Data Points

Title Date Author and University/Company CRSP Database Used
Expectation and Duration at the Effective Lower Bound Nov 22 2016
Thomas King
Senior Financial Economist, Federal Reserve Bank of Chicago
CRSP US Treasury Database
The Federal Reserve's Portfolio and its E ect on Interest Rates Oct 31 2016
Jeffrey Huther
Federal Reserve Board

Jane Ihrig
Federal Reserve Board

Elizabeth Klee
Federal Reserve Board

Alexander Boote

Richard Sambasivam
CRSP US Treasury Database
Maintaining Access to Political Information: Evidence on the Exchange of Information Between Brokerage Houses and Politicians Dec 22 2016
Andrew P. Stephan
Kellogg School of Management, Northwestern University

Beverly R. Walther
Kellogg School of Management, Northwestern University

Laura A. Wellman
David Eccles School of Business, University of Utah
CRSP US Stock Databases
Common Ownership and Executive Compensation Oct 31 2016
Lantian (Max) Liang
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
Olivier Ledoit
Department of Economics, University of Zurich

Michael Wolf
Department of Economics, University of Zurich

Zhao Zhao
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
Apoorva Javadekar
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
Michael Hasler
University of Toronto

Mariana Khapko
University of Toronto

Roberto Marfe
Collegio Carlo Alberto
CRSP Historical Indexes
On the Changes to the Index Inclusion Effect with Increasing Passive Investment Management Sep 1 2016
Cameron Scari
Wharton, University of Pennsylvania
CRSP US Stock Databases
What are the Actual Effects of Cash Holdings? Evidence from the Mutual Fund Industry May 9 2016
Haibei Zhao
Georgia State University
CRSP US Stock Databases
CRSP Survivor-Bias-Free US Mutual Funds
Good Volatility, Bad Volatility, and the Cross-Section of Stock Returns Apr 27 2016
Tim Bollerslev
Department of Economics, Duke University, and NBER and CREATES

Sophia Zhengzi Li
Department of Finance, Michigan State University

Bingzhi Zhao
Department of Economics, Duke University
CRSP/Compustat Merged Database
CRSP US Stock Databases
A System-wide Approach to Measure Connectivity in the Financial Sector May 15 2016
Sumanta Basu
Department of Statistics, University of California Berkeley

Sreyoshi Das
Department of Economics, University of Michigan

George Michailidis
Department of Statistics, University of Florida

Amiyatosh Purnanandam
Ross School of Business, University of Michigan
CRSP US Stock Databases
Swedroe: New Angles On Size Premium May 20 2016
Larry Swedroe
ETF.com
CRSP Historical Indexes
Handbook of Fixed-Income Securities Apr 14 2016
Pietro Veronesi
University of Chicago, Booth School of Business
CRSP US Treasury Database
Shareholders as Creditors of First Resort Apr 14 2016
Andriy Bodnaruk
Mendoza College of Business, University of Notre Dame

Marco Rossi
Mendoza College of Business, University of Notre Dame
CRSP/Compustat Merged Database
CRSP US Stock Databases
The Myth of the Credit Spread Puzzle Feb 11 2016
Peter Feldhutter
London Business School

Stephen Schaefer
London Business School
CRSP/Compustat Merged Database
CRSP US Stock Databases
Does firms’ location explain IPO first-day returns? Apr 14 2016
Sabri Boubaker
Champagne School of Management, Troyes, France

Dimitrios Gounopoulos
School of Business, Management and Economics, University of Sussex

Meziane Lasfer
Cass Business School, City University of London
CRSP/Compustat Merged Database
CRSP US Stock Databases
The Lifecycle of Firm Takeover Defenses Feb 9 2016
William C. Johnson
Sawyer Business School, Suffolk University

Jonathan M. Karpoff
Foster School of Business, University of Washington

Sangho Yi
Sogang Business School, Sogang University
CRSP/Compustat Merged Database
CRSP US Stock Databases
Betting Against Winners Feb 10 2016
Kent Daniel
Columbia Business School and NBER

Alexander Klos
QBER, Kiel University and Kiel Institute for the World Economy

Simon Rottke
QBER, Kiel University
CRSP/Compustat Merged Database
CRSP US Stock Databases
Beyond the Corner Office: Employee Characteristics and Bank Performance Jan 11 2016
Vladimir Mukharlyamov
Department of Economics, Harvard University
CRSP Historical Indexes
CRSP US Stock Databases
Essays on the Interaction of Investor Clienteles and Mutual Fund Behavior Jan 21 2016
Christoph Sorhage
Christoph Sorhage Department of Finance and Centre for Financial Research (CFR), University of Cologne

