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SSRN eLibrary Search Results
International Conferences of the French Finance Association (AFFI)
25,343 Total downloads
Showing Papers 1 - 50 of 173
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Incl. Electronic Paper Pricing, Hedging and Assessing Risk in a General Lévy Context
Bankers, Markets & Investors, No. 131, July-August, 2014: 30-42
Abdou Kélani and Francois Quittard-Pinon
CEFRA, EMLYON Business School and EMLYON Business School
Date Posted: September 28, 2013
Last Revised: July 09, 2014
Accepted Paper Series
65 downloads

Incl. Electronic Paper Raising Companies’ Profile with Corporate Social Performance: Variations in Investor Recognition and Liquidity Linked to VIGEO CSP Rating Disclosures
Bankers, Markets & Investors (Forthcoming)
Philippe Bertrand, Alexis Guyot and Vincent Lapointe
IAE Aix-en-Provence, Aix Marseille University, CERGAM, Euromed Marseille Ecole de Management and Exane BNP Paribas
Date Posted: December 02, 2012
Last Revised: June 11, 2014
Accepted Paper Series
145 downloads

Incl. Electronic Paper Strategic Internationalization of Mexican Emerging Multinationals
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
Date Posted: November 06, 2012
Working Paper Series
237 downloads

Incl. Electronic Paper Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa
29th International Conference of the French Finance Association (AFFI) 2012
Lamya Kermiche and Nicolas Vuillermet
Grenoble Ecole de Management and affiliation not provided to SSRN
Date Posted: November 05, 2012
Working Paper Series
67 downloads

Incl. Electronic Paper Is the Convenience Yield a Good Indicator for a Commodity’s Criticality?
29th International Conference of the French Finance Association (AFFI) 2012
Christian Stepanek, Matthias Walter and Andreas Rathgeber
University of Augsburg, affiliation not provided to SSRN and University of Augsburg - Institute of Materials Resource Management
Date Posted: November 05, 2012
Working Paper Series
81 downloads

Incl. Electronic Paper On the Pricing and Early Call of American and Bermudan Callable Bonds
29th International Conference of the French Finance Association (AFFI) 2012
Maxime Debon, Franck Moraux and Patrick Navatte
Université d'Évry, Université de Rennes I and CREM and Université de Rennes I
Date Posted: November 05, 2012
Working Paper Series
147 downloads

Incl. Electronic Paper The Crash Risk Premia of Efficient Carry Trades
29th International Conference of the French Finance Association (AFFI) 2012
Philippe Dupuy
Grenoble Ecole de Management
Date Posted: November 05, 2012
Working Paper Series
146 downloads

Incl. Electronic Paper Sovereign Recovery Schemes: Discounting and Risk Management Issues
29th International Conference of the French Finance Association (AFFI) 2012
Joe Bonnaud, Laurent Carlier, Jean-Paul Laurent and Jean-Luc Vila
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Convergence Asset Management
Date Posted: November 05, 2012
Working Paper Series
131 downloads

Incl. Electronic Paper 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
Hans-Peter Burghof, Philipp Johannes Schneider and Andreas Wengner
University of Hohenheim, affiliation not provided to SSRN and University of Hohenheim
Date Posted: November 05, 2012
Working Paper Series
219 downloads

Incl. Electronic Paper Debt Renegotiation
29th International Conference of the French Finance Association (AFFI) 2012
Franck Moraux and Florina Silaghi
Université de Rennes I and CREM and Universitat Autònoma Barcelona
Date Posted: November 05, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper Stock Market and Corporate Social Responsibility: A Long-Run Analysis of the Major Industrial Crises
29th International Conference of the French Finance Association (AFFI) 2012
Cécile Carpentier and Jean-Marc Suret
Laval University and Laval University
Date Posted: November 05, 2012
Working Paper Series
114 downloads

