Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles Using The Internet To Keep Up To Date With The Latest Journal Articles  John P. Scordo, Esq. - www.research-finance.com

Using The Internet To Keep Up To Date With The Latest Journal Articles

And Working Papers In Finance

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John P. Scordo, Esq.

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   Comments, suggestions, article recommendations, etc.

Introduction - Keeping current with the most recent academic finance articles and working papers, using only the internet, is not easy. There is no central location where all of the articles are aggregated, and most journals require paid subscriptions and therefore do not ordinarily make their materials available for free over the internet. Luckily, some of the major journals allow upcoming papers to be downloaded before official publication, and the authors of working papers generally allow free access to their articles at their own personal website or their institution’s website.   I have tried to collect below a short 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.  By visiting the "Leading Sources" identified below, about once a week, you should be kept reasonably up to date on most major releases of research in finance. I have also provided, in the "Recent Articles of Interest" sub-section, a running list of interesting and potentially influential articles, mostly focused on academic research in the financial markets, primarily the stock market.  Also, be sure to scroll down.  The "Shorter Articles/New Sites of Note" focuses on more easily readable, semi-academic articles and additional sites of interest.  The remaining sub-sections below list major journals and working paper sites, and the "Key Links For Academic Research," "Shorter Finance Articles" and "Other Interesting Sites/Online Finance Courses" sub-sections list many other very useful sites.  Please read about the purpose of this site before using.  Site last updated on: Sunday, March 28,  2010   (prior updates on:  January 25, 2010, December 14, 2009, September 28, 2009,  June 27, 2009,  February 8, 2009,  November 28, 2008, October 6, 2008,  July 31, 2008, April 30, 2008, February 29, 2008 ....)

If you are a newcomer to finance, check out the  Getting Started  page for some good introductory resources.

 Finance and the Entertainment Industry

Also, check out the New! section on College Football Recruit Rankings - Do They Work?

Recent Articles of Interest

March 2010 - Griffin, Xu, How Smart are the Smart Guys? A Unique View from Hedge Fund Stock Holdings  New!

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

March 2010 - Faber, Quantitative Approach to Tactical Asset Allocation  New!

March 2010 - Haldane, Alessandri,  Banking on the State  New!

March 2010 - Faugere, The Price of Gold: A Global Required Yield Theory  New!

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 

November 2008 - Haug, Taleb, Why We Have Never Used  the Black-Scholes-Merton Option Pricing Formula (fourth version)

November 2008  - Advisory Group LLC, Public Debt, Inflation and the Stock Market 

October 2008  - Financial Crisis

          IMF's Global Financial Stability Report - October 2008  -

          Laeven, Valencia, Systemic Banking Crises: A New Database 

October 2008 - Galinsky, Insecure Minds Wired For Pattern Finding - the best explanation yet for the belief that anyone can trade the market 

October 2008 - The AFG Journal of Equity Valuation & Selection -Call for Papers 

July 2008 - 80 Year History: Earnings Yield vs. Interest Rates  *** Highly Recommended ***

July 2008 - Federal Reserve Bank of St. Louis, Monetary Policy's Third Interest Rate 

July 2008 - Bank of International Settlements, Credit Risk Transfer: 2005-2007 

July 2008 - Ikenberry, Lakonishok, Vermaelen, Market Underreaction to Open Market Repurchases

July 2008 - Lerman, Livnat, Mendenhall,  Double Surprise into Higher Future Returns, Financial Analysts Journal, Vol. 63, No. 4, pp. 63-71, July/August 2007  New!

April 2008 - Hoberg, Welch, Aged and Recent Market Betas in Securities Pricing  

April 2008 - Keys, Did Securitization Lead to Lax Screening? Evidence from Subprime Loans

April 2008 - French, The Cost of Active Investing 

April 2008 - Fernandez, 100 Questions About Finance (100 Preguntas Sobre Finanzas)  

February 2008 - Lo, Patel, 130/30: The New Long-Only 

February 2008 - Fama, French, Average Returns, B/M, and Share Issues

February 2008 - Campbell, Hilscher, Szilagyi, In Search of Distress Risk 

February 2008 - Fama, French, Dissecting Anomalies 

PRIOR ARTICLES - 2006;          PRIOR ARTICLES - 2005;

PRIOR ARTICLES - 2004;         PRIOR ARTICLES  -  2003

PRIOR ARTICLES - 2002;          PRIOR ARTICLES -  2001

________________________________________________________________

  "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)

 

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.

 

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 

Shorter Articles/New Sites of Note

March 2010 - Global Investment Returns Yearbook 2008 New!

March 2010 - Tension Envelope Corp., Business Booms and Depressions 1775-1944  New!

March 2010 - Durden, All You Ever Wanted To Know About The Current Sovereign CDS Market But Were Afraid To Ask: The CDS-Bond Basis, CDS Curve Flattening, Volatility Skews And More  New!

March 2010 - Economic Indicators Dashboard  New!

