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HEC Paris: Finance (Topic)

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1.

A Multifractal Model of Asset Returns

Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Number of pages: 33 Posted: 21 Apr 1998
Working Paper Series
Yale University - International Center for Finance, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School - Department of Economics & Finance
Downloads 7,585
2.

Large Deviations and the Distribution of Price Changes

Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Number of pages: 30 Posted: 22 Apr 1998
Working Paper Series
EDHEC Business School - Department of Economics & Finance, University of British Columbia (UBC) - Sauder School of Business and Yale University - International Center for Finance
Downloads 2,724
3.

Multifractality of Deutschemark / Us Dollar Exchange Rates

Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Number of pages: 40 Posted: 21 Apr 1998
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School - Department of Economics & Finance and Yale University - International Center for Finance
Downloads 2,657
4.

A Theoretical and Empirical Comparison of Systemic Risk Measures

HEC Paris Research Paper No. FIN-2014-1030
Number of pages: 47 Posted: 21 Dec 2011 Last Revised: 21 Jan 2014
Working Paper Series
Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris
Downloads 2,508
5.

Stock Price Fragility

Harvard Business School Research Paper No. 1490734
Number of pages: 52 Posted: 21 Oct 2009 Last Revised: 13 Mar 2013
Working Paper Series
Harvard Business School - Finance Unit and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)

Multiple version iconThere are 2 versions of this paper

Downloads 2,156
6.

Art and Money

Yale ICF Working Paper No. 09-26, TILEC Discussion Paper No. 2010-002, CentER Discussion Paper Series No. 2010-08
Number of pages: 34 Posted: 07 Nov 2009 Last Revised: 13 Mar 2013
Working Paper Series
Yale School of Management - International Center for Finance, Tilburg University - Department of Finance and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 2,022
7.

The Price of Wine

Journal of Financial Economics (JFE), Vol. 118, No. 2, 2015, pages 431–449,
Number of pages: 50 Posted: 07 Sep 2013 Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Vanderbilt University - Department of Economics and HEC Paris - Finance Department
Downloads 2,006
8.

Venture Capital Performance: the Disparity Between Europe and the United States

Number of pages: 41 Posted: 11 Feb 2004 Last Revised: 15 Mar 2013
Working Paper Series
Toulouse School of Economics, EDHEC Business School - Department of Economics & Finance and SKEMA Business School
Downloads 1,940
9.

Buying Beauty: On Prices and Returns in the Art Market

Management Science, Vol. 59, No. 1, 2013
Number of pages: 33 Posted: 03 Mar 2009 Last Revised: 13 Mar 2013
Accepted Paper Series
Tilburg University - Department of Finance and HEC Paris - Finance Department
Downloads 1,911
10.

Equilibrium Fast Trading

AFA 2013 San Diego Meetings Paper, HEC Paris Research Paper No. 968/2013
Number of pages: 57 Posted: 19 Mar 2012 Last Revised: 04 Sep 2014
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and Toulouse School of Economics
Downloads 1,845
11.

The Other January Effect

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 07 Feb 2005
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University and HEC Paris - Finance Department
Downloads 1,804
12.

The WACC Fallacy: The Real Effects of Using a Unique Discount Rate

Journal of Finance, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 62 Posted: 21 Feb 2011 Last Revised: 18 Jul 2014
Accepted Paper Series
University of Geneva, Toulouse School of Economics and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 1,752
13.

Stock Price Informativeness, Cross-Listings and Investment Decisions

Journal of Financial Economics (JFE), Vol. 88, No. 1, 2008, EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 40 Posted: 16 Mar 2006 Last Revised: 15 Mar 2013
Working Paper Series
HEC Paris - Finance Department and University of Vienna - Faculty of Business, Economics, and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 1,702
14.

Incomplete Markets and Volatility

Harvard Institute of Economics Research Paper No. 1865
Number of pages: 46 Posted: 25 Sep 1998
Working Paper Series
EDHEC Business School - Department of Economics & Finance
Downloads 1,638
15.

A New Approach to Comparing VaR Estimation Methods

Number of pages: 23 Posted: 20 Apr 2007 Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris and Queensland University of Technology - School of Economics and Finance
Downloads 1,616
16.

Incomplete Markets, Growth, and the Business Cycle

MIT Dept. of Economics Working Paper No. 00-33, Harvard Institute of Economic Research Paper No. 1910
Number of pages: 51 Posted: 19 Jan 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and EDHEC Business School - Department of Economics & Finance
Downloads 1,578
17.

Corporate Political Contributions and Stock Returns

Number of pages: 47 Posted: 28 Oct 2006 Last Revised: 14 Mar 2013
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and HEC Paris - Finance Department
Downloads 1,561
18.

The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

AFA 2008 New Orleans Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 49 Posted: 20 Dec 2006 Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris and Queensland University of Technology - School of Economics and Finance
Downloads 1,530
19.

