SSRN Midwest Finance Association 2013 Annual Meeting (Archive)

1.

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

William D. Nordhaus

Yale University - Department of Economics

There are 2 versions of this paper

Downloads 1,820

2.

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

Stefano Giglio and Kelly Shue

Yale School of Management and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 1,345

3.

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

Markku Kaustia and Ville Rantala

Aalto University School of Business and University of Miami

Downloads 755

4.

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

Laura Xiaolei Liu, Ann E. Sherman and Yong Zhang

Guanghua School of Management, Peking University, DePaul University and Hong Kong Polytechnic University

Downloads 579

5.

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

Heather S Knewtson and John R. Nofsinger

Michigan Technological University and University of Alaska Anchorage

Downloads 577

6.

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

Xin (Simba) Chang, Kangkang Fu, Angie Low and Wenrui Zhang

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 556

7.

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

Li-Kai (Connie) Liao, Tarun K. Mukherjee and Wei Wang

Tunghai University, University of New Orleans and Cleveland State University

Downloads 554

8.

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

Jan Jindra and Dima Leshchinskii

U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Menlo College

Downloads 540

9.

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

Stefan Trück, Wolfgang K. Härdle and Rafal Weron

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

10.

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

Timothy A. Krause, Sina Ehsani and Donald D. Lien

Penn State Behrend, Saint Xavier University and University of Texas at San Antonio - College of Business - Department of Economics

Downloads 498

11.

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

Jin-Hyuk Kim and Liad Wagman

University of Colorado at Boulder and Illinois Institute of Technology - Stuart School of Business, IIT

Downloads 493

12.

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

Bing Han and Yi Zhou

University of Toronto, Rotman School of Management and San Francisco State University

Downloads 492

13.

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

Elettra Agliardi, Amir Amel-Zadeh and Nicos Koussis

University of Bologna - Department of Economics, University of Oxford - Said Business School and Frederick University

Downloads 487

14.

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

Samuel W. Malone, Robert B. Gramacy and Enrique ter Horst

University of the Andes, University of Chicago - Booth School of Business and Colegio de Estudios Superiores de Administracion

Downloads 469

15.

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

Abhishek Varma and John R. Nofsinger

Illinois State University and University of Alaska Anchorage

Downloads 451

16.

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

Andreas Dietrich, Gabrielle Wanzenried and Kurt Hess

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

17.

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

Sandro C. Andrade, Gennaro Bernile and Frederick Hood III

University of Miami - Department of Finance, University of Miami - School of Business Administration and Iowa State University - Department of Accounting and Finance

Downloads 441

18.

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

Rebel A. Cole and Andreas Dietrich

College of Business--Florida Atlantic University and Lucerne University of Applied Sciences and Arts

Downloads 436

19.

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

Wenlian Gao and Feifei Zhu

Central University of Finance and Economics and Radford University

Downloads 425

20.

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

Paskalis Glabadanidis

University of Adelaide Business School

There are 5 versions of this paper

Downloads 412

21.

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

Daniel Bradley, Christos Pantzalis and Xiaojing Yuan

University of South Florida, University of South Florida and University of Massachusetts Lowell - Department of Finance

Downloads 406

22.

Publicized Corporate Social Responsibility and Shareholder Value

Number of pages: 44 Posted: 27 Sep 2012 Last Revised: 15 Jun 2016

Working Paper Series

Seong K. Byun and Jong-Min Oh

University of Mississippi - Department of Finance and University of Central Florida - Finance Department

Downloads 399

23.

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

Mark T Bradshaw, Alan Guoming Huang and Hongping Tan

Boston College, University of Waterloo and York University - Schulich School of Business

Downloads 387

24.

Media Content and Stock Returns: The Predictive Power of Press

Multinational Finance Journal, Forthcoming, Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 29 Posted: 18 Jul 2012 Last Revised: 23 Nov 2014

Working Paper Series

Nicky J. Ferguson, Dennis Philip, Herbert Y. T. Lam and Jie (Michael) Guo

University of Cambridge - Judge Business School, Durham University Business School, Renmin University of China - School of Finance and Durham Business School

There are 2 versions of this paper

Downloads 371

25.

What is the Systemic Risk Exposure of Financial Institutions?

Journal of Financial Stability, Forthcoming, Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 59 Posted: 09 Sep 2012 Last Revised: 28 Apr 2016

Accepted Paper Series

John Sedunov III

Villanova University - Department of Finance

Downloads 357

26.

