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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 1,594
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, University of Oxford - Said Business School, City University London - Faculty of Finance and Bocconi University - Department of Finance
Downloads 1,473
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 329
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, Società e Istituzioni
Downloads 284
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 248
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 209
7.

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 205
8.

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 200
9.

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 191
10.

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 184
11.

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 Delaware and National Chiao-Tung University - Institute of Management and Technology

Multiple version iconThere are 2 versions of this paper

Downloads 181
12.

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 176
13.

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 Torino - Collegio Carlo Alberto

Multiple version iconThere are 2 versions of this paper

Downloads 157
14.

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 156
15.

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
Luxembourg School of Finance, 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 149
16.

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 143
17.

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 142
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 116
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
Institut Supérieur de Gestion (ISG), Paris and Toulouse Business School

Multiple version iconThere are 2 versions of this paper

Downloads 112
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 106
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 102
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 97
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 94
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 87
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 77
26.

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 74
27.

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 74
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 69
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 64
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 61
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 Torino - Collegio Carlo Alberto

Multiple version iconThere are 2 versions of this paper

Downloads 52
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, Université de 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