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Paris December 2010 Finance Meeting EUROFIDAI - AFFI (Archive)

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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

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Viewing: 1 - 32 of 32 papers

1.

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
Number of pages: 77 Posted: 22 Oct 2010
Accepted Paper Series
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 1,312
2.

The Real Effects of Political Uncertainty: Elections and Investment Sensitivity to Stock Prices

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55 Posted: 22 Oct 2010 Last Revised: 25 Dec 2010
Working Paper Series
University of Iowa - Henry B. Tippie College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 574
3.

The 2007-2009 Financial Crisis and Executive Compensation: An Analysis and a Proposal for a Novel Structure

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 22 Oct 2010
Working Paper Series
Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Department of Finance and Banking

Multiple version iconThere are 2 versions of this paper

Downloads 527
4.

Multivariate Asset Models Using Levy Processes and Applications

Forthcoming in The European Journal of Finance (2014), Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 22 Oct 2010 Last Revised: 21 Apr 2015
Accepted Paper Series
Sir John Cass Business School - City, University of London and City University London - Sir John Cass Business School
Downloads 462
5.

The Impact of Foreign Government Investments on Corporate Performance: Evidence from the U.S.

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 26 Jan 2010 Last Revised: 01 Aug 2011
Working Paper Series
UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 390
6.

Why Does Mutual Fund Performance Not Persist? The Impact and Interaction of Fund Flows and Manager Changes

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 22 Oct 2010
Working Paper Series
Justus-Liebig-University Giessen, City University London - Cass Business School - The Pensions Institute, Justus-Liebig-University Giessen and University of Bath School of Management
Downloads 379
7.

Optimal Portfolio Allocations with Hedge Funds

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64 Posted: 24 Oct 2010
Working Paper Series
Boston University - Department of Finance & Economics, Questrom School of Business, Boston University and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 370
8.

Corporate Scandals and Capital Structure

Journal of Business Ethics, Forthcoming, Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 18 Sep 2009 Last Revised: 29 Sep 2015
Accepted Paper Series
Stevens Institute of Technology - School of Business and Bocconi University
Downloads 311
9.

Tactical Asset Allocation with Commodity Futures: Implications of Business Cycle and Monetary Policy

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 33 Posted: 22 Oct 2010 Last Revised: 26 Jan 2011
Working Paper Series
KU Leuven and FEB at KU Leuven
Downloads 304
10.

Do Independence and Financial Expertise of the Board Matter for Risk Taking and Performance?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46 Posted: 22 Oct 2010 Last Revised: 14 Mar 2012
Working Paper Series
Babson College, Ohio State University (OSU) - Department of Finance and Georgetown University - McDonough School of Business
Downloads 237
11.

Do Multinational Banks Create or Destroy Economic Value?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 22 Oct 2010
Accepted Paper Series
Caixa Geral de Depósitos, Vlerick Business School and Università del Molise - Dipartimento di Economia, Società e Istituzioni
Downloads 178
12.

Expected Returns Across Time Scales

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 22 Oct 2010
Accepted Paper Series
Université Paris I Panthéon-Sorbonne - CES/CNRS and EMLyon Business School (Paris Campus)
Downloads 178
13.

Moral Hazard, Dividends and Risk in Banks

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 31 Posted: 22 Oct 2010 Last Revised: 02 Dec 2010
Working Paper Series
Aston University - Aston Business School

Multiple version iconThere are 3 versions of this paper

Downloads 174
14.

Why are Family Firms So Small?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65 Posted: 23 Oct 2010
Working Paper Series
Swedish House of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 149
15.

Explicit Representation of Cost-Efficient Strategies

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 22 Oct 2010
Accepted Paper Series
Grenoble Ecole de Management and Wilfrid Laurier University - School of Business & Economics

Multiple version iconThere are 2 versions of this paper

Downloads 147
16.

