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Paris December 2012 Finance Meeting EUROFIDAI - AFFI (Archive)
8,196 Total downloads
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Middlemen Interaction and Its Effect on 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: April 10, 2013
Working Paper Series
276 downloads
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
3395 downloads
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
17 downloads
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
33 downloads
The Value Premium in a Large-Cross Section of Test Portfolios
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Laurent Barras
McGill University - Desautels Faculty of Management
Date Posted: June 12, 2012
Working Paper Series
28 downloads
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
,
Imperial College Business School
and
Imperial College Business School
Date Posted: June 12, 2012
Last Revised: April 27, 2013
Working Paper Series
54 downloads
What Drives the Variation in Takeover Contracts: The Economics or the Lawyers?
Christel Karsten
University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: June 12, 2012
Last Revised: May 14, 2013
Working Paper Series
45 downloads
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
26 downloads
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
29 downloads
Which Types of Firms React More to a Tax Cut? Evidence from the 2003 Dividend Tax Cut
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Tat-kei Lai
and
Travis Ng
Copenhagen Business School - Department of Economics
and
Chinese University of Hong Kong (CUHK) - Department of Economics
Date Posted: June 12, 2012
Working Paper Series
70 downloads
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: April 30, 2013
Working Paper Series
64 downloads
Do Fund Investors Know that Risk is Sometimes not Priced?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Fabian Irek
and
Thorsten Lehnert
Luxembourg School of Finance
and
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: June 12, 2012
Last Revised: March 12, 2013
Working Paper Series
41 downloads
Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Olesya V. Grishchenko
,
Eduard Dubin
and
Vasily Kartashov
Federal Reserve Board
,
Goethe University Frankfurt - Department of Finance
and
affiliation not provided to SSRN
Date Posted: June 12, 2012
Working Paper Series
9 downloads
Production Characteristics, Financial Flexibility, and Capital Structure Decisions
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Sebastian Johannes Reinartz
and
Thomas Schmid
A.T. Kearney GmbH
and
Technische Universität München - Center for Entrepreneurial and Financial Studies
Date Posted: June 12, 2012
Last Revised: November 17, 2012
Working Paper Series
119 downloads
What Drives Financial Complexity? A Look into the European Retail Structured Products Market
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Claire Celerier
and
Boris Vallee
University of Zurich - Department of Banking and Finance
and
HEC Paris (Groupe HEC) - Finance Department
Date Posted: June 11, 2012
Last Revised: November 19, 2012
Working Paper Series
81 downloads
Firm and Household Access to Credit and Non-Financial Employment Over the Great Recession
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Viktors Stebunovs ,
Seung Jung Lee
and
Samuel Haltenhof
Board of Governors of the Federal Reserve System
,
Board of Governors of the Federal Reserve System
and
affiliation not provided to SSRN
Date Posted: June 11, 2012
Working Paper Series
12 downloads
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
27 downloads
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
29 downloads
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
99 downloads
FX Market Illiquidity and Funding Liquidity Constraints
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Kate Phylaktis and
Chiara Banti
City University London - Sir John Cass Business School
and
Cass Business School
Date Posted: June 11, 2012
Last Revised: November 19, 2012
Working Paper Series
28 downloads
Mortgage Securitization: The Good, the Bad, or the Irrelevant?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
G. Nathan Dong
Columbia University
Date Posted: June 11, 2012
Last Revised: December 07, 2012
Working Paper Series
28 downloads
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
23 downloads
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
33 downloads
The Corporate Governance Endgame – An Economic Analysis of Minority Squeeze-Out Regulation in Germany
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
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 22, 2013
Working Paper Series
50 downloads
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
Université Paris 1 - Panthéon Sorbonne
Date Posted: June 09, 2012
Last Revised: November 07, 2012
Working Paper Series
24 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
14 downloads
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
31 downloads
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
Working Paper Series
30 downloads
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 Bloomington - Department of Finance
Date Posted: June 03, 2012
Working Paper Series
12 downloads
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
18 downloads
Target Financial Independence, Bargaining Power, and Takeover Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jan Jindra and
Thomas Moeller
Ohio State University - Fisher College of Business
and
Texas Christian University - Neeley School of Business
Date Posted: May 26, 2012
Last Revised: November 03, 2012
Working Paper Series
72 downloads
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
13 downloads
The Fine Structure of Variance: Consistent Pricing of VIX Derivatives
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Nicole Branger
and
Clemens Völkert
University of Muenster - Finance Center Muenster
and
affiliation not provided to SSRN
Date Posted: March 25, 2012
Last Revised: February 21, 2013
Working Paper Series
200 downloads
An Anatomy of Fundamental Indexing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Lieven De Moor and
Tom Vinaimont
Hogeschool-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
61 downloads
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
73 downloads
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
33 downloads
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
affiliation not provided to SSRN
Date Posted: January 25, 2012
Last Revised: February 21, 2013
Working Paper Series
66 downloads
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
2050 downloads
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
571 downloads
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
161 downloads
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 South Florida
and
Babson College
Date Posted: February 21, 2011
Last Revised: October 17, 2012
Working Paper Series
151 downloads
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