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EFA 2008 Athens Meetings (Archive)

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Viewing: 1 - 50 of 129 papers

1.

Did Securitization Lead to Lax Screening? Evidence from Subprime Loans

EFA 2008 Athens Meetings Paper
Number of pages: 59 Posted: 03 Mar 2008 Last Revised: 11 Jan 2009
Working Paper Series
The Wharton School - University of Pennsylvania, Real Estate Department, Sorin Capital Management, LLC, Stanford University and London Business School
Downloads 9,063
2.

Capital Structure and Debt Structure

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 56 Posted: 19 Mar 2008 Last Revised: 18 Feb 2010
Working Paper Series
Stanford Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,000
3.

The Private Equity Advantage: Leveraged Buyout Firms and Relationship Banking

EFA 2008 Athens Meetings Paper
Number of pages: 60 Posted: 29 Feb 2008 Last Revised: 14 Apr 2010
Working Paper Series
Harvard University and Federal Reserve Bank of New York
Downloads 3,287
4.

Liquidity and Credit Default Swap Spreads

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 22 Jan 2009
Working Paper Series
The University of Hong Kong - School of Economics and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,445
5.

How Relevant is Dividend Policy Under Low Shareholder Protection?

ECGI - Finance Working Paper No. 128, EFA 2008 Athens Meetings Paper, CentER Discussion Paper Series No. 73
Number of pages: 41 Posted: 19 Mar 2008 Last Revised: 19 Mar 2008
Working Paper Series
Central European University and Tilburg University - Department of Finance
Downloads 2,284
6.

Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions

Journal of Corporate Finance, Vol. 14, No. 3, 2008, ECGI - Finance Working Paper No. 197/2008, CentER Discussion Paper Series No. 2008-18, TILEC Discussion Paper No. 2008-008, EFA 2008 Athens Meetings Paper
Number of pages: 41 Posted: 17 Mar 2008 Last Revised: 10 Jan 2009
Accepted Paper Series
Cornerstone Research and Tilburg University - Department of Finance
Downloads 2,279
7.

The Cross-section of Managerial Ability, Incentives, and Risk Preferences

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 88 Posted: 23 Mar 2009 Last Revised: 17 Oct 2012
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 2,230
8.

Corporate Political Donations: Investment or Agency?

published in Business and Politics 14.1 (2012), AFA 2012 Chicago Meetings Paper, 2008 WFA Meeting Paper
Number of pages: 43 Posted: 17 Mar 2008 Last Revised: 05 Oct 2014
Accepted Paper Series
Northeastern University, University of Kansas - Finance Area and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,979
9.

Insider Trading Before Accounting Scandals

Forthcoming, Journal of Corporate Finance, 2015
Number of pages: 57 Posted: 16 Apr 2008 Last Revised: 02 Sep 2015
Accepted Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1,869
10.

Short Sellers and Financial Misconduct

Journal of Finance, Vol. 65, No. 5 (October 2010), pp. 1879-1913, AFA 2008 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 72 Posted: 06 Mar 2008 Last Revised: 21 Jun 2017
Accepted Paper Series
University of Washington - Michael G. Foster School of Business and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 1,793
11.

Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs

EFA 2008 Athens Meetings Paper, Swiss Finance Institute Research Paper No. 08-05
Number of pages: 61 Posted: 19 Mar 2008 Last Revised: 25 Jan 2012
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva GSEM and GFRI
Downloads 1,558
12.

The Value of Research

EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 06 Mar 2008 Last Revised: 18 May 2010
Working Paper Series
University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,378
13.

Dynamic Liquidity Preferences of Mutual Funds

AFA 2009 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper, Second Singapore International Conference on Finance 2008
Number of pages: 47 Posted: 19 Mar 2008 Last Revised: 05 Jun 2015
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,350
14.

