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International Conferences of the French Finance Association (AFFI)

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Viewing: 1 - 50 of 173 papers

1.

Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 43 Posted: 09 May 2011 Last Revised: 12 Aug 2011
Working Paper Series
University of Fribourg - Faculty of Economics and Social Science and University of Fribourg - Faculty of Economics and Social Science
Downloads 1,839
2.

Cash Holdings, Working Capital and Firm Value: Evidence from France

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 22 Posted: 12 May 2011 Last Revised: 30 Jul 2013
Working Paper Series
EDHEC Business School and University of Nice-Sophia Antipolis
Downloads 1,829
3.

Equilibrium High Frequency Trading

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 36 Posted: 08 May 2011 Last Revised: 15 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department, Toulouse School of Economics and Centre for Economic Policy Research (CEPR)
Downloads 1,118
4.

CSR and Market Valuation: International Evidence

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 22 Posted: 09 May 2011 Last Revised: 25 Nov 2013
Working Paper Series
affiliation not provided to SSRN and Université d'Auvergne - Clermont 1 - Clermont Université
Downloads 698
5.

Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets

Number of pages: 56 Posted: 14 Aug 2010
Working Paper Series
Jindal Global Business School and Indian Institute of Management (IIM), Ahmedabad
Downloads 679
6.

A Comparison of Leverage and Profitability of Islamic and Conventional Banks

in 6th International Finance Conference on Financial Crisis and Governance. Cambridge Scholars Publishing (Ed.).
Number of pages: 21 Posted: 12 May 2011 Last Revised: 29 Apr 2016
Accepted Paper Series
University of Toulouse 3 - Laboratoire gouvernance et contrôle organisationnel, Université de Rennes I and University of Sousse
Downloads 625
7.

Measuring the Impact of Intangible Asset Investment Toward Company Financial Health and Company Agency Problem: Empirical Research from Indonesian Companies During World Economic Financial Crisis 2006-2011

Journal of Finance and Risk Perspectives, Vol. 1, Issue 2, December 2012, Forthcoming
Number of pages: 24 Posted: 06 Jun 2012 Last Revised: 12 Oct 2012
Accepted Paper Series
Cracow University of Economics
Downloads 624
8.

The Impact of Corporate Social Responsibility Rating Announcements on European Stock Prices

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 33 Posted: 12 May 2011
Working Paper Series
Université Montpellier I and University Paris-Est Créteil (UPEC)
Downloads 518
9.

Market Stock Liquidity and Corporate Governance

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 20 Posted: 05 Nov 2012
Working Paper Series
Groupe Sup de Co La Rochelle, IRGO and University of Liege - HEC Management School
Downloads 514
10.

U.S. Financial Markets Growth and the Real Economy

International Conference of the French Finance Association (AFFI) 2011
Number of pages: 48 Posted: 07 Dec 2010 Last Revised: 08 Dec 2013
Working Paper Series
Southern Illinois University Carbondale, Georgetown University - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 441
11.

The Impact of Earnings Management and Expectations Management on the Usefulness of Earnings and Analyst Forecasts in Firm Valuation

Number of pages: 115 Posted: 12 Jun 2012
Working Paper Series
Islamic Azad University - Young Research Club, Allameh Tabatabaei University and University of Tehran
Downloads 405
12.

Investor Protection and Choice of Share Issuance Mechanism

AFFI - French Finance Association , International Conference of the French Finance Association (AFFI) 2011
Number of pages: 44 Posted: 21 Jun 2010 Last Revised: 27 Jan 2013
Working Paper Series
Georgetown University - Department of Finance, City University of Hong Kong (CityUHK) - Department of Accountancy and Securities and Exchange Commission (SEC)
Downloads 374
13.

Assessing the Impact of News on Volatility Using the News Impact Curve of EGARCH

Number of pages: 6 Posted: 17 Jun 2012 Last Revised: 17 Sep 2012
Working Paper Series
Indian Institute of Management, PGDM
Downloads 349
14.

The Price Pressure Hypothesis Revisited: Evidence from Tax-Induced Selling

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 17 Posted: 01 Oct 2012
Working Paper Series
University of Mannheim - Finance Area and affiliation not provided to SSRN
Downloads 334
15.

The Risk Map: A New Tool for Backtesting Value-at-Risk Models

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 29 Posted: 12 May 2011
Working Paper Series
University of Orleans, University of Orleans and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 318
16.

