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AFA 2002 Atlanta Meetings (Archive)
78,433 Total downloads | Link to this page

American Finance Association Meetings (AFA) Logo
Showing Papers 1 - 50 of 94
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Incl. Electronic Paper Common Liquidity Risk and Market Collapse: Lessons from the Market for Perps
AFA 2002 Atlanta Meetings, Forthcoming
Chitru S. Fernando , Richard J. Herring and Avanidhar Subrahmanyam
University of Oklahoma - Michael F. Price College of Business , University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: December 03, 2004
Working Paper Series
811 downloads

Incl. Electronic Paper The Overseas Listing Decision: New Evidence of Proximity Preference
Review of Financial Studies, 2004, 17(3), 769-809, Darden Business School Working Paper No. 03-07
 Sergei Sarkissian and Michael J. Schill
McGill University and University of Virginia - Darden Graduate School of Business Administration
Date Posted: May 29, 2003
Last Revised: November 13, 2012
Accepted Paper Series
1355 downloads

Incl. Electronic Paper The Illusory Nature of Momentum Profits
Journal of Financial Economics, Vol. 71, No. 2, pp. 349-380
 David A. Lesmond , Michael J. Schill and Chunsheng Zhou
Tulane University - A.B. Freeman School of Business , University of Virginia - Darden Graduate School of Business Administration and Peking University - Guanghua School of Management - Finance
Date Posted: May 29, 2003
Accepted Paper Series
1517 downloads

Incl. Electronic Paper Multiple Unit Auctions and Short Squeezes
FEEM Working Paper No. 27.2003; EFA 2002 Berlin Meetings Presented Paper; IFA Working Paper No. 328
 Kjell G. Nyborg and Ilya A. Strebulaev
University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business
Date Posted: April 10, 2003
Working Paper Series
377 downloads

Incl. Electronic Paper Exploiting Short-Run Predictability
AFA 2002 Atlanta Meetings
 Francisco Gomes
London Business School
Date Posted: March 22, 2002
Working Paper Series
371 downloads

Incl. Electronic Paper Capital Structure Choice: Macroeconomic Conditions and Financial Constraints
AFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279
 Robert A. Korajczyk and Amnon Levy
Northwestern University - Kellogg School of Management and Moody's KMV
Date Posted: March 04, 2002
Working Paper Series
2207 downloads

Incl. Electronic Paper Splitting Orders in Overlapping Markets: A Study of Cross-Listed Stocks
Journal of Financial Intermediation, Vol. 17, 2008
 Albert J. Menkveld
VU University Amsterdam
Date Posted: February 22, 2002
Last Revised: June 14, 2008
Accepted Paper Series
332 downloads

Incl. Electronic Paper Do Bidders Hire Top-Tier Investment Banks to Certify Value?
Purdue University Working Paper; AFA 2002 Meetings
 Kimberly Rodgers Cornaggia and Raghavendra Rau
American University - Kogod School of Business and University of Cambridge
Date Posted: January 28, 2002
Working Paper Series
370 downloads

Incl. Electronic Paper On the Patterns and Wealth Effects of Vertical Mergers
EFA 2002 Berlin Meetings Discussion Paper; HKUST Department of Finance Working Paper
 Joseph P. H. Fan and Vidhan K. Goyal
Chinese University of Hong Kong (CUHK) - School of Accountancy and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: January 10, 2002
Working Paper Series
968 downloads

Incl. Electronic Paper A Model of Asset Pricing and Portfolio Delegation
AFA 2002 Atlanta Meetings
 Hui Ou-Yang
Cheung Kong Graduate School of Business
Date Posted: January 05, 2002
Working Paper Series
416 downloads

Incl. Electronic Paper Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry
AFA 2002 Atlanta Meetings
 Mary Margaret Myers , James M. Poterba , Douglas A. Shackelford and John B. Shoven
University of Chicago - Booth School of Business , Massachusetts Institute of Technology (MIT) - Department of Economics , University of North Carolina at Chapel Hill and Stanford University - Department of Economics
Date Posted: January 05, 2002
Working Paper Series
336 downloads

