SSRN AFA 2011 Denver Meetings (Archive)

1.

Behind the Scenes: The Corporate Governance Preferences of Institutional Investors

Journal of Finance, Forthcoming

Number of pages: 46 Posted: 15 Mar 2010 Last Revised: 07 Jul 2015

Accepted Paper Series

Joseph A. McCahery, Zacharias Sautner and Laura T. Starks

Tilburg University - School of Law; European Banking Center (EBC), Frankfurt School of Finance & Management gemeinnützige GmbH and University of Texas at Austin - Department of Finance

Downloads 5,318

2.

Measuring Systemic Risk

AFA 2011 Denver Meetings Paper

Number of pages: 46 Posted: 22 Mar 2010 Last Revised: 09 Aug 2010

Working Paper Series

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

There are 3 versions of this paper

Downloads 5,059

3.

A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond

AFA 2011 Denver Meetings Paper

Number of pages: 44 Posted: 04 Mar 2010 Last Revised: 18 Sep 2013

Working Paper Series

Ivo Welch

University of California, Los Angeles (UCLA)

Downloads 2,758

4.

A Corporate Beauty Contest

Duke I&E Research Paper No. 16-10

Number of pages: 26 Posted: 15 Mar 2010 Last Revised: 29 Mar 2016

Working Paper Series

John R. Graham, Campbell R. Harvey and Manju Puri

Duke University, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business

There are 2 versions of this paper

Downloads 2,652

5.

The Economic Consequences of Perk Disclosure

Contemporary Accounting Research, Forthcoming, AFA 2011 Denver Meetings Paper

Number of pages: 49 Posted: 19 Mar 2008 Last Revised: 17 Jul 2017

Accepted Paper Series

Yaniv Grinstein, David Weinbaum and Nir Yehuda

Cornell University - Samuel Curtis Johnson Graduate School of Management, Syracuse University and University of Texas at Dallas - Department of Accounting & Information Management

Downloads 2,610

6.

Corporate Finance Policies and Social Networks

Management Science, Forthcoming

Number of pages: 40 Posted: 18 Apr 2008 Last Revised: 22 Dec 2015

Accepted Paper Series

Cesare Fracassi

University of Texas at Austin

Downloads 2,583

7.

Yield Curve Predictors of Foreign Exchange Returns

AFA 2011 Denver Meetings Paper

Number of pages: 47 Posted: 25 Jan 2010 Last Revised: 15 Jun 2011

Working Paper Series

Andrew Ang and Joseph Chen

BlackRock, Inc and University of California, Davis - Graduate School of Management

Downloads 2,414

8.

Hedge Fund Stock Trading in the Financial Crisis of 2007-2009

AFA 2011 Denver Meetings Paper, Charles A. Dice Center Working Paper No. 2010-2, Fisher College of Business Working Paper No. 2010-03-002, Swiss Finance Institute Research Paper No. 11-08

Number of pages: 83 Posted: 09 Feb 2010 Last Revised: 14 Sep 2011

Working Paper Series

Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi

Ohio State University - Fisher College of Business, Finance Department, USI Lugano and Villanova University - Department of Finance

Downloads 2,084

9.

The Importance of Industry Links in Merger Waves

Journal of Finance, 2014, vol. 69(2): 527-576.

Number of pages: 159 Posted: 14 Dec 2009 Last Revised: 30 Mar 2016

Accepted Paper Series

Kenneth R. Ahern and Jarrad Harford

University of Southern California - Marshall School of Business and University of Washington

Downloads 2,075

10.

Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions

Bloomberg Portfolio Research Paper No. 2009-03-FRONTIERS, AFA 2011 Denver Meetings Paper, NYU Tandon Research Paper No. 1306495

Number of pages: 66 Posted: 25 Nov 2008 Last Revised: 26 Jun 2017

Working Paper Series

Peter Carr and Liuren Wu

New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business

Downloads 1,879

11.

