SSRN EFA 2009 Bergen Meetings (Archive)

1.

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

Breno Schmidt

Emory University - Goizueta Business School

Downloads 1,029

2.

Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model

Sveriges Riksbank Research Paper Series No. 58, Sveriges Riksbank Working Paper Series No. 227

Number of pages: 47 Posted: 12 Oct 2009

Working Paper Series

Ulf Söderström

Central Bank of Sweden - Research Department

There are 3 versions of this paper

Downloads 53

3.

Macroeconomic Stability: Transition Towards the Nominal Exchange Rate Stability

CERGE-EI Working Paper Series No. 368

Number of pages: 53 Posted: 07 Oct 2009

Working Paper Series

František Brázdik and Juraj Antal

Czech National Bank and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)

Downloads 30

4.

Local Whittle Estimation of Multivariate Fractionally Integrated Processes

CREATES Research Paper 2009-38 (University of Aarhus Ecomics Working Paper Series)

Number of pages: 32 Posted: 10 Sep 2009

Working Paper Series

Frank Nielsen

Aarhus University - Department of Economics and Business Economics

Downloads 65

5.

Social Ideology as Seen through Courtroom and Courthouse Architecture

Columbia Journal of Law & the Arts, Vol. 22, No. 463, 1998

Number of pages: 61 Posted: 20 Aug 2009

Accepted Paper Series

Jonathan D. Rosenbloom

Albany Law School

Downloads 584

6.

Creditor Control Rights, Corporate Governance, and Firm Value

Number of pages: 79 Posted: 17 Aug 2009 Last Revised: 14 Dec 2011

Working Paper Series

Greg Nini, Amir Sufi and David C. Smith

Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce

Downloads 5,761

7.

A Statistical Arbitrage FX Trading System Based on Short Term FX Volatility Swings Forecasting with Institutional Data on JPY Based Investment Flows Into US Markets

Number of pages: 17 Posted: 20 Jul 2009 Last Revised: 01 Oct 2009

Working Paper Series

Pavan Gadiraju

Independent

Downloads 1,356

8.

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

EFA 2009 Bergen Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 260/2009, FEEM Working Paper No. 103.2009

Number of pages: 52 Posted: 20 Apr 2009 Last Revised: 09 Nov 2018

Working Paper Series

Mariassunta Giannetti and Andrei Simonov

Stockholm School of Economics and Michigan State University - Eli Broad Graduate School of Management

There are 3 versions of this paper

Downloads 839

9.

Liquidity and Feasible Debt Relief

EFA 2009 Bergen Meetings Paper

Number of pages: 45 Posted: 20 Feb 2009

Working Paper Series

Josef Zechner and Chris Hennessy

Vienna University of Economics and Business and London Business School

Downloads 111

10.

Do Financial Analysts Restrain Insiders' Informational Advantage?

EFA 2009 Bergen Meetings Paper

Number of pages: 70 Posted: 19 Feb 2009 Last Revised: 12 May 2014

Working Paper Series

Marios A. Panayides, Marios A. Panayides and Andrew Ellul

University of Pittsburgh - Katz Graduate School of BusinessUniversity of Cyprus - Department of Accounting and Finance and Indiana University - Kelley School of Business - Department of Finance

There are 3 versions of this paper

Downloads 218

11.

Does Reputation Limit Opportunistic Behavior in the VC Industry? Evidence from Litigation against VCs

Journal of Finance, 67, 2215-2246 , EFA 2009 Bergen Meetings Paper

Number of pages: 66 Posted: 19 Feb 2009 Last Revised: 02 Aug 2014

Accepted Paper Series

Vladimir A. Atanasov, Vladimir I. Ivanov and Kate Litvak

William and Mary - Raymond A. Mason School of Business, US Securities & Exchange Commission and Northwestern University - Pritzker School of Law

There are 2 versions of this paper

Downloads 643

12.