Transparency and Market Quality: An Analysis of the Effect of MiFID on Euronext

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 30 Posted: 09 May 2011
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 305
17.

Determinants Effects of Foreign Direct Investment in Middle East and North Africa Region: Panel Cointegration Analysis

Number of pages: 13 Posted: 01 Jun 2012
Working Paper Series
affiliation not provided to SSRN, Université Paris Ouest - Nanterre, La Défense - EconomiX and affiliation not provided to SSRN
Downloads 292
18.

Entrepreneurial Litigation and Venture Capital Finance

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 33 Posted: 18 Mar 2011 Last Revised: 16 Feb 2012
Working Paper Series
York University - Schulich School of Business, Southern Utah University - Department of Economics and Finance and Florida State University College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 260
19.

Online Learning of Informed Market Making

Number of pages: 35 Posted: 18 Jun 2012
Working Paper Series
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Technion-Israel Institute of Technology
Downloads 260
20.

The Determinants of Corporate Board Size and Independence: Evidence from Malaysia

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 36 Posted: 09 Oct 2012
Working Paper Series
Toulouse University, Toulouse Business School, Toulouse Business School - Economics and Finance and Toulouse Business School
Downloads 249
21.

Strategic Internationalization of Mexican Emerging Multinationals

Number of pages: 24 Posted: 06 Nov 2012
Working Paper Series
Universidad de Guadalajara, University Center for Economic and Managerial Sciences, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 246
22.

A General Approach to Compute Standard Risk Measures

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 20 Posted: 07 May 2011 Last Revised: 15 Nov 2012
Accepted Paper Series
CEFRA, EMLYON Business School and EMLYON Business School
Downloads 245
23.

The Impact of Credit Rating Announcements on Corporates' Credit Default Swap Spreads - Are There Intra-Industry Effects Observable?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 28 Posted: 05 Nov 2012
Working Paper Series
University of Hohenheim, affiliation not provided to SSRN and University of Hohenheim
Downloads 225
24.

Does Corporate Governance Affect Stock Liquidity in the Tunisian Stock Market?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 34 Posted: 05 Nov 2012
Working Paper Series
FIESTA - ISG Tunis and Université Montpellier II - Montpellier Research in Management (MRM)
Downloads 223
25.

Understanding the Operational Risk Profile of Banks: An Empirical Analysis

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 24 Posted: 09 Oct 2012
Working Paper Series
affiliation not provided to SSRN and Central Bank of Syria
Downloads 214
26.

Agency Costs of Equity and Debt, and Corporate Incentive Compensation Policy: The French Case

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 34 Posted: 20 May 2011
Working Paper Series
School of Management and Company founders (EDC)
Downloads 210
27.

The Attractiveness of 66 Countries for Institutional Real Estate Investments: A Composite Index Approach

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 63 Posted: 10 May 2011 Last Revised: 19 May 2011
Working Paper Series
Allianz Real Estate and EMLYON Research Centre for Entrepreneurial FinanceEMLYON Business School

Multiple version iconThere are 3 versions of this paper

Downloads 210
28.

Directional and Non-Directional Risk Exposures in Hedge Fund Returns

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 50 Posted: 07 May 2011
Accepted Paper Series
HEC Management School - University of Liège, University of Liege - HEC Management School and HEC Montreal - Department of Finance
Downloads 208
29.

An Explanation of the Nature of Internally Generated Goodwill Based on Aggregation of Interacting Assets

International Conference of the French Finance Association (AFFI), 11-13 May 2011
Number of pages: 49 Posted: 09 May 2011
Working Paper Series
HEC Paris, HEC Paris - Accounting and Management Control Department and University Paris-Dauphine - DRM Finance

Multiple version iconThere are 2 versions of this paper

Downloads 202
30.

Ownership Structure and Debt Leverage: Empirical Test of a Trade-Off Hypothesis On French Firms

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 41 Posted: 05 Nov 2012
Working Paper Series
Université Paris Dauphine and Université du Québec à Chicoutimi (UQAC)
Downloads 202
31.

The Dividend Policy of the Merged Firm, Method of Payment, and Takeover Premium

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 32 Posted: 05 Nov 2012
Working Paper Series
Université Lille Nord de France - Lille School of Management Research Center (LSMRC) and European Business School, Paris
Downloads 201
32.

Shareholder Interests versus Board of Director Members’ Interests and the Profitability of Firms

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 26 Posted: 16 May 2011
Working Paper Series
Concordia University, Quebec - Department of Finance and Cornell University
Downloads 198
33.

