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SSRN eLibrary Search Results
Paris December Finance Meetings EUROFIDAI - AFFI
56,588 Total downloads
Showing Papers 1 - 50 of 327
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Incl. Electronic Paper The Signaling Effect and Abnormal Returns of Open Market Share Repurchases in Poland
Tomasz Słoński and Bartosz Marek Zawadzki
Wroclaw University of Economics and Wroclaw University of Economics
Date Posted: December 05, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Strategic Internationalization of Mexican Emerging Multinationals
José G. Vargas-Hernández , Dr. Adrian Leon-Arias , Dr. Andres Valdez-Zepeda and Dr. Victor Castillo-Giron
University Center for Economic and Managerial Sciences, University of Guadalajara , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 06, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper Middlemen Interaction and Its Effect on Market Quality
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Albert J. Menkveld and Bart Z. Yueshen
VU University Amsterdam and Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)
Date Posted: October 23, 2012
Last Revised: April 10, 2013
Working Paper Series
269 downloads

Incl. Electronic Paper Does Academic Research Destroy Stock Return Predictability?
AFFI/EUROFIDAI, Paris December 2012 Finance Meetings Paper
R. David McLean and Jeffrey Pontiff
University of Alberta - Department of Finance and Statistical Analysis and Boston College - Department of Finance
Date Posted: October 04, 2012
Last Revised: May 16, 2013
Working Paper Series
3320 downloads

Incl. Electronic Paper Credit Lines as Monitored Liquidity Insurance: Theory and Evidence
Filippo Ippolito , Viral V. Acharya , Heitor Almeida and Ander Perez
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences , New York University - Leonard N. Stern School of Business , University of Illinois at Urbana-Champaign and Universitat Pompeu Fabra
Date Posted: June 13, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper Limited Stock Market Participation Among Renters and Home Owners
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Roine Vestman
Stockholm University - Department of Economics
Date Posted: June 12, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Circuit Breakers and Market Runs
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Sarah Draus and Mark Van Achter
Centre for Studies in Economics and Finance and Rotterdam School of Management, Erasmus University
Date Posted: June 12, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper The Value Premium in a Large-Cross Section of Test Portfolios
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Laurent Barras
McGill University - Desautels Faculty of Management
Date Posted: June 12, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper The Risk-Based Capital Credit Crunch Hypothesis, a Dual Perspective
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Lara Cathcart , Lina El-Jahel and Ravel Jabbour
Imperial College Business School , Imperial College Business School and Imperial College Business School
Date Posted: June 12, 2012
Last Revised: April 27, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper What Drives the Variation in Takeover Contracts: The Economics or the Lawyers?
Christel Karsten
University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: June 12, 2012
Last Revised: May 14, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Transparency in the Financial System: Rollover Risk and Crises
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Matthieu Bouvard , Pierre Chaigneau and Adolfo De Motta
McGill University - Desautels Faculty of Management , HEC Montreal and McGill University - Desautels Faculty of Management
Date Posted: June 12, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper The Social Dynamics of Performance
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Julien Cujean
Swiss Finance Institute
Date Posted: June 12, 2012
Last Revised: October 26, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Which Types of Firms React More to a Tax Cut? Evidence from the 2003 Dividend Tax Cut
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Tat-kei Lai and Travis Ng
Copenhagen Business School - Department of Economics and Chinese University of Hong Kong (CUHK) - Department of Economics
Date Posted: June 12, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Benjamin Holcblat
Norwegian Business School, BI Oslo
Date Posted: June 12, 2012
Last Revised: April 30, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper A New Role for Managers after the Financial Crisis
Béatrice Guynamant
affiliation not provided to SSRN
Date Posted: June 12, 2012
Working Paper Series
3 downloads

