Viewing: 1 - 38 of 38 papers
1.
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 Frankfurt School of Finance & Management
Downloads
377
2.
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
CPB Netherlands Bureau of Economic Policy Analysis, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
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
612
4.
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
116
5.
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
Universite du Luxembourg and University of Toronto - Rotman School of Management
Downloads
287
6.
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 ManagementLille Economie & Management (LEM) UMR 9221, UCLA Anderson School of Management & School of Law - Visiting ScholarSorbonne University and University of Lille III
There are 2 versions of this paper
Is Corporate Disclosure Necessarily Desirable? A Survey
Number of pages: 31
Posted: 09 Jun 2009
Downloads
391
Is Corporate Disclosure Necessarily Desirable? A Survey
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 31
Posted: 26 Oct 2009
Downloads
268
Downloads
268
7.
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
212
8.
Saudi Arabia, Inflation and its Monetary Policy Agenda
Number of pages: 29
Posted: 26 Oct 2009
Working Paper Series
Prince Sultan University
Downloads
180
9.
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 - Faculty of Business and Economics (FEB), KU Leuven - Centre for Institutions and Economic Performance (LICOS) and National Bank of Poland
There are 3 versions of this paper
Foreign Bank Entry and Credit Allocation in Emerging Markets
European Banking Center Discussion Paper No. 23, CentER Discussion Paper Series No. 2009-94
Number of pages: 43
Posted: 16 Feb 2009
Last Revised: 13 Dec 2009
Downloads
228
Foreign Bank Entry and Credit Allocation in Emerging Markets
TILEC Discussion Paper No. 2009-044
Number of pages: 43
Posted: 08 Dec 2009
Downloads
152
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
Downloads
135
Downloads
135
10.
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
École Normale Supérieure (ENS) - Lettres et Sciences Humaines and Groupe d'Analyse et de Théorie Economique (GATE), CNRS, University of Lyon
Downloads
127
11.
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
Institut Mines-Telecom Business School
There are 2 versions of this paper
Information Revelation and Strategic Use of Capital Structure in Duopoly with Asymmetric Information
Posted: 11 Feb 2009
Last Revised: 11 Jan 2015
Information Revelation and Strategic Use of Capital Structure in Duopoly with Asymmetric Information
Paris December 2009 Finance International Meeting
Posted: 26 Oct 2009
12.
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 University - Smith School of Business and Queen's University
Downloads
229
13.
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, PSL Research University, affiliation not provided to SSRN and Université Paris-Dauphine, PSL Research University
There are 2 versions of this paper
Stock Market Liquidity and the Rights Offer Paradox
22nd Australasian Finance and Banking Conference 2009
Number of pages: 28
Posted: 14 Mar 2009
Last Revised: 17 Jun 2015
Downloads
184
Stock Market Liquidity and the Rights Offer Paradox
Number of pages: 47
Posted: 14 Oct 2009
Last Revised: 17 Jun 2015
Downloads
139
Downloads
139
14.
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
There are 2 versions of this paper
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
Downloads
151
Testing Alternative Theories of Financial Decision Making: A Survey Study with Lottery Bonds
Journal of Behavioral Finance, Vol. 12, pp. 219-232, 2011
Posted: 11 Jan 2012
Downloads
151
15.
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
206
16.
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
143
17.
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
There are 2 versions of this paper
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
Downloads
123
Equilibrium Driven by Discounted Dividend Volatility
Swiss Finance Institute Research Paper No. 09-34
Number of pages: 46
Posted: 08 Sep 2009
Downloads
89
Downloads
123
18.
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)
There are 3 versions of this paper
Auctioned IPOs: The U.S. Evidence
Swiss Finance Institute Research Paper No. 08-38, Tuck School of Business Working Paper No. 2009-61, European Banking Center Discussion Paper No. 2009-08S, CentER Discussion Paper No. 2009-37S
Number of pages: 52
Posted: 05 Jan 2009
Last Revised: 09 Mar 2013
Downloads
362
Auctioned IPOs: The U.S. Evidence
AFA 2010 Atlanta Meetings Paper
Number of pages: 51
Posted: 22 Mar 2009
Last Revised: 09 Mar 2013
Downloads
162
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
Downloads
130
Downloads
130
19.
