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Paris December 2009 Finance Meeting EUROFIDAI - AFFI (Archive)

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7th PARIS FINANCE INTERNATIONAL MEETING
PARIS December 17-18th 2009

For more information on this conference,
please visit: https://www.eurofidai.org/december2009.html

Deadline Call for Papers: June 15, 2009

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Viewing: 1 - 39 of 39 papers

1.

Shell Games: On the Value of Shell Companies

Journal of Corporate Finance, Vol. 17, pp. 850-867, 2011
Number of pages: 52 Posted: 18 Aug 2009 Last Revised: 20 Sep 2011
Accepted Paper Series
Iowa State University - Department of Finance and Iowa State University - Department of Finance
Downloads 1,178
2.

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 1,069
3.

Pricing of Cross-Currency Interest Rate Derivatives on Graphics Processing Units

Number of pages: 8 Posted: 04 Nov 2009 Last Revised: 17 Feb 2010
Working Paper Series
University of Queensland - School of Mathematics and Physics
Downloads 556
4.

Quantitative Forecast Model for the Application of the Black-Litterman Approach

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 28 Posted: 07 Oct 2009 Last Revised: 12 Nov 2010
Working Paper Series
Technische Universität Braunschweig - Institute of Finance and University of Braunschweig - Institute of Technology, Department of Finance
Downloads 553
5.

Family Ownership, Multiple Blockholders and Firm Performance

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 32 Posted: 09 Oct 2009
Working Paper Series
University of Fribourg - Faculty of Economics and Social Science and Ecole Hôtelière de Lausanne
Downloads 542
6.

Real Option Financing Under Asymmetric Information

Review of Financial Studies, Forthcoming
Number of pages: 33 Posted: 08 Oct 2009 Last Revised: 30 Nov 2012
Accepted Paper Series
McGill University - Desautels Faculty of Management

Multiple version iconThere are 2 versions of this paper

Downloads 367
7.

Credit Spread Changes within Switching Regimes

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 48 Posted: 12 Feb 2009 Last Revised: 11 Mar 2013
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 355
8.

Bank Capital, Competition and Loan Spreads

Number of pages: 27 Posted: 14 Feb 2012 Last Revised: 15 Feb 2012
Working Paper Series
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and University of Mannheim - Business School
Downloads 352
9.

Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuities

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 22 Posted: 09 Oct 2009 Last Revised: 08 Dec 2009
Working Paper Series
Université Paris Est - Université Paris Est-Creteil and Daiwa Capital Markets Europe

Multiple version iconThere are 2 versions of this paper

Downloads 351
10.

Asset Prices and Real Exchange Rates with Deep Habits

Review of Financial Studies, Forthcoming
Number of pages: 59 Posted: 09 Oct 2009 Last Revised: 13 Jun 2014
Accepted Paper Series
London Business School - Department of Finance
Downloads 306
11.

Government Policy and Ownership of Equity Securities

ECGI - Finance Working Paper No. 263/2009, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 39 Posted: 02 Jul 2009 Last Revised: 01 Jan 2013
Working Paper Series
State University of New York at Binghamton - School of Management, Loyola Marymount University - Department of Finance and Computer Information Systems and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 300
12.

Serial Acquirer Bidding: An Empirical Test of the Learning Hypothesis

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI, Journal of Corporate Finance, Forthcoming
Number of pages: 37 Posted: 07 Oct 2009 Last Revised: 23 Oct 2010
Working Paper Series
WHU - Otto Beisheim School of Management, Université de Lille and California Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 279
13.

Dynamic Correlation Hedging in Copula Models for Portfolio Selection

Paris December 2009 Finance International Meeting
Number of pages: 64 Posted: 26 Oct 2009
Working Paper Series
Luxembourg School of Finance and University of Toronto - Rotman School of Management
Downloads 274
14.

Gambling on the Stock Market: The Case of Bankrupt Companies

Number of pages: 60 Posted: 08 Oct 2009
Working Paper Series
University of Algarve and Manchester Business School
Downloads 240
15.

Is Corporate Disclosure Necessarily Desirable? A Survey

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 31 Posted: 26 Oct 2009
Working Paper Series
CRESE - Université Franche Comté, University of Lille I - Department of Economics and Management, UCLA Anderson School of Management & School of Law - Visiting Scholar and University of Lille III

Multiple version iconThere are 2 versions of this paper

Downloads 234
16.

CEO Manipulation of Stock-Option Grants: Evidence from Canadian Public Firms

Paris December 2009 Finance International Meeting
Number of pages: 34 Posted: 24 Oct 2009 Last Revised: 18 Mar 2010
Working Paper Series
Queen's School of Business and Queen's University
Downloads 219
17.

Debt and Dividends in Pyramidal Structures: Evidence from France

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 46 Posted: 09 Oct 2009
Accepted Paper Series
Erasmus University - Rotterdam School of Management, University of Iowa - Tippie College of Business, Toulouse School of Economics and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 199
18.

Quadratic, Affine and Hybrid Gaussian Term Structure Models in Discrete Time: Theory and Evidence

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 52 Posted: 26 Oct 2009 Last Revised: 28 Mar 2013
Working Paper Series
University of Rennes I, Graduate School of Management and CREM and Université de Rennes I and CREM
Downloads 191
19.

Accounting Lighthouse in Share Market Dynamics: A Theoretical Model of Share Price Formation with Dual Informational Structure

Preg CRG - Ecole Polytechnique Working Paper, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 36 Posted: 08 Jun 2009 Last Revised: 11 May 2010
Working Paper Series
French National Center for Scientific Research (CNRS) and University of Bologna
Downloads 176
20.