Gjergji Cici
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
Oleg Chuprinin
University of New South Wales

Denis Sosyura
University of Michigan
CRSP Survivor-Bias-Free US Mutual Funds
Benchmarking Benchmarks: Much Ado About Nothing Jun 28 2013
Yuliya Plyakha
Universite du Luxembourg - School of Finance
CRSP Historical Indexes
CRSP US Stock Databases
Mutual Fund Management: Does Active Management Pay? Jan 13 2016
Wenhao Yang
University of Utah
CRSP Survivor-Bias-Free US Mutual Funds
Shock Spillover and Financial Response in Supply Chain Networks: Evidence from Firm-Level Data Nov 11 2015
Di (Andrew) Wu
5th-year PhD student of Finance at University of Pennsylvania’s Wharton School
CRSP Historical Indexes
CRSP US Stock Databases
Predicting Early Warning Signals of Financial Distress: The Role of Accounting Volatility Measures Nov 18 2015
Jan Klobucnik
Cologne Graduate School in Management, Economics and Social Sciences (CGS)

David Miersch
Cologne Graduate School in Management, Economics and Social Sciences (CGS)

Soenke Sievers
Chair of International Accounting, University of Paderborn
CRSP/Compustat Merged Database
CRSP US Stock Databases
Do Weather-Induced Moods Affect the Processing of Earnings News? Nov 8 2015
Ed deHaan
Stanford University

Joshua Madsen
University of Minnesota

Joseph D. Piotroski
Stanford University
CRSP Historical Indexes
CRSP US Stock Databases
Detecting Insider Trading in Illiquid Option Markets Sep 24 2015
Patrick Augustin
McGill University

Menachem Brenner
New York University

Gunnar Grass
HEC Montreal

Marti G. Subrahmanyam
New York University
CRSP US Stock Databases
The Effect of Going Concern Opinions: Prediction versus Inducement Nov 14 2015
Joseph Gerakosy
University of Chicago, Booth School of Business

P. Richard Hahn
University of Chicago, Booth School of Business

Andrei Kovrijnykh
Arizona State University W.P. Carey School of Business,

Frank Zhou
University of Chicago, Booth School of Business
CRSP/Compustat Merged Database
CRSP US Stock Databases
Size and Value Matter, But Not the Way You Thought Aug 19 2015
Marie Lambert
University of Liege - HEC Management School

Boris Fays
University of Liege - HEC Management School

Georges Hubner
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
Laura Andreu
Accounting and Finance Department, University of Zaragoza

Alexander Puetz
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
Gjergji Cici
Mason School of Business, The College of William & Mary; Research Fellow at the Centre for Financial Research (CFR), University of Cologne

Alexander Kempf
Department of Finance and Centre for Financial Research (CFR), University of Cologne

Christoph Sorhage
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
Jason C. Hsu
Research Affiliates, LLC; University of California, Los Angeles - Anderson School of Business

Brett W. Myers
Texas Tech, Rawls College of Business

Ryan J. Whitby
Utah State University
CRSP Survivor-Bias-Free US Mutual Funds
Does Foreign Information Predict the Returns of Multinational Firms Worldwide? Oct 8 2015
Christian Finke
University of St. Gallen, School of Finance

Florian Weigert
University of St. Gallen, School of Finance
CRSP US Stock Databases
Factor Portfolios and Efficient Factor Investing Oct 5 2015
Roger G Clarke
Analytic Investors, Inc.

Harindra De Silva
Analytic Investors, Inc.

Steven Thorley
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
Diego Ardila
ETH Zurich

Zalàn Forrò
Independent

Didier Sornette
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
John Robert Yarosa
Rutgers University, Department of Computer Science

Tomasz Imielińskia
Rutgers University, Department of Computer Science
CRSP US Stock Databases
Size and Momentum Profitability in International Stock Markets Aug 26 2015
Peter Steffen Schmidt
University of Zurich, Department of Banking and Finance

Urs Von Arx
ETH Zürich; University of Zurich, Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS)

Andreas Schrimpf
Bank for International Settlements (BIS), Monetary and Economic Department

Alexander F. Wagner
University of Zurich, Department of Banking and Finance; Swiss Finance Institute; Centre for Economic Policy Research (CEPR); European Corporate Governance Institute (ECGI)

Andreas Ziegler
University of Kassel
CRSP Historical Indexes
CRSP US Stock Databases
Dynamic Asset Allocation with Predictable Returns and Transaction Costs Jun 15 2015
Pierre Collin-Dufresne
Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute; National Bureau of Economic Research (NBER)

