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AFA 2011 Denver Meetings (Archive)

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Viewing: 1 - 50 of 130 papers

1.

Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings

AFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 04 Sep 2013
Accepted Paper Series
Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - Finance Department and Georgia State University
Downloads 293
2.

Agency Problems in Public Firms: Evidence from Corporate Jets in Leveraged Buyouts

AFA 2011 Denver Meetings Paper, FEDS Working Paper, 2011-15, Journal of Finance, Forthcoming
Number of pages: 73 Posted: 04 Feb 2011 Last Revised: 31 Oct 2011
Accepted Paper Series
JP Morgan
Downloads 497
3.

The Origins of Savings Behavior

AFA 2011 Denver Meetings Paper
Number of pages: 54 Posted: 28 Jul 2010 Last Revised: 16 Nov 2013
Working Paper Series
University of Miami - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 1,455
4.

Style Migration and the Cross-Section of Stock Returns

AFA 2011 Denver Meetings Paper, UIC College of Business Administration Research Paper No. 10-05
Number of pages: 56 Posted: 19 May 2010 Last Revised: 02 Jan 2011
Working Paper Series
University of Illinois at Chicago - Department of Finance and University of Maryland - Robert H. Smith School of Business
Downloads 467
5.

Is Information Risk Priced? Evidence from the Price Discovery of Large Trades

AFA 2011 Denver Meetings Paper
Number of pages: 68 Posted: 02 Apr 2010 Last Revised: 20 Sep 2011
Working Paper Series
Eastspring Investment and Nanyang Technological University (NTU)

Multiple version iconThere are 4 versions of this paper

Downloads 246
6.

Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian Market

AFA 2011 Denver Meetings Paper
Number of pages: 67 Posted: 26 Mar 2010 Last Revised: 08 Aug 2012
Working Paper Series
New York University (NYU) - Department of Finance, RMIT University and Indian Institute of Management Bangalore

Multiple version iconThere are 3 versions of this paper

Downloads 240
7.

How Do Retirees Value Life Annuities? Evidence from Public Employees

AFA 2011 Denver Meetings Paper
Number of pages: 48 Posted: 23 Mar 2010 Last Revised: 12 Feb 2012
Working Paper Series
University of Oregon and Boston College - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 118
8.

Mergers and Acquisitions Accounting and the Diversification Discount

Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 30 Posted: 22 Mar 2010 Last Revised: 08 May 2013
Accepted Paper Series
Imperial College London
Downloads 959
9.

Measuring Systemic Risk

AFA 2011 Denver Meetings Paper
Number of pages: 46 Posted: 22 Mar 2010 Last Revised: 09 Aug 2010
Working Paper Series
New York University - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,562
10.

What Broker Charges Reveal About Mortgage Credit Risk

AFA 2011 Denver Meetings Paper
Number of pages: 61 Posted: 22 Mar 2010 Last Revised: 26 Sep 2014
Working Paper Series
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia

Multiple version iconThere are 3 versions of this paper

Downloads 410
11.

The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards

AFA 2011 Denver Meetings Paper
Number of pages: 84 Posted: 22 Mar 2010 Last Revised: 26 Oct 2010
Working Paper Series
Imperial College Business School, IE Business School and Swiss Finance Institute
Downloads 314
12.

Evaporating Liquidity

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 22 Mar 2010 Last Revised: 23 Jul 2011
Working Paper Series
University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 273
13.

Asymmetric Information, Endogenous Illiquidity, and Asset Pricing with Imperfect Competition

AFA 2011 Denver Meetings Paper
Number of pages: 45 Posted: 22 Mar 2010 Last Revised: 26 Dec 2010
Working Paper Series
Washington University in St. Louis - Olin Business School and City University of NY, Baruch College, Zicklin School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 258
14.

Credit Rating and Competition

22nd Australasian Finance and Banking Conference 2009, AFA 2011 Denver Meetings Paper
Number of pages: 44 Posted: 21 Mar 2010 Last Revised: 02 Aug 2012
Working Paper Series
School of Economics and Finance, Queen Mary University of London, International Monetary Fund (IMF) and Bank of England
Downloads 827
15.

The Ownership and Trading of Debt Claims in Chapter 11 Restructurings

Journal of Financial Economics (JFE), 119 (2), 316-335, 2015
Number of pages: 47 Posted: 19 Mar 2010 Last Revised: 17 Jan 2017
Accepted Paper Series
Harvard University, Brigham Young University and University of Virginia - McIntire School of Commerce
Downloads 1,448
16.

Fails-to-Deliver, Short Selling, and Market Quality

Journal of Financial Economics (JFE), Vol. 114, No. 3, 493-516
Posted: 19 Mar 2010 Last Revised: 12 Dec 2014
Accepted Paper Series
State of New York (SUNY) at Buffalo, Lancaster University - Department of Accounting and Finance and University of Oklahoma Price College of Business
17.

