Recent Articles of Interest 

October 2011 - CDS on US Sovereign Debt Q&A 
 

October 2011 - Herd on the Street, Journal of Portfolio Management

June 2011 -  A New Approach to Gauging Inflation Expectations

June 2011 - Growth and Returns in
Emerging Markets

June 2011 - The Effectiveness of Home Ownership on Wealth

March 2011 - IQ and Stock Market Participation 

March 2011 - Estimating the Return to College Selectivity over the Career Using Administrative Earning Data 

March 2011 - Public Pension Promises: How Big Are They and What Are They Worth?* 

January 2011 - Reinhardt, This Time is Different: A Panoramic View of Eight Centuries of Financial Crises 

January 2011 - Flandreau, To err is human: rating agencies and the interwar foreign government debt crisis

January 2011 - McAfee, EDIFYING EDITING  

January 2011 - FamaFrench, Luck Versus Skill in the Cross Section of Mutual Fund Returns  
January 2011 - Faber, A Quantitative Approach to Tactical Asset Allocation 
November 2010 - Pflaum et al., Historical   Averages and The "Real Rate" of Interest 

November 2010 - NBER, U.S. STOCK MARKET CRASHES AND THEIR AFTERMATH: IMPLICATIONS FOR MONETARY POLICY 

November 2010 - Durham, et al., Interrelationships Among Wage Dispersion, Employee Turnover, and Organizational Performance: A Study of the National
Football League 

November 2010 -   Petersen, Two Faces: Demystifying the Mortgage Electronic Registration System's Land Title Theory 
 

November 2010 - Burk, McGowan, Big But Brittle: Economic Perspectives on the Future of the Law Firm in the New Economy  New!

September 2010 -  Camara and Gary Echternacht, The SAT® I and High School Grades: Utility in Predicting Success in College 

September 2010 - Heck, Establishing a Pecking Order for Finance Academics: Ranking of U.S. Finance Doctoral Programs

September 2010 - Fernandez, Company Valuation Methods: The Most Common Errors in Valuations

September 2010 -  Comin, Easterly, Gong, Was the Wealth of Nations Determined in 1000 bc?  

September 2010 -Damodaran, Equity Risk Premiums (ERP): Determinants, Estimation and Implications - The 2010 Edition   

July 2010 - BIS, Chronicle of Currency Collapses: Re-examining the Effects on Output 

July 2010 - •Calculated Risk:  Part 1: How Large is the Outstanding Value of Sovereign Bonds?; •Part 2. How Often Have Sovereign Countries Defaulted in the Past?; •Part 2B: More on Historic Sovereign Default Research; •Part 3. What are the Market Estimates of the Probabilities of Default?; •Part 4. What are Total Estimated Losses on Sovereign Bonds Due to Default?•Part 5A. What Happens If Things Go Really Badly? $15 Trillion of Sovereign Debt in Default 

July 2010 - Huebscher, Asset Allocation Matters, But Not as Much as You Think 

June 2010 - The Cost of Debt. Jules H. van Binsbergen, John R. Graham, and Jie Yang  

January 2010 - Universal Statistical Properties of Poker Tournaments 

January 2010 - Ricciardi, A Research Starting Point for the New Scholar: A Unique Perspective of Behavioral Finance  

January 2010 - U.S. Debt Burden: Public and Private 

December 2009 - Reiss, What we can learn from housing futures 

December 2009 - Dornette, The Financial Bubble Experiments: advanced diagnostics and forecasts of bubble terminations 

December 2009 - Henderson, Credit Derivatives Are Not 'Insurance' 

September 2009 - FRBNY, The Topology of Interbank Payment Flows 

September 2009 - ECB, The Topology of the Federal Funds Market   

September 2009 - Baker, George, The Role of Television in Household Debt 

September 2009 - FRBDC, The Role of the Securitization Process in the Expansion of Subprime Credit    

September 2009 - Loko, Diouf, Revisiting the Determinants of Productivity Growth: What's new? 

