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Midwest Finance Association Meetings
18,813 Total downloads
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Showing Papers 1 - 50 of 255
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Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Midwest Finance Association 2013 Annual Meeting Paper
Longzhen Fan
,
Canlin Li
and
Guofu Zhou
Department of Finance, School of Management, Fudan University
,
Federal Reserve Board
and
Washington University in St. Louis - Olin School of Business
Date Posted: April 02, 2013
Working Paper Series
Expectations of Executive Risk-Taking and Preferences: Evidence from CEO Stock Grants
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Ingolf Dittmann ,
Lars Norden and
Guangyao Zhu
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
and
Erasmus University Rotterdam (EUR)
Date Posted: January 29, 2013
Last Revised: February 21, 2013
Working Paper Series
71 downloads
Crises, Liquidity Shocks, and Fire Sales at Hedge Funds
Northeastern U. D’Amore-McKim School of Business Research Paper No. 2013-03, Midwest Finance Association 2013 Annual Meeting Paper,
Nicole M. Boyson ,
Jean Helwege and
Jan Jindra
Northeastern University - Finance and Insurance Area
,
University of South Carolina
and
Ohio State University - Fisher College of Business
Date Posted: December 02, 2012
Last Revised: January 25, 2013
Working Paper Series
170 downloads
Soft Information in the Subprime Mortgage Market
Midwest Finance Association 2013 Annual Meeting Paper
Kanis Saengchote
Kellogg School of Management - Department of Finance
Date Posted: November 01, 2012
Last Revised: February 21, 2013
Working Paper Series
13 downloads
Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks
Midwest Finance Association 2013 Annual Meeting Paper
T. Shawn Strother and
Michael S. Pagano
Zayed University
and
Villanova University - Villanova School of Business
Date Posted: October 08, 2012
Working Paper Series
16 downloads
Salvaging the C-Capm: Currency Carry Trade Risk Premia and Conditioning Information
Midwest Finance Association 2013 Annual Meeting Paper
Angelica Gonzalez ,
Abhay Abhyankar and
Olga Klinkowska
University of Edinburgh
,
University of Exeter Business School, University of Exeter
and
University of Aberdeen - Business School
Date Posted: October 04, 2012
Working Paper Series
19 downloads
The Quality of Corporate Governance and the Length it Takes To Remove a Poor-Performing CEO
Tarun Mukherjee
and
Huong Nguyen
University of New Orleans
and
University of New Orleans
Date Posted: October 04, 2012
Working Paper Series
34 downloads
Debt Market Liquidity and Corporate Default Prediction
Midwest Finance Association 2013 Annual Meeting Paper
Deming Wu
and
Suning Zhang
Office of the Comptroller of the Currency
and
George Mason University
Date Posted: October 02, 2012
Last Revised: January 21, 2013
Working Paper Series
58 downloads
Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Midwest Finance Association 2013 Annual Meeting Paper
Longzhen Fan
,
Canlin Li
and
Guofu Zhou
Department of Finance, School of Management, Fudan University
,
Federal Reserve Board
and
Washington University in St. Louis - Olin School of Business
Date Posted: October 02, 2012
Last Revised: March 26, 2013
Working Paper Series
20 downloads
A Comparative Study of the Volatility and Efficiency of Commodity Futures Index Roll Methods
Midwest Finance Association 2013 Annual Meeting Paper
Rajarshi Aroskar
and
Bill Ogden
University of Wisconsin - Eau Claire
and
University Wisconsin - Eau Claire
Date Posted: October 02, 2012
Last Revised: January 25, 2013
Working Paper Series
32 downloads
Does FDI Crowds In or Out Domestic Investment?: New Evidence from Emerging Economies
Ahmed Kamaly
affiliation not provided to SSRN
Date Posted: October 02, 2012
Working Paper Series
Forbearance, Prompt Closure, and the Valuation of Bank Subordinated Debt
Midwest Finance Association 2013 Annual Meeting Paper
