Returns: The Role of Short-Selling Constraints | Apr 1 2020 |
McGill University University of Notre Dame |
CRSP/Compustat Merged Database CRSP US Stock Databases |
ETFs: The Good, the Bad, and the Ugly | Mar 11 2020 |
Eller College of Management, University of Arizona Eller College of Management, University of Arizona Eller College of Management, University of Arizona |
CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds |
Does Sub-Advising Abroad Improve the Performance of International Mutual Funds? | Feb 26 2020 |
Whitman School of Management, Syracuse University Schulich School of Business, York University Schulich School of Business, York University |
CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds |
Are financial markets aligned with climate action? New Evidence from the Paris Agreement | Feb 18 2020 |
Grantham Research Institute on Climate Change and the Environment, London School of Economics Department of Economics, University of Essex Grantham Research Institute on Climate Change and the Environment, London School of Economics |
CRSP US Stock Databases |
The Night and Day of Amihud’s (2002) Liquidity Measure | Dec 13 2019 |
Argyros School of Business & Economics, Chapman University Department of Economics, University of Illinois & University of Warwick Tepper School of Business, Carnegie Mellon University Argyros School of Business & Economics, Chapman University |
CRSP US Stock Databases |
Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation | Nov 11 2019 |
Cornerstone Research University of Michigan University of Illinois Columbia University |
CRSP US Stock Databases |
Climate Change Risk | Oct 25 2019 |
Fuqua School of Business, Duke University University of Illinois at Urbana-Champaign Federal Reserve Board |
CRSP/Compustat Merged Database CRSP US Stock Databases CRSP US Treasury Database |
The Performance of Exchange-Traded Funds | Sep 23 2019 |
Robeco Asset Management VU University Amsterdam - Finance |
CRSP US Stock Databases |
Discrimination in the Stock Market: Board Gender and Stock Performance | Sep 11 2019 |
University of Maryland, College Park University of Maryland, College Park |
CRSP US Stock Databases |
Firm Size Proxies and the Value Relevance of Predictive Stock Return Models | Aug 31 2019 |
Ted Rogers School of Management, School of Accounting and Finance Ryerson University |
CRSP/Compustat Merged Database CRSP US Stock Databases |
The Volatility Effect Revisited | Aug 26 2019 |
Robeco Robeco Asset Management - Quantitative Investing Erasmus University Rotterdam; Robeco Asset Management - Quantitative Investing |
CRSP US Stock Databases |
Labor Market Immobility and Incentive Contract Design | Jun 6 2019 |
University of Hong Kong Lingnan University Hong Kong Polytechnic University |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Analyst Days, Stock Prices, and Firm Performance | May 31 2019 |
Stephen M. Ross School of Business, University of Michigan The Wharton School, University of Pennsylvania |
CRSP/Compustat Merged Database CRSP US Index History FIles - Intraday CRSP US Stock Databases |
Is the Credit Spread Puzzle a Myth? | May 21 2019 |
McDonough School of Business, Georgetown University and NBER Carlson School of Management, University of Minnesota and NBER School of Business,University of Connecticut |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Does the CAPM Predict Returns? | Apr 7 2019 |
University of Toronto University of Toronto |
CRSP US Stock Databases |
Till death (or divorce) do us part: Early-life family disruption and fund manager behavior | Mar 1 2019 |
University of Wuppertal University of Cologne and Centre for Financial Research (CFR) University of Cambridge University of Wuppertal |
CRSP Survivor-Bias-Free US Mutual Funds |
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing | Feb 9 2019 |
Research Affiliates, LLC Fuqua School of Business, Duke University Research Affiliates LLC USC Marshall School of Business; National Bureau of Economic Research (NBER) |
CRSP/Compustat Merged Database CRSP US Stock Databases |
High-Frequency Factor Models and Regressions | Jan 18 2019 |
Department of Economics and Bendheim Center for Finance, Princeton University Poole College of Management, North Carolina State University Booth School of Business, University of Chicago |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Investment Returns and Distribution Policies of Non-Profit Endowment Funds | Dec 27 2018 |
Department of Finance, Georgetown University Stern School of Business, New York University (NYU) |
CRSP US Index History FIles - Intraday |
Does Borrowing from Banks Cost More than Borrowing from the Market? | Oct 28 2018 |
The Wharton School, University of Pennsylvania |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Optimal Asset Allocation for Retirement Saving: Deterministic vs. Time Consistent Adaptive Strategies | Dec 23 2018 |
David R. Cheriton School of Computer Science, University of Waterloo School of Accounting and Finance, University of Waterloo |
CRSP US Index History FIles - Intraday |