September 2009 - Spatafora, Irina, Commodity Terms of Trade: The History of Booms and Busts 

June 2009 - Haugen, Baker, Case Closed    if the authors have proven that markets are not 100% "efficient" does that mean anyone can identify when they are not efficient in advance and profit from it?  my advice: pick up the $20 bill, but don't quit your day job

June 2009   - Cole, Ohanian, New Deal Policies and the Persistence of the Great Depression  !

June 2009 - Marshall, Cahan, Cahan, Technical Analysis Around the World: Does it Ever Add Value?

February 2009 - What things cost in Ancient Rome 

PRIOR ARTICLES - 2008; PRIOR ARTICLES - 2007;

PRIOR ARTICLES - 2006;          PRIOR ARTICLES - 2005;

PRIOR ARTICLES - 2004;         PRIOR ARTICLES  -  2003

PRIOR ARTICLES - 2002;          PRIOR ARTICLES -  2001

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Top Selected Sites For This Subject Matter

Center for International Securities and Derivatives Markets - the study of  hedge funds 

gloriamundi.org - everything you need to know about VAR 

 andreasteienr.net - Andreas Steiner’s Performance Analysis site

 

wilmott.com - quantitative finance 

William Bernstein’s Site – this may be the best personal finance site on the web  ****Highly Recommended****

IndexFunds.com

Index Funds Advisors (great site; also check out the investment education program for a nice historical overview)

Asset Class Newsletter

Peter Bernstein's Article Recommendations 

Vanguard Institutional Investors - Research 

"Undiscovered Managers"

TIAA-CREF Institute - Working Papers, Published Articles, Research Dialogue and Quarterly Reports

Journal of Financial Planning

 Journal of Behavioral Finance 

EH. net - great economic history site *** Highly Recommended***

Nassim Nicholas Taleb's Home Page - always good stuff from Mr. Taleb 

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Other Major Journals - in order of "influence" based, for the most part, on frequency of citation

Journal of Political Economy (abstracts only)

Financial Management (upcoming papers only)

Journal of Accounting and Economics (abstracts only)

Econometrica (abstract only; full text of older articles )

The American Economic Review (abstracts only)

Quarterly Journal of Economics (abstracts only)

Journal of Econometrics (abstracts only)

Journal of Banking and Finance (abstracts only)

Journal of Applied Corporate Finance (table of contents only)

Journal of Economic Perspectives (abstracts only)

Brookings Papers on Economic Activity (table of contents only)

Journal of Monetary Economics (abstracts only)

Journal of Accounting Research (table of contents only)

Rand (Bell) Journal of Economics (table of contents only)

The Review of Economic Studies (full text of upcoming papers)

Journal of International Money and Finance (abstracts only)

Accounting Review (abstracts only)

Journal of Financial Research (abstracts only)

Journal of Financial Intermediation (abstracts only)

Journal of Futures Markets (abstracts only)

Journal of Empirical Finance (abstracts only)

Mathematical Finance (abstracts only)

Review of Economic and Statistics (abstracts only)

Journal of Economic Theory (abstracts only)

Journal of American Statistical Association (abstracts only)

International Economic Review (table of contents only)

Journal of Law and Economics (abstracts only)

Management Science (table of contents only)

Journal of Money, Credit and Banking (table of contents only)

Journal of Applied Finance (upcoming papers only)

Journal of Financial and Strategic Decisions (full text)

Quarterly Journal of Economic (abstracts only)

The Journal of Derivatives (abstracts only)

The Journal of Wealth Management (abstracts only)

Review of International Economics (abstracts only)

International Review of Economics and Finance (abstracts only)

Journal of Economic Behavior and Organization (abstracts only)

Journal of Economic Psychology (abstracts only)

Journal of International Financial Markets, Institutions & Money (abstracts only)

The World Bank Economic Review (abstracts only)

Cambridge Journal of Economics (abstracts only)

The Financial Review (abstracts only)

See also:

Quantitative Finance

Journal of Financial Education

Journal Of Financial Markets

Journal  of Economic Literature

Journal of Behavioral Finance  

 

 

Shorter Articles/ New Sites of Note

January 2012 - the REAL inflation rate!! - a must read New!  *** Highly Recommended ***

January 2012 - Mutual Funds in and Out of Favor - go to this site once a year before you  chase returns  New!  *** Highly Recommended ***

January 2012 - Interest Rates: 1831-2011  New!