The Strategic Interaction between Committing and Detecting Fraudulent Misreporting

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 57 Posted: 08 Oct 2009 Last Revised: 14 May 2012
Working Paper Series
University of Sydney Business School and University of Cincinnati - Department of Finance - Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 162
21.

Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland

Multinational Finance Journal, 2013, Vol. 17, No 1/2, pp. 1-47., AFFI/EUROFIDAI, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 44 Posted: 09 Oct 2009 Last Revised: 28 Mar 2015
Accepted Paper Series
Hanken School of Economics, Hanken School of Economics / Department of Finance and Statistics and Texas A&M University, Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 150
22.

Hedge Funds and the Origins of Private Information in Currency Markets

Number of pages: 30 Posted: 10 Oct 2009
Working Paper Series
Brandeis University - International Business School and State Street Global Advisors, ARC
Downloads 149
23.

Saudi Arabia, Inflation and its Monetary Policy Agenda

Number of pages: 29 Posted: 26 Oct 2009
Working Paper Series
Prince Sultan University
Downloads 146
24.

Stock Market Liquidity and the Rights Offer Paradox

Number of pages: 47 Posted: 14 Oct 2009 Last Revised: 17 Jun 2015
Working Paper Series
Université Paris-Dauphine, DRM, affiliation not provided to SSRN and Université Paris-Dauphine, PSL Research University

Multiple version iconThere are 2 versions of this paper

Downloads 136
25.

Testing Alternative Theories of Financial Decision Making: A Survey Study with Lottery Bonds

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 32 Posted: 14 Oct 2009 Last Revised: 01 Dec 2009
Working Paper Series
Strasbourg University - LARGE Research Center - EM Strasbourg Business School

Multiple version iconThere are 2 versions of this paper

Downloads 133
26.

Uninformed Momentum Traders

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 44 Posted: 09 Oct 2009 Last Revised: 04 Jun 2010
Working Paper Series
Ryerson University Ted Rogers School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 133
27.

The Political Economy of State Residual Ownership in Privatized Firms: Evidence from Emerging Markets

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 37 Posted: 09 Oct 2009 Last Revised: 05 Nov 2009
Working Paper Series
University of South Carolina - Moore School of Business, HEC Montreal, American University of Sharjah - School of Business and Management and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 129
28.

Time Frequency Effects on Market Indices: World Commovements

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 46 Posted: 10 Oct 2009
Accepted Paper Series
Universidade de Aveiro and Universidade de Aveiro
Downloads 128
29.

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 40 Posted: 07 Oct 2009
Working Paper Series
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie

Multiple version iconThere are 3 versions of this paper

Downloads 121
30.

Foreign Bank Entry and Credit Allocation in Emerging Markets

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 53 Posted: 26 Oct 2009 Last Revised: 16 Dec 2009
Working Paper Series
CEPII, Centre d'Etudes Prospectives et d'Info. Internationales, Paris, KU Leuven, Department Accounting, Finance and Insurance, KU Leuven - Centre for Institutions and Economic Performance (LICOS) and National Bank of Poland

Multiple version iconThere are 3 versions of this paper

Downloads 120
31.

Unstable Financial Networks

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 18 Posted: 26 Oct 2009 Last Revised: 05 Jan 2010
Working Paper Series
Ecole Normale Superiéure (ENS) - Lettres et Sciences Humaines and University of Lyon II
Downloads 117
32.

Valuation of Equity-Linked Life Insurance Contracts with Flexible Guarantees in a Non Gaussian Economy

Paris December 2009 Finance International Meeting
Number of pages: 31 Posted: 26 Oct 2009
Working Paper Series
EMLYON Business School and University of Rennes 1
Downloads 109
33.

Auctioned IPOs: The U.S. Evidence

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI, Tuck School of Business Working Paper No. 2009-72
Number of pages: 50 Posted: 09 Oct 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 107
34.

Equilibrium Asset Pricing and Portfolio Choice with Heterogeneous Preferences

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 58 Posted: 10 Oct 2009 Last Revised: 22 Jun 2014
Working Paper Series
California Institute of Technology - Division of the Humanities and Social Sciences and Ecole Polytechnique Federale de Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 106
35.

Corporate Savings and Price Informativeness

Review of Finance, Forthcoming
Number of pages: 37 Posted: 09 Oct 2009 Last Revised: 15 Mar 2012
Accepted Paper Series
University of Maryland - Robert H. Smith School of Business
Downloads 100
36.

Rational Disposition Effects

Number of pages: 1 Posted: 09 Oct 2009
Working Paper Series
Drexel University - Department of Finance and Frankfurt School of Finance & Management

Multiple version iconThere are 2 versions of this paper

Downloads 57
37.

Bubbles and Investment Horizons

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Posted: 09 Oct 2009 Last Revised: 03 Nov 2009
Working Paper Series
University of Muenster - Finance Center Muenster and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
38.

Calculating Capital Requirements for Longevity Risk in Life Insurance Products Using an Internal Model in Line with Solvency II

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Posted: 05 Nov 2009 Last Revised: 05 Nov 2009
Working Paper Series
University of New South Wales (UNSW) - School of Actuarial Studies, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
39.

Information Revelation and Strategic Use of Capital Structure in Duopoly with Asymmetric Information

Paris December 2009 Finance International Meeting
Posted: 26 Oct 2009
Working Paper Series
Vienna Graduate School of Finance

Multiple version iconThere are 2 versions of this paper