Incl. Electronic Paper A New Term Risk Dynamic for Q Jumps for Measuring Systemic Risk
John Anthony Thorp
Regent's College
Date Posted: June 12, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper An Empirical Investigation of Consumption-Based Asset Pricing Models With Stochastic Habit Formation
Olesya V. Grishchenko and Qiang Dai
Federal Reserve Board and affiliation not provided to SSRN
Date Posted: June 12, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper Banks’ Earnings: An Empirical Evidence of the Influence of Economic and Financial Markets Factors
Stéphane Albert and Hervé Alexandre
Université Paris-Dauphine - DRM-CEREG and Université Paris-Dauphine - DRM-CEREG
Date Posted: June 12, 2012
Last Revised: January 23, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Country ETF Currency Exposure and International Diversification
Owen Williams
affiliation not provided to SSRN
Date Posted: June 12, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Currency Excess Returns and Global Downside Market Risk
Thomas Nitschka and Victoria Galsband
Swiss National Bank and University of Zurich - Institute for Empirical Research in Economics
Date Posted: June 12, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper Do CEO’s Characteristics Affect Earnings Management? Evidence from France
Zeineb Zouari , Faten Lakhal and Mehdi Nekhili
University of Sousse , Université Paris XII and Université de Reims
Date Posted: June 12, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper Do Firms Replenish Executives' Incentives after Equity Sales?
Tomislav Ladika
University of Amsterdam
Date Posted: June 12, 2012
Last Revised: March 07, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Do Fund Investors Know that Risk is Sometimes not Priced?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Fabian Irek and Thorsten Lehnert
Luxembourg School of Finance and Universite du Luxembourg - Luxembourg School of Finance
Date Posted: June 12, 2012
Last Revised: March 12, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Do Shareholder Rights Affect Syndicate Structure? Evidence from a Natural Experiment
Sreedhar T. Bharath , Sandeep Dahiya and Issam Hallak
Arizona State University - W.P. Carey School of Business , Georgetown University - Department of Finance and Vlerick Business School
Date Posted: June 12, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Does Democratic Transition Spur Financial Development
Wafa Ghardallou and Abdelkader Boudriga
affiliation not provided to SSRN and University of Sousse - Institut Supérieur de Gestion (ISG), Tunis
Date Posted: June 12, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Dynamic Trading Strategies of Equity Hedge Funds: Empirical Evidence on How They Adapt to Market Conditions
Aline Muller , Marie Lambert and Hamid Babaei
HEC Management School University of Liège , University of Liege - HEC Management School and University of Liege - HEC Management School
Date Posted: June 12, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Enhanced Stress Testing and Financial Stability
Matt Pritsker
Federal Reserve Bank of Boston
Date Posted: June 12, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Financial Literacy, Cognitive Ability and Financial Advice-Seeking
Marc Kramer
University of Groningen - Faculty of Economics and Business - Department of Economics, Econometrics & Finance
Date Posted: June 12, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Olesya V. Grishchenko , Eduard Dubin and Vasily Kartashov
Federal Reserve Board , Goethe University Frankfurt - Department of Finance and affiliation not provided to SSRN
Date Posted: June 12, 2012
Working Paper Series
9 downloads

Hedge Fund Return Dynamics: Long Memory and Regime Switching
Mohamed-Ali Limam , Virginie Terraza and Michel Terraza
Université Montpellier I - Department of Economics , Universite du Luxembourg and Université Montpellier I - Department of Economics
Date Posted: June 12, 2012
Working Paper Series

Incl. Electronic Paper Inefficiency in Macroeconomic News Forecasts: Effects on Asset Prices and Asset Allocation Rules
João Vasco Tavares da Luz Soares and David Emanuel Cardoso
Portuguese Social Security Investment Fund Management Institute (IGFCSS) and University of Porto - School of Economics
Date Posted: June 12, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Influences of Trading Volume on Financial Return Distributions: A Reassessment and a Step Further
Hung Xuan Do , Robert Darren Brooks , Sirimon Treepongkaruna and Eliza Wu
Monash University , Monash University , University of Western Australia and University of Technology, Sydney - UTS Business School
Date Posted: June 12, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Learning Effect in Toehold Acquisitions
Yun Dai , Sebastian Gryglewicz and Han Smit
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: June 12, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper M&A Outcomes and Willingness to Sell
Irina Demidova De Bruyne , Eric de Bodt and Jean-Gabriel Cousin
Université Lille Nord de France - Lille School of Management Research Center (LSMRC) , Université Lille Nord de France - SKEMA Business School and Université Lille Nord de France - Lille School of Management Research Center (LSMRC)
Date Posted: June 12, 2012
Last Revised: May 03, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches
Wolfgang Bessler , Heiko Opfer and Dominik Wolff
Justus-Liebig-University Giessen , affiliation not provided to SSRN and University of Giessen - Center for Finance and Banking
Date Posted: June 12, 2012
Working Paper Series
120 downloads