Governance Through Trading and Intervention: A Theory of Multiple Blockholders

Review of Financial Studies, Vol. 24, No. 7, pp. 2395-2428, July 2011, AFA 2009 San Francisco Meetings Paper, ECGI - Finance Working Paper No. 225/2008, EFA 2008 Athens Meetings Paper, U of Penn, Inst for Law & Econ Research Paper No. 08-09
Number of pages: 31 Posted: 17 Mar 2008 Last Revised: 07 Dec 2011
Accepted Paper Series
London Business School - Institute of Finance and Accounting and University of California, Berkeley - Haas School of Business
Downloads 1,335
15.

Real Options, Volatility, and Stock Returns

Journal of Finance, Vol. 67, pp. 1499-1536, 2012
Number of pages: 49 Posted: 08 Mar 2008 Last Revised: 25 Mar 2013
Accepted Paper Series
Rice University - Jesse H. Jones Graduate School of Business, Boston University and Pennsylvania State University
Downloads 1,286
16.

Credit Ratings and the Cross-Section of Stock Returns

EFA 2008 Athens Meetings Paper
Number of pages: 37 Posted: 06 Mar 2008 Last Revised: 08 Feb 2009
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 1,258
17.

The Influence of Financial Advice on the Asset Allocation of Individual Investors

EFA 2008 Athens Meetings Paper
Number of pages: 33 Posted: 17 Mar 2008
Working Paper Series
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 1,176
18.

The Changing Nature of Chapter 11

Fisher College of Business Working Paper No. 2008-03-003, Charles A. Dice Center WP No. 2008-4, AFA 2010 Atlanta Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 55 Posted: 06 Mar 2008 Last Revised: 16 Dec 2010
Working Paper Series
Arizona State University - W.P. Carey School of Business, The Goldman Sachs Group, Inc. and The Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,169
19.

A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium

Review of Financial Studies, Vol. 22, No. 12, pp. 4881-4917, December 2009, EFA 2008 Athens Meetings Paper
Number of pages: 42 Posted: 19 Mar 2008 Last Revised: 07 Dec 2011
Accepted Paper Series
London Business School - Institute of Finance and Accounting, Harvard University - Department of Economics and Toulouse School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,147
20.

Board Structure and Price Informativeness

ECGI - Finance Working Paper No. 160/2007, EFA 2008 Athens Meetings Paper
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 06 Jan 2009
Working Paper Series
Nova School of Business and Economics, London School of Economics - Department of Finance and Technical University of Lisbon (UTL) - School of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,136
21.

The Economic Value of Fundamental and Technical Information in Emerging Currency Markets

ERIM Report Series Reference No. ERS-2007-096-F&A, EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 29 Jan 2008 Last Revised: 19 Oct 2010
Working Paper Series
Robeco Asset Management, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University Rotterdam (EUR) and APG Asset Management
Downloads 1,045
22.

American Options in the Heston Model With Stochastic Interest Rate

EFA 2008 Athens Meetings Paper
Number of pages: 22 Posted: 20 Nov 2007
Working Paper Series
University of Texas at Austin - Department of Economics and Calico Science Consulting
Downloads 1,041
23.

Being Naive about Naive Diversification: Can Investment Theory be Consistently Useful

EFA 2008 Athens Meetings Paper
Number of pages: 49 Posted: 19 Mar 2008 Last Revised: 15 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 1,040
24.

Access to Collateral and Corporate Debt Structure: Evidence from a Natural Experiment

EFA 2008 Athens Meetings Paper
Number of pages: 71 Posted: 28 Feb 2007 Last Revised: 12 Jul 2012
Working Paper Series
London Business School
Downloads 1,018
25.

Good-Specifc Habit Formation and the Cross Section of Expected Returns

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 53 Posted: 22 Mar 2008 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 1,017
26.

Where Did All the Information Go? Trade in the Corporate Bond Market

Second Singapore International Conference on Finance 2008, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 23 Jan 2014 Last Revised: 28 May 2016
Working Paper Series
Rutgers University, Newark - School of Business - Department of Finance & Economics and Board of Governors of the Federal Reserve System
Downloads 983
27.