News-Driven Trading: Who Reads the News and When? | Oct 3 2018 |
Haas School of Business, UC Berkeley |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Time-Series Momentum in Nearly 100 Years of Stock Returns | Oct 19 2018 |
Department of Finance, University of Melbourne Department of Accounting and Finance, Lancaster University Management School Department of Accounting and Finance, Lancaster University Management School |
CRSP US Index History FIles - Intraday CRSP US Stock Databases |
Collateral Booms and Information Depletion | Oct 5 2018 |
CREI, Universitat Pompeu Fabra and Barcelona GSE CREI, Universitat Pompeu Fabra and Barcelona GSE European Central Bank |
CRSP/Compustat Merged Database CRSP US Stock Databases |
What Firm Characteristics Drive US Stock Returns? | Oct 2 2018 |
University of North Carolina at Charlotte Emory University Saint Louis University Washington University in St. Louis and CAFR |
CRSP/Compustat Merged Database CRSP US Index History FIles - Intraday CRSP US Stock Databases |
Empirical Asset Pricing via Machine Learning | Sep 4 2018 |
Booth School of Business, University of Chicago Yale University, AQR Capital Management, and NBER Booth School of Business, University of Chicago |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Shrinking the Cross Section | Aug 1 2018 |
Stephen M. Ross School of Business, University of Michigan Booth School of Business, University of Chicago. Centre for Economic Policy Research; CESifo (Center for Economic Studies and Ifo Institute) R.H. Smith School of Business, University of Maryland |
CRSP/Compustat Merged Database CRSP US Index History FIles - Intraday CRSP US Stock Databases |
Comparing Cross-Section and Time-Series Factor Models | Sep 1 2018 |
Booth School of Business, University of Chicago Tuck School of Business, Dartmouth College |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Trading Costs | Aug 22 2018 |
AQR Capital Management, LLC AQR Capital Management, LLC Yale University, National Bureau of Economic Research (NBER) |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Portfolio Selection for Individual Passive Investing | May 24 2018 |
University of Chicago Arizona State University University of Texas |
CRSP US Stock Databases |
Risks and Returns of Cryptocurrency | Aug 1 2018 |
Dept of Economics, Yale University Dept of Economics, Yale University |
CRSP US Stock Databases |
Financial Reporting Frequency and Investor Myopia | Mar 31 2018 |
University of Georgia University of Illinois at Urbana-Champaign University of Georgia University of Texas at Austin |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Fundamental Analysis Redux | Apr 10 2018 |
University of Southern California |
CRSP US Stock Databases |
Corporate Culture and Mergers and Acquisitions: Evidence from Machine Learning | Apr 1 2018 |
Sauder School of Business, University of British Columbia Stevens Institute of Technology Nanyang Business School, Nanyang Technological University School of Business Administration, University of Dayton |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Common Equity Blockholders and Diffusion of Tax Avoidance | Mar 21 2018 |
School of Accounting and Finance, Hong Kong Polytechnic University University of International Business and Economics, Beijing, China School of Accounting and Finance, Hong Kong Polytechnic University |
CRSP US Stock Databases |
Regional Culture in Mergers and Acquisitions | Mar 16 2018 |
University of Hong Kong University of Hong Kong |
CRSP US Stock Databases |
Product Life Cycles in Corporate Finance | Mar 16 2018 |
Marshall School of Business, University of Southern California Smith School of Business, University of Maryland |
CRSP US Stock Databases |
How Main Street Drives Wall Street: Customer Satisfaction, Short Sellers, Stock Returns, and Risk | Mar 13 2018 |
College of Business, University of Texas at San Antonio Nazarbayev University Graduate School of Business Jesse H. Jones Graduate School of Business, Rice University |
CRSP US Stock Databases |
Searching the Factor Zoo | Mar 16 2018 |
College of Economics, Sungkyunkwan University, Seoul, Korea IÉSEG School of Management |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Shock Propagation and Banking Structure | Jan 31 2018 |
Stockholm School of Economics; Centre for Economic Policy Research (CEPR); European Corporate Governance Institute (ECGI); Swedish House of Finance Swedish House of Finance; Centre for Economic Policy Research (CEPR) |
CRSP US Stock Databases |
Intended Benefits and Unintended Consequences of Improved Performance Disclosure | Nov 7 2017 |
Yale University |
CRSP Survivor-Bias-Free US Mutual Funds |
Expectation and Duration at the Effective Lower Bound | Mar 15 2017 |
Federal Reserve Bank of Chicago |
CRSP US Treasury Database |
Complexity Aversion When Seeking Alpha | Jul 8 2017 |
Rice University |
CRSP/Compustat Merged Database |
Investor Tastes, Corporate Behavior, and Stock Returns: An Analysis of Corporate Social Responsibility | Jan 1 2017 |