Incl. Electronic Paper Deposit Insurance: An Outmoded Lifeboat For Today's Sea Of Liquidity?
AFA 2002 Atlanta Meeting
 Akash Deep and Guido K. Schaefer
Harvard University - Harvard Kennedy School (HKS) and Vienna University of Economics & Business Administration - Department of Economics
Date Posted: January 05, 2002
Working Paper Series
144 downloads

Incl. Electronic Paper Liquidity in an Automated Auction
AFA 2002 Atlanta Meetings
 Mark Coppejans , Ian Domowitz and Ananth Madhavan
BlackRock , ITG, Inc. and BlackRock, Inc.
Date Posted: January 05, 2002
Working Paper Series
1053 downloads

Incl. Electronic Paper Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses
AFA 2002 Atlanta Meetings
 Per Strömberg and Steven N. Kaplan
Stockholm School of Economics and University of Chicago - Booth School of Business
Date Posted: December 28, 2001
Working Paper Series
372 downloads

Incl. Electronic Paper House Money and Overconfidence on the Trading Floor
AFA 2002 Atlanta Meetings
 Steven C. Mann and Peter Locke
Texas Christian University - M.J. Neeley School of Business and Texas Christian University
Date Posted: December 27, 2001
Working Paper Series
451 downloads

Incl. Electronic Paper A Real Options Approach to Housing Investment
AFA 2002 Atlanta Mtgs; FEDS Working Paper No. 2000-30
 Chris Downing and Nancy Wallace
Rice University, Jesse H. Jones Graduate School of Business and University of California, Berkeley - Real Estate Group
Date Posted: December 21, 2001
Working Paper Series
692 downloads

Incl. Electronic Paper Banking Stability, Reputational Rents, And The Stock Market: Should Bank Regulators Care About Stock Prices?
AFA 2002 Atlanta Meetings
 Anjan V. Thakor
Washington University, Saint Louis - John M. Olin School of Business
Date Posted: December 21, 2001
Working Paper Series
228 downloads

Incl. Electronic Paper Great Expectations: Banks as Equity Underwriters
AFA 2002 Atlanta Meetings
 Susan Chaplinsky and Gayle R. Erwin
University of Virginia (UVA) - Darden School of Business and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: December 21, 2001
Last Revised: December 16, 2009
Working Paper Series
376 downloads

Incl. Electronic Paper How Much is Investor Autonomy Worth?
AFA 2002 Atlanta Meetings
 Shlomo Benartzi and Richard H. Thaler
University of California at Los Angeles and University of Chicago - Booth School of Business
Date Posted: December 21, 2001
Working Paper Series
649 downloads

Incl. Electronic Paper Time-Varying Arrival Rates of Informed and Uninformed Trades
AFA 2002 Atlanta Meetings
 David Easley , Liuren Wu , Robert F. Engle and Maureen O'Hara
Cornell University - Department of Economics , City University of New York, CUNY Baruch College - Zicklin School of Business , New York University - Leonard N. Stern School of Business - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: December 21, 2001
Working Paper Series
1447 downloads

Incl. Electronic Paper The Telescoping Overlap Problem in Options Data
AFA 2002 Atlanta Meetings
 Charlotte Strunk Hansen , Nagpurnanand R. Prabhala and Bent Jesper Christensen
Platinum Grove Asset Management L.P. , University of Maryland - Robert H. Smith School of Business and University of Aarhus - Department of Economics
Date Posted: December 20, 2001
Working Paper Series
299 downloads

Incl. Electronic Paper Asymmetric Information and Trading Strategies: Testing Behavior on the Primary and Secondary T-Bond Markets around Auction Days
AFA 2002 Atlanta Meetings
 Massimo Massa and Francesco Drudi
INSEAD - Finance and European Central Bank (ECB)
Date Posted: December 18, 2001
Working Paper Series
391 downloads

Incl. Electronic Paper Model Misspecification and Under-Diversification
EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
 Tan Wang and Raman Uppal
University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Date Posted: December 16, 2001
Working Paper Series
363 downloads

Incl. Electronic Paper East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis
AFA 2002 Atlanta Meetings
 Rajesh Chakrabarti and Richard Roll
Indian School of Business and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: December 10, 2001
Working Paper Series
444 downloads