Management Sub-Advising in the Mutual Fund Industry

Number of pages: 61 Posted: 31 Aug 2012 Last Revised: 23 Feb 2017

Working Paper Series

David Moreno, Rosa Rodríguez and Rafael Zambrana

Universidad Carlos III de Madrid - Department of Business Administration, Universidad Carlos III de Madrid - Department of Business Administration and Nova School of Business and Economics

Downloads 352

27.

Limited Attention and Portfolio Choice: The Impact of Attention Allocation on Mutual Fund Performance

AFA 2013 San Diego Meetings Paper, Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 56 Posted: 18 Mar 2012 Last Revised: 08 Aug 2016

Working Paper Series

Swasti Gupta-Mukherjee and Ankur Pareek

Loyola University Chicago - Department of Finance and Rutgers University

Downloads 344

28.

Market Sentiment and Dividend Policy: Cross Sectional Evidence

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 50 Posted: 22 Sep 2012 Last Revised: 20 Mar 2013

Working Paper Series

Robert Savickas and Bo Zhao

George Washington University - School of Business - Department of Finance and George Washington University

Downloads 328

29.

The Cost of Immediacy for Corporate Bonds

Number of pages: 59 Posted: 02 Sep 2012 Last Revised: 07 Feb 2017

Working Paper Series

Jens Dick-Nielsen and Marco Rossi

Copenhagen Business School - Department of Finance and Texas A&M

There are 2 versions of this paper

Downloads 317

30.

Value-at-Risk Forecasting Ability of Filtered Historical Simulation for Non-Normal GARCH Returns

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 45 Posted: 22 Aug 2012 Last Revised: 22 Jan 2013

Working Paper Series

Christopher J. Adcock, Nelson Areal and Benilde Oliveira

University of Sheffield - School of Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management

Downloads 310

31.

Bank Risk Factors and Changing Risk Exposures of Banks: Capital Market Evidence Before and During the Financial Crisis

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 46 Posted: 31 Aug 2012 Last Revised: 19 Feb 2013

Working Paper Series

Wolfgang Bessler and Philipp Kurmann

Justus-Liebig-University Giessen and University of Giessen - Center for Finance and Banking

Downloads 307

32.

Crises, Liquidity Shocks, and Fire Sales at Commercial Banks

Financial Management (Forthcoming)

Number of pages: 42 Posted: 14 Mar 2012 Last Revised: 18 May 2014

Accepted Paper Series

Nicole M. Boyson, Jean Helwege and Jan Jindra

Northeastern University - D’Amore-McKim School of Business, UC Riverside and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis

Downloads 304

33.

Dissecting the Low Volatility Anomaly

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 33 Posted: 07 Sep 2012 Last Revised: 15 Aug 2013

Working Paper Series

Bradford D. Jordan and Timothy B. Riley

University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance

Downloads 298

34.

Qualitative Similarity and Stock Price Comovement

Number of pages: 66 Posted: 04 Sep 2012 Last Revised: 08 Aug 2017

Working Paper Series

Travis Box

University of Mississippi - Department of Finance

Downloads 294

35.

Market Frictions, Investor Sophistication, and Persistence In Mutual Fund Performance

Number of pages: 22 Posted: 16 May 2012 Last Revised: 12 Oct 2016

Working Paper Series

Ariadna Dumitrescu and Javier Gil-Bazo

ESADE Business School and Universitat Pompeu Fabra

Downloads 290

36.

Costliness of Placement Agents

Journal of Financial Services Research, Vol. 48, No. 3, 2015, Midwest Finance Association 2013 Annual Meeting Paper, 25th Australasian Finance and Banking Conference 2012

Number of pages: 37 Posted: 11 Aug 2012 Last Revised: 20 Sep 2016

Accepted Paper Series

Marko Rikato and Ales S. Berk

PwC and FELU / University of Ljubljana - Faculty of Economics

There are 2 versions of this paper

Downloads 289

37.

Statistical Arbitrage and Robust Tests for Cointegration

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 42 Posted: 01 Oct 2012

Working Paper Series

Thomas A. Hanson and Joshua R. Hall

Kent State University - Department of Finance and Kent State University - College of Business Administration

Downloads 288

38.

Contractual Revisions in Compensation: Evidence from Merger Bonuses to Target CEOs

Journal of Accounting & Economics (JAE), Vol. 61, 2016, Forthcoming

Number of pages: 63 Posted: 02 Sep 2012 Last Revised: 17 Dec 2015

Accepted Paper Series

Eliezer M. Fich, Edward M. Rice and Anh L. Tran

Drexel University - Department of Finance, University of Washington - Michael G. Foster School of Business and Cass Business School, City University London

Downloads 280

39.

