Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 556,397
Full Text Papers: 458,822
Authors: 258,289
Papers Received in
  Last 12 months:
63,667

Paper Downloads:
To date: 77,292,892
Last 12 months: 9,683,874
Last 30 days: 675,783

CiteReader:  What's this?
Papers with
  Resolved
  References:
260,281
Total References: 9,006,948
Papers with Cites: 241,334
Total Citation
  Links:
5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,138,109


SSRN eLibrary Search Results
Paris December 2008 Finance Meeting EUROFIDAI - AFFI (Archive)
10,345 Total downloads | Link to this page

European Financial Data Institute Logo

For more information on this conference,
please visit:
http://www.affi.asso.fr/december2008us.html

Deadline Call for Papers: June 2, 2008

http://www.affi.asso.fr/files/doc_177.pdf

Showing Papers 1 - 38 of 38
Sort By


Incl. Electronic Paper Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence
Paris December 2008 Finance International Meeting Paper
Joachim Grammig , Andreas Schrimpf and Michael Schuppli
Eberhard Karls Universitaet Tübingen , Bank for International Settlements (BIS) - Monetary and Economic Department and University of Muenster
Date Posted: October 23, 2008
Last Revised: October 26, 2009
Working Paper Series
117 downloads

Incl. Electronic Paper Time-Varying Incentives in the Mutual Fund Industry
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Paper
Jacques Olivier and Anthony S. Tay
HEC Paris (Groupe HEC) - Finance Department and Singapore Management University - School of Economics
Date Posted: October 14, 2008
Last Revised: March 14, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper A Market for Weather Risk? Worlds in Conflicts and Compromising
Isabelle Huault and Hélène Rainelli
Université Paris-Dauphine and University of Paris 1 Pantheon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris)
Date Posted: October 14, 2008
Last Revised: November 30, 2013
Working Paper Series
183 downloads

Incl. Electronic Paper Price Discovery and Liquidity in the European CO2 Futures Market: An Intraday Analysis
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Eva A. Benz and Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Date Posted: October 14, 2008
Working Paper Series
191 downloads

Incl. Electronic Paper Are French Individual Investors Reluctant to Realize Their Losses?
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Marie-Hélène Broihanne , Maxime Merli and Shaneera Boolel-Gunesh
Strasbourg University, LaRGE Research Center, EM Strasbourg Business School , Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and EM Strasbourg Business School-École de Management Strasbourg
Date Posted: October 14, 2008
Working Paper Series
80 downloads

Incl. Electronic Paper CMCDS Premia Implicit in the Term Structure of Corporate CDS Spreads
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Arturo Leccadito , Radu Tunaru and Giovanni Urga
Università degli Studi della Calabria , University of Kent, Canterbury - Kent Business School and Cass Business School, Faculty of Finance, London
Date Posted: October 14, 2008
Last Revised: July 15, 2009
Working Paper Series
191 downloads

Incl. Electronic Paper Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Eric Jondeau
University of Lausanne
Date Posted: October 14, 2008
Working Paper Series
19 downloads

Incl. Electronic Paper Hierarchical Hidden Markov Structure for Dynamic Correlations: The Hierarchical RSDC Model
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Charlot Philippe and Vêlayoudom Marimoutou
Universities of Marseille and Université de la Mediterraneé
Date Posted: October 14, 2008
Last Revised: October 16, 2008
Working Paper Series
109 downloads

Incl. Electronic Paper Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts
The Geneva Risk and Insurance Review, Vol. 36, No. 1, 2010
Francois Quittard-Pinon and Rivo A Randrianarivony
EMLYON Business School and University of Rennes 1
Date Posted: October 14, 2008
Last Revised: November 13, 2013
Accepted Paper Series
77 downloads

Incl. Electronic Paper On the Modeling of Debt Maturity and Endogenous Default: A Caveat
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Jean-Paul Decamps and Stephane Villeneuve
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: October 14, 2008
Working Paper Series
88 downloads

Incl. Electronic Paper Prop Ups During Lockups
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Jens Martin
University of Amsterdam - Finance Group
Date Posted: October 14, 2008
Last Revised: March 16, 2011
Working Paper Series
137 downloads