Yehning Chen
,
Jin-Ping Lee
and
Min-Teh Yu
National Taiwan University
,
Feng Chia University
and
National Chiao Tung University
Date Posted: October 02, 2012
Working Paper Series
16 downloads
Impacts of the Stock Market Liberalization in China: Evidence from the Foreign Institutional Investor Scheme
Midwest Finance Association 2013 Annual Meeting Paper
Chun-Da Chen ,
Chih-Chun Chen
and
Chiao-Ming Cheng
Tennessee State University
,
Fo Guang University
and
Yuan Ze University
Date Posted: October 02, 2012
Working Paper Series
30 downloads
Liquidity and Asset Prices: An Empirical Investigation of the Finnish Stock Market
Midwest Finance Association 2013 Annual Meeting Paper
Hilal Anwar Butt
and
Nader Shahzad Virk
Hanken School of Economics, Vasa Campus
and
Hanken School of Economics - Department of Finance and Statistics
Date Posted: October 02, 2012
Last Revised: January 22, 2013
Working Paper Series
40 downloads
Ownership Structure and Corporate Performance: Evidence from Qatar
Noora Almudehki
and
Rami Zeitun
affiliation not provided to SSRN
and
Qatar University - Department of Finance and Economics
Date Posted: October 02, 2012
Working Paper Series
115 downloads
Persistence of Canadian Corporate and Government Index Yields and Yield Spreads
Ilona Shiller
University of New Brunswick - Fredericton - Faculty of Business
Date Posted: October 02, 2012
Working Paper Series
7 downloads
The Influence of Culture on Accounting Disclosures: The Case of the UAE
Yass A. Alkafaji
American University of Sharjah
Date Posted: October 02, 2012
Working Paper Series
268 downloads
The Use of Financial Contracting Arrangements to Constrain Rent-Seeking Behaviour of Managers of Subsidiary Firms: Evidence from UK and US Multinational Subsidiary Firms
Robert Suban
,
Mike Bowe and
Mohammad Yamin
affiliation not provided to SSRN
,
Manchester Business School
and
affiliation not provided to SSRN
Date Posted: October 02, 2012
Working Paper Series
13 downloads
Timing Foreign Exchange Markets
Midwest Finance Association 2013 Annual Meeting Paper
Robert B. Gramacy
,
Samuel W. Malone
and
Enrique ter Horst
University of Chicago - Booth School of Business
,
University of the Andes
and
IESA
Date Posted: October 02, 2012
Working Paper Series
134 downloads
What Drives the Microfinance Lending Rate?
Midwest Finance Association 2013 Annual Meeting Paper
Roy Mersland
and
R. Øystein Strøm
University of Agder
and
Oslo and Akershus University College
Date Posted: October 02, 2012
Last Revised: January 22, 2013
Working Paper Series
21 downloads
The Cross-Section of Currency Volatility
Midwest Finance Association 2013 Annual Meeting Paper
Keywan Rasekhschaffe
University of Lugano
Date Posted: October 01, 2012
Last Revised: February 12, 2013
Working Paper Series
49 downloads
Collateralized Bond: Duration and Effective Yield
Suresh C. Srivastava and
Ken Hung
University of Alaska at Anchorage
and
affiliation not provided to SSRN
Date Posted: October 01, 2012
Working Paper Series
25 downloads
Explaining Debt Recovery Using an Endogenous Bankruptcy Model
Midwest Finance Association 2013 Annual Meeting Paper
Wulin Suo
,
Wei Wang and
Qi Zhang
Queen's School of Business
,
Queen's School of Business
and
Queen's University
Date Posted: October 01, 2012
Last Revised: January 21, 2013
Working Paper Series
29 downloads
Nonparametric Estimation of Daily State-Price Densities Using Transaction-Level Data on S&P500 Index Options
Midwest Finance Association 2013 Annual Meeting Paper
Andrew Maurer
Queen's University (Canada) - Department of Economics
Date Posted: October 01, 2012
Working Paper Series
40 downloads
Statistical Arbitrage and Robust Tests for Cointegration
Midwest Finance Association 2013 Annual Meeting Paper
Thomas A. Hanson
and
Joshua R. Hall
Kent State University - Department of Finance
and
Kent State University - College of Business Administration
Date Posted: October 01, 2012
Working Paper Series
65 downloads
The Effect of Macroeconomic Announcements on Credit Markets
