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Paris December 2013 Finance Meeting EUROFIDAI - AFFI (Archive)

European Financial Data Institute Logo 11th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 19, 2013

For more information on this conference,
please visit:
http://www.eurofidai.org/december2013.html
Deadline Call for Papers: June 4, 2013
Call for Papers
7,290 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
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Viewing: 1 - 36 of 36 papers

1.

On Secondary Buyouts

Journal of Financial Economics (JFE), Forthcoming, ECGI - Finance Working Paper No. 384, Swiss Finance Institute Research Paper No. 13-48
Number of pages: 59 Posted: 23 Sep 2013 Last Revised: 09 Oct 2015
Accepted Paper Series
University of Lugano - Faculty of Economics, University of Amsterdam - Finance Group and University of Oxford - Said Business School
Downloads 1,065
2.

Competition between High-Frequency Traders, and Market Quality

NYU Stern Microstructure Meeting 2013
Number of pages: 61 Posted: 14 May 2013 Last Revised: 04 Dec 2013
Accepted Paper Series
European Central Bank (ECB) - Financial Research
Downloads 867
3.

Queuing Uncertainty in Limit Order Market

Number of pages: 56 Posted: 06 Oct 2013 Last Revised: 31 Oct 2014
Working Paper Series
INSEAD - Finance
Downloads 765
4.

Trade Credit and Industry Dynamics: Evidence from Trucking Firms

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 04 Oct 2013 Last Revised: 30 May 2015
Accepted Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 638
5.

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Review of Finance, Forthcoming
Number of pages: 74 Posted: 01 Apr 2013 Last Revised: 10 Sep 2016
Accepted Paper Series
London Business School, London Business School - Department of Finance and University of Pennsylvania - Finance Department
Downloads 621
6.

When Behavioral Portfolio Theory Meets Markowitz Theory

Economic Modelling, Forthcoming
Number of pages: 48 Posted: 05 Oct 2013 Last Revised: 21 Oct 2015
Accepted Paper Series
EM Strasbourg.University of Strasbourg. LARGE, Université Paris-Dauphine, PSL Research University and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Downloads 362
7.

Bank Loans and Troubled Debt Restructurings

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 04 Oct 2013 Last Revised: 17 Jun 2015
Working Paper Series
Koc University, College of Administrative Sciences and Economics and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 361
8.

A New Measure of Equity and Cash Flow Duration: The Duration-Based Explanation of the Value Premium Revisited

Number of pages: 65 Posted: 04 Oct 2013 Last Revised: 03 Dec 2015
Working Paper Series
University of London - Birkbeck College and Bank J. Safra Sarasin
Downloads 186
9.

Financial Literacy and the Demand for Financial Advice

Number of pages: 46 Posted: 04 Oct 2013
Working Paper Series
EMLYON Business School and Organization for Economic Co-Operation and Development (OECD)

Multiple version iconThere are 2 versions of this paper

Downloads 183
10.

Interest Rate Derivatives and Firm Value: Evidence from Mandatory Versus Voluntary Hedging

Number of pages: 48 Posted: 05 Oct 2013
Working Paper Series
University of Neuchatel - Institute of Financial Analysis and University of Neuchatel - Institute of Financial Analysis
Downloads 180
11.

Is There a 'Boom Bias' in Agency Ratings?

Forthcoming in Review of Finance; published by Oxford University Press.
Number of pages: 59 Posted: 05 Oct 2013 Last Revised: 30 May 2015
Accepted Paper Series
Catholic University of Eichstaett-Ingolstadt and Catholic University of Eichstaett-Ingolstadt
Downloads 172
12.

Fortune Favors the Bold

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 06 Oct 2013 Last Revised: 02 Feb 2016
Accepted Paper Series
West Virginia University and University of Arizona - Department of Finance
Downloads 163
13.

The Link between Level 3 Assets of Banks and Their Default Risk and Default Costs

Number of pages: 50 Posted: 04 Oct 2013 Last Revised: 01 Mar 2017
Working Paper Series
University of Konstanz - Department of Economics and University of Tuebingen - Department of Banking

Multiple version iconThere are 2 versions of this paper

Downloads 161
14.

Rival Reactions – Do Value-Increasing Mergers Bolster Monopoly Rents for Strong Rivals?

Number of pages: 47 Posted: 05 Oct 2013 Last Revised: 16 Feb 2014
Working Paper Series
Université de Lille and California Institute of Technology
Downloads 146
15.

The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

Number of pages: 47 Posted: 05 Oct 2013
Working Paper Series
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 136
16.

Asset Pricing with Regime-Dependent Preferences and Learning

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 82 Posted: 04 Oct 2013 Last Revised: 15 Aug 2014
Working Paper Series
University of Geneva, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University

Multiple version iconThere are 2 versions of this paper

Downloads 132
17.

Time-Varying Expected Momentum Profits

Number of pages: 73 Posted: 05 Oct 2013 Last Revised: 10 Dec 2014
Working Paper Series
Korea University Business School, Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, University of Sydney Business School and Korea Advanced Institute of Science and Technology (KAIST) - Financial Engineering
Downloads 129
18.