Rating Migrations: The Effect of History and Time
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Huong D. Dang and Graham Partington
University of Canterbury - Economics and Finance and University of Sydney - School of Business - Finance Discipline
Date Posted: October 14, 2008
Working Paper Series

Incl. Electronic Paper Rational and Behavioral Motives to Trade: Evidence from Reinvestment of Dividends and Tender Offer Proceeds
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Markku Kaustia and Elias Henrikki Rantapuska
Aalto University School of Economics and Aalto University
Date Posted: October 14, 2008
Last Revised: September 25, 2009
Working Paper Series
150 downloads

Incl. Electronic Paper Shareholder Agreements and Firm Value: Evidence from French Listed Firms
Francois Belot
Université de Cergy-Pontoise
Date Posted: October 14, 2008
Last Revised: March 13, 2011
Working Paper Series
342 downloads

Incl. Electronic Paper Stock Price and Systematic Risk Effects of Discontinuation of Corporate R&D Programs
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Mohsen Saad and Zaher Zantout
American University of Sharjah and affiliation not provided to SSRN
Date Posted: October 14, 2008
Working Paper Series
80 downloads

Incl. Electronic Paper The Conditional Relation between Fama-French Betas and Return
Schmalenbach Business Review, Forthcoming
Stefan Koch and Christian Westheide
University of Bonn and University of Mannheim - Finance Area
Date Posted: October 14, 2008
Last Revised: September 30, 2013
Accepted Paper Series
351 downloads

Incl. Electronic Paper The Political Determinants of the Cost of Equity: Evidence from Newly Privatized Firms
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Hamdi Ben Nasr , Narjess Boubakri and Jean-Claude Cosset
HEC Montreal , American University of Sharjah - School of Business and Management and HEC Montreal
Date Posted: October 14, 2008
Last Revised: November 26, 2010
Working Paper Series
119 downloads

Incl. Electronic Paper Trade Credit as a Signal of Quality
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Eric de Bodt , Frederic Lobez and Jean-Christophe Statnik
Université Lille Nord de France - SKEMA Business School , University of Lille II - GERME Research Center and Université de Lille Nord de France – European Center for Corporate
Date Posted: October 14, 2008
Working Paper Series
182 downloads

Incl. Electronic Paper On the Information Content of the Order Flow: An Experiment
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Christophe Bisiere , Jean-Paul Decamps and Stefano Lovo
Universite de Toulouse - (IDEI - CRG) , University of Toulouse 1 - Toulouse School of Economics (TSE) and HEC Paris (Groupe HEC) - Finance Department
Date Posted: October 13, 2008
Working Paper Series
58 downloads

A Jump-Diffusion Nominal Short Rate Model
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Sami Attaoui and Pierre Six
NEOMA Business School and Neoma Business School
Date Posted: October 13, 2008
Last Revised: April 03, 2012
Working Paper Series

Incl. Electronic Paper A Smoke Screen Theory of Financial Intermediation
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Regis Breton
Banque de France
Date Posted: October 13, 2008
Working Paper Series
61 downloads

Incl. Electronic Paper ADR Spreads and Their Informational Content: The Role of Relative US Investor Sentiment
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Georgios Gatopoulos
University of Geneva - Faculty of Economic and Social Sciences
Date Posted: October 13, 2008
Last Revised: November 27, 2008
Working Paper Series
140 downloads

Incl. Electronic Paper Conditional Skewness of Aggregate Market Returns
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Anchada Charoenrook and Hazem Daouk
Vanderbilt University - Owen Graduate School of Management and Cornell University - School of Applied Economics and Management
Date Posted: October 13, 2008
Working Paper Series
101 downloads

Incl. Electronic Paper Consumption and Portfolio Choice with Option-Implied State Prices
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Yacine Ait-Sahalia and Michael W. Brandt
Princeton University - Department of Economics and Duke University - Fuqua School of Business
Date Posted: October 13, 2008
Working Paper Series
43 downloads

