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Paris December 2010 Finance Meeting EUROFIDAI - AFFI (Archive)
6,988 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

European Financial Data Institute Logo

8th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 16-17th 2010

For more information on this conference,
please visit: http://www.eurofidai.org/december2010.html

Deadline Call for Papers: May 26, 2010

Showing Papers 1 - 32 of 32
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Incl. Electronic Paper Optimal Portfolio Allocations with Hedge Funds
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Jerome Detemple, Marcel Rindisbacher and René Garcia
Boston University - Department of Finance & Economics, Questrom School of Business, Boston University and Université de Montréal - CIREQ - Département de sciences économiques
Date Posted: October 24, 2010
Working Paper Series
367 downloads

Incl. Electronic Paper Option Pricing for Garch-Type Models with Generalized Hyperbolic Innovations
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Florian Ielpo, Dominique Guegan and Christophe Chorro
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Universite Paris 1 Pantheon-Sorbonne and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Date Posted: October 24, 2010
Working Paper Series
108 downloads

Incl. Electronic Paper Supplier-Customer Relationships and the Interactions Between Inventories and Trade Credit
Paris December 2010 Finance Meeting EUROFIDAI - AFFI, Nottingham University Business School Research Paper No. 2011-02
Ydriss Ziane, Simona Mateut and Paul Mizen
Sorbonne Graduate Business School, Nottingham University Business School and University of Nottingham
Date Posted: October 23, 2010
Last Revised: May 06, 2011
Working Paper Series
130 downloads

Incl. Electronic Paper Why are Family Firms So Small?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Laurent Bach
Swedish House of Finance
Date Posted: October 23, 2010
Working Paper Series
145 downloads

Incl. Electronic Paper Asset Selection and Under-Diversification with Financial Constraints and Income: Implications for Household Portfolio Studies
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Hervé Roche, Stathis Tompaidis and Chunyu Yang
California Polytechnic State University - Orfalea College of Business, University of Texas at Austin - McCombs School of Business and BI Norwegian Business School
Date Posted: October 22, 2010
Working Paper Series
60 downloads

Incl. Electronic Paper How to Identify and Forecast Bull and Bear Markets?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI, ERIM Report Series Reference No. ERS-2013-016-F&A
Erik Kole and Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: October 22, 2010
Accepted Paper Series
1290 downloads

Incl. Electronic Paper Multivariate Asset Models Using Levy Processes and Applications
Forthcoming in The European Journal of Finance (2014), Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Laura Ballotta and Efrem Bonfiglioli
Sir John Cass Business School - City, University of London and City University London - Sir John Cass Business School
Date Posted: October 22, 2010
Last Revised: April 21, 2015
Accepted Paper Series
458 downloads

Incl. Electronic Paper Natural Barrier to Entry in the Credit Rating Industry
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Doh-Shin Jeon and Stefano Lovo
Toulouse School of Economics (TSE) and HEC Paris - Finance Department
Date Posted: October 22, 2010
Last Revised: March 15, 2013
Working Paper Series
124 downloads

Incl. Electronic Paper On CEO Appointment and Compensation
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Frederic Palomino and Eloic Peyrache
EDHEC Business School and HEC Paris - Economics & Decision Sciences
Date Posted: October 22, 2010
Working Paper Series
73 downloads

Comoment Risk and Stock Returns
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Marie Lambert and Georges Hubner
University of Liege - HEC Management School and HEC Management School - University of Liège
Date Posted: October 22, 2010
Working Paper Series

Incl. Electronic Paper Do Implicit Barriers Matter for Globalization?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Ines Chaieb, Francesca Carrieri and Vihang R. Errunza
University of Geneva and Swiss Finance Institute, McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Date Posted: October 22, 2010
Accepted Paper Series
40 downloads

Incl. Electronic Paper Do Independence and Financial Expertise of the Board Matter for Risk Taking and Performance?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Jérôme Taillard, Bernadette A. Minton and Rohan Williamson
Babson College, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business
Date Posted: October 22, 2010
Last Revised: March 14, 2012
Working Paper Series
229 downloads

Incl. Electronic Paper Do Multinational Banks Create or Destroy Economic Value?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Carlos Manuel Pinheiro, Azzim Gulamhussen and Alberto F. Pozzolo
Caixa Geral de Depósitos, Vlerick Business School and Università del Molise - Dipartimento di Economia, Società e Istituzioni
Date Posted: October 22, 2010
Accepted Paper Series
177 downloads

Incl. Electronic Paper Expected Returns Across Time Scales
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Christophe Boucher and Bertrand B. Maillet
Université Paris I Panthéon-Sorbonne - CES/CNRS and EMLyon Business School (Paris Campus)
Date Posted: October 22, 2010
Accepted Paper Series
177 downloads

Incl. Electronic Paper Explicit Representation of Cost-Efficient Strategies
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Carole Bernard and Phelim P. Boyle
Grenoble Ecole de Management and Wilfrid Laurier University - School of Business & Economics
Date Posted: October 22, 2010
Accepted Paper Series
145 downloads

