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Paris December 2009 Finance Meeting EUROFIDAI - AFFI (Archive)
8,400 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

European Financial Data Institute Logo

7th PARIS FINANCE INTERNATIONAL MEETING
PARIS December 17-18th 2009

For more information on this conference,
please visit: https://www.eurofidai.org/december2009.html

Deadline Call for Papers: June 15, 2009

Showing Papers 1 - 40 of 40
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Incl. Electronic Paper Bank Capital, Competition and Loan Spreads
Markus Fischer , Julian A. Mattes and Sascha Steffen
Goethe University Frankfurt - Department of Finance , Goethe University Frankfurt - Department of Finance and ESMT European School of Management and Technology
Date Posted: February 14, 2012
Last Revised: February 15, 2012
Working Paper Series
328 downloads

Calculating Capital Requirements for Longevity Risk in Life Insurance Products Using an Internal Model in Line with Solvency II
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Ralph Stevens , Anja De Waegenaere and Bertrand Melenberg
University of New South Wales (UNSW) - School of Actuarial Studies , Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Date Posted: November 05, 2009
Working Paper Series

Incl. Electronic Paper Pricing of Cross-Currency Interest Rate Derivatives on Graphics Processing Units
Duy Minh Dang
University of Waterloo, David R. Cheriton School of Computer Science
Date Posted: November 04, 2009
Last Revised: February 17, 2010
Working Paper Series
514 downloads

Incl. Electronic Paper Valuation of Equity-Linked Life Insurance Contracts with Flexible Guarantees in a Non Gaussian Economy
Paris December 2009 Finance International Meeting
Francois Quittard-Pinon and Rivo A Randrianarivony
EMLYON Business School and University of Rennes 1
Date Posted: October 26, 2009
Working Paper Series
100 downloads

Incl. Electronic Paper Dynamic Correlation Hedging in Copula Models for Portfolio Selection
Paris December 2009 Finance International Meeting
Denitsa Stefanova and Redouane Elkamhi
Universite du Luxembourg - School of Finance and University of Iowa - Henry B. Tippie College of Business
Date Posted: October 26, 2009
Working Paper Series
246 downloads

Incl. Electronic Paper Foreign Bank Entry and Credit Allocation in Emerging Markets
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Olena Havrylchyk , Hans Degryse , Emilia Magdalena Jurzyk and Sylwester J. Kozak
CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris , KU Leuven, Department Accounting, Finance and Insurance , KU Leuven - LICOS - Centrum voor Transitie-economie and National Bank of Poland
Date Posted: October 26, 2009
Last Revised: December 16, 2009
Working Paper Series
110 downloads

Incl. Electronic Paper Information Revelation and Strategic Use of Capital Structure in Duopoly with Asymmetric Information
Paris December 2009 Finance International Meeting
Baran Siyahhan
Vienna Graduate School of Finance
Date Posted: October 26, 2009
Working Paper Series
50 downloads

Incl. Electronic Paper Is Corporate Disclosure Necessarily Desirable? A Survey
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Catherine Refait-Alexandre , Etienne Farvaque , Celine Gainet and Dhafer Saidane
CRESE - Université Franche Comté , University of Lille I - Department of Economics and Management , UCLA Anderson School of Management & School of Law - Visiting Scholar and University of Lille III
Date Posted: October 26, 2009
Working Paper Series
207 downloads

Incl. Electronic Paper Quadratic, Affine and Hybrid Gaussian Term Structure Models in Discrete Time: Theory and Evidence
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Grégoire Leblon and Franck Moraux
University of Rennes I, Graduate School of Management and CREM and Université de Rennes I and CREM
Date Posted: October 26, 2009
Last Revised: March 28, 2013
Working Paper Series
148 downloads

Incl. Electronic Paper Saudi Arabia, Inflation and its Monetary Policy Agenda
Ikhlaas Gurrib
Prince Sultan University
Date Posted: October 26, 2009
Working Paper Series
139 downloads

Incl. Electronic Paper Unstable Financial Networks
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Gwenaël Moysan and Camille Cornand
Ecole Normale Superieure (ENS) - Lettres et Sciences Humaines and University of Lyon II
Date Posted: October 26, 2009
Last Revised: January 05, 2010
Working Paper Series
112 downloads

Incl. Electronic Paper CEO Manipulation of Stock-Option Grants: Evidence from Canadian Public Firms
Paris December 2009 Finance International Meeting
Samir Saadi and Lamia Chourou
Queen's School of Business and Queen's University
Date Posted: October 24, 2009
Last Revised: March 18, 2010
Working Paper Series
212 downloads

