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Midwest Finance Association 2012 Annual Meeting (Archive)

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Viewing: 1 - 50 of 212 papers

1.

Supply of Capital and Capital Structure: The Role of Financial Development

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 74 Posted: 17 Mar 2011 Last Revised: 07 Jan 2016
Working Paper Series
University of Piraeus - Department of Banking and Financial Management, University of Warwick - Finance Group, University of Leeds - Leeds University Business School (LUBS) and University of Piraeus
Downloads 6,614
2.

Deep Value Investing and Unexplained Returns

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 41 Posted: 02 Oct 2011 Last Revised: 05 Jan 2012
Working Paper Series
University of St. Thomas, University of St. Thomas - Opus College of Business and Carbon Beach Asset Management LLC
Downloads 2,365
3.

What’s Not There: The Odd-Lot Bias in TAQ Data

Johnson School Research Paper Series No. 31-2011, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 23 Jul 2011 Last Revised: 18 Mar 2014
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Illinois at Urbana-Champaign

Multiple version iconThere are 2 versions of this paper

Downloads 1,162
4.

Momentum Loses its Momentum: Implications for Market Efficiency

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 50 Posted: 16 Jan 2015 Last Revised: 06 Jun 2016
Working Paper Series
Duquesne University - Palumbo Donahue School of Business, Virginia Polytechnic Institute & State University - Pamplin College of Business and Duquesne University
Downloads 940
5.

Start-Up Firm Valuation: A Real-Options Approach

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 44 Posted: 16 Sep 2011 Last Revised: 05 Apr 2012
Working Paper Series
University of Innsbruck and University of Innsbruck
Downloads 872
6.

The Determinants of Commercial Banks Profitability in India

Number of pages: 19 Posted: 04 Jan 2015
Working Paper Series
BITS-Pilani Hyderabad Campus
Downloads 872
7.

Advisory Directors

Number of pages: 52 Posted: 17 Jun 2011 Last Revised: 21 Feb 2013
Working Paper Series
Northeastern University - Finance Group, Bentley University - Department of Accountancy and Northeastern University - Accounting Group
Downloads 744
8.

Crises, Liquidity Shocks, and Fire Sales at Financial Institutions

Number of pages: 56 Posted: 02 Jul 2010 Last Revised: 18 May 2014
Working Paper Series
Northeastern University - D’Amore-McKim School of Business, UC Riverside and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 663
9.

Systemic Risk and Bank Consolidation: International Evidence

Journal of Banking and Finance, Forthcoming, Campus for Finance, 2012 WHU Koblenz , Southwestern Finance Association Annual Meeting 2012, Eastern Finance Association Annual Meeting 2012, Midwest Finance Association, Midwest Finance Association 2012 Annual Meeting, 5th Financial Risks International Forum on "Systemic Risk", Institut Louis Bachelier , 24th Australasian Finance and Banking Conference 2011
Number of pages: 49 Posted: 05 Jan 2012 Last Revised: 20 Nov 2013
Accepted Paper Series
University of Leipzig - Faculty of Economics and Management Science, Ruhr Universität Bochum and Heinrich Heine University Dusseldorf
Downloads 654
10.

What Drives the Herding Behavior of Individual Investors?

Finance, 34(3), 2013
Number of pages: 41 Posted: 25 Jul 2011 Last Revised: 20 Oct 2017
Accepted Paper Series
Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Université Paris-Dauphine, PSL Research University
Downloads 574
11.

Market Sentiment in Commodity Futures Returns

Journal of Empirical Finance, vol 33, pp.84-103, 2015
Number of pages: 56 Posted: 27 Sep 2011 Last Revised: 06 Jun 2016
Working Paper Series
Universite du Luxembourg and Independent
Downloads 552
12.

Assessing the Performance of Funds of Hedge Funds

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 35 Posted: 19 Sep 2011 Last Revised: 30 Sep 2015
Working Paper Series
Université Libre de Bruxelles (ULB), Université Libre de Bruxelles - Solvay Brussels School of Economics and Management, Tages Capital LLP and University of Applied Sciences Western Switzerland - Geneva School of Business Administration
Downloads 526
13.

Improvements in Loss Given Default Forecasts for Bank Loans

Journal of Banking & Finance, 2013, Vol. 37, pp. 2354-2366
Number of pages: 47 Posted: 10 Feb 2011 Last Revised: 22 Aug 2018
Accepted Paper Series
University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 523
14.

News Articles and the Invariance Hypothesis

AFA 2012 Chicago Meetings Paper, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 41 Posted: 16 Mar 2011 Last Revised: 14 Jan 2012
Working Paper Series
University of Maryland, New Economic School (NES), Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 484
15.

Lessons from the Evolution of Foreign Exchange Trading Strategies

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 35 Posted: 15 Sep 2011
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 483
16.

