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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

21,772 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 32 of 32 papers

1.

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 8,910
2.

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 7,053
3.

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 1,185
4.

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 652
5.

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 541
6.

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 451
7.

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 371
8.

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 273
9.

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 271
10.

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 240
11.

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 200
12.

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 Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 138
13.

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, Auckland University of Technology - Department of Finance and Imperial College Business School
Downloads 135
14.

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 128
15.

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 123
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 110
17.

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 105
18.

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 105
19.

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 Cass Business School, City University, London
Downloads 103
20.

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 98
21.

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 97
22.

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 81
23.

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 78
24.

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 62
25.

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 60
26.

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 59
27.

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 58
28.

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 57
29.

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 28
30.

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

31.

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

32.

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