Kent D. Daniel
Columbia Business School, Finance and Economics; National Bureau of Economic Research (NBER)

Ciamac C. Moallemi
Columbia Business School, Decision Risk and Operations

Mehmet Saglam
University of Cincinnati, Department of Finance, Real Estate
CRSP US Stock Databases
Stock Underpricing and Firm News Disclosure Jun 16 2015
Laura Sophie Henning
Swiss Institute of Banking and Finance, University of St. Gallen

David Oesch
Department of Business Administration, University of Zurich,

Markus Schmid
Swiss Institute of Banking and Finance, University of St. Gallen
CRSP/Compustat Merged Database
CRSP US Stock Databases
CRSP Survivor-Bias-Free US Mutual Funds
The Pricing of Illiquidity as a Characteristic and as Risk Jun 16 2015
Yakov Amihud
Stern School of Business, New York University.

Haim Mendelson
Graduate School of Business, Stanford University
CRSP US Stock Databases
Backtesting strategies based on multiple signals Sep 16 2015
Robert Novy-Marx
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
Vishal Baloria
Boston College

Carol Marquardt
Baruch College, CUNY

Christine Wiedman
University of Waterloo
CRSP Historical Indexes
CRSP US Stock Databases
Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings May 10 2015
Vikas Agarwal
Georgia State University, J. Mack Robinson College of Business and Research Fellow at the Centre for Financial Research (CFR), University of Cologne

Stefan Ruenzi
University of Mannheim

Florian Weigert
University of St. Gallen, Swiss Institute of Banking and Finance
CRSP Historical Indexes
CRSP US Stock Databases
Corporate Strategy, Conformism, and the Stock Market Apr 23 2015
Thierry Foucault
HEC Paris

Laurent Frésard
University of Maryland
CRSP Historical Indexes
CRSP US Stock Databases
No More Weekend Effect Jun 23 2015
Russell P. Robins
AB Freeman School of Business, Tulane University

Geo rey Peter Smith
WP Carey School of Business, Arizona State University
CRSP Historical Indexes
CRSP US Stock Databases
SFAS 142, Conditional Conservatism, and Acquisition Profitability and Risk May 1 2015
Matthew Cedergren
New York University, Stern School Business

Baruch Lev
New York University, Stern School Business

Paul Zarowin
New York University, Stern School Business
CRSP US Stock Databases
Corporate Governance and the Creation of the SEC Mar 2 2015
Arevik Avedian
Harvard University

Henrik Cronqvist
University of Miami, Department of Finance

Marc Weidenmier
Claremont Colleges, Robert Day School of Economics and Finance, and NBER
CRSP US Stock Databases
Assessing the Relation between Taxes and Stock Returns: The Critical Role of Choosing the Tax Variable Apr 1 2015
Zhan Gao
Lancaster University

Dan Givoly
Pennsylvania State University

Rick Laux
Pennsylvania State University
CRSP/Compustat Merged Database
Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns Mar 1 2015
Tom Y. Chang
University of Southern California

Samuel M. Hartzmark
Chicago Booth School of Business

David H. Solomon
University of Southern California

Eugene F. Soltes
Harvard Business School
CRSP/Compustat Merged Database
Newly Listed Firms as Acquisition Targets: The Débutant Effect of IPOs Feb 18 2015
Luyao Pan
Lingnan College, Sun Yat-Sen University

Xianming Zhou
bCollege of Business and Economics, Australian National University
CRSP/Compustat Merged Database
CRSP Historical Indexes
CRSP US Stock Databases
Separating the Wheat from the Chaff: Identifying the Signal and Predictable Error Components of Target Price Forecasts Mar 2 2015
Patricia M. Dechow
The Haas School of Business, University of California, Berkeley

Haifeng You
Department of Accounting, Hong Kong University of Science and Technology
CRSP/Compustat Merged Database
CRSP US Stock Databases
Top Management Human Capital, Inventor Mobility, and Corporate Innovation Jan 23 2015
Thomas J. Chemmanur
Carroll School of Management, Boston College

Lei Kong
Carroll School of Management, Boston College

Karthik Krishnan
D'Amore-McKim School of Business, Northeastern University

Qianqian Yu
Carroll School of Management, Boston College
CRSP/Compustat Merged Database
CRSP US Stock Databases
Earnings Granularity and Stock Price Levels Feb 20 2015
Alan D. Crane
Jones Graduate School of Business, Rice University

Andrew Koch
Katz Graduate School of Business, University of Pittsburgh

Chishen Wei
Nanyang Business School, Nanyang Technological University
CRSP/Compustat Merged Database
CRSP US Stock Databases
Speed of Information Diffusion within Fund Families Jan 2 2015
Gjergji Cici
Mason School of Business, The College of William & Mary and Centre for Financial Research (CFR), University of Cologne