The Dog that Did Not Bark: Insider Trading and Crashes

Number of pages: 57 Posted: 20 Mar 2006
Working Paper Series
Universidad Carlos III de Madrid and HEC Paris - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 1,449
20.

Risk Management Research Report - Spring 2010

Risk Management Research Report, Spring 2010
Number of pages: 16 Posted: 23 Apr 2010
Accepted Paper Series
HEC Paris, affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance, Brooklyn College - CUNY, Drexel University, Loyola Marymount University - Department of Finance and Computer Information Systems, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University at Edwardsville - Department of Economics & Finance, University of California, Santa Barbara - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management, HEC Paris - Finance Department, Harvard Law School, Columbia Business School - Finance and Economics, New York University (NYU) - Department of Finance, Department of Economics, Texas A&M University, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI), IMD International, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Finance Department, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, Columbia Business School - Accounting, Business Law & Taxation, University of South Florida - College of Business Administration, Fordham University, Gabelli School of Business, New York University (NYU) - Department of Finance, Fordham University, Gabelli School of Business and Loyola University of Chicago - Department of Finance
Downloads 1,293
21.

A Dynamic Model of the Limit Order Book

Review of Financial Studies, Vol. 22, pp. 4601-4641, 2009
Number of pages: 40 Posted: 02 May 2005 Last Revised: 13 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department
Downloads 1,279
22.

Investor Horizons and Corporate Policies

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 21 Oct 2009 Last Revised: 09 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) and York University - Schulich School of Business
Downloads 1,278
23.

How Does Corporate Investment Respond to Increased Entry Threat?

Number of pages: 59 Posted: 16 Mar 2012 Last Revised: 29 Oct 2015
Working Paper Series
University of Lugano and University of Bern
Downloads 1,191
24.

Diversification and Value-at-Risk

Number of pages: 29 Posted: 20 Sep 2007 Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris and Queensland University of Technology - School of Economics and Finance
Downloads 1,127
25.

The Real Effects of Financial Shocks: Evidence from Exogenous Changes in Analyst Coverage

Journal of Finance, Forthcoming
Number of pages: 50 Posted: 16 Dec 2010 Last Revised: 09 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department and York University - Schulich School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,119
26.

Generating Superior Performance in Private Equity: A New Investment Methodology

Journal Of Investment Management, Forthcoming
Number of pages: 22 Posted: 21 Feb 2013 Last Revised: 16 Aug 2014
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Private Capital Research Institute

Multiple version iconThere are 2 versions of this paper

Downloads 1,088
27.

News Trading and Speed

Journal of Finance, Vol. 71, pp. 335-382, 2016, HEC Paris Research Paper No. 975/2013
Number of pages: 55 Posted: 14 Dec 2012 Last Revised: 19 Jan 2016
Accepted Paper Series
HEC Paris - Finance Department, HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 1,087
28.

The Risk Map: A New Tool for Validating Risk Models

Number of pages: 40 Posted: 04 May 2011 Last Revised: 14 Mar 2013
Working Paper Series
University of Orleans, University of Orleans and HEC Paris

Multiple version iconThere are 2 versions of this paper

Downloads 1,039
29.

Fast and Slow Informed Trading

AFA 2013 San Diego Meetings, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2015-1123
Number of pages: 62 Posted: 07 Jun 2011 Last Revised: 24 Apr 2016
Working Paper Series
HEC Paris - Finance Department
Downloads 1,024
30.

Liquidity Cycles and Make/Take Fees in Electronic Markets

Journal of Finance, Fforthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 71 Posted: 16 Feb 2009 Last Revised: 15 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 993
31.

The Investment Performance of Art and Other Collectibles

Chapter 10 of Anna Dempster (Ed), Risk and Uncertainty in the Art World, Bloomsbury Publishing, 2014, pages 219–238,
Number of pages: 19 Posted: 02 Sep 2013 Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School and HEC Paris - Finance Department
Downloads 961
32.

Do Managers Overreact to Salient Risks? Evidence from Hurricane Strikes

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 60 Posted: 22 Nov 2013 Last Revised: 30 Jun 2017
Accepted Paper Series
University of Toronto - Rotman School of Management and Princeton University
Downloads 958
33.

Do Banks Overstate Their Value-at-Risk?

Number of pages: 32 Posted: 29 Sep 2006
Working Paper Series
HEC Paris, Simon Fraser University (SFU) - Beedie School of Business and Simon Fraser University (SFU) - Beedie School of Business
Downloads 861
34.

Financing Investment: The Choice between Bonds and Bank Loans

HEC Paris Research Paper No. FIN-2013-1010, Swiss Finance Institute Research Paper No. 14-04
Number of pages: 48 Posted: 18 Oct 2012 Last Revised: 16 May 2014
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, University of Bern and Pennsylvania State University
Downloads 842
35.

