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Paris December Finance Meetings EUROFIDAI - AFFI

251,206 Total downloads

Viewing: 1 - 50 of 982 papers

1.

Does Academic Research Destroy Stock Return Predictability?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 04 Oct 2012 Last Revised: 24 Feb 2016
Accepted Paper Series
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 9,451
2.

Momentum Strategies in Futures Markets and Trend-following Funds

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 60 Posted: 06 Dec 2011 Last Revised: 12 Oct 2015
Working Paper Series
Imperial College Business School and Imperial College Business School
Downloads 7,584
3.

Common Risk Factors in Currency Markets

Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74 Posted: 01 Jun 2008 Last Revised: 27 Aug 2012
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 7,398
4.

Are CEOs Different?

Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 15 Mar 2016 Last Revised: 12 Nov 2019
Working Paper Series
University of Chicago - Booth School of Business and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 4,302
5.

Crowdfunding Models: Keep-It-All vs. All-Or-Nothing

Forthcoming, Financial Management
Number of pages: 46 Posted: 11 Jun 2014 Last Revised: 23 Dec 2019
Accepted Paper Series
Florida Atlantic University, Université Lumière Lyon 2 and SKEMA Business School
Downloads 3,655
6.

Debt Maturity and Financial Integration

Number of pages: 39 Posted: 16 Mar 2012 Last Revised: 27 Feb 2014
Working Paper Series
University of Piraeus - Department of Banking and Financial Management, University of Warwick - Finance Group and University of Leeds - Leeds University Business School (LUBS)
Downloads 2,473
7.

Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds

Published in the Journal of Banking and Finance, Vol. 98 (p. 39-60), 2019, as "The effect of pro-environmental preferences on bond prices: Evidence from green bonds".
Number of pages: 67 Posted: 27 Dec 2016 Last Revised: 15 Feb 2019
Accepted Paper Series
Tilburg School of Economics and Management
Downloads 2,322
8.

Material Sustainability Information and Stock Price Informativeness

Harvard Business School Working Paper
Number of pages: 55 Posted: 10 May 2017 Last Revised: 08 May 2018
Working Paper Series
Harvard University - Harvard Business School, Oxford University, Saïd Business School and Harvard University - Harvard Business School
Downloads 2,302
9.

Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches

European Journal of Finance, Forthcoming.
Number of pages: 48 Posted: 12 Jun 2012 Last Revised: 06 Dec 2014
Accepted Paper Series
Justus-Liebig-University Giessen, Deka Investment GmbH and Institute for quantitative Capital Market research at Deka Bank (IQ-KAP)
Downloads 1,657
10.

The Impact of Government Interventions on CDS and Equity Markets

AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Number of pages: 69 Posted: 23 Mar 2010 Last Revised: 19 Nov 2012
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,630
11.

The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

AFA 2008 New Orleans Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 49 Posted: 20 Dec 2006 Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris - Finance Department and Queensland University of Technology - School of Economics and Finance
Downloads 1,626
12.

Institutional Investor Expectations, Manager Performance, and Fund Flows

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Saïd Business School WP 2015-6,
Number of pages: 46 Posted: 17 Apr 2013 Last Revised: 20 Feb 2017
Accepted Paper Series
University of Oxford, Saïd Business School and University of Connecticut
Downloads 1,590
13.

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 - Institute of Finance and Accounting, University of Oxford - Said Business School, City University London - Faculty of Finance and Bocconi University - Department of Finance
Downloads 1,556
14.

How to Identify and Forecast Bull and Bear Markets?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI, ERIM Report Series Reference No. ERS-2013-016-F&A
Number of pages: 77 Posted: 22 Oct 2010
Accepted Paper Series
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 1,446
15.

On Secondary Buyouts

Journal of Financial Economics (JFE), Forthcoming, ECGI - Finance Working Paper No. 384, Swiss Finance Institute Research Paper No. 13-48
Number of pages: 59 Posted: 23 Sep 2013 Last Revised: 09 Oct 2015
Accepted Paper Series
University of Lugano - Faculty of Economics, University of Amsterdam - Finance Group and University of Oxford - Said Business School
Downloads 1,428
16.

Performance-Vesting Provisions in Executive Compensation

Journal of Accounting & Economics (JAE), Vol. 66, 2018
Number of pages: 66 Posted: 04 Jul 2013 Last Revised: 19 Oct 2018
Accepted Paper Series
Arizona State University (ASU) - Finance Department, Texas Christian University, University of Utah - Department of Finance and Texas Christian University - M.J. Neeley School of Business
Downloads 1,411
17.

Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals

Number of pages: 52 Posted: 13 Feb 2018 Last Revised: 23 Dec 2019
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Daniels College of Business, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,379
18.

Shell Games: On the Value of Shell Companies

Journal of Corporate Finance, Vol. 17, pp. 850-867, 2011
Number of pages: 52 Posted: 18 Aug 2009 Last Revised: 20 Sep 2011
Accepted Paper Series
University of Wisconsin - Milwaukee - Department of Finance and Iowa State University - Department of Finance
Downloads 1,344
19.

The Dynamics of Sovereign Credit Risk

Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, 2015
Number of pages: 64 Posted: 13 Dec 2007 Last Revised: 19 Nov 2018
Accepted Paper Series
HEC Montréal
Downloads 1,332
20.

Top-Down Versus Bottom-Up Approaches in Risk Management

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 48 Posted: 13 Oct 2008
Working Paper Series
University Osnabrück, Chair of Banking and Finance
Downloads 1,310
21.

Financial Repression in the European Sovereign Debt Crisis

Swedish House of Finance Research Paper No. 14-13, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Review of Finance, Forthcoming
Number of pages: 41 Posted: 27 Apr 2014 Last Revised: 15 Feb 2018
Accepted Paper Series
Stockholm School of Economics and Harvard University

Multiple version iconThere are 2 versions of this paper

Downloads 1,301
22.

In Search of Habitat

Number of pages: 66 Posted: 19 Apr 2012 Last Revised: 05 Feb 2019
Working Paper Series
Shanghai University of Finance and Economics, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 1,221
23.

Can Internet Search Queries Help to Predict Stock Market Volatility?

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, European Financial Management, Forthcoming
Number of pages: 34 Posted: 10 Oct 2011 Last Revised: 07 Jan 2016
Accepted Paper Series
University of Tuebingen - Department of Statistics and Econometrics and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 1,214
24.

The Economic Consequences of a 'Glass-Ceiling': Women on Corporate Boards and Firm Value

AFA 2016 San Francisco Meetings Paper
Number of pages: 56 Posted: 25 Oct 2013 Last Revised: 05 Dec 2018
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 1,204
25.

Fast and Slow Informed Trading

AFA 2013 San Diego Meetings, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2015-1123
Number of pages: 64 Posted: 07 Jun 2011 Last Revised: 28 Feb 2019
Working Paper Series
HEC Paris - Finance Department
Downloads 1,196
26.

Stock Return Predictability from Moving Averages of Prices

Number of pages: 48 Posted: 16 Feb 2018 Last Revised: 27 Nov 2019
Working Paper Series
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,187
27.

The Value of Independent Directors: Evidence from Sudden Deaths

Journal of Financial Economics, Volume 98, Issue 3, December 2010, pages 550-567
Number of pages: 39 Posted: 16 Feb 2009 Last Revised: 30 Mar 2015
Accepted Paper Series
University of Cambridge Judge Business School and Copenhagen Business School - Department of Finance
Downloads 1,180
28.

Factor Investing: Risk Premia vs. Diversification Benefits

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 08 Jun 2015 Last Revised: 10 Sep 2017
Working Paper Series
Amundi Asset Management and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 1,128
29.

Institutional Investors and Stock Return Anomalies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 08 Oct 2014 Last Revised: 27 May 2015
Accepted Paper Series
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,097
30.

How Fast Should Trades Settle?

Management Science, Forthcoming
Number of pages: 56 Posted: 08 Dec 2016 Last Revised: 24 May 2019
Accepted Paper Series
University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 1,077
31.

Adverse Selection and the Performance of Private Equity Co-Investments

Number of pages: 52 Posted: 19 Nov 2016 Last Revised: 15 Dec 2018
Working Paper Series
Technische Universität München (TUM) - TUM School of Management, University of Oxford - Said Business School and Technische Universität München (TUM) - TUM School of Management
Downloads 1,073
32.

Managing the Risk of the Beta Anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 58 Posted: 29 Nov 2016 Last Revised: 16 Dec 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads 1,031
33.

Competition among High-Frequency Traders, and Market Quality

NYU Stern Microstructure Meeting 2013
Number of pages: 53 Posted: 14 May 2013 Last Revised: 30 Dec 2019
Accepted Paper Series
European Central Bank (ECB) - Financial Research

Multiple version iconThere are 2 versions of this paper

Downloads 1,019
34.

