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EFMA 2000 Athens Meetings (Archive)

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Viewing: 1 - 50 of 77 papers

2.

Momentum, Business Cycle and Time Varying Expected Returns

Number of pages: 47 Posted: 24 Nov 2001
Working Paper Series
Emory University - Department of Finance and London Business School
Downloads 2,011
3.

Option-Based Bankruptcy Prediction

Number of pages: 27 Posted: 12 Feb 2001
Working Paper Series
University of Cyprus and University of Cyprus - Department of Public and Business Administration
Downloads 1,679
4.

Lenders Collaboration to Compete

Number of pages: 24 Posted: 27 Jan 2001
Case and Teaching Paper Series
Stevens Institute of Technology and Universitat Autonoma de Barcelona (UAB) - Department d'Economia de l'Empresa
Downloads 87
5.

Credit Spreads between German and Italian Sovereign Bonds - Do One-Factor Affine Models Work?

Number of pages: 35 Posted: 24 Jan 2001
Accepted Paper Series
Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 458
6.

Simulating the Evolution of the Implied Distribution

Posted: 19 Jan 2001
Accepted Paper Series
University of Piraeus, Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance and University of Warwick - Financial Options Research Centre (FORC)
7.

The Effect of Stock Splits on Excess Returns: Evidence from Istanbul Stock Exchange

Posted: 15 Jan 2001
Working Paper Series
Marmara University - Faculty of Economics and Administrative Sciences, Marmara University - School of Banking and Insurance and Marmara University
8.
Downloads 1,378
9.

The Contrarian Strategy in the Spanish Stock Market

Number of pages: 44 Posted: 02 Jan 2001
Working Paper Series
Universidad de Alicante-Dpto. Economía Financiera and Universidad de Alicante - Department of Economic Analysis
Downloads 753
10.

Simulation and Numerical Methods in Real Options Valuation

Number of pages: 24 Posted: 31 Dec 2000
Working Paper Series
Pontificia Universidad Catolica de Chile
Downloads 2,991
11.

Optimal Exploration Investments Under Price and Geological-Technical Uncertainty: A Real Options Model

Number of pages: 29 Posted: 31 Dec 2000
Working Paper Series
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Pontificia Universidad Catolica de Chile
Downloads 1,033
12.

Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures

Number of pages: 23 Posted: 31 Dec 2000
Working Paper Series
Bradford University School of Management
Downloads 31
13.

Capital Structure Decision: The Use of Preference Shares and Convertible Debt in the UK

Number of pages: 39 Posted: 31 Dec 2000
Working Paper Series
University of the West of England (UWE) - Bristol Business School
Downloads 1,950
14.

Regulating Access to International Large-Value Payment Systems

Number of pages: 44 Posted: 31 Dec 2000
Working Paper Series
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 163
15.

The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds

Number of pages: 29 Posted: 31 Dec 2000
Working Paper Series
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 1,707
16.

The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets

Number of pages: 40 Posted: 20 Dec 2000
Working Paper Series
University of Texas at Austin - Department of Finance, University of Pittsburgh and University of Texas at Austin - McCombs School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 315
17.
Downloads 756
18.

Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures

Number of pages: 18 Posted: 18 Dec 2000
Working Paper Series
Bradford University School of Management
Downloads 480
19.

Factoring as a Financing Option: Evidence from the UK

Number of pages: 20 Posted: 18 Dec 2000
Working Paper Series
Concordia University, Quebec - Department of Finance
Downloads 1,453
20.

The Causality between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock Exchange

Number of pages: 22 Posted: 18 Dec 2000
Working Paper Series
European School of Management (ESCP-EAP), ESCP Europe and ESCP Europe
Downloads 3,951
21.

A Tale of Three Cities: Is an Electronic Public Order Book Appropriate for Transition Economies?

Number of pages: 44 Posted: 18 Dec 2000
Working Paper Series
Vytautas Magnus University, Stockholm School of Economics and Parex Bank Corporation
Downloads 236
22.

