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AFA 2010 Atlanta Meetings (Archive)

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Viewing: 1 - 50 of 139 papers

1.

Mortgage Credit Ratings and the Financial Crisis: The Need for a State-Run Mortgage Security Credit Rating Agency

Columbia Business Law Review, Vol. 2010, No. 1, 2010
Number of pages: 33 Posted: 27 Feb 2010
Accepted Paper Series
affiliation not provided to SSRN
Downloads 477
2.

The Reaction of Emerging Market Credit Default Swap Spreads to Sovereign Credit Rating Changes

Journal of Banking and Finance, Vol. 34, pp. 2861-2873, 2010
Number of pages: 47 Posted: 29 Oct 2009 Last Revised: 14 Nov 2010
Accepted Paper Series
Pace University - Lubin School of Business and University of Massachusetts at Amherst - Isenberg School of Management
Downloads 684
3.

Tinbergen's Cycle: An Arithmetic Error

Econometric Theory, Vol. 11, 1995
Posted: 18 Jul 2009
Accepted Paper Series
Utrecht University School of Economics
4.

Strategic Allocation: The Role of Corporate Bond Indices?

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 14 May 2009 Last Revised: 14 May 2009
Working Paper Series
New York University (NYU) - Department of Finance
Downloads 801
5.

How Important is the Financial Press in Global Markets?

AFA 2010 Atlanta Meetings Paper
Number of pages: 104 Posted: 31 Mar 2009 Last Revised: 19 Nov 2011
Working Paper Series
University of Texas at Austin - Department of Finance, London Business School and University of Melbourne - Department of Finance
Downloads 412
6.

Who Disciplines Bank Managers?

AFA 2010 Atlanta Meetings Paper
Number of pages: 50 Posted: 30 Mar 2009
Working Paper Series
International Monetary Fund (IMF), International Monetary Fund (IMF), University of Bristol and International Monetary Fund (IMF)

Multiple version iconThere are 3 versions of this paper

Downloads 275
7.

Correlation in Corporate Defaults: Contagion or Conditional Independence?

AFA 2010 Atlanta Meetings Paper
Number of pages: 41 Posted: 25 Mar 2009 Last Revised: 14 Dec 2009
Working Paper Series
Copenhagen Business School and Copenhagen Business School - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 248
8.

Does Governance Travel around the World? Evidence from Institutional Investors

Fisher College of Business Working Paper No. 2009-008, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 267/2018, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, Fourth Singapore International Conference on Finance 2010 Paper
Number of pages: 72 Posted: 24 Mar 2009 Last Revised: 29 Oct 2018
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Ohio State University (OSU) - Department of Finance, Nova School of Business and Economics and University of Virginia - Darden School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,574
9.

Asset Pricing with Left-Skewed Long-Run Risk in Durable Consumption

Simon School Working Paper No. FR 09-09, AFA 2010 Atlanta Meetings Paper
Number of pages: 55 Posted: 24 Mar 2009 Last Revised: 14 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance
Downloads 227
10.

Dynamic Trading with Predictable Returns and Transaction Costs

AFA 2010 Atlanta Meetings Paper
Number of pages: 64 Posted: 24 Mar 2009 Last Revised: 18 Aug 2009
Working Paper Series
University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC

Multiple version iconThere are 3 versions of this paper

Downloads 943
11.

Are Analysts’ Forecasts Informative to the General Public?

Management Science, Forthcoming
Number of pages: 30 Posted: 23 Mar 2009 Last Revised: 05 Sep 2013
Accepted Paper Series
University of Maryland - Robert H. Smith School of Business, Rutgers School of Business-Camden and Tulane University - A.B. Freeman School of Business
Downloads 945
12.

Ending 'To Big To Fail': Government Promises vs. Investor Perceptions

Review of Finance, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 40 Posted: 23 Mar 2009 Last Revised: 17 Jun 2014
Working Paper Series
Washington University in St. Louis, Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Asian Development Bank
Downloads 458
13.

Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act

Number of pages: 58 Posted: 23 Mar 2009 Last Revised: 02 Nov 2014
Working Paper Series
Northwestern University - Kellogg School of Management and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 272
14.

A Reference Point Theory of Mergers and Acquisitions

AFA 2010 Atlanta Meetings Paper
Number of pages: 47 Posted: 23 Mar 2009 Last Revised: 23 Nov 2009
Working Paper Series
Harvard Business School, Harvard University and NYU Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,523
15.

Giants at the Gate: Investment Returns and Diseconomies of Scale in Private Equity

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 56 Posted: 23 Mar 2009 Last Revised: 17 Jan 2014
Accepted Paper Series
SKEMA Business School, University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 2,390
16.

Global, Local, and Contagious Investor Sentiment

Journal of Financial Economics (JFE), Vol. 104, pp 272-287, May 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 47 Posted: 23 Mar 2009 Last Revised: 11 Mar 2012
Accepted Paper Series
Harvard Business School, NYU Stern School of Business and Shanghai Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 1,931
17.

A New Perspective on Gaussian Dynamic Term Structure Models

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 55 Posted: 23 Mar 2009 Last Revised: 13 Oct 2010
Working Paper Series
University of Southern California, Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,879
18.

