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European Financial Management Association Meetings (EFMA)
575,558 Total downloads
Showing Papers 1 - 50 of 641
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Incl. Electronic Paper Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations
Simon Scheidegger and Adrien Treccani
University of Zurich and University of Zurich
Date Posted: November 11, 2016
Working Paper Series
49 downloads

Incl. Fee Electronic Paper On the Application of Spectral Filters in a Fourier Option Pricing Technique
Journal of Computational Finance, Vol. 19, No. 1, Pages 75–106, 2015,
Marjon Ruijter, Mark Versteegh and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI), Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: June 15, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Optimal Timing of Wind Farm Repowering: A Two-Factor Real Options Analysis
Journal of Energy Markets, Vol. 7, No. 3, 2014
Sebastian Himpler and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Pricing and Hedging Multiasset Spread Options Using a Three-Dimensional Fourier Cosine Series Expansion Method
Journal of Energy Markets, Vol. 7, No. 2, 2014
Tommaso Pellegrino and Piergiacomo Sabino
affiliation not provided to SSRN and E.ON Global Commodities
Date Posted: June 06, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Efficient Variations of the Fourier Transform in Applications to Option Pricing
Journal of Computational Finance, Vol. 18, No. 2, 2014
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester
Date Posted: June 04, 2016
Accepted Paper Series

Incl. Electronic Paper Option Pricing Model: Comparing Louis Bachelier with Black-Scholes Merton
Ian A Thomson
University of St Joseph
Date Posted: May 22, 2016
Working Paper Series
440 downloads

Incl. Electronic Paper Pricing and Hedging of European Plain Vanilla Options under Jump Uncertainty
Olaf Menkens
Dublin City University - School of Mathematical Sciences
Date Posted: May 03, 2016
Last Revised: June 12, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Examination of Potential Misrepresentation in CMBS
Ruoyu Shao
University of Texas at Austin - Department of Economics
Date Posted: February 03, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
BIS Working Paper No. 521
Laurent Barras and Aytek Malkhozov
McGill University - Desautels Faculty of Management and Board of Governors of the Federal Reserve System
Date Posted: October 15, 2015
Working Paper Series
61 downloads

Incl. Electronic Paper Risk Premia in Option Markets
Robert H. Smith School Research Paper No. RHS 2635650
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
263 downloads

Incl. Electronic Paper Efficient Analytic Approximation of the Optimal Hedging Strategy for a European Call Option with Transaction Costs
Valeriy Zakamulin
University of Agder - School of Business and Law
Date Posted: February 04, 2010
Last Revised: February 09, 2010
Working Paper Series
309 downloads

Incl. Electronic Paper Shareholder/Option Holder Profit Splits on Stock Buybacks as a Measure of Liability (#10) - Summary of 11 Case Studies (AMAT, CSCO, CY, INTC, NSM, NVDA, ORCL, SNPS, SYMC, TXN, XLNX)
M. A. Gumport
MG Holdings/SIP
Date Posted: July 21, 2007
Last Revised: April 21, 2009
Working Paper Series
217 downloads

Efficiency of Banks: Recent Evidence from the Transition Economics of Europe - 1993-2000
European Journal of Finance, Vol. 13, No. 2, pp. 123-143
H. Semih Yildirim and George C. Philippatos
York University - Atkinson School of Administrative Studies and University of Tennessee, Knoxville - College of Business Administration
Date Posted: March 13, 2007
Accepted Paper Series

Incl. Electronic Paper Timing and Wealth Effects of German Dual Class Stock Unifications
European Financial Management, Forthcoming, EFMA 2004 Basel Meetings
Ingolf Dittmann and Niels Ulbricht
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Mannheim - Department of Business Administration and Finance
Date Posted: July 17, 2006
Accepted Paper Series
288 downloads

Dividend Policy of Bank Initial Public Offerings
Data Not Availalbe
Wolfgang Bessler, James P. Murtagh and Dona D. Siregar
Justus-Liebig-University Giessen, Siena College and Rensselaer Polytechnic Institute (RPI)
Date Posted: May 17, 2006
Accepted Paper Series

Stock Market Liquidity and Firm Dividend Policy
Journal of Financial and Quantitative Analysis
Suman Banerjee, Vladimir A. Gatchev and Paul A. Spindt
Stevens Institute of Technology, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business
Date Posted: January 10, 2006
Accepted Paper Series

Incl. Electronic Paper Bank Runs, Welfare and Policy Implications
EFMA 2002 London Meeting, Forthcoming, BIS Working Paper No. 107
Haibin Zhu
Bank for International Settlements (BIS)
Date Posted: December 13, 2005
Working Paper Series
207 downloads

Incl. Electronic Paper Information Flows During the Asian Crisis: Evidence from Closed-End Funds
EFMA 2001 Lugano Meetings, BIS Working Paper No. 97
Benjamin H. Cohen and Eli M. Remolona
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: December 13, 2005
Working Paper Series
247 downloads