Do Non-Executive Employees Have Information? Evidence from Employee Stock Purchase Plans

AFA 2011 Denver Meetings Paper, Forthcoming in Management Science
Number of pages: 50 Posted: 19 Mar 2010 Last Revised: 23 Apr 2015
Accepted Paper Series
Arizona State University and University of New South Wales (UNSW)
Downloads 494
18.

Globalizing the Boardroom - The Effects of Foreign Directors on Corporate Governance and Firm Performance

Journal of Accounting & Economics (JAE), Forthcoming, AFA 2011 Denver Meetings Paper, ECGI - Finance Working Paper No. 242/2009
Number of pages: 69 Posted: 19 Mar 2010 Last Revised: 08 Jan 2012
Accepted Paper Series
University of New South Wales - Australian School of Business, The Chinese University of Hong Kong, Shenzhen and University of Delaware - Lerner College of Business and Economics
Downloads 1,577
19.

The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers

Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 63 Posted: 19 Mar 2010 Last Revised: 04 May 2011
Working Paper Series
University of Oklahoma - Michael F. Price College of Business, Wichita State University - W. Frank Barton School of Business and University of Oklahoma
Downloads 839
20.

The Role of Stock Ownership by US Members of Congress on the Market for Political Favors

AFA 2011 Denver Meetings Paper
Number of pages: 81 Posted: 19 Mar 2010 Last Revised: 30 Jan 2014
Working Paper Series
London Business School
Downloads 647
21.

Hedge Fund Activism and Bank Loan Contracting

AFA 2011 Denver Meetings Paper
Number of pages: 47 Posted: 19 Mar 2010 Last Revised: 18 Sep 2011
Working Paper Series
Virginia Tech - Pamplin College of Business and Arizona State University (ASU) - School of Accountancy
Downloads 505
22.

Disaster Risk and Business Cycles

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 19 Mar 2010
Working Paper Series
Federal Reserve Bank of Chicago
Downloads 228
23.

Cyclicality of Credit Supply: Firm Level Evidence

Harvard Business School Finance Working Paper No. 10-107 , AFA 2011 Denver Meetings Paper, Journal of Monetary Economics, Vol. 62 (C), 76-93, 2014
Number of pages: 48 Posted: 18 Mar 2010 Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,480
24.

Combining Banking with Private Equity Investing

AFA 2011 Denver Meetings Paper, Harvard Business School Finance Working Paper No. 10-106, Review of Financial Studies, 26 (9), 2137-2173, 2013
Number of pages: 47 Posted: 18 Mar 2010 Last Revised: 15 Feb 2018
Accepted Paper Series
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit
Downloads 1,611
25.

The Skew Risk Premium in the Equity Index Market

Review of Financial Studies (2013), 26, 2174-2203, AFA 2011 Denver Meetings Paper
Number of pages: 34 Posted: 18 Mar 2010 Last Revised: 04 Oct 2014
Accepted Paper Series
University of Warwick - Warwick Business School, City University London - Faculty of Finance and University of Lugano - Institute of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,983
26.

Are Analysts' Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays

Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 53 Posted: 18 Mar 2010 Last Revised: 26 Oct 2015
Accepted Paper Series
University of South Florida, Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Finance Area and University of Toronto - Rotman School of Management
Downloads 810
27.

Determinants of Dividend Smoothing: Empirical Evidence

AFA 2011 Denver Meetings Paper, Johnson School Research Paper Series No. 18-2010
Number of pages: 74 Posted: 18 Mar 2010 Last Revised: 02 Jul 2011
Working Paper Series
Washington University in St. Louis - Olin Business School and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 1,192
28.

Does the Location of Directors Matter? Information Acquisition and Board Decisions

AFA 2011 Denver Meetings Paper
Number of pages: 56 Posted: 18 Mar 2010 Last Revised: 28 Jul 2012
Working Paper Series
University of North Texas, College of Business Administration, Department of Finance, Insurance Real Estate and Law, Georgia State University - Robinson College of Business, Daniels College of Business, University of Denver and Georgia State University - Department of Finance
Downloads 759
29.

Rare Disasters and Risk Sharing with Heterogeneous Beliefs

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 18 Mar 2010 Last Revised: 02 Sep 2013
Working Paper Series
Massachusetts Institute of Technology, University of Southern California and Washington University in Saint Louis - John M. Olin Business School

Multiple version iconThere are 2 versions of this paper

Downloads 740
30.

Does Enforcement of Intellectual Property Rights Matter in China? Evidence from Financing and Investment Choices in the High Tech Industry

AFA 2011 Denver Meetings Paper
Number of pages: 47 Posted: 18 Mar 2010 Last Revised: 21 Dec 2010
Working Paper Series
Florida State University, Xiamen University and Florida State University - College of Business
Downloads 458
31.

Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending Standards

AFA 2011 Denver Meetings Paper
Number of pages: 57 Posted: 18 Mar 2010
Working Paper Series
Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA) and European Central Bank (ECB)
Downloads 367
32.