James J. Forest
University of Massachusetts
Date Posted: October 01, 2012
Working Paper Series
19 downloads
When is Equity More than Just Financing? Evidence from Strategic Alliances
Midwest Finance Association 2013 Annual Meeting Paper
Sudha Krishnaswami ,
Eduardo Pablo
and
Venkat Subramaniam
University of New Orleans - College of Business Administration
,
Tulane University - A.B. Freeman School of Business
and
Tulane University
Date Posted: October 01, 2012
Last Revised: January 22, 2013
Working Paper Series
24 downloads
Fed Funds Target Rate Surprise & Equity Duration
Niranjan Tripathy
University of North Texas
Date Posted: September 30, 2012
Last Revised: February 04, 2013
Working Paper Series
21 downloads
Call Feature and Corporate Bond Yield Spreads
Anis Samet
and
Lamia Abdulaziz Obay
American University of Sharjah - School of Business and Management
and
Abu Dhabi University
Date Posted: September 30, 2012
Working Paper Series
14 downloads
Directors' Network and the Method of Payment in Mergers and Acquisitions
Joao Amaro de Matos
and
Joao Mergulhao
Nova School of Business and Economics
and
Sao Paulo School of Economics-FGV
Date Posted: September 30, 2012
Working Paper Series
48 downloads
Dynamic Exposure of Hedge Funds to the Changes in the Risk Factors
Midwest Finance Association 2013 Annual Meeting Paper
Sangheon Shin ,
Jan Smolarski
and
Gokce Soydemir
South University-Montgomery
,
University of Texas-Pan American - College of Business Administration
and
California State University, Stanislaus
Date Posted: September 30, 2012
Last Revised: January 22, 2013
Working Paper Series
61 downloads
For Whom Hurdle Rate and High-Watermark Exist?
Sangheon Shin ,
Jan Smolarski
and
Gokce Soydemir
South University-Montgomery
,
University of Texas-Pan American - College of Business Administration
and
California State University, Stanislaus
Date Posted: September 30, 2012
Working Paper Series
34 downloads
The Pricing Effects of Ambiguous Private Information
Midwest Finance Association 2013 Annual Meeting Paper
Scott Condie and
Jayant V. Ganguli
Brigham Young University - Department of Economics
and
University of Essex - Department of Economics
Date Posted: September 30, 2012
Last Revised: January 25, 2013
Working Paper Series
40 downloads
Venture Capital Syndication and Firm Entry: Theory and Evidence
Midwest Finance Association 2013 Annual Meeting Paper
Anna Toldra
Universidad Carlos III de Madrid
Date Posted: September 30, 2012
Working Paper Series
47 downloads
Dynamic Theory of Evolutionary Process of Constrained Contract Optimization and Adaptation to Evolving Shocks and Blockers, During the Agent’s Employment in the Firm
Samuel B. Bulmash
University of South Florida - Finance Department
Date Posted: September 29, 2012
Last Revised: October 15, 2012
Working Paper Series
8 downloads
Exchange Traded Funds, Liquidity, and Market Volatility
Midwest Finance Association 2013 Annual Meeting Paper
Timothy A. Krause
,
Sina Ehsani
and
Donald D. Lien
University of Texas at San Antonio
,
University of Texas at San Antonio
and
University of Texas at San Antonio - College of Business - Department of Economics
Date Posted: September 29, 2012
Last Revised: January 21, 2013
Working Paper Series
158 downloads
Housing Complementarity in Consumption
Muhammad Bakhtear Talukdar
and
Mohammad G. Robbani
Florida International University (FIU) - College of Business Administration
and
Alabama A&M University - Department of Economics, Finance, and Office Systems Management
Date Posted: September 29, 2012
Working Paper Series
13 downloads
Nonbank Loan Covenants and Their Implications for Borrowers
Midwest Finance Association 2013 Annual Meeting Paper
Di Kang and
Donald J. Mullineaux
University of Kentucky - Gatton College of Business and Economics
and
University of Kentucky - Gatton College of Business and Economics
Date Posted: September 29, 2012
Last Revised: March 27, 2013
Working Paper Series
17 downloads