Stefan Jaspersen
Department of Finance and Centre for Financial Research (CFR), University of Cologne

Alexander Kempf
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
Jerry Tsai
University of Oxford

Jessica A. Wachter
University of Pennsylvania and NBER
CRSP Historical Indexes
CRSP US Treasury Database
Which Firms Lose More Value in Stock Market Crashes? Feb 24 2015
Ozge Uygur
Rohrer College of Business at Rowan University

Gulser Meric
Rohrer College of Business at Rowan University

Ilhan Meric
Rider University
CRSP Historical Indexes
CRSP US Stock Databases
A look at the liquidity of single versus dual-listed ADRs Feb 24 2015
Javier Rodríguez
Graduate School of Business Administration, University of Puerto Rico
CRSP US Stock Databases
News Shocks and Inflation: Lessons for New Keynesians Nov 1 2014
André Kurmann
Drexel University

Christopher Otrok
University of Missouri, Federal Reserve Bank of St Louis
CRSP US Treasury Database
Accruals and Momentum Jul 1 2014
Ming Gu
Hanqing Advanced Institute of Economics and Finance, Renmin University of China

Yangru Wu
Finance Department, Rutgers University
CRSP US Stock Databases
Do Capital Markets Punish Managerial Myopia? Sep 1 2014
Jamie Tong
University of Western Australia

Feida (Frank) Zhang
Murdoch University
CRSP US Stock Databases
Prospect Theory and Stock Returns: An Empirical Test Nov 1 2014
Nicholas Barberis
Yale School of Management

Abhiroop Mukherjee
Hong Kong University of Science and Technology

Baolian Wang
Fordham University
CRSP US Stock Databases
Risk and Return within the Stock Market: What Works Best? Jan 14 2015
Roger G. Ibbotson
Yale School of Management and Chairman & CIO of Zebra Capital Management, LLC

Daniel Y.-J. Kim
Zebra Capital Management, LLC.
CRSP US Stock Databases
US Small-Cap Indexes: An Empirical Analysis of Factor Exposure and Return Dec 1 2014
Asli Ascioglu
Bryant University

John B. Mcdermott
Fairfield University
CRSP U.S. Small Cap Index
Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates Nov 1 2014
Andrea Ajello
Board of Governors of the Federal Reserve System

Luca Benzoni
Federal Reserve Bank of Chicago

Olena Chyruk
Federal Reserve Bank of Chicago
CRSP US Treasury Database
Does corporate investment in stakeholder capital create value for shareholders? The importance of long-term investors Oct 23 2014
Ambrus Kecskes
Schulich School of Business, York University

Sattar Mansi
Virginia Polytechnic Institute and State University

Phuong-Anh Nguyen
Virginia Polytechnic Institute and State University
CRSP US Stock Databases
Size is Not Everything Nov 17 2014
Samuel Antill
Federal Reserve Bank of New York

Asani Sarkar
Federal Reserve Bank of New York
CRSP US Stock Databases
A Performance Comparison of Large-n Factor Estimators Nov 6 2014
Zhuo Chen
PBC School of Finance, Tsinghua University, Beijing

Gregory Connor
Department of Economics, Finance and Accounting, National University of Ireland

Robert A. Korajczyk
Kellogg School of Management, Northwestern University
CRSP US Stock Databases
Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence May 29 2015
Christopher Fink
University of Mannheim - Finance Area; University of Mannheim, Graduate School of Economic and Social Sciences

Katharina Raatz
University of Mannheim

Florian Weigert
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
Ebenezer Asem
Faculty of Management, University of Lethbridge

Aditya Kaul
School of Business, University of Alberta
CRSP Historical Indexes
CRSP US Stock Databases
Idiosyncratic Risk and Stock Return Anomalies: Cross-section and Time-series Effects Aug 1 2014
Biljana Nikolic
School of Business Administration, University of San Diego

Feifei Wang
Robert J. Trulaske, Senior College of Business, University of Missouri

Xuemin (Sterling) Yan
Robert J. Trulaske, Senior College of Business, University of Missouri

Lingling Zheng
Renmin Business School, Renmin University of China, Beijing
CRSP/Compustat Merged Database
Momentum Trading, Return Chasing and Predictable Crashes Dec 15 2014
Benjamin Remy Chabot
Federal Reserve Bank of Chicago

Eric Ghysels
University of North Carolina Kenan-Flagler Business School; University of North Carolina (UNC) at Chapel Hill - Department of Economics

Ravi Jagannathan
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