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Paris December 2012 Finance Meeting EUROFIDAI - AFFI (Archive)
15,740 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 - 33 of 33
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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
450 downloads

Incl. Electronic Paper Does Academic Research Destroy Stock Return Predictability?
Journal of Finance, Forthcoming
R. David McLean and Jeffrey Pontiff
Boston College - Department of Finance
Date Posted: October 04, 2012
Last Revised: March 05, 2015
Accepted Paper Series
6697 downloads

Incl. Electronic Paper On the Empirical Saddlepoint Approximation with Application to Asset Pricing
Benjamin Holcblat
BI, Oslo
Date Posted: June 12, 2012
Last Revised: October 20, 2015
Working Paper Series
172 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
31 downloads

Incl. Electronic Paper Circuit Breakers and Market Runs
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Sarah Draus and Mark Van Achter
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Finance
Date Posted: June 12, 2012
Working Paper Series
15 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
130 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 , Imperial College Business School
Date Posted: June 12, 2012
Last Revised: April 27, 2013
Working Paper Series
115 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
53 downloads

Incl. Electronic Paper The Social Dynamics of Performance
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Julien Cujean

Date Posted: June 12, 2012
Last Revised: October 26, 2012
Working Paper Series
43 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 , Board of Governors of the Federal Reserve System and Goethe University Frankfurt
Date Posted: June 12, 2012
Last Revised: December 07, 2013
Working Paper Series

Production Flexibility, Product Markets, and Capital Structure Decisions
Review of Financial Studies, Forthcoming
Sebastian Johannes Reinartz and Thomas Schmid
Technische Universität München (TUM) - Department of Financial Management and Capital Markets and The University of Hong Kong - Faculty of Business and Economics
Date Posted: June 12, 2012
Last Revised: December 09, 2015
Accepted Paper Series

Incl. Electronic Paper FX Market Liquidity, 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: October 17, 2014
Working Paper Series
75 downloads

Incl. Electronic Paper Feedback Trading and International Portfolio Allocation
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jyri Kinnunen
Swedish School of Economics and Business Administration
Date Posted: June 11, 2012
Last Revised: October 18, 2012
Working Paper Series
54 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
312 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 & Statistics, Australian National University and University of Western Australia - Department of Accounting and Finance
Date Posted: June 11, 2012
Working Paper Series
35 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
192 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
84 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
57 downloads

A Model of the Euro-Area Yield Curve with Discrete Policy Rates
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jean-Paul Renne

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
Date Posted: June 05, 2012
Last Revised: September 04, 2015
Working Paper Series
63 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
79 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
23 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
42 downloads

Incl. Electronic Paper Target Financial Independence and Takeover Pricing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, Journal of Financial Research, Forthcoming
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: May 28, 2015
Accepted Paper Series
109 downloads

Incl. Electronic Paper The Fine Structure of Variance: Consistent Pricing of VIX Derivatives
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: July 17, 2015
Working Paper Series
468 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
114 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
107 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
Universitat Pompeu Fabra
Date Posted: February 09, 2012
Last Revised: October 10, 2012
Working Paper Series
43 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
Goethe University Frankfurt - House of Finance and University of Muenster - Finance Center Muenster
Date Posted: January 25, 2012
Last Revised: February 21, 2013
Working Paper Series
93 downloads

Incl. Electronic Paper Momentum Strategies in Futures Markets and Trend-following Funds
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Nick Baltas and Robert Kosowski
Imperial College Business School and Imperial College Business School
Date Posted: December 06, 2011
Last Revised: October 12, 2015
Working Paper Series
4765 downloads

Incl. Electronic Paper Can Internet Search Queries Help to Predict Stock Market Volatility?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, European Financial Management, Forthcoming
Thomas Dimpfl and Stephan Jank
University of Tuebingen - Department of Statistics and Econometrics and Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: October 10, 2011
Last Revised: January 07, 2016
Accepted Paper Series
906 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
226 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 Bradley , Incheol Kim and Laurie Krigman
University of South Florida , Fordham University - Finance Area and Babson College
Date Posted: February 21, 2011
Last Revised: August 23, 2015
Working Paper Series
187 downloads


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