SSRN eLibrary Search Results
European Finance Association Meetings (EFA)

2,084,689 Total downloads
Search Within

Viewing: 1 - 50 of 3,112 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: 07 May 2009
Working Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 23,238
2.
Downloads 22,852
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
Koc University - Graduate School of Business, VU Amsterdam - School of Business and Economics, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Chicago - Booth School of Business
Downloads 18,107
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
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 17,649
5.

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
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 15,012
6.

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
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 12,750
7.

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
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 11,208
8.

Bank Lending During the Financial Crisis of 2008

EFA 2009 Bergen Meetings Paper
Number of pages: 45 Posted: 10 Nov 2008 Last Revised: 31 Jul 2009
Working Paper Series
Harvard University and Harvard Business School - Finance Unit
Downloads 9,887
9.

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
London Business School - Institute of Finance and Accounting
Downloads 9,473
10.

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
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 9,157
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
The Wharton School - University of Pennsylvania, Real Estate Department, Sorin Capital Management, LLC, Stanford University and London Business School
Downloads 9,071
12.

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
University of Chicago - Booth School of Business, University of Miami - School of Business Administration and Boston University Questrom School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 8,341
13.

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
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 7,531
14.

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
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 7,305
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
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 7,157
16.

Corporate Social Responsibility as a Conflict Between Shareholders

EFA 2006 Zurich Meetings
Number of pages: 33 Posted: 20 Mar 2005
Working Paper Series
Simon Fraser University (SFU) - Beedie School of Business and HEC Montreal
Downloads 7,111
17.

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
Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 6,994
18.

Striking Oil: Another Puzzle?

EFA 2005 Moscow Meetings Paper
Number of pages: 43 Posted: 14 Aug 2005
Working Paper Series
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 6,895
19.

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
London Business School, University of Oxford - Said Business School and Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 6,534
20.

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
University of San Diego - Department of Accountancy, Columbia Business School and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,234
21.

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
University of Notre Dame and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 6,213
22.

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
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 6,068
23.

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
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 6,045
24.

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
Stanford Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,020
25.

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
McGill University - Desautels Faculty of Management, University of Geneva GSEM and GFRI and University of Maryland - Robert H. Smith School of Business
Downloads 5,401
26.

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
Stephen M. Ross School of Business, University of Michigan, Stanford University and London Business School
Downloads 5,215
27.

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
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 5,145
28.

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
London School of Economics, Swedish House of Finance and Ohio State University (OSU) - Department of Finance
Downloads 5,143
29.

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
Bocconi University and City University London - Faculty of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,094
30.

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
University of Warwick - Finance Group
Downloads 4,897
31.

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
University of Chicago - Accounting, Rochester Institute of Technology (RIT) and University of Rochester - Simon Business School
Downloads 4,834
32.

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
Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 4,775
33.

Creditor Control Rights, Corporate Governance, and Firm Value

Number of pages: 79 Posted: 17 Aug 2009 Last Revised: 14 Dec 2011
Working Paper Series
Drexel University - Department of Finance, University of Chicago - Booth School of Business and University of Virginia - McIntire School of Commerce
Downloads 4,729
34.

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
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 4,625
35.

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
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 4,494
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
Yale University - Yale School of Management, International Center for Finance and Yale University - International Center for Finance
Downloads 4,480
37.

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
University of New South Wales, Department of Banking and Finance and Independent
Downloads 4,426
38.

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
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,364
39.

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
London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 5 versions of this paper

Downloads 4,358
40.

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
New York University (NYU) - Department of Finance, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 4,209
41.

Liquidity and Credit Risk

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

Multiple version iconThere are 2 versions of this paper

Downloads 4,169
42.

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
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 4,150
43.

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
University of California, Davis and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,084
44.

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
Kedge Capital Fund Management
Downloads 3,843
45.

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
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 3,782
46.

Improved Forecasting of Mutual Fund Alphas and Betas

Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings
Number of pages: 42 Posted: 27 Jul 2005
Working Paper Series
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 3,723
47.

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
University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 3,647
48.

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
The Chinese University of Hong Kong (CUHK) - School of Accountancy and Nanyang Technological University (NTU)
Downloads 3,612
49.

Predictive Regressions: A Present-Value Approach

Number of pages: 48 Posted: 04 Mar 2007 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,606
50.

Analyst Activity Around the World

HBS Strategy Unit Working Paper No. 01-061
Number of pages: 47 Posted: 27 Feb 2000
Working Paper Series
University of Pennsylvania - The Wharton School, Harvard University - Strategy Unit and Harvard University - Harvard Business School
Downloads 3,425