SSRN EFA 2008 Athens Meetings (Archive)

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

Benjamin J. Keys, Tanmoy K. Mukherjee, Amit Seru and Vikrant Vig

The Wharton School - University of Pennsylvania, Real Estate Department, Sorin Capital Management, LLC, Stanford University and London Business School

Downloads 9,083

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

Joshua D. Rauh and Amir Sufi

Stanford Graduate School of Business and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 6,042

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

Victoria Ivashina and Anna Kovner

Harvard University and Federal Reserve Bank of New York

Downloads 3,322

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

Dragon Yongjun Tang and Hong Yan

The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

There are 2 versions of this paper

Downloads 2,454

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

Peter G. Szilagyi and Luc Renneboog

Central European University and Tilburg University - Department of Finance

Downloads 2,291

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

Marina Martynova and Luc Renneboog

Cornerstone Research and Tilburg University - Department of Finance

Downloads 2,285

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

Ralph S. J. Koijen

New York University (NYU) - Department of Finance

Downloads 2,243

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

Rajesh K. Aggarwal, Felix Meschke and Tracy Yue Wang

Northeastern University, University of Kansas - Finance Area and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 1,985

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

Anup Agrawal and Tommy Cooper

University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies

Downloads 1,877

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

Jonathan M. Karpoff and Xiaoxia Lou

University of Washington - Michael G. Foster School of Business and University of Delaware - Alfred Lerner College of Business and Economics

Downloads 1,813

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

Pierre Bajgrowicz and O. Scaillet

University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva GSEM and GFRI

Downloads 1,563

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

Bryan T. Kelly and Alexander Ljungqvist

University of Chicago - Finance and New York University (NYU) - Department of Finance

There are 2 versions of this paper

Downloads 1,395

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

Jiekun Huang

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,365

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

Alex Edmans and Gustavo Manso

London Business School - Institute of Finance and Accounting and University of California, Berkeley - Haas School of Business

Downloads 1,339

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

Gustavo Grullon, Evgeny Lyandres and Alexei Zhdanov

Rice University - Jesse H. Jones Graduate School of Business, Boston University and Pennsylvania State University

Downloads 1,294

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

Doron Avramov, Tarun Chordia, Gergana Jostova and Alexander Philipov

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 1,262

17.

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

Sreedhar T. Bharath, Venkatesh Panchapagesan and Ingrid M. Werner

Arizona State University - W.P. Carey School of Business, The Goldman Sachs Group, Inc. and The Ohio State University - Fisher College of Business

There are 2 versions of this paper

Downloads 1,181

18.

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

Christian Jansen, Rene Fischer and Andreas Hackethal

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 1,180

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

Alex Edmans, Xavier Gabaix and Augustin Landier

London Business School - Institute of Finance and Accounting, Harvard University - Department of Economics and Toulouse School of Economics

There are 2 versions of this paper

Downloads 1,153

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

Miguel A. Ferreira, Daniel Ferreira and Clara C. Raposo

Nova School of Business and Economics, London School of Economics - Department of Finance and Technical University of Lisbon (UTL) - School of Economics and Management

There are 2 versions of this paper

Downloads 1,137

21.

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

Jun Tu and Guofu Zhou

Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business

Downloads 1,047

22.

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

Thijs D. Markwat, Dick J. C. van Dijk, Laurens Swinkels and Gerben J. de Zwart

Robeco Asset Management, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University Rotterdam (EUR) and APG Asset Management

Downloads 1,046

23.

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

Svetlana Boyarchenko and Sergei Levendorskii

University of Texas at Austin - Department of Economics and Calico Science Consulting

Downloads 1,043

24.

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

Jules H. van Binsbergen

University of Pennsylvania - The Wharton School

Downloads 1,023

25.

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

Vikrant Vig

London Business School

Downloads 1,021

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

Tavy Ronen and Xing (Alex) Zhou

Rutgers University, Newark - School of Business - Department of Finance & Economics and Board of Governors of the Federal Reserve System

Downloads 985

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

Sam James Henkel, J. Spencer Martin and Federico Nardari

University of Melbourne - Department of Finance, University of Melbourne - Faculty of Business and Economics and University of Melbourne - Department of Finance

Downloads 962

28.

