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Midwest Finance Association Meetings

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Viewing: 1 - 50 of 484 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 Piraeus - Department of Banking and Financial Management and University of Piraeus
Downloads 6,526
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 1,856
3.

Are We Approaching an Economic Singularity? Information Technology and the Future of Economic Growth

Cowles Foundation Discussion Paper No. 2021
Number of pages: 47 Posted: 09 Sep 2015
Working Paper Series
Yale University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,820
4.

Statistical Arbitrage Trading Strategies and High Frequency Trading

Number of pages: 36 Posted: 16 Sep 2012 Last Revised: 19 Feb 2013
Working Paper Series
Kent State University - Department of Finance and Kent State University - College of Business Administration
Downloads 1,754
5.

No News Is News: Do Markets Underreact to Nothing?

Chicago Booth Research Paper No. 12-41, Fama-Miller Working Paper, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 73 Posted: 01 Sep 2012 Last Revised: 11 Sep 2014
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,347
6.

The Influence of Culture on Accounting Disclosures: The Case of the UAE

Number of pages: 23 Posted: 02 Oct 2012
Working Paper Series
American University of Sharjah
Downloads 1,145
7.

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 1,109
8.

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
Palumbo Donahue School of Business, Duquesne University, Virginia Polytechnic Institute & State University - Pamplin College of Business and Duquesne University
Downloads 904
9.

Social Learning and Corporate Peer Effects

AFA 2013 San Diego Meetings Paper, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 46 Posted: 26 Mar 2012 Last Revised: 04 Nov 2014
Working Paper Series
Aalto University School of Business and University of Miami
Downloads 755
10.

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 744
11.

Optimal Parameters to Pairs Trading

Number of pages: 8 Posted: 07 Sep 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 653
12.

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 649
13.

The Determinants of Commercial Banks Profitability in India

Number of pages: 19 Posted: 04 Jan 2015
Working Paper Series
BITS-Pilani Hyderabad Campus
Downloads 644
14.

Ownership Structure and Corporate Performance: Evidence from Qatar

Number of pages: 21 Posted: 02 Oct 2012
Working Paper Series
affiliation not provided to SSRN and Qatar University - Department of Finance and Economics
Downloads 637
15.

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 632
16.

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 Ruhr Universität Bochum
Downloads 622
17.

A Labor Capital Asset Pricing Model

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 01 Sep 2012 Last Revised: 14 Feb 2017
Accepted Paper Series
Carnegie Mellon University - David A. Tepper School of Business, University of Toronto - Rotman School of Management and Arizona State University (ASU) - W.P. Carey School of Business
Downloads 587
18.

The Long-Run Role of the Media: Evidence from Initial Public Offerings

Midwest Finance Association 2013 Annual Meeting Paper, Management Science, Forthcoming
Number of pages: 37 Posted: 09 Jan 2011 Last Revised: 10 Jun 2014
Accepted Paper Series
Guanghua School of Management, Peking University, DePaul University and Hong Kong Polytechnic University
Downloads 579
19.

Why Are CFO Insider Trades More Informative?

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 27 Posted: 03 Apr 2011 Last Revised: 02 Dec 2013
Working Paper Series
Michigan Technological University and University of Alaska Anchorage
Downloads 577
20.

Non-Executive Employee Stock Options and Corporate Innovation

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 50 Posted: 21 Nov 2011 Last Revised: 12 Jun 2014
Working Paper Series
Cambridge Judge Business School, Nanyang Technological University (NTU), Nanyang Technological University - Division of Banking & Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 557
21.

Corporate Governance and Capital Structure Dynamics: An Empirical Study

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 41 Posted: 16 Sep 2012 Last Revised: 17 Aug 2016
Working Paper Series
Tunghai University, University of New Orleans and Cleveland State University
Downloads 556
22.

VC Valuation, Partial Adjustment, and Underpricing: Behavioral Bias or Information Production?

Financial Review (Forthcoming)
Number of pages: 50 Posted: 07 Sep 2011 Last Revised: 17 Jan 2015
Accepted Paper Series
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Menlo College
Downloads 540
23.

The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS

in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
Number of pages: 24 Posted: 29 Aug 2012 Last Revised: 08 Apr 2014
Working Paper Series
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Humboldt University of Berlin - Institute for Statistics and Econometrics and Wroclaw University of Technology - Institute of Organization and Management
Downloads 519
24.

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 505
25.

Exchange Traded Funds, Liquidity, and Market Volatility

Applied Financial Economics (2013)
Number of pages: 37 Posted: 29 Sep 2012 Last Revised: 13 Jan 2017
Accepted Paper Series
Penn State Behrend, Saint Xavier University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 498
26.

What Drives the Herding Behavior of Individual Investors?

Number of pages: 41 Posted: 25 Jul 2011 Last Revised: 20 Oct 2015
Working Paper Series
Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Université Paris-Dauphine, PSL Research University

Multiple version iconThere are 2 versions of this paper

Downloads 497
27.

