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Paris December 2011 Finance Meeting EUROFIDAI - AFFI (Archive)

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9th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 20th 2011

For more information on this conference,
please visit: http://www.eurofidai.org/december2011.html

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Viewing: 1 - 34 of 34 papers

1.

The Impact of Government Interventions on CDS and Equity Markets

AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Number of pages: 69 Posted: 23 Mar 2010 Last Revised: 19 Nov 2012
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,614
2.

The Life Cycle of Family Ownership: International Evidence

EFA 2009 Bergen Meetings Paper, AFA 2009 San Francisco Meetings Paper, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 06 Mar 2008 Last Revised: 25 Oct 2011
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School, City University London - Faculty of Finance and Bocconi University - Department of Finance
Downloads 1,507
3.

The Effect of Monitoring on CEO Compensation in a Matching Equilibrium

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 14 Oct 2011 Last Revised: 04 Jul 2017
Working Paper Series
Queen's University and HEC Montreal - Institute of Applied Economics
Downloads 370
4.

Were Multinational Bank Taking Excessive Risks Before the Recent Financial Crisis?

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 35 Posted: 12 Oct 2011 Last Revised: 24 Oct 2011
Working Paper Series
Caixa Geral de Depósitos, Vlerick Business School and Università del Molise - Dipartimento di Economia
Downloads 285
5.

Time-Varying Asset Volatility and the Credit Spread Puzzle

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 14 Oct 2011
Working Paper Series
University of Toronto - Rotman School of Management, McGill University and University of Iowa - Henry B. Tippie College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 262
6.

Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market

Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 14 Oct 2011 Last Revised: 22 Apr 2013
Accepted Paper Series
National Chengchi University (NCCU) - Department of International Business and The University of Hong Kong - Faculty of Business and Economics
Downloads 227
7.

Bringing in Changes: The Effect of New CEOs on Innovation

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 14 Oct 2011 Last Revised: 19 Jun 2014
Working Paper Series
University of Missouri and National Chiao-Tung University - Institute of Management and Technology

Multiple version iconThere are 2 versions of this paper

Downloads 217
8.

Outsourcing in the International Mutual Fund Industry: An Equilibrium View

Journal of Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 85 Posted: 13 Oct 2011 Last Revised: 08 Oct 2014
Accepted Paper Series
University of New South Wales (UNSW), INSEAD - Finance and McGill University

Multiple version iconThere are 2 versions of this paper

Downloads 212
9.

Acquisitions as Lotteries: Do Managerial Gambling Attitudes Influence Takeover Decisions?

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 66 Posted: 12 Oct 2011
Working Paper Series
Tilburg University - Department of Finance and Tilburg University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 207
10.

An Economic Evaluation of the Model Risk for Risk Models

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 14 Oct 2011
Working Paper Series
EMLyon Business School (Paris Campus), Université Paris I Panthéon-Sorbonne - CES/CNRS and University of Lorraine - CEREFIGE
Downloads 202
11.

Financial Bounds for Insurance Claims

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 13 Oct 2011 Last Revised: 11 Feb 2012
Working Paper Series
Grenoble Ecole de Management and Vrije Universiteit Brussel (VUB)

Multiple version iconThere are 3 versions of this paper

Downloads 196
12.

The Impact of Government Interventions on CDS and Equity Markets

Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
Number of pages: 61 Posted: 13 Oct 2011 Last Revised: 19 Sep 2012
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance

Multiple version iconThere are 2 versions of this paper

Downloads 196
13.

Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 57 Posted: 13 Oct 2011 Last Revised: 18 Nov 2014
Working Paper Series
Banque de France, Goethe University Frankfurt, Banque de France -DGEI-DEMFI-RECFIN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 178
14.

Cultural Values, CEO Risk Aversion and Corporate Takeovers

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 12 Oct 2011
Working Paper Series
University of Luxembourg, Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads 159
15.

Asset Prices and the Heterogeneous Impact of News

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 14 Feb 2011 Last Revised: 17 Oct 2011
Working Paper Series
University of Turin - Collegio Carlo Alberto

Multiple version iconThere are 2 versions of this paper

Downloads 158
16.

