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AFA 2011 Denver Meetings (Archive)

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Viewing: 1 - 50 of 130 papers

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
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 5,359
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
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 3 versions of this paper

Downloads 5,093
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
University of California, Los Angeles (UCLA)
Downloads 2,764
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
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 2,676
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
Cornell University - Samuel Curtis Johnson Graduate School of Management, Syracuse University and University of Texas at Dallas - Department of Accounting & Information Management
Downloads 2,614
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
University of Texas at Austin
Downloads 2,610
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
BlackRock, Inc and University of California, Davis - Graduate School of Management
Downloads 2,450
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
Ohio State University - Fisher College of Business, Finance Department, USI Lugano and Villanova University - Department of Finance
Downloads 2,094
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
University of Southern California - Marshall School of Business and University of Washington
Downloads 2,091
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
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,896
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
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 1,843
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
University of Warwick, Warwick Business School, Cass Business School, City, University of London and University of Lugano - Institute of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,792
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
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 1,738
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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Harvard University - Harvard Kennedy School (HKS), Dartmouth College and Yale School of Management
Downloads 1,637
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
INSEAD - Finance, Harvard University and Harvard Business School - Finance Unit
Downloads 1,507
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
University of Notre Dame and Rutgers University
Downloads 1,474
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
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and University of Maryland - Department of Finance
Downloads 1,449
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
Stanford Graduate School of Business, Harvard Business School - Finance Unit, Copenhagen Business School and Swedish House of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,436
19.

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, China Europe International Business School (CEIBS) and University of Delaware
Downloads 1,429
20.

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 1,419
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
Harvard University and Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,384
22.

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 1,371
23.

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

Multiple version iconThere are 4 versions of this paper

Downloads 1,370
24.

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
University of Southern California - Marshall School of Business and Arizona State University
Downloads 1,370
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
University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,344
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
Indiana University - Kelley School of Business - Department of Finance and University of Houston, C. T. Bauer College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,317
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
London Business School and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,293
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
Florida State University - College of Business, College of Business, Stony Brook University and University of Miami - School of Business Administration
Downloads 1,276
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
Yale University - International Center for Finance and Driehaus College of Business, DePaul University
Downloads 1,246
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
Harvard University, Brigham Young University and University of Virginia - McIntire School of Commerce
Downloads 1,245
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
Boston University, Pennsylvania State University and George Mason University

Multiple version iconThere are 2 versions of this paper

Downloads 1,159
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
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business, and NBER

Multiple version iconThere are 2 versions of this paper

Downloads 1,106
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
Washington University in St. Louis - Olin Business School and Johnson@Cornell Tech, Cornell University
Downloads 1,104
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
Emory University - Department of Finance, Luxembourg School of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,096
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
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 1,096
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
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,037
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
London Business School - Institute of Finance and Accounting and Harvard University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,001
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
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 993
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
Frankfurt School of Finance & Management gemeinnützige GmbH and New York University (NYU) - Leonard N. Stern School of Business
Downloads 972
40.

Correlations

AFA 2011 Denver Meetings Paper
Number of pages: 85 Posted: 05 Mar 2007 Last Revised: 16 Aug 2013
Working Paper Series
BI - Norwegian Business School and London Business School - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 947
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
Yale School of Management - International Center for Finance, University of Alberta - School of Business and University of Alberta - School of Business
Downloads 895
42.

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
University of Toronto - Rotman School of Management
Downloads 876
43.

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 873
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
Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 862
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
University of Oklahoma - Michael F. Price College of Business, Wichita State University - W. Frank Barton School of Business and University of Oklahoma
Downloads 795
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
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 794
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
Catholic University of Portugal (UCP) Catolica Lisbon School of Business and Economics, International Monetary Fund (IMF) and Bank of England
Downloads 777
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
University of Chicago - Booth School of Business, Yale University, Yale SOM and Vanderbilt University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 767
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
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 757
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
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 752