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Paris December 2011 Finance Meeting EUROFIDAI - AFFI (Archive)
10,002 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

European Financial Data Institute Logo

9th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 20th 2011

For more information on this conference,
please visit: http://www.eurofidai.org/december2011.html

Showing Papers 1 - 36 of 36
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Incl. Electronic Paper When Do Listed Firms Pay for Market Making in Their Own Stock?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Johannes Atle Skjeltorp and Bernt Arne Ødegaard
Central Bank of Norway and University of Stavanger
Date Posted: October 14, 2011
Last Revised: March 05, 2014
Working Paper Series
116 downloads

Incl. Electronic Paper The Effect of Monitoring on CEO Pay Practices in a Matching Equilibrium
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Pierre Chaigneau and Nicolas Sahuguet
HEC Montreal and HEC Montreal - Institute of Applied Economics
Date Posted: October 14, 2011
Last Revised: August 23, 2014
Working Paper Series
216 downloads

Incl. Electronic Paper Bringing in Changes: The Effect of New CEOs on Innovation
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Frederick L. Bereskin and Po-Hsuan Hsu
University of Delaware and National Chiao-Tung University - Institute of Management and Technology
Date Posted: October 14, 2011
Last Revised: June 19, 2014
Working Paper Series
101 downloads

Incl. Electronic Paper Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
Journal of Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Katya Malinova and Andreas Park
University of Toronto and University of Toronto - Department of Economics
Date Posted: October 14, 2011
Last Revised: September 10, 2014
Accepted Paper Series
60 downloads

Incl. Electronic Paper CDOs and the Financial Crisis: Credit Ratings and Fair Premia
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Marcin Wojtowicz
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: October 14, 2011
Last Revised: November 19, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper 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
University of Orléans , University of Paris 1 Pantheon-Sorbonne - CES/CNRS and University of Metz (Paul Verlaine) - CEREFIGE
Date Posted: October 14, 2011
Working Paper Series
177 downloads

Incl. Electronic Paper Financing Constraints, Product Market Competition, and Business Cycle Sensitivity
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Peter Pontuch
Université Paris-Dauphine - DRM-CEREG
Date Posted: October 14, 2011
Last Revised: December 13, 2011
Working Paper Series
112 downloads

Incl. Electronic Paper Households Learning in the Dark: New Evidence from Retail Traders
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Jean-Noel Barrot
Massachusetts Institute of Technology (MIT)
Date Posted: October 14, 2011
Last Revised: December 05, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper 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
Banque de France - Centre de Recherche , French Ministry of Finance and Banque de France -DGEI-DEMFI-RECFIN
Date Posted: October 14, 2011
Last Revised: November 03, 2011
Working Paper Series
74 downloads

Incl. Electronic Paper Market Liquidity and Exposure of Hedge Funds
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Arjen Siegmann and Denitsa Stefanova
VU University Amsterdam - Faculty of Economics and Business Administration and Universite du Luxembourg - School of Finance
Date Posted: October 14, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Model Implied Credit Spreads
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Gunnar Grass
HEC Montréal
Date Posted: October 14, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market
Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Weiyu Kuo and Tse-Chun Lin
National Chengchi University (NCCU) - Department of International Business and University of Hong Kong - Faculty of Business and Economics
Date Posted: October 14, 2011
Last Revised: April 22, 2013
Accepted Paper Series
134 downloads

Incl. Electronic Paper Recovering Nonlinear Dynamics from Option Prices
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Raul Gonzalez , O. Scaillet and Alexandre Engulatov
University of Geneva , University of Geneva - HEC and affiliation not provided to SSRN
Date Posted: October 14, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper Stressing Correlations and Volatilities - A Consistent Modeling Approach
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: October 14, 2011
Working Paper Series
92 downloads

Incl. Electronic Paper The Paulsons Plan's Competitive Effects
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Frédéric Lobez , Eric de Bodt and Junyao Zhang
Université de Lille Nord de France – European Center for Corporate Control Studies , Université Lille Nord de France - SKEMA Business School and Université Lille Nord de France - Skema Business School
Date Posted: October 14, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Time-Varying Asset Volatility and the Credit Spread Puzzle
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Redouane Elkamhi , Jan Ericsson and Min Jiang
University of Iowa - Henry B. Tippie College of Business , McGill University and University of Iowa - Henry B. Tippie College of Business
Date Posted: October 14, 2011
Working Paper Series
180 downloads

Incl. Electronic Paper 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
Catholic University of Portugal (UCP) , Nova School of Business and Economics , New University of Lisbon - Nova School of Business and Economics and University of Virginia - Darden School of Business
Date Posted: October 13, 2011
Last Revised: December 16, 2012
Working Paper Series
200 downloads