Incl. Electronic Paper Contributions to the Estimation of Mixed-State Conditionally Heteroscedastic Latent Factor Models: A Comparative Study
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Mohamed Saidane and Christian Lavergne
Université Montpellier II and University of Montpellier III Paul Valéry
Date Posted: October 13, 2008
Working Paper Series
31 downloads

Dispersed Macroeconomic Information: Announcements, Revisions & Stock Returns
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Thomas Gilbert
University of Washington - Department of Finance and Business Economics
Date Posted: October 13, 2008
Working Paper Series

Incl. Electronic Paper Jumps, Cojumps and Macro Announcements
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Jerome Lahaye , Sébastien Laurent and Christopher J. Neely
Facultés Universitaires Notre-Dame de la Paix (FUNDP) , French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and Federal Reserve Bank of St. Louis - Research Division
Date Posted: October 13, 2008
Last Revised: August 26, 2009
Working Paper Series
323 downloads

Incl. Electronic Paper Multiple Large Shareholders, Control Contests, and Implied Cost of Equity
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Najah Attig , Omrane Guedhami and Dev R. Mishra
Saint Mary's University - Department of Finance & Management Science , University of South Carolina - Moore School of Business and University of Saskatchewan - Edwards School of Business
Date Posted: October 13, 2008
Working Paper Series
339 downloads

Incl. Electronic Paper On the Use of Financial and Extra-Financial Information
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Marie-Hélène Bihr
French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Date Posted: October 13, 2008
Last Revised: October 30, 2008
Working Paper Series
135 downloads

Incl. Electronic Paper Regulating the Financial Analysis Industry: Is the European Directive Effective?
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Michel Dubois and Pascal Dumontier
University of Neuchatel - Institute of Financial Analysis and University of Grenoble
Date Posted: October 13, 2008
Last Revised: May 14, 2011
Working Paper Series
163 downloads

Incl. Electronic Paper The Credit Risk Premium in a Disaster-Prone World
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Laurence Copeland and Yanhui Zhu
Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Date Posted: October 13, 2008
Working Paper Series
70 downloads

Incl. Electronic Paper Top-Down Versus Bottom-Up Approaches in Risk Management
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Peter Grundke
University Osnabrück, Chair of Banking and Finance
Date Posted: October 13, 2008
Working Paper Series
554 downloads

Incl. Electronic Paper Welfare Implications of Exchange Rate Changes
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Luis Brandao Marques
International Monetary Fund - Monetary and Capital Markets Department
Date Posted: October 13, 2008
Working Paper Series
26 downloads

Incl. Electronic Paper Stock Market Comovements and Industrial Structure
INSEAD Working Paper No. 2008/53
Pushan Dutt and Ilian Mihov
INSEAD - Economics and Political Sciences and INSEAD
Date Posted: August 26, 2008
Last Revised: December 29, 2008
Working Paper Series
128 downloads

Incl. Electronic Paper Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Hanno N. Lustig , Nikolai L. Roussanov and Adrien Verdelhan
UCLA - Anderson School of Management , University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 01, 2008
Last Revised: August 27, 2012
Accepted Paper Series
4403 downloads

Incl. Electronic Paper Why Do Firms Pay Cash in Acquisitions? Evidence from a Demand Perspective
AFA 2010 Atlanta Meetings Paper
Lei Zhang
Nanyang Technological University (NTU)
Date Posted: May 25, 2008
Last Revised: January 21, 2010
Working Paper Series
336 downloads

Incl. Electronic Paper Portfolio Policies with Stock Options
Yuliya Plyakha and Grigory Vilkov
Goethe University Frankfurt am Main and Frankfurt School of Finance & Management
Date Posted: March 04, 2008
Last Revised: February 15, 2009
Working Paper Series
343 downloads

Incl. Electronic Paper Derivatives Clearing, Default Risk, and Insurance
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Robert A. Jones and Christophe Perignon
Simon Fraser University (SFU) - Department of Economics and HEC Paris (Groupe HEC) - Finance Department
Date Posted: February 28, 2008
Last Revised: March 14, 2013
Working Paper Series
579 downloads


© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 0.578 seconds