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AFA 2009 San Francisco Meetings (Archive)

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Viewing: 1 - 50 of 143 papers

1.

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
2.

What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?

AFA 2009 San Francisco Meetings Paper
Number of pages: 38 Posted: 26 Mar 2008 Last Revised: 15 Aug 2008
Working Paper Series
Purdue University - Krannert School of Management, BlackRock, Inc. and Rice University
Downloads 4,205
3.

Profits and Capital Structure

AFA 2009 San Francisco Meetings Paper
Number of pages: 42 Posted: 13 Mar 2008 Last Revised: 30 Jul 2014
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 3,232
4.

Media Coverage and the Cross-Section of Stock Returns

The Journal of Finance, Vol. 64, No. 5, pp. 2023-2052, 2009, AFA 2009 San Francisco Meetings Paper
Number of pages: 45 Posted: 21 Mar 2007 Last Revised: 08 Nov 2011
Working Paper Series
INSEAD - Finance and INSEAD - Finance
Downloads 3,092
5.

Dynamic Mean-Variance Asset Allocation

EFA 2007 Ljubljana Meetings, AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 27 Feb 2007 Last Revised: 09 Apr 2009
Working Paper Series
London Business School and London School of Economics and Political Science

Multiple version iconThere are 2 versions of this paper

Downloads 3,046
6.

Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover

Quarterly Journal of Finance, 2016, Forthcoming
Number of pages: 48 Posted: 05 Mar 2008 Last Revised: 16 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 2,763
7.

Are ETFs Replacing Index Mutual Funds?

AFA 2009 San Francisco Meetings Paper
Number of pages: 41 Posted: 24 Mar 2008 Last Revised: 17 Nov 2009
Working Paper Series
University of Texas at Austin - Department of Finance and Bates White, LLC
Downloads 2,661
8.

Corporate Governance and Capital Structure Dynamics

AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 27 Mar 2008 Last Revised: 25 Dec 2010
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, University of Lausanne and University of Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 2,444
9.

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
10.

Behavioral Biases of Mutual Fund Investors

Journal of Financial Economics (JFE), Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 69 Posted: 20 Mar 2008 Last Revised: 19 Jul 2010
Accepted Paper Series
Cornell University, University of Miami - School of Business Administration and Cornell University
Downloads 2,068
11.

Buy High and Sell Low

Number of pages: 42 Posted: 26 Mar 2008 Last Revised: 10 Jan 2011
Working Paper Series
University of Toronto - Joseph L. Rotman School of Management
Downloads 2,038
12.

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
Number of pages: 61 Posted: 27 Mar 2008 Last Revised: 19 Sep 2012
Working Paper Series
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

Multiple version iconThere are 3 versions of this paper

Downloads 1,976
13.

The Real Effects of Financial Markets: The Impact of Prices on Takeovers

Journal of Finance 67(3), 933-971, June 2012
Number of pages: 58 Posted: 19 Mar 2008 Last Revised: 04 Jun 2014
Accepted Paper Series
London Business School - Institute of Finance and Accounting, University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Downloads 1,841
14.

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
15.

Aggregate Idiosyncratic Volatility

AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 63 Posted: 25 Mar 2008 Last Revised: 28 Jun 2011
Working Paper Series
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Purdue University - Krannert School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,787
16.

The Price of Market Volatility Risk

AFA 2009 San Francisco Meetings Paper
Number of pages: 59 Posted: 18 Mar 2008
Working Paper Series
Rice University and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 1,589
17.

How Important is Financial Risk?

AFA 2009 San Francisco Meetings Paper
Number of pages: 79 Posted: 17 Mar 2008 Last Revised: 10 Mar 2014
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,561
18.

When Do Firms Default? A Study of the Default Boundary

EFA Moscow Meetings Paper, WFA Keystone Meetings Paper, AFA San Francisco Meetings Paper
Number of pages: 46 Posted: 26 Mar 2008 Last Revised: 06 Nov 2012
Working Paper Series
University of Toronto - Finance Area
Downloads 1,561
19.

