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Paris December 2011 Finance Meeting EUROFIDAI - AFFI (Archive)
8,262 Total downloads
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Showing Papers 1 - 41 of 41
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Optimal Contracting with Limited Monitoring: CEO Entrenchment and Pay-For-Luck Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Pierre Chaigneau
and
Nicolas Sahuguet
Date Posted: October 14, 2011Last Revised: May 15, 2013132 downloads
New Dogs New Tricks: CEO Turnover, CEO-Related Factors, and Innovation Performance Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Frederick L. Bereskin
and
Po-Hsuan Hsu
Date Posted: October 14, 2011Last Revised: April 30, 201373 downloads
CDOs and the Financial Crisis: Credit Ratings and Fair Premia Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Marcin Wojtowicz
Date Posted: October 14, 2011Last Revised: November 19, 201265 downloads
CoMargin: A System to Enhance Financial Stability Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Jorge Cruz Lopez ,
Christophe Hurlin
,
Jeffrey H. Harris and
Christophe Perignon
Date Posted: October 14, 2011Last Revised: May 16, 201358 downloads
An Economic Evaluation of the Model Risk for Risk Models Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Bertrand B. Maillet ,
Christophe Boucher
and
Patrick Kouontchou
Date Posted: October 14, 2011168 downloads
Do Return Prediction Models Add Economic Value? Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Tolga Cenesizoglu
and
Allan G. Timmermann
Date Posted: October 14, 201172 downloads
Financing Constraints, Product Market Competition, and Business Cycle Sensitivity Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Peter Pontuch
Date Posted: October 14, 2011Last Revised: December 13, 201187 downloads
Households Learning in the Dark: New Evidence from Retail Traders Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Jean-Noel Barrot
Date Posted: October 14, 2011Last Revised: December 05, 201142 downloads
How Useful is The Marginal Expected Shortfall for the Measurement of Systemic Exposure: A Practical Assessment Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Julien Idier
,
Gildas Lame
and
Jean-Stéphane Mésonnier
Date Posted: October 14, 2011Last Revised: November 03, 201168 downloads
Market Liquidity and Exposure of Hedge Funds Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Arjen Siegmann and
Denitsa Stefanova
Date Posted: October 14, 201147 downloads
Model Implied Credit Spreads Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Gunnar Grass
Date Posted: October 14, 201168 downloads
Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Wei-Yu Kuo
and
Tse-Chun Lin
Date Posted: October 14, 2011Last Revised: April 22, 2013110 downloads
Recovering Nonlinear Dynamics from Option Prices Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Raul Gonzalez
,
O. Scaillet and
Alexandre Engulatov
affiliation not provided to SSRN
Date Posted: October 14, 201155 downloads
Stressing Correlations and Volatilities - A Consistent Modeling Approach Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Becker
and
Wolfgang M. Schmidt
Date Posted: October 14, 201190 downloads
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Katya Malinova
and
Andreas Park
Date Posted: October 14, 2011Last Revised: November 24, 201140 downloads
The Paulsons Plan's Competitive Effects Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Frédéric Lobez
,
Eric de Bodt and
Junyao Zhang
Date Posted: October 14, 201128 downloads
Time-Varying Asset Volatility and the Credit Spread Puzzle Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Redouane Elkamhi
,
Jan Ericsson and
Min Jiang
Date Posted: October 14, 2011133 downloads
Why Do Listed Firms Pay for Market Making in Their Own Stock? Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Bernt Arne Ødegaard and
Johannes Atle Skjeltorp
Date Posted: October 14, 2011Last Revised: October 23, 201288 downloads
Does Institutional Ownership Matter for International Stock Return Comovement? Paris December 2011 Finance Meeting EUROFIDAI - AFFI, AFA 2013 San Diego Meetings Paper
José Faias
,
Miguel A. Ferreira ,
Pedro Santa-Clara and
Pedro P. Matos
Date Posted: October 13, 2011Last Revised: December 16, 2012136 downloads
An Analysis of the Ultra Long-Term Yields Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Simon Dubecq
and
Christian Gourieroux
Date Posted: October 13, 201142 downloads
