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2012 International Conference of the French Finance Association (AFFI) (Archive)

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Viewing: 1 - 50 of 84 papers

1.

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
AMGSM-IAE Aix-en-Provence, Aix Marseille University, CERGAM, Euromed Marseille Ecole de Management and Exane BNP Paribas
Downloads 172
2.

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 272
3.

Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 20 Posted: 05 Nov 2012
Working Paper Series
Grenoble Ecole de Management and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 75
4.

Is the Convenience Yield a Good Indicator for a Commodity’s Criticality?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 27 Posted: 05 Nov 2012
Working Paper Series
University of Augsburg, affiliation not provided to SSRN and University of Augsburg - Institute of Materials Resource Management
Downloads 83
5.

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 181
6.

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 151
7.

Sovereign Recovery Schemes: Discounting and Risk Management Issues

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 18 Posted: 05 Nov 2012
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Convergence Asset Management
Downloads 137
8.

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 234
9.

Debt Renegotiation

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 23 Posted: 05 Nov 2012
Working Paper Series
Université de Rennes I and CREM and Universitat Autònoma Barcelona
Downloads 51
10.

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
Number of pages: 43 Posted: 05 Nov 2012
Working Paper Series
Laval University and Laval University
Downloads 117
11.

Property Rights Protection Through Litigations: Ownership Bias and the Role of Political Connections

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 56 Posted: 05 Nov 2012
Working Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, Wuhan University and University of Pennsylvania - The Wharton School
Downloads 60
12.

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
Number of pages: 55 Posted: 05 Nov 2012
Working Paper Series
ESCP Europe - Department of Finance and Carroll School of Management, Boston College

Multiple version iconThere are 2 versions of this paper

Downloads 111
13.

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 211
14.

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 151
15.

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 219
16.

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, BUW- Schumpeter School of Business and Economics, University of Mannheim - Finance Area, WHU - Otto Beisheim School of Management and University of Mannheim - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 147
17.

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 252
18.

Do Stock Prices Reflect Growth Forecasts?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 30 Posted: 05 Nov 2012
Working Paper Series
University of Lille 2 - ESA and University of Lille II
Downloads 101
19.

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 568
20.

Portfolio Diversification Dynamics of Individual Investors: A New Measure of Investor Sentiment

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 42 Posted: 05 Nov 2012
Working Paper Series
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 109
21.

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
Number of pages: 17 Posted: 05 Nov 2012
Working Paper Series
University of Tunis - Faculty of Economic Sciences and Management (ESSEC)
Downloads 135
22.

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
Number of pages: 43 Posted: 05 Nov 2012
Working Paper Series
affiliation not provided to SSRN, University of Bordeaux - Montesquieu University - Bordeaux IV and University of Bordeaux - Montesquieu University - Bordeaux IV
Downloads 133
23.

Contagion Effects in the Electric Utility Industry Following the Fukushima Nuclear Accident

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 29 Posted: 05 Nov 2012
Working Paper Series
ESCP Europe and University of Hamburg
Downloads 43
24.

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 151
25.

Investigating the Role of Illiquidity in Explaining the UK Closed-End Country Fund Discount

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 37 Posted: 05 Nov 2012
Working Paper Series
University of Strathclyde - Department of Accounting and Finance, University of the West of Scotland and University of Strathclyde - Strathclyde Business School
Downloads 51
26.

Pricing of Guaranteed Stop Orders

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 27 Posted: 05 Nov 2012
Working Paper Series
University of Augsburg - Institute of Materials Resource Management
Downloads 29
27.

The Hotelling Valuation Principle: Evidence from the Six Super Majors

Number of pages: 11 Posted: 31 Oct 2012
Working Paper Series
RMIT University
Downloads 114
28.

Worldwide Commodities Sector Market-to-Book and Return on Equity Valuation

Number of pages: 54 Posted: 23 Oct 2012
Working Paper Series
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 117
29.