Corporate Credit Spreads under Parameter Uncertainty

AFA 2009 San Francisco Meetings Paper
Number of pages: 45 Posted: 26 Mar 2008 Last Revised: 30 Nov 2009
Working Paper Series
University of Southern California - Marshall School of Business and University of Chicago - Booth School of Business
Downloads 1,545
20.

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
Number of pages: 90 Posted: 22 Apr 2008 Last Revised: 04 Sep 2012
Accepted Paper Series
University of New South Wales - Australian School of Business and University of Alabama - Culverhouse College of Commerce and Business Administration
Downloads 1,542
21.

Opening the Black Box: Internal Capital Markets and Managerial Power

Journal of Finance 68, 2013, 1577-1631 , EFA 2007 Ljubljana Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 112 Posted: 25 Mar 2008 Last Revised: 30 Jan 2015
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), SKEMA Business School and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 1,465
22.

The Life Cycle of Family Ownership: International Evidence

EFA 2009 Bergen Meetings Paper, AFA 2009 San Francisco Meetings Paper, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 06 Mar 2008 Last Revised: 25 Oct 2011
Working Paper Series
London Business School, University of Oxford - Said Business School, City University London - Faculty of Finance and Bocconi University - Department of Finance
Downloads 1,464
23.

Costly Information Processing: Evidence from Earnings Announcements

AFA 2009 San Francisco Meetings Paper
Number of pages: 49 Posted: 21 Mar 2008
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,434
24.

Sequential Learning, Predictability, and Optimal Portfolio Returns

Journal of Finance, Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 25 Mar 2008 Last Revised: 04 Apr 2013
Accepted Paper Series
Columbia Business School - Finance and Economics, University of Southern California - Marshall School of Business and University of Chicago - Booth School of Business
Downloads 1,401
25.

Attracting Attention in an IPO

AFA 2009 San Francisco Meetings Paper
Number of pages: 49 Posted: 14 Mar 2006 Last Revised: 28 Nov 2016
Working Paper Series
Guanghua School of Management, Peking University, Department of Finance, Guanghua School of Management, Peking University, DePaul University and Hong Kong Polytechnic University
Downloads 1,364
26.

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 1,349
27.

The Performance of Emerging Hedge Fund Managers

AFA 2009 San Francisco Meetings Paper
Number of pages: 45 Posted: 09 Mar 2008 Last Revised: 21 Dec 2008
Working Paper Series
Northeastern University and University of California, Irvine - Paul Merage School of Business
Downloads 1,337
28.

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
29.

Do the Best Hedge Funds Hedge?

AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 20 Mar 2008 Last Revised: 19 Dec 2008
Working Paper Series
University of Texas at Austin - Department of Finance and University at Buffalo
Downloads 1,239
30.

Using Individual Stocks or Portfolios in Tests of Factor Models

AFA 2009 San Francisco Meetings Paper
Number of pages: 41 Posted: 17 Mar 2008
Working Paper Series
BlackRock, Inc, University of California, San Diego (UCSD) - Rady School of Management and University of Pennsylvania - Finance Department
Downloads 1,160
31.

Do Non-Financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers

Review of Finance, Forthcoming
Number of pages: 47 Posted: 24 Mar 2008 Last Revised: 28 Sep 2010
Working Paper Series
Tsinghua University - PBC School of Finance, Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,150
32.

Political Connections and Minority-Shareholder Protection: Evidence from Securities-Market Regulation in China

Journal of Financial and Quantitative Analysis (JFQA), Vol. 45, No. 6, pp.1391-1417, 2010, AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 25 Mar 2008 Last Revised: 01 Mar 2011
Accepted Paper Series
University of Auckland - Business School, College of Business--Florida Atlantic University and Standard Charter Bank
Downloads 1,138
33.

What's Vol Got to Do With It

AFA 2009 San Francisco Meetings Paper
Number of pages: 63 Posted: 20 Mar 2008 Last Revised: 14 Dec 2011
Working Paper Series
New York University (NYU) - Department of Finance and University of Pennsylvania -- Wharton School of Business
Downloads 1,133
34.

Information Content of Insider Trades Before and After the Sarbanes-Oxley Act

Accounting Review, Forthcoming
Number of pages: 49 Posted: 21 Mar 2008 Last Revised: 25 Oct 2009
Working Paper Series
Boston University - Department of Accounting
Downloads 1,129
35.

Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk

AFA 2009 San Francisco Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper
Number of pages: 56 Posted: 25 Mar 2008 Last Revised: 27 Jan 2013
Working Paper Series
Yale School of Management - International Center for Finance, University of Alberta - School of Business and University of Alberta - School of Business
Downloads 1,110
36.

Probability Weighting and Employee Stock Options

AFA 2009 San Francisco Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 46 Posted: 09 Mar 2008 Last Revised: 03 Apr 2012
Accepted Paper Series
Tilburg University - Department of Finance
Downloads 1,063
37.

Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies

Review of Financial Studies, Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 25 Mar 2008 Last Revised: 13 Jan 2015
Working Paper Series
University of Southern California - Marshall School of Business and Copenhagen Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,047
38.

Lending Relationships and Loan Contract Terms

AFA 2009 San Francisco Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 25 Mar 2008 Last Revised: 29 Feb 2012
Working Paper Series
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
Downloads 1,032
39.

Empty Voting and the Efficiency of Corporate Governance

AFA 2009 San Francisco Meetings Paper
Number of pages: 52 Posted: 25 Mar 2008 Last Revised: 27 Mar 2010
Working Paper Series
Duke University - Fuqua School of Business and University of Maryland - Department of Finance
Downloads 1,020
40.

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
41.

Investigating ICAPM with Dynamic Conditional Correlations

AFA 2009 San Francisco Meetings Paper
Number of pages: 61 Posted: 04 Feb 2008 Last Revised: 27 Feb 2012
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 978
42.

Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets

Journal of Monetary Economics, Vol. 80, 2016, Boston College Center for Retirement Research Working Paper No. 2009-3, AFA 2009 San Francisco Meetings Paper
Number of pages: 40 Posted: 06 Mar 2008 Last Revised: 19 May 2016
Accepted Paper Series
Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 945
43.

Short Selling Around Seasoned Equity Offerings

AFA 2009 San Francisco Meetings Paper
Number of pages: 61 Posted: 25 Mar 2008 Last Revised: 03 May 2017
Working Paper Series
Miami University and University of Washington - Michael G. Foster School of Business
Downloads 900
44.

Family Control of Firms and Industries

Financial Management, Forthcoming
Number of pages: 60 Posted: 25 Mar 2008 Last Revised: 21 Dec 2011
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and The Wharton School UPENN
Downloads 881
45.

Who Monitors the Monitor? The Use of Special Committees by Target Firms in Corporate Takeovers

Journal of Corporate Finance, Vol. 44, 2017, AFA 2009 San Francisco Meetings Paper
Number of pages: 56 Posted: 09 Mar 2008 Last Revised: 22 Jun 2017
Accepted Paper Series
Texas Christian University - M.J. Neeley School of Business and University of Georgia - Department of Banking and Finance
Downloads 854
46.

Intermediated Investment Management

Journal of Finance, Vol. 66, No. 3, pp. 947-980, 2011, EFA 2007 Ljubljana Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 25 Mar 2008 Last Revised: 18 Mar 2012
Accepted Paper Series
Vienna University of Economics and Business, University of Oregon - Lundquist College of Business and Vienna University of Economics and Business
Downloads 853
47.

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

AFA 2009 San Francisco Meetings Paper, Harvard Business School Finance Working Paper No. 09-088
Number of pages: 44 Posted: 20 Mar 2008 Last Revised: 15 Jan 2013
Working Paper Series
Harvard University - Department of Economics, Harvard Business School and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 850
48.

All the News That's Fit to Reprint: Do Investors React to Stale Information?

AFA 2009 San Francisco Meetings Paper
Number of pages: 48 Posted: 03 Oct 2007 Last Revised: 30 Aug 2011
Working Paper Series
Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 849
49.

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
50.

Neoclassical Factors

Ross School of Business Paper No. 1088, AFA 2009 San Francisco Meetings Paper
Number of pages: 39 Posted: 25 Jun 2007 Last Revised: 16 Sep 2009
Working Paper Series
Ohio State University - Fisher College of Business and Cheung Kong Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 823