SSRN AFA 2010 Atlanta Meetings (Archive)

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

Milosz Gudzowski

affiliation not provided to SSRN

Downloads 488

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, Pace University Finance Research Paper No. 2009/09

Number of pages: 47 Posted: 29 Oct 2009 Last Revised: 04 Sep 2019

Accepted Paper Series

Iuliana Ismailescu and Hossein B. Kazemi

Pace University - Lubin School of Business and University of Massachusetts at Amherst - Isenberg School of Management

Downloads 696

3.

Tinbergen's Cycle: An Arithmetic Error

Econometric Theory, Vol. 11, 1995

Posted: 18 Jul 2009

Accepted Paper Series

Marcel J. Boumans

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

Antonios A. Sangvinatsos

New York University (NYU) - Department of Finance

Downloads 811

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

John M. Griffin, Nicholas Hirschey and Patrick J. Kelly

University of Texas at Austin - Department of Finance, London Business School and University of Melbourne - Department of Finance

Downloads 420

6.

Who Disciplines Bank Managers?

AFA 2010 Atlanta Meetings Paper

Number of pages: 50 Posted: 30 Mar 2009

Working Paper Series

Martin Čihák, Andrea Michaela Maechler, Klaus Schaeck and Stéphanie Stolz

International Monetary Fund (IMF), International Monetary Fund (IMF), University of Bristol and International Monetary Fund (IMF)

There are 3 versions of this paper

Downloads 278

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

David Lando and Mads Stenbo Nielsen

Copenhagen Business School and Copenhagen Business School - Department of Finance

There are 3 versions of this paper

Downloads 253

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

Reena Aggarwal, Isil Erel, Miguel A. Ferreira and Pedro Matos

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

There are 2 versions of this paper

Downloads 1,611

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

Wei Yang

Indiana University - Kelley School of Business - Department of Finance

Downloads 231

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

Nicolae Garleanu and Lasse Heje Pedersen

University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC

There are 3 versions of this paper

Downloads 967

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

Oya Altinkilic, Vadim S. Balashov and Robert S. Hansen

University of Maryland - Robert H. Smith School of Business, Rutgers School of Business-Camden and Tulane University - A.B. Freeman School of Business

Downloads 957

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

Todd A. Gormley, Simon Johnson and Changyong Rhee

Washington University in St. Louis, Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Asian Development Bank

Downloads 463

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

Mitchell A. Petersen and Michael W. Faulkender

Northwestern University - Kellogg School of Management and University of Maryland - Robert H. Smith School of Business

There are 2 versions of this paper

Downloads 274

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

Malcolm P. Baker, Xin Pan and Jeffrey Wurgler

Harvard Business School, Harvard University and NYU Stern School of Business

There are 3 versions of this paper

Downloads 2,549

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

Florencio Lopez de Silanes, Ludovic Phalippou and Oliver Gottschalg

SKEMA Business School, University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy

Downloads 2,483

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

Malcolm P. Baker, Jeffrey Wurgler and Yu Yuan

Harvard Business School, NYU Stern School of Business and Shanghai Mingshi Investment Company

There are 2 versions of this paper

Downloads 1,971

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

Scott Joslin, Kenneth J. Singleton and Haoxiang Zhu

University of Southern California, Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,887

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

John M. Bizjak, Michael L. Lemmon and Thanh Lai Nguyen

Texas Christian University, University of Utah - Department of Finance and University of Utah - Department of Finance

Downloads 727

19.

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

Alberto G. P. Rossi and Allan Timmermann

Board of Governors of the Federal Reserve System and UCSD

Downloads 477

20.

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

Tim Adam, Chitru S. Fernando and Evgenia V. Golubeva

Humboldt University, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma - Division of Finance

There are 2 versions of this paper

Downloads 464

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

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

Cass Business School, Duke University - Fuqua School of Business and Phoenix Rising Advisory

There are 4 versions of this paper

Downloads 387

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

Julian R. Franks, Colin Mayer and Hideaki Miyajima

London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School and Waseda University - Graduate School of Commerce

Downloads 281

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

Yongxiang Wang and Raymond J. Fisman

Columbia University - Columbia Business School and National Bureau of Economic Research (NBER)

Downloads 230

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

Joakim Bång

UNSW Australia Business School, School of Banking and Finance

Downloads 217

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

Anzhela Knyazeva, Diana Knyazeva and Charu G. Raheja

Independent, Independent and Wake Forest University

Downloads 171

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

Rebecca Zarutskie

Federal Reserve Board

There are 2 versions of this paper

Downloads 108

27.

