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AFA 2011 Denver Meetings (Archive)
103,382 Total downloads
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Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F FilingsAFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming George O. Aragon, Michael G. Hertzel and Zhen Shi Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - Finance Department and Georgia State University Date Posted: March 15, 2012 Last Revised: September 04, 2013 Accepted Paper Series 224 downloads
Agency Problems in Public Firms: Evidence from Corporate Jets in Leveraged BuyoutsAFA 2011 Denver Meetings Paper, FEDS Working Paper, 2011-15, Journal of Finance, Forthcoming Jesse Edgerton JP Morgan Date Posted: February 04, 2011 Last Revised: October 31, 2011 Accepted Paper Series 442 downloads
The Origins of Savings BehaviorAFA 2011 Denver Meetings Paper Henrik Cronqvist and Stephan Siegel University of Miami - Department of Finance and University of Washington - Michael G. Foster School of Business Date Posted: July 28, 2010 Last Revised: November 16, 2013 Working Paper Series 1351 downloads
Style Migration and the Cross-Section of Stock ReturnsAFA 2011 Denver Meetings Paper, UIC College of Business Administration Research Paper No. 10-05 Hsiu-Lang Chen and Russ Wermers University of Illinois at Chicago - Department of Finance and University of Maryland - Robert H. Smith School of Business Date Posted: May 19, 2010 Last Revised: January 02, 2011 Working Paper Series 444 downloads
Is Information Risk Priced? Evidence from the Price Discovery of Large TradesAFA 2011 Denver Meetings Paper Xiaolin Qian and Chuan-Yang Hwang University of Macau and Nanyang Technological University (NTU) Date Posted: April 02, 2010 Last Revised: September 20, 2011 Working Paper Series 239 downloads
Private Placements, Regulatory Restrictions and Firm Value: Theory and Evidence from the Indian MarketAFA 2011 Denver Meetings Paper Marti G. Subrahmanyam, Vijaya B. Marisetty and V. Ravi Anshuman New York University - Stern School of Business, RMIT University and Indian Institute of Management Bangalore Date Posted: March 26, 2010 Last Revised: August 08, 2012 Working Paper Series 231 downloads
How Do Retirees Value Life Annuities? Evidence from Public EmployeesAFA 2011 Denver Meetings Paper John Chalmers and Jonathan Reuter University of Oregon and Boston College - Department of Finance Date Posted: March 23, 2010 Last Revised: February 12, 2012 Working Paper Series 103 downloads
Mergers and Acquisitions Accounting and the Diversification DiscountJournal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper Claudia Custodio Imperial College London Date Posted: March 22, 2010 Last Revised: May 08, 2013 Accepted Paper Series 858 downloads
Asymmetric Information, Endogenous Illiquidity, and Asset Pricing with Imperfect CompetitionAFA 2011 Denver Meetings Paper Hong Liu and Yajun Wang Washington University in St. Louis - Olin Business School and University of Maryland - Robert H. Smith School of Business Date Posted: March 22, 2010 Last Revised: December 26, 2010 Working Paper Series 250 downloads
Evaporating LiquidityAFA 2011 Denver Meetings Paper Stefan Nagel University of Michigan, Stephen M. Ross School of Business Date Posted: March 22, 2010 Last Revised: July 23, 2011 Working Paper Series 254 downloads
Measuring Systemic RiskAFA 2011 Denver Meetings Paper Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon and Matthew P. Richardson 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 Date Posted: March 22, 2010 Last Revised: August 09, 2010 Working Paper Series 5030 downloads
The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous OrchardsAFA 2011 Denver Meetings Paper Andrea Buraschi, Paolo Porchia and Fabio Trojani The University of Chicago, IE Business School and University of Geneva Date Posted: March 22, 2010 Last Revised: October 26, 2010 Working Paper Series 297 downloads
