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EFMA 2000 Athens Meetings (Archive)
101,289 Total downloads
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Showing Papers 1 - 50 of 77
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Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
Recep Bildik
Istanbul Stock Exchange
Date Posted: October 25, 2003
Accepted Paper Series
Momentum, Business Cycle and Time Varying Expected Returns
London Business School Accounting Subject Area No. 020; AFA 2001
Tarun Chordia and
Lakshmanan Shivakumar
Emory University - Department of Finance
and
London Business School
Date Posted: November 24, 2001
Working Paper Series
1396 downloads
Option-Based Bankruptcy Prediction
EFMA 2000 Athens
Andreas Charitou and
Lenos Trigeorgis
University of Cyprus
and
University of Cyprus - Department of Public and Business Administration
Date Posted: February 12, 2001
Working Paper Series
1394 downloads
Lenders Collaboration to Compete
Josep A. Tribo and
Miguel A. García-Cestona
Universidad Carlos III de Madrid
and
Universitat Autonoma de Barcelona (UAB) - Department d'Economia de l'Empresa
Date Posted: January 27, 2001
Case and Teaching Paper Series
81 downloads
Credit Spreads Between German and Italian Sovereign Bonds - Do One-Factor Affine Models Work?
Canadian Journal of Administrative Sciences, Vol. 17, No. 2
Klaus Duellmann and
Marc Windfuhr
Deutsche Bundesbank
and
affiliation not provided to SSRN
Date Posted: January 24, 2001
Accepted Paper Series
338 downloads
Simulating the Evolution of the Implied Distribution
European Financial Management Journal
George S. Skiadopoulos and
Stewart D. Hodges
University of Piraeus
and
University of Warwick - Financial Options Research Centre (FORC)
Date Posted: January 19, 2001
Accepted Paper Series
The Effect of Stock Splits on Excess Returns: Evidence from Istanbul Stock Exchange
EFMA 2000 Athens
Ali Osman Gurbuz ,
Saadet Tantan and
Handan Yolsal
Marmara University - Faculty of Economics and Administrative Sciences
,
Marmara University - School of Banking and Insurance
and
Marmara University
Date Posted: January 15, 2001
Working Paper Series
Stock Return Predictability: A Bayesian Model Selection Perspective
EFA 0524; EFMA 2000 Athens
Martijn Cremers
University of Notre Dame
Date Posted: January 15, 2001
Working Paper Series
943 downloads
The Contrarian Strategy in the Spanish Stock Market
EFMA 2000 Athens
Carlos Forner and
Joaquin Marhuenda
Universidad de Alicante-Dpto. Economía Financiera
and
University of Alicante - Department of Economic Analysis
Date Posted: January 02, 2001
Working Paper Series
666 downloads
Simulation and Numerical Methods in Real Options Valuation
EFMA 2000 Athens
Gonzalo Cortazar
Pontificia Universidad Catolica de Chile
Date Posted: December 31, 2000
Working Paper Series
2406 downloads
Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A Real Options Model
EFMA 2000 Athens
Gonzalo Cortazar ,
Eduardo S. Schwartz and
Jaime Casassus
Pontificia Universidad Catolica de Chile
,
University of California, Los Angeles (UCLA) - Finance Area
and
Pontificia Universidad Catolica de Chile
Date Posted: December 31, 2000
Working Paper Series
915 downloads
Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures
EFMA 2000 Athens
Taufiq Choudhry
Bradford University School of Management
Date Posted: December 31, 2000
Working Paper Series
28 downloads
Capital Structure Decision: The Use Of Preference Shares And Convertible Debt In The UK
EFMA 2000 Athens
Sandra Laurent
University of the West of England (UWE) - Bristol Business School
Date Posted: December 31, 2000
Working Paper Series
1531 downloads
Regulating Access to International Large-Value Payment Systems
EFMA 2000 Athens Meetings; European Central Bank Working Paper No. 22
Cornelia Holthausen and
Thomas Rønde
European Central Bank (ECB)
and
University of Copenhagen - Department of Economics
Date Posted: December 31, 2000
Working Paper Series
143 downloads
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
London Business School Accounting Subject Area No. 014
Elroy Dimson and
Bernd Hanke
London Business School
and
London Business School - Institute of Finance and Accounting
Date Posted: December 31, 2000
Working Paper Series
1505 downloads
The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets
EFMA 2000 Athens
Ehud I. Ronn ,
Akin Sayrak and
Stathis Tompaidis
University of Texas at Austin - Department of Finance
,
University of Pittsburgh - Katz Graduate School of Business - Economics Group
and
University of Texas at Austin - McCombs School of Business
Date Posted: December 20, 2000
Working Paper Series
270 downloads
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
EFMA 2000 Athens
Recep Bildik
Istanbul Stock Exchange
Date Posted: December 18, 2000
Working Paper Series
624 downloads
Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures
EFMA 2000 Athens
Taufiq Choudhry
Bradford University School of Management
Date Posted: December 18, 2000
Working Paper Series
413 downloads
Factoring as a Financing Option: Evidence from the UK
EFMA 2000 Athens
Khaled Soufani
Concordia University, Quebec - Department of Finance
Date Posted: December 18, 2000
Working Paper Series
1014 downloads
The Causality Between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock Exchange
EFMA 2000 Athens
Jyoti P. Gupta ,
Alain Chevalier and
Fran Sayekt
European School of Management (ESCP-EAP)
,
ESCP Europe
and
ESCP Europe
Date Posted: December 18, 2000
Working Paper Series
2669 downloads
A Tale of Three Cities: Is an Electronic Public Order Book Appropriate for Transition Economies?
