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Paris December 2012 Finance Meeting EUROFIDAI - AFFI (Archive)

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10th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 20th 2012

For more information on this conference,
please visit: http://www.eurofidai.org/december2012.html

22,288 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 32 of 32 papers

1.

Middlemen Interaction and Market Quality

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 40 Posted: 23 Oct 2012 Last Revised: 06 Oct 2013
Working Paper Series
VU Amsterdam and INSEAD - Finance
Downloads 551
2.

Does Academic Research Destroy Stock Return Predictability?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 04 Oct 2012 Last Revised: 24 Feb 2016
Accepted Paper Series
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 9,067
3.

On the Empirical Saddlepoint Approximation with Application to Asset Pricing

Number of pages: 39 Posted: 12 Jun 2012 Last Revised: 20 Oct 2015
Working Paper Series
University of Luxembourg
Downloads 249
4.

Limited Stock Market Participation Among Renters and Home Owners

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 57 Posted: 12 Jun 2012
Working Paper Series
Stockholm University - Department of Economics
Downloads 104
5.

Circuit Breakers and Market Runs

Number of pages: 50 Posted: 12 Jun 2012 Last Revised: 21 Sep 2016
Working Paper Series
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Finance
Downloads 108
6.

A Large-Scale Approach for Evaluating Asset Pricing Models

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 12 Jun 2012 Last Revised: 21 Oct 2018
Accepted Paper Series
McGill University - Desautels Faculty of Management
Downloads 421
7.

The Risk-Based Capital Credit Crunch Hypothesis, a Dual Perspective

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 43 Posted: 12 Jun 2012 Last Revised: 27 Apr 2013
Working Paper Series
Imperial College Business School, University of Auckland and Imperial College Business School
Downloads 135
8.

Transparency in the Financial System: Rollover Risk and Crises

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 42 Posted: 12 Jun 2012
Working Paper Series
McGill University - Desautels Faculty of Management, Queen's University and McGill University - Desautels Faculty of Management

Multiple version iconThere are 2 versions of this paper

Downloads 63
9.

The Social Dynamics of Performance

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 80 Posted: 12 Jun 2012 Last Revised: 26 Oct 2012
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 63
10.

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Posted: 12 Jun 2012 Last Revised: 07 Dec 2013
Working Paper Series
Goethe University Frankfurt - Department of Finance, Board of Governors of the Federal Reserve System and Goethe University Frankfurt

Multiple version iconThere are 4 versions of this paper

11.

Production Flexibility, Product Markets, and Capital Structure Decisions

Review of Financial Studies, Volume 29, Issue 6, 1 June 2016, Pages 1501–1548,
Posted: 12 Jun 2012 Last Revised: 23 Jan 2018
Accepted Paper Series
Technische Universität München (TUM) and The University of Hong Kong - Faculty of Business and Economics
12.

FX Market Liquidity, Funding Constraints and Capital Flows

Number of pages: 46 Posted: 11 Jun 2012 Last Revised: 17 Oct 2014
Working Paper Series
University of Essex and City University London - Sir John Cass Business School
Downloads 106
13.

Feedback Trading and International Portfolio Allocation

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 34 Posted: 11 Jun 2012 Last Revised: 18 Oct 2012
Working Paper Series
Swedish School of Economics and Business Administration
Downloads 62
14.

Bank Risk Exposure, Bank Failure and Off Balance Sheet Activities: An Empirical Analysis for U.S. Commercial Banks

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 36 Posted: 11 Jun 2012 Last Revised: 14 Oct 2012
Working Paper Series
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Downloads 468
15.

The Corporate Governance Endgame – An Economic Analysis of Minority Squeeze-Out Regulation in Germany

Number of pages: 47 Posted: 10 Jun 2012 Last Revised: 31 Jan 2014
Working Paper Series
Catholic University of the Sacred Heart of Milan, University of Applied Sciences Stralsund and Swiss Finance Institute
Downloads 279
16.

Capital Structure and Employment Flexibility

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 37 Posted: 10 Jun 2012
Working Paper Series
New Economic School (NES)
Downloads 111
17.

Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 29 Posted: 09 Jun 2012 Last Revised: 09 Nov 2016
Working Paper Series
emlyon business school

Multiple version iconThere are 2 versions of this paper

Downloads 84
18.

A Model of the Euro-Area Yield Curve with Discrete Policy Rates

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Posted: 09 Jun 2012
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Multiple version iconThere are 3 versions of this paper

19.

Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 47 Posted: 05 Jun 2012 Last Revised: 04 Sep 2015
Working Paper Series
Arizona State University - Department of Finance and Drexel University

Multiple version iconThere are 2 versions of this paper

Downloads 81
20.

Higher-Moment Risk Exposures in Hedge Funds

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 45 Posted: 05 Jun 2012
Working Paper Series
University of Liege - HEC Management School, HEC Liège and HEC Montreal - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 100
21.

Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 62 Posted: 03 Jun 2012
Working Paper Series
Cornell University and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 29
22.

A Fractal Version of the Hull-White Interest Rate Model

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 19 Posted: 03 Jun 2012
Working Paper Series
Université Catholique de Louvain
Downloads 59
23.

Target Financial Independence and Takeover Pricing

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, Journal of Financial Research, Forthcoming
Number of pages: 63 Posted: 26 May 2012 Last Revised: 28 May 2015
Accepted Paper Series
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Texas Christian University - Neeley School of Business
Downloads 131
24.

The Fine Structure of Variance: Pricing VIX Derivatives in Consistent and Log-VIX Models

Number of pages: 63 Posted: 25 Mar 2012 Last Revised: 18 Aug 2016
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 662
25.

An Anatomy of Fundamental Indexing

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 40 Posted: 14 Mar 2012 Last Revised: 11 Jun 2012
Working Paper Series
Vrije Universiteit Brussel, Central University of Finance and Economics, Beijing, FEB at KU Leuven and Nazarbayev University Graduate School of Business
Downloads 140
26.

Explaining the Volatility Surface: A Closed-Form Solution to Option Pricing in a Fractional Jump-Diffusion Market

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 23 Posted: 06 Mar 2012 Last Revised: 26 Oct 2012
Working Paper Series
University of Tuebingen - Faculty of Economics and Business Administration
Downloads 125
27.

Frequency of Consumption Adjustment and the Equity Premium

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 30 Posted: 09 Feb 2012 Last Revised: 10 Oct 2012
Working Paper Series
Bank of Canada and Universitat Pompeu Fabra
Downloads 58
28.

High Order Smooth Ambiguity Preferences and Asset Prices

Review of Financial Economics, Vol. 27, 2015
Number of pages: 41 Posted: 25 Jan 2012 Last Revised: 26 Nov 2017
Working Paper Series
Goethe University Frankfurt - House of Finance and University of Muenster - Finance Center Muenster

Multiple version iconThere are 2 versions of this paper

Downloads 106
29.

Momentum Strategies in Futures Markets and Trend-following Funds

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 60 Posted: 06 Dec 2011 Last Revised: 12 Oct 2015
Working Paper Series
Imperial College Business School and Imperial College Business School
Downloads 7,251
30.

Can Internet Search Queries Help to Predict Stock Market Volatility?

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, European Financial Management, Forthcoming
Number of pages: 34 Posted: 10 Oct 2011 Last Revised: 07 Jan 2016
Accepted Paper Series
University of Tuebingen - Department of Statistics and Econometrics and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 1,196
31.

Money for Nothing? Understanding Variation in Reported Hedge Fund Fees

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 49 Posted: 31 Mar 2011 Last Revised: 17 Oct 2012
Working Paper Series
Imperial College London and University of Oxford - Said Business School
Downloads 273
32.

Currying Favor with Top Venture Capital Firms: The Role of IPO Underpricing and All-Star Coverage

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 36 Posted: 21 Feb 2011 Last Revised: 12 Sep 2018
Working Paper Series
University of South Florida, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business and Entrepreneurship and Babson College
Downloads 206