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EFA 2009 Bergen Meetings (Archive)

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Viewing: 1 - 50 of 148 papers

1.

Are Stocks Really Less Volatile in the Long Run?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56 Posted: 26 May 2008 Last Revised: 13 Dec 2011
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 11,242
2.

Bank Lending During the Financial Crisis of 2008

EFA 2009 Bergen Meetings Paper
Number of pages: 45 Posted: 10 Nov 2008 Last Revised: 31 Jul 2009
Working Paper Series
Harvard University and Harvard Business School - Finance Unit
Downloads 9,923
3.

The Failure of Models that Predict Failure: Distance, Incentives and Defaults

Chicago GSB Research Paper No. 08-19, Ross School of Business Paper No. 1122, EFA 2009 Bergen Meetings Paper
Number of pages: 46 Posted: 10 Nov 2008 Last Revised: 15 Aug 2010
Working Paper Series
Stephen M. Ross School of Business, University of Michigan, Stanford University and London Business School
Downloads 5,224
4.

Creditor Control Rights, Corporate Governance, and Firm Value

Number of pages: 79 Posted: 17 Aug 2009 Last Revised: 14 Dec 2011
Working Paper Series
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads 4,768
5.

The Cross-Section and Time-Series of Stock and Bond Returns

Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65 Posted: 11 Feb 2009 Last Revised: 04 May 2017
Working Paper Series
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 3,377
6.

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 26 Mar 2008 Last Revised: 26 Jan 2010
Working Paper Series
University of Notre Dame, New York University (NYU) - Department of Finance and Dartmouth College

Multiple version iconThere are 2 versions of this paper

Downloads 2,812
7.

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance, Forthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 93 Posted: 14 Feb 2009 Last Revised: 02 Mar 2011
Accepted Paper Series
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 2 versions of this paper

Downloads 2,670
8.

Why Does Corporate Governance Affect Firm Value: Evidence on a Self-Dealing Channel from a Natural Experiment in Korea

Journal of Banking and Finance, Vol. 51, 2015, pp. 131-150, EFA 2009 Bergen Meetings Paper, ECGI - Finance Working Paper No. 103/2005, U of Texas Law, Law and Econ Research Paper No. 51, McCombs Research Paper No. 01-05, KDI School of Pub Policy & Management Paper No. 08/19
Number of pages: 57 Posted: 09 Nov 2005 Last Revised: 12 Feb 2017
Accepted Paper Series
Northwestern University - Pritzker School of Law, Korea University Business School, Korea University - Department of Finance and Korea University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,527
9.

Measuring Equity Risk with Option-Implied Correlations

EFA 2009 Bergen Meetings Paper
Number of pages: 39 Posted: 16 Nov 2008 Last Revised: 27 Dec 2012
Working Paper Series
INSEAD and Frankfurt School of Finance & Management
Downloads 2,517
10.

Sovereign Wealth Funds: Investment Choices and Implications Around the World

Number of pages: 49 Posted: 12 Feb 2009 Last Revised: 15 Mar 2011
Working Paper Series
IMD International
Downloads 2,155
11.

Why do Investors Buy Structured Products?

EFA 2009 Bergen Meetings Paper
Number of pages: 31 Posted: 16 Feb 2009 Last Revised: 18 Aug 2011
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Trier
Downloads 2,069
12.

Corporate Fraud, Governance and Auditing

EFA 2009 Bergen Meetings Paper
Number of pages: 40 Posted: 05 Feb 2009 Last Revised: 02 Mar 2009
Working Paper Series
University of Salerno - Centre for Studies in Economics and Finance (CSEF) and University of Naples Federico II - Department of Economics and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 1,895
13.

Are US CEOs Paid More? New International Evidence

EFA 2009 Bergen Meetings Paper, ECGI - Finance Working Paper No. 255/2009, AFA 2011 Denver Meetings Paper
Number of pages: 50 Posted: 12 Feb 2009 Last Revised: 19 Jun 2012
Working Paper Series
IMD International, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Southern California - Marshall School of Business
Downloads 1,843
14.

Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading

EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 06 Feb 2009 Last Revised: 02 Nov 2009
Working Paper Series
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 1,823
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 1,791
16.

Religious Beliefs, Gambling Attitudes, and Financial Market Outcomes

EFA 2009 Bergen Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 82 Posted: 31 Jan 2009 Last Revised: 04 Apr 2011
Accepted Paper Series
University of Miami - School of Business Administration, Brigham Young University and Tilburg University - Department of Finance
Downloads 1,778
17.

