The Cross Section of Jumps around Earnings Announcements Haigang Zhou
and
John Qi Zhu
Cleveland State University - Nance College of Business Administration
and
Shanghai Jiao Tong University, Antai College of Economics and Management
Date Posted: February 07, 2010 Last Revised: April 16, 2010
Working Paper Series 111 downloads
Aftermath of the Financial Crisis in Russia STRUCTURAL AND REGIONAL IMPACTS OF FINANCIAL CRISIS, S. Poloucek, D. Stavarek, eds., Karvina: Silesian, 2009, Swiss Finance Institute Research Magomet Yandiev
Moscow State University - Economic Department
Date Posted: December 24, 2009
Working Paper Series 170 downloads
The Progeny of CAPM Sanjay K. Nawalkha and
Christopher Schwarz
University of Massachusetts at Amherst - Isenberg School of Management
and
University of California at Irvine
Date Posted: March 01, 2007
Working Paper Series 822 downloads
Equity Capital: A Puzzle? Sixteenth Annual Utah Winter Finance Conference Amir Yaron ,
Ravi Bansal and
Ed Fang
University of Pennsylvania -- Wharton School of Business
,
Duke University and NBER
and
affiliation not provided to SSRN Date Posted: November 08, 2006
Working Paper Series 117 downloads
Optimal Market Timing Sixteenth Annual Utah Winter Finance Conference Dmitry Livdan ,
Erica X. N. Li and
Lu Zhang
University of California, Berkeley
,
The Stephen M. Ross School of Business at the University of Michigan
and
University of Rochester
Date Posted: November 08, 2006
Working Paper Series 114 downloads
Anomalies Simon School Working Paper No. 04-16, Fifteenth Annual Utah Winter Finance Conference Erica X. N. Li ,
Dmitry Livdan and
Lu Zhang
The Stephen M. Ross School of Business at the University of Michigan
,
University of California, Berkeley
and
Ohio State University - Fisher College of Business
Date Posted: November 01, 2006
Working Paper Series 1180 downloads
Relative Wealth Concerns and Financial Bubbles Sixteenth Annual Utah Winter Finance Conference Peter M. DeMarzo
,
Ron Kaniel and
Ilan Kremer
Stanford Graduate School of Business
,
University of Rochester - Simon Graduate School of Business
and
Stanford Graduate School of Business
Date Posted: November 01, 2006
Working Paper Series 133 downloads
A Liquidity-Based Theory of Closed-End Funds EFA 2006 Zurich Meetings, Sixteenth Annual Utah Winter Finance Conference Martin Cherkes ,
Richard Stanton and
Jacob S. Sagi
Columbia Business School - Finance and Economics
,
University of California, Berkeley - Finance Group
and
Vanderbilt University - Finance
Date Posted: March 24, 2005
Accepted Paper Series 582 downloads
Vote Trading and Information Aggregation AFA 2006 Boston Meetings Paper, Sixteenth Annual Utah Winter Finance Conference, ECGI - Finance Working Paper No. 141/2007 Susan Kerr Christoffersen ,
Christopher Geczy ,
Adam V. Reed
and
David K. Musto
University of Toronto - Rotman School of Management
,
University of Pennsylvania - The Wharton School, Finance Department
,
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
University of Pennsylvania - Finance Department
Date Posted: March 20, 2005
Working Paper Series 1149 downloads
Sports Sentiment and Stock Returns Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Alex Edmans
,
Diego Garcia and
Oyvind Norli
London Business School - Institute of Finance and Accounting
,
University of North Carolina at Chapel Hill - Finance Area
and
BI Norwegian Business School - Department of Financial Economics
Date Posted: March 02, 2005
Working Paper Series 2178 downloads
Unobserved Actions of Mutual Funds Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper Marcin T. Kacperczyk ,
Clemens Sialm and
Lu Zheng
New York University (NYU) - Leonard N. Stern School of Business
,
University of Texas at Austin - McCombs School of Business
and
University of California, Irvine - Paul Merage School of Business
Date Posted: February 28, 2005
Accepted Paper Series 3584 downloads
Corporate Bond Market Transparency and Transaction Costs Fifteenth Annual Utah Winter Finance Conference Amy K. Edwards ,
Lawrence Harris and
Michael S. Piwowar
