Using The Internet To Keep Up To Date With The Latest Research In Finance

John P. Scordo, Esq.
Bio
Introduction - Keeping current with the most recent academic finance articles and working papers, using only the internet, is not easy. I have tried to collect below a  list of sites that can be visited regularly to keep up to date on the latest leading research in finance, as well as more comprehensive lists of research-related and other interesting sites.  I have also provided below a running list of interesting and potentially influential articles, mostly focused on academic research in the financial markets. I tend to prefer large scale, long term empirical research.  The "Shorter Articles/New Sites of Note" focuses on more easily readable, semi-academic articles and additional sites of interest. 
 
Site last updated on: Sunday, October 14, 2018 (prior updates on: May 20, 2018, December 4, 2017, September 17, 2017, July 26, 2017, June 25, 2017, October 31, 2016, May 8, 2016, December 20, 2015, August 30, 2015, February 1, 2015, October 19, 2014, April 12, 2014, September 22, 2013, April 12, 2013, December 31, 2012, August 23, 2012 . . . . first beginning on October 30, 2001).  If you like the site please sign our Guest Book.
  If you are a newcomer to finance, check out the Getting Started page for some good introductory resources.

All of the Highly Recommended Articles from 2001 - present.

Also, check out  Finance and the Entertainment Industry,  College Football Recruit Rankings - Do They Work? 
and A History of Money Reading List   
                Recent Articles of Interest 
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October 2018 - Ammer, Home Country Interest Rates and International Investment in U.S. Bonds New!

Ocotober 2018 - McCabe, The Shift from Active to Passive Investing: Potential Risks to Financial Stability?  New!

October 2018 - Pulling the Goalie: Hockey and Investment Implications
 ​New!

May 2018 - Jagtiani, The Roles of Alternative Data and Machine Learning in Fintech Lending: Evidence from the Lendingclub Consumer Platform  

May 2018 - Fernandez, Company Valuation Methods (revised) 

May 2018 - Faber, Global Value: Building Trading Models with the 10 Year CAPE 

May 2018 - various, Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers 

December 2017 - Penalever, A Quantitative Easing Experiment  

December 2017 - An, Growth and Jobs in Developing Economies: Trends and Cycles  

December 2017 - Getmansky, Stock Price Crashes: Role of Capital Constrained Traders 

September 2017 - Doeswijk, Historical Returns of the Market Portfolio 

September 2017 - Golez, Four centuries of return predictability  

September 2017 - Bunn, Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013  

September 2017 - Ryan, A Brief Postwar History of US Consumer Finance 
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September 2017 - Beechey, THE EFFICIENT MARKET HYPOTHESIS:
A SURVEY  

September 2017 - Palma, The existence and persistence of liquidity effects: evidence from a large-scale historical natural experiment  
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September 2017 - Obstfeld, International Monetary Relations:
Taking Finance Seriously  
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September 2017 - Waldfogel, How Digitization Has Created a Golden
Age of Music, Movies, Books, and Television  

​ June 2017 - Bessembinder, Do Stocks Outperform Treasury Bills?   ​ *** Highly Recommended ***   4% of the companies account for 100% of the return of the stock market!!!! 

​June 2017 - Richman, Do non-citizens vote in U.S. elections?  

​June 2017 - International Equity Investing: Long-Term
Expectations and Short-Term Departures  
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November 2016 - Damodaran, Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2015 Edition 

November 2016 - Pfau, Making Sense Out of Variable Spending Strategies for Retirees  *** Highly Recommended ***

November 2016 -  Roche, Understanding Modern Portfolio Construction  

November 2016 - Roche, Understanding the Modern Monetary System  

November 2016 - Roche, Understanding the Modern Monetary System   

November 2016 - Lin, Investment, Tobin's q, and Interest Rates  
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May 2016 - Mohaddes, The U.S. Oil Supply Revolution and the Global Economy 

May 2016 -  Grullen, The Disappearance of Public Firms and the
Changing Nature of U.S. Industries

December 2015 - McMillan, Forecast and Market Timing Power of the FED Model and the Role of Inflation

December 2015 - Bauer, Can We Rely on Market-Based Inflation Forecasts?

