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AFA 2009 San Francisco Meetings (Archive)
120,791 Total downloads
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The Cross-section of Managerial Ability, Incentives, and Risk PreferencesEFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper Ralph S. J. Koijen New York University (NYU) - Department of Finance Date Posted: March 23, 2009 Last Revised: October 17, 2012 Working Paper Series 2224 downloads
Cross-Sectional Stock Option Pricing and Factor Models of ReturnsEFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper Mihaela Serban, John P. Lehoczky and Duane J. Seppi Morgan Stanley, Carnegie Mellon University and Carnegie Mellon University - David A. Tepper School of Business Date Posted: December 23, 2008 Last Revised: January 04, 2009 Working Paper Series 585 downloads
AFA/ASE Panel: Implications of the Credit Crisis for the Regulation of Non-Bank Financial FirmsAFA 2009 San Francisco Meetings Paper, Rock Center for Corporate Governance Working Paper No. 40 Darrell Duffie, Edward J. Kane, Paul McCulley and David Modest Stanford University - Graduate School of Business, Boston College - Department of Finance, PIMCO Europe Ltd. and Azimuth Alternative Assets Management LLLP Date Posted: August 26, 2008 Last Revised: September 29, 2009 Working Paper Series 504 downloads
Are All Inside Directors the Same? Evidence from the External Directorship Market.Journal of Finance, Forthcoming, ECGI - Finance Working Paper No. 241/2009, 3rd Annual Conference on Empirical Legal Studies Papers, AFA 2009 San Francisco Meetings Paper Ronald W. Masulis and Shawn Mobbs University of New South Wales - Australian School of Business and University of Alabama - Culverhouse College of Commerce and Business Administration Date Posted: April 22, 2008 Last Revised: September 04, 2012 Accepted Paper Series 1541 downloads
Corporate Governance and Capital Structure DynamicsAFA 2009 San Francisco Meetings Paper Erwan Morellec, Boris Nikolov and Norman Schürhoff Ecole Polytechnique Fédérale de Lausanne, University of Lausanne and University of Lausanne Date Posted: March 27, 2008 Last Revised: December 25, 2010 Working Paper Series 2429 downloads
The Impact of Iceberg Orders in Limit Order BooksAFA 2009 San Francisco Meetings Paper Stefan Frey and Patrik Sandås Leibniz Universität Hannover and University of Virginia Date Posted: March 27, 2008 Last Revised: June 02, 2009 Working Paper Series 704 downloads
The Interim Trading Skills of Institutional InvestorsAFA 2009 San Francisco Meetings Paper Andy Puckett and Xuemin Sterling Yan University of Tennessee, Knoxville and University of Missouri - Columbia Date Posted: March 27, 2008 Last Revised: June 10, 2010 Working Paper Series 616 downloads Uncertainty About Average Profitability and the Diversification Discount Journal of Financial Economics (JFE), Vol. 96, pp. 463-484, 2010, AFA 2009 San Francisco Meetings Paper John Hund, Donald Monk and Sheri Tice University of Georgia, Rutgers Business School and Tulane University - A.B. Freeman School of Business Date Posted: March 27, 2008 Last Revised: October 19, 2010 Working Paper Series
What Segments Equity Markets?Netspar Discussion Paper No. 02/2011-031, AFA 2009 San Francisco Meetings Paper, National Bank of Poland Working Paper No. 76 Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business Date Posted: March 27, 2008 Last Revised: September 19, 2012 Working Paper Series 1965 downloads
When Active Fund Managers Deviate from Their Peers: Implications for Fund PerformanceAFA 2009 San Francisco Meetings Paper , Journal of Banking and Finance, Forthcoming Swasti Gupta-Mukherjee Loyola University Chicago - Department of Finance Date Posted: March 26, 2008 Last Revised: December 03, 2012 Accepted Paper Series 439 downloads
Buy High and Sell LowKevin Q. Wang University of Toronto - Joseph L. Rotman School of Management Date Posted: March 26, 2008 Last Revised: January 10, 2011 Working Paper Series 2026 downloads
Corporate Credit Spreads under Parameter UncertaintyAFA 2009 San Francisco Meetings Paper Arthur G. Korteweg and Nick Polson University of Southern California - Marshall School of Business and University of Chicago - Booth School of Business Date Posted: March 26, 2008 Last Revised: November 30, 2009 Working Paper Series 1542 downloads