Time-Varying Short-Horizon Return Predictability

Journal of Financial Economics (JFE), Vol. 99, No. 3, 2011, AFA 2008 New Orleans Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 06 Mar 2008 Last Revised: 31 Jan 2011
Accepted Paper Series
University of Melbourne - Department of Finance, University of Melbourne - Faculty of Business and Economics and University of Melbourne - Department of Finance
Downloads 960
28.

The Attractiveness of Central Eastern European Countries for Venture Capital and Private Equity Investors

IESE Business School Working Paper No. D/677, EFA 2008 Athens Meetings Paper
Number of pages: 39 Posted: 19 Mar 2008 Last Revised: 07 Sep 2008
Working Paper Series
EMLYON Research Centre for Entrepreneurial FinanceEMLYON Business School, University of Navarra - IESE Business School and Allianz Real Estate
Downloads 930
29.

Dynamic Jump Intensities and Risk Premia: Evidence from S&P500 Returns and Options

Journal of Financial Economics, Forthcoming., AFA 2010 Atlanta Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 51 Posted: 07 Mar 2008 Last Revised: 22 Jan 2012
Working Paper Series
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and University of Toronto - Rotman School of Management
Downloads 924
30.

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Review of Financial Studies, vol. 22, no. 11, p. 4423-4461, 2009
Number of pages: 55 Posted: 03 Mar 2008 Last Revised: 11 Feb 2016
Accepted Paper Series
Ecole Polytechnique Fédérale de Lausanne and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 3 versions of this paper

Downloads 892
31.

Commodity Asian Options: A Closed-Form Formula

EFA 2008 Athens Meetings Paper
Number of pages: 27 Posted: 06 Mar 2008
Working Paper Series
Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa, University of Eastern Piedmont and ESSEC Business School
Downloads 888
32.

Fiscal Burden Sharing in Cross-Border Banking Crises

International Journal of Central Banking, Vol. 5, No. 1, pp. 141-165, 2009, EFA 2008 Athens Meetings Paper
Number of pages: 19 Posted: 05 Mar 2008 Last Revised: 19 Jan 2010
Accepted Paper Series
London School of Economics & Political Science (LSE) - Financial Markets Group and Rotterdam School of Management, Erasmus University
Downloads 860
33.

Estimating the Effects of Large Shareholders Using a Geographic Instrument

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper, Fisher College of Business Working Paper No. 2008-03-008, Charles A. Dice Center Working Paper No. 2008-9, Robert Day School of Economics and Finance Research Paper No. 2009-13, Harvard Business School Finance Working Paper No. 1101012
Number of pages: 58 Posted: 03 Mar 2008 Last Revised: 27 Sep 2010
Working Paper Series
Stockholm School of Economics, University of Miami - Department of Finance and Ecole Polytechnique Fédérale de Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 847
34.

Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation

EFA 2008 Athens Meetings Paper
Number of pages: 39 Posted: 11 Sep 2006 Last Revised: 25 Aug 2009
Working Paper Series
Copenhagen Business School
Downloads 843
35.

Accounting Scandals in IPO Firms: Do Underwriters and VCs Help?

EFA 2008 Athens Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Number of pages: 68 Posted: 03 Mar 2008 Last Revised: 15 Mar 2010
Working Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies

Multiple version iconThere are 3 versions of this paper

Downloads 816
36.

Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers

Review of Financial Studies, Vol. 23, pp. 3665-3699, 2010, EFA 2008 Athens Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 52 Posted: 06 Mar 2008 Last Revised: 15 Jan 2011
Accepted Paper Series
Brazilian School of Public and Business Administration (EBAPE), Getulio Vargas Foundation (FGV) and University of Mannheim - Department of Banking and Finance
Downloads 796
37.