Incl. Electronic Paper The Exit Structure of Venture Capital
UCLA Law Review, Vol. 53, p. 315, 2005, Univ. of Wisconsin Legal Studies Research Paper No. 1005
D. Gordon Smith
Brigham Young University - J. Reuben Clark Law School
Date Posted: December 08, 2005
Accepted Paper Series
3277 downloads

Incl. Electronic Paper Event Study Under Noisy Estimation Period
EFMA 2003 Helsinki Meetings
Nihat Aktas, Eric de Bodt and Jean-Gabriel Cousin
WHU - Otto Beisheim School of Management, Université de Lille and Université Lille Nord de France - SKEMA Business School
Date Posted: February 04, 2005
Working Paper Series
565 downloads

Incl. Electronic Paper Internal Capital Market and Dividend Policies: Evidence from Business Groups
AFA 2007 Chicago Meetings Paper
Radhakrishnan Gopalan, Vikram K. Nanda and Amit Seru
Washington University in Saint Louis - John M. Olin Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Stanford University
Date Posted: January 03, 2005
Last Revised: August 31, 2011
Working Paper Series
828 downloads

Incl. Electronic Paper Optimal Bank Capital with Costly Recapitalization
AFA 2005 Philadelphia Meetings; EFMA 2003 Helsinki Meetings
Samu Peura and Jussi Keppo
Sampo Bank and National University of Singapore - NUS Business School
Date Posted: December 21, 2004
Working Paper Series
775 downloads

Incl. Electronic Paper Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
Georges Dionne, Jean-François Angers, Denise Desjardins and François Guertin
HEC Montreal - Department of Finance, University of Montreal - Center for Research on Transportation, University of Montreal - Center for Research on Transportation and University of Montreal - Center for Research on Transportation
Date Posted: October 13, 2004
Working Paper Series
108 downloads

Incl. Electronic Paper The Essential Role of Securities Regulation
Duke Law Journal, Vol. 55, p. 711, 2006, Columbia Law and Economics Working Paper No. 259
Zohar Goshen and Gideon Parchomovsky
Columbia University - Law School and University of Pennsylvania Law School
Date Posted: October 05, 2004
Last Revised: January 14, 2014
Accepted Paper Series
3501 downloads

Incl. Electronic Paper The Credit Rating Announcement Effect in Japan
Michael Mollemans
Macquarie University - Department of Economics
Date Posted: August 19, 2004
Working Paper Series
381 downloads

Incl. Electronic Paper What Determines the Domestic Bias and Foreign Bias? Evidence from Equity Mutual Fund Allocations Worldwide
EFA 2004 Maastricht Meetings Paper No. 2527
Vicentiu Covrig, Lilian K. Ng and Kalok Chan
California State University, Northridge - Department of Finance, Financial Planning and Insurance, York University - Schulich School of Business and CUHK Business School
Date Posted: August 02, 2004
Working Paper Series
792 downloads

Incl. Electronic Paper The Neglected Benefits of the Corporate Form: Entity Status and the Separation of Asset Ownership from Control
CORPORATE GOVERNANCE AND FIRM ORGANIZATION: MICROFOUNDATIONS AND STRUCTURAL FORMS, Anna Grandon, ed., pp. 45-66, Oxford University Press, 2004
Margaret M. Blair
Vanderbilt University - Law School
Date Posted: July 30, 2004
Accepted Paper Series
695 downloads

Incl. Electronic Paper Investing in Your Own Equity: Effects of Fair Value Accounting and Comprehensive Income Recognition on Earnings and Price Volatility
Robert J. Bloomfield, Mark W. Nelson and Steven D. Smith
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Brigham Young University
Date Posted: July 20, 2004
Working Paper Series
1618 downloads

Incl. Electronic Paper Modelling Price Pressure in Financial Markets
EFA 2004 Maastricht Meetings Paper No. 3458; EFMA 2004 Basel Meetings Paper
Peter Bossaerts and Elena N. Asparouhova
Brain, Mind and Markets Laboratory and University of Utah - David Eccles School of Business
Date Posted: June 03, 2004
Working Paper Series
126 downloads

Incl. Electronic Paper Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories
EFMA 2002 London Meetings
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: May 14, 2004
Last Revised: November 18, 2015
Accepted Paper Series
34752 downloads

Incl. Electronic Paper Does Ownership Structure Influence Firm Value? Evidence from India
The Journal of Entrepreneurial Finance and Business Ventures, Vol. 9, No. 2, pp. 61 –93, October 2004,
Jayesh Kumar
Kotak Securities
Date Posted: May 07, 2004
Last Revised: March 08, 2012
Working Paper Series
1778 downloads

Incl. Electronic Paper Local and Spillover Shocks in Implied Market Volatility: Evidence for the U.S. and Germany
EFMA 2001 Lugano Meetings
Alexander Szimayer and Niklas Wagner
University of Hamburg - Faculty of Economics and Business Administration and Passau University
Date Posted: March 08, 2004
Working Paper Series
616 downloads

