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European Finance Association Meetings (EFA)

2,267,394 Total downloads

Viewing: 1 - 50 of 3,638 papers

1.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 09 Feb 2019
Accepted Paper Series
Martijn Cremers and Antti Petajisto
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 26,492
2.

Managerial Compensation and Capital Structure Under Asymmetric Information

Number of pages: 27 Posted: 02 Mar 2007
Working Paper Series
Kostas Koufopoulos
University of Warwick - Finance Group

Multiple version iconThere are 2 versions of this paper

Downloads 22,999
3.

Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show

American Economic Review, Vol. 98, No. 1, pp. 38-71, March 2008
Number of pages: 50 Posted: 16 Dec 2004 Last Revised: 21 Feb 2012
Accepted Paper Series
Thierry Post, Martijn J. van den Assem, Guido Baltussen and Richard H. Thaler
Graduate School of Business of Nazarbayev University, VU Amsterdam - School of Business and Economics, Erasmus University Rotterdam (EUR) and University of Chicago - Booth School of Business
Downloads 19,414
4.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 18,451
5.

The 'IKEA Effect': When Labor Leads to Love

Harvard Business School Marketing Unit Working Paper No. 11-091
Number of pages: 34 Posted: 04 Mar 2011
Working Paper Series
Michael I. Norton, Daniel Mochon and Dan Ariely
Harvard Business School - Marketing Unit, Tulane University - A.B. Freeman School of Business and Duke University - Fuqua School of Business
Downloads 17,447
6.

Performance of Private Equity Funds

EFA 2005 Moscow Meetings
Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 28 Mar 2008
Working Paper Series
Ludovic Phalippou and Oliver Gottschalg
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 15,821
7.

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31 Posted: 07 Aug 2008 Last Revised: 21 Jun 2013
Accepted Paper Series
David Blitz and Pim van Vliet
Robeco Quantitative Investments and Robeco Quantitative Investments

Multiple version iconThere are 2 versions of this paper

Downloads 13,993
8.

Are Stocks Really Less Volatile in the Long Run?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56 Posted: 26 May 2008 Last Revised: 13 Dec 2011
Working Paper Series
Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 11,731
9.

Bank Lending During the Financial Crisis of 2008

EFA 2009 Bergen Meetings Paper, Journal of Financial Economics (JFE), Vol. 97, 319-338, 2010
Number of pages: 45 Posted: 10 Nov 2008 Last Revised: 15 Feb 2018
Accepted Paper Series
Victoria Ivashina and David S. Scharfstein
Harvard University and Harvard Business School - Finance Unit
Downloads 10,773
10.

Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices

Journal of Financial Economics 101(3), 621-640, September 2011
Number of pages: 43 Posted: 19 Mar 2008 Last Revised: 19 Dec 2013
Accepted Paper Series
Alex Edmans
London Business School - Institute of Finance and Accounting
Downloads 10,060
11.

Did Securitization Lead to Lax Screening? Evidence from Subprime Loans

EFA 2008 Athens Meetings Paper
Number of pages: 59 Posted: 03 Mar 2008 Last Revised: 11 Jan 2009
Working Paper Series
Benjamin J. Keys, Tanmoy K. Mukherjee, Amit Seru and Vikrant Vig
The Wharton School - University of Pennsylvania, Real Estate Department, Sorin Capital Management, LLC, Stanford University and London Business School
Downloads 9,324
12.

Hedge Funds with Style

EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35 Posted: 21 Feb 2001
Working Paper Series
Stephen J. Brown and William N. Goetzmann
New York University - Stern School of Business and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 9,298
13.

Earnings Management and Investor Protection: An International Comparison

MIT Sloan Working Paper No. 4225-01; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 18 Sep 2001 Last Revised: 17 Mar 2008
Working Paper Series
Christian Leuz, Dhananjay Nanda and Peter D. Wysocki
University of Chicago - Booth School of Business, University of Miami - Department of Accounting and Boston University Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,784
14.