Disclosure and Agency Conflict in Delegated Investment Management: Evidence from Mutual Fund Commission BundlingAFA 2009 San Francisco Meetings Paper Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec University of California, Davis - Graduate School of Management, University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business Date Posted: March 26, 2008 Last Revised: May 15, 2011 Working Paper Series 406 downloads
Risk Allocation and Flexibility in Acquisitions: The Economic Impact of Material-Adverse-Change (MACs) ClausesAFA 2009 San Francisco Meetings Paper Antonio J. Macias Baylor University Date Posted: March 26, 2008 Last Revised: April 21, 2009 Working Paper Series 548 downloads
The Shareholder Base and Payout PolicyAFA 2009 San Francisco Meetings Paper, Swiss Finance Institute Research Paper No. 12-11 Andriy Bodnaruk and Per Östberg University of Illinois at Chicago and University of Zurich - Department of Banking and Finance Date Posted: March 26, 2008 Last Revised: February 01, 2014 Working Paper Series 619 downloads
What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?AFA 2009 San Francisco Meetings Paper Xiaoyan Zhang, Rui Zhao and Yuhang Xing Purdue University - Krannert School of Management, BlackRock, Inc. and Rice University Date Posted: March 26, 2008 Last Revised: August 15, 2008 Working Paper Series 4146 downloads
When Do Firms Default? A Study of the Default BoundaryEFA Moscow Meetings Paper, WFA Keystone Meetings Paper, AFA San Francisco Meetings Paper Sergei A. Davydenko University of Toronto - Finance Area Date Posted: March 26, 2008 Last Revised: November 06, 2012 Working Paper Series 1550 downloads
Why Do Small Stock Acquirers Underperform in the Long-Term?AFA 2009 San Francisco Meetings Paper Itzhak Ben-David and Darren T. Roulstone Ohio State University - Fisher College of Business, Finance Department and Ohio State University (OSU) - Fisher College of Business Date Posted: March 26, 2008 Working Paper Series 445 downloads
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability RiskAFA 2009 San Francisco Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper William N. Goetzmann, Akiko Watanabe and Masahiro Watanabe Yale School of Management - International Center for Finance, University of Alberta - School of Business and University of Alberta - School of Business Date Posted: March 25, 2008 Last Revised: January 27, 2013 Working Paper Series 1107 downloads
Market Participation and Dividend ClientelesAFA 2009 San Francisco Meetings Paper Marco Rossi Texas A&M Date Posted: March 25, 2008 Last Revised: March 20, 2013 Working Paper Series 187 downloads
Weather and Time Series Determinants of Liquidity in a Limit Order MarketAFA 2009 San Francisco Meetings Paper Juhani T. Linnainmaa and Ioanid Rosu USC Marshall School of Business and HEC Paris - Finance Department Date Posted: March 25, 2008 Last Revised: March 13, 2013 Working Paper Series 392 downloads
Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial CompaniesReview of Financial Studies, Forthcoming, AFA 2009 San Francisco Meetings Paper Arthur G. Korteweg and Morten Sorensen University of Southern California - Marshall School of Business and Copenhagen Business School Date Posted: March 25, 2008 Last Revised: January 13, 2015 Working Paper Series 1042 downloads
Aggregate Idiosyncratic VolatilityAFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper Geert Bekaert, Robert J. Hodrick and Xiaoyan Zhang Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Purdue University - Krannert School of Management Date Posted: March 25, 2008 Last Revised: June 28, 2011 Working Paper Series 1783 downloads
Crisis Resolution and Bank LiquidityAFA 2009 San Francisco Meetings Paper Viral V. Acharya, Hyun Song Shin and Tanju Yorulmazer New York University - Leonard N. Stern School of Business, Bank for International Settlements and University of Amsterdam - Faculty of Economics and Business (FEB) Date Posted: March 25, 2008 Last Revised: November 11, 2010 Working Paper Series 278 downloads
Do Banks Price Their Informational Monopoly?EFA 2007 Ljubljana Meetings Paper, AFA 2009 San Francisco Meetings Paper Galina Hale and João A. C. Santos Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York Date Posted: March 25, 2008 Last Revised: March 29, 2008 Working Paper Series 396 downloads Does Favorable Investor Sentiment Lead to Costly Decisions to Go Public? Journal of Corporate Finance, Forthcoming Azizjon Alimov and Wayne H. Mikkelson City University of Hong Kong and University of Oregon - Department of Finance Date Posted: March 25, 2008 Last Revised: April 17, 2015 Accepted Paper Series