Incl. Electronic Paper Stock Market Liquidity and the Rights Offer Paradox
Edith Ginglinger , Laure Koenig and Fabrice Riva
Université Paris-Dauphine , affiliation not provided to SSRN and French National Center for Scientific Research (CNRS) - Lille - Economics & Management (LEM) - Centre National de la Recherche Scientifique (UMR CNRS 8179)
Date Posted: October 14, 2009
Last Revised: June 19, 2010
Working Paper Series
129 downloads

Incl. Electronic Paper Testing Alternative Theories of Financial Decision Making: A Survey Study with Lottery Bonds
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Date Posted: October 14, 2009
Last Revised: December 01, 2009
Working Paper Series
121 downloads

Dividend Signaling and Pecking Order When 'Style' Is All That Matters
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Alberto Manconi
Tilburg University
Date Posted: October 10, 2009
Last Revised: October 09, 2011
Working Paper Series

Incl. Electronic Paper Equilibrium Asset Pricing and Portfolio Choice with Heterogeneous Preferences
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Jaksa Cvitanic and Semyon Malamud
California Institute of Technology - Division of the Humanities and Social Sciences and Ecole Polytechnique Federale de Lausanne
Date Posted: October 10, 2009
Last Revised: June 22, 2014
Working Paper Series
89 downloads

Incl. Electronic Paper Hedge Funds and the Origins of Private Information in Currency Markets
Carol L. Osler
Brandeis University - International Business School
Date Posted: October 10, 2009
Working Paper Series
122 downloads

Incl. Electronic Paper Time Frequency Effects on Market Indices: World Commovements
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Carlos Pinho and mara madaleno
Universidade de Aveiro and Universidade de Aveiro
Date Posted: October 10, 2009
Accepted Paper Series
109 downloads

Incl. Electronic Paper Debt and Dividends in Pyramidal Structures: Evidence from France
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Abe de Jong , Douglas V. DeJong , Ulrich Hege and Gerard Mertens
Erasmus University - Rotterdam School of Management , University of Iowa - Tippie College of Business , HEC Paris (Groupe HEC) - Finance Department and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: October 09, 2009
Accepted Paper Series
179 downloads

Incl. Electronic Paper Auctioned IPOs: The U.S. Evidence
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI, Tuck School of Business Working Paper No. 2009-72
Francois Degeorge , François Derrien and Kent L. Womack
University of Lugano - Faculty of Economics , HEC Paris (Groupe HEC) - Finance Department and University of Toronto - Rotman School of Management
Date Posted: October 09, 2009
Last Revised: March 09, 2013
Working Paper Series
95 downloads

Incl. Electronic Paper Asset Prices and Real Exchange Rates with Deep Habits
Review of Financial Studies, Forthcoming
Christian Heyerdahl-Larsen
London Business School - Department of Finance
Date Posted: October 09, 2009
Last Revised: June 13, 2014
Accepted Paper Series
206 downloads

Bubbles and Investment Horizons
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Nadja Guenster and Erik Kole
Maastricht University - Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: October 09, 2009
Last Revised: November 03, 2009
Working Paper Series

Incl. Electronic Paper Corporate Savings and Price Informativeness
Review of Finance, Forthcoming
Laurent Frésard
University of Maryland - Robert H. Smith School of Business
Date Posted: October 09, 2009
Last Revised: March 15, 2012
Accepted Paper Series
58 downloads

Incl. Electronic Paper Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
Multinational Finance Journal, Forthcoming, AFFI/EUROFIDAI, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Anand B.S. Gulati , Johan Knif and James W. Kolari
Hanken School of Economics , Hanken School of Economics / Department of Finance and Statistics and Texas A&M University (TAMU) - Department of Finance
Date Posted: October 09, 2009
Last Revised: May 16, 2013
Accepted Paper Series
119 downloads

Incl. Electronic Paper Family Ownership, Multiple Blockholders and Firm Performance
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Dušan Isakov and Jean-Philippe Weisskopf
University of Fribourg (Switzerland) - Faculty of Economics and Social Science and Ecole Hôtelière de Lausanne
Date Posted: October 09, 2009
Working Paper Series
407 downloads

Incl. Electronic Paper Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuities
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Eric Benhamou and Pierre Gauthier
Thomson Reuters and Daiwa Capital Markets Europe
Date Posted: October 09, 2009
Last Revised: December 08, 2009
Working Paper Series
325 downloads

Incl. Electronic Paper Rational Disposition Effects
Daniel Dorn and Günter Strobl
Drexel University - Department of Finance and Frankfurt School of Finance & Management
Date Posted: October 09, 2009
Working Paper Series
47 downloads