What Broker Charges Reveal About Mortgage Credit RiskAFA 2011 Denver Meetings Paper Antje Berndt, Burton Hollifield and Patrik Sandås Australian National University, Carnegie Mellon University - David A. Tepper School of Business and University of Virginia Date Posted: March 22, 2010 Last Revised: September 26, 2014 Working Paper Series 399 downloads
Credit Rating and Competition22nd Australasian Finance and Banking Conference 2009, AFA 2011 Denver Meetings Paper Nelson Camanho, Pragyan Deb and Zijun Liu Catholic University of Portugal (UCP) Catolica Lisbon School of Business and Economics, International Monetary Fund (IMF) and Bank of England Date Posted: March 21, 2010 Last Revised: August 02, 2012 Working Paper Series 759 downloads
The Ownership and Trading of Debt Claims in Chapter 11 RestructuringsJournal of Financial Economics (JFE), 119 (2), 316-335, 2015 Victoria Ivashina, Benjamin Charles Iverson and David C. Smith Harvard University, Northwestern University - Kellogg School of Management and University of Virginia - McIntire School of Commerce Date Posted: March 19, 2010 Last Revised: January 17, 2017 Accepted Paper Series 1227 downloads Fails-to-Deliver, Short Selling, and Market Quality Journal of Financial Economics (JFE), Vol. 114, No. 3, 493-516 Veljko Fotak, Vikas Raman and Pradeep K. Yadav State of New York (SUNY) at Buffalo, University of Warwick - Finance Group and University of Oklahoma Price College of Business Date Posted: March 19, 2010 Last Revised: December 12, 2014 Accepted Paper Series
Do Non-Executive Employees Have Information? Evidence from Employee Stock Purchase PlansAFA 2011 Denver Meetings Paper, Forthcoming in Management Science Ilona Babenko and Rik Sen Arizona State University and University of New South Wales Date Posted: March 19, 2010 Last Revised: April 23, 2015 Accepted Paper Series 442 downloads
Disaster Risk and Business CyclesAFA 2011 Denver Meetings Paper Francois Gourio Federal Reserve Bank of Chicago Date Posted: March 19, 2010 Working Paper Series 220 downloads
Globalizing the Boardroom - The Effects of Foreign Directors on Corporate Governance and Firm PerformanceJournal of Accounting & Economics (JAE), Forthcoming, AFA 2011 Denver Meetings Paper, ECGI - Finance Working Paper No. 242/2009 Ronald W. Masulis, Cong Wang and Fei Xie University of New South Wales - Australian School of Business, China Europe International Business School (CEIBS) and University of Delaware Date Posted: March 19, 2010 Last Revised: January 08, 2012 Accepted Paper Series 1405 downloads
Hedge Fund Activism and Bank Loan ContractingAFA 2011 Denver Meetings Paper Jin Xu and Yinghua Li Virginia Tech - Pamplin College of Business and Arizona State University (ASU) - School of Accountancy Date Posted: March 19, 2010 Last Revised: September 18, 2011 Working Paper Series 435 downloads
The Role of Stock Ownership by US Members of Congress on the Market for Political FavorsAFA 2011 Denver Meetings Paper Ahmed Tahoun London Business School Date Posted: March 19, 2010 Last Revised: January 30, 2014 Working Paper Series 594 downloads
The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman BrothersJournal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper Chitru S. Fernando, Anthony D. May and William L. Megginson University of Oklahoma - Michael F. Price College of Business, Wichita State University - W. Frank Barton School of Business and University of Oklahoma Date Posted: March 19, 2010 Last Revised: May 04, 2011 Working Paper Series 787 downloads
Cyclicality of Credit Supply: Firm Level EvidenceHarvard Business School Finance Working Paper No. 10-107 , AFA 2011 Denver Meetings Paper Victoria Ivashina and Bo Becker Harvard University and Stockholm School of Economics Date Posted: March 18, 2010 Last Revised: January 22, 2014 Working Paper Series 1367 downloads
The Skew Risk Premium in the Equity Index MarketReview of Financial Studies (2013), 26, 2174-2203, AFA 2011 Denver Meetings Paper Roman Kozhan, Anthony Neuberger and Paul Schneider University of Warwick, Warwick Business School, Cass Business School, City, University of London and University of Lugano - Institute of Finance Date Posted: March 18, 2010 Last Revised: October 04, 2014 Accepted Paper Series 1729 downloads