Dynamic Hedging in Incomplete Markets: A Simple Solution

AFA 2012 Chicago Meetings Paper
Number of pages: 49 Posted: 07 Nov 2008 Last Revised: 12 May 2011
Working Paper Series
London Business School and London School of Economics and Political Science

Multiple version iconThere are 2 versions of this paper

Downloads 1,658
18.

Fundamentals, Trader Activity and Derivative Pricing

EFA 2009 Bergen Meetings Paper
Number of pages: 56 Posted: 02 Mar 2007 Last Revised: 13 Feb 2009
Working Paper Series
Bank of Canada, Standard Chartered Bank, American University, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
Downloads 1,594
19.

Optimal Liquidation in Dark Pools

EFA 2009 Bergen Meetings Paper
Number of pages: 59 Posted: 17 Feb 2009 Last Revised: 18 Apr 2014
Working Paper Series
Humboldt University of Berlin and AHL (Man Investments)

Multiple version iconThere are 2 versions of this paper

Downloads 1,490
20.

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 1,473
21.

Private Equity and Long-Run Investment: The Case of Innovation

EFA 2009 Bergen Meetings Paper
Number of pages: 49 Posted: 17 Feb 2008 Last Revised: 25 Oct 2014
Working Paper Series
Copenhagen Business School, Swedish House of Finance and Harvard Business School - Finance Unit

Multiple version iconThere are 3 versions of this paper

Downloads 1,407
22.

The Dynamics of Sovereign Credit Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 37 Posted: 13 Dec 2007 Last Revised: 23 Sep 2013
Accepted Paper Series
HEC Montréal
Downloads 1,263
23.

Estimating Security Betas Using Prior Information Based on Firm Fundamentals

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, WFA 2009 San Diego Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 13 Feb 2009 Last Revised: 25 Feb 2017
Working Paper Series
Erasmus University - Rotterdam School of Management, Tilburg University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University
Downloads 1,257
24.

The Diminishing Liquidity Premium

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 60 Posted: 19 Mar 2008 Last Revised: 02 Aug 2013
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Washington University in St. Louis - John M. Olin Business School and Tel Aviv University - Coller School of Management
Downloads 1,194
25.
Downloads 1,179
26.

Leverage and Pricing in Buyouts: An Empirical Analysis

EFA 2009 Bergen Meetings Paper
Number of pages: 53 Posted: 19 Feb 2009
Working Paper Series
London School of Economics, Swedish House of Finance, University of Oxford - Said Business School and Ohio State University (OSU) - Department of Finance
Downloads 1,174
27.

Bond Liquidity Premia

Review of Financial Studies, (2012) 25 (4):1207-1254, EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 01 Mar 2007 Last Revised: 22 Nov 2012
Accepted Paper Series
Bank of Canada and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 1,127
28.

When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 17 Feb 2009 Last Revised: 16 Sep 2013
Accepted Paper Series
The University of Chicago, University of Geneva and Boston University - Department of Finance & Economics
Downloads 1,098
29.

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 1,078
30.

Tiebreaker: Certification and Multiple Credit Ratings

Yale ICF Working Paper No. 08-27, EFA 2009 Bergen Meetings Paper, AFA 2011 Denver Meetings Paper
Number of pages: 65 Posted: 29 Nov 2008 Last Revised: 10 Sep 2011
Working Paper Series
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,037
31.

Liquidity Cycles and Make/Take Fees in Electronic Markets

Journal of Finance, Fforthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 71 Posted: 16 Feb 2009 Last Revised: 15 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 991
32.

Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

EFA 2009 Bergen Meetings Paper
Number of pages: 183 Posted: 22 Nov 2006 Last Revised: 03 Feb 2013
Working Paper Series
University of Queensland - Business School
Downloads 962
33.

Costs and Benefits of 'Friendly' Boards during Mergers and Acquisitions

EFA 2009 Bergen Meetings Paper
Number of pages: 51 Posted: 13 Mar 2014 Last Revised: 13 Mar 2014
Working Paper Series
Emory University - Goizueta Business School
Downloads 922
34.

Institutional Investment in Syndicated Loans

UBC Winter Finance Conference 2008 Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 45 Posted: 19 Mar 2008 Last Revised: 20 Jul 2015
Working Paper Series
Brandeis University - International Business School and affiliation not provided to SSRN
Downloads 893
35.

Estimating Equity Premia from CDS Spreads

EFA 2009 Bergen Meetings Paper
Number of pages: 30 Posted: 16 Oct 2007 Last Revised: 22 Jun 2016
Working Paper Series
Technische Universität München (TUM) and Frankfurt School of Finance & Management
Downloads 892
36.

