Weekly Top 5 Papers – June 13, 2014

1. Tailspotting: Identifying and Profiting from CEO Vacation Trips by David Yermack (New York University (NYU) – Stern School of Business)


2. Business Microloans for U.S. Subprime Borrowers by Cesare Fracassi (University of Texas at Austin) and Mark Garmaise (University of California, Los Angeles (UCLA) – Anderson School of Management) and Shimon Kogan (University of Texas at Austin) and Gabriel Natividad (New York University (NYU) – Leonard N. Stern School of Business)

3. Global Value: Building Trading Models with the 10 Year CAPE by Mebane T. Faber (Cambria Investment Management)

4. ANANTA: A Systematic Quantitative FX Trading Strategy by Nicolas Georges

5. U.N. Peace-Enforcement Missions and International Criminal Law: Disentangling the Turf War Between the Security Council and the International Criminal Court by Larissa Van den Herik (Leiden University)