January 2012 - The neuroeconomic revolution  New!

January 2012 - Cycles of Financial Crises 1810 to 2010  New!

January 2012 -  The rise and fall of personal computing  - awesome chart!  *** Highly Recommended ***

October 2011 -  Empirical Finance Blog 

October 2011 - Bogle: Market Valuation - folks it just ain't that complicated 

October 2011 - Academic publishers make Murdoch look like a socialist 

October 2011 - Correlation Between Hedge Fund Returns And Market Hits All Time Record 

October 2011 - Take the $38.5 Trillion of the US, and scale down to a household 

October 2011 - Atlas of Economic Complexity 

October 2011 -   HISTORY: The Day the United States Defaulted on Treasury Bills  
June 2011 - Case-Shiller Housing Futures vs. Actual      *** Highly Recommended ***

June 2011 - IMF eLibrary

June 2011 - Whites See Racism as a Zero-Sum Game That They Are Now Losing 
June 2011 - LearningXL  - 100 Amazing Web Tools for Hobbyist Scholars
June 2011 -  Top Marginal Tax Rates since 1910

June 2011 - The Washington Post's dependence on the government it covers
June - 2011 - House Prices vs House Sizes 

March 2011 - A Desperate Defense of Affirmative Action 
March 2011 - An Anti-College Backlash? 

March 2011 - Budget Forecasts, Compared With Reality 
March 2011 - All of Inflation’s Little Parts 
March 2011 - Walt Disney’s Creative Organization Chart 
March 2011 - What Energy Crisis? Natural Gas Supplies Could Last 250 Years and  Oil has joined the Past… NG is the Future! 
March 2011 - The Haves and the Have-Nots 
January 2011 - Real Interest Rates (Historical) 1801-1996 
 January 2011 - Behind Gold's New Glister: Miners' Big Bet on a Fund

January 2011 - Housing Supply: What do all the numbers mean? 

January 2011 - Periodis Web - A Historical Atlas -  Europe from Year 1 to 2000 

January 2011 -  Joliprint - print out your articles in an easy to read format  

 PRIOR SHORTER ARTICLES FROM 2002-2010  - there is some great stuff in here check it out!

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Shorter Finance Articles

The Journal of Portfolio Management (abstracts only) ****Highly Recommended****

Financial Analysts Journal (abstracts only)  ****Highly Recommended****

Journal Of Alternative Investments, Journal Of Private Equity, Journal of Fixed Income, Journal Of Structured And Project Finance, Emerging Markets Quarterly, Journal Of Derivatives, Journal Of Risk Finance, Derivatives Quarterly  (all abstracts only)

Journal Of Investing (abstracts only) **** Highly Recommended ****

Journal Of Asset Management (abstracts only)

Knowledge @ Wharton

The Journal Of Indexes

Peter Bernstein’s Site

DFA's Library of Articles 

Harvard Business School

Stanford Business School

Other Interesting Sites/Online Finance Courses

Altruist Financial Advisors - Investing Bibliography - a great, concise collection of classic and influential academic and semi-academic articles and books; many articles full text.   **** Highly Recommended ****

William Sharpe's Online Book

William Sharpe's Site

Dr. Ed Yardeni's Economics Site  - the best resource on the internet for current economic data  **** Highly Recommended ****

William Goetzmann's Online Book

William Goetzmann’s Learning Curves

Vanguard Diehards Forum 

Investment Policy Magazine - Index To Past Articles 

Applied Quantitative Research - Research Library 

Robert J. Shiller

Investment course from Columbia Business School

Richard Thaler

Jim Mahar - good general site for academic finance on the web – sign up for the weekly e-mail newsletter.