Does Competition Matter for Corporate Governance? The Role of Country Characteristics

Number of pages: 57 Posted: 04 Oct 2013
Working Paper Series
HEC Montreal, Université de Sherbrooke and HEC Montreal

Multiple version iconThere are 2 versions of this paper

Downloads 109
19.

U.S. Financial Markets Growth and the Real Economy

Number of pages: 49 Posted: 05 Oct 2013
Working Paper Series
Southern Illinois University Carbondale, Independent and Securities and Exchange Commission (SEC)
Downloads 106
20.

How Do Informational Frictions Affect the Firm's Choice of Asset Liquidity? The Effect of SOX Section 404

Number of pages: 65 Posted: 05 Oct 2013
Working Paper Series
D'Amore-McKim School of Business-Northeastern University

Multiple version iconThere are 2 versions of this paper

Downloads 84
21.

A Robust Bayesian Analysis of the Stock Market's Response to Macroeconomic News

Number of pages: 46 Posted: 05 Oct 2013
Working Paper Series
Florida Atlantic University and Florida Atlantic University
Downloads 78
22.

Direct and Indirect Risk-Taking Incentives of Inside Debt

Number of pages: 61 Posted: 04 Oct 2013 Last Revised: 16 Jul 2016
Working Paper Series
Otto-von-Guericke Universität Magdeburg, Goethe University Frankfurt - Research Center SAFE and Utrecht University School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 73
23.

Can Firms Loosen Financial Constraints?

Georgetown McDonough School of Business Research Paper
Number of pages: 42 Posted: 04 Oct 2013
Working Paper Series
Georgetown University - McDonough School of Business and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 72
24.

Production-Based Term Structure of Equity Returns

UNC Kenan-Flagler Research Paper No. 2336099
Number of pages: 42 Posted: 09 Oct 2013
Working Paper Series
University of North Carolina Kenan-Flagler Business School, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management

Multiple version iconThere are 2 versions of this paper

Downloads 69
25.

What Constrains Liquidity Provision? Evidence From Hedge Fund Trades

Number of pages: 45 Posted: 04 Oct 2013 Last Revised: 11 Nov 2014
Working Paper Series
USI Lugano and USI-Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 66
26.

Structured Debt Ratings: Evidence on Conflicts of Interest

Swiss Finance Institute Research Paper No. 13-21
Number of pages: 59 Posted: 05 Oct 2013
Working Paper Series
HEC Paris - Finance Department and University of Geneva - Geneva Finance Research Institute

Multiple version iconThere are 3 versions of this paper

Downloads 59
27.

Credit Growth and Bank Capital Requirements: Binding or Not?

Banque de France Working Paper No. 481
Number of pages: 28 Posted: 04 Oct 2013 Last Revised: 19 Mar 2014
Working Paper Series
Autorité de Contrôle Prudentiel et de Résolution - Banque de France and French Ministry of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 51
28.

Systemic Risk and Sovereign Debt in the Euro Area

Number of pages: 54 Posted: 05 Oct 2013
Working Paper Series
Research Center SAFE, Goethe University Frankfurt

Multiple version iconThere are 3 versions of this paper

Downloads 50
29.

Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013
Working Paper Series
INSEAD, Indiana University, Kelley School of Business and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 49
30.

Labor Relations, Endogenous Dividends and the Equilibrium Term Structure of Equity

Number of pages: 48 Posted: 05 Oct 2013 Last Revised: 06 Oct 2013
Working Paper Series
University of Torino - Collegio Carlo Alberto
Downloads 49
31.

A New Test for the Detection of the Pricing Role of Aggregate Idiosyncratic Risk in the Predictive Regression

Number of pages: 70 Posted: 05 Oct 2013
Working Paper Series
Xiamen University, Fudan University and University of Texas at Dallas - School of Management
Downloads 35
32.

Covenants and Collateral in Japanese Corporate Straight Bonds: Choice and Yield Spread

Number of pages: 38 Posted: 04 Oct 2013
Working Paper Series
Waseda University - Graduate School of Commerce and Kinki University
Downloads 29
33.

Valuing Changes in Political Networks: Evidence from Campaign Contributions to Close Congressional Elections

Number of pages: 61 Posted: 05 Oct 2013 Last Revised: 15 Nov 2013
Working Paper Series
University of Toronto - Rotman School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 28
34.

To See is To Know: Simultaneous Display of Market Data for Retail Investors

Number of pages: 61 Posted: 08 Oct 2013 Last Revised: 05 Jul 2017
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 16
35.

The Dark Side of Shareholder Activism: Evidence from CEO Turnovers

Posted: 05 Oct 2013
Working Paper Series
Swedish House of Finance and Stockholm School of Economics - Department of Finance

Multiple version iconThere are 3 versions of this paper

36.

The Tail Risk Premia of the Carry Trades

Posted: 05 Oct 2013
Working Paper Series
Grenoble Ecole de Management