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AFA 2013 San Diego Meetings (Archive)

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Viewing: 1 - 50 of 135 papers

1.

The Investment Manifesto

AFA 2013 San Diego Meetings Paper
Number of pages: 36 Posted: 15 Dec 2012 Last Revised: 15 Dec 2012
Working Paper Series
University of Minnesota and Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 448
2.

Risk, Uncertainty, and Expected Returns

AFA 2013 San Diego Meetings Paper
Number of pages: 79 Posted: 24 Nov 2012 Last Revised: 29 Aug 2014
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and Tsinghua University - PBC School of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,267
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
Aalto University School of Business and University of Miami - Department of Finance
Downloads 881
4.

Investment without Q

AFA 2013 San Diego Meetings Paper
Number of pages: 32 Posted: 20 Mar 2012 Last Revised: 10 May 2016
Working Paper Series
The Wharton School, University of Pennsylvania and The Wharton School
Downloads 688
5.

The CDS-Bond Basis

Georgetown McDonough School of Business Research Paper No. 2024531
Number of pages: 41 Posted: 20 Mar 2012 Last Revised: 21 Sep 2018
Working Paper Series
Georgetown University - Department of Finance and Ecole Polytechnique Fédérale de Lausanne
Downloads 2,579
6.

Can Facebook Predict Stock Market Activity?

AFA 2013 San Diego Meetings Paper
Number of pages: 58 Posted: 20 Mar 2012 Last Revised: 24 Nov 2016
Working Paper Series
Frankfurt School of Finance & Management

Multiple version iconThere are 2 versions of this paper

Downloads 797
7.

Are Institutional Investors with Multiple Blockholdings Effective Monitors?

Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper, Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 63 Posted: 20 Mar 2012 Last Revised: 02 Apr 2018
Accepted Paper Series
Nanyang Technological University (NTU) - Nanyang Business School, University of Adelaide - Business School and Korea University Business School (KUBS)
Downloads 589
8.

Is a VC Partnership Greater than the Sum of Its Partners?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 20 Mar 2012 Last Revised: 12 Jul 2014
Accepted Paper Series
California Institute of Technology - Division of the Humanities and Social Sciences and Harvard Business School - Entrepreneurial Management Unit

Multiple version iconThere are 2 versions of this paper

Downloads 276
9.

Unknown Unknowns: Uncertainty About Risk and Stock Returns

AFA 2013 San Diego Meetings Paper
Number of pages: 76 Posted: 20 Mar 2012 Last Revised: 24 Oct 2014
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus University and Robeco Asset Management - Quantitative Strategies
Downloads 2,509
10.

Product Market Competition and Internal Governance: Evidence from the Sarbanes Oxley Act

AFA 2013 San Diego Meetings Paper, Forthcoming, Management Science, Johnson School Research Paper Series No. 18-2012
Number of pages: 45 Posted: 20 Mar 2012 Last Revised: 24 Nov 2015
Working Paper Series
University of Miami - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management, Rice University - Jesse H. Jones Graduate School of Business and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 610
11.

The Economics of Hedge Funds

AFA 2013 San Diego Meetings Paper
Number of pages: 46 Posted: 20 Mar 2012 Last Revised: 21 Sep 2012
Working Paper Series
Cornerstone Research - New York Office, Columbia Business School - Finance and Economics and Shanghai University of Finance and Economics
Downloads 504
12.

Investment Busts, Reputation, and the Temptation to Blend in with the Crowd

Journal of Financial Economics (JFE) 111(1): 137-157, January 2014, Rock Center for Corporate Governance at Stanford University Working Paper No. 115, AFA 2013 San Diego Meetings Paper
Posted: 20 Mar 2012 Last Revised: 02 Oct 2017
Accepted Paper Series
Stanford Graduate School of Business, MIT Sloan School of Management and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

13.

Cross-Subsidization in Institutional Asset Management Firms

The Review of Financial Studies
Number of pages: 59 Posted: 19 Mar 2012 Last Revised: 23 May 2017
Accepted Paper Series
Oakland University, Michigan State University, Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 246
14.

Dividend Dynamics and the Term Structure of Dividend Strips

AFA 2013 San Diego Meetings Paper
Number of pages: 62 Posted: 19 Mar 2012 Last Revised: 08 Mar 2014
Working Paper Series
University of Minnesota, Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 417
15.

Equilibrium Fast Trading

AFA 2013 San Diego Meetings Paper, HEC Paris Research Paper No. 968/2013
Number of pages: 57 Posted: 19 Mar 2012 Last Revised: 23 Feb 2018
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and Toulouse School of Economics
Downloads 1,970
16.

Investor Horizon and the Life Cycle of Innovative Firms: Evidence from Venture Capital

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, AFA 2013 San Diego Meetings Paper
Number of pages: 49 Posted: 19 Mar 2012 Last Revised: 13 Jul 2016
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 785
17.

Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets

AFA 2013 San Diego Meetings Paper
Number of pages: 68 Posted: 19 Mar 2012 Last Revised: 24 Mar 2019
Working Paper Series
Massachusetts Institute of Technology, University of Southern California and Hong Kong Baptist University (HKBU)

Multiple version iconThere are 2 versions of this paper

Downloads 1,213
18.

Asset Pricing: A Tale of Two Days

AFA 2013 San Diego Meetings Paper
Number of pages: 72 Posted: 19 Mar 2012 Last Revised: 21 Apr 2014
Working Paper Series
DePaul University - Kellstadt Graduate School of Business and University of Oxford - Said Business School
Downloads 2,075
19.

Structural Models of Capital Structure: A Framework for Model Evaluation and Testing

AFA 2013 San Diego Meetings Paper
Number of pages: 46 Posted: 19 Mar 2012 Last Revised: 14 Jan 2013
Working Paper Series
University of Southern California - Marshall School of Business and University of Utah - Department of Finance
Downloads 627
20.

Dynamic Networks and Asset Pricing

AFA 2013 San Diego Meetings Paper
Number of pages: 33 Posted: 19 Mar 2012 Last Revised: 23 Dec 2012
Working Paper Series
University of Chicago - Booth School of Business and IE Business School
Downloads 730
21.

Determinants and Implications of Fee Changes in the Hedge Fund Industry

AFA 2013 San Diego Meetings Paper
Number of pages: 44 Posted: 19 Mar 2012 Last Revised: 11 Nov 2012
Working Paper Series
Georgia State University and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 249
22.

Stock Market Returns and Annutization at Older Ages

AFA 2013 San Diego Meetings Paper
Number of pages: 62 Posted: 19 Mar 2012 Last Revised: 03 Dec 2012
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance
Downloads 157
23.

As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes

Journal of Financial Economics (JFE), 118, 684-712 (2015)
Number of pages: 73 Posted: 18 Mar 2012 Last Revised: 24 May 2016
Accepted Paper Series
European Central Bank (ECB) and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 2,660
24.

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
Loyola University Chicago - Department of Finance and University of Nevada, Las Vegas - Lee Business School, University of Nevada - Las Vegas
Downloads 395
25.

Is Disclosure an Effective Cleansing Mechanism? The Dynamics of Compensation Peer Benchmarking

AFA 2013 San Diego Meetings Paper
Number of pages: 34 Posted: 18 Mar 2012 Last Revised: 14 May 2014
Working Paper Series
University of Maryland - Robert H. Smith School of Business and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 212
26.

Negation of Sanctions: The Personal Effect of Political Contributions

AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 18 Mar 2012 Last Revised: 05 May 2019
Working Paper Series
Florida State University - Department of Finance, Florida State University College of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 524
27.

Portfolio Manager Ownership and Mutual Fund Risk Taking

Management Science, Forthcoming, AFA 2013 San Diego Meetings Paper
Number of pages: 62 Posted: 18 Mar 2012 Last Revised: 21 Jun 2018
Accepted Paper Series
Peking University HSBC Business School and University of Florida - Department of Finance
Downloads 636
28.

Facebook Finance: How Social Interaction Propagates Active Investing

AFA 2013 San Diego Meetings Paper
Number of pages: 70 Posted: 18 Mar 2012 Last Revised: 14 Dec 2012
Working Paper Series
Brandeis University - International Business School and Boston College - Department of Finance
Downloads 1,097
29.

Do Buy-Side Recommendations Have Investment Value?

AFA 2013 San Diego Meetings Paper
Number of pages: 66 Posted: 18 Mar 2012 Last Revised: 18 Sep 2012
Working Paper Series
University of Houston, Alpha Architect, Creighton University and University of Oklahoma
Downloads 451
30.

The Role of the Media in Corporate Governance: Do the Media Influence Managers’ Decisions to Abandon Acquisition Attempts?

AFA 2013 San Diego Meetings Paper
Number of pages: 61 Posted: 18 Mar 2012 Last Revised: 06 Dec 2012
Working Paper Series
Florida State University and Purdue University

Multiple version iconThere are 2 versions of this paper

Downloads 380
31.

The Idealized Electoral College Voting Mechanism and Shareholder Power

AFA 2013 San Diego Meetings Paper
Number of pages: 49 Posted: 18 Mar 2012 Last Revised: 07 May 2013
Working Paper Series
University of Colorado at Boulder - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 98
32.

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

Johnson School Research Paper Series No. 16-2012, AFA 2013 San Diego Meetings Paper
Number of pages: 57 Posted: 17 Mar 2012 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 467
33.

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

AFA 2013 San Diego Meetings Paper
Number of pages: 60 Posted: 17 Mar 2012 Last Revised: 02 Apr 2019
Working Paper Series
University of Texas at Austin - McCombs School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 359
34.