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

AFA 2010 Atlanta Meetings Paper, WBS Finance Group Research Paper No. 122

Number of pages: 27 Posted: 22 Mar 2009 Last Revised: 23 Dec 2019

Working Paper Series

Söhnke M. Bartram, Natasha Burns and Jean Helwege

Warwick Business School - Department of Finance, University of Texas at San Antonio - Department of Finance and UC Riverside

There are 5 versions of this paper

Downloads 248

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

Francois Degeorge, François Derrien and Kent L. Womack

University of Lugano - Faculty of Economics, HEC Paris - Finance Department and University of Toronto - Rotman School of Management (Deceased)

There are 3 versions of this paper

Downloads 150

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

Joseph Kuk, Wai-Man (Raymond) Liu and Peter K. Pham

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 391

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

Nerissa C. Brown, Kelsey D. Wei and Russ Wermers

University of Illinois at Urbana-Champaign, University of Texas at Dallas and University of Maryland - Robert H. Smith School of Business

Downloads 929

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

Zhi Da, Joseph Engelberg and Pengjie Gao

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 2,638

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

Harrison G. Hong and Motohiro Yogo

Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

There are 2 versions of this paper

Downloads 3,864

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

John M. Griffin and Dragon Yongjun Tang

University of Texas at Austin - Department of Finance and The University of Hong Kong - Faculty of Business and Economics

Downloads 1,450

34.

Peer Choice in CEO Compensation

Number of pages: 53 Posted: 22 Mar 2009 Last Revised: 14 Sep 2012

Working Paper Series

Ana M. Albuquerque, Gus De Franco and Rodrigo S. Verdi

Boston University - Questrom School of Business, Tulane University - A.B. Freeman School of Business and Massachusetts Institute of Technology (MIT)

There are 2 versions of this paper

Downloads 1,325

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

Miguel A. Ferreira and Pedro Santa-Clara

Nova School of Business and Economics and New University of Lisbon - Nova School of Business and Economics

There are 3 versions of this paper

Downloads 1,186

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

Christopher S. Jones and Joshua Shemesh

University of Southern California - Marshall School of Business - Finance and Business Economics Department and Monash University - Department of Banking and Finance

Downloads 934

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

Prachi Deuskar, Joshua Matthew Pollet, Zhi Jay Wang and Lu Zheng

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 822

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

Hwagyun Kim, Hyoung Il Lee, Joon Y. Park and Hyosung Yeo

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 644

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

Lada M. Kyj, Barbara Ostdiek and Katherine Ensor

Humboldt University of Berlin, Rice University - Jesse H. Jones Graduate School of Business and Rice University - George R. Brown School of Engineering

Downloads 614

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

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

There are 9 versions of this paper

Downloads 421

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

Giovanni Cespa and Xavier Vives

City University London - Sir John Cass Business School and University of Navarra - IESE Business School

There are 4 versions of this paper

Downloads 161

42.

Endogenous Benchmarks

AFA 2010 Atlanta Meetings Paper

Number of pages: 45 Posted: 21 Mar 2009

Working Paper Series

David L. Hunter, Eugene Kandel, Russ Wermers and Shmuel Kandel (deceased)

University of Queensland, Hebrew University of Jerusalem - Department of Economics, University of Maryland - Robert H. Smith School of Business and Deceased

There are 2 versions of this paper

Downloads 220

43.

Value and Momentum Everywhere

AFA 2010 Atlanta Meetings Paper

Number of pages: 54 Posted: 20 Mar 2009

Working Paper Series

Clifford S. Asness, Tobias J. Moskowitz and Lasse Heje Pedersen

AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC

There are 2 versions of this paper

Downloads 11,896

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

Alan Bester, Victor Hugo Martinez and Ioanid Rosu

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 517

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

Mark Grinblatt, Matti Keloharju and Juhani T. Linnainmaa

University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Dartmouth College - Tuck School of Business

Downloads 2,012

46.