Nanyang Technological University The University of Texas at Austin Central University of Finance and Economics |
CRSP/Compustat Merged Database |
Political Cycles and Stock Returns | Feb 7 2017 |
University of Chicago Booth School of Business University of Chicago Booth School of Business |
CRSP Historical Indexes CRSP US Treasury Database |
Expectation and Duration at the Effective Lower Bound | Nov 22 2016 |
Senior Financial Economist, Federal Reserve Bank of Chicago |
CRSP US Treasury Database |
The Federal Reserve's Portfolio and its Effect on Interest Rates | Oct 31 2016 |
Federal Reserve Board Federal Reserve Board Federal Reserve Board |
CRSP US Treasury Database |
Common Ownership and Executive Compensation | Oct 31 2016 |
Naveen Jindal School of Management, University of Texas at Dallas |
CRSP US Stock Databases |
Beyond Sorting: A More Powerful Test for Cross-Sectional Anomalies | Dec 22 2016 |
Department of Economics, University of Zurich Department of Economics, University of Zurich Huazhong University of Science and Technology |
CRSP/Compustat Merged Database CRSP Historical Indexes CRSP US Stock Databases |
Performance and Incentives in Mutual Fund Industry | Sep 1 2016 |
Boston University |
CRSP Historical Indexes CRSP Survivor-Bias-Free US Mutual Funds |
Should Investors Learn about the Shape of the Term Structure of Equity Risk? | Jul 1 2016 |
University of Toronto University of Toronto Collegio Carlo Alberto |
CRSP Historical Indexes |
On the Changes to the Index Inclusion Effect with Increasing Passive Investment Management | Sep 1 2016 |
The Wharton School, University of Pennsylvania |
CRSP US Stock Databases |
What are the Actual Effects of Cash Holdings? Evidence from the Mutual Fund Industry | May 9 2016 |
Georgia State University |
CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds |
Swedroe: New Angles On Size Premium | May 20 2016 |
ETF.com |
CRSP Historical Indexes |
Handbook of Fixed-Income Securities | Apr 14 2016 |
University of Chicago, Booth School of Business |
CRSP US Treasury Database |
The Myth of the Credit Spread Puzzle | Feb 11 2016 |
London Business School London Business School |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Betting Against Winners | Feb 10 2016 |
Columbia Business School and NBER QBER, Kiel University and Kiel Institute for the World Economy QBER, Kiel University |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Essays on the Interaction of Investor Clienteles and Mutual Fund Behavior | Jan 21 2016 |
Christoph Sorhage Department of Finance and Centre for Financial Research (CFR), University of Cologne Mason School of Business, The College of William & Mary and Centre for Financial Research (CFR), University of Cologne |
CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds |
Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds | Mar 3 2016 |
University of New South Wales University of Michigan |
CRSP Survivor-Bias-Free US Mutual Funds |
Benchmarking Benchmarks: Much Ado About Nothing | Jun 28 2013 |
Universite du Luxembourg - School of Finance |
CRSP Historical Indexes CRSP US Stock Databases |
Detecting Insider Trading in Illiquid Option Markets | Sep 24 2015 |
McGill University New York University HEC Montreal New York University |
CRSP US Stock Databases |
Size and Value Matter, But Not the Way You Thought | Aug 19 2015 |
University of Liege - HEC Management School University of Liege - HEC Management School University of Liege - HEC Management School; Maastricht University - Department of Finance; Gambit Financial Solutions |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior? | Oct 1 2015 |
Accounting and Finance Department, University of Zaragoza Department of Finance and Centre for Financial Research (CFR) University of Cologne, |
CRSP Survivor-Bias-Free US Mutual Funds |
Do Financial Advisors Provide Tangible Benefits for Investors? Evidence From Tax-motivated Mutual Fund Flows | Jul 1 2015 |
Mason School of Business, The College of William & Mary; Research Fellow at the Centre for Financial Research (CFR), University of Cologne Department of Finance and Centre for Financial Research (CFR), University of Cologne Department of Finance and Centre for Financial Research (CFR), University of Cologne. |
CRSP Survivor-Bias-Free US Mutual Funds |
Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies | May 1 2015 |
Research Affiliates, LLC; University of California, Los Angeles - Anderson School of Business Texas Tech, Rawls College of Business Utah State University |
CRSP Survivor-Bias-Free US Mutual Funds |
Does Foreign Information Predict the Returns of Multinational Firms Worldwide? | Oct 8 2015 |
University of St. Gallen, School of Finance University of St. Gallen, School of Finance |
CRSP US Stock Databases |
Factor Portfolios and Efficient Factor Investing | Oct 5 2015 |
Analytic Investors, Inc. Analytic Investors, Inc. Marriott School of Management, BYU |
CRSP/Compustat Merged Database CRSP US Stock Databases |
The Acceleration Effect and Gamma Factor in Asset Pricing | Aug 19 2015 |