Incl. Electronic Paper Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints
AFA 2002 Atlanta Meetings
 Tongshu Ma and Ravi Jagannathan
Binghamton University and Northwestern University - Kellogg School of Management
Date Posted: December 10, 2001
Working Paper Series
684 downloads

Incl. Electronic Paper What If Trading Location is Different from Business Location? Evidence from the Jardine Group
AFA 2002 Atlanta Meetings
 Kalok Chan , Allaudeen Hameed and Sie Ting Lau
Hong Kong University of Science & Technology (HKUST) - Department of Finance , National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
Date Posted: December 10, 2001
Working Paper Series
295 downloads

Incl. Electronic Paper On Measuring the Economic Significance of Asset Return Predictability
AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
 Murray Carlson , Hong Yan , David A. Chapman and Ron Kaniel
University of British Columbia (UBC) - Sauder School of Business , University of South Carolina , Boston College and University of Rochester - Simon Graduate School of Business
Date Posted: December 08, 2001
Working Paper Series
265 downloads

Incl. Electronic Paper Price Discovery as a Public Good: Why Dealers do not Engage in Bertrand Price Competition
AFA 2002 Atlanta Meetings
 Christopher G. Lamoureux and Charles R. Schnitzlein
University of Arizona and University of Central Florida - College of Business Administration
Date Posted: December 05, 2001
Working Paper Series
171 downloads

Incl. Electronic Paper Implied Volatilities as Forecasts of Future Volatility, Time-Varying Risk Premia, and Returns Variability
AFA 2002 Atlanta Meetings
 Mikhail Chernov
London School of Economics
Date Posted: December 04, 2001
Working Paper Series
1150 downloads

Incl. Electronic Paper Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
London Business School Accounting Subject Area No. 032; Simon Business School Working Paper No. FR 01-21; AFA 2002 Atlanta Meetings
 Jay A. Shanken and Ane Tamayo
Emory University - Goizueta Business School and London School of Economics & Political Science (LSE)
Date Posted: December 02, 2001
Working Paper Series
973 downloads

Incl. Electronic Paper Analyzing the Analysts: When Do Recommendations Add Value?
AFA 2002 Atlanta Meetings
 Narasimhan Jegadeesh , Joonghyuk Kim , Susan D. Krische and Charles M.C. Lee
Emory University - Department of Finance , Case Western Reserve University - Department of Banking & Finance , American University - Kogod School of Business and Stanford University - Graduate School of Business
Date Posted: November 22, 2001
Working Paper Series
2954 downloads

Incl. Electronic Paper A Nonparametric Test of Market (Mis-) Timing
AFA 2002 Atlanta Meetings
 Wei Jiang
Columbia Business School - Finance and Economics
Date Posted: October 13, 2001
Working Paper Series
413 downloads

Incl. Electronic Paper Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank Loans
AFA 2002 Atlanta Meetings
 Sandeep Dahiya , Manju Puri and Anthony Saunders
Georgetown University - Department of Finance , Duke University - Fuqua School of Business and New York University - Leonard N. Stern School of Business
Date Posted: October 13, 2001
Working Paper Series
563 downloads

Incl. Electronic Paper Bubbles in Experimental Asset Markets: Irrational Exuberance No More
Federal Reserve Bank of Atlanta Working Paper 2002-24
 Lucy F. Ackert , Narat Charupat , Bryan K. Church and Richard Deaves
Kennesaw State University - Michael J. Coles College of Business , McMaster University - DeGroote School of Business , Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Date Posted: October 13, 2001
Working Paper Series
675 downloads

Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets
Journal of Finance, Vol. 57, pp. 931-958, 2002
 Stewart Mayhew
Cornerstone Research
Date Posted: October 13, 2001
Accepted Paper Series

Incl. Electronic Paper Dynamic Choice and Risk Aversion
AFA 2002 Atlanta Meetings
 Jun Liu
University of California, San Diego (UCSD) - Rady School of Management
Date Posted: October 13, 2001
Working Paper Series
305 downloads