Incl. Electronic Paper Game Hoarding in Europe: Stock-Price Consequences of Local Bias?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Tom Aabo, Christos Pantzalis and Maja Stoholm Sørensen
Aarhus University, University of South Florida and Novo Nordisk
Date Posted: October 22, 2010
Last Revised: June 01, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Hedge Funds Returns and Deviation from Normality During Crises
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
François Desmoulins-Lebeault
Grenoble Ecole de Management - Grenoble Graduate School of Business
Date Posted: October 22, 2010
Working Paper Series
55 downloads

Incl. Electronic Paper Investigation on the Comparative Persistence and Convergence of Risk and Non-Risk Adjusted Bank Capital Ratios
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Clovis Rugemintwari
Université de Limoges, LAPE
Date Posted: October 22, 2010
Last Revised: December 28, 2010
Working Paper Series
61 downloads

Incl. Electronic Paper Moral Hazard, Dividends and Risk in Banks
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Enrico Onali
Aston University - Aston Business School
Date Posted: October 22, 2010
Last Revised: December 02, 2010
Working Paper Series
173 downloads

Incl. Electronic Paper New Methodologies in the Valuation of Interest Rate Options
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Ako Doffou
The Institute of International Studies
Date Posted: October 22, 2010
Accepted Paper Series
101 downloads

Incl. Electronic Paper Rollover Risk and Corporate Bond Spreads
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Patricio Valenzuela
University of Chile
Date Posted: October 22, 2010
Accepted Paper Series
84 downloads

Incl. Electronic Paper Tactical Asset Allocation with Commodity Futures: Implications of Business Cycle and Monetary Policy
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Van Thi Tuong Nguyen and Piet Sercu
KU Leuven and FEB at KU Leuven
Date Posted: October 22, 2010
Last Revised: January 26, 2011
Working Paper Series
298 downloads

Incl. Electronic Paper The 2007-2009 Financial Crisis and Executive Compensation: An Analysis and a Proposal for a Novel Structure
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Alon Raviv and Yoram Landskroner
Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Department of Finance and Banking
Date Posted: October 22, 2010
Working Paper Series
514 downloads

Incl. Electronic Paper The Informational Content of the Embedded Deflation Option in TIPS
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Olesya V. Grishchenko, Joel M. Vanden and Jianing Zhang
Board of Governors of the Federal Reserve System, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Smeal College of Business
Date Posted: October 22, 2010
Last Revised: October 04, 2011
Accepted Paper Series
110 downloads

Incl. Electronic Paper The Real Effects of Political Uncertainty: Elections and Investment Sensitivity to Stock Prices
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Art Durnev
University of Iowa - Henry B. Tippie College of Business
Date Posted: October 22, 2010
Last Revised: December 25, 2010
Working Paper Series
565 downloads

Incl. Electronic Paper Why Does Mutual Fund Performance Not Persist? The Impact and Interaction of Fund Flows and Manager Changes
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Wolfgang Bessler, David P. Blake, Peter Lueckoff and Ian Tonks
Justus-Liebig-University Giessen, City University London - Cass Business School - The Pensions Institute, Justus-Liebig-University Giessen and University of Bath School of Management
Date Posted: October 22, 2010
Working Paper Series
372 downloads

Incl. Electronic Paper Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses
Paris December 2010 Finance Meeting EUROFIDAI - AFFI, Journal of International Financial Markets, Institutions and Money, Vol. 21, No. 2, 2011
Suk-Joong Kim and Peter Kjeld Andersen
The University of Sydney Business School and UNSW Australia Business School, School of Banking and Finance
Date Posted: October 21, 2010
Last Revised: October 03, 2013
Accepted Paper Series
121 downloads

Incl. Electronic Paper Block Trades and Market Liquidity on Euronext Paris
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Jérémie Lefebvre
IESEG School of Management
Date Posted: October 21, 2010
Accepted Paper Series
113 downloads

Incl. Electronic Paper Equity Analysts Affiliated with Corporate Lenders
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Johan Sulaeman, David C. Cicero and Swaminathan L. Kalpathy
National University of Singapore (NUS) - Department of Finance, Harbert College of Business, Auburn University and Texas Christian University - M.J. Neeley School of Business
Date Posted: October 21, 2010
Last Revised: November 26, 2010
Accepted Paper Series
64 downloads

Incl. Electronic Paper What is a Market Crash?
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
David Le Bris
Toulouse Business School
Date Posted: October 21, 2010
Last Revised: November 12, 2010
Accepted Paper Series
94 downloads

Incl. Electronic Paper The Impact of Foreign Government Investments on Corporate Performance: Evidence from the U.S.
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Elvira Sojli and Wing Wah Tham
UNSW Business School, School of Banking and Finance and Erasmus School of Economics - Econometric Institute
Date Posted: January 26, 2010
Last Revised: August 01, 2011
Working Paper Series
389 downloads

Incl. Electronic Paper Corporate Scandals and Capital Structure
Journal of Business Ethics, Forthcoming, Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Stefano Bonini and Diana Boraschi-Diaz
Stevens Institute of Technology - School of Business and Bocconi University
Date Posted: September 18, 2009
Last Revised: September 29, 2015
Accepted Paper Series
307 downloads