Economic Implications of Nonlinear Pricing KernelsAFA 2009 San Francisco Meetings Paper Caio Almeida and René Garcia Getulio Vargas Foundation and Université de Montréal - CIREQ - Département de sciences économiques Date Posted: March 25, 2008 Last Revised: December 21, 2016 Working Paper Series 514 downloads
Empty Voting and the Efficiency of Corporate GovernanceAFA 2009 San Francisco Meetings Paper Alon Brav and Richmond D. Mathews Duke University - Fuqua School of Business and University of Maryland - Department of Finance Date Posted: March 25, 2008 Last Revised: March 27, 2010 Working Paper Series 1010 downloads
Family Control of Firms and IndustriesFinancial Management, Forthcoming Belen Villalonga and Raphael ('Raffi") H. Amit New York University (NYU) - Leonard N. Stern School of Business and The Wharton School UPENN Date Posted: March 25, 2008 Last Revised: December 21, 2011 Working Paper Series 880 downloads
Intermediated Investment ManagementJournal of Finance, Vol. 66, No. 3, pp. 947-980, 2011, EFA 2007 Ljubljana Meetings Paper, AFA 2009 San Francisco Meetings Paper Neal Stoughton, Youchang Wu and Josef Zechner Vienna University of Economics and Business, University of Oregon - Lundquist College of Business and Vienna University of Economics and Business Date Posted: March 25, 2008 Last Revised: March 18, 2012 Accepted Paper Series 850 downloads
Investment Horizon of the Bond Investor Base and the Leverage of the FirmAFA 2009 San Francisco Meetings Paper Massimo Massa, Ayako Yasuda and Lei Zhang INSEAD - Finance, University of California, Davis - Graduate School of Management and Nanyang Technological University (NTU) Date Posted: March 25, 2008 Last Revised: October 12, 2010 Working Paper Series 303 downloads
Is Noise Trading Cancelled Out by Aggregation?Yale ICF Working Paper No. 08-10, AFA 2009 San Francisco Meetings Paper Hongjun Yan Driehaus College of Business, DePaul University Date Posted: March 25, 2008 Last Revised: February 08, 2010 Working Paper Series 650 downloads
Lending Relationships and Loan Contract TermsAFA 2009 San Francisco Meetings Paper, Review of Financial Studies, Forthcoming Sreedhar T. Bharath, Sandeep Dahiya, Anthony Saunders and Anand Srinivasan Arizona State University - W.P. Carey School of Business, Georgetown University - Department of Finance, New York University - Leonard N. Stern School of Business and CAFRAL, Reserve Bank of India Date Posted: March 25, 2008 Last Revised: February 29, 2012 Working Paper Series 1029 downloads
Liquidity Risk and Syndicate StructureAFA 2009 San Francisco Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper Evan Gatev and Philip E. Strahan Simon Fraser University and Boston College - Department of Finance Date Posted: March 25, 2008 Working Paper Series 421 downloads
Market SelectionAFA 2009 San Francisco Meetings Paper Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington Date Posted: March 25, 2008 Last Revised: November 16, 2016 Working Paper Series 738 downloads
Opening the Black Box: Internal Capital Markets and Managerial PowerJournal of Finance 68, 2013, 1577-1631 , EFA 2007 Ljubljana Meetings Paper, AFA 2009 San Francisco Meetings Paper Markus Glaser, Florencio Lopez de Silanes and Zacharias Sautner Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), SKEMA Business School and Frankfurt School of Finance & Management gemeinnützige GmbH Date Posted: March 25, 2008 Last Revised: January 30, 2015 Working Paper Series 1464 downloads
Political Connections and Minority-Shareholder Protection: Evidence from Securities-Market Regulation in ChinaJournal of Financial and Quantitative Analysis (JFQA), Vol. 45, No. 6, pp.1391-1417, 2010, AFA 2009 San Francisco Meetings Paper Henk Berkman, Rebel A. Cole and Jiang Lawrence Fu University of Auckland - Business School, College of Business--Florida Atlantic University and Standard Charter Bank Date Posted: March 25, 2008 Last Revised: March 01, 2011 Accepted Paper Series 1131 downloads