August 2015 - Analyzing Valuation Measures: A Performance Horse-Race over the past 40 Years

August 2015 - New Evidence on the Relation Between the Enterprise Multiple and Average Stock Returns 

August 2015 - Becker, Reaching for Yield in the Bond Market  

August 2015 - Griffin, Who Facilitated Misreporting in Securitized Loans?

February 2015 - Becker, Reaching for Yield in the Bond Market  

February 2015 -  Asness, Size Matters, If You Control Your Junk 

February 2015 -  Rinne, Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns  

February 2015 - Magness, Challenging the Empirical Contribution of Thomas Piketty's Capital in the 21st Century 

February 2015 - Johannsen, Inflation Experience and Inflation Expectations: Dispersion and Disagreement Within Demographic Groups  

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

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

September 2014 - Understanding the Modern Monetary System    

September 2014 -  Fact, Fiction and Momentum Investing 

September 2014 - Company Valuation Methods  

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 

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

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               Shorter Articles/New Sites of Note

October 2018 - Rising Interest Rates Do Not Equal Poor Equity Performance  New!
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October 2018- Updating Some Performance Charts New!

October 2018 - What History Teaches About Interest Rates New!

October 2018 - One chart puts mega tech’s trillions of market value into eye-popping perspective New!

October 2018 - NOBEL SYMPOSIUM ON “MONEY AND BANKING” New!

​May 2018 -  Is The US Stock Market Overvalued? Depends on which Model You Ask  
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May 2018 - Global Assets, 1900 - 2017 

May 2018 - Why Is Inflation So Low? 

May 2018 - Worrying about Market Declines and High Valuations   

May 2018 - Shiller PE Ration - current  

May 2018 - Histomap - Four Thousand Years of World History 

May 2018 - History of Economics - chart  

​December 2017 - Do Portfolio Factors or Characteristics Drive Expected Returns? 

December 2017 - Inflation Ignorance - Missing The Systemic Decline In Quality, Utility, Durability, And Service  

December 2017 - 700 Years Of Data Suggests The Reversal In Rates Will Be Rapid 

December 2017 - Reconciling Individual Stock Returns and Factor Portfolio Returns  

December 2017 - The Best Investment Since 1926? Apple  

September 2017   - factor investing update
 Fama, French, A Five-Factor Asset Pricing Model 
 Hou, Replicating Anomalies 
Novy-Marx, The Other Side of Value: The Gross Profitability Premium
 Gross Profits isn’t a Silver Bullet for Valuation Measurement!
Swedroe: Exploring The Profitability Factor
So we are up to five factors now and counting - do I hear six? do I hear inefficient markets?
*** Highly Recommended ***
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September 2017 -  Dimensions of Expected Return: Patience is a Virtue – 2017 Update  

September 2017 - Any Stock Return Calculator with Dividend Reinvestment - DQYDJ  

September 2017 - A History of Islamic Finance traces orgins to modern form  

July 2017 - a closer look at the amazing IFA site
   *** Highly Recommended ***
       - Periodic Table of Investment Returns
       - ​Great Charts
       - 89 Years of Investment Returns (1/1/1928 - 12/31/2016)
​       - 1,553 Articles       
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June 2017 - Fund managers rarely outperform the market for long 
  
June 2017 - Americans Tolerate Inequality Because They Over-Estimate Their Odds of Coming Out on Top  

June 2017 - Credit Suisse Global, Investment Returns, Yearbook 2017  ​ *** Highly Recommended ***

June 2017 - The rise of evidence-based investing 

June 2017 -  Marry Your Like: Assortative Mating and Income Inequality - is this the biggest driver of income inequality after all?

June 2017 -  Is It Better to Rent or Buy?  

