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Paris December 2012 Finance Meeting EUROFIDAI - AFFI (Archive)
10,614 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

European Financial Data Institute Logo

10th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 20th 2012

For more information on this conference,
please visit: http://www.eurofidai.org/december2012.html

Showing Papers 1 - 36 of 36
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Incl. Electronic Paper Middlemen Interaction and 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: October 06, 2013
Working Paper Series
370 downloads

Incl. Electronic Paper 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
4239 downloads

Incl. Electronic Paper 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: February 02, 2014
Working Paper Series
110 downloads

Incl. Electronic Paper 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
21 downloads

Incl. Electronic Paper 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
59 downloads

Incl. Electronic Paper Evaluating Asset Pricing Models Using Micro Portfolios as Test Assets
Laurent Barras
McGill University - Desautels Faculty of Management
Date Posted: June 12, 2012
Last Revised: February 20, 2014
Working Paper Series
74 downloads

Incl. Electronic Paper 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 , University of Auckland Business School and Imperial College Business School
Date Posted: June 12, 2012
Last Revised: April 27, 2013
Working Paper Series
85 downloads

Incl. Electronic Paper What Drives Variation in Contracts: Economics or Lawyers?
Christel Karsten and Zacharias Sautner
University of Amsterdam - Faculty of Economics and Business (FEB) and Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: June 12, 2012
Last Revised: March 16, 2014
Working Paper Series
76 downloads

Incl. Electronic Paper 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
37 downloads

Incl. Electronic Paper 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
38 downloads

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Eduard Dubin , Olesya V. Grishchenko and Vasily Kartashov
Goethe University Frankfurt - Department of Finance , Federal Reserve Board and Goethe University Frankfurt
Date Posted: June 12, 2012
Last Revised: December 07, 2013
Working Paper Series

Incl. Electronic Paper Production Characteristics, Financial Flexibility, and Capital Structure Decisions
AFA 2014 Philadelphia Meetings , Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Sebastian Johannes Reinartz and Thomas Schmid
A.T. Kearney GmbH and Technische Universität München (TUM) - Department of Financial Management and Capital Markets
Date Posted: June 12, 2012
Last Revised: March 24, 2014
Working Paper Series
230 downloads

Incl. Electronic Paper 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
45 downloads

Incl. Electronic Paper FX Market Illiquidity and Funding Liquidity Constraints
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Chiara Banti and Kate Phylaktis
Cass Business School and Cass Business School, City University,London
Date Posted: June 11, 2012
Last Revised: October 08, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper 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
40 downloads

Incl. Electronic Paper Bank Risk Exposure, Bank Failure and Off Balance Sheet Activities: An Empirical Analysis for U.S. Commercial Banks
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Noma Ziadeh
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Date Posted: June 11, 2012
Last Revised: October 14, 2012
Working Paper Series
207 downloads

Incl. Electronic Paper Public News Arrival and Cross-Asset Correlation Breakdown: Implications for Algorithmic Trading
Kin-Yip Ho , Wai-Man (Raymond) Liu and Jing Yu
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , School of Finance, Actuarial Studies & Applied Statistics, Australian National University and University of Western Australia - Department of Accounting and Finance
Date Posted: June 11, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper The Corporate Governance Endgame – An Economic Analysis of Minority Squeeze-Out Regulation in Germany
Ettore Croci , Olaf Ehrhardt and Eric Nowak
Universita' Cattolica del Sacro Cuore, Milano , University of Applied Sciences Stralsund and University of Lugano
Date Posted: June 10, 2012
Last Revised: January 31, 2014
Working Paper Series
88 downloads

Incl. Electronic Paper Capital Structure and Employment Flexibility
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Olga Kuzmina
New Economic School (NES)
Date Posted: June 10, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Bertrand Tavin
EMLYON Business School
Date Posted: June 09, 2012
Last Revised: November 07, 2012
Working Paper Series
36 downloads