Doom or Gloom? CEO Stock Options After Enron

AFA 2006 Boston Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 07 Dec 2004
Working Paper Series
Stevens Institute of Technology, University of Oxford - Said Business School and University of Central Florida - Department of Finance
Downloads 770
38.

Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

Journal of Finance forthcoming
Number of pages: 73 Posted: 06 Mar 2008 Last Revised: 13 Dec 2011
Accepted Paper Series
University of Amsterdam - Amsterdam Business School
Downloads 763
39.

Price Dispersion in OTC Markets: A New Measure of Liquidity

EFA 2008 Athens Meetings Paper
Number of pages: 36 Posted: 04 Mar 2008 Last Revised: 10 Apr 2008
Working Paper Series
WU (Vienna University of Economics and Business), New York University (NYU) - Department of Finance and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 756
40.

Momentum and Informed Trading

EFA 2008 Athens Meetings Paper
Number of pages: 34 Posted: 17 Mar 2008 Last Revised: 13 Nov 2013
Working Paper Series
National University of Singapore (NUS) - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and University of San Diego
Downloads 732
41.

Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

Journal of Finance, Forthcoming
Number of pages: 56 Posted: 17 Mar 2008 Last Revised: 02 Dec 2009
Accepted Paper Series
Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Board and University of Lausanne
Downloads 721
42.

Competition and Bias

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 54 Posted: 17 Mar 2008
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Imperial College London - Accounting, Finance, and Macroeconomics

Multiple version iconThere are 2 versions of this paper

Downloads 709
43.

Is Regime Switching in Stock Returns Important in Portfolio Decisions?

Working Paper, Singapore Management University
Number of pages: 46 Posted: 08 Nov 2007 Last Revised: 15 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 707
44.

Measuring Idiosyncratic Risks in Leveraged Buyout Transactions

IESE Business School Working No. D682, EFA 2008 Athens Meetings Paper
Number of pages: 29 Posted: 03 Mar 2008 Last Revised: 30 Dec 2013
Working Paper Series
EMLYON Research Centre for Entrepreneurial FinanceEMLYON Business School, University of Hagen and HEC Paris - Strategy & Business Policy
Downloads 703
45.

Serial CEO Incentives and the Structure of Managerial Contracts

AFA 2009 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper, ECGI - Finance Working Paper No. 183/2007
Number of pages: 55 Posted: 06 Mar 2008 Last Revised: 25 Feb 2011
Working Paper Series
Stockholm School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 688
46.

Credit Spreads and Real Activity

EFA 2008 Athens Meetings Paper
Number of pages: 72 Posted: 24 Mar 2008 Last Revised: 15 Mar 2011
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 663
47.

What Determines the Structure of Corporate Debt Issues?

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 43 Posted: 17 Mar 2008
Working Paper Series
Lundquist College of Business, University of Oregon, Seoul National University - Business School and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 652
48.

Corporate Hedging, Investment and Value

EFA 2008 Athens Meetings Paper, FEDS Working Paper No. 2008-16
Number of pages: 44 Posted: 19 Mar 2008 Last Revised: 26 Jan 2011
Working Paper Series
Board of Governors of the Federal Reserve System, University of Michigan, Stephen M. Ross School of Business and Stephen M. Ross School of Business, University of Michigan
Downloads 616
49.

Measuring Bond Mutual Fund Performance with Portfolio Characteristics

EFA 2008 Athens Meetings Paper, Journal of Empirical Finance, Volume 33, September 2015, Pages 223–242 ,
Number of pages: 44 Posted: 22 Mar 2008 Last Revised: 23 Dec 2015
Working Paper Series
Queen's University - Smith School of Business
Downloads 607
50.

The Firm-Level Credit Multiplier

Journal of Financial Intermediation, Forthcoming, EFA 2008 Athens Meetings Paper
Number of pages: 50 Posted: 29 Feb 2012 Last Revised: 29 Feb 2012
Accepted Paper Series
Cornell University and Boston University Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 602