June 2017 -The United States of oil and gas 
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June 2017 - The High Cost of a Home is Turning Millennials Into the New Serfs  

June 2017 - History of US Bear & Bull Markets Since 1926  *** Highly Recommended ***

June 2017 - All of the World’s Money and Markets in One Visualization  

June 2017 - Where are they now? The 12 members of the 1896 Dow Jones industrial average 
 
​June 2017 - ​The tumultuous 155-year history of oil prices  

June 2017 -  Don’t Limit Your Fama  

​June 2017 - Why I'm livid — but not surprised — that the US sugar industry funded one of the biggest misconceptions in modern nutrition   *** Highly Recommended ***

​November 2016 - Why you shouldn't exercise to lose weight, explained with 60+ studies  - exercise is great for many, many health reasons but it is NOT for losing weight

November 2016 - US Inflation (Log) 1790-2015  

November 2016 - Is the Fed’s Balance Sheet Too Small?  

November 2016 - The story of inflation between 1996 and 2016 is of rising prices in things that you need: Prices skyrocket for middle class goods and services.  

November 2016 - Here's the truth about the stock market in 16 charts  

November 2016 - Government Pension Plans Are Headed For Disaster  

November 2016 - A History of Share Prices  

​November 2016 - How Money and Banking Work On a Gold Standard *** Highly Recommended ***

November 2016 - Investment Calculators and Finance Calculators  

November 2016 - visualizingeconomics.com 

November 2016 - Tyranny Of The PhDs  

May 2016 - How Much Has Global Economic Power Really Shifted? 

May 2016 -  "A Total Game Changer" - From Over-Population To De-Population  *** Highly Recommended ***

May 2016 -  Here's everything you need to know about money, on a 4-by-6 inch index card

May 2016 -  THE BATTLE LINES OF TODAY’S DEBATES OVER GUN CONTROL, WERE DRAWN CENTURIES AGO BY AMERICA’S EARLY SETTLERS  *** Highly Recommended *** 

May 2016 -  3 Things You Never Knew About the S&P 500 

May 2016 - A Challenge To The Shiller P/E 

May 2016 -  9 charts - enough said 

May 2016 - The Central Bank War On Savers - The Big Lie Beneath 

May 2016 - "Free" Trade, Jobs, & Income Inequality: It's Not As Easy As We Might Think

May 2016 -  THE SUN BELT IS RISING AGAIN, NEW CENSUS NUMBERS SHOW  

May 2016 - Electric vehicles: The impact on oil and electricity 

December 2015 - The Most Extreme Point Of Stock Market Overvaluation In History 

December 2015 - The Long (Behavioral) History of Long Yields 

December 2015 - JP Morgan Guide to US Markets 

December 2015 - Economic and Financial Decision Making in China 

December 2015 - Long Term Interest Rates A Survey 

December 2015 - Home Loans Mortgage Process 

December 2015 - How Do America’s "Poor" Really Live? Examining the Census Poverty Report 

December 2015 - 500 YEARS OF GDP: A TALE OF TWO COUNTRIES 

December 2015 - No Inflation Friday: The Government Admits Its Own Statistics Are Phony 

December 2015 - Long Term Market Recoveries 

August 2015 - Comparing the cost of living between 1975 and 2015: You are being lied to and fooled - more on the great inflation scam

August 2015 - Technology sector, share of market over time

August 2015 - Assessing the Recent Behavior of Inflation

August 2015 - The oncoming disaster in public pensions: The $4 trillion retirement savings deficit and the bill of payouts for pensioners 

PRIOR SHORTER ARTICLES FROM 2002-2015
Top Selected Sites For This Subject Matter

William Bernstein’s Site  


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

Kitces.com  Top 50 Financial Advisor Blogs And Bloggers  

visualizingeconomics.com ​

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

​gloriamundi.org - everything you need to know about VAR 

wilmott.com - quantitative finance 

Asset Class Newsletter  ​****Highly Recommended****

Vanguard Research for Individuals

Journal of Financial Planning 

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

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

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***
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Robert Shiller's Site

Annual Returns on Stock, T.Bonds and T.Bills: 1928 - Current - check this once a year.  See also S&P 500 Return Calculator, with Dividend Reinvestment 

Annualized Return of Various Indexes Back to 1928 *** Highly Recommended***

William Sharpe's Site 

Ed Yardeni's Blog

William Goetzmann's Online Book

Bogleheads.org

Fama/French Forum

SRC Stock Charts - all you need to know about the market is in the 30 year chart book   *** Highly Recommended***

