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EFA 2009 Bergen Meetings (Archive)

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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
Emory University - Goizueta Business School
Downloads 966
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
Central Bank of Sweden - Research Department

Multiple version iconThere are 3 versions of this paper

Downloads 48
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
Czech National Bank and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 24
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
Aarhus University - Department of Economics
Downloads 59
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
Drake University Law School
Downloads 529
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
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads 5,310
7.
Downloads 1,264
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
Stockholm School of Economics and Michigan State University - Eli Broad Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 796
9.

Liquidity and Feasible Debt Relief

EFA 2009 Bergen Meetings Paper
Number of pages: 45 Posted: 20 Feb 2009
Working Paper Series
Vienna University of Economics and Business and London Business School
Downloads 106
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
University of Cyprus - Department of Accounting and Finance and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 210
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
William and Mary - Raymond A. Mason School of Business, US Securities & Exchange Commission and Northwestern University - Pritzker School of Law

Multiple version iconThere are 2 versions of this paper

Downloads 584
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
London School of Economics, Swedish House of Finance, University of Oxford - Said Business School and Ohio State University (OSU) - Department of Finance
Downloads 1,312
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
Université Paris-Dauphine, Imperial College Business School, Citibank, N.A. and Ecole Polytechnique, Paris

Multiple version iconThere are 2 versions of this paper

Downloads 416
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
University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 192
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
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 154
16.

The Real Effect of Foreign Banks

EFA 2009 Bergen Meetings Paper
Number of pages: 43 Posted: 19 Feb 2009
Working Paper Series
American University - Department of Finance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 145
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
Arizona State University (ASU) - Finance Department, affiliation not provided to SSRN and Arizona State University (ASU) - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 131
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
University of Navarra - IESE Business School

Multiple version iconThere are 3 versions of this paper

Downloads 106
19.

Bank Capital, Borrower Power, and Loan Rates

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 49 Posted: 18 Feb 2009 Last Revised: 01 Feb 2014
Working Paper Series
Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 653
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
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas

Multiple version iconThere are 3 versions of this paper

Downloads 107
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
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Temple University - Department of Finance
Downloads 599
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
Imperial College Business School, Swiss Finance Institute and Boston University - Department of Finance & Economics
Downloads 1,200
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
Humboldt University of Berlin and AHL (Man Investments)

Multiple version iconThere are 2 versions of this paper

Downloads 1,565
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
University of Warwick
Downloads 757
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
Massachusetts Institute of Technology and University of Southern California

Multiple version iconThere are 2 versions of this paper

Downloads 587
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
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

Multiple version iconThere are 2 versions of this paper

Downloads 383
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
London School of Economics and University of Washington - Michael G. Foster School of Business
Downloads 341
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
Boston College and Boston University
Downloads 316
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
University of York and Cass Business School, City, University of London

Multiple version iconThere are 2 versions of this paper

Downloads 274
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
University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 213
31.

Term Premium Dynamics and the Taylor Rule

EFA 2009 Bergen Meetings Paper
Number of pages: 38 Posted: 17 Feb 2009
Working Paper Series
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 186
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
BI Norwegian Business School, Department of Finance, BI Norwegian Business School and Norges Bank (Central bank of Norway)
Downloads 149
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
Board of Governors of the Federal Reserve System and Texas A&M
Downloads 145
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
Cass Business School, affiliation not provided to SSRN and Duke University - Fuqua School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 118
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
Federal Reserve Board
Downloads 43
36.

Asset Market Games of Survival

EFA 2009 Bergen Meetings Paper
Number of pages: 15 Posted: 17 Feb 2009
Working Paper Series
University of Arizona - Department of Economics, University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 38
37.

Why are U.S. Stocks More Volatile?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 49 Posted: 16 Feb 2009 Last Revised: 10 Mar 2014
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 344
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
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 1,055
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
School of Finance, Shanghai University of Finance and Economics, Moody's Research Labs, University of Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads 677
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
University of Ulm and Washington University in St. Louis - John M. Olin Business School
Downloads 141
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
University of Cambridge Judge Business School and Copenhagen Business School - Department of Finance
Downloads 1,173
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
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 220
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
University of Zurich - Department of Banking and Finance and University of Trier
Downloads 2,363
44.

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 827
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
BI Norwegian Business School - Department of Financial Economics, BI Norwegian Business School, Department of Finance and BI Norwegian Business School
Downloads 763
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
National University of Singapore (NUS) - Department of Mathematics, University of New South Wales (UNSW) and Renmin University of China - School of Finance
Downloads 514
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
University of Pennsylvania - The Wharton School
Downloads 378
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
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

Multiple version iconThere are 3 versions of this paper

Downloads 369
49.

Assessing Misspecified Asset Pricing Models with Empirical Likelihood Estimators

EFA 2009 Bergen Meetings Paper
Number of pages: 44 Posted: 16 Feb 2009 Last Revised: 07 Jul 2010
Working Paper Series
Getulio Vargas Foundation and Université de Montréal - CIREQ - Département de sciences économiques

Multiple version iconThere are 2 versions of this paper

Downloads 256
50.

Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency

EFA 2009 Bergen Meetings Paper
Number of pages: 46 Posted: 16 Feb 2009 Last Revised: 30 Jun 2009
Working Paper Series
James Madison University - College of Business
Downloads 251