Ownership and Control in Joint Ventures: Theory and Evidence

AFA 2004 San Diego Meetings
Number of pages: 46 Posted: 23 Nov 2003 Last Revised: 20 Feb 2015
Working Paper Series
American University - Department of Finance and Real Estate and Toulouse School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 841
36.

Ex Post: The Investment Performance of Collectible Stamps

Journal of Financial Economics (JFE), Vol. 100, No. 2, 2011, pages 443–458,
Number of pages: 40 Posted: 06 Aug 2009 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School and HEC Paris - Finance Department
Downloads 814
37.

The Initial Public Offerings of Listed Firms

AFA 2006 Boston Meetings, Forthcoming, EFA 2005 Moscow Meetings, Journal of Finance, Vol. 62, No. 1, p.447-479, 2007
Number of pages: 54 Posted: 16 Feb 2005
Working Paper Series
HEC Paris - Finance Department and York University - Schulich School of Business
Downloads 806
38.

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics

Number of pages: 55 Posted: 17 Mar 2010 Last Revised: 16 Apr 2013
Working Paper Series
EDHEC Business School - Department of Economics & Finance, University of British Columbia (UBC) - Sauder School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 794
39.

Limit Order Book as a Market for Liquidity

Number of pages: 60 Posted: 30 May 2001
Working Paper Series
HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 778
40.

Religion, Economic Attitudes, and Household Finance

Oxford Economic Papers, Vol. 64, No. 1, 2012
Number of pages: 30 Posted: 19 May 2009 Last Revised: 13 Mar 2013
Accepted Paper Series
Tilburg University - Department of Finance and HEC Paris - Finance Department
Downloads 768
41.

Information Asymmetry, the Cost of Debt, and Credit Events: Evidence from Quasi-Random Analyst Disappearances

Number of pages: 50 Posted: 12 Apr 2012 Last Revised: 04 May 2016
Working Paper Series
HEC Paris - Finance Department, York University - Schulich School of Business and Virginia Tech
Downloads 749
42.

Financial Contracting with Optimistic Entrepreneurs: Theory and Evidence

AFA 2004 San Diego Meetings
Number of pages: 60 Posted: 20 Dec 2003
Working Paper Series
Toulouse School of Economics and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 745
43.

Liquidity and Information in Order Driven Markets

Number of pages: 60 Posted: 19 Oct 2008 Last Revised: 26 Feb 2016
Working Paper Series
HEC Paris - Finance Department
Downloads 735
44.

Do Analysts' Preferences Affect Corporate Policies?

Swiss Finance Institute Research Paper No. 13-22, ECGI - Finance Working Paper No. 361
Number of pages: 53 Posted: 19 Apr 2013 Last Revised: 29 Oct 2013
Working Paper Series
University of Lugano - Faculty of Economics, HEC Paris - Finance Department, York University - Schulich School of Business and Kellstadt Graduate School of Business
Downloads 721
45.

Performance and Behavior of Family Firms: Evidence from the French Stock Market

ECGI - Finance Working Paper No. 130/2006
Number of pages: 65 Posted: 06 Sep 2006
Working Paper Series
University of California, Berkeley and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)

Multiple version iconThere are 2 versions of this paper

Downloads 703
46.

S&P 500 Index Additions and Earnings Expectations

Number of pages: 31 Posted: 22 Nov 2002
Working Paper Series
University of Pittsburgh - Katz School of Business, Purdue University, HEC Paris - Finance Department and Wescott Financial Advisory Group LLC

Multiple version iconThere are 2 versions of this paper

Downloads 678
47.

Impact of Overwhelming Joy on Consumer Demand: The Case of a Soccer World-Cup Victory

Number of pages: 28 Posted: 28 Mar 2005
Working Paper Series
University of Geneva - Department of Economics, HEC Paris and Catholic University of Louvain (UCL) - School of Management
Downloads 667
48.

Illiquidity Contagion and Liquidity Crashes

Number of pages: 72 Posted: 08 Apr 2011 Last Revised: 19 Feb 2014
Working Paper Series
Cass Business School and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 666
49.

Derivatives Clearing, Default Risk, and Insurance

Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 39 Posted: 28 Feb 2008 Last Revised: 14 Mar 2013
Working Paper Series
Simon Fraser University (SFU) - Department of Economics and HEC Paris
Downloads 662
50.

Analyst Hype in Ipos: Explaining the Popularity of Bookbuilding

Tuck School of Business Working Paper No. 2005-27, ECGI - Finance Working Paper No. 65/2005, RICAFE Working Paper No. 011
Number of pages: 54 Posted: 01 Sep 2004
Working Paper Series
University of Lugano - Faculty of Economics, HEC Paris - Finance Department and University of Toronto - Rotman School of Management (Deceased)

Multiple version iconThere are 2 versions of this paper

Downloads 660