The 2008 Financial Crisis and the Dynamics of Price Discovery Among Stock Prices, CDS Spreads, and Bond Spreads for US Financial Firms
Christos I. Giannikos
,
Hany Guirguis and
Michael Suen
CUNY - Baruch College
,
Manhattan College
and
affiliation not provided to SSRN
Date Posted: September 29, 2012
Working Paper Series
33 downloads
Return Chasing in Bond Funds
Journal of Fixed Income, Spring 2013, Vol. 22, No. 4: pp. 90-103
Jon A. Fulkerson ,
Bradford D. Jordan and
Timothy B. Riley
Loyola University Maryland - Sellinger School of Business & Management
,
University of Kentucky - Gatton College of Business and Economics
and
University of Kentucky
Date Posted: September 28, 2012
Last Revised: April 07, 2013
Accepted Paper Series
Doing Well by Looking Good: The Causal Impact of Media Coverage of Corporate Social Responsibility on Firm Value
Midwest Finance Association 2013 Annual Meeting Paper
Seong K. Byun and
Jong-Min Oh
The University of Texas at Dallas - Finance Department
and
The University of Texas at Dallas - Finance Department
Date Posted: September 27, 2012
Last Revised: February 25, 2013
Working Paper Series
155 downloads
How Taxes on Firms Reduce the Risk of After-Tax Cash Flows
Midwest Finance Association 2013 Annual Meeting Paper
Diderik Lund
University of Oslo - Department of Economics
Date Posted: September 27, 2012
Working Paper Series
42 downloads
Mean Aversion in Fixed Income Returns: Evidence and Implications for Long Horizon Investors
Andrew C. Szakmary
University of Richmond
Date Posted: September 27, 2012
Working Paper Series
31 downloads
The Impact of Credit Rating and Frequent Refinancing on Firm Value
Midwest Finance Association 2013 Annual Meeting Paper
Sven Arnold ,
Alexander D.F. Lahmann
and
Bernhard Schwetzler
HHL Leipzig Graduate School of Management
,
HHL Leipzig Graduate School of Management
and
HHL Leipzig Graduate School of Management - Department of Finance
Date Posted: September 27, 2012
Last Revised: January 29, 2013
Working Paper Series
91 downloads
Is the Federal Debt Raising Corporate Profits and Reducing Labor's Share of National Income?
John Edwin Golob
Federal Reserve Bank of Kansas City (Retired)
Date Posted: September 24, 2012
Last Revised: January 22, 2013
Working Paper Series
28 downloads
Cash Flow Volatility and Corporate Bond Yield Spreads
Midwest Finance Association 2013 Annual Meeting Paper
Alan V. S. Douglas
,
Alan Guoming Huang and
Kenneth R. Vetzal
University of Waterloo - School of Accounting and Finance
,
University of Waterloo
and
University of Waterloo
Date Posted: September 23, 2012
Last Revised: January 21, 2013
Working Paper Series
30 downloads
Governance and Short Sales
Midwest Finance Association 2013 Annual Meeting Paper
Daniel Dupuis
and
Lawrence Kryzanowski
Concordia University - John Molson School of Business
and
Concordia University, Quebec - John Molson School of Business
Date Posted: September 23, 2012
Last Revised: February 20, 2013
Working Paper Series
13 downloads
Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Midwest Finance Association 2013 Annual Meeting Paper
Ana Fostel
and
John Geanakoplos
George Washington University
and
Yale University - Cowles Foundation
Date Posted: September 22, 2012
Working Paper Series
13 downloads
Market Sentiment and Dividend Policy: Cross Sectional Evidence
Midwest Finance Association 2013 Annual Meeting Paper
Robert Savickas and
Bo Zhao
George Washington University - School of Business - Department of Finance
and
George Washington University
Date Posted: September 22, 2012
Last Revised: March 20, 2013
Working Paper Series
106 downloads
What Do We Know About Speculation in the CDS Market?
Midwest Finance Association 2013 Annual Meeting Paper
Lars Norden and
Kristina Radoeva
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
and
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: September 20, 2012
Last Revised: March 14, 2013
Working Paper Series
30 downloads
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