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Paris December Finance Meetings EUROFIDAI - AFFI

226,506 Total downloads

Viewing: 1 - 50 of 925 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 9,014
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 7,199
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 7,070
4.

Are CEOs Different? Characteristics of Top Managers

Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 15 Mar 2016 Last Revised: 10 Aug 2017
Working Paper Series
University of Chicago - Booth School of Business and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 4,062
5.

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

Number of pages: 41 Posted: 11 Jun 2014 Last Revised: 13 Jan 2017
Working Paper Series
Florida Atlantic University, Université Lumière Lyon 2 and SKEMA Business School
Downloads 3,446
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 2,466
7.

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 2,000
8.

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 1,621
9.

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 1,610
10.

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 1,603
11.

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 1,565
12.

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 1,523
13.

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 1,494
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 1,418
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 1,326
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 1,325
17.

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 1,307
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 1,287
19.

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 1,265
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 1,229
21.

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 1,209
22.

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 1,193
23.

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 Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 1,150
24.

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 1,146
25.

Bitcoin: Learning and Predictability via Technical Analysis

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 13 Feb 2018 Last Revised: 19 Mar 2019
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Reiman School of Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,127
26.

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 1,092
27.

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 1,090
28.

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 1,039
29.

How Fast Should Trades Settle?

Society for Financial Studies (SFS) Cavalcade, 2017, EFA 2017 Mannheim Meetings Paper, Rotman School of Management Working Paper No. 2881331, Swedish House of Finance Research Paper No. 17-4
Number of pages: 50 Posted: 08 Dec 2016 Last Revised: 18 Dec 2018
Working Paper Series
University of Toronto - Finance Area and University of Toronto - Finance Area
Downloads 985
30.

Replicating the Properties of Hedge Fund Returns

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, UBC Winter Finance Conference 2008 Paper
Number of pages: 50 Posted: 13 Dec 2007
Working Paper Series
HEC Montreal - Department of Finance, Department of Decision Sciences, HEC Montreal and Pavilion Advisory Group
Downloads 968
31.

Competition between High-Frequency Traders, and Market Quality

NYU Stern Microstructure Meeting 2013
Number of pages: 61 Posted: 14 May 2013 Last Revised: 04 Dec 2013
Accepted Paper Series
European Central Bank (ECB) - Financial Research
Downloads 963
32.

Stock Return Predictability: New Evidence from Moving Averages of Prices and Firm Fundamentals

Number of pages: 76 Posted: 16 Feb 2018 Last Revised: 05 Feb 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 963
33.

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 961
34.

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 944
35.

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 926
36.

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 895
37.

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 881
38.

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 University of Georgia - Department of Finance
Downloads 881
39.

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 870
40.

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 855
41.

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 842
42.

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 840
43.

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 839
44.

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 839
45.

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, Northeastern University, D'Amore-McKim School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 819
46.

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

Number of pages: 70 Posted: 11 Jun 2012 Last Revised: 23 May 2016
Working Paper Series
HEC Paris - Finance Department and Princeton University
Downloads 814
47.

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 796
48.

'Effective' Parameters for Stochastic Volatility Models

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 20 Posted: 26 Dec 2007
Working Paper Series
Ecole des Mines de Paris
Downloads 773
49.

Trade Credit and Industry Dynamics: Evidence from Trucking Firms

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 04 Oct 2013 Last Revised: 30 May 2015
Accepted Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 772
50.

Intangible Assets and Capital Structure

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65 Posted: 25 Oct 2014 Last Revised: 14 Jun 2018
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads 763