EFMA 2000 Athens
Joseph P. Kairys, Jr. Jr. ,
Raimonds Kruza and
Ritvars Kumpins
Vytautas Magnus University
,
Stockholm School of Economics
and
Parex Bank Corporation
Date Posted: December 18, 2000
Working Paper Series
216 downloads
Stock Prices and Exchange Rate Dynamics
EFMA 2000 Athens, Cass Business School Research Paper
Fabiola Ravazzolo and
Kate Phylaktis
City University London
and
City University London - Sir John Cass Business School
Date Posted: December 18, 2000
Working Paper Series
1078 downloads
A Rose.com by Any Other Name
Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388
Michael J. Cooper ,
Orlin Dimitrov and
Raghavendra Rau
University of Utah - David Eccles School of Business
,
Purdue University - Krannert School of Management
and
University of Cambridge
Date Posted: December 16, 2000
Accepted Paper Series
The Size and Book-To-Market Effects and Their Role as Risk
Proxies in the Istanbul Stock Exchange
EFMA 2000 Athens; Koc University, Graduate School of Business, Working Paper No. 2000-04
Mine H. Aksu and
Turkan Onder
Sabanci University
and
Marmara University - Faculty of Economics and Administrative Sciences
Date Posted: December 16, 2000
Working Paper Series
895 downloads
A Non-Parametric Examination of Stability in the Euro
EFMA 2000 Athens
John Cotter
University College Dublin
Date Posted: December 13, 2000
Working Paper Series
174 downloads
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Jun Liu and
Francis A. Longstaff
University of California, San Diego (UCSD) - Rady School of Management
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: December 11, 2000
Working Paper Series
1134 downloads
Corporate Governance in Banking: A Conceptual Framework
Penny Ciancanelli and
José Antonio Reyes-Gonzalez
University of Strathclyde, Glasgow - Department of Accounting and Finance
and
University of Strathclyde, Glasgow - Department of Accounting and Finance
Date Posted: December 11, 2000
Working Paper Series
6463 downloads
Detecting Falsified Financial Statements Using Multicriteria Analysis: The Case Of Greece
EFMA 2000 Athens
C. Zopounidis ,
Michael Doumpos and
Charalambos Spathis
Technical University of Crete (TUC) - Department of Production Engineering and Management
,
Technical University of Crete (TUC) - Department of Production Engineering and Management
and
Aristotle University of Thessaloniki - Department of Economics
Date Posted: December 10, 2000
Working Paper Series
1092 downloads
The Effect Of Firm Diversification On Capital Structure: Evidence From Spanish Firms
EFMA 2000 Athens
Eduardo José Menéndez Alonso
Universidad de Oviedo - Business Administration
Date Posted: December 07, 2000
Working Paper Series
869 downloads
A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Andreas Graflund
Lund University - Department of Economics
Date Posted: December 07, 2000
Working Paper Series
308 downloads
Finance and Politics: Special Interest Group Influence during the Nationalization and Privatization of Conrail
EFMA 2000 Athens
James S. Ang and
Carol Marie Boyer
Florida State University
and
Long Island University CW Post
Date Posted: December 06, 2000
Working Paper Series
381 downloads
Stock Index Futures and the Effect on Cash Market in Italy: Evidence from Changes in Indexes' Composition
EFMA 2000 Athens
Silvia Rigamonti and
Roberto Barontini
Catholic University of Milan
and
Scuola Superiore Sant'Anna di Pisa - Institute of Management
Date Posted: December 02, 2000
Working Paper Series
637 downloads
Customer Controlled Firms: The Case of Stock Exchanges
EFMA 2000 Athens
Carmine Di Noia
ASSONIME
Date Posted: December 01, 2000
Working Paper Series
457 downloads
Asymmetry and Downside Risk in Foreign Exchange Markets
EFMA 2000 Athens; AFA 2001 New Orleans
Shaun A. Bond
University of Cincinnati
Date Posted: November 30, 2000
Working Paper Series
506 downloads
Company Investment Announcements and the Market Value of the Firm
EFMA 2000 Athens
Edward A.E. Jones
University of Edinburgh
Date Posted: November 23, 2000
Working Paper Series
831 downloads
Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data Analysis
Applied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings
Pablo de Andrés Alonso ,
Félix J. López-Iturriaga and
Juan Antonio Rodríguez-Sanz
Universidad Autonoma de Madrid
,
University of Valladolid - Department of Financial Economics and Accounting
and