Testing the Pecking Order Theory of Capital Structure

EFA 0157: AFA 2001 New Orleans
Number of pages: 53 Posted: 12 Dec 2000
Working Paper Series
Murray Z. Frank and Vidhan K. Goyal
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 8,030
15.

Capital Structure Decisions: Which Factors are Reliably Important?

Number of pages: 60 Posted: 24 Jul 2004 Last Revised: 11 Dec 2007
Working Paper Series
Murray Z. Frank and Vidhan K. Goyal
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 7,850
16.

Corporate Social Responsibility as a Conflict between Shareholders

EFA 2006 Zurich Meetings
Number of pages: 33 Posted: 20 Mar 2005
Working Paper Series
Amir Rubin and Amir Barnea
Simon Fraser University (SFU) - Beedie School of Business and HEC Montreal
Downloads 7,508
17.

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48 Posted: 22 Mar 2002
Working Paper Series
William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)

Multiple version iconThere are 2 versions of this paper

Downloads 7,481
18.

Corporate Governance and the Returns on Investment

EFA 2002 Berlin Meetings Presented Paper; and ECGI - Finance Working Paper No. 06/2003
Number of pages: 59 Posted: 23 Apr 2003
Working Paper Series
Klaus Peter Gugler, Dennis C. Mueller and B. Burcin Yurtoglu
Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management
Downloads 7,134
19.

Striking Oil: Another Puzzle?

EFA 2005 Moscow Meetings Paper
Number of pages: 43 Posted: 14 Aug 2005
Working Paper Series
Gerben Driesprong, Ben Jacobsen and Benjamin Maat
Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management

Multiple version iconThere are 3 versions of this paper

Downloads 7,036
20.

Ownership: Evolution and Regulation

ECGI - Finance Working Paper No. 09/2003, EFA 2004 Maastricht Meetings Paper No. 3205, AFA 2003 Washington, DC Meetings, Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 26 Jan 2004 Last Revised: 30 Jun 2008
Working Paper Series
Julian R. Franks, Colin Mayer and Stefano Rossi
London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School and Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 6,635
21.

Capital Structure and Debt Structure

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 56 Posted: 19 Mar 2008 Last Revised: 18 Feb 2010
Working Paper Series
Joshua D. Rauh and Amir Sufi
Stanford Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,393
22.

Accounting Discretion, Corporate Governance and Firm Performance

14th Annual Conference on Financial Economics and Accounting (FEA); EFA 2003 Annual Conference Paper No. 127
Number of pages: 65 Posted: 20 Jan 2004
Working Paper Series
Robert M. Bowen, Shivaram Rajgopal and Mohan Venkatachalam
Univeristy of San Diego - School of Business, Columbia Business School and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,345
23.

Governance Mechanisms and Equity Prices

Yale ICF Working Paper No. 03-15; NYU, Ctr for Law and Business Research Paper No. 03-09; AFA 2004 San Diego Meetings
Number of pages: 62 Posted: 18 Sep 2003
Working Paper Series
Martijn Cremers and Vinay B. Nair
University of Notre Dame and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 6,333
24.

An International Comparison of Capital Structure and Debt Maturity Choices

AFA 2005 Philadelphia Meetings
Number of pages: 55 Posted: 27 Dec 2004 Last Revised: 04 Oct 2011
Working Paper Series
Joseph P. H. Fan, Garry J. Twite and Sheridan Titman
The Chinese University of Hong Kong (CUHK) - School of Accountancy, University of Melbourne - Department of Finance and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,248
25.

Long-Term Global Market Correlations

Yale ICF Working Paper No. 08-04
Number of pages: 46 Posted: 25 Oct 2001 Last Revised: 24 Jan 2008
Working Paper Series
William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,172
26.

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Number of pages: 53 Posted: 05 Mar 2008 Last Revised: 03 Feb 2011
Accepted Paper Series
Laurent Barras, O. Scaillet and Russ Wermers
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 5,688
27.