Incl. Electronic Paper Outsourcing in the International Mutual Fund Industry: An Equilibrium View
Journal of Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Oleg Chuprinin , Massimo Massa and David Schumacher
University of New South Wales (UNSW) , INSEAD - Finance and McGill University
Date Posted: October 13, 2011
Last Revised: October 08, 2014
Accepted Paper Series
81 downloads

Incl. Electronic Paper An Analysis of the Ultra Long-Term Yields
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Simon Dubecq and Christian Gourieroux
Banque de France and University of Toronto - Department of Economics
Date Posted: October 13, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper 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
University of Piraeus - Department of Banking and Financial Management , University of Piraeus - Department of Banking and Financial Management , University of Warwick - Finance Group and University of Piraeus
Date Posted: October 13, 2011
Working Paper Series
3887 downloads

Incl. Electronic Paper 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
HEC Montreal and HEC Montreal
Date Posted: October 13, 2011
Working Paper Series
78 downloads

Incl. Electronic Paper 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
Tilburg University , Tilburg University (CentER) - Department of Economics and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Date Posted: October 13, 2011
Working Paper Series
24 downloads

Capital Structure and Debt Priority
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Sami Attaoui and Patrice Poncet
NEOMA Business School and ESSEC Business School
Date Posted: October 13, 2011
Last Revised: May 14, 2012
Working Paper Series

Incl. Electronic Paper Corporate Cost of Borrowing: TRACE on Syndicated Loans
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Markus Fischer
Goethe University Frankfurt - Department of Finance
Date Posted: October 13, 2011
Last Revised: February 15, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Financial Bounds for Insurance Claims
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Carole Bernard and Steven Vanduffel
University of Waterloo and Vrije Universiteit Brussel (VUB)
Date Posted: October 13, 2011
Last Revised: February 11, 2012
Working Paper Series
161 downloads

Incl. Electronic Paper 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
Banque de France , Goethe University Frankfurt , Banque de France -DGEI-DEMFI-RECFIN and Banque de France
Date Posted: October 13, 2011
Last Revised: November 03, 2011
Working Paper Series
135 downloads

Incl. Electronic Paper Sovereign Risk Premia
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Adrien Verdelhan and Nicola Borri
Massachusetts Institute of Technology (MIT) - Sloan School of Management and LUISS Guido Carli University - Department of Economics
Date Posted: October 13, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper The Impact of Government Interventions on CDS and Equity Markets
Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
Frederic A. Schweikhard and Zoe Tsesmelidakis
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: October 13, 2011
Last Revised: September 19, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Acquisitions as Lotteries: Do Managerial Gambling Attitudes Influence Takeover Decisions?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Schneider and Oliver G. Spalt
University of Mannheim - Department of Business Administration and Finance and Tilburg University - Department of Finance
Date Posted: October 12, 2011
Working Paper Series
105 downloads

Incl. Electronic Paper Asset Prices and the Heterogeneous Impact of News
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Roberto Marfè
Swiss Finance Institute
Date Posted: October 12, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper 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
Universite du Luxembourg - School of Finance , Auckland University of Technology - Faculty of Business & Law , Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Date Posted: October 12, 2011
Working Paper Series
109 downloads

Incl. Electronic Paper The Stock-Bond Comovements in the Paris Bourse: Historical Evidence
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Amir Rezaee and David Le Bris
Institut Supérieur de Gestion (ISG), Paris and KEDGE Business School
Date Posted: October 12, 2011
Working Paper Series
77 downloads

Incl. Electronic Paper 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
Caixa Geral de Depósitos , Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - Main and Università degli Studi del Molise - Dipartimento di Scienze Economiche Gestionali e Sociali
Date Posted: October 12, 2011
Last Revised: October 24, 2011
Working Paper Series
253 downloads

Incl. Electronic Paper Asset Prices and the Heterogeneous Impact of News
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Roberto Marfè
Swiss Finance Institute
Date Posted: February 14, 2011
Last Revised: October 17, 2011
Working Paper Series
146 downloads

Incl. Electronic Paper The Impact of Government Interventions on CDS and Equity Markets
AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Frederic A. Schweikhard and Zoe Tsesmelidakis
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: March 23, 2010
Last Revised: November 19, 2012
Working Paper Series
1527 downloads

Incl. Electronic Paper 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
London Business School , University of Oxford - Said Business School , City University London - Faculty of Finance and Bocconi University - Department of Finance
Date Posted: March 06, 2008
Last Revised: October 25, 2011
Working Paper Series
1288 downloads


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