Leverage and Pricing in Buyouts: An Empirical Analysis

EFA 2009 Bergen Meetings Paper

Number of pages: 53 Posted: 19 Feb 2009

Working Paper Series

Ulf Axelson, Per Strömberg, Tim Jenkinson and Michael S. Weisbach

London School of Economics, Swedish House of Finance, University of Oxford - Said Business School and Ohio State University (OSU) - Department of Finance

Downloads 1,393

13.

Hedging and Vertical Integration in Electricity Markets

EFA 2009 Bergen Meetings Paper

Number of pages: 28 Posted: 19 Feb 2009 Last Revised: 02 Feb 2011

Working Paper Series

René Aïd, Gilles Chemla, Arnaud Porchet and Nizar Touzi

Université Paris-Dauphine, Imperial College Business School, Citibank, N.A. and Ecole Polytechnique, Paris

There are 2 versions of this paper

Downloads 426

14.

Monetary Policy Risk and the Cross-Section of Stock Returns

EFA 2009 Bergen Meetings Paper

Number of pages: 54 Posted: 19 Feb 2009 Last Revised: 16 Mar 2010

Working Paper Series

Erica X. N. Li and Francisco Palomino

University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business

Downloads 206

15.

Liquidity, Volume and Price Efficiency: The Impact of Order vs. Quote Driven Trading

EFA 2009 Bergen Meetings Paper

Number of pages: 39 Posted: 19 Feb 2009 Last Revised: 30 Jul 2012

Working Paper Series

Katya Malinova and Andreas Park

McMaster University - Michael G. DeGroote School of Business and University of Toronto at Mississauga

There are 2 versions of this paper

Downloads 170

16.

The Real Effect of Foreign Banks

EFA 2009 Bergen Meetings Paper

Number of pages: 43 Posted: 19 Feb 2009

Working Paper Series

Robert B. H. Hauswald

American University - Department of Finance and Real Estate

There are 2 versions of this paper

Downloads 156

17.

Contracting Frictions and Cross-Border Capital Flows: Evidence from Venture Capital

EFA 2009 Bergen Meetings Paper

Number of pages: 36 Posted: 19 Feb 2009

Working Paper Series

Laura Anne Lindsey, Ana Laura Balcarcel and Michael G. Hertzel

Arizona State University (ASU) - Finance Department, affiliation not provided to SSRN and Arizona State University (ASU) - Finance Department

There are 2 versions of this paper

Downloads 140

18.

The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

EFA 2009 Bergen Meetings Paper

Number of pages: 52 Posted: 19 Feb 2009

Working Paper Series

Carles Vergara-Alert

University of Navarra - IESE Business School

There are 3 versions of this paper

Downloads 112

19.

Bank Capital, Borrower Power, and Loan Rates

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper, Review of Financial Studies 32(11), 4501-4541, 2019.

Number of pages: 49 Posted: 18 Feb 2009 Last Revised: 18 Jan 2021

Accepted Paper Series

João A. C. Santos and Andrew Winton

Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Carlson School of Management

Downloads 696

20.

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

EFA 2009 Bergen Meetings Paper

Number of pages: 44 Posted: 18 Feb 2009 Last Revised: 04 Jul 2011

Working Paper Series

John B. Donaldson, Natalia Gershun and Marc P. Giannoni

Columbia University - Columbia Business School, Finance, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas

There are 3 versions of this paper

Downloads 113

21.

Investing in Chapter 11 Stocks: Trading, Value, and Performance

EFA 2009 Bergen Meetings Paper

Number of pages: 48 Posted: 17 Feb 2009 Last Revised: 21 Apr 2014

Working Paper Series

Zhaodong Zhong and Lily Li

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Villanova University

Downloads 699

22.

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

Andrea Buraschi, Fabio Trojani and Andrea Vedolin

Imperial College Business School, University of Geneva and Boston University - Department of Finance & Economics

Downloads 1,265

23.

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

Peter Kratz and Torsten Schoeneborn

Humboldt University of Berlin and AHL (Man Investments)

There are 2 versions of this paper

Downloads 1,609

24.

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

Vicky Henderson

University of Warwick

Downloads 812

25.