Financing Constraints, Product Market Competition, and Business Cycle Sensitivity

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 14 Oct 2011 Last Revised: 13 Dec 2011
Working Paper Series
Université Paris Dauphine - DRM-CEREG

Multiple version iconThere are 2 versions of this paper

Downloads 146
17.

When Do Listed Firms Pay for Market Making in Their Own Stock?

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 14 Oct 2011 Last Revised: 05 Mar 2014
Working Paper Series
Central Bank of Norway and University of Stavanger
Downloads 146
18.

Sovereign Risk Premia

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 13 Oct 2011
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and LUISS University - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 134
19.

The Stock-Bond Comovements in the Paris Bourse: Historical Evidence

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 17 Posted: 12 Oct 2011
Working Paper Series
ISG BUSINESS SCHOOL and Toulouse Business School

Multiple version iconThere are 2 versions of this paper

Downloads 115
20.

Corporate Cost of Borrowing: TRACE on Syndicated Loans

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49 Posted: 13 Oct 2011 Last Revised: 15 Feb 2012
Working Paper Series
Goethe University Frankfurt - Department of Finance
Downloads 109
21.

Stressing Correlations and Volatilities - A Consistent Modeling Approach

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 28 Posted: 14 Oct 2011
Working Paper Series
University of Applied Sciences Darmstadt and Frankfurt School of Finance & Management
Downloads 103
22.

Are Cross-Listed Firms Superior Targets? Evidence from Short- and Long-Run Performance of US Bidders

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 13 Oct 2011
Working Paper Series
HEC Montreal and HEC Montreal
Downloads 101
23.

How Useful is The Marginal Expected Shortfall for the Measurement of Systemic Exposure: A Practical Assessment

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 33 Posted: 14 Oct 2011 Last Revised: 03 Nov 2011
Working Paper Series
Banque de France - Centre de Recherche, French Ministry of Finance and Banque de France -DGEI-DEMFI-RECFIN
Downloads 97
24.

Model Implied Credit Spreads

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50 Posted: 14 Oct 2011
Working Paper Series
HEC Montréal
Downloads 88
25.

CDOs and the Financial Crisis: Credit Ratings and Fair Premia

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46 Posted: 14 Oct 2011 Last Revised: 19 Nov 2012
Working Paper Series
VU University Amsterdam - Department of Finance and Financial Sector Management

Multiple version iconThere are 2 versions of this paper

Downloads 82
26.

Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

Journal of Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 14 Oct 2011 Last Revised: 10 Sep 2014
Accepted Paper Series
University of Toronto and University of Toronto - Finance Area

Multiple version iconThere are 3 versions of this paper

Downloads 78
27.

Recovering Nonlinear Dynamics from Option Prices

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 34 Posted: 14 Oct 2011
Working Paper Series
University of Geneva, University of Geneva GSEM and GFRI and affiliation not provided to SSRN
Downloads 76
28.

An Analysis of the Ultra Long-Term Yields

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 13 Oct 2011
Working Paper Series
affiliation not provided to SSRN and University of Toronto - Department of Economics
Downloads 73
29.

Households Learning in the Dark: New Evidence from Retail Traders

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 14 Oct 2011 Last Revised: 30 May 2015
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 65
30.

Market Liquidity and Exposure of Hedge Funds

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 33 Posted: 14 Oct 2011
Working Paper Series
VU University Amsterdam and Luxembourg School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 63
31.

Asset Prices and the Heterogeneous Impact of News

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 12 Oct 2011
Working Paper Series
University of Turin - Collegio Carlo Alberto

Multiple version iconThere are 2 versions of this paper

Downloads 56
32.

The Paulsons Plan's Competitive Effects

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 14 Oct 2011
Working Paper Series
Université de Lille Nord de France – European Center for Corporate Control Studies, Univ. Lille and SKEMA Business School - Lille Campus
Downloads 38
33.

Can the Fed Talk the Hind Legs Off the Stock Market?

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 40 Posted: 13 Oct 2011
Working Paper Series
Tilburg University, Tilburg University (CentER) - Department of Economics and Tilburg University - Center for Economic Research, Econometrics and Finance Group

Multiple version iconThere are 3 versions of this paper

Downloads 30
34.

Capital Structure and Debt Priority

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Posted: 13 Oct 2011 Last Revised: 14 May 2012
Working Paper Series
NEOMA Business School and ESSEC Business School