Recent Articles of Interest 

September 2014 -  Bansal, Volatility, the Macroeconomy, and Asset Prices  New!

September 2014 - Bekaertm, The Global Crisis and Equity Market Contagion   New!

September 2014 - Understanding the Modern Monetary System    New!
September 2014 -  Fact, Fiction and Momentum Investing  New!

September 2014 - Company Valuation Methods  New!
 

March 2014 -  A Quantitative Approach to Tactical Asset Allocation 
March 2014 -  A Brief Introduction to the Basics of Game Theory 
March 2014 -  Understanding the Modern Monetary System 

September 2013 - Country Size, Currency Unions, and International Asset Returns  
September 2013 - Do Peer Firms Affect Corporate Financial Policy?  
April 2013 - Haltmaier, Challenges for the Future of Chinese Economic Growth
April 2013 - Damodaran, Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition

April 2013 - Mollick , Swept Away by the Crowd? Crowdfunding, Venture Capital, and the Selection of Entrepreneurs
April 2013 - Burns, TRANSFORMING PERSONAL MOBILITY 

December 2012 -  Erb, An Impressionistic View of the 'Real' Price of Gold Around the World 

December 2012 - Fernandez, Company Valuation Methods: The Most Common Errors in Valuations 

December 2012 -  Erb, The Golden Dilemma  

December 2012 -  Faber, Global Value: Building Trading Models with the 10 Year CAPE 

December 2012 - Damodaran,  Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2012 Edition

December 2012 -  Damodaran, Value Investing: Investing for Grown Ups? 

August 2012 - Andrew Lo's Papers Available Online

*** Highly Recommended ***

August 2012 - Lo, EFFICIENT MARKETS HYPOTHESIS

August 2012 - Dwyer, Wildcat Banking, Banking Panics, and Free Banking in the United States 

August 2012 - chaluax.org, The monetary systems. Essay on currency, market and society 

May 2012 - Damodaran, Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2011 Edition  

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 
 

PRIOR ARTICLES - there is some great stuff in here please check it out!

PRIOR ARTICLES - 2008-2011; 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

September 2014 -  Ritholz,  Romancing Alpha, Forsaking Beta  New!

September 2014 -  Liberty Street Economics - the NY Fed   New!

September 2014 -  Currency Reform In Ancient Rome  New!

September 2014 -    The Price of Learning   New!

 September 2014 -   Annual Returns: Asset Classes 1994-2013  *** Highly Recommended ***  New!

 September 2014 -  4% Rule: 20 Years Ago Today   New!

March 2014 -  Buffet Finally Says What Everybody Is Thinking - Index Funds Are The Answer 

March 2014 -  Here's A Chart Of Interest Rates Going Back To 3000 BC 

March 2014 -  What Does It Take To Be Middle Class?   *** Highly Recommended ***
March 2014 -  It's The 2nd Worst Decade In Over 220 Years (And Getting Worse) 

March 2014 -  213 Years Of Sovereign Yields And Defaults 
March 2014 -  You Can't Control When You're Born... Revisiting Sequence of Returns Risk   New!

September 2013 - Market Capitalization As A Percentage Of GDP   *** Highly Recommended ***
September 2013  - The New Health Care System In One Easy To Read Chat - good luck! - 

September 2013 - 40 Maps That Will Help You Make Sense of the World 

September 2013 - Grant, Calm Before The Storm 

September 2013 - Durden, 63 High Government Debt Episodes And What They Tell Us About Our Options Today  

September 2013 - 

September 2013 - Every Hurricane Since They Have Been Keeping Records - Amazing! 

September 2013 -   The Rise and Windfalls of the Most Iconic IPOs of All (Dotcom) Time 

September 2013 -  Long Term Real Rolling Returns of Stocks and Gold 

September 2013 -  Which Is Greater: Full Time Jobs Or Americans On Food Assistance And Disability? 

Project Syndicate - good site

April 2013 - Grant, Calm Before The Storm 

April 2013 - Durden, The High Price Of Understated Inflation 

April 2013 - The Retirement Income Deficit 

April 2013 - Market Capitalization As A Percentage Of GDP 

April 2013 - Statfor, The Past, Present and Future of Russian Energy Strategy 

April 2013 -  Thanks to Natural Gas, American Manufacturing is Coming Roaring Back 

April 2013 -  The Rise and Windfalls of the Most Iconic IPOs of All (Dotcom) Time

April 2013 - Durden, A Visual Simplification Of The CDS Market

December 2012 - All Time Record High for Corporate Profits  

December 2012 - Erikkson, The 20 Most Influential Economic Papers 

December 2012 - Rocher, Understanding the Modern Monetary System  

December 2012 -   Video Games Market Share (1975-2011)

December 2012 -  FRB, Changes in U.S. Family Finances from 2007 to
2010: Evidence from the Survey of Consumer Finances

December 2012 -  The First Time Humans Saw the Structure of DNA 

December 2012 -  Effect of Dividends Reinvested on US Stock Returns since 1871   December 2012 -  Smith, The Federal Reserve's Cargo Cult Magic: Housing Will Lift the Economy (Again) 

December 2012 - Durden, Did The Great Financial Crisis Start With The End Of The Gold Standard?

August 2012 - Reserve Currencies of the World - 1400 - present 

August 2012 -  Kolko: Dissecting the House Price Indices (Case-Shiller, CoreLogic, FHFA and NAR)  *** Highly Recommended ***

August 2012 -  The Women Wage Gap Finally Explained - Children! *** Highly Recommended ***

August 2012 - Seeking Alpha, 7 Investing Myths And What Investors Should Do About Them
 

August 2012 - Countries' Share of World GDP  1 - 2008    *** Highly Recommended ***

August 2012 - Durden, Charting The End Of 'Stock-Picking' Alpha 

August 2012 -  Professors Without Borders

August 2012 - IEEE, A Brief History of Money

May 2012 - Pasta, Not Bacon, Makes You Fat. But How? INFOGRAPHIC OF THE DAY
AN INFOGRAPHIC LAYING OUT THE SURPRISING SCIENCE BEHIND WHY CARBS MAKE YOU FAT, WHILE FAT DOESN’T
 

May 2012 - Economic Balance of Power Throughout the Ages 

May 2012 - Russell Global Index Construction and Methodology 

May 2012 - Women Feel Less Ambitious, Says Survey  

May 2012 -  The Illusion of Choice 

May 2012 -   How low can the stock market go? 

May 2012 -  A Visual Simplification Of The CDS Market 

May 2012 -   Options for REO: The Private Sector Solution to the Foreclosure Problem 

May 2012 -   Morgan Stanley: Still "lots to solve" in the euro-sovereign bank nexus 

May 2012 -   Crestmont Research - some good long term charts - check the site out - lots there 

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

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

January 2012 - Interest Rates: 1831-2011 

January 2012 - The neuroeconomic revolution 

January 2012 - Cycles of Financial Crises 1810 to 2010 

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

 PRIOR SHORTER ARTICLES FROM 2002-2011  - there is some great stuff in here please 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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