Generalized Transform Analysis of Affine Processes and Applications in Finance

Number of pages: 43 Posted: 17 Feb 2009 Last Revised: 22 Sep 2011

Working Paper Series

Hui Chen and Scott Joslin

Massachusetts Institute of Technology and University of Southern California - Department of Finance and Business Economics

There are 2 versions of this paper

Downloads 620

26.

Multi-Period Forecasts of Volatility: Direct, Iterated, and Mixed-Data Approaches

EFA 2009 Bergen Meetings Paper

Number of pages: 22 Posted: 17 Feb 2009

Working Paper Series

Eric Ghysels, Rossen I. Valkanov and Antonio Rubia Serrano

University of North Carolina Kenan-Flagler Business School, University of California, San Diego (UCSD) - Rady School of Management and University of Alicante, Department of Financial Economics

There are 2 versions of this paper

Downloads 454

27.

Wall Street Occupations: An Equilibrium Theory of Overpaid Jobs

EFA 2009 Bergen Meetings Paper

Number of pages: 51 Posted: 17 Feb 2009 Last Revised: 08 Jun 2012

Working Paper Series

Ulf Axelson and Philip Bond

London School of Economics and University of Washington - Michael G. Foster School of Business

Downloads 399

28.

Strategic IPOs and Product Market Competition

Journal of Financial Economics (JFE), Vol. 100, pp. 45-67, 2011

Number of pages: 37 Posted: 17 Feb 2009 Last Revised: 25 Sep 2013

Accepted Paper Series

Jiri Chod and Evgeny Lyandres

Boston College and Tel Aviv University

Downloads 371

29.

IPO Lockup Arrangements and Trading by Insiders

EFA 2009 Bergen Meetings Paper

Number of pages: 58 Posted: 17 Feb 2009 Last Revised: 19 Jun 2009

Working Paper Series

Hafiz Hoque and Meziane Lasfer

Swansea University and Bayes Business School, City, University of London

There are 2 versions of this paper

Downloads 307

30.

Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

EFA 2009 Bergen Meetings Paper

Number of pages: 68 Posted: 17 Feb 2009

Working Paper Series

Murray Carlson and Ali Lazrak

affiliation not provided to SSRN and University of British Columbia (UBC) - Sauder School of Business

There are 2 versions of this paper

Downloads 234

31.

Term Premium Dynamics and the Taylor Rule

EFA 2009 Bergen Meetings Paper

Number of pages: 38 Posted: 17 Feb 2009

Working Paper Series

Michael F. Gallmeyer, Burton Hollifield, Francisco Palomino and Stanley E. Zin

University of Virginia (UVA) - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business, University of Michigan, Stephen M. Ross School of Business and New York University (NYU)

Downloads 201

32.

Social Capital and the Viability of Stakeholder-Oriented Firms: Evidence from Norwegian Savings Banks

EFA 2009 Bergen Meetings Paper

Number of pages: 53 Posted: 17 Feb 2009 Last Revised: 04 May 2010

Working Paper Series

Charlotte Ostergaard, Ibolya Schindele and Bent Vale

BI Norwegian Business School, Department of Finance, BI Norwegian Business School and Norges Bank (Central bank of Norway)

Downloads 166

33.

The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach

Journal of Business and Economic Statistics, Forthcoming

Number of pages: 28 Posted: 17 Feb 2009 Last Revised: 15 Nov 2011

Accepted Paper Series

Olesya V. Grishchenko and Marco Rossi

Board of Governors of the Federal Reserve System and Texas A&M

Downloads 155

34.

What Does Equity Sector Orderflow Tell Us about the Economy?

EFA 2009 Bergen Meetings Paper

Number of pages: 51 Posted: 17 Feb 2009

Working Paper Series

Alessandro Beber, Kenneth A. Kavajecz and Michael W. Brandt

Cass Business School, Edgewood College and Duke University - Fuqua School of Business

There are 4 versions of this paper

Downloads 130

35.

Credit Constraints, Firms' Precautionary Investment, and the Business Cycle

Journal of Monetary Economics, Vol. 78, No. April, 2016

Number of pages: 36 Posted: 17 Feb 2009 Last Revised: 20 Oct 2016

Accepted Paper Series

Ander Perez-Orive

Board of Governors of the Federal Reserve System

Downloads 50

36.

