SSRN International Conferences of the French Finance Association (AFFI)

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

Dušan Isakov and Didier Marti

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

Ruta Autukaite and Eric Molay

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

Thierry Foucault, Sophie Moinas and Bruno Biais

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

Sylvain Marsat and Benjamin Williams

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

Brajesh Kumar and Ajay Pandey

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

Kaouther Toumi, Jean‐Laurent Viviani and Lotfi Belkacem

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

Dimas Mukhlas Widiantoro

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

Pierre CHOLLET and Alexis Cellier

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

Majdi Karmani and Aymen Ajina

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

Claire Y.C. Liang, R. David McLean and Mengxin Zhao

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

Mostafa Emami, Amrollah Amini and Alireza Emami

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

R. David McLean, Tianyu Zhang and Mengxin Zhao

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

Meera Sharma

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

Erik Theissen and Meta Zaehres

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

Gilbert Colletaz, Christophe Hurlin and Christophe Perignon

University of Orleans, University of Orleans and HEC Paris - Finance Department

There 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

Bahram Soltani, Huu Minh Mai and Meriem Jerbi

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

Jabri Abdelkarim, Ilyes Abid and Khaled Guesmi

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

Douglas J. Cumming, Bruce Haslem and April M. Knill

York University - Schulich School of Business, Southern Utah University - Department of Economics and Finance and Florida State University College of Business

There 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

Gal Zahavi and Ori Gil

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

Laurent Germain, Nadine Galy and Wanling Lee

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

José G. Vargas-Hernández, Dr. Adrian Leon-Arias, Dr. Andres Valdez-Zepeda and Dr. Victor Castillo-Giron

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

Abdou Kélani and Francois Quittard-Pinon

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

Hans-Peter Burghof, Philipp Johannes Schneider and Andreas Wengner

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

Nadia Loukil and Ouidad Yousfi

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

Eric Lamarque and Hazem Karfoul

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

Abdoulkrim IDI Cheffou

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

Karsten Lieser and Alexander Peter Groh

Allianz Real Estate and EMLYON Research Centre for Entrepreneurial FinanceEMLYON Business School

There 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

Georges Hubner, Marie Lambert and Nicolas A. Papageorgiou

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

Luc Paugam, Hervé Stolowy and Jean-Francois Casta

HEC Paris, HEC Paris - Accounting and Management Control Department and University Paris-Dauphine - DRM Finance

There 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

Hubert de La Bruslerie and Imen Latrous

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

Sebastien Dereeper and Aymen Turki

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

Lorne N. Switzer and Cao Yu

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

Christophe Boucher and Bertrand B. Maillet

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

Mostafa Emami, Amrollah Amini and Alireza Emami

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

Sylvie Berthelot and Vanessa Serret

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

Diana Budiono

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

Fabian Capitanio, Geoffroy Enjolras and Felice Adinolfi

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

Donia Trabelsi and Ghasem A. Shiri

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

Asma Benltaifa

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

Maurer Frantz

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

Maxime Debon, Franck Moraux and Patrick Navatte

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

Philippe Bertrand, Alexis Guyot and Vincent Lapointe

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

Rania Hentati and Jean-Luc Prigent

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

Philippe Dupuy

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

Andreas Rathgeber, Stefan Stöckl and David Rudolf

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

Maia Gejadze, Pierre Giot and Armin Schwienbacher

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

Philippe Raimbourg and Jean‐Noël Ory

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

Jing Chen, Julian M. Williams, Angela J. Black and Oleg Gustap

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

Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthelemy and Etienne Dupuy

Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), Independent and BNP Paribas

There 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

Matjaz Steinbacher, Mitja Steinbacher and Matej Steinbacher

Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute

Downloads 137

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