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Paris December Finance Meetings EUROFIDAI - AFFI
56,588 Total downloads
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Showing Papers 1 - 50 of 327
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Country ETF Currency Exposure and International Diversification
Owen Williams
affiliation not provided to SSRN
Date Posted: June 12, 2012
Working Paper Series
29 downloads
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
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
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
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
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
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
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
Enhanced Stress Testing and Financial Stability
Matt Pritsker
Federal Reserve Bank of Boston
Date Posted: June 12, 2012
Working Paper Series
22 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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