The Economics of Capital Allocation in Firms: Evidence from Internal Capital Markets

Number of pages: 62 Posted: 30 Oct 2017 Last Revised: 16 May 2018
Working Paper Series
Karlsruhe Institute of Technology (KIT), Karlsruhe Institute of Technology (KIT) and Karlsruhe Institute of Technology
Downloads 1,003
35.

Intangible Assets and Capital Structure

Number of pages: 60 Posted: 25 Oct 2014 Last Revised: 20 Jun 2019
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads 1,001
36.

Queuing Uncertainty in Limit Order Market

Number of pages: 56 Posted: 06 Oct 2013 Last Revised: 31 Oct 2014
Working Paper Series
INSEAD - Finance
Downloads 997
37.

Is the Chinese Anti-Corruption Campaign Authentic?

29th Annual Conference on Financial Economics & Accounting 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, Finance Down Under 2019 Building on the Best from the Cellars of Finance
Number of pages: 53 Posted: 20 May 2016 Last Revised: 20 Dec 2018
Working Paper Series
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 989
38.

Alpha Decay

SFS Finance Cavalcade 2016, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56 Posted: 21 Mar 2015 Last Revised: 22 Nov 2017
Working Paper Series
Inalytics Limited, Columbia Business School and London Business School - Institute of Finance and Accounting
Downloads 986
39.

Patent Trolls and Startup Employment

Number of pages: 68 Posted: 19 Dec 2016 Last Revised: 17 Oct 2018
Working Paper Series
Boston College - Carroll School of Management, University of Illinois at Chicago - Department of Finance and University of North Carolina Kenan-Flagler Business School
Downloads 957
40.

Trends’ Signal Strength and the Performance of CTAs

Number of pages: 37 Posted: 30 Apr 2016 Last Revised: 03 Oct 2018
Working Paper Series
Ghent University and RPM Risk and Portfolio Management AB
Downloads 953
41.

Regulation and the Anatomy of Ownership Structures in European Listed Firms

Version without internet appendix publised as: Rapp, M.S. and Trinchera, O. 2017), Regulation and the ownership structure of European listed firms, in Kose John , Anil K. Makhija , Stephen P. Ferris (ed.), Advances in Financial Economics, Volume 19: Global Corporate Governance, Emerald Group.
Number of pages: 58 Posted: 23 Nov 2011 Last Revised: 16 Jan 2017
Accepted Paper Series
University of Marburg - School of Business & Economics and Technische Universität München
Downloads 905
42.

Financial Transaction Taxes, Market Composition, and Liquidity

Journal of Finance, Forthcoming
Number of pages: 94 Posted: 12 Feb 2013 Last Revised: 01 Nov 2016
Accepted Paper Series
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research

Multiple version iconThere are 2 versions of this paper

Downloads 892
43.

The Real Costs of Corporate Credit Ratings

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 56 Posted: 04 Mar 2014 Last Revised: 11 Aug 2015
Working Paper Series
Washington University in St. Louis - John M. Olin Business School
Downloads 883
44.

The Real Effects of Lending Relationships on Innovative Firms and Inventor Mobility

Number of pages: 70 Posted: 11 Jun 2012 Last Revised: 10 Aug 2019
Working Paper Series
HEC Paris - Finance Department and Princeton University
Downloads 876
45.

VIX Futures As a Market Timing Indicator

Number of pages: 11 Posted: 04 Jun 2018
Working Paper Series
University of Thessaly and American College of Thessaloniki
Downloads 870
46.

Should We Invest in Microcredit? A Financial Analysis of Microcredit from a USD-Investor's Perspective

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 53 Posted: 13 Dec 2007
Working Paper Series
Vienna University of Economics and Business Administration - Department of Corporate Finance
Downloads 861
47.

Do Stock Markets Really Care About Skewness?

Number of pages: 72 Posted: 11 Sep 2014 Last Revised: 31 Jan 2019
Working Paper Series
Alliance Manchester Business School and NEOMA Business School
Downloads 853
48.

Internalizing Governance Externalities: The Role of Institutional Cross-Ownership

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 27 Mar 2017 Last Revised: 15 Nov 2019
Accepted Paper Series
University of Georgia - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Grenoble Ecole de Management
Downloads 842
49.

Demystifying Pairs Trading: The Role of Volatility and Correlation

Number of pages: 42 Posted: 11 May 2016 Last Revised: 08 Jun 2017
Working Paper Series
Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Downloads 833
50.

Data Abundance and Asset Price Informativeness

HEC Paris Research Paper No. FIN-2014-1036, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 63 Posted: 21 Feb 2014 Last Revised: 30 Aug 2017
Working Paper Series
Université Paris Dauphine - Department of Finance and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 831