Incl. Electronic Paper Property Rights Protection Through Litigations: Ownership Bias and the Role of Political Connections
29th International Conference of the French Finance Association (AFFI) 2012
Haitian Lu, Hongbo Pan and Chenying Zhang
Hong Kong Polytechnic University - School of Accounting and Finance, Wuhan University and University of Pennsylvania - The Wharton School
Date Posted: November 05, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Are Red or Blue Companies More Likely to Go Green? Politics and Corporate Social Responsibility
29th International Conference of the French Finance Association (AFFI) 2012
Alberta Di Giuli and Leonard Kostovetsky
ESCP Europe - Department of Finance and Carroll School of Management, Boston College
Date Posted: November 05, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper 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
Hubert de La Bruslerie and Imen Latrous
Université Paris Dauphine and Université du Québec à Chicoutimi (UQAC)
Date Posted: November 05, 2012
Working Paper Series
196 downloads

Incl. Electronic Paper Corporate Governance Scores and Long Term Performance
29th International Conference of the French Finance Association (AFFI) 2012
Joseph Gawer
Université Paris Dauphine
Date Posted: November 05, 2012
Working Paper Series
130 downloads

Incl. Electronic Paper The Dividend Policy of the Merged Firm, Method of Payment, and Takeover Premium
29th International Conference of the French Finance Association (AFFI) 2012
Sebastien Dereeper and Aymen Turki
Université Lille Nord de France - Lille School of Management Research Center (LSMRC) and European Business School, Paris
Date Posted: November 05, 2012
Working Paper Series
188 downloads

Incl. Electronic Paper Dividend Announcements Reconsidered: Dividend Changes Versus Dividend Surprises
29th International Conference of the French Finance Association (AFFI) 2012
Christian Andres, André Betzer, Inga van den Bongard, Christian Haesner and Erik Theissen
WHU - Otto Beisheim School of Management, BUW- Schumpeter School of Business and Economics, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area
Date Posted: November 05, 2012
Working Paper Series
109 downloads

Incl. Electronic Paper Does Corporate Governance Affect Stock Liquidity in the Tunisian Stock Market?
29th International Conference of the French Finance Association (AFFI) 2012
Nadia Loukil and Ouidad Yousfi
FIESTA - ISG Tunis and Université Montpellier II - Montpellier Research in Management (MRM)
Date Posted: November 05, 2012
Working Paper Series
220 downloads

Incl. Electronic Paper Do Stock Prices Reflect Growth Forecasts?
29th International Conference of the French Finance Association (AFFI) 2012
Pascal Alphonse and Michel Levasseur
University of Lille 2 - ESA and University of Lille II
Date Posted: November 05, 2012
Working Paper Series
99 downloads

Incl. Electronic Paper Market Stock Liquidity and Corporate Governance
29th International Conference of the French Finance Association (AFFI) 2012
Majdi Karmani and Aymen Ajina
Groupe Sup de Co La Rochelle, IRGO and University of Liege - HEC Management School
Date Posted: November 05, 2012
Working Paper Series
492 downloads

Incl. Electronic Paper Portfolio Diversification Dynamics of Individual Investors: A New Measure of Investor Sentiment
29th International Conference of the French Finance Association (AFFI) 2012
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Date Posted: November 05, 2012
Working Paper Series
100 downloads

Incl. Electronic Paper Initial Underpricing and Long-Run Performance of French Venture Capital-Backed and Non-Venture Capital-Backed IPOs
29th International Conference of the French Finance Association (AFFI) 2012
Jihene Cherrak
University of Tunis - Faculty of Economic Sciences and Management (ESSEC)
Date Posted: November 05, 2012
Working Paper Series
117 downloads

Incl. Electronic Paper Family Ownership, Private Equity Funds and Financial Performance is There a Family Equity Premium in LBO Transactions?
29th International Conference of the French Finance Association (AFFI) 2012
Palard Jean-Etienne, Céline Barredy and Nicolas Bedu
affiliation not provided to SSRN, University of Bordeaux - Montesquieu University - Bordeaux IV and University of Bordeaux - Montesquieu University - Bordeaux IV
Date Posted: November 05, 2012
Working Paper Series
112 downloads

Incl. Electronic Paper Contagion Effects in the Electric Utility Industry Following the Fukushima Nuclear Accident
29th International Conference of the French Finance Association (AFFI) 2012
Houdou Basse Mama and Alexander Bassen
ESCP Europe and University of Hamburg
Date Posted: November 05, 2012
Working Paper Series
39 downloads