The Influence of Bank Ownership on Credit Supply: Evidence from the Recent Financial Crisis

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 22 Posted: 23 Oct 2012
Working Paper Series
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)

Multiple version iconThere are 2 versions of this paper

Downloads 64
30.

The Impact of Internet-Based Disclosure on Capital Market Risk

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 30 Posted: 09 Oct 2012
Working Paper Series
GSCM-Montpellier Business School
Downloads 70
31.

Portfolio Optimisation with Jumps: Illustration with a Pension Accumulation Scheme

Journal of Banking and Finance, Vol. 60, p. 127-137, 2015.
Number of pages: 36 Posted: 09 Oct 2012 Last Revised: 11 Apr 2016
Accepted Paper Series
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and University of Brescia - Department of Economics
Downloads 72
32.

Lessons from the French Exception: How Firms Choose between Unitary and Dual Boards

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 44 Posted: 09 Oct 2012
Working Paper Series
Université de Cergy-Pontoise, Université Paris Dauphine, Louisiana State University, Baton Rouge - Department of Finance and Arizona State University
Downloads 86
33.

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 260
34.

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 237
35.

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 177
36.

Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 38 Posted: 09 Oct 2012
Working Paper Series
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Lacima Group, University of Technology Sydney - Business School and University of New South Wales, Sydney
Downloads 119
37.

How Do Banks React to Increased Asset Risks? Evidence from Hurricane Katrina

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 43 Posted: 09 Oct 2012
Working Paper Series
European Central Bank (ECB), Otto-von-Guericke-Universität Magdeburg and University of Bonn - Institute for Financial Economics and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 101
38.

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
Number of pages: 29 Posted: 09 Oct 2012
Working Paper Series
University of Jena
Downloads 101
39.

On the Estimation of the Risk of Financial Intermediaries

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 36 Posted: 09 Oct 2012
Working Paper Series
Montpellier Business School and Athens University of Economics and Business - Department of Economics
Downloads 80
40.

Market Reactions to European Merger Regulation: A Reexamination of the Protectionism Hypothesis

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 38 Posted: 09 Oct 2012
Working Paper Series
WHU - Otto Beisheim School of Management, Univ. Lille, Univ. Lille Nord de France - SKEMA Business School and California Institute of Technology

Multiple version iconThere are 3 versions of this paper

Downloads 71
41.

Myth or Reality? Boardroom Diversity in German Blue Chip Companies

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 20 Posted: 09 Oct 2012
Working Paper Series
EM Strasbourg Business School
Downloads 68
42.

What Does the Sec Choose to Investigate?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 32 Posted: 09 Oct 2012
Working Paper Series
University of Oklahoma - Division of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 36
43.

Are Small Business Groups an Organizational Strategy that Promotes Growth? Evidence from French SMEs

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 49 Posted: 09 Oct 2012
Working Paper Series
Institute of Political Studies, Strasbourg
Downloads 33
44.

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
Number of pages: 33 Posted: 09 Oct 2012
Working Paper Series
University of Strasbourg - Faculty of Law and Business
Downloads 30
45.

Does Auditors’ Reputation ‘Discourage’ Related Party Transactions? The French Case

29th International Conference of the French Finance Association (AFFI) 2012
Posted: 09 Oct 2012
Working Paper Series
GSCM-Montpellier Business School, Université du Maine and François Rabelais University
46.

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
Posted: 09 Oct 2012
Working Paper Series
affiliation not provided to SSRN
47.

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
Number of pages: 35 Posted: 02 Oct 2012
Working Paper Series
University of Miami - Department of Finance and Cornell University
Downloads 70
48.

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 443
49.

Price Strategies in a Vertically Differentiated Mutual Fund Market

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 21 Posted: 01 Oct 2012
Working Paper Series
European Business School Paris
Downloads 47
50.

Equilibrium of Financial Derivative Markets and Compensating Variations Under Portfolio Insurance Constraints

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 58 Posted: 01 Oct 2012
Working Paper Series
AMGSM-IAE Aix-en-Provence, Aix Marseille University, CERGAM and University of Cergy-Pontoise - ThEMA
Downloads 41