1.
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 Université Côte d'Azur
Downloads
2,772
2.
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 (Switzerland) - Faculty of Management, Economics and Social Sciences and University of Fribourg - Faculty of Economics and Social Science
There are 2 versions of this paper
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
Downloads
2,476
Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability
Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 41
Posted: 17 Sep 2011
Downloads
38
Downloads
2,476
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, Universite de Toulouse 1 Capitole and Centre for Economic Policy Research (CEPR)
Downloads
1,374
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 Clermont Auvergne
Downloads
1,257
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
IIM AhmedabadJindal Global Business School and O. P. Jindal Global University - Jindal Global Law School (JGLS)
Downloads
876
6.
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
740
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
706
8.
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 Liège - HEC Management School
Downloads
661
9.
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
657
10.
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
affiliation not provided to SSRN
Downloads
633
11.
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
EDC Paris Business SchoolEDC Paris Business School
Downloads
602
12.
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
491
13.
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
Georgetown University, Georgetown University - Department of Finance and Securities and Exchange Commission (SEC)Independent
Downloads
478
14.
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
Michigan Technological University, Allameh Tabataba'i University and University of Tehran
Downloads
448
15.
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)Independent
Downloads
437
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
413
17.
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
389
18.
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
There are 2 versions of this paper
The Risk Map: A New Tool for Validating Risk Models
Number of pages: 40
Posted: 04 May 2011
Last Revised: 14 Mar 2013
Downloads
1,172
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
Downloads
371
Downloads
371
19.
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 de Montpellier
Downloads
344
20.
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
315
21.
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, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG) and University of Bologna
Downloads
310
22.
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 Liège, University of Liège - HEC Liège and HEC Montreal - Department of Finance
Downloads
293
23.
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
285
24.
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
277
25.
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
261
26.
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
255
27.
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, Accounting and Management Control Department, HEC Paris - Accounting and Management Control Department and University Paris-Dauphine - DRM Finance
There are 2 versions of this paper
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
Downloads
243
An Explanation of the Nature of Internally Generated Goodwill Based on Aggregation of Interacting Assets
CAAA Annual Conference 2011
Number of pages: 49
Posted: 29 Nov 2010
Last Revised: 19 Jun 2015
Downloads
190
Downloads
243
28.
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
230
29.
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
225
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
223
31.
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
eXapital Capital Advisors and EMLYON Business School
There are 3 versions of this paper
The Attractiveness of 66 Countries for Institutional Real Estate Investments: A Composite Index Approach
ERES Conference Paper No. 2010
Number of pages: 63
Posted: 11 Jul 2010
Last Revised: 26 Jan 2011
Downloads
537
The Attractiveness of 66 Countries for Institutional Real Estate Investments: A Composite Index Approach
IESE Business School Working Paper No. 868
Posted: 15 Oct 2010
Last Revised: 09 Nov 2010
Downloads
463
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
Downloads
222
Downloads
222
32.
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
221
33.
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
213
34.
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
213
35.
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
Michigan Technological University, Allameh Tabataba'i University and University of Tehran
Downloads
209
36.
Dividend Announcements Reconsidered: Dividend Changes Versus Dividend Surprises
29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 37
Posted: 05 Nov 2012
Working Paper Series
WHU - Otto Beisheim School of Management, University of Wuppertal - Schumpeter School of Business and Economics, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area
There are 2 versions of this paper
Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises
Number of pages: 36
Posted: 23 Feb 2011
Downloads
315
Dividend Announcements Reconsidered: Dividend Changes Versus Dividend Surprises
29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 37
Posted: 05 Nov 2012
Downloads
207
Downloads
207
37.
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
201
38.
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
199
39.
The Existence of Blockholders and Corporate Governance. Empirical Evidence from U.S.
29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 49
Posted: 17 Sep 2012
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and Montpellier Business School
Downloads
197
40.
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
196
41.
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
195
42.
Raising Companies’ Profile with Corporate Social Performance: Variations in Investor Recognition and Liquidity Linked to VIGEO CSP Rating Disclosures
Bankers, Markets & Investors, May-June 2014, Volume 130
Number of pages: 19
Posted: 02 Dec 2012
Last Revised: 12 Jul 2019
Accepted Paper Series
AMGSM-IAE Aix-en-Provence, Aix Marseille University, CERGAM, Euromed Marseille Ecole de Management and DNCA
Downloads
194
43.
A Theory of Profit Sharing Ratio Under Adverse Selection: The Case of Islamic Venture Capital
29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 38
Posted: 19 Sep 2012
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads
185
44.
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
184
45.
Corporate Governance Scores and Long Term Performance
29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 56
Posted: 05 Nov 2012
Working Paper Series
Université Paris Dauphine
Downloads
183
46.
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
There are 2 versions of this paper
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
Downloads
181
Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios
Number of pages: 31
Posted: 28 Sep 2013
Downloads
58
Downloads
181
47.
Gains to Merging Firms and Their Rivals: Evidence from Canada
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 24
Posted: 16 May 2011
Last Revised: 02 Jun 2012
Working Paper Series
Lille University and University of Quebec at Montreal (UQAM) - School of Management (ESG)
Downloads
175
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
175
49.
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
173
50.
Why are U.S. Firms Using More Short-Term Debt?
International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 51
Posted: 08 May 2011
Accepted Paper Series
New University of Lisbon - Nova School of Business and Economics, ISCTE - Lisbon University Institute - School of Business and Imperial College London
There are 3 versions of this paper
Why Are U.S. Firms Using More Short-Term Debt?
Number of pages: 63
Posted: 18 Mar 2010
Last Revised: 19 Jun 2012
Downloads
402
Why are U.S. Firms Using More Short-Term Debt?
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63
Posted: 19 Jun 2012
Downloads
325
Why are U.S. Firms Using More Short-Term Debt?
International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 51
Posted: 08 May 2011
Downloads
170
Downloads
170
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