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

Peter Christoffersen, Kris Jacobs and Chayawat Ornthanalai

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 934

29.

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

Alexander Peter Groh, Heinrich Liechtenstein and Karsten Lieser

EMLYON Research Centre for Entrepreneurial FinanceEMLYON Business School, University of Navarra - IESE Business School and Allianz Real Estate

Downloads 933

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

Anders B. Trolle and Eduardo S. Schwartz

HEC Paris - Finance Department and University of California, Los Angeles (UCLA) - Finance Area

There are 3 versions of this paper

Downloads 897

31.

Commodity Asian Options: A Closed-Form Formula

EFA 2008 Athens Meetings Paper

Number of pages: 27 Posted: 06 Mar 2008

Working Paper Series

Gianluca Fusai, Marina Marena and Andrea Roncoroni

Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa, University of Eastern Piedmont and ESSEC Business School

Downloads 891

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

Charles Goodhart and Dirk Schoenmaker

London School of Economics & Political Science (LSE) - Financial Markets Group and Rotterdam School of Management, Erasmus University

Downloads 868

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

Bo Becker, Henrik Cronqvist and Rüdiger Fahlenbrach

Stockholm School of Economics, University of Miami - Department of Finance and Ecole Polytechnique Fédérale de Lausanne

There 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

Christian Wagner

Copenhagen Business School

Downloads 846

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

Anup Agrawal and Tommy Cooper

University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies

There are 3 versions of this paper

Downloads 817

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

Lars Norden and Martin Weber

Brazilian School of Public and Business Administration (EBAPE), Getulio Vargas Foundation (FGV) and University of Mannheim - Department of Banking and Finance

Downloads 800

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

Suman Banerjee, Thomas H. H. Noe and Vladimir A. Gatchev

Stevens Institute of Technology, University of Oxford - Said Business School and University of Central Florida - Department of Finance

Downloads 773

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

Esther Eiling

University of Amsterdam - Amsterdam Business School

Downloads 766

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

Rainer Jankowitsch, Amrut J. Nashikkar and Marti G. Subrahmanyam

WU (Vienna University of Economics and Business), New York University (NYU) - Department of Finance and New York University - Stern School of Business

There are 2 versions of this paper

Downloads 762

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

Allaudeen Hameed, Dong Hong and Mitch Warachka

National University of Singapore (NUS) - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and University of San Diego

Downloads 738

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

Richard C. Green, Dan Li and Norman Schürhoff

Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Board and University of Lausanne

Downloads 724

42.

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

Jun Tu

Singapore Management University - Lee Kong Chian School of Business

Downloads 712

43.

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

Harrison G. Hong and Marcin T. Kacperczyk

Columbia University, Graduate School of Arts and Sciences, Department of Economics and Imperial College London - Accounting, Finance, and Macroeconomics

There are 2 versions of this paper

Downloads 709

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

Alexander Peter Groh, Rainer Baule and Oliver Gottschalg

EMLYON Research Centre for Entrepreneurial FinanceEMLYON Business School, University of Hagen and HEC Paris - Strategy & Business Policy

Downloads 704

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

Mariassunta Giannetti

Stockholm School of Economics

There are 3 versions of this paper

Downloads 692

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

Philippe Mueller

Warwick Business School

Downloads 672

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

Brandon Julio, Woojin Kim and Michael S. Weisbach

Lundquist College of Business, University of Oregon, Seoul National University - Business School and Ohio State University (OSU) - Department of Finance

There are 3 versions of this paper

Downloads 654

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

Jose M. Berrospide, Amiyatosh K. Purnanandam and Uday Rajan

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 621

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

Fabio Moneta

Queen's University - Smith School of Business

Downloads 620

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

Murillo Campello and Dirk Hackbarth

Cornell University and Boston University Questrom School of Business

There are 2 versions of this paper

Downloads 602

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