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Paris December Finance Meetings EUROFIDAI - AFFI

379,323 Total downloads

Viewing: 1 - 50 of 1,115 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 10,991
2.

Momentum Strategies in Futures Markets and Trend-following Funds

Number of pages: 60 Posted: 06 Dec 2011 Last Revised: 29 Jan 2021
Working Paper Series
Imperial College Business SchoolGoldman Sachs International and Imperial College Business School
Downloads 9,262
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 National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 8,145
4.

Are CEOs Different?

Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI, Journal of Finance, Forthcoming
Number of pages: 61 Posted: 15 Mar 2016 Last Revised: 30 Oct 2020
Accepted Paper Series
University of Chicago - Booth School of Business and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 5,144
5.

Retail Trader Sophistication and Stock Market Quality: Evidence from Brokerage Outages

Number of pages: 58 Posted: 01 Feb 2021 Last Revised: 19 Apr 2022
Working Paper Series
Oklahoma State University - Stillwater - Department of Finance, Emory University - Department of Finance, Oklahoma State University - Department of Finance and Emory University - Goizueta Business School
Downloads 4,606
6.

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: 28 May 2021
Accepted Paper Series
Boston University
Downloads 4,444
7.

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, CERGAM - Aix-Marseille University and SKEMA Business School
Downloads 4,286
8.

A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 101 Posted: 20 Sep 2019 Last Revised: 02 May 2022
Working Paper Series
Boston University
Downloads 3,657
9.

Material Sustainability Information and Stock Price Informativeness

Journal of Business Ethics, Forthcoming
Number of pages: 65 Posted: 10 May 2017 Last Revised: 16 Feb 2021
Accepted Paper Series
Joseph L. Rotman School of Management - University of Toronto, Oxford University, Saïd Business School and Harvard Business School
Downloads 3,486
10.

Crypto Wash Trading

Number of pages: 62 Posted: 02 Mar 2020 Last Revised: 16 Aug 2021
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Newcastle - Newcastle University Business School, Institute of Economics, School of Social Sciences, Tsinghua University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 3,291
11.

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 - Faculty of Business
Downloads 2,483
12.

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 2,343
13.

(In)-Credibly Green: Which Bonds Trade at a Green Bond Premium?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 28 Mar 2019 Last Revised: 03 May 2021
Working Paper Series
Goethe University Frankfurt - House of FinanceUniversity of Hamburg, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 2,303
14.

Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuities

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 22 Posted: 09 Oct 2009 Last Revised: 08 Dec 2009
Working Paper Series
Université Paris Dauphine and Daiwa Capital Markets Europe

Multiple version iconThere are 2 versions of this paper

Downloads 2,251
15.

Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 03 Jun 2020 Last Revised: 19 Jan 2021
Accepted Paper Series
University of Arizona, Eller College of Management, Department of Finance, Students, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 2,123
16.

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

Number of pages: 51 Posted: 13 Feb 2018 Last Revised: 31 Jan 2020
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 2,117
17.

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
University of Hamburg, Deka Investment GmbH and Deka Investment GmbHTechnical University of Darmstadt
Downloads 2,112
18.

Moving Average Distance as a Predictor of Equity Returns

Review of Financial Economics, Forthcoming
Number of pages: 40 Posted: 16 Feb 2018 Last Revised: 01 Sep 2020
Accepted Paper Series
Interdisciplinary Center (IDC) Herzliyah, Bar-Ilan University - Graduate School of Business Administration and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,926
19.

Machine Learning and the Stock Market

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 73 Posted: 27 Aug 2018 Last Revised: 31 Jan 2022
Working Paper Series
University of Utah - David Eccles School of Business and Stockholm University
Downloads 1,720
20.

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 1,710
21.

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

Number of pages: 62 Posted: 30 Oct 2017 Last Revised: 17 Jun 2021
Working Paper Series
Karlsruhe Institute of Technology (KIT), Karlsruhe Institute of Technology (KIT) and Karlsruhe Institute of Technology
Downloads 1,709
22.

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 1,707
23.

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, Drexel University - Bennett S. LeBow College of Business and Bocconi University - Department of Finance
Downloads 1,705
24.