Unrelated Acquisitions

AFA 2013 San Diego Meetings Paper
Number of pages: 69 Posted: 17 Mar 2012 Last Revised: 25 Aug 2017
Working Paper Series
Northeastern University and University of St. Thomas
Downloads 264
35.

Economic Catastrophe Bonds: Inefficient Market or Inadequate Model?

AFA 2013 San Diego Meetings Paper
Number of pages: 17 Posted: 17 Mar 2012
Working Paper Series
University of Michigan - Stephen M. Ross School of Business and University of Texas at Dallas - Jindal School of Management
Downloads 92
36.

Stock Returns and the Competitive Effects of Debt

AFA 2013 San Diego Meetings Paper
Number of pages: 81 Posted: 17 Mar 2012 Last Revised: 24 Nov 2015
Working Paper Series
Catholic University of Brasilia, University of Connecticut and Tulane University - A.B. Freeman School of Business
Downloads 202
37.

Common Errors: How to (and Not to) Control for Unobserved Heterogeneity

Review of Financial Studies, 2014, 27(2), 617-61, AFA 2013 San Diego Meetings Paper
Number of pages: 58 Posted: 17 Mar 2012 Last Revised: 17 Jun 2014
Accepted Paper Series
Washington University in St. Louis and Northwestern University - Kellogg School of Management
Downloads 2,913
38.

The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 17 Mar 2012 Last Revised: 22 May 2015
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, University of Cambridge - Judge Business School and Queen Mary University of London
Downloads 1,571
39.

Large Bets and Stock Market Crashes

Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 20 Apr 2019
Working Paper Series
University of Maryland and New Economic School (NES)
Downloads 1,032
40.

On the Systematic Volatility of Unpriced Earnings Shocks

Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 23 Dec 2013
Accepted Paper Series
University of Illinois at Urbana-Champaign and University of New South Wales (UNSW)
Downloads 473
41.

Subprime Mortgage Defaults and Credit Default Swaps

AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 17 Mar 2012 Last Revised: 23 Jan 2014
Working Paper Series
The TCW Group, Inc., University of North Carolina (UNC) at Charlotte, The TCW Group, Inc., University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas

Multiple version iconThere are 2 versions of this paper

Downloads 377
42.

Misvaluation and Return Anomalies in Distress Stocks

AFA 2013 San Diego Meetings Paper
Number of pages: 47 Posted: 17 Mar 2012
Working Paper Series
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University

Multiple version iconThere are 2 versions of this paper

Downloads 323
43.

Should One Hire a Corrupt CEO in a Corrupt Country?

AFA 2013 San Diego Meetings Paper
Number of pages: 36 Posted: 17 Mar 2012 Last Revised: 01 May 2013
Working Paper Series
IE Business School, IE University
Downloads 260
44.

Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?

Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-34, AFA 2013 San Diego Meetings Paper
Number of pages: 45 Posted: 17 Mar 2012 Last Revised: 13 Feb 2014
Working Paper Series
University of Chicago - Finance and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 233
45.

Returns Over the Life-Cycles of Open Market Repurchase Programs

AFA 2013 San Diego Meetings Paper
Number of pages: 60 Posted: 17 Mar 2012 Last Revised: 09 Dec 2012
Working Paper Series
University of Kentucky - Gatton College of Business and Economics, University of Arizona and University of Pittsburgh - Katz Graduate School of Business
Downloads 232
46.

Why Do U.S. Securities Laws Matter to Non-U.S. Firms? Evidence from Private Class-Action Lawsuits

AFA 2013 San Diego Meetings Paper
Number of pages: 50 Posted: 17 Mar 2012
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 180
47.

Do Prices Reveal the Presence of Informed Trading?

Journal of Finance, Volume 70, Issue 4, August 2015, Pages 1555-1582
Number of pages: 45 Posted: 16 Mar 2012 Last Revised: 08 Sep 2015
Accepted Paper Series
Ecole Polytechnique Fédérale de Lausanne and Boston College - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,173
48.

Loan Officer Incentives, Internal Rating Models and Default Rates

AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 16 Mar 2012 Last Revised: 03 Nov 2016
Working Paper Series
Frankfurt School of Finance & Management, Duke University - Fuqua School of Business and ESMT European School of Management and Technology

Multiple version iconThere are 2 versions of this paper

Downloads 606
49.

Exchange Rate Determination, Risk Sharing and the Asset Market View

AFA 2013 San Diego Meetings Paper, Economic Research Initiatives at Duke (ERID) Working Paper No. 139
Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 30 Jan 2013
Accepted Paper Series
Duke University - Department of Economics and University of Minnesota - Carlson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 216
50.

Globalization, Product Market Competition and Corporate Investment

AFA 2013 San Diego Meetings Paper
Number of pages: 66 Posted: 16 Mar 2012 Last Revised: 14 Dec 2012
Working Paper Series
University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 362