A Model of the Euro-Area Yield Curve with Discrete Policy Rates
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jean-Paul Renne
Banque de France
Date Posted: June 09, 2012
Working Paper Series

Incl. Electronic Paper Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Thomas W. Bates and David A. Becher
Arizona State University - Department of Finance and Drexel University - Department of Finance
Date Posted: June 05, 2012
Last Revised: November 25, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper Higher-Moment Risk Exposures in Hedge Funds
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Marie Lambert , Georges Hubner and Nicolas A. Papageorgiou
University of Liege - HEC Management School , HEC Management School - University of Liège and HEC Montreal - Department of Finance
Date Posted: June 05, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Andrey Ukhov and Charles Trzcinka
Cornell University and Indiana University - Department of Finance
Date Posted: June 03, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper A Fractal Version of the Hull-White Interest Rate Model
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Donatien Hainaut
ESC Rennes School of Business
Date Posted: June 03, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Target Financial Independence, Bargaining Power, and Takeover Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jan Jindra and Thomas Moeller
Menlo College and Texas Christian University - Neeley School of Business
Date Posted: May 26, 2012
Last Revised: November 03, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Belief-Free Price Formation
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Stefano Lovo , Tristan Tomala and Johannes Horner
HEC Paris (Groupe HEC) - Finance Department , HEC Paris (Groupe HEC) - Economics & Decision Sciences and Yale University - Cowles Foundation
Date Posted: May 14, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper The Fine Structure of Variance: Consistent Pricing of VIX Derivatives
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Nicole Branger , Alexander Kraftschik and Clemens Völkert
University of Muenster - Finance Center Muenster , University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: March 25, 2012
Last Revised: February 19, 2014
Working Paper Series
262 downloads

Incl. Electronic Paper An Anatomy of Fundamental Indexing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Lieven De Moor and Tom Vinaimont
Vrije Universiteit Brussel and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: March 14, 2012
Last Revised: June 11, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Explaining the Volatility Surface: A Closed-Form Solution to Option Pricing in a Fractional Jump-Diffusion Market
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Stefan Rostek
University of Tuebingen - Faculty of Economics and Business Administration
Date Posted: March 06, 2012
Last Revised: October 26, 2012
Working Paper Series
85 downloads

Incl. Electronic Paper Frequency of Consumption Adjustment and the Equity Premium
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Narayan Bulusu and Javier Gómez Biscarri
Government of Canada - Funds Management and Banking Department and Universitat Pompeu Fabra
Date Posted: February 09, 2012
Last Revised: October 10, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper High Order Smooth Ambiguity Preferences and Asset Prices
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Julian Thimme and Clemens Völkert
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: January 25, 2012
Last Revised: February 21, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Momentum Strategies in Futures Markets and Trend-following Funds
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Akindynos-Nikolaos Baltas and Robert Kosowski
UBS AG and Imperial College Business School
Date Posted: December 06, 2011
Last Revised: January 06, 2013
Working Paper Series
2920 downloads

Incl. Electronic Paper Can Internet Search Queries Help to Predict Stock Market Volatility?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Thomas Dimpfl and Stephan Jank
University of Tuebingen - Department of Statistics and Econometrics and University of Cologne - Centre for Financial Research (CFR)
Date Posted: October 10, 2011
Last Revised: October 17, 2012
Working Paper Series
678 downloads

Incl. Electronic Paper Money for Nothing? Understanding Variation in Reported Hedge Fund Fees
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Tarun Ramadorai and Michael Streatfield
University of Oxford - Said Business School and University of Oxford - Said Business School
Date Posted: March 31, 2011
Last Revised: October 17, 2012
Working Paper Series
186 downloads

Incl. Electronic Paper Currying Favor with Top Venture Capital Firms: The Role of IPO Underpricing and All-Star Coverage
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Daniel J. Bradley , Incheol Kim and Laurie Krigman
University of South Florida , University of New Orleans and Babson College
Date Posted: February 21, 2011
Last Revised: October 17, 2012
Working Paper Series
169 downloads


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