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

And Working Papers In Finance

Guest Book

John P. Scordo, Esq.

Bio

[email protected] 

   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).    Archive of site on:  October 11, 2003

If your a newcomer to finance, check out our new  Getting Started page for some good introductory resources.

Recent Articles of Interest

(Be sure to scroll down for all New! articles which are listed  based on date of anticipated publication)

Due in 2004-  Jegadessh, Kim, Krische, Lee, Analyzing the Analysts: When do Recommendations Add Value? 

Due in 2004 - Eberhart, Maxwell, Siddique, An Examination of Long-Term Abnormal Stock Returns and Operating Performance Following R&D Increases` 

Due in 2004 - Grullon, Michaely, The Information Content of Share Repurchase Programs

Due in 2004 - Vassalour, Xing, Default Risk in Equity Returns

Due in 2004 -  Bansa, Yaron, Risks For the Long Run: A Potential Resolution of Asset Pricing Puzzles 

Due in 2004 - Oyer, Why Do Firms Use Incentives That Have No incentive Effects? 

Due in February 2004 - Dammon, Spatt,. Zhang, Optimal Asset Location and Allocation with Taxable and Tax-deferred Investing

Due in February 2004 - Durnev, Morck, Yeung, Value Enhancing Capital Budgeting and Firm-Specific Stock Return Variation 

Due in 2004 - Goyal, Demographics, Stock Market Flows, and Stock Returns (abstract only)  New!

Due in 2003 - Grullon, Michaely, The Information Content Of Share Repurchase Programs 

Due in December 2003 - John Y. Campbell, Glen B. Taksler, Equity Volatility And Corporate Bond Yields 

Due in 2003 - Griffin, Harris, Topaloglu, The Dynamics Of Institutional And Individual Trading   

Due in October 2003 - Conrad, Cooper, Kaul, Value Versus Glamour 

Due in 2003 - Alexander Kurov and Dennis Lasser, Price Dynamics in the Regular and E-Mini Futures Markets (abstract only)  

Due in 2003 - Mayhew, Mihov, How Do Exchanges Select Stocks For Option Listing? 

Due in 2003 - Barclay, Hendershott, McCormick, Competition Among Trading Venues: Information and Trading on Electronic Communications Networks 

Due in 2003 - Warren Bailey, Haitao Li, Connie X. Mao, and Rui Zhong, Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses   

Due in 2003 - Pedro Santa-Clara and Rossen Valkanov, The Presidential Puzzle: Political Cycles and the Stock Market   

Due in 2003 - Denis, McConnell, Ovtchinnikov and Yu, S&P 500 Index Additions and Earnings Expectations 

September 2003 - Fama, French, The CAPM: Theory And Evidence   New!

September 2003 - Morck, Percy, Tian, Yeung The History of Corporate Ownership in China  New!

September 203 - Dhillon, Raman, Ramirez, Analysts' Dividend Forecasts and Dividend Signaling  New!

September 2003 - Madsen, The Macroeconomics of Share Prices in the Medium Term and in the Long Run  New!

September 2003 - Madsen, The Equity Risk Premium and the Required Share Returns in a Tobin’s Q Model  New!

August 2003 - Porter, Measuring Market Liquidity  New!

June 2003 - Corrado, Miller, The Forecast Quality of CBOE Implied Volatility Indexes  New!

June 2003 -Gadi, Veronesi, Rational Panics and Stock Market Crashes  New!

PRIOR ARTICLES FROM 2003

PRIOR ARTICLES FROM 2002 

PRIOR ARTICLES FROM 2001

"Leading" Sources

Journal of Finance (full text of upcoming papers)

Journal of Financial Economics (full text of upcoming papers)

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).

 

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)

Shorter Articles/New Sites of Note

Fall 2003 - Bernstein, Signal, Noise, and Success  New!

 

October 2003 - Armstrong, It Don't Get Much Worse Than This!  New!

 

August 2003 - Armstrong, Dollar Cost Averaging-The Basics 

 

Peter Bernstein's Article Recommendations 

 

July 2003 - Vanguard Investment Counseling & Research, Sources of Portfolio Performance: The Enduring Importance of Asset Allocation  

 

Vanguard Institutional Investors - Research 

 

Summer 2003 - Bernstein, Margin of Safety in the Asset-Class Era 

 

Summer 2003 - S&P - Active vs. Passive - A New Scorecard 

 

March 2003 - Troutner, We Are, I Regret, Captives Of Recent History

 

December 2002 - Cromwell, Elliott, 130 Years of U.S. Investment Returns: An Historical Perspective 

 

December 2002 - Asness, Fight the Fed Model: The Relationship Between Stock Market Yields, Bond Market Yields, and Future Returns    * * * Highly Recommended * * *

Investment Policy Magazine - Index To Past Articles 

Applied Quantitative Research - Research Library 

Journal Of Asset Management   

Investment Philosophies - Online Book 

Equity Risk Premium Forum - Online Book   

Indian Institute Of Finance

Quantitative Finance

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

 

Journal Of Financial Markets

 

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

 

 PRIOR SHORTER ARTICLES FROM 2002-2003

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

Journal of Business (abstracts only)

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)

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

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

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:

Journal Of Investing **** 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

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)

 

Bank For International Settlements

 

Columbia University

 

World Bank

 

European Central Bank Working Papers 

 

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

Knowledge @ Wharton

Univ. of Chicago - Capital Ideas

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

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

Asset Class Newsletter

The Journal Of Indexes

Peter Bernstein’s Site

Harvard Business School

Stanford Business School

"Undiscovered Managers"

IndexFunds.com

Other Interesting Sites/Online Finance Courses

William Sharpe's Online Book

William Sharpe's Site

Dr. Ed Yardeni's Economics Site  - the best resource on the internet for current economics data

William Goetzmann's Online Book

William Goetzmann’s Learning Curves

Eugene Fama Bio

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.

Journal of Economic Literature (the JEL Classifications)

Andrew Karolyi - good basic reading list.

John Wachowicz’ Site for Finance Students

FinWeb

 
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