Are Analysts' Recommendations Informative? Intraday Evidence on the Impact of Time Stamp DelaysJournal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper Daniel Bradley, Jonathan Clarke, Suzanne S. Lee and Chayawat Ornthanalai 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 Date Posted: March 18, 2010 Last Revised: October 26, 2015 Accepted Paper Series 741 downloads
Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending StandardsAFA 2011 Denver Meetings Paper Jose-Luis Peydro and Angela Maddaloni Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and European Central Bank (ECB) Date Posted: March 18, 2010 Working Paper Series 339 downloads
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper Jessica A. Wachter University of Pennsylvania - Finance Department Date Posted: March 18, 2010 Last Revised: August 08, 2012 Accepted Paper Series 220 downloads
Combining Banking with Private Equity InvestingAFA 2011 Denver Meetings Paper, Harvard Business School Finance Working Paper No. 10-106 Lily H. Fang, Victoria Ivashina and Josh Lerner INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit Date Posted: March 18, 2010 Last Revised: September 26, 2012 Working Paper Series 1480 downloads
Determinants of Dividend Smoothing: Empirical EvidenceAFA 2011 Denver Meetings Paper, Johnson School Research Paper Series No. 18-2010 Mark T. Leary and Roni Michaely Washington University in St. Louis - Olin Business School and Johnson@Cornell Tech, Cornell University Date Posted: March 18, 2010 Last Revised: July 02, 2011 Working Paper Series 1095 downloads
Does Enforcement of Intellectual Property Rights Matter in China? Evidence from Financing and Investment Choices in the High Tech IndustryAFA 2011 Denver Meetings Paper James S. Ang, Chaopeng Wu and Yingmei Cheng Florida State University, Xiamen University and Florida State University - College of Business Date Posted: March 18, 2010 Last Revised: December 21, 2010 Working Paper Series 365 downloads
Does Media Coverage of Stocks Affect Mutual Funds’ Trading and Performance?Forthcoming in Review of Financial Studies Lily H. Fang, Joel Peress and Lu Zheng INSEAD - Finance, INSEAD - Finance and University of California, Irvine - Paul Merage School of Business Date Posted: March 18, 2010 Last Revised: September 25, 2014 Accepted Paper Series 232 downloads
Does the Location of Directors Matter? Information Acquisition and Board DecisionsAFA 2011 Denver Meetings Paper Zinat S. Alam, Mark A. Chen, Conrad S. Ciccotello and Harley E. Ryan Jr. Florida Atlantic University, Georgia State University - Department of Finance, Georgia State University - Department of Finance and Georgia State University - Department of Finance Date Posted: March 18, 2010 Last Revised: July 28, 2012 Working Paper Series 734 downloads
Rare Disasters and Risk Sharing with Heterogeneous BeliefsAFA 2011 Denver Meetings Paper Hui Chen, Scott Joslin and Ngoc-Khanh Tran Massachusetts Institute of Technology, University of Southern California and Washington University in Saint Louis - John M. Olin Business School Date Posted: March 18, 2010 Last Revised: September 02, 2013 Working Paper Series 686 downloads The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options AFA 2011 Denver Meetings Paper Michael L. Lemmon and Sophie X. Ni University of Utah - Department of Finance and Hong Kong University of Science and Technology Date Posted: March 18, 2010 Last Revised: May 09, 2014 Working Paper Series
Why Surplus Consumption in the Habit Model May Be Less Persistent than You ThinkAFA 2011 Denver Meetings Paper Anthony W. Lynch and Oliver Randall New York University (NYU) - Department of Finance and Emory University - Goizueta Business School Date Posted: March 18, 2010 Working Paper Series 98 downloads
Learning about Consumption DynamicsJournal of Finance, Forthcoming Michael S. Johannes, Lars A. Lochstoer and Yiqun Mou Columbia Business School - Finance and Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and Columbia Business School Date Posted: March 17, 2010 Last Revised: January 29, 2016 Accepted Paper Series 390 downloads