Why are Buyouts Levered? The Financial Structure of Private Equity Funds

Charles A. Dice Center Working Paper No. 2008-15; Fisher College of Business Working Paper No. 2008-03-014, Journal of Finance, Forthcoming
Number of pages: 83 Posted: 12 Mar 2005 Last Revised: 28 Oct 2008
Accepted Paper Series
Ulf Axelson, Per Strömberg and Michael S. Weisbach
London School of Economics, Swedish House of Finance and Ohio State University (OSU) - Department of Finance
Downloads 5,341
28.

The Failure of Models that Predict Failure: Distance, Incentives and Defaults

Chicago GSB Research Paper No. 08-19, Ross School of Business Paper No. 1122, EFA 2009 Bergen Meetings Paper
Number of pages: 46 Posted: 10 Nov 2008 Last Revised: 15 Aug 2010
Working Paper Series
Uday Rajan, Amit Seru and Vikrant Vig
Stephen M. Ross School of Business, University of Michigan, Stanford University and London Business School
Downloads 5,318
29.

Creditor Control Rights, Corporate Governance, and Firm Value

Number of pages: 79 Posted: 17 Aug 2009 Last Revised: 14 Dec 2011
Working Paper Series
Greg Nini, Amir Sufi and David C. Smith
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads 5,313
30.

Cross-Country Determinants of Mergers and Acquisitions

ECGI - Finance Working Paper No. 25/2003; AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 251
Number of pages: 40 Posted: 29 May 2003
Working Paper Series
Stefano Rossi and Paolo F. Volpin
Bocconi University and City University London - Faculty of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,308
31.

Estimating the Dynamics of Mutual Fund Alphas and Betas

Yale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings
Number of pages: 40 Posted: 10 Mar 2005
Working Paper Series
Matthew I. Spiegel, Harry Mamaysky and Hong Zhang
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,260
32.

Real Options Valuation: A Monte Carlo Approach

Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 71 Posted: 06 Mar 2002
Working Paper Series
Andrea Gamba
University of Warwick - Finance Group
Downloads 5,221
33.

Incentives Versus Standards: Properties of Accounting Income in Four East Asian Countries, and Implications for Acceptance of IAS

Simon School of Business Working Paper No. FR 00-04; Boston JAE Conference October 2002
Number of pages: 44 Posted: 06 Jan 2004
Working Paper Series
Ray Ball, Ashok Robin and Joanna S. Wu
University of Chicago - Booth School of Business, Rochester Institute of Technology (RIT) and University of Rochester - Simon Business School
Downloads 4,937
34.

Corporate Performance, Board Structure and its Determinants in the Banking Industry

EFA 2005 Moscow Meetings
Number of pages: 42 Posted: 20 Jun 2005
Working Paper Series
Renee B. Adams and Hamid Mehran
University of Oxford and Independent
Downloads 4,919
35.

Pricing Default Swaps: Empirical Evidence

Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Number of pages: 49 Posted: 24 Dec 2001
Accepted Paper Series
Patrick Houweling and Ton Vorst
Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 4,861
36.

Cross-Sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk

Yale ICF Working Paper No. 05-13, EFA 2005 Moscow Meetings Paper
Number of pages: 51 Posted: 23 Apr 2005
Working Paper Series
Matthew I. Spiegel and Xiaotong Wang
Yale University - Yale School of Management, International Center for Finance and Yale University - International Center for Finance
Downloads 4,742
37.

Systemic Risk and Hedge Funds

MIT Sloan Research Paper No. 4535-05, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 111 Posted: 07 Mar 2005
Working Paper Series
Nicholas T. Chan, Mila Getmansky Sherman, Shane M. Haas and Andrew W. Lo
AlphaSimplex Group, LLC, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,737
38.

