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Paris December 2012 Finance Meeting EUROFIDAI - AFFI (Archive)
11,672 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 INSEAD - Finance
Date Posted: October 23, 2012
Last Revised: October 06, 2013
Working Paper Series
388 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: July 01, 2014
Working Paper Series
4663 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
119 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
23 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
66 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: June 05, 2014
Working Paper Series
96 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
88 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
80 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
39 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
39 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 Flexibility, Product Markets, 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: June 17, 2014
Working Paper Series
269 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
54 downloads

Incl. Electronic Paper FX Market Illiquidity, Funding Constraints and Capital Flows
Chiara Banti and Kate Phylaktis
University of Essex and Cass Business School, City University,London
Date Posted: June 11, 2012
Last Revised: June 27, 2014
Working Paper Series
53 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
43 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
236 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
31 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
114 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
38 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
44 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
42 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 - Kelley School of Business - Department of Finance
Date Posted: June 03, 2012
Working Paper Series
20 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
28 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
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Texas Christian University - Neeley School of Business
Date Posted: May 26, 2012
Last Revised: November 03, 2012
Working Paper Series
87 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
307 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
90 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
90 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
80 downloads

Incl. Electronic Paper Momentum Strategies in Futures Markets and Trend-following Funds
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Akindynos-Nikolaos (Nick) Baltas and Robert Kosowski
UBS Investment Bank and Imperial College Business School
Date Posted: December 06, 2011
Last Revised: January 06, 2013
Working Paper Series
3247 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
712 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
197 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
173 downloads


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