Does Media Coverage of Stocks Affect Mutual Funds’ Trading and Performance?

Forthcoming in Review of Financial Studies
Number of pages: 42 Posted: 18 Mar 2010 Last Revised: 25 Sep 2014
Accepted Paper Series
INSEAD - Finance, INSEAD - Finance and University of California, Irvine - Paul Merage School of Business
Downloads 324
33.

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 70 Posted: 18 Mar 2010 Last Revised: 08 Aug 2012
Accepted Paper Series
University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 227
34.

Why Surplus Consumption in the Habit Model May Be Less Persistent than You Think

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 18 Mar 2010
Working Paper Series
New York University (NYU) - Department of Finance and Emory University - Goizueta Business School

Multiple version iconThere are 2 versions of this paper

Downloads 102
35.

The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options

AFA 2011 Denver Meetings Paper
Posted: 18 Mar 2010 Last Revised: 09 May 2014
Working Paper Series
University of Utah - Department of Finance and Hong Kong Baptist University (HKBU)

Multiple version iconThere are 2 versions of this paper

36.

Learning about Consumption Dynamics

Journal of Finance, Forthcoming
Number of pages: 71 Posted: 17 Mar 2010 Last Revised: 29 Jan 2016
Accepted Paper Series
Columbia Business School - Finance and Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School
Downloads 400
37.

The Size and Specialization of Direct Investment Portfolios

AFA 2011 Denver Meetings Paper
Number of pages: 47 Posted: 17 Mar 2010 Last Revised: 05 Feb 2016
Working Paper Series
National Bureau of Economic Research (NBER) and University of Washington
Downloads 219
38.

Glamour Brands and Glamour Stocks

AFA 2011 Denver Meetings Paper
Number of pages: 45 Posted: 17 Mar 2010 Last Revised: 13 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Indiana University - Kelley School of Business - Department of Marketing
Downloads 572
39.

Capital Allocation and Delegation of Decision-Making Authority within Firms

Number of pages: 52 Posted: 17 Mar 2010 Last Revised: 03 Oct 2014
Working Paper Series
Duke University, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,466
40.

Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

AFA 2011 Denver Meetings Paper
Number of pages: 71 Posted: 17 Mar 2010 Last Revised: 14 Nov 2013
Working Paper Series
London Business School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,139
41.

Short-Term Trading and Stock Return Anomalies: Momentum, Reversal, and Share Issuance

Review of Finance, Forthcoming
Number of pages: 62 Posted: 17 Mar 2010 Last Revised: 12 Jul 2014
Accepted Paper Series
University of Notre Dame and University of Nevada, Las Vegas - Lee Business School, University of Nevada - Las Vegas
Downloads 1,665
42.

Determinants of Bond Risk Premia

AFA 2011 Denver Meetings Paper
Number of pages: 57 Posted: 17 Mar 2010 Last Revised: 22 Jan 2014
Working Paper Series
Tsinghua University - PBC School of Finance and Pennsylvania State University - University Park - Department of Finance
Downloads 353
43.

Corporate Policies of Republican Managers

AFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), 2014, 49(5/6), 1279-1310
Number of pages: 76 Posted: 17 Mar 2010 Last Revised: 14 Apr 2015
Accepted Paper Series
Florida State University - College of Business, College of Business, Stony Brook University and University of Miami - School of Business Administration
Downloads 1,388
44.

Asset Prices and Institutional Investors

AFA 2011 Denver Meetings Paper
Number of pages: 62 Posted: 17 Mar 2010 Last Revised: 27 Aug 2012
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,366
45.

Equity-Debtholder Conflicts and Capital Structure

AFA 2011 Denver Meetings Paper
Number of pages: 30 Posted: 17 Mar 2010
Working Paper Series
Swedish House of Finance and Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 580
46.

What is Different About Government-Controlled Acquirers in Cross-Border Deals?

AFA 2011 Denver Meetings Paper
Number of pages: 56 Posted: 17 Mar 2010
Working Paper Series
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 403
47.

Financial Guarantors and the 2007-2009 Credit Crisis

AFA 2011 Denver Meetings Paper
Number of pages: 60 Posted: 17 Mar 2010 Last Revised: 21 Nov 2010
Working Paper Series
Harvard Business School, Harvard Business School - Finance Unit and Brandeis International Business School
Downloads 401
48.

Endogenous Liquidity Supply

AFA 2011 Denver Meetings Paper
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 19 Sep 2012
Working Paper Series
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads 341
49.

Rewarding Trading Skills Without Inducing Gambling

AFA 2011 Denver Meetings Paper
Number of pages: 35 Posted: 17 Mar 2010 Last Revised: 20 May 2011
Working Paper Series
London School of Economics & Political Science (LSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 293
50.

Public Information and Inefficient Investment

Number of pages: 43 Posted: 17 Mar 2010 Last Revised: 15 Dec 2012
Working Paper Series
The Wharton School, University of Pennsylvania and City University London - Faculty of Finance
Downloads 177