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
Number of pages: 37 Posted: 23 Oct 2010 Last Revised: 06 May 2011
Working Paper Series
Sorbonne Graduate Business School, Nottingham University Business School and University of Nottingham
Downloads 130
17.

Natural Barrier to Entry in the Credit Rating Industry

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 22 Oct 2010 Last Revised: 15 Mar 2013
Working Paper Series
Toulouse School of Economics (TSE) and HEC Paris - Finance Department
Downloads 128
18.

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
Number of pages: 34 Posted: 21 Oct 2010 Last Revised: 03 Oct 2013
Accepted Paper Series
The University of Sydney Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 122
19.

Block Trades and Market Liquidity on Euronext Paris

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 21 Oct 2010
Accepted Paper Series
IESEG School of Management
Downloads 115
20.

The Informational Content of the Embedded Deflation Option in TIPS

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 22 Oct 2010 Last Revised: 04 Oct 2011
Accepted Paper Series
Board of Governors of the Federal Reserve System, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Smeal College of Business
Downloads 112
21.

Option Pricing for Garch-Type Models with Generalized Hyperbolic Innovations

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30 Posted: 24 Oct 2010
Working Paper Series
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)

Multiple version iconThere are 2 versions of this paper

Downloads 108
22.

New Methodologies in the Valuation of Interest Rate Options

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 27 Posted: 22 Oct 2010
Accepted Paper Series
The Institute of International Studies

Multiple version iconThere are 4 versions of this paper

Downloads 101
23.

What is a Market Crash?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30 Posted: 21 Oct 2010 Last Revised: 12 Nov 2010
Accepted Paper Series
Toulouse Business School

Multiple version iconThere are 2 versions of this paper

Downloads 98
24.

Rollover Risk and Corporate Bond Spreads

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30 Posted: 22 Oct 2010
Accepted Paper Series
University of Chile

Multiple version iconThere are 3 versions of this paper

Downloads 84
25.

On CEO Appointment and Compensation

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 41 Posted: 22 Oct 2010
Working Paper Series
EDHEC Business School and HEC Paris - Economics & Decision Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 75
26.

Equity Analysts Affiliated with Corporate Lenders

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59 Posted: 21 Oct 2010 Last Revised: 26 Nov 2010
Accepted Paper Series
National University of Singapore (NUS) - Department of Finance, Harbert College of Business, Auburn University and Texas Christian University - M.J. Neeley School of Business
Downloads 64
27.

Investigation on the Comparative Persistence and Convergence of Risk and Non-Risk Adjusted Bank Capital Ratios

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 26 Posted: 22 Oct 2010 Last Revised: 28 Dec 2010
Working Paper Series
Université de Limoges, LAPE
Downloads 61
28.

Asset Selection and Under-Diversification with Financial Constraints and Income: Implications for Household Portfolio Studies

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 76 Posted: 22 Oct 2010
Working Paper Series
California Polytechnic State University - Orfalea College of Business, University of Texas at Austin - McCombs School of Business and BI Norwegian Business School

Multiple version iconThere are 2 versions of this paper

Downloads 60
29.

Hedge Funds Returns and Deviation from Normality During Crises

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 34 Posted: 22 Oct 2010
Working Paper Series
Grenoble Ecole de Management - Grenoble Graduate School of Business
Downloads 56
30.

Game Hoarding in Europe: Stock-Price Consequences of Local Bias?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 22 Oct 2010 Last Revised: 01 Jun 2012
Working Paper Series
Aarhus University, University of South Florida and Novo Nordisk
Downloads 45
31.

Do Implicit Barriers Matter for Globalization?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 22 Oct 2010
Accepted Paper Series
University of Geneva and Swiss Finance Institute, McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management

Multiple version iconThere are 3 versions of this paper

Downloads 40
32.

Comoment Risk and Stock Returns

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Posted: 22 Oct 2010
Working Paper Series
University of Liege - HEC Management School and HEC Management School - University of Liège