Are All CEOs above Average? An Empirical Analysis of Compensation Peer Groups and Pay Design

AFA 2010 Atlanta Meetings Paper
Number of pages: 48 Posted: 23 Mar 2009 Last Revised: 17 Aug 2009
Working Paper Series
Texas Christian University, University of Utah - Department of Finance and University of Utah - Department of Finance
Downloads 716
19.

Managerial Overconfidence and Corporate Risk Management

AFA 2010 Atlanta Meetings Paper
Number of pages: 41 Posted: 23 Mar 2009 Last Revised: 23 Jul 2012
Working Paper Series
Humboldt University, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma - Division of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 460
20.

What is the Shape of the Risk-Return Relation?

AFA 2010 Atlanta Meetings Paper
Number of pages: 58 Posted: 23 Mar 2009 Last Revised: 09 Apr 2010
Working Paper Series
Board of Governors of the Federal Reserve System and UCSD
Downloads 457
21.

What Does Equity Sector Orderflow Tell Us About the Economy?

AFA 2010 Atlanta Meetings Paper
Number of pages: 61 Posted: 23 Mar 2009 Last Revised: 05 Nov 2010
Working Paper Series
Cass Business School, Duke University - Fuqua School of Business and affiliation not provided to SSRN

Multiple version iconThere are 4 versions of this paper

Downloads 386
22.

Equity Markets and Institutions: The Case of Japan

AFA 2010 Atlanta Meetings Paper
Number of pages: 48 Posted: 23 Mar 2009
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School and Waseda University - Graduate School of Commerce
Downloads 280
23.

The Impact of Corruption on State Asset Sales - Evidence from China

AFA 2010 Atlanta Meetings Paper
Number of pages: 35 Posted: 23 Mar 2009
Working Paper Series
Columbia University - Columbia Business School and National Bureau of Economic Research (NBER)
Downloads 228
24.

Tit-for-Tat Compensation

AFA 2010 Atlanta Meetings Paper
Number of pages: 36 Posted: 23 Mar 2009 Last Revised: 15 Dec 2009
Working Paper Series
UNSW Australia Business School, School of Banking and Finance
Downloads 215
25.

Benefits of Focus vs. Heterogeneity: An Analysis of Corporate Boards

AFA 2010 Atlanta Meetings Paper
Number of pages: 44 Posted: 23 Mar 2009 Last Revised: 23 Jan 2013
Working Paper Series
Independent, Independent and Wake Forest University
Downloads 159
26.

Competition, Financial Innovation and Specialization in Credit Markets

AFA 2010 Atlanta Meetings Paper
Number of pages: 44 Posted: 23 Mar 2009 Last Revised: 23 Aug 2011
Working Paper Series
Federal Reserve Board

Multiple version iconThere are 2 versions of this paper

Downloads 102
27.

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

AFA 2010 Atlanta Meetings Paper
Number of pages: 27 Posted: 22 Mar 2009 Last Revised: 10 Mar 2014
Working Paper Series
Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside

Multiple version iconThere are 5 versions of this paper

Downloads 245
28.

Auctioned IPOs: The U.S. Evidence

AFA 2010 Atlanta Meetings Paper
Number of pages: 51 Posted: 22 Mar 2009 Last Revised: 09 Mar 2013
Working Paper Series
University of Lugano - Faculty of Economics, HEC Paris - Finance Department and University of Toronto - Rotman School of Management (Deceased)

Multiple version iconThere are 3 versions of this paper

Downloads 146
29.

Strategic Order Submission and Cancellation in Pre-Opening Periods: The Case of IPO Firms

Number of pages: 52 Posted: 22 Mar 2009 Last Revised: 22 May 2016
Working Paper Series
Colonial First State Global Asset Management, Australian National University (ANU) - School of Finance and Applied Statistics and Australian School of Business - University of New South Wales
Downloads 383
30.

Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices

Management Science, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 37 Posted: 22 Mar 2009 Last Revised: 23 May 2013
Accepted Paper Series
University of Illinois at Urbana-Champaign, University of Texas at Dallas and University of Maryland - Robert H. Smith School of Business
Downloads 871
31.

In Search of Attention

AFA 2010 Atlanta Meetings Paper
Number of pages: 45 Posted: 22 Mar 2009 Last Revised: 30 Oct 2014
Working Paper Series
University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Downloads 2,552
32.

What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?

Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 24 Jun 2012
Accepted Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,787
33.

Did Subjectivity Play a Role in CDO Credit Ratings?

Journal of Finance, Forthcoming, AFA 2010 Atlanta Meetings Paper, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper, McCombs Research Paper Series No. FIN-04-10
Number of pages: 54 Posted: 22 Mar 2009 Last Revised: 23 Feb 2012
Accepted Paper Series
University of Texas at Austin - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 1,431
34.

Peer Choice in CEO Compensation

Number of pages: 53 Posted: 22 Mar 2009 Last Revised: 14 Sep 2012
Working Paper Series
Boston University Questrom School of Business, Tulane University - A.B. Freeman School of Business and Massachusetts Institute of Technology (MIT)

Multiple version iconThere are 2 versions of this paper

Downloads 1,304
35.

Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole

AFA 2010 Atlanta Meetings Paper
Number of pages: 57 Posted: 22 Mar 2009 Last Revised: 25 Jul 2010
Working Paper Series
Nova School of Business and Economics and New University of Lisbon - Nova School of Business and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,172
36.

Option Mispricing Around Nontrading Periods

AFA 2010 Atlanta Meetings Paper, Marshall School of Business Working Paper No. FBE 03-10
Number of pages: 86 Posted: 22 Mar 2009 Last Revised: 17 Sep 2017
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Monash University - Department of Banking and Finance
Downloads 898
37.

The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?

Review for Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of pages: 22 Posted: 22 Mar 2009 Last Revised: 29 Jun 2011
Accepted Paper Series
Indian School of Business, University of Illinois at Urbana-Champaign - Department of Finance, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 814
38.

Macroeconomic Uncertainty and Asset Prices: A Stochastic Volatility Model

AFA 2010 Atlanta Meetings Paper
Number of pages: 33 Posted: 22 Mar 2009
Working Paper Series
Texas A&M University - Mays Business School, Government of the Republic of Korea - Ministry of Strategy and Finance, Texas A&M University and Texas A&M University
Downloads 626
39.

Covariance Estimation in Dynamic Portfolio Optimization: A Realized Single Factor Model

AFA 2010 Atlanta Meetings Paper
Number of pages: 38 Posted: 22 Mar 2009 Last Revised: 17 Oct 2009
Working Paper Series
Humboldt University of Berlin, Rice University - Jesse H. Jones Graduate School of Business and Rice University - George R. Brown School of Engineering
Downloads 595
40.

Government Bonds and the Cross-Section of Stock Returns

AFA 2010 Atlanta Meetings Paper
Number of pages: 42 Posted: 22 Mar 2009
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 9 versions of this paper

Downloads 411
41.

Dynamic Trading and Asset Prices: Keynes Vs. Hayek

AFA 2010 Atlanta Meetings Paper
Number of pages: 49 Posted: 22 Mar 2009
Working Paper Series
Cass Business School and University of Navarra - IESE Business School

Multiple version iconThere are 4 versions of this paper

Downloads 159
42.

Endogenous Benchmarks

AFA 2010 Atlanta Meetings Paper
Number of pages: 45 Posted: 21 Mar 2009
Working Paper Series
University of Queensland, Hebrew University of Jerusalem - Department of Economics, University of Maryland - Robert H. Smith School of Business and Deceased

Multiple version iconThere are 2 versions of this paper

Downloads 216
43.

Value and Momentum Everywhere

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 20 Mar 2009
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 11,535
44.

Cash Mergers and the Volatility Smile

AFA 2010 Atlanta Meetings Paper, HEC Paris Research Paper No. FIN-2017-1213
Number of pages: 58 Posted: 20 Mar 2009 Last Revised: 13 Apr 2019
Working Paper Series
University of Chicago Graduate School of Business, Baruch College, City University of New York, Department of Economics and Finance and HEC Paris - Finance Department
Downloads 490
45.

IQ, Trading Behavior, and Performance

Journal of Financial Economics, Forthcoming, CRSP Working Paper, AFA 2010 Atlanta Meetings Paper, EFA 2010 Frankfurt Meetings Paper, Chicago Booth Research Paper No. 09-33
Number of pages: 65 Posted: 20 Mar 2009 Last Revised: 17 Nov 2011
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Dartmouth College - Tuck School of Business
Downloads 1,896
46.

Institutions, Public Debt and Foreign Finance

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 20 Mar 2009 Last Revised: 15 Mar 2012
Working Paper Series
Bocconi University - Department of Finance, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 160
47.

Asset Prices with Heterogeneity in Preferences and Beliefs

AFA 2010 Atlanta Meetings Paper
Number of pages: 71 Posted: 19 Mar 2009 Last Revised: 08 Jan 2015
Working Paper Series
Imperial College Business School and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 567
48.

A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management

Journal of Finance, Forthcoming , AFA 2010 Atlanta Meetings Paper
Number of pages: 50 Posted: 19 Mar 2009 Last Revised: 12 Jul 2011
Accepted Paper Series
Columbia Business School - Department of Economics, Massachusetts Institute of Technology and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,245
49.

Recent Trends in Trading Activity

AFA 2010 Atlanta Meetings Paper
Number of pages: 58 Posted: 19 Mar 2009 Last Revised: 19 Jan 2010
Working Paper Series
California Institute of Technology, University of California, Los Angeles (UCLA) - Finance Area and Emory University - Department of Finance
Downloads 803
50.

Can Short Restrictions Result in More Informed Short Selling? Evidence from the 2008 Regulations

Financial Management 42 (Spring, 2013), 155-181.
Number of pages: 43 Posted: 19 Mar 2009 Last Revised: 02 Aug 2017
Accepted Paper Series
Texas A&M University - Department of Finance, University of North Carolina Kenan-Flagler Business School and Brigham Young University
Downloads 758