Asset Market Games of Survival

EFA 2009 Bergen Meetings Paper

Number of pages: 15 Posted: 17 Feb 2009

Working Paper Series

Rabah Amir, Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé

University of Arizona - Department of Economics, University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics

There are 2 versions of this paper

Downloads 43

37.

Why are U.S. Stocks More Volatile?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper, WBS Finance Group Research Paper No. 112

Number of pages: 49 Posted: 16 Feb 2009 Last Revised: 23 Dec 2019

Working Paper Series

Söhnke M. Bartram, Gregory W. Brown and René M. Stulz

University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance

There are 4 versions of this paper

Downloads 375

38.

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

Thierry Foucault, Ohad Kadan and Eugene Kandel

HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

There are 2 versions of this paper

Downloads 1,127

39.

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

Zhihua Chen, Aziz A. Lookman, Aziz A. Lookman, Norman Schürhoff and Duane J. Seppi

School of Finance, Shanghai University of Finance and Economics, Moody's Research LabsAmazon Capital Services, Swiss Finance Institute - HEC Lausanne and Carnegie Mellon University - David A. Tepper School of Business

Downloads 702

40.

Optimal Casualty Insurance and Repair in the Presence of a Securities Market

Number of pages: 32 Posted: 16 Feb 2009 Last Revised: 30 Nov 2013

Working Paper Series

An Chen and Philip H. Dybvig

University of Ulm - Institute of Insurance Science and Washington University in St. Louis - John M. Olin Business School

Downloads 151

41.

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

Bang Dang Nguyen and Kasper Meisner Nielsen

University of Cambridge Judge Business School and Copenhagen Business School - Department of Finance

Downloads 1,269

42.

Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro-Level Data

Journal of Money, Credit and Banking, Forthcoming

Number of pages: 50 Posted: 16 Feb 2009 Last Revised: 05 Nov 2014

Accepted Paper Series

Darius Palia, Yaxuan Qi and Yangru Wu

Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, City University of Hong Kong (CityU) - Department of Economics & Finance and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 239

43.

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

Thorsten Hens and Marc Oliver Rieger

University of Zurich - Department of Banking and Finance and University of Trier

Downloads 2,657

44.

The Credit Ratings Game

EFA 2009 Bergen Meetings Paper

Number of pages: 46 Posted: 16 Feb 2009

Working Paper Series

Patrick Bolton, Xavier Freixas and Joel Shapiro

Columbia University - Columbia Business School, Economics, Universitat Pompeu Fabra and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences

There are 3 versions of this paper

Downloads 857

45.

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

Oyvind Norli, Charlotte Ostergaard and Ibolya Schindele

BI Norwegian Business School - Department of Financial Economics, BI Norwegian Business School, Department of Finance and BI Norwegian Business School

Downloads 846

46.

How Does Illiquidity Affect Delegated Portfolio Choice?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, WFA 2010 Victoria Meetings Paper, EFA 2009 Bergen Meetings Paper

Number of pages: 85 Posted: 16 Feb 2009 Last Revised: 12 Oct 2018

Accepted Paper Series

Min Dai, Luis Goncalves-Pinto and Jing Xu

The Hong Kong Polytechnic University, University of New South Wales (UNSW) and Renmin University of China - School of Finance

Downloads 587

47.

Why are CEOS Rarely Fired? Evidence from Structural Estimation

EFA 2009 Bergen Meetings Paper

Number of pages: 51 Posted: 16 Feb 2009

Working Paper Series

Lucian A. Taylor

University of Pennsylvania - The Wharton School

Downloads 477

48.

Keynes Meets Markowitz: The Tradeoff between Familiarity and Diversification

EFA 2009 Bergen Meetings Paper

Number of pages: 44 Posted: 16 Feb 2009 Last Revised: 16 Sep 2009

Working Paper Series

Phelim P. Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang

Wilfrid Laurier University - School of Business & Economics, University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School and University of British Columbia (UBC) - Division of Finance

There are 3 versions of this paper