For finance and econometrics, I find them at SSRN, arXiv (there is a quant finance section), some sections of http://nep.repec.org/ http://nep.repec.org/, and a

For finance and econometrics, I find them at SSRN, arXiv (there is a quant finance section), some sections of http://nep.repec.org/ http://nep.repec.org/, and alerts from finance journals.