The Credit Ratings Game

EFA 2009 Bergen Meetings Paper
Number of pages: 46 Posted: 16 Feb 2009
Working Paper Series
Columbia Business School - Department of Economics, Universitat Pompeu Fabra and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences

Multiple version iconThere are 3 versions of this paper

Downloads 788
37.

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57 Posted: 14 Mar 2008 Last Revised: 15 Dec 2015
Working Paper Series
New York University - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management

Multiple version iconThere are 6 versions of this paper

Downloads 782
38.

Consumption Volatility Risk

Journal of Finance, Forthcoming
Number of pages: 40 Posted: 11 Feb 2009 Last Revised: 18 Oct 2012
Accepted Paper Series
Arizona State University (ASU) - Finance Department and Carnegie Mellon University - David A. Tepper School of Business
Downloads 769
39.

On the Real Effects of Bank Bailouts: Micro-Evidence from Japan

EFA 2009 Bergen Meetings Paper, ECGI - Finance Working Paper No. 260/2009, FEEM Working Paper No. 103.2009
Number of pages: 46 Posted: 20 Apr 2009 Last Revised: 20 Jun 2016
Working Paper Series
Stockholm School of Economics and Michigan State University - Eli Broad Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 757
40.

Red and Blue Investing: Values and Finance

Simon School Working Paper No. FR 09-06, EFA 2009 Bergen Meetings Paper
Number of pages: 51 Posted: 10 Aug 2008 Last Revised: 18 Mar 2010
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Carroll School of Management, Boston College
Downloads 744
41.

The Cost of Financial Distress and the Timing of Default

EFA 2009 Bergen Meetings Paper
Number of pages: 50 Posted: 04 Feb 2009 Last Revised: 26 May 2009
Working Paper Series
University of Toronto - Rotman School of Management, University of California, San Diego (UCSD) - Rady School of Management and McGill University
Downloads 715
42.

Prospect Theory, Liquidation and the Disposition Effect

EFA 2009 Bergen Meetings Paper
Number of pages: 34 Posted: 17 Feb 2009 Last Revised: 03 Oct 2011
Working Paper Series
University of Warwick
Downloads 700
43.

Oil Price Shocks and Stock Return Predictability

EFA 2009 Bergen Meetings Paper
Number of pages: 46 Posted: 11 Feb 2009 Last Revised: 20 Aug 2009
Working Paper Series
Norwegian School of Economics (NHH) - Department of Finance
Downloads 684
44.

Liquidity and Shareholder Activism

Forthcoming The Review of Financial Studies
Number of pages: 48 Posted: 16 Feb 2009 Last Revised: 21 Jun 2014
Accepted Paper Series
BI Norwegian Business School - Department of Financial Economics, BI Norwegian Business School, Department of Finance and BI Norwegian Business School
Downloads 669
45.

Rating-Based Investment Practices and Bond Market Segmentation

WFA 2012 Las Vegas Meetings Paper, Swiss Finance Institute Research Paper No. 10-30
Number of pages: 62 Posted: 16 Feb 2009 Last Revised: 27 Jun 2014
Working Paper Series
School of Finance, Shanghai University of Finance and Economics, AIG International, Inc., University of Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads 646
46.

Lévy Jump Risk: Evidence from Options and Returns

EFA 2009 Bergen Meetings, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 13 Sep 2008 Last Revised: 10 Aug 2013
Accepted Paper Series
University of Toronto - Rotman School of Management
Downloads 642
47.

Rollover Risk and Market Freezes

EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 11 Jan 2009 Last Revised: 09 Aug 2010
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Economics and University of Amsterdam - Faculty of Economics and Business (FEB)

Multiple version iconThere are 4 versions of this paper

Downloads 641
48.

Securitization, Transparency and Liquidity

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56 Posted: 05 Feb 2009 Last Revised: 30 Dec 2010
Working Paper Series
University of Naples Federico II - Department of Economics and Statistics and City University London - Faculty of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 622
49.

The Costs of Being Private: Evidence from the Loan Market

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 01 Feb 2009 Last Revised: 30 May 2011
Accepted Paper Series
New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 608
50.

The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper, University of Alberta School of Business Research Paper No. 2014-11
Number of pages: 39 Posted: 15 Feb 2009 Last Revised: 08 Dec 2013
Accepted Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, Georgetown University - Department of Finance, Boston College - Department of Finance and University of Central Florida - College of Business Administration
Downloads 604