Incl. Electronic 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
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
Date Posted: November 05, 2012
Working Paper Series
131 downloads

Incl. Electronic Paper Investigating the Role of Illiquidity in Explaining the UK Closed-End Country Fund Discount
29th International Conference of the French Finance Association (AFFI) 2012
John Richard (Dick) Davies, Mary Fletcher and Andrew P. Marshall
University of Strathclyde - Department of Accounting and Finance, University of the West of Scotland and University of Strathclyde - Strathclyde Business School
Date Posted: November 05, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Pricing of Guaranteed Stop Orders
29th International Conference of the French Finance Association (AFFI) 2012
Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management
Date Posted: November 05, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper The Hotelling Valuation Principle: Evidence from the Six Super Majors
Guillaume Dimitris Galanos Sr.
RMIT University
Date Posted: October 31, 2012
Working Paper Series
101 downloads

Incl. Electronic Paper Worldwide Commodities Sector Market-to-Book and Return on Equity Valuation
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Date Posted: October 23, 2012
Working Paper Series
108 downloads

Incl. Electronic Paper The Influence of Bank Ownership on Credit Supply: Evidence from the Recent Financial Crisis
29th International Conference of the French Finance Association (AFFI) 2012
Zuzana Fungáčová, Risto Herrala and Laurent Weill
Bank of Finland - Institute for Economies in Transition (BOFIT), European Central Bank (ECB) - Directorate General International and European Relations and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Date Posted: October 23, 2012
Working Paper Series
55 downloads

What Problem Banks Reveal About Future Financial Distress: Evidence from the Late 2000s Financial Crisis
29th International Conference of the French Finance Association (AFFI) 2012
Charles M. Kahn and Nikolaos I. Papanikolaou
University of Illinois, Urbana-Champaign and University of Sussex - School of Business, Management and Economics
Date Posted: October 23, 2012
Last Revised: June 02, 2013
Working Paper Series

Incl. Electronic Paper The Impact of Internet-Based Disclosure on Capital Market Risk
29th International Conference of the French Finance Association (AFFI) 2012
Li Li
GSCM-Montpellier Business School
Date Posted: October 09, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper Portfolio Optimisation with Jumps: Illustration with a Pension Accumulation Scheme
Journal of Banking and Finance, Vol. 60, p. 127-137, 2015.
Olivier Le Courtois and Francesco Menoncin
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and University of Brescia - Department of Economics
Date Posted: October 09, 2012
Last Revised: April 11, 2016
Accepted Paper Series
65 downloads

Incl. Electronic Paper Lessons from the French Exception: How Firms Choose between Unitary and Dual Boards
29th International Conference of the French Finance Association (AFFI) 2012
Francois Belot, Edith Ginglinger, Myron B. Slovin and Marie E. Sushka
Université de Cergy-Pontoise, Université Paris-Dauphine, DRM, Louisiana State University, Baton Rouge - Department of Finance and Arizona State University
Date Posted: October 09, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper Are Bank Loans Still 'Special' (Especially During a Crisis)? Empirical Evidence from a European Country
29th International Conference of the French Finance Association (AFFI) 2012
Christophe J. Godlewski
University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Date Posted: October 09, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Are Small Business Groups an Organizational Strategy that Promotes Growth? Evidence from French SMEs
29th International Conference of the French Finance Association (AFFI) 2012
Anais Hamelin
Institute of Political Studies, Strasbourg
Date Posted: October 09, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Do Shareholder Rights Affect Syndicate Structure? Evidence from a Natural Experiment
29th International Conference of the French Finance Association (AFFI) 2012
Sreedhar T. Bharath, Sandeep Dahiya and Issam Hallak
Arizona State University - W.P. Carey School of Business, Georgetown University - Department of Finance and European Commission Joint Research Center
Date Posted: October 09, 2012
Working Paper Series
53 downloads

Does Auditors’ Reputation ‘Discourage’ Related Party Transactions? The French Case
29th International Conference of the French Finance Association (AFFI) 2012
Moez Bennouri, Mehdi Nekhili and Philippe Touron
GSCM-Montpellier Business School, Université du Maine and François Rabelais University
Date Posted: October 09, 2012
Working Paper Series

