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 list major journals and working paper sites, and in the "Key Links," and "Online Finance Courses" sub-sections other sites that may be useful.  (Please read about the purpose of this site before using).    Archive of site on December 22, 2002.

Recent Articles of Interest

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

Due in March 2003 - Kamstra, Kramer, Levi, Winter Blues: SAD Stock Market Cycle (abstract only)  New! 

Due in Spring 2003 - Campbell, Equity Volatility And Corporate Bond Yields  New!  

Due in Spring 2003 - Ferson, Sarkissian, Simin, Spurious Regressions In Financial Economics?  New! 

Due in Spring 2003 - Lynch, Musto, How Investors Interpret Past Fund Returns

Due in Spring 2003 - Cornelli, Goldriech, Bookbuilding: How Informative Is The Order Book?

Due in February 2003 - Goldman, Slezak, Delegated Portfolio Management And Rational Prolonged Mispricing   

Due in February 2003 - Hong, Kubak, Analyzing The Analysts: Career Concerns And Biased Earnings Forecasts   

Due in February 2003 - Detemple, Garcia, Rindisbacher, A Monte Carlo Method For Optimal Portfolios 

Due in 2002/2003 - Goyal, Santa-Clara, Idiosyncratic Risk Matters!  

Due in 2002/2003 - Hirshleifer, Shumway, Good Day Sunshine: Stock Returns And The Weather

Due in 2002/2003 - Eraker, Johannes, Polson, The Impact Of Jumps In Volatility And Returns  

Due in 2002/2003 - Cohen, Polk, Vuolteenaho, The Value Spread   

Due in 2002/2003 - Brandt, Kang, On The Relationship Between The Conditional Mean And Volatility Of Stock Returns: A Latent VAR Approach 

Due in 2002/2003 - Carlin, Mayer, Finance, Investment And Growth 

Due in 2002/2003 - Barberis, Shleifer, Style Investing

Due in 2002/2003 - Osler, Currency Orders and Exchange Rate Dynamics: An Explanation For The Predictive Success Of Technical Analysis   

Due in 2002/2003 - Maxwell, Stephens, The Wealth Effects Of Repurchases On Bondholders   

Due in 2002/2003 - Byun, Rezoff, Long-Run Performance After Stock Splits: 1927-1996

Due in 2002/2003 - Gneezy, Kapteyn, Potters, Evaluation Periods And Asset Prices In A Market Experiment  

Due in Winter 2002 - Hotchkiss, Ronen, The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis (abstract only)

December 2002 - Swanson, Publishing In The Majors: A Comparison Of Accounting, Finance, Management And Marketing  New!  

December 2002 - Li, Macroeconomic Factors And The Correlation Of Stock And Bond Returns  New!

December 2002 -  Jacquier, Kane, Marcus, Optimal Forecasts of Long-Term Returns: Geometric, Arithmetic, or Other Means  New!   

December 2002 - Friederich, Payne, Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange  New!

December 2002 - Dellas, Hess, Financial Development And Stock Returns: A Cross Country Analysis  New! 

 December 2002 - Campbell, Asset Pricing At The Millennium (abstract only)  New!  

Due in December 2002 -  Carhart, Carpenter, Lynch,  Musto, Mutual Fund Survivorship (abstract only) 

Due in December 2002 - Kim, M-S. Kim, A Multifactor Explanation of Post-Earnings-Announcement Drift  (abstract only) 

Due in December 2002 - Pilotte, Capital Gains, Dividend Yields, And Expected Inflation  

Due in December 2002 - Wang, Asset Pricing with Conditioning Information: A New Test 

Due in December 2002 - Chordia, Shivakumar, Momentum, Business Cycle, and Time-Varying Expected Returns

Due in December 2002 - Gemmill, Thomas, Noise-Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed End Funds

Due in December 2002 - Conrad, Cornell, Landsman, When Is Bad News Really Bad News?

Due in December 2002 - Evans, FX Trading And Exchange Rate Dynamics 

Due in December 2002 - Desai, Ramesh, Thiagarajan, Balachandran, An Investigation of the Informational Role of Short Interest in the Nasdaq Market

Due in December 2002 - Easley, Hvidkjaer, O'Hara, Is Information Risk a Determinant of Asset Returns?

December 2002 - Fair, Risk Aversion and Stock Prices

December 2002 - Geanakoplos,  Magill, Quinzii,. Demography and the Long-run Predictability of the Stock Market

November 2002 - Bhuyhan, Information, Alternative Markets And Security Price Processes: A Survey Of The Literature  New!

August 2002 - Dwyer, Barnhart, Are Stocks In New Industries Like Lottery Tickets  New! 

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 discussed below 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 really slow or buggy; keep trying).  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)

See also:

 

Peter L. Bernstein Inc.

(great summaries of recent articles of interest)

 

The CFA Digest (abstracts only)

Quarterly review of over 75  finance and investment related journals.

Shorter Articles/New Sites of Note

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

 

Hammond, Understanding and Using Inflation Bonds

 

November 2002 - Swedroe, Actively Managed Funds and the Implications of Increased Volatility of Equities

 

November 2002 - Troutner, Total Stock Market Funds Are NOT a Shortcut to Asset Class Diversification

 

Journal Of Financial Markets

 

March 2002 - Choi, How To Publish In Top Journals

 

Fall 2002 - Fabozzi, Gupta, Markowitz, The Legacy Of Modern Portfolio Theory (abstract only)

 

Fall 2002- Feinman, Asset Returns In The Long Run (abstract only)

 

October 2002 - Armstrong, Fama French Three Factor Model 

 

Fall 2002 - Bernstein, Are Value Stocks Riskier Than Growth Stocks? 

 

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

 

October 2002 - Armstrong, Academic Support For The Use Of Indexing And Passive Investment Techniques: A Review Of The Literature 

 

September 2002 - Armstrong, Capital Asset Pricing Model 

 

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

 

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

 

Asset Class Newsletter (shorter articles)

 

Journal Of Investing,  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 - abstracts only but "Best Papers" available full text (not for reproduction)

 

Bank For International Settlements (full text)

 

World Bank (full text)

 

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

 

Comprehensive List of Online Finance Courses

 

The Journal Of Indexes (shorter articles; full text)

 

July 2002 - Swedroe, There Is Trouble In 401(k) Land 

 

Summer 2002 - Bernstein, The Two Percent Dilution

 

Summer 2002 - Bernstein, The Cross-Section Of Expected Stock Returns: A Tenth Anniversary Reflection 

 

Dr. Ed Yardeni's site is back! 

 

June 2002 - Swedroe, Active Small-Cap Managers Add Value: Myth or Reality? 

 

 

 

 

 

 

 

 

 

 

 

 

Other Major Journals - in order of "influence" based 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)

Financial Analysts Journal (abstracts 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)

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)

Key Links For 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.

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.

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

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

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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