Clawing Back Executive Compensation

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 57 Posted: 02 Sep 2012 Last Revised: 23 Jan 2013

Working Paper Series

James S. Ang, Yingmei Cheng and Sarah Fulmer

Florida State University, Florida State University - College of Business and Florida State University - Department of Finance

Downloads 276

40.

The Demand for Warrants and Issuer Pricing Strategies

Journal of Futures Markets, forthcoming

Number of pages: 53 Posted: 18 Aug 2011 Last Revised: 19 Oct 2014

Accepted Paper Series

Rainer Baule and Philip Blonski

University of Hagen and Fern Universität in Hagen

Downloads 276

41.

Credit Be Dammed: The Impact of Banking Deregulation on Economic Growth

Number of pages: 50 Posted: 02 Sep 2012 Last Revised: 03 Apr 2017

Working Paper Series

Elizabeth Anne Berger, Alexander W. Butler, Edwin Hu and Morad Zekhnini

Cornell University, Rice University - Jesse H. Jones Graduate School of Business, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Tulane University

Downloads 273

42.

In Search of a Risk-Free Asset

Number of pages: 50 Posted: 23 Apr 2012 Last Revised: 10 Apr 2014

Working Paper Series

Vladimir Yankov

Federal Reserve Board

There are 2 versions of this paper

Downloads 261

43.

Liquidity Risk and Stock Returns: A Return Decomposition Approach

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 44 Posted: 18 Sep 2012 Last Revised: 11 Mar 2013

Working Paper Series

Shaun A. Bond and Qingqing Chang

University of Cincinnati and Office of the Comptroller of the Currency

Downloads 261

44.

Transaction Taxes in a Price Maker/Taker Market

Midwest Finance Association 2013 Annual Meeting Paper, UIC College of Business Administration Research Paper No. 10-13

Number of pages: 65 Posted: 19 Mar 2010 Last Revised: 11 Nov 2014

Working Paper Series

Dale W. R. Rosenthal, Nordia D. M. Thomas and Hefei Wang

University of Illinois at Chicago - Department of Finance, University of Wisconsin - La Crosse and University of Illinois at Chicago - Department of Finance

Downloads 257

45.

Managerial Overconfidence: Evidence from Japanese CEOs

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 39 Posted: 23 Apr 2012 Last Revised: 01 Sep 2012

Working Paper Series

Kotaro Inoue, Hideaki Kiyoshi Kato and Takashi Yamasaki

Tokyo Institute of Technology, Nagoya University - Graduate School of Economics and Kobe University - Graduate School of Business Administration

Downloads 256

46.

Growing Pains: International Instability and Equity Market Returns

PBCSF-NIFR Research Paper No. 12-02

Number of pages: 47 Posted: 02 May 2012 Last Revised: 27 Sep 2016

Working Paper Series

Zhuo Chen, Andrea Lu and Clair Zhuqing Yang

Tsinghua University - PBC School of Finance, The University of Melbourne - Department of Finance and University of Washington - Henry. M. Jackson School of International Studies

Downloads 252

47.

The Life Cycle of Make-Whole Call Provisions

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 49 Posted: 01 Sep 2012

Working Paper Series

Eric A. Powers and Scott Brown

University of South Carolina - Darla Moore School of Business and University of Puerto Rico

Downloads 249

48.

On the Estimation of Systematic Downside Risk

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 31 Posted: 03 Sep 2012 Last Revised: 22 Apr 2014

Working Paper Series

Nikolaos T. Artavanis

University of Massachusetts at Amherst, Isenberg School of Management

Downloads 241

49.

Makeham's Formula: Some Applications in Fixed Income Analysis

Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 30 Posted: 16 Sep 2012

Working Paper Series

Bjarne Astrup Jensen

Copenhagen Business School - Department of Finance

Downloads 240

50.

When Do Sell-Side Analyst Reports Really Matter? Shareholder Protection, Institutional Investors and the Informativeness of Equity Research

European Financial Management, Forthcoming, Midwest Finance Association 2013 Annual Meeting

Number of pages: 48 Posted: 24 Apr 2012 Last Revised: 23 Jul 2013

Accepted Paper Series

Daniel Arand, Alexander Gabriel Kerl and Andreas Walter

University of Giessen - Department of Financial Services, University of Giessen - Department of Financial Services and University of Giessen - Department of Financial Services

There are 2 versions of this paper

Downloads 238

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