University of Valladolid - Department of Economics and Business Administration
Date Posted: November 23, 2000
Accepted Paper Series
814 downloads
A Rude Awakening: Internet Shakeout in 2000
EFA 0660; EFMA 2000 Athens Meetings; Simon Business School Working Paper No. FR 00-13
Elizabeth A. Demers and
Baruch Lev
University of Virginia (UVA) - Darden School of Business
and
New York University - Stern School of Business
Date Posted: November 21, 2000
Working Paper Series
2335 downloads
Pre-Acquisition Profile of Privately Held Companies Involved in Takeovers: an Empirical Study
EFMA 2000 Athens
Jan Camerlynck and
Hubert Ooghe
Sofindev Private Equity
and
Vlerick Leuven Gent Management School
Date Posted: November 20, 2000
Working Paper Series
251 downloads
Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American Countries
EFMA 2000 Athens
Angelos Kanas and
Georgios P. Kouretas
University of Crete - Department of Economics
and
Athens University of Economics and Business
Date Posted: November 20, 2000
Working Paper Series
140 downloads
Common Stochastic Trends in International Stock Markets: Testing in an Integrated Framework
EFMA 2000 Athens
Dimitris A. Georgoutsos and
Georgios P. Kouretas
Athens University of Economics and Business - Department of International and European Economic Studies
and
Athens University of Economics and Business
Date Posted: November 20, 2000
Working Paper Series
349 downloads
Exchange Rate Risk Management: Evidence from East Asia
Darden Business School Working Paper No. 01-09; World Bank Policy Research Working Paper No. 2606
George Allayannis ,
Gregory W. Brown
and
Leora F. Klapper
University of Virginia - Darden School of Business
,
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
World Bank
Date Posted: November 19, 2000
Working Paper Series
2202 downloads
The Correlation Effect
EFMA 2000 Athens
Hans Gersbach and
Alexander Lipponer
Swiss Federal Institute of Technology Zurich, (CER-ETH)
and
Deutsche Bundesbank
Date Posted: November 18, 2000
Working Paper Series
1439 downloads
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and The United States
EFMA 2000 Athens
Usha R. Mittoo and
Robert W. Faff
University of Manitoba - Department of Accounting and Finance
and
University of Queensland
Date Posted: November 17, 2000
Working Paper Series
483 downloads
Efficiency in the Turkish Life Insurance Industry (Using DEA Approach)
EFMA 2000 Athens
Saadet Tantan ,
Handan Yolsal and
Ali Osman Gurbuz
Marmara University - School of Banking and Insurance
,
Marmara University
and
Marmara University - Faculty of Economics and Administrative Sciences
Date Posted: November 10, 2000
Working Paper Series
Seasonality in Agricultural Commodity Futures
EFA 0689; EFMA 2000 Athens
Carsten Sørensen
Copenhagen Business School - Department of Finance
Date Posted: November 07, 2000
Working Paper Series
1062 downloads
Alternative Value-at-Risk Models for Options
EFMA 2000 Athens
Alfred Lehar
University of Calgary - Haskayne School of Business
Date Posted: November 06, 2000
Working Paper Series
788 downloads
Is the London Market Competitive? A Study of Trading Behavior of London Market Makers
EFMA 2000 Athens
Rosita P. Chang ,
Chunlin Liu and
S. Ghon Rhee
affiliation not provided to SSRN
,
University of Rhode Island
and
University of Hawaii at Manoa - Shidler College of Business
Date Posted: November 04, 2000
Working Paper Series
214 downloads
Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?
EFMA 2000 Athens
Bjarne Astrup Jensen and
Carsten Sørensen
Copenhagen Business School - Department of Finance
and
Copenhagen Business School - Department of Finance
Date Posted: November 03, 2000
Working Paper Series
159 downloads
Credit Decisions and Adverse Selection: An Empirical Study of Banking Behavior
EFMA 2000 Athens
Jean-Christophe Statnik ,
Eric de Bodt and
Frederic Lobez
Université de Lille Nord de France – European Center for Corporate
,
Université Lille Nord de France - SKEMA Business School
and
University of Lille II - GERME Research Center
Date Posted: November 02, 2000
Working Paper Series
354 downloads
Expected Utility Maximization and Time Diversification
EFMA 2000 Athens
Mattias Persson and
Bjorn Hansson
Sveriges Riksbank
and
Lund University - Department of Economics
Date Posted: October 23, 2000
Working Paper Series
515 downloads
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