January 2010 -  SRC GREEN BOOK - 50 year charts with earnings!! - spurlge on the 100 year wall chart at least once in your investing career - it will teach you all you need to know about the stock market in about three minutes  *** Highly Recommended ***

January 2010 -  Durden, Brace For Impact: In 2010, Demand For US Fixed Income Has To Increase Elevenfold... Or Else 

January 2010 -  The Tree of Truth - How to Tell If Your Sovereign Debt Is In Trouble 

January 2010 -  Who Is Financing the Deficit? No Surprise Here

January 2010 - Teather, The woman who built financial 'weapon of mass destruction' 

December 2009 - Where Will You Be In Ten Years? 

December 2009 - NY Fed's Model Predicts End of Recession in 2009 

December 2009 - How The iPhone Is Blowing Everyone Else Away (In Charts) 

December 2009 - Fekete, Forgotten Anniversary: One Hundred Years of Legal Tender 

December 2009 - The History of the House of Rothschild 

December 2009 - S&P 500 Over Priced: With 97% of Companies Reporting Q2 Earnings the PE Ratio is Now at 129. The Most Over Hyped Market Rally Ever 

September 2009 - China calls time on dollar hegemony  

September 2009 - Oil Priced in SDRs, in 1979 

September 2009 -  50 Free Ivy-League Lectures on the Economy  

September 2009 - Buffett’s Betrayal

September 2009 - Breakdown of a Hypothetical Bond Spread by Contributing Factors (Picture)             *** Highly Recommended ***

September 2009 - High Frequency Trading: We Fear What We Do Not Understand 

June 2009 - Regression and R-Squared Explained

 

June 2009 - TED Talks - 570 to date 

 

June 2009 - Financial Crisis

 

         BIS, Derivative Markets Last Half of 2008 

 

         Job Losses so Far

 

         Credit Crisis Indicators - some calming 

 

          Sorman, Monetarism Defiant 

 

          Mortgage Rate Resets 

 

          IMF Global Financial Stability Report - April 2009 

 

February 2009 - Stock Market Earnings Yield and Inflation Over the Long Run

 

February 2009 - Best 25 Financial Blogs 

 

February 2009 - Money as Debt - the movie   

 

February 2009 -  Financial Crisis

 

         Follow The 8.5 Trillion - a good list of where the money is going (or was going at the time) 

 

        Bernie Comes Out of the Closet - a classic case of a money manager telling clients the market can be beat

 

         Garrett, The Real Cost of the 2008 Bailout - Hyperinflation 

        

 More on Gold Backwardation 

 

         Wallison, Everything You Wanted to Know about Credit Default Swaps--but Were Never Told 

 

          The Scariest Chart Ever - everyone and their mother is linking to this but just for posterity sake  

 

November 2008 - Financial Crisis

 

          Washington's $5 Trillion Tab  

 

           DiLorenzo, The New Deal Debunked (again)  *** Highly Recommended ***

 

           mybudget360, American Debtor Psycho: $49 Trillion in Debt. The Real Reason why the Credit Crisis is Bigger than you Think 

 

            Major holders of treasury securities

 

         Gallagher, How Venice Rigged The First, and Worst, Global Financial Collapse 660 Years Ago  

 

 

November 2008 - Map of Europe 1-1000 A.D.

 

October 2008  - Financial Crisis - there is lots out there - trying to be selective:

 

        What are Credit Default Swaps? 

 

        The $700 billion will buy about $2.0 trillion of the $13.6 trillion mortgage debt outstanding  

 

         Kessler, The Paulson Plan Will Make Money For Taxpayers   

 

         10 Links to Walk You Through Today's Financial Crisis  

 

         10 good articles with some background 

 

October 2008 - CXO Advisory Group - the Fed Model on steroids

 

July 2008 - Watching The Growth Of Wal-Mart Across America 

 

July 2008 - longbets.org Warren Buffet bets $1.0 million that fund mangers cannot outperform the S&P 

 

July 2008 - MASSIVE DROP IN U.S. DEMAND IN APRIL,

 Peak Oil Debunked

 

July 2008 - Berner, Has Housing Bottomed, and Is Recovery Ahead? 

 

April 2008 - Princeton Economics Group, Inc. - good site 

 

April 2008 - MIT, Economic History, Fall 2006 

 

April 2008 - Efficient Markets, Spin, Speculative frenzy, … 

 

April 2008 - World's Most Worthless Money 

 

April 2008 - Mark Stephen Rapp's Site - Research Resources for Economists 

 

February 2008 - Harford, The Stag Hunt The obscure game-theory problem that explains why rich countries are rich

 

February 2008 - Watson, Forget Looking Rich...Be Rich!

 

February 2008 - Russel, Torbey, The Efficient Market Hypothesis on Trial :A Survey 

 

   PRIOR SHORTER ARTICLES FROM 2002-2007

 

Interesting Sites

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

 

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

 

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  

______________________________________________

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.

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

J

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