Incl. Electronic Paper Universal Banking and Conflicts of Interest: Evidence from German Initial Public Offerings
CORI Working Paper No. 03-06
Peter G. Klein and Kathrin Zoeller
Baylor University, Department of Entrepreneurship and Independent
Date Posted: January 31, 2004
Working Paper Series
1181 downloads

Incl. Fee Electronic Paper On Model Selection and Markov Switching: An Empirical Examination of Term Structure Models with Regime Shifts
CEPR Discussion Paper No. 4165
John Driffill, Turalay Kenc, Martín Sola and Fabio Spagnolo
University of London - Birkbeck College, University of London - Imperial College, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance
Date Posted: January 19, 2004
Working Paper Series
27 downloads

Characteristics and Predictability of Companies' Acquisitions; Empirical Evidence from Denmark 1993-1996
EFMA 2003 Helsinki Meetings
Carmine Gioia
Copenhagen Business School - Department of International Economics & Management
Date Posted: December 01, 2003
Working Paper Series

Incl. Electronic Paper Trading Frequency and Noise
AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
Shing-yang Hu and Chang Chan
National Taiwan University - Department of Finance and National Taipei College of Business
Date Posted: November 23, 2003
Working Paper Series
310 downloads

Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
Recep Bildik
Borsa Istanbul (Istanbul Stock Exchange)
Date Posted: October 25, 2003
Accepted Paper Series

Moral Hazard and Dynamics of Insider Ownership Stakes
EFMA 2003 Helsinki Meetings
Branko Urosevic
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 25, 2003
Working Paper Series

Incl. Electronic Paper The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong
Data Not Availalbe, HKIMR Working Paper No. 3/2004
Michael D. McKenzie and Olan T. Henry
The University of Sydney - Discipline of Finance and University of Melbourne - Department of Economics
Date Posted: July 25, 2003
Working Paper Series
227 downloads

Incl. Electronic Paper Forecasting the Economic State with Financial Market Information and Term Structure of Interest Rates
EFMA 2003 Helsinki Meetings
Heli Kinnunen
University of Oulu
Date Posted: July 18, 2003
Working Paper Series
212 downloads

Incl. Electronic Paper Venture Capitalist Participation and the Performance of IPO Firms: Empirical Evidence from France, Germany, and the UK
EFMA 2003 Helsinki Meetings
Georg Rindermann
Allianz SE - Reinsurance Department
Date Posted: July 17, 2003
Working Paper Series
1134 downloads

Incl. Electronic Paper Simulating the Value of Loan Commitment with the MAC Covenant and the Uncertain Drawdown
Data Not Availalbe
Hongze Abraham Lu
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 27, 2003
Working Paper Series
361 downloads

Incl. Electronic Paper Rising Sector and Style Influences on Global Equity Portfolios
EFMA 2003 Helsinki Meetings
Wenling Lin, Lisa Kopp, Phillip Hoffman and Mark Thurston
Office of Comptroller of Currency, Frank Russell Company, Frank Russell Company and Frank Russell Company
Date Posted: June 27, 2003
Working Paper Series
403 downloads

Incl. Electronic Paper When do Value Stocks Outperform Growth Stocks? Investor Sentiment and Equity Style Rotation Strategies
EFMA 2003 Helinski Meetings
Yul W. Lee and Zhiyi Song
University of Rhode Island - College of Business Administration and Bear, Stearns & Co., Inc.
Date Posted: June 27, 2003
Working Paper Series
2484 downloads

Incl. Electronic Paper Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?
EFMA 2003 Helinski Meetings
Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu
Hong Kong PolyU, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Date Posted: June 27, 2003
Working Paper Series
369 downloads

Incl. Electronic Paper Price Discovery in Hybrid Markets: Further Evidence from the London Stock Exchange
EFMA 2003 Helinski Meetings
Hung Neng Lai
National Central University at Taiwan
Date Posted: June 27, 2003
Working Paper Series
260 downloads

Incl. Electronic Paper Post-IPO Performance and the Exit of Venture Capitalists
EFMA 2003 Helsinki Meetings
Tilo Kraus and Hans-Peter Burghof
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and University of Hohenheim
Date Posted: June 27, 2003
Working Paper Series
966 downloads

Incl. Electronic Paper Exchange Rate Exposure: Evidence from Finnish Stock Returns
EFMA 2003 Helsinki Meetings
Gregory Koutmos and Johan Knif
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics / Department of Finance and Statistics
Date Posted: June 27, 2003
Working Paper Series
459 downloads

Incl. Electronic Paper Information Versus Contagion: International Transmissions of the NASDAQ, JASDAQ and KOSDAQ Market Returns
EFMA 2003 Helsinki Meetings
Chan-Wung Kim and In-Moo Kim
Winona State University - College of Business - Economics and Finance Department and Sungkyunkwan University
Date Posted: June 27, 2003
Working Paper Series
191 downloads

Incl. Electronic Paper Accounting Treatment of R&D Expenditures and Firm-Specific Characteristics of the R&D Capital
EFMA 2003 Helsinki Meetings
Pasi Karjalainen
University of Oulu - Department of Accounting and Finance
Date Posted: June 27, 2003
Working Paper Series
419 downloads


 

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