ETH Zurich Independent Swiss Finance Institute; ETH Zürich, Department of Management, Technology, and Economics (D-MTEC) |
CRSP US Stock Databases |
Data-driven methods for equity similarity prediction | Sep 16 2015 |
Rutgers University, Department of Computer Science Rutgers University, Department of Computer Science |
CRSP US Stock Databases |
Size and Momentum Profitability in International Stock Markets | Aug 26 2015 |
University of Zurich, Department of Banking and Finance ETH Zürich; University of Zurich, Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS) Bank for International Settlements (BIS), Monetary and Economic Department University of Zurich, Department of Banking and Finance; Swiss Finance Institute; Centre for Economic Policy Research (CEPR); European Corporate Governance Institute (ECGI) University of Kassel |
CRSP Historical Indexes CRSP US Stock Databases |
Dynamic Asset Allocation with Predictable Returns and Transaction Costs | Jun 15 2015 |
Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute; National Bureau of Economic Research (NBER) Columbia Business School, Finance and Economics; National Bureau of Economic Research (NBER) Columbia Business School, Decision Risk and Operations University of Cincinnati, Department of Finance, Real Estate |
CRSP US Stock Databases |
Backtesting strategies based on multiple signals | Sep 16 2015 |
Simon Graduate School of Business, University of Rochester |
CRSP US Stock Databases |
A Lobbying Approach to Evaluating the Whistleblower Provisions of the Dodd-Frank Reform Act of 2010 | Jul 7 2014 |
Boston College Baruch College, CUNY University of Waterloo |
CRSP Historical Indexes CRSP US Stock Databases |
SFAS 142, Conditional Conservatism, and Acquisition Profitability and Risk | May 1 2015 |
New York University, Stern School Business New York University, Stern School Business New York University, Stern School Business |
CRSP US Stock Databases |
Corporate Governance and the Creation of the SEC | Mar 2 2015 |
Harvard University University of Miami, Department of Finance Claremont Colleges, Robert Day School of Economics and Finance, and NBER |
CRSP US Stock Databases |
Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns | Mar 1 2015 |
University of Southern California Chicago Booth School of Business University of Southern California Harvard Business School |
CRSP/Compustat Merged Database |
Newly Listed Firms as Acquisition Targets: The Débutant Effect of IPOs | Feb 18 2015 |
Lingnan College, Sun Yat-Sen University bCollege of Business and Economics, Australian National University |
CRSP/Compustat Merged Database CRSP Historical Indexes CRSP US Stock Databases |
Earnings Granularity and Stock Price Levels | Feb 20 2015 |
Jones Graduate School of Business, Rice University Katz Graduate School of Business, University of Pittsburgh Nanyang Business School, Nanyang Technological University |
CRSP/Compustat Merged Database CRSP US Stock Databases |
Speed of Information Diffusion within Fund Families | Jan 2 2015 |
Mason School of Business, The College of William & Mary and Centre for Financial Research (CFR), University of Cologne Department of Finance and Centre for Financial Research (CFR), University of Cologne Department of Finance and Centre for Financial Research (CFR), University of Cologne |
CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds |
Disaster risk and its implications for asset pricing | Dec 12 2014 |
University of Oxford University of Pennsylvania and NBER |
CRSP Historical Indexes CRSP US Treasury Database |
Do Capital Markets Punish Managerial Myopia? | Sep 1 2014 |
University of Western Australia Murdoch University |
CRSP US Stock Databases |
Size is Not Everything | Nov 17 2014 |
Federal Reserve Bank of New York Federal Reserve Bank of New York |
CRSP US Stock Databases |
A Performance Comparison of Large-n Factor Estimators | Nov 6 2014 |
PBC School of Finance, Tsinghua University, Beijing Department of Economics, Finance and Accounting, National University of Ireland Kellogg School of Management, Northwestern University |
CRSP US Stock Databases |
Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence | May 29 2015 |
University of Mannheim - Finance Area; University of Mannheim, Graduate School of Economic and Social Sciences University of Mannheim University of St. Gallen - SoF: School of Finance |
CRSP Survivor-Bias-Free US Mutual Funds |
Dividend Changes and Future Earnings: A Conditional Analysis | Aug 1 2014 |
Faculty of Management, University of Lethbridge School of Business, University of Alberta |
CRSP Historical Indexes CRSP US Stock Databases |
Momentum Trading, Return Chasing and Predictable Crashes | Dec 15 2014 |
Federal Reserve Bank of Chicago University of North Carolina Kenan-Flagler Business School; University of North Carolina (UNC) at Chapel Hill - Department of Economics Northwestern University - Kellogg School of Management; National Bureau of Economic Research (NBER); Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF); Indian School of Business (ISB), Hyderabad |
CRSP US Stock Databases |