Incl. Electronic Paper How Do Banks React to Increased Asset Risks? Evidence from Hurricane Katrina
29th International Conference of the French Finance Association (AFFI) 2012
Claudia Lambert, Felix Noth and Ulrich Schüwer
Goethe University Frankfurt - Chair of Econometrics, Otto-von-Guericke University and University of Bonn
Date Posted: October 09, 2012
Working Paper Series
92 downloads

Incl. Electronic Paper Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence
29th International Conference of the French Finance Association (AFFI) 2012
Carl Chiarella, Boda Kang, Christina Sklibosios Nikitopoulos and Thuy Duong To
University of Technology, Sydney - UTS Business School, Finance Discipline Group, University of York - Department of Mathematics, University of Technology Sydney - Business School and University of New South Wales, Sydney
Date Posted: October 09, 2012
Working Paper Series
111 downloads

Incl. Electronic Paper Market Reactions to European Merger Regulation: A Reexamination of the Protectionism Hypothesis
29th International Conference of the French Finance Association (AFFI) 2012
Nihat Aktas, Eric de Bodt, Marieke Delanghe and Richard Roll
WHU - Otto Beisheim School of Management, Université de Lille, Univ. Lille Nord de France - SKEMA Business School and California Institute of Technology
Date Posted: October 09, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Myth or Reality? Boardroom Diversity in German Blue Chip Companies
29th International Conference of the French Finance Association (AFFI) 2012
Enrico Prinz
EM Strasbourg Business School
Date Posted: October 09, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper On the (Mis)Use of Conditional Value-at-Risk and Spectral Risk Measures for Portfolio Selection - A Comparison with Mean-Variance Analysis
29th International Conference of the French Finance Association (AFFI) 2012
Mario Brandtner
University of Jena
Date Posted: October 09, 2012
Working Paper Series
96 downloads

Incl. Electronic Paper On the Estimation of the Risk of Financial Intermediaries
29th International Conference of the French Finance Association (AFFI) 2012
Manthos D. Delis and Efthymios G. Tsionas
University of Surrey - Surrey Business School and Athens University of Economics and Business - Department of Economics
Date Posted: October 09, 2012
Working Paper Series
77 downloads

Incl. Electronic Paper Private Equity Fundraising and Firm Specialization
Maia Gejadze, Pierre Giot and Armin Schwienbacher
IESEG School of Management, Facultés Universitaires Notre-Dame de la Paix (FUNDP) and SKEMA Business School
Date Posted: October 09, 2012
Last Revised: June 05, 2015
Working Paper Series
136 downloads

Incl. Electronic Paper The Determinants of Corporate Board Size and Independence: Evidence from Malaysia
29th International Conference of the French Finance Association (AFFI) 2012
Laurent Germain, Nadine Galy and Wanling Lee
Toulouse University, Toulouse Business School, Toulouse Business School - Economics and Finance and Toulouse Business School
Date Posted: October 09, 2012
Working Paper Series
244 downloads

The Relation between Technical Efficiency and Stock Prices: Evidence from the US Airlines Industry (1990-2010)
29th International Conference of the French Finance Association (AFFI) 2012
Matthieu Mehdi Belarouci
affiliation not provided to SSRN
Date Posted: October 09, 2012
Working Paper Series

Incl. Electronic Paper Understanding the Operational Risk Profile of Banks: An Empirical Analysis
29th International Conference of the French Finance Association (AFFI) 2012
Eric Lamarque and Hazem Karfoul
affiliation not provided to SSRN and Central Bank of Syria
Date Posted: October 09, 2012
Working Paper Series
196 downloads

Incl. Electronic Paper What Does the Sec Choose to Investigate?
29th International Conference of the French Finance Association (AFFI) 2012
Xuewu Wesley Wang
University of Oklahoma - Division of Finance
Date Posted: October 09, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Do Stock Prices Move Too Much to Be Justified by Changes in Cash Flows? New Evidence from Parallel Asset Markets
29th International Conference of the French Finance Association (AFFI) 2012
Tobias Muhlhofer and Andrey Ukhov
University of Miami - Department of Finance and Cornell University
Date Posted: October 02, 2012
Working Paper Series
65 downloads


 

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