An Explicit Test for Capital Structure Convergence Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Costas Lambrinoudakis
,
Angelos A. Antzoulatos ,
Kostas Koufopoulos
and
Emmanuel D. Tsiritakis
Date Posted: October 13, 20112612 downloads
Are Cross-Listed Firms Superior Targets? Evidence from Short- and Long-Run Performance of US Bidders Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Siham Meknassi
and
Jean-Claude Cosset
Date Posted: October 13, 201170 downloads
Can the Fed Talk the Hind Legs Off the Stock Market? Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Louis Raes
,
Sylvester C. W. Eijffinger and
Ronald Mahieu
Date Posted: October 13, 201120 downloads
Capital Structure and Debt Priority Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Sami Attaoui
and
Patrice Poncet
Date Posted: October 13, 2011Last Revised: May 14, 2012
Corporate Cost of Borrowing: TRACE on Syndicated Loans Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Markus Fischer
Date Posted: October 13, 2011Last Revised: February 15, 201270 downloads
Financial Bounds for Insurance Claims Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Carole Bernard
and
Steven Vanduffel
Date Posted: October 13, 2011Last Revised: February 11, 2012114 downloads
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Vladimir Borgy
,
Thomas Laubach
,
Jean-Stéphane Mésonnier
and
Jean-Paul Renne
Date Posted: October 13, 2011Last Revised: November 03, 2011118 downloads
Outsourcing in the International Mutual Fund Industry: An Equilibrium View Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Oleg Chuprinin
,
Massimo Massa and
David Schumacher
Date Posted: October 13, 2011Last Revised: November 25, 201153 downloads
Sovereign Risk Premia Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Adrien Verdelhan
and
Nicola Borri
Date Posted: October 13, 201168 downloads
The Impact of Government Interventions on CDS and Equity Markets Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
Frederic Schweikhard
and
Zoe Tsesmelidakis
Date Posted: October 13, 2011Last Revised: September 19, 201250 downloads
Acquisitions as Lotteries: Do Managerial Gambling Attitudes Influence Takeover Decisions? Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Schneider
and
Oliver G. Spalt
Date Posted: October 12, 201196 downloads
Asset Prices and the Heterogeneous Impact of News Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Roberto Marfè
Date Posted: October 12, 201144 downloads
Competition and Dynamics of Takeover Contests Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Riccardo Calcagno and
Sonia Falconieri
Date Posted: October 12, 201175 downloads
Cultural Values, CEO Risk Aversion and Corporate Takeovers Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Thorsten Lehnert
,
Bart Frijns
,
Aaron B. Gilbert
and
Alireza Tourani Rad
Date Posted: October 12, 201178 downloads
Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Arie Eskenazi Gozluklu
Date Posted: October 12, 2011Last Revised: May 28, 201286 downloads
The Impact of Government Ownership on Bank Risk Profile and Lending Behaviour Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Giacomo Nocera
,
Giuliano Iannotta
and
Andrea Sironi
Date Posted: October 12, 2011117 downloads
The Stock-Bond Comovements in the Paris Bourse: Historical Evidence Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Amir Rezaee
and
David Le Bris
Date Posted: October 12, 201161 downloads
Were Multinational Bank Taking Excessive Risks Before the Recent Financial Crisis? Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Carlos Manuel Pinheiro
,
M. A. Gulamhussen
and
Alberto F. Pozzolo
Date Posted: October 12, 2011Last Revised: October 24, 2011208 downloads
Asset Prices and the Heterogeneous Impact of News Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Roberto Marfè
Date Posted: February 14, 2011Last Revised: October 17, 2011130 downloads
The Impact of Government Interventions on CDS and Equity Markets AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Frederic Schweikhard
and
Zoe Tsesmelidakis
Date Posted: March 23, 2010Last Revised: November 19, 20121441 downloads
The Life Cycle of Family Ownership: International Evidence EFA 2009 Bergen Meetings Paper, AFA 2009 San Francisco Meetings Paper, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Julian R. Franks ,
Colin Mayer ,
Paolo F. Volpin and
Hannes F. Wagner
Date Posted: March 06, 2008Last Revised: October 25, 20111149 downloads
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