Understanding the Term Structure of Credit Default Swap Spreads

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44 Posted: 18 Sep 2012 Last Revised: 22 Jan 2013
Working Paper Series
University of Toronto, Rotman School of Management and San Francisco State University
Downloads 494
28.

Portfolio Size and Information Disclosure: An Analysis of Startup Accelerators

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 33 Posted: 06 Sep 2012 Last Revised: 19 Mar 2015
Working Paper Series
University of Colorado at Boulder and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 493
29.

Low-Beta Investing with Mutual Funds

Financial Services Review, 23(4) (Winter 2014), 361–383,
Number of pages: 23 Posted: 05 Sep 2012 Last Revised: 09 Apr 2015
Accepted Paper Series
California State University, Fullerton - Department of Finance
Downloads 489
30.

Leverage Changes and Growth Options in Mergers and Acquisitions

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 51 Posted: 27 Jul 2012 Last Revised: 01 Apr 2015
Working Paper Series
University of Bologna - Department of Economics, University of Oxford - Said Business School and Frederick University
Downloads 487
31.

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
Luxembourg School of Finance and Independent
Downloads 475
32.

Prospect Theory and Migrant Remittance Decision Making

Number of pages: 33 Posted: 05 Sep 2012
Working Paper Series
University of Glasgow - Adam Smith Business School
Downloads 471
33.

Timing Foreign Exchange Markets

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44 Posted: 02 Oct 2012 Last Revised: 14 Apr 2014
Working Paper Series
University of the Andes, University of Chicago - Booth School of Business and Colegio de Estudios Superiores de Administracion
Downloads 469
34.

Improvements in Loss Given Default Forecasts for Bank Loans

24th Australasian Finance and Banking Conference 2011, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 10 Feb 2011 Last Revised: 28 Jun 2012
Working Paper Series
University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 460
35.

Socially Responsible Funds and Market Crises

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 06 Sep 2012 Last Revised: 06 Aug 2014
Accepted Paper Series
Illinois State University and University of Alaska Anchorage
Downloads 452
36.

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 Erasmus School of Economics - Econometric Institute
Downloads 448
37.

The Good and Bad News about the New Liquidity Rules of Basel III in Western European Countries

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 47 Posted: 01 Sep 2012 Last Revised: 24 Jun 2013
Working Paper Series
Lucerne University of Applied Sciences and Arts, Lucerne University of Applied Sciences and Arts, Institute of Financial Services Zug IFZ and Independent Credit View
Downloads 447
38.

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 444
39.

SOX, Corporate Transparency, and the Cost of Debt

Midwest Finance Association 2013 Annual Meeting Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52 Posted: 26 Aug 2008 Last Revised: 12 Nov 2013
Working Paper Series
University of Miami - Department of Finance, University of Miami - School of Business Administration and Iowa State University - Department of Accounting and Finance
Downloads 442
40.

SME Credit Availability Around the World: Evidence from the World Bank's Enterprise Surveys

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 41 Posted: 22 Apr 2012 Last Revised: 02 Jan 2014
Working Paper Series
College of Business--Florida Atlantic University and Lucerne University of Applied Sciences and Arts
Downloads 436
41.

Information Asymmetry and Capital Structure Around the World

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 45 Posted: 18 Sep 2012 Last Revised: 03 Mar 2013
Working Paper Series
Central University of Finance and Economics and Radford University
Downloads 425
42.

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 425
43.

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
Rotterdam School of Management, Erasmus University, Independent and Independent
Downloads 421
44.

Market Timing with Moving Averages

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 68 Posted: 23 Aug 2012 Last Revised: 24 Jan 2013
Working Paper Series
University of Adelaide Business School

Multiple version iconThere are 5 versions of this paper

Downloads 414
45.

Policy Risk, Corporate Political Strategies, and the Cost of Debt

Journal of Corporate Finance, Volume 40, Pages 254–275,
Number of pages: 52 Posted: 17 Mar 2012 Last Revised: 03 Mar 2017
Accepted Paper Series
University of South Florida, University of South Florida and University of Massachusetts Lowell - Department of Finance
Downloads 407
46.

Pecking Order Versus Trade Off Theory and the Issue of Debt Constraint Problem?

Number of pages: 29 Posted: 02 Sep 2012
Working Paper Series
University of Valenciennes - IDP
Downloads 403
47.

Publicized Corporate Social Responsibility and Shareholder Value

Number of pages: 44 Posted: 27 Sep 2012 Last Revised: 15 Jun 2016
Working Paper Series
University of Mississippi - Department of Finance and University of Central Florida - Finance Department
Downloads 399
48.

Analyst Target Price Optimism Around the World

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 46 Posted: 29 Aug 2012 Last Revised: 27 Jan 2014
Working Paper Series
Boston College, University of Waterloo and York University - Schulich School of Business
Downloads 387
49.

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, University of Hamburg and University of Hamburg
Downloads 386
50.

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 373