Liquidity Risk, Leverage and Long-Run IPO Returns

Tuck School of Business Working Paper No. 2004-14, Journal of Corporate Finance, Vol. 11, pp. 1-35, 2005
Number of pages: 44 Posted: 17 Apr 2000 Last Revised: 30 Apr 2009
Accepted Paper Series
B. Espen Eckbo and Oyvind Norli
Tuck School of Business at Dartmouth and BI Norwegian Business School - Department of Financial Economics

Multiple version iconThere are 2 versions of this paper

Downloads 4,721
39.

Momentum and Mean-Reversion in Strategic Asset Allocation

EFA 2006 Zurich Meetings
Number of pages: 34 Posted: 07 Jun 2006 Last Revised: 28 Jan 2009
Working Paper Series
Ralph S. J. Koijen, Juan Carlos Rodriguez and Alessandro Sbuelz
University of Chicago - Booth School of Business, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 4,530
40.

International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?

ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings
Number of pages: 65 Posted: 21 Dec 2004
Working Paper Series
Luzi Hail and Christian Leuz
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,495
41.

A Model of Credit Risk, Optimal Policies, and Asset Prices

AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45 Posted: 21 Mar 2001
Working Paper Series
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 5 versions of this paper

Downloads 4,406
42.

All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

EFA 2005 Moscow Meetings Paper
Number of pages: 51 Posted: 20 Jun 2005
Working Paper Series
Brad M. Barber and Terrance Odean
University of California, Davis and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,401
43.

Liquidity and Credit Risk

EFA 2003 Glasgow
Number of pages: 48 Posted: 01 Aug 2003
Working Paper Series
Jan Ericsson and Olivier Renault
McGill University and University of Warwick Business School - Financial Econometrics Research Centre

Multiple version iconThere are 2 versions of this paper

Downloads 4,305
44.

Efficiency and the Bear: Short Sales and Markets Around the World

Yale ICF Working Paper No. 02-45; EFA 2003 Annual Conference; AFA 2004 San Diego Meetings; 14th Annual Conference on Financial Economics & Accounting
Number of pages: 69 Posted: 06 Oct 2004
Working Paper Series
Arturo Bris, William N. Goetzmann and Ning Zhu
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)

Multiple version iconThere are 3 versions of this paper

Downloads 4,247
45.

Earnings Management and Tunneling Through Related Party Transactions: Evidence from Chinese Corporate Groups

EFA 2003 Annual Conference Paper No. 549
Number of pages: 48 Posted: 19 Jul 2003
Working Paper Series
T.J. Wong and Ming Jian
University of Sothern California and Nanyang Technological University (NTU)
Downloads 3,908
46.

Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48 Posted: 22 Mar 2002
Working Paper Series
Ronald E. Shrieves and Pengjie Gao
University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 3,903
47.

Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios

EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Number of pages: 38 Posted: 30 Apr 2001
Working Paper Series
Francois Lhabitant
Kedge Capital Fund Management
Downloads 3,884
48.

Predictive Regressions: A Present-Value Approach

Number of pages: 48 Posted: 04 Mar 2007 Last Revised: 15 Sep 2013
Working Paper Series
Jules H. van Binsbergen and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,882
49.

Corporate Governance and Value Creation: Evidence from Private Equity

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 232/2009
Number of pages: 50 Posted: 08 Jan 2009 Last Revised: 30 Nov 2018
Working Paper Series
Viral V. Acharya, Oliver Gottschalg, Moritz Hahn and Conor Kehoe
New York University - Leonard N. Stern School of Business, HEC Paris - Strategy & Business Policy, Ludwig Maximilian University of Munich (LMU) and McKinsey & Company, Inc.

Multiple version iconThere are 3 versions of this paper

Downloads 3,866
50.

Unobserved Actions of Mutual Funds

Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58 Posted: 28 Feb 2005
Accepted Paper Series
Marcin T. Kacperczyk, Clemens Sialm and Lu Zheng
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,853