Are US CEOs Paid More? New International Evidence

EFA 2009 Bergen Meetings Paper, ECGI - Finance Working Paper No. 255/2009, AFA 2011 Denver Meetings Paper

Number of pages: 50 Posted: 12 Feb 2009 Last Revised: 19 Jun 2012

Working Paper Series

Nuno Fernandes, Miguel A. Ferreira, Pedro P. Matos and Kevin J. Murphy

IMD International, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Southern California - Marshall School of Business

Downloads 1,835

12.

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

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

There are 2 versions of this paper

Downloads 1,758

13.

Corporate Diversification and the Cost of Capital

Journal of Finance, Forthcoming, Marshall School of Business Working Paper No. FBE 32-09, Rock Center for Corporate Governance at Stanford University Working Paper No. 58, AFA 2011 Denver Meetings Paper

Number of pages: 88 Posted: 21 Mar 2009 Last Revised: 25 Oct 2012

Accepted Paper Series

Rebecca N. Hann, Maria Ogneva and Oguzhan Ozbas

University of Maryland - Robert H. Smith School of Business, University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department

Downloads 1,727

14.

Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending?

AFA 2011 Denver Meetings Paper

Number of pages: 42 Posted: 15 Mar 2010

Working Paper Series

Rajkamal Iyer, Asim Ijaz Khwaja, Erzo F. P. Luttmer and Kelly Shue

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Harvard University - Harvard Kennedy School (HKS), Dartmouth College and University of Chicago - Booth School of Business

Downloads 1,601

15.

Combining Banking with Private Equity Investing

AFA 2011 Denver Meetings Paper, Harvard Business School Finance Working Paper No. 10-106

Number of pages: 47 Posted: 18 Mar 2010 Last Revised: 26 Sep 2012

Working Paper Series

Lily H. Fang, Victoria Ivashina and Josh Lerner

INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit

Downloads 1,494

16.

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

Martijn Cremers and Ankur Pareek

University of Notre Dame and Rutgers University

Downloads 1,454

17.

Capturing Option Anomalies with a Variance-Dependent Pricing Kernel

AFA 2011 Denver Meetings Paper

Number of pages: 55 Posted: 22 Jan 2010 Last Revised: 07 Jun 2012

Working Paper Series

Peter Christoffersen, Kris Jacobs and Steven L. Heston

University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and University of Maryland - Department of Finance

Downloads 1,437

18.

Private Equity and Industry Performance

Harvard Business School Entrepreneurial Management Working Paper No. 10-045, AFA 2011 Denver Meetings Paper

Number of pages: 49 Posted: 18 Dec 2009 Last Revised: 29 Aug 2011

Working Paper Series

Shai Bernstein, Josh Lerner, Morten Sorensen and Per Strömberg

Stanford Graduate School of Business, Harvard Business School - Finance Unit, Copenhagen Business School and Swedish House of Finance

There are 3 versions of this paper

Downloads 1,430

19.

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

John R. Graham, Campbell R. Harvey and Manju Puri

Duke University, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business

There are 2 versions of this paper

Downloads 1,416

20.

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

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

Downloads 1,415

21.

Cyclicality of Credit Supply: Firm Level Evidence

Harvard Business School Finance Working Paper No. 10-107 , AFA 2011 Denver Meetings Paper

Number of pages: 48 Posted: 18 Mar 2010 Last Revised: 22 Jan 2014

Working Paper Series

Victoria Ivashina and Bo Becker

Harvard University and Stockholm School of Economics

There are 2 versions of this paper

Downloads 1,373

22.

The Joint Cross Section of Stocks and Options

AFA 2011 Denver Meetings Paper, Fordham University Schools of Business Research Paper No. 2010-003

Number of pages: 58 Posted: 08 Jan 2010 Last Revised: 27 Feb 2012

Working Paper Series

Andrew Ang, Turan G. Bali and Nusret Cakici

BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

There are 4 versions of this paper

Downloads 1,363

23.