The Riskiness of Risk Models

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 14 Posted: 12 May 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne - CES/CNRS and EMLyon Business School (Paris Campus)
Downloads 189
34.

Stock Portfolio Optimization with Using a New Hybrid Evolutionary Algorithm Based on ICA and GA: Recursive-ICA-GA (Case Study of Tehran Stock Exchange)

Number of pages: 15 Posted: 27 May 2012
Working Paper Series
Islamic Azad University - Young Research Club, Allameh Tabatabaei University and University of Tehran
Downloads 182
35.

The Evolution of Shareholder Activism in Canada

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 22 Posted: 12 May 2011
Working Paper Series
Université de Sherbrooke and University of South Brittany
Downloads 180
36.

Variable Ultimate Forward Rate Curve

Number of pages: 17 Posted: 09 Aug 2012 Last Revised: 27 Aug 2012
Working Paper Series
Syntrus Achmea Asset Management
Downloads 171
37.

The Demand for Crop Insurance Combined Approaches for France and Italy

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 12 May 2011
Working Paper Series
University of Naples Federico II, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) and University of Bologna
Downloads 166
38.

Venture Capital and the Financing of Innovation

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 35 Posted: 12 May 2011
Working Paper Series
TELECOM Ecole de Management and Université Paris I Panthéon-Sorbonne
Downloads 166
39.

Corporate Payout Policy in France: Dividends vs. Share Repurchase

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Posted: 12 May 2011
Working Paper Series
University of Grenoble
Downloads 164
40.

How Much Cash is at Risk? Evidence from U.S. Non-Financial Firms

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 18 Posted: 07 May 2011
Accepted Paper Series
University of Bordeaux - Montesquieu University - Bordeaux IV
Downloads 156
41.

On the Pricing and Early Call of American and Bermudan Callable Bonds

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 26 Posted: 05 Nov 2012
Working Paper Series
Université d'Évry, Université de Rennes I and CREM and Université de Rennes I
Downloads 153
42.

Raising Companies’ Profile with Corporate Social Performance: Variations in Investor Recognition and Liquidity Linked to VIGEO CSP Rating Disclosures

Bankers, Markets & Investors (Forthcoming)
Number of pages: 19 Posted: 02 Dec 2012 Last Revised: 11 Jun 2014
Accepted Paper Series
IAE Aix-en-Provence, Aix Marseille University, CERGAM, Euromed Marseille Ecole de Management and Exane BNP Paribas
Downloads 153
43.

Portfolio Performance Maximization with Generalized Kappa Ratio

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 41 Posted: 26 Sep 2012
Working Paper Series
University of Cergy-Pontoise and University of Cergy-Pontoise - ThEMA
Downloads 152
44.

The Crash Risk Premia of Efficient Carry Trades

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 32 Posted: 05 Nov 2012
Working Paper Series
Grenoble Ecole de Management
Downloads 149
45.

Currency Dependent Differences in Credit Spreads of Eur and Usd Denominated Foreign Currency Government Bonds

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 44 Posted: 08 May 2011
Accepted Paper Series
University of Augsburg - Institute of Materials Resource Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 148
46.

Private Equity Fundraising and Firm Specialization

Number of pages: 42 Posted: 09 Oct 2012 Last Revised: 05 Jun 2015
Working Paper Series
IESEG School of Management, Facultés Universitaires Notre-Dame de la Paix (FUNDP) and SKEMA Business School
Downloads 148
47.

Are Credit Rating Agencies Useless? The Role of Rating Agencies in European Bond Markets: Information Transmission vs. Spread Stabilization

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 41 Posted: 12 May 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne and CEREFIGE, University of Lorraine
Downloads 146
48.

The Importance of Jumps in Modelling Volatility During the 2008 Financial Crisis

Number of pages: 33 Posted: 30 Jul 2012
Working Paper Series
Cardiff University - School of Mathematics, Durham Business School, University of Aberdeen - Business School and Nutmeg Saving and Investment Limited
Downloads 140
49.

Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 30 Posted: 05 Nov 2012
Working Paper Series
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), Independent and BNP Paribas

Multiple version iconThere are 2 versions of this paper

Downloads 137
50.

Robustness of Banking Networks to Idiosyncratic and Systemic Shocks: A Network-Based Approach

Journal of Economic Interaction and Coordination, Forthcoming
Number of pages: 24 Posted: 29 May 2012 Last Revised: 24 Nov 2014
Accepted Paper Series
Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute
Downloads 137