Real Investment, Risk and Risk DynamicsAFA 2009 San Francisco Meetings Paper Ilan Cooper and Richard Priestley BI Norwegian Business School and Norwegian Business School Date Posted: March 25, 2008 Last Revised: June 12, 2009 Working Paper Series 342 downloads
Reduced-Form Valuation of Callable Corporate Bonds: Theory and EvidenceAFA 2009 San Francisco Meetings Paper Robert A. Jarrow, Haitao Li, Sheen Liu and Chunchi Wu Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Michigan - Stephen M. Ross School of Business, Washington State University - Vancouver and SUNY at Buffalo - School of Management Date Posted: March 25, 2008 Last Revised: October 12, 2008 Working Paper Series 316 downloads
Sequential Learning, Predictability, and Optimal Portfolio ReturnsJournal of Finance, Forthcoming, AFA 2009 San Francisco Meetings Paper Michael S. Johannes, Arthur G. Korteweg and Nick Polson Columbia Business School - Finance and Economics, University of Southern California - Marshall School of Business and University of Chicago - Booth School of Business Date Posted: March 25, 2008 Last Revised: April 04, 2013 Accepted Paper Series 1391 downloads
Shareholders' Say on Pay: Does it Create Value?AFA 2009 San Francisco Meetings Paper Jie Cai and Ralph A. Walkling Drexel University and Drexel University - Lebow College of Business Date Posted: March 25, 2008 Last Revised: July 28, 2011 Working Paper Series 261 downloads
Sheltering Corporate Assets from Political ExtractionAFA 2009 San Francisco Meetings Paper Lorenzo Caprio, Mara Faccio and John J. McConnell Università Cattolica del Sacro Cuore, Milano, Purdue University - Krannert School of Management and Purdue University Date Posted: March 25, 2008 Last Revised: June 29, 2009 Working Paper Series 563 downloads
Short Selling Around Seasoned Equity OfferingsAFA 2009 San Francisco Meetings Paper Tyler R. Henry and Jennifer L. Koski Miami University and University of Washington - Michael G. Foster School of Business Date Posted: March 25, 2008 Last Revised: May 03, 2017 Working Paper Series 897 downloads
Stochastic House Appreciation and Optimal Mortgage LendingAFA 2009 San Francisco Meetings Paper Tomasz Piskorski and Alexei Tchistyi Columbia Business School - Finance and Economics and University of Illinois at Urbana-Champaign - Department of Finance Date Posted: March 25, 2008 Last Revised: August 20, 2011 Working Paper Series 695 downloads
The Role of Options in Long Horizon Portfolio ChoiceAFA 2009 San Francisco Meetings Paper Sinan Tan Gabelli School of Business, Fordham University Date Posted: March 25, 2008 Working Paper Series 164 downloads
Voluntary Disclosures and the Exercise of CEO Stock OptionsAFA 2009 San Francisco Meetings Paper Paul Brockman, Xiumin Martin and Andy Puckett Lehigh University, Washington University in Saint Louis - Olin School of Business and University of Tennessee, Knoxville Date Posted: March 25, 2008 Last Revised: June 20, 2009 Working Paper Series 302 downloads
A Theory of Corporate Boards with Endogenous Information Collection, Optimal Compensation and Strategic Voting: When Do Independent Boards Dominate Rubberstamping Ones?AFA 2009 San Francisco Meetings Paper Zsuzsanna Fluck and Naveen Khanna Michigan State University - Department of Finance and Michigan State University Date Posted: March 24, 2008 Working Paper Series 263 downloads
Are ETFs Replacing Index Mutual Funds?AFA 2009 San Francisco Meetings Paper Jennifer C. Huang and Ilan Guedj University of Texas at Austin - Department of Finance and Bates White, LLC Date Posted: March 24, 2008 Last Revised: November 17, 2009 Working Paper Series 2633 downloads
CEO Deal-Making Activities and CompensationAFA 2009 San Francisco Meetings Paper, Journal of Financial Economics (JFE), Forthcoming Eliezer M. Fich, Laura T. Starks and Adam S. Yore Drexel University - Department of Finance, University of Texas at Austin - Department of Finance and University of Missouri at Columbia - Department of Finance Date Posted: March 24, 2008 Last Revised: December 24, 2013 Accepted Paper Series 518 downloads
Do Non-Financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized WorkersReview of Finance, Forthcoming Huafeng (Jason) Chen, Marcin T. Kacperczyk and Hernan Ortiz-Molina Tsinghua University - PBC School of Finance, Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business Date Posted: March 24, 2008 Last Revised: September 28, 2010 Working Paper Series 1149 downloads |