Who Writes the News? Corporate Press Releases During Merger Negotiations

Journal of Finance, Vol. 69, No. 1, 2014

Number of pages: 98 Posted: 16 Mar 2010 Last Revised: 29 Jan 2014

Accepted Paper Series

Kenneth R. Ahern and Denis Sosyura

University of Southern California - Marshall School of Business and Arizona State University

Downloads 1,360

24.

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

Henrik Cronqvist and Stephan Siegel

University of Miami - Department of Finance and University of Washington - Michael G. Foster School of Business

Downloads 1,356

25.

Country Size, Currency Unions, and International Asset Returns

Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper

Number of pages: 73 Posted: 26 Nov 2008 Last Revised: 11 Jan 2013

Accepted Paper Series

Tarek A. Hassan

University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 1,343

26.

Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies

Journal of Finance, Forthcoming

Number of pages: 70 Posted: 10 Feb 2010 Last Revised: 12 May 2014

Accepted Paper Series

Andrew Ellul and Vijay Yerramilli

Indiana University - Kelley School of Business - Department of Finance and University of Houston, C. T. Bauer College of Business

There are 2 versions of this paper

Downloads 1,302

27.

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

Suleyman Basak and Anna Pavlova

London Business School and London Business School

There are 2 versions of this paper

Downloads 1,287

28.

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

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

Downloads 1,266

29.

Reputation Concerns and Slow-Moving Capital

AFA 2011 Denver Meetings Paper, Yale ICF Working Paper No. 08-26

Number of pages: 34 Posted: 30 Oct 2008 Last Revised: 19 Mar 2015

Working Paper Series

Steven G. Malliaris and Hongjun Yan

Yale University - International Center for Finance and Driehaus College of Business, DePaul University

Downloads 1,237

30.

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

Victoria Ivashina, Benjamin Charles Iverson and David C. Smith

Harvard University, Brigham Young University and University of Virginia - McIntire School of Commerce

Downloads 1,232

31.

A Theory of Merger-Driven IPOs

Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, pp. 1367-1405, 2011

Number of pages: 64 Posted: 06 Feb 2008 Last Revised: 14 Mar 2013

Accepted Paper Series

Evgeny Lyandres, Alexei Zhdanov and Jim Hsieh

Boston University, Pennsylvania State University and George Mason University

There are 2 versions of this paper

Downloads 1,155

32.

A Theory of Debt Maturity: The Long and Short of Debt Overhang

AFA 2011 Denver Meetings Paper, Chicago Booth Research Paper No. 12-31, Fama-Miller Working Paper

Number of pages: 48 Posted: 22 Jan 2010 Last Revised: 22 Aug 2012

Working Paper Series

Douglas W. Diamond and Zhiguo He

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business, and NBER

There are 2 versions of this paper

Downloads 1,102

33.

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

Mark T. Leary and Roni Michaely

Washington University in St. Louis - Olin Business School and [email protected] Tech, Cornell University

Downloads 1,097

34.

Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices

Review of Financial Studies, Vol. 28, No. 12, 2015

Number of pages: 65 Posted: 20 Mar 2009 Last Revised: 25 Feb 2016

Working Paper Series

Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet

Emory University - Department of Finance, Luxembourg School of Finance and University of Illinois at Urbana-Champaign - Department of Finance

There are 2 versions of this paper

Downloads 1,093

35.

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

Victor DeMiguel, Francisco J. Nogales and Raman Uppal

London Business School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School

There are 2 versions of this paper

Downloads 1,091

36.

Tiebreaker: Certification and Multiple Credit Ratings

Yale ICF Working Paper No. 08-27, EFA 2009 Bergen Meetings Paper, AFA 2011 Denver Meetings Paper

Number of pages: 65 Posted: 29 Nov 2008 Last Revised: 10 Sep 2011

Working Paper Series

Dion Bongaerts, Martijn Cremers and William N. Goetzmann

Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance

There are 2 versions of this paper

Downloads 1,034

37.

The Effect of Risk on the CEO Market

Review of Financial Studies 24(8), 2822-2863, August 2011

Number of pages: 44 Posted: 31 Dec 2009 Last Revised: 20 Dec 2013

Accepted Paper Series

Alex Edmans and Xavier Gabaix

London Business School - Institute of Finance and Accounting and Harvard University - Department of Economics

There are 3 versions of this paper

Downloads 995

38.