The Size and Specialization of Direct Investment PortfoliosAFA 2011 Denver Meetings Paper Yael V. Hochberg and Mark M. Westerfield National Bureau of Economic Research (NBER) and University of Washington Date Posted: March 17, 2010 Last Revised: February 05, 2016 Working Paper Series 203 downloads
Glamour Brands and Glamour StocksAFA 2011 Denver Meetings Paper Matthew T. Billett, Zhan Jiang and Lopo Rego 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 Date Posted: March 17, 2010 Last Revised: May 13, 2014 Working Paper Series 529 downloads
Capital Allocation and Delegation of Decision-Making Authority within FirmsJohn R. Graham, Campbell R. Harvey and Manju Puri Duke University, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business Date Posted: March 17, 2010 Last Revised: October 03, 2014 Working Paper Series 1410 downloads
Stock Return Serial Dependence and Out-of-Sample Portfolio PerformanceAFA 2011 Denver Meetings Paper Victor DeMiguel, Francisco J. Nogales and Raman Uppal London Business School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School Date Posted: March 17, 2010 Last Revised: November 14, 2013 Working Paper Series 1081 downloads
Short-Term Trading and Stock Return Anomalies: Momentum, Reversal, and Share IssuanceReview of Finance, Forthcoming Martijn Cremers and Ankur Pareek University of Notre Dame and Rutgers University Date Posted: March 17, 2010 Last Revised: July 12, 2014 Accepted Paper Series 1443 downloads
Determinants of Bond Risk PremiaAFA 2011 Denver Meetings Paper Zhan Shi and Jing-Zhi Huang Tsinghua University - PBC School of Finance and Pennsylvania State University - University Park - Department of Finance Date Posted: March 17, 2010 Last Revised: January 22, 2014 Working Paper Series 281 downloads
Asset Prices and Institutional InvestorsAFA 2011 Denver Meetings Paper Suleyman Basak and Anna Pavlova London Business School and London Business School Date Posted: March 17, 2010 Last Revised: August 27, 2012 Working Paper Series 1283 downloads
Corporate Policies of Republican ManagersAFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), 2014, 49(5/6), 1279-1310 Irena Hutton, Danling Jiang and Alok Kumar Florida State University - College of Business, College of Business, Stony Brook University and University of Miami - School of Business Administration Date Posted: March 17, 2010 Last Revised: April 14, 2015 Accepted Paper Series 1263 downloads
Endogenous Liquidity SupplyAFA 2011 Denver Meetings Paper Ravi Bansal, Wilbur John Coleman II and Christian T. Lundblad Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School Date Posted: March 17, 2010 Last Revised: September 19, 2012 Working Paper Series 322 downloads
Equity-Debtholder Conflicts and Capital StructureAFA 2011 Denver Meetings Paper Per Strömberg and Bo Becker Swedish House of Finance and Stockholm School of Economics Date Posted: March 17, 2010 Working Paper Series 522 downloads
Financial Guarantors and the 2007-2009 Credit CrisisAFA 2011 Denver Meetings Paper Siddharth Bhaskar Shenai, Randolph B. Cohen and Daniel Bergstresser Harvard Business School, Harvard Business School - Finance Unit and Harvard Business School Date Posted: March 17, 2010 Last Revised: November 21, 2010 Working Paper Series 384 downloads How are Shorts Informed? Short Sellers, News, and Information Processing AFA 2011 Denver Meetings Paper, Utah Winter Finance Conference Selection, 2010 Joseph Engelberg, Adam V. Reed and Matthew Ringgenberg University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance Date Posted: March 17, 2010 Last Revised: October 09, 2012 Working Paper Series
Public Information and Inefficient InvestmentVito Gala and Paolo F. Volpin The Wharton School and City University London - Faculty of Finance Date Posted: March 17, 2010 Last Revised: December 15, 2012 Working Paper Series 170 downloads
Rare Events, Financial Crises, and the Cross-Section of Asset ReturnsAFA 2011 Denver Meetings Paper Francesco Bianchi Duke University Date Posted: March 17, 2010 Last Revised: May 06, 2010 Working Paper Series 174 downloads |