Securities and Exchange Commission (SEC)
,
University of Southern California - Marshall School of Business - Finance and Business Economics Department
and
Government of the United States of America - Banking Committee
Date Posted: September 22, 2004
Working Paper Series 2007 downloads
Cladistic Asset Pricing 14th Annual Utah Winter Finance Conference Paper Bart Taub ,
Dan Bernhardt and
Peter Seiler
University of Illinois
,
University of Illinois at Urbana-Champaign - Department of Economics
and
University of Illinois at Urbana-Champaign - Department of Mechanical Engineering
Date Posted: August 25, 2004
Working Paper Series 114 downloads
Risk Assessment for Banking Systems 14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437 Helmut Elsinger ,
Alfred Lehar and
Martin Summer
Austrian National Bank - Economic Studies Division
,
University of Calgary - Haskayne School of Business
and
Oesterreichische Nationalbank (OeNB)
Date Posted: August 25, 2004
Working Paper Series 2787 downloads
Do Firms Rebalance Their Capital Structures? 14th Annual Utah Winter Finance Conference; Tuck Contemporary Corporate Finance Issues III Conference Paper Mark T. Leary and
Michael R. Roberts
Washington University in St. Louis - Olin Business School
and
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Date Posted: August 03, 2004
Working Paper Series 1653 downloads
How Do Family Ownership, Control, and Management Affect Firm Value? AFA 2005 Philadelphia Meetings, EFA 2004 Maastricht Meetings Paper No. 3620, Fifteenth Annual Utah Winter Finance Conference Belen Villalonga and
Raphael H. Amit
New York University (NYU) - Leonard N. Stern School of Business
and
University of Pennsylvania - Management Department
Date Posted: June 13, 2004
Working Paper Series 1802 downloads
Equilibrium Asset Pricing Under Heterogeneous Information EFA 2004 Maastricht Meetings Paper No. 5083; 13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings Bruno Biais ,
Peter Bossaerts and
Chester S. Spatt
Centre for Economic Policy Research (CEPR)
,
California Institute of Technology
and
Carnegie Mellon University - David A. Tepper School of Business
Date Posted: June 09, 2004
Working Paper Series 765 downloads
Basis Assets AFA 2004 San Diego Meetings, Fifteenth Annual Utah Winter Finance Conference Dong-Hyun Ahn ,
Jennifer S. Conrad and
Robert F. Dittmar
University of North Carolina at Chapel Hill
,
University of North Carolina Kenan-Flagler Business School
and
University of Michigan - Stephen M. Ross School of Business
Date Posted: November 29, 2003
Working Paper Series 341 downloads
Imperfect Competition in Financial Markets: Island vs Nasdaq 14th Annual Utah Winter Finance Conference Paper; AFA 2004 San Diego Meetings; EFA 2002 Berlin Meetings Presented Paper Bruno Biais ,
Christophe Bisiere
and
Chester S. Spatt
Centre for Economic Policy Research (CEPR)
,
Universite de Toulouse - (IDEI - CRG)
and
Carnegie Mellon University - David A. Tepper School of Business
Date Posted: November 23, 2003
Working Paper Series 1213 downloads
Hot Markets, Investor Sentiment, and IPO Pricing AFA 2004 San Diego Meetings; Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival Alexander Ljungqvist ,
Rajdeep Singh and
Vikram K. Nanda
New York University (NYU) - Department of Finance
,
University of Minnesota - Twin Cities - Carlson School of Management
and
Georgia Institute of Technology - College of Management
Date Posted: November 02, 2003
Working Paper Series 3915 downloads
Correlated Trading and Location 13th Annual Utah Winter Finance Conference; 5th Annual Texas Finance Festival Lei Feng
and
Mark S. Seasholes
Harvard Business School
and
Hong Kong University of Science & Technology (HKUST)
Date Posted: July 31, 2003
Working Paper Series 326 downloads
Overconfidence and Speculative Bubbles 13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings Jose A. Scheinkman and
Wei Xiong
Princeton University - Department of Economics
and
Princeton University - Department of Economics
Date Posted: July 31, 2003
Working Paper Series 1802 downloads