Incl. Electronic Paper Predictive Regression and Robust Hypothesis Testing: Predictability Hidden by Anomalous Observations
Lorenzo Camponovo , O. Scaillet and Fabio Trojani
University of St. Gallen , University of Geneva - HEC and Swiss Finance Institute
Date Posted: June 12, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Pricing Central Tendency in Volatility
Stanislav Khrapov
New Economic School (NES)
Date Posted: June 12, 2012
Last Revised: March 26, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Production Characteristics, Financial Flexibility, and Capital Structure Decisions
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Sebastian Johannes Reinartz and Thomas Schmid
A.T. Kearney GmbH and Technische Universität München - Center for Entrepreneurial and Financial Studies
Date Posted: June 12, 2012
Last Revised: November 17, 2012
Working Paper Series
107 downloads

Incl. Electronic Paper Range-Based Analysis of Volatility Spillovers in European Financial Markets
Gregory Connor and Lena Golubovskaja
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: June 12, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Returns on Cyclical and Defensive Stocks in Times of Scarce Information about the Business Cycle
Nicole Branger , Patrick Konermann and Julian Thimme
University of Muenster - Finance Center Muenster , University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: June 12, 2012
Last Revised: April 10, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge
Georges Dionne , Olfa Maalaoui Chun and Thouraya Triki
HEC Montreal - Department of Finance , Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Date Posted: June 12, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper Soft Shareholder Activism
Doron Levit
University of Pennsylvania - Finance Department
Date Posted: June 12, 2012
Last Revised: February 06, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper What Drives Financial Complexity? A Look into the European Retail Structured Products Market
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Claire Celerier and Boris Vallee
University of Zurich - Department of Banking and Finance and HEC Paris (Groupe HEC) - Finance Department
Date Posted: June 11, 2012
Last Revised: November 19, 2012
Working Paper Series
74 downloads

Incl. Electronic Paper Firm and Household Access to Credit and Non-Financial Employment Over the Great Recession
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Viktors Stebunovs , Seung Jung Lee and Samuel Haltenhof
Board of Governors of the Federal Reserve System , Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Date Posted: June 11, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Private Equity Fundraising, Fund Performance and Firm Specialization
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Maia Gejadze , Pierre Giot and Armin Schwienbacher
Louvain School of Management (UCL) , Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Univ. Lille Nord de France - SKEMA Business School
Date Posted: June 11, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Feedback Trading and International Portfolio Allocation
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jyri Kinnunen
Lappeenranta University of Technology (LUT) - Department of Business Administration
Date Posted: June 11, 2012
Last Revised: October 18, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Strategic Decertification in Venture Capital
Pierre Mella-Barral and Vijay Vaidyanathan
EDHEC Business School and affiliation not provided to SSRN
Date Posted: June 11, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper The Real Effects of Hurting Lending Relationships: Evidence From Banking Deregulation and Innovation
Adrien Matray and Johan Hombert
HEC Paris (Groupe HEC) - Finance Department and HEC Paris (Groupe HEC) - Finance Department
Date Posted: June 11, 2012
Last Revised: April 25, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Global Approach to Mutual Funds Market Timing Ability
Danielle Marie Sougné , Laurent Bodson and Laurent Cavenaile
University of Liege - HEC Management School , HEC Management School - University of Liège and University of Liege
Date Posted: June 11, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper A New Look at the Fama-French-Model: Evidence Based on Expected Returns
Matthias Hanauer , Christoph Jäckel and Christoph Kaserer
Technische Universität München (TUM) , Technische Universität München (TUM) and Technische Universität München (TUM)
Date Posted: June 11, 2012
Last Revised: May 10, 2013
Working Paper Series
128 downloads


 

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