The JEL Classifications

Andrew Karolyi - good basic reading list.

John Wachowicz’ Site for Finance Students

Investment Philosophies - Online Book 

Equity Risk Premium Forum - Online Book **** Highly Recommended ****

Indian Institute Of Finance

FinWeb

"Leading" Sources of Journal Articles

Journal of Finance (full text of upcoming papers)

Journal of Financial Economics (titles only)

Review of Financial Studies (abstracts only; some older articles)

Journal of Financial & Quantitative Analysis  (abstracts only)

Note about the "Big Four" journals  

EconPapers Search - as part of the RePec sites, EconPapers is a great resource.  Thanks to Professor Sune Karlsson of the Stockholm School of Economics you can now search all "G" JEL classified articles ("financial economics") added or modified on the site within the last "x" days or weeks.  This should allow you to periodically review recent articles added to the EconPapers site.  (Note: all posted articles on EconPapers may not have JEL codes attributed to them). 

 

SSRN (Financial Economics Network) – this and the RePec site are the two main "aggregators" of financial research on the internet.  The SSRN site is really geared for searching specific topics or authors. The above link should rank recent finance papers in date order, many of which are downloadable (at times this link can be slow).  I would recommend checking this link a few times a week.  It is the single most useful resource on the web for new releases in finance.  (Note if you have trouble downloading the document, you can have it e-mailed to you).   SSRN now requires registration but it is free.

 

Journal of Business (abstracts only)  It can be argued that the Journal of Business should replace one of the publications in the "Big Four" - see Arnold, Butler, Crack, Altintig, Impact: What Influences Finance Research? 

 

Univ. of Chicago and CRSP Working Papers (some full text)

 

Cowles Foundation at Yale Univ. Working Papers (full text)

 

Federal Reserve Working Papers (full text)

National Bureau of Economic Research (abstracts only)

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The RePec Sites

NetEc/WebEc/EconWPA/IDEAS/RePEC/NEP – This collection of sites is the most comprehensive source on the web for academic financial literature. The sites contain one of the most complete list of Working Paper sites (962) and Journal sites (129) available.  Also, the EconWPA site does list abstracts from posted articles by month. At present, the best way to keep up to date on papers being posted to the RePec sites is to sign up for the "corporate finance," "econometrics," "finance" and "financial markets" e-mail notifications. The professors participating in RePec and in WebEc-HoPEC are listed.

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Other Leading Working Paper Sites

MIT - Sloan

Wharton School

London School of Economics – Financial Markets Group

Harvard Business School

International Monetary Fund

OECD Economics

Ohio State - Dice Center

Bank of Canada

Centre for Economic Policy Research (abstracts only)

Central Bank Research Hub - BIS.org - A very nice compilation of working papers from all of the world's central banks

Bank For International Settlements

Columbia University

World Bank

European Central Bank Working Papers 

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Key Links For Academic Finance Research

Ohio State University Finance Site – This is probably the best collection of academic finance links on the internet. It has references to approximately 79 finance journals, 40 working paper sites, 346 personal working paper sites and many other interesting links – probably the best collection of finance links on the web.

Comprehensive List of Online Finance Courses

EconWPA – check the most recent month in Finance for new postings. Not as many papers posted as SSRN, but a very nice list of resources for economists on the internet.

WebEc - Lists economic journals alphabetically. Also, has subsections for Financial Economics, etc. -

Washington University - Another comprehensive list of working paper sites in finance at approximately 138 U.S. Universities, government agencies and other institutions.

Business 2.0 – Good list of major journals, working paper and compilation sites.

CiteSeer - full text repository of scientific papers including finance and economics - much like the RePec site. 

NYU Professor Starbuck ranks the journals (lots of information; go to bottom of page)

The CFA Digest (abstracts only)

Quarterly review of over 75  finance and investment related journals.

Working Paper Links From HBS

Financial Economics Books - reviewed by The Economic Journal -

Economic Intuition – a paid service for keeping up to date on the literature.

J

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