Incl. Electronic Paper Fundamental Properties of Bond Prices in Models of the Short-Term Rate
AFA 2002 Atlanta Meetings, U of London Queen Mary Economics Working Paper No. 460
 Antonio Mele
Swiss Finance Institute & University of Lugano
Date Posted: October 13, 2001
Working Paper Series
218 downloads

Incl. Electronic Paper The Development of Financial Intermediation and Real Effects of Capital Account Liberalization
AFA 2002 Atlanta Meetings
 George Alessandria and Jun Qian
Federal Reserve Bank of Philadelphia and Boston College - Finance Department
Date Posted: October 13, 2001
Working Paper Series
194 downloads

Incl. Electronic Paper The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
AFA 2002 Atlanta Meetings
 Francis A. Longstaff , Jun Liu and Ravit E. Mandell
University of California, Los Angeles (UCLA) - Finance Area , University of California, San Diego (UCSD) - Rady School of Management and Salomon Smith Barney, Inc., U.S.
Date Posted: October 13, 2001
Working Paper Series
977 downloads

Incl. Electronic Paper The Walrasian Tatonnement to Economize on Cognitive Transaction Costs: An Experiment
AFA 2002 Atlanta Meetings
 Sebastien Pouget
Toulouse School of Economics
Date Posted: October 13, 2001
Working Paper Series
139 downloads

Incl. Electronic Paper Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
AFA 2002 Atlanta Meetings
 Denis Gromb and Dimitri Vayanos
London Business School and London School of Economics
Date Posted: October 12, 2001
Working Paper Series
171 downloads

Incl. Electronic Paper Are Firms Successful at 'Selective' Hedging?
AFA 2002 Atlanta Meetings
 Gregory W. Brown , Pete Crabb and David Haushalter
University of North Carolina (UNC) at Chapel Hill - Finance Area , Northwest Nazarene University and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: October 11, 2001
Working Paper Series
345 downloads

Incl. Electronic Paper Interest Rates and the Durability of Consumption Goods
AFA 2002 Atlanta Meetings; Yale ICF Working Paper No. 00-52
 Harry Mamaysky
Yale School of Management
Date Posted: September 19, 2001
Working Paper Series
363 downloads

Incl. Electronic Paper The Walkdown to Beatable Analyst Forecasts: The Roles of Equity Issuance and Insider Trading Incentives
MIT Sloan Working Paper No. 4221-01; AFA 2002 Atlanta Meetings
 Siew Hong Teoh and Peter D. Wysocki
University of California - Paul Merage School of Business and University of Miami - School of Business Administration
Date Posted: September 19, 2001
Working Paper Series
1668 downloads

Incl. Electronic Paper A Simple Robust Test for the Presence of Jumps in Asset Prices
AFA 2002 Atlanta Meetings
 Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 13, 2001
Working Paper Series
470 downloads

Incl. Electronic Paper Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
 Murray Z. Frank and Werner Antweiler
University of Minnesota and University of British Columbia (UBC) - Sauder School of Business
Date Posted: September 08, 2001
Working Paper Series
672 downloads

Range-Based Estimation of Stochastic Volatility Models
Journal of Finance, Vol. 57, pp. 1047-1091, 2002
 Sassan Alizadeh , Michael W. Brandt and Francis X. Diebold
University of Pennsylvania - Department of Economics , Duke University - Fuqua School of Business and University of Pennsylvania - Department of Economics
Date Posted: September 04, 2001
Accepted Paper Series

Incl. Electronic Paper Cronyism and Capital Controls: Evidence From Malaysia
AFA 2002 Atlanta Meetings
 Simon Johnson and Todd Mitton
Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: September 01, 2001
Working Paper Series
761 downloads

Incl. Electronic Paper Moral Hazard and Optimal Subsidiary Structure for Financial Institutions
AFA 2002 Atlanta Meetings
 Charles M. Kahn and Andrew Winton
University of Illinois, Urbana-Champaign and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: August 26, 2001
Working Paper Series
551 downloads

Incl. Electronic Paper Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate
Yale Cowles Foundation Disc. Paper No. 1309; AFA 2002 Atlanta Mtgs.
 Jun Yu and Peter C. B. Phillips
Singapore Management University and Yale University - Cowles Foundation
Date Posted: August 20, 2001
Working Paper Series
273 downloads


 

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