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Best Academic Research Sites - Good Reads and Full Text Is Always Available

International Monetary Fund

Federal Reserve Bank

​​Federal Reserve Board: 

European Central Bank 

World Bank

National Bureau Of Economic Research (abstracts only)

​Journal Of Portfolio Managment

Bank For International Settlements - Central Bank Research Hub 
 
Aggregators of Finance Research

SSRN

RePEc (Research Papers in Economics) 

Other Academic Finance Sites

MIT Sloan Open Source Finance Courses

Damodaran's Site - Investment Philosopies

​Financial Instituions Center Working Papers

Harvard Business School

Columbia University

​Knowledge @ Wharton

Chicago Booth - Selected Paper Series

WHERE TO FIND COOL ACADEMIC FINANCE RESEARCH

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​Major Journals - in order of influence based on the REPEC "simple impact factor"

See IDEAS/RePEc Simple Impact Factors for Journals
See also Currie and Pandher; SJR; Science Watch

The Quarterly Journal of Economics, Oxford University Press
Journal of Economic Literature, American Economic Association
Journal of Political Economy, University of Chicago Press
Econometrica, Econometric Society (also covers Econometrica, Econometric Society )
Journal of Economic Growth, Springer
Journal of Financial Economics, Elsevier
Review of Economic Studies, Oxford University Press
Journal of Economic Perspectives, American Economic Association
Journal of Finance, American Finance Association
Economic Policy, CEPR;CES;MSH (also covers Economic Policy, CEPR;CES;MSH )
Review of Financial Studies, Society for Financial Studies
American Economic Review, American Economic Association
Journal of Monetary Economics, Elsevier (also covers Carnegie-Rochester Conference Series on Public Policy, Elsevier )
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution
Journal of Labor Economics, University of Chicago Press
Journal of Econometrics, Elsevier
American Economic Journal: Macroeconomics, American Economic Association
Journal of the European Economic Association, European Economic Association (also covers Journal of the European Economic Association, MIT Press )
Economic Journal, Royal Economic Society (also covers Economic Journal, Royal Economic Society )
RAND Journal of Economics, RAND Corporation (also covers Bell Journal of Economics, The RAND Corporation RAND Journal of Economics, The RAND Corporation )
The Review of Economics and Statistics, MIT Press
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (also covers Journal of Applied Econometrics, John Wiley & Sons, Ltd. )
Proceedings, Federal Reserve Bank of San Francisco
World Bank Economic Review, World Bank Group
Journal of International Economics, Elsevier
The Journal of Business, University of Chicago Press
American Economic Journal: Applied Economics, American Economic Association
Journal of Public Economics, Elsevier
Journal of Business & Economic Statistics, Taylor & Francis Journals (also covers Journal of Business & Economic Statistics, American Statistical Association )
Journal of Financial Intermediation, Elsevier
Journal of Environmental Economics and Management, Elsevier
Foundations and Trends(R) in Econometrics, now publishers
Proceedings, Federal Reserve Bank of Cleveland
Journal of Economic Surveys, Wiley Blackwell
Journal of Development Economics, Elsevier
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics
Experimental Economics, Springer;Economic Science Association
Journal of Human Resources, University of Wisconsin Press
Western economic developments, Federal Reserve Bank of San Francisco
Journal of Economic Theory, Elsevier
Quarterly Review, Federal Reserve Bank of Minneapolis
European Economic Review, Elsevier
Journal of Law and Economics, University of Chicago Press
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (also covers International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association )
Journal of Accounting and Economics, Elsevier
Annual Review of Economics, Annual Reviews
World Bank Research Observer, World Bank Group
Journal of Risk and Uncertainty, Springer
American Economic Journal: Economic Policy, American Economic Association
Journal of Money, Credit and Banking, Blackwell Publishing (also covers Journal of Money, Credit and Banking, Blackwell Publishing )
International Journal of Central Banking, International Journal of Central Banking

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​DISCLAIMER - This site is for informational and entertainment purposes only.  It does not provide investment advice, recommendations, or legal counsel or advice.




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