Damodaran - Comprehensive site about topics of financial theory, with a focus in Corporate Finance, Valuation and Investments. Updated Data, Excel Spreadsheets and Papers. - http://pages.stern.nyu.edu/~adamodar/
Journal of Finance - Publication of research of the main fields of financial theory. Contents, forthcoming papers and data sets. - http://www.afajof.org/
Finance Resources on the Web - Directory of sites mantained by the Dakota University. - http://courses.dsu.edu/finance/www/resource.htm
Derivatives-on-line - Overview of financial derivatives modelling with focus on option pricing. - http://www.theponytail.net/DOL/DOL.htm
Financial Crises - Research articles from the World Bank regarding the crises initiated in Mexico 1994, Thailand 1997, and Russia 1998. - http://www.worldbank.org/research/projects/fincrises.htm
Investment Performance Analysis - Explains concepts and provides sample calculations of returns, measuring risk and performance attribution. - http://www.andreassteiner.net/performanceanalysis/
Finance Research - Provides directory and download of user-submitted working papers in finance. Requires registration. - http://www.finance-research.net
Real Options .org - Provides research paper abstracts, book reviews, conference information, links, and downloads relevant to the theory and practice of investment under uncertainty often referred to as real options valuation. - http://www.real-options.org/
Credit Derivatives - Offers an introductory primer, detailed reference, and current news on this financial instrument. By Vinod Kothari. - http://www.credit-deriv.com/
Mechanisms for Financial Markets - Various papers on a new auction mechanism that breaks auctions into auctionettes, and on a new design of an exchange rate mechanism. - http://www.jdawiseman.com/papers/finmkts.html
EDIRC - Financial Economics Institutes - Directory of links for Economics Departments, Institutes and Research Centers around the World. - http://ideas.uqam.ca/EDIRC/finecon.html
Finance Site List - Comprehensive list of finance-related sites organized by category. Maintained by The Journal of Finance. - http://www.cob.ohio-state.edu/dept/fin/journal/jofsites.htm
Financial Economics -- WebEc - Contains links to and descriptions of Internet resources related to Financial Economics - http://netec.wustl.edu/WebEc/webecg.html
Global Macroeconomic and Financial Policy Site - Research on contagion, Asia's currency crisis, and international finance. Provides many links to news, data sources, and other resources. Provided by Nouriel Roubini. - http://www.stern.nyu.edu/~nroubini/asia/AsiaHomepage.html