Flashes of Trading Intent at the NASDAQ

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Norges Bank Working Paper 17, AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 22 Mar 2011 Last Revised: 19 Jul 2016
Accepted Paper Series
Central Bank of Norway, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 482
17.

Asset Price Dynamics with Limited Attention

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 54 Posted: 01 Aug 2010 Last Revised: 17 Jun 2018
Working Paper Series
University of California, Berkeley - Haas School of Business, VU Amsterdam, Copenhagen Business School - Department of Finance and ASU WP Carey School of Business
Downloads 470
18.

Loss Given Default of Corporate Bank Loans: Large Scale Evidence from Europe

Number of pages: 44 Posted: 21 Sep 2011 Last Revised: 14 Apr 2014
Working Paper Series
De Nederlandsche Bank - Research Department, Independent and Independent
Downloads 451
19.

Profit Sharing in Hedge Funds

Number of pages: 34 Posted: 19 Sep 2011 Last Revised: 21 Jun 2016
Working Paper Series
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management and Boston University

Multiple version iconThere are 2 versions of this paper

Downloads 428
20.

Measuring Investors' Historical Returns: Hindsight Bias in Dollar-Weighted Returns

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 28 Oct 2010 Last Revised: 19 Sep 2017
Working Paper Series
City University London - Sir John Cass Business School
Downloads 410
21.

Is M&A Different During a Crisis? Evidence from the European Banking Sector

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 34 Posted: 03 Oct 2011 Last Revised: 04 Jan 2012
Working Paper Series
Bocconi University - Department of Finance and IntesaSanpaolo
Downloads 408
22.

Testing Rebalancing Strategies for Stock-Bond Portfolios: Where Is the Value Added of Rebalancing?

Midwest Finance Association 2012 Annual Meetings Paper , 2012 European Financial Management Symposium on Asset Management , 2012 Kölner Finanzmarktkolloquium on Asset Management
Number of pages: 27 Posted: 15 Sep 2011 Last Revised: 11 Aug 2015
Working Paper Series
dichtl research & consulting GmbH, Hamburg University and University of Hamburg
Downloads 403
23.

Capital Structure Along the Supply Chain: How Does Customer Leverage Affect Supplier Leverage Decisions?

Number of pages: 26 Posted: 15 Jun 2011 Last Revised: 28 Nov 2014
Working Paper Series
University of North Carolina (UNC) at Charlotte and University of Nebraska - Lincoln
Downloads 392
24.

The Effects of High Frequency Traders in a Simulated Market

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 26 Posted: 15 Sep 2011
Working Paper Series
Kent State University - Department of Finance
Downloads 392
25.

Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 11 Jan 2012 Last Revised: 11 Jan 2012
Working Paper Series
Bocconi University - Department of Decision Sciences, University of Turin - Department of Statistics and Applied Mathematics and Board of Governors of the Federal Reserve System
Downloads 390
26.

Factors Affecting Survival, Closure and M&A Exit for Small Businesses

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 49 Posted: 28 Feb 2011 Last Revised: 05 Jun 2013
Working Paper Series
University of Hartford - Barney School of Business, University of Hartford - Department of Economics, Finance & Insurance and Central Connecticut State University - Department of Finance
Downloads 377
27.

Capital Asset Pricing with a Stochastic Horizon

Number of pages: 69 Posted: 02 Feb 2011 Last Revised: 13 Jun 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area and Rutgers, The State University of New Jersey - Department of Finance
Downloads 352
28.

Acquiring Growth

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 18 Sep 2011 Last Revised: 12 Aug 2017
Accepted Paper Series
University of Wisconsin - Madison
Downloads 346
29.

The Listing and Delisting of German Firms on NYSE and NASDAQ: Were There Any Benefits?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 50 Posted: 16 Sep 2011 Last Revised: 30 Aug 2014
Accepted Paper Series
Justus-Liebig-University Giessen, University of New Hampshire - Department of Accounting & Finance, University of Giessen - Center for Finance and Banking and Justus-Liebig-University Giessen
Downloads 343
30.

A Study of Non-Performing Assets Management of Latur District Central Cooperative Bank, Latur

Indian Streams Research Journal, Vol. 4, No. 8, September 2014
Number of pages: 9 Posted: 05 Oct 2014
Accepted Paper Series
Rajarshi Shahu Engineering College and Rajarshi Shahu Engineering College
Downloads 319
31.

TARP Announcement, Bank Health, and Borrowers' Credit Risk

Journal of Financial Stability, Forthcoming
Number of pages: 35 Posted: 19 Mar 2010 Last Revised: 11 Dec 2015
Accepted Paper Series
Louisiana State University and Binghamton University-SUNY
Downloads 316
32.

