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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
10,408 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 39 of 39 papers

1.

Bank Capital, Competition and Loan Spreads

Number of pages: 27 Posted: 14 Feb 2012 Last Revised: 15 Feb 2012
Working Paper Series
Markus Fischer, Julian A. Mattes and Sascha Steffen
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Frankfurt School of Finance & Management
Downloads 361
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
Ralph Stevens, Anja De Waegenaere and Bertrand Melenberg
CPB Netherlands Bureau of Economic Policy Analysis, Tilburg University - Center for Economic Research (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
Duy-Minh Dang
University of Queensland - School of Mathematics and Physics
Downloads 576
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
Francois Quittard-Pinon and Rivo A Randrianarivony
EMLYON Business School and University of Rennes 1
Downloads 110
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
Denitsa Stefanova and Redouane Elkamhi
Luxembourg School of Finance and University of Toronto - Rotman School of Management
Downloads 277
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
Catherine Refait-Alexandre, Etienne Farvaque, Celine Gainet and Dhafer Saidane
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 249
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
Grégoire Leblon and Franck Moraux
University of Rennes I, Graduate School of Management and CREM and Université de Rennes I and CREM
Downloads 202
8.

Saudi Arabia, Inflation and its Monetary Policy Agenda

Number of pages: 29 Posted: 26 Oct 2009
Working Paper Series
Ikhlaas Gurrib
Prince Sultan University
Downloads 153
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
Olena Havrylchyk, Hans Degryse, Emilia Magdalena Jurzyk and Sylwester Kozak
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 127
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
Gwenaël Moysan and Camille Cornand
École Normale Supérieure (ENS) - Lettres et Sciences Humaines and University of Lyon II
Downloads 122
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
Baran Siyahhan
Institut Mines-Telecom Business School

Multiple version iconThere are 2 versions of this paper

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
Samir Saadi and Lamia Chourou
Smith School of Business and Queen's University
Downloads 223
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
Edith Ginglinger, Laure Koenig and Fabrice Riva
Université Paris Dauphine, affiliation not provided to SSRN and Université Paris-Dauphine, PSL Research University

Multiple version iconThere are 2 versions of this paper

Downloads 138
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
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School

Multiple version iconThere are 2 versions of this paper

Downloads 142
15.

Hedge Funds and the Origins of Private Information in Currency Markets

Number of pages: 30 Posted: 10 Oct 2009
Working Paper Series
Carol L. Osler and Vitaliy Vandrovych
Brandeis University - International Business School and State Street Global Advisors, ARC
Downloads 167
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
Carlos Pinho and mara madaleno
Universidade de Aveiro and Universidade de Aveiro
Downloads 129
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
Jaksa Cvitanic and Semyon Malamud
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 110
18.

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
Abe de Jong, Douglas V. DeJong, Ulrich Hege and Gerard Mertens
Rotterdam School of Management, Erasmus University, University of Iowa - Tippie College of Business, Toulouse School of Economics and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 204
19.

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
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)

Multiple version iconThere are 3 versions of this paper

Downloads 111
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
Dušan Isakov and Jean-Philippe Weisskopf
University of Fribourg - Faculty of Economics and Social Science and Ecole hôtelière de Lausanne, HES-SO // University of Applied Sciences Western Switzerland
Downloads 580
21.

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
Eric Benhamou and Pierre Gauthier
A.I. Square Connect and Daiwa Capital Markets Europe

Multiple version iconThere are 2 versions of this paper

Downloads 359
22.

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
Christian Heyerdahl-Larsen
Indiana University - Kelley School of Business - Department of Finance
Downloads 325
23.

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
ABS Gulati, Johan Knif and James W. Kolari
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 159
24.

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
Emre Konukoglu
Canada Pension Plan Investment Board

Multiple version iconThere are 2 versions of this paper

Downloads 135
25.

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
Omrane Guedhami, Jean-Claude Cosset, Narjess Boubakri and Walid Saffar
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 134
26.

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
Laurent Frésard
University of Lugano
Downloads 109
27.

Rational Disposition Effects

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

Multiple version iconThere are 2 versions of this paper

Downloads 65
28.

Bubbles and Investment Horizons

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Posted: 09 Oct 2009 Last Revised: 03 Nov 2009
Working Paper Series
Nadja Guenster and Erik Kole
University of Muenster - Finance Center Muenster and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
29.

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
Matthieu Bouvard
McGill University - Desautels Faculty of Management

Multiple version iconThere are 2 versions of this paper

Downloads 377
30.

Gambling on the Stock Market: The Case of Bankrupt Companies

Number of pages: 60 Posted: 08 Oct 2009
Working Paper Series
Luis Coelho and Richard Taffler
University of Algarve and Manchester Business School
Downloads 254
31.

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
Buhui Qiu and Steve L. Slezak
University of Sydney Business School and University of Cincinnati - Department of Finance - Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 176
32.

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
Franziska Becker and Marc Gürtler
Technische Universität Braunschweig - Institute of Finance and University of Braunschweig - Institute of Technology, Department of Finance
Downloads 610
33.

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
Nihat Aktas, Eric de Bodt and Richard Roll
WHU - Otto Beisheim School of Management, Univ. Lille and California Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 302
34.

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
Yacine Ait-Sahalia and Jean Jacod
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie

Multiple version iconThere are 3 versions of this paper

Downloads 126
35.

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
Ioannis V. Floros and Travis Sapp
University of Wisconsin - Milwaukee - Department of Finance and Iowa State University - Department of Finance
Downloads 1,274
36.

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
Kristian Rydqvist, Joshua D. Spizman and Ilya A. Strebulaev
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 324
37.

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
Yuri Biondi and Pierpaolo Giannoccolo
French National Center for Scientific Research (CNRS) and University of Bologna
Downloads 182
38.

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
Bang Dang Nguyen and Kasper Meisner Nielsen
University of Cambridge Judge Business School and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 1,143
39.

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
Olfa Maalaoui Chun, Georges Dionne and Pascal Francois
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 373