Incl. Electronic Paper The Political Economy of State Residual Ownership in Privatized Firms: Evidence from Emerging Markets
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Omrane Guedhami , Jean-Claude Cosset and Narjess Boubakri
University of South Carolina - Moore School of Business , HEC Montreal and American University of Sharjah - School of Business and Management
Date Posted: October 09, 2009
Last Revised: November 05, 2009
Working Paper Series
114 downloads

Incl. Electronic Paper Uninformed Momentum Traders
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Emre Konukoglu
Ryerson University Ted Rogers School of Management
Date Posted: October 09, 2009
Last Revised: June 04, 2010
Working Paper Series
118 downloads

Incl. Electronic Paper Real Option Financing Under Asymmetric Information
Review of Financial Studies, Forthcoming
Matthieu Bouvard
McGill University - Desautels Faculty of Management
Date Posted: October 08, 2009
Last Revised: November 30, 2012
Accepted Paper Series
337 downloads

Incl. Electronic Paper Gambling on the Stock Market: The Case of Bankrupt Companies
Luis Coelho and Richard Taffler
University of Algarve and Manchester Business School
Date Posted: October 08, 2009
Working Paper Series
191 downloads

Incl. Electronic Paper The Strategic Interaction between Committing and Detecting Fraudulent Misreporting
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Buhui Qiu and Steve L. Slezak
Erasmus University - Rotterdam School of Management and University of Cincinnati - Department of Finance - Real Estate
Date Posted: October 08, 2009
Last Revised: May 14, 2012
Working Paper Series
147 downloads

Incl. Electronic Paper Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Yacine Ait-Sahalia and Jean Jacod
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie
Date Posted: October 07, 2009
Working Paper Series
117 downloads

Incl. Electronic Paper Quantitative Forecast Model for the Application of the Black-Litterman Approach
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Franziska Becker and Marc Gürtler
Technische Universität Braunschweig - Institute of Finance and University of Braunschweig - Institute of Technology, Department of Finance
Date Posted: October 07, 2009
Last Revised: November 12, 2010
Working Paper Series
406 downloads

Incl. Electronic Paper Serial Acquirer Bidding: An Empirical Test of the Learning Hypothesis
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI, Journal of Corporate Finance, Forthcoming
Nihat Aktas , Eric de Bodt and Richard Roll
WHU - Otto Beisheim School of Management , Université Lille Nord de France - SKEMA Business School and California Institute of Technology
Date Posted: October 07, 2009
Last Revised: October 23, 2010
Working Paper Series
235 downloads

Incl. Electronic Paper Shell Games: On the Value of Shell Companies
Journal of Corporate Finance, Vol. 17, pp. 850-867, 2011
Ioannis V. Floros and Travis Sapp
Iowa State University - Department of Finance and Iowa State University - Department of Finance
Date Posted: August 18, 2009
Last Revised: September 20, 2011
Accepted Paper Series
995 downloads

Incl. Electronic Paper Government Policy and Ownership of Equity Securities
ECGI - Finance Working Paper No. 263/2009, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Kristian Rydqvist , Joshua D. Spizman and Ilya A. Strebulaev
State University of New York at Binghamton - School of Management , Loyola Marymount University - Department of Finance and Computer Information Systems and Stanford University - Graduate School of Business
Date Posted: July 02, 2009
Last Revised: January 01, 2013
Working Paper Series
230 downloads

Incl. Electronic Paper Accounting Lighthouse in Share Market Dynamics: A Theoretical Model of Share Price Formation with Dual Informational Structure
Preg CRG - Ecole Polytechnique Working Paper, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Yuri Biondi and Pierpaolo Giannoccolo
French National Center for Scientific Research (CNRS) and University of Bologna
Date Posted: June 08, 2009
Last Revised: May 11, 2010
Working Paper Series
171 downloads

Incl. Electronic Paper The Value of Independent Directors: Evidence from Sudden Deaths
Journal of Financial Economics, Volume 98, Issue 3, December 2010, pages 550-567, EFA 2009 Bergen Meetings Paper
Bang Dang Nguyen and Kasper Meisner Nielsen
University of Cambridge - Judge Business School and Hong Kong University of Science & Technology - Department of Finance
Date Posted: February 16, 2009
Last Revised: May 02, 2012
Working Paper Series
853 downloads

Incl. Electronic Paper Credit Spread Changes within Switching Regimes
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Olfa Maalaoui Chun , Georges Dionne and Pascal Francois
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance , HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Date Posted: February 12, 2009
Last Revised: March 11, 2013
Working Paper Series
314 downloads


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