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

Review of Financial Studies 26 (2): 491-530, 2013, DOI: doi.org/10.1093/rfs/hhs121

Number of pages: 61 Posted: 15 Mar 2010 Last Revised: 10 Mar 2017

Accepted Paper Series

Hengjie Ai, Mariano Massimiliano Croce and Kai Li

affiliation not provided to SSRN, University of North Carolina Kenan-Flagler Business School and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management

Downloads 979

39.

Corporate Governance and Internal Capital Markets

Harvard Business School Finance Working Paper No. 1530565, AFA 2011 Denver Meetings Paper

Number of pages: 47 Posted: 03 Jan 2010 Last Revised: 07 Jun 2010

Working Paper Series

Zacharias Sautner and Belen Villalonga

Frankfurt School of Finance & Management gemeinnützige GmbH and New York University (NYU) - Leonard N. Stern School of Business

Downloads 969

40.

Correlations

AFA 2011 Denver Meetings Paper

Number of pages: 85 Posted: 05 Mar 2007 Last Revised: 16 Aug 2013

Working Paper Series

Paul Ehling and Christian Heyerdahl-Larsen

BI - Norwegian Business School and London Business School - Department of Finance

There are 2 versions of this paper

Downloads 944

41.

Procyclical Stocks Earn Higher Returns

AFA 2011 Denver Meetings Paper

Number of pages: 45 Posted: 15 Mar 2010 Last Revised: 27 Jan 2013

Working Paper Series

William N. Goetzmann, Akiko Watanabe and Masahiro Watanabe

Yale School of Management - International Center for Finance, University of Alberta - School of Business and University of Alberta - School of Business

Downloads 883

42.

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

Claudia Custodio

Imperial College London

Downloads 863

43.

Cash Holdings and Mutual Fund Performance

Review of Finance, Forthcoming, AFA 2011 Denver Meetings Paper

Number of pages: 52 Posted: 02 Dec 2009 Last Revised: 08 Jul 2013

Accepted Paper Series

Mikhail Simutin

University of Toronto - Rotman School of Management

Downloads 859

44.

Asset Fire Sales and Purchases and the International Transmission of Funding Shocks

Journal of Finance Forthcoming, AFA 2011 Denver Meetings Paper

Number of pages: 82 Posted: 16 Dec 2009 Last Revised: 19 Sep 2012

Working Paper Series

Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai

Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London

Downloads 858

45.

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

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

Downloads 788

46.

Consumer Credit Risk Models Via Machine-Learning Algorithms

AFA 2011 Denver Meetings Paper

Number of pages: 49 Posted: 13 Mar 2010 Last Revised: 28 Mar 2010

Working Paper Series

Amir Khandani, Adlar J. Kim and Andrew W. Lo

Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 784

47.

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

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

Downloads 769

48.

The Effects of Stock Lending on Security Prices: An Experiment

Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 09-39, Chicago Booth Initiative on Global Markets Working Paper No. 42, Fisher College of Business Working Paper No. 2009-03-020, Charles A. Dice Center Working Paper No. 2009-20, AFA 2011 Meetings Paper

Number of pages: 73 Posted: 22 Oct 2009 Last Revised: 30 Apr 2013

Accepted Paper Series

Steven N. Kaplan, Tobias J. Moskowitz and Berk A. Sensoy

University of Chicago - Booth School of Business, Yale University, Yale SOM and Vanderbilt University - Finance

There are 2 versions of this paper

Downloads 762

49.

What Ties Return Volatilities to Price Valuations and Fundamentals?

Journal of Political Economy, Forthcoming, AFA 2011 Denver Meetings Paper

Number of pages: 66 Posted: 12 Mar 2010 Last Revised: 29 May 2013

Accepted Paper Series

Alexander David and Pietro Veronesi

University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 755

50.

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

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

Downloads 747

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