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 Dauphine and Daiwa Capital Markets Europe
There are 2 versions of this paper
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
Downloads
2,249
Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuities
Number of pages: 22
Posted: 28 Mar 2009
Last Revised: 07 Dec 2009
Downloads
2,150
Downloads
2,249
20.
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 (Switzerland) - Faculty of Management, Economics and Social Sciences and Ecole hôtelière de Lausanne
Downloads
639
21.
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
Indiana University - Kelley School of Business - Department of Finance
Downloads
383
22.
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 and Texas A&M University - Department of Finance
There are 2 versions of this paper
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
Downloads
165
Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
Multinational Finance Journal, Vol. 17, No. 1/2, p. 1-47, 2013
Number of pages: 47
Posted: 18 Jun 2015
Downloads
60
Downloads
165
23.
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
Canada Pension Plan Investment Board
There are 2 versions of this paper
Uninformed Momentum Traders
Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 44
Posted: 09 Oct 2009
Last Revised: 04 Jun 2010
Downloads
153
Uninformed Momentum Traders
Number of pages: 44
Posted: 27 Aug 2009
Last Revised: 07 Jun 2010
Downloads
133
Downloads
153
24.
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
140
25.
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
Universita della Svizzera italiana (USI Lugano)
Downloads
122
26.
Rational Disposition Effects
Number of pages: 1
Posted: 09 Oct 2009
Working Paper Series
Drexel University - Department of Finance and University of Vienna - Department of Finance
There are 2 versions of this paper
Rational Disposition Effects
Number of pages: 61
Posted: 16 Feb 2009
Last Revised: 22 Sep 2012
Downloads
221
Downloads
71
27.
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
28.
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
Toulouse School of Economics, University Toulouse Capitole (TSM-Research)
There are 2 versions of this paper
Real Option Financing Under Asymmetric Information
Review of Financial Studies, Forthcoming
Number of pages: 33
Posted: 08 Oct 2009
Last Revised: 30 Nov 2012
Downloads
390
Real Option Financing Under Asymmetric Information
Number of pages: 33
Posted: 19 Mar 2010
Downloads
111
Downloads
390
29.
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
289
30.
The Equilibrium Relationships between Performance-Based Pay, Performance, and the Commission and Detection of Fraudulent Misreporting
The Accounting Review, 2018
Number of pages: 58
Posted: 08 Oct 2009
Last Revised: 04 Aug 2018
Accepted Paper Series
University of Sydney Business School and University of Cincinnati - Department of Finance - Real Estate
There are 2 versions of this paper
The Equilibrium Relationships between Performance-Based Pay, Performance, and the Commission and Detection of Fraudulent Misreporting
The Accounting Review, 2018
Number of pages: 58
Posted: 08 Oct 2009
Last Revised: 04 Aug 2018
Downloads
213
The Equilibrium Relationships between Performance-Based Pay, Performance, and the Commission and Detection of Fraudulent Misreporting
The Accounting Review, Forthcoming, DOI: 10.2308/accr-52207, 2008 Western Finance Association (WFA) Meeting
Number of pages: 58
Posted: 24 Mar 2008
Last Revised: 04 Aug 2018
Downloads
173
Downloads
213
31.
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
775
32.
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, NHH-Caltech and California Institute of Technology
There are 2 versions of this paper
Corporate Serial Acquisitions: An Empirical Test of the Learning Hypothesis
Number of pages: 50
Posted: 22 Feb 2006
Last Revised: 21 Feb 2008
Downloads
609
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
Downloads
363
Downloads
363
33.
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
There are 3 versions of this paper
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
AFA 2011 Denver Meetings Paper
Posted: 03 Mar 2010
Downloads
274
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
Downloads
142
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
NBER Working Paper No. w15808
Number of pages: 62
Posted: 15 Mar 2010
Last Revised: 12 Sep 2021
Downloads
37
Downloads
142
34.
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
University of Wisconsin - Milwaukee - Department of Finance and Iowa State University - Department of Finance
Downloads
1,589
35.
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 Stanford University - Graduate School of Business
There are 2 versions of this paper
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
Downloads
357
Government Policy and Ownership of Financial Assets
NBER Working Paper No. w17522
Number of pages: 67
Posted: 22 Oct 2011
Last Revised: 18 Nov 2021
Downloads
34
Downloads
357
36.
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
189
37.
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
1,252
38.
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
Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads
390
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.