Expected Stock Returns and Variance Risk Premia AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48 Tim Bollerslev ,
George Tauchen and
Hao Zhou
Duke University - Finance
,
Duke University - Economics Group
and
PBC School of Finance, Tsinghua University
Date Posted: September 21, 2006 Last Revised: December 14, 2008
Working Paper Series 2359 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
Market Liquidity and Trading Activity Eleventh Annual Utah Winter Conference Tarun Chordia ,
Avanidhar Subrahmanyam and
Richard Roll
Emory University - Department of Finance
,
University of California, Los Angeles (UCLA) - Finance Area
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: August 24, 2000
Working Paper Series 2275 downloads
Adaptive Markets and the New World Order Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: January 01, 2012 Last Revised: June 05, 2012
Working Paper Series 2210 downloads
Do Investors Overvalue Firms With Bloated Balance Sheets? EFA 2004 Maastricht Meetings Paper No. 3233; Dice Center Working Paper No. 2004-18 David A. Hirshleifer ,
Kewei Hou ,
Siew Hong Teoh and
Yinglei Zhang
University of California, Irvine - Paul Merage School of Business
,
Ohio State University (OSU) - Department of Finance
,
University of California - Paul Merage School of Business
and
Chinese University of Hong Kong (CUHK) - School of Accountancy
Date Posted: August 03, 2004
Working Paper Series 2207 downloads
Who Drove and Burst the Tech Bubble? Journal of Finance, Forthcoming John M. Griffin ,
Jeffrey H. Harris ,
Tao Shu
and
Selim Topaloglu
University of Texas at Austin - Department of Finance
,
Syracuse University
,
University of Georgia - Department of Banking and Finance
and
Queen's University - Queen's School of Business
Date Posted: October 24, 2003 Last Revised: November 17, 2010
Accepted Paper Series 2198 downloads
ETF Arbitrage: Intraday Evidence Ben R. Marshall
and
Nhut H. Nguyen
Massey University - Department of Economics and Finance
and
The University of Auckland
Date Posted: November 16, 2010 Last Revised: January 24, 2013
Working Paper Series 2197 downloads
Biases in the IPO Pricing Process Simon School of Business Working Paper No. FR 01-02 Michelle Lowry and
G. William Schwert
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
and
University of Rochester - Simon School
Date Posted: February 22, 2001
Working Paper Series 2187 downloads
Investor Overconfidence and Trading Volume AFA 2004 San Diego Meetings Meir Statman ,
Steven Thorley and
Keith Vorkink
Santa Clara University - Department of Finance
,
Brigham Young University - J. Willard and Alice S. Marriott School of Management
and
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: October 24, 2003
Working Paper Series 2187 downloads
Price Efficiency and Short Selling AFA 2008 New Orleans Meetings Paper, IESE Business School Working Paper No. 748, Review of Finance Studies, Vol. 24, No. 3, pp. 821-852, 2011 Pedro A. C. Saffi
and
Kari Sigurdsson
Cambridge Judge Business School - Finance
and
Blackrock
Date Posted: December 04, 2006 Last Revised: March 07, 2011
Accepted Paper Series 2185 downloads
Sports Sentiment and Stock Returns Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Alex Edmans
,
Diego Garcia and
Oyvind Norli
University of Pennsylvania - Finance Department
,
University of North Carolina at Chapel Hill - Finance Area
and
Norwegian School of Management - Department of Financial Economics
Date Posted: March 02, 2005
Working Paper Series 2170 downloads
Does a Central Clearing Counterparty Reduce Counterparty Risk? Rock Center for Corporate Governance at Stanford University Working Paper No. 46, Stanford University Graduate School of Business Research Paper No. 2022 Darrell Duffie and
Haoxiang Zhu
Stanford University - Graduate School of Business
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 23, 2009 Last Revised: April 28, 2011
Working Paper Series 2139 downloads
Self-Selection Models in Corporate Finance Robert H. Smith School Research Paper No. RHS 06-020 Kai Li and
Nagpurnanand R. Prabhala
University of British Columbia (UBC) - Sauder School of Business
and
University of Maryland - Robert H. Smith School of Business
Date Posted: November 08, 2005
Working Paper Series 2128 downloads
Stock Returns in Mergers and Acquisitions Swiss Finance Institute Research Paper No. 06-1, EFA 2006 Zurich Meetings Paper Erwan Morellec and
Dirk Hackbarth
Swiss Finance Institute
and
University of Illinois at Urbana-Champaign - College of Business
Date Posted: March 03, 2006
Working Paper Series 2111 downloads