The Big Three and Corporate Carbon Emissions Around the World

Journal of Financial Economics (JFE), Forthcoming, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, European Corporate Governance Institute – Finance Working Paper 715/2020
Number of pages: 78 Posted: 03 Apr 2020 Last Revised: 06 Dec 2020
Accepted Paper Series
University of Navarra, IESE Business School, IESE Business School, University of Navarra, IESE Business School and University of Navarra, IESE Business School
Downloads 1,684
25.

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 1,684
26.

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 1,654
27.

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 1,643
28.

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 1,642
29.

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 - Said Business SchoolUniversity of Oxford - Oxford-Man Institute of Quantitative Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,638
30.

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 1,635
31.

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 1,541
32.

Female Directors and Firm Value: New Evidence from Directors' Deaths

AFA 2016 San Francisco Meetings Paper
Number of pages: 59 Posted: 25 Oct 2013 Last Revised: 22 Nov 2021
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 1,509
33.

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 1,430
34.

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 1,413
35.

Is the Chinese Anti-Corruption Campaign Authentic? Evidence from Corporate Investigations

29th Annual Conference on Financial Economics & Accounting 2018, Finance Down Under 2019 Building on the Best from the Cellars of Finance, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, PBCSF-NIFR Research Paper
Number of pages: 108 Posted: 20 May 2016 Last Revised: 23 Apr 2021
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 1,412
36.

ESG Lending

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC, European Corporate Governance Institute – Finance Working Paper No. 817/2022
Number of pages: 68 Posted: 11 Jun 2021 Last Revised: 28 Mar 2022
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida, Seoul National University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 1,411
37.

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
UNSW Business School
Downloads 1,389
38.

Managing the Risk of the Beta Anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 43 Posted: 29 Nov 2016 Last Revised: 28 Jun 2021
Working Paper Series
CATÓLICA-LISBON School of Business & Economics, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics
Downloads 1,350
39.

Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 62 Posted: 16 Mar 2021 Last Revised: 27 Jan 2022
Working Paper Series
London Business School, Universitat Pompeu Fabra, Universidad Carlos III de Madrid - Department of Statistics and University of Edinburgh - Edinburgh Business School
Downloads 1,323
40.

Alpha Decay and Institutional Trading

Number of pages: 58 Posted: 21 Mar 2015 Last Revised: 27 Jan 2022
Working Paper Series
Inalytics Limited, Columbia Business School and London Business School - Institute of Finance and Accounting
Downloads 1,309
41.

Whom to follow: Individual Manager Performance and Persistence in Private Equity Investments

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 31 Posted: 29 Oct 2019
Working Paper Series
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM), University of Oxford - Said Business School and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 1,298
42.

Fast and Slow Informed Trading

Journal of Financial Markets, Vol. 43, Mar. 2019, pp. 1-30 (Lead Article), HEC Paris Research Paper No. FIN-2015-1123
Number of pages: 64 Posted: 07 Jun 2011 Last Revised: 16 Mar 2021
Accepted Paper Series
HEC Paris - Finance Department
Downloads 1,289
43.

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 Hohenheim and Deutsche BundesbankUniversity of Cologne - Centre for Financial Research (CFR)

Multiple version iconThere are 2 versions of this paper

Downloads 1,287
44.

Does Socially Responsible Investing Change Firm Behavior?

European Corporate Governance Institute – Finance Working Paper No. 762/2021, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 78 Posted: 05 May 2021 Last Revised: 06 Feb 2022
Working Paper Series
University of Utah - David Eccles School of Business, University of Miami Herbert Business School, The University of Hong Kong and University of Utah - Department of Finance
Downloads 1,276
45.

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 1,269
46.

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 1,254
47.

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 1,250
48.

In Search of Habitat

Number of pages: 72 Posted: 19 Apr 2012 Last Revised: 04 Jun 2021
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 1,238
49.

How Competitive is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 60 Posted: 07 Apr 2021 Last Revised: 18 Oct 2021
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Minnesota, Finance
Downloads 1,237
50.

How Fast Should Trades Settle?

Management Science 66 (2020), 4573-4593
Number of pages: 56 Posted: 08 Dec 2016 Last Revised: 11 Feb 2022
Accepted Paper Series
University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 1,232