Time Horizon Trading and the Idiosyncratic Risk Puzzle

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 22 Jul 2011 Last Revised: 13 Apr 2013
Working Paper Series
Universidad de los Andes, Colombia - School of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 316
33.

Changes in the Constituents of the S&P 500 Index and the Performance of the Index

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 21 Posted: 25 Sep 2011
Working Paper Series
University of Lethbridge and University of Lethbridge
Downloads 304
34.

Is Wine a Premier CRU Investment?

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 26 Aug 2011 Last Revised: 01 Sep 2011
Working Paper Series
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 292
35.

Debt Covenants and Capital Structure: Evidence from an Exogenous Shock to Debt Capacity

Western Finance Association 2012 Annual Meeting
Number of pages: 55 Posted: 31 Aug 2011 Last Revised: 12 Jul 2012
Working Paper Series
Columbia Business School, INSEAD and University of Texas at Dallas
Downloads 283
36.

Bond Fund Disappearance: What’s Return Got to Do with it?

Number of pages: 47 Posted: 18 Jun 2011 Last Revised: 14 May 2012
Working Paper Series
University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 277
37.

Institutional Herding and Asset Price: The Role of Information

Rotman School of Management Working Paper No. 1707868
Number of pages: 61 Posted: 13 Nov 2010 Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of Toronto - Rotman School of Management and McGill University - Desautels Faculty of Management
Downloads 268
38.

Evolution of Volatility, Trade Price Location, Correlations, and Speed of Trading in the Limit Order Book

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 53 Posted: 22 Aug 2011 Last Revised: 20 Feb 2012
Working Paper Series
University of Memphis - Fogelman College of Business and Economics, University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 265
39.

Is Investment Inefficiency Caused by Financial Constraints or Agency Costs? Evidence from Chinese Firms

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 69 Posted: 18 Sep 2011 Last Revised: 17 Feb 2012
Working Paper Series
Durham University - Durham Business School and Durham University - Durham Business School
Downloads 265
40.

Acquisition Activities of Initial Public Offerings in Europe: An Analysis of Exit and Growth Strategies

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 48 Posted: 20 Sep 2011 Last Revised: 18 Sep 2012
Working Paper Series
Justus-Liebig-University Giessen and Justus-Liebig-University Giessen
Downloads 263
41.

International Portfolio Diversification Benefits in Periods of Crises

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 19 Posted: 26 Sep 2011 Last Revised: 06 Feb 2012
Working Paper Series
LEFA-IHEC Carthage and LEFA-IHEC Carthage
Downloads 263
42.

Portfolio Diversification Dynamics as a Measure of Market Sentiment

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 15 Sep 2011 Last Revised: 11 Jun 2012
Working Paper Series
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 258
43.

Order Imbalances Around Seasoned Equity Offerings

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 65 Posted: 24 Sep 2011 Last Revised: 08 Oct 2012
Working Paper Series
Independent and University of New South Wales - Australian School of Business
Downloads 250
44.

A Global Investigation of Dividend Yields: Shareholder Demand, Agency Problems, and Market Quality

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 31 Posted: 19 Sep 2011 Last Revised: 28 Jan 2012
Working Paper Series
University of Wyoming - College of Business - Department of Economics and Finance and University of Memphis - Finance
Downloads 233
45.

Institutional Trading Behavior in the ETF Market

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 49 Posted: 26 Sep 2011
Working Paper Series
University of New Mexico - Anderson School of Management, Yuan Ze University, Yuan Ze University and The University of Texas at Arlington
Downloads 233
46.

Is There Skill or Alpha in Currency Investing?

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 19 Sep 2011 Last Revised: 21 Sep 2011
Working Paper Series
Fischer Francis Trees & Watts, Inc. and New York University (NYU) - Department of Finance
Downloads 233
47.

Voluntary Delisting? A Valid Option for Firms Restructuring

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 40 Posted: 18 Sep 2011
Working Paper Series
Guglielmo Marconi University - Department of Economics and Management, Bocconi University - Department of Finance, University of Piemonte Orientale - Department of Economics and Business Studies and University of Rome I - Department of Management
Downloads 233
48.

An Optimization Strategy for Enhancing the Performance of Fund of Funds Portfolios

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 20 Posted: 07 Sep 2011 Last Revised: 14 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance and Wake Forest University - Schools of Business
Downloads 232
49.

Commercial Real Estate Loan Performance at Failed U.S. Banks

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 36 Posted: 14 Sep 2011
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 224
50.

The Impact of Firm Size on Dynamic Incentives and Investment

RAND Journal of Economics, Forthcoming
Number of pages: 50 Posted: 24 Sep 2011 Last Revised: 22 Sep 2016
Working Paper Series
Norwegian School of Economics (NHH) and University of Calgary - Haskayne School of Business
Downloads 223