Stock Prices and Exchange Rate Dynamics

EFMA 2000 Athens, Cass Business School Research Paper
Number of pages: 40 Posted: 18 Dec 2000
Working Paper Series
City University London and City University London - Sir John Cass Business School
Downloads 1,385
23.

A Rose.Com by Any Other Name

Posted: 16 Dec 2000
Accepted Paper Series
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge

Multiple version iconThere are 2 versions of this paper

24.

The Size and Book-to-Market Effects and Their Role as Risk Proxies in the Istanbul Stock Exchange

Number of pages: 42 Posted: 16 Dec 2000
Working Paper Series
Sabanci University and Marmara University - Faculty of Economics and Administrative Sciences
Downloads 1,252
25.

A Non-Parametric Examination of Stability in the Euro

Number of pages: 28 Posted: 13 Dec 2000
Working Paper Series
University College Dublin
Downloads 187
26.

Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities

Number of pages: 61 Posted: 11 Dec 2000
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,284
27.

Corporate Governance in Banking: A Conceptual Framework

Number of pages: 28 Posted: 11 Dec 2000
Working Paper Series
University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 10,730
28.

Detecting Falsified Financial Statements Using Multicriteria Analysis: The Case of Greece

EFMA 2000 Athens
Number of pages: 27 Posted: 10 Dec 2000
Working Paper Series
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Aristotle University of Thessaloniki - Department of Economics
Downloads 1,241
29.

The Effect of Firm Diversification on Capital Structure: Evidence from Spanish Firms

Number of pages: 17 Posted: 07 Dec 2000
Working Paper Series
Universidad de Oviedo - Business Administration
Downloads 1,035
30.

A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market

Number of pages: 21 Posted: 07 Dec 2000
Working Paper Series
Lund University - Department of Economics
Downloads 399
31.

Finance and Politics: Special Interest Group Influence During the Nationalization and Privatization of Conrail

Number of pages: 66 Posted: 06 Dec 2000
Working Paper Series
Florida State University and Long Island University CW Post
Downloads 497
32.

Stock Index Futures and the Effect on Cash Market in Italy: Evidence from Changes in Indexes' Composition

Number of pages: 23 Posted: 02 Dec 2000
Working Paper Series
Catholic University of Milan and Scuola Superiore Sant'Anna di Pisa - Institute of Management
Downloads 772
33.

Customer Controlled Firms: The Case of Stock Exchanges

Number of pages: 26 Posted: 01 Dec 2000
Working Paper Series
LUISS - Guido Carli UniversityOECD - Organization for Economic Co-operation and Development

Multiple version iconThere are 2 versions of this paper

Downloads 516
34.

Asymmetry and Downside Risk in Foreign Exchange Markets

Number of pages: 51 Posted: 30 Nov 2000
Working Paper Series
UQ Business School
Downloads 586
35.

Company Investment Announcements and the Market Value of the Firm

Number of pages: 41 Posted: 23 Nov 2000
Working Paper Series
Heriot-Watt University, Edinburgh
Downloads 992
36.

Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data Analysis

Applied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings
Number of pages: 17 Posted: 23 Nov 2000
Accepted Paper Series
Universidad Autonoma de Madrid, Universidad de Valladolid - Department of Finance and Accounting and University of Valladolid - Department of Economics and Business Administration
Downloads 915
37.

A Rude Awakening: Internet Shakeout in 2000

EFA 0660; EFMA 2000 Athens Meetings; Simon Business School Working Paper No. FR 00-13
Number of pages: 45 Posted: 21 Nov 2000
Working Paper Series
University of Waterloo and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,528
38.

Pre-Acquisition Profile of Privately Held Companies Involved in Takeovers: An Empirical Study

Number of pages: 34 Posted: 20 Nov 2000
Working Paper Series
Sofindev Private Equity and Vlerick Business School
Downloads 273
39.

Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American Countries

Number of pages: 28 Posted: 20 Nov 2000
Working Paper Series
University of Crete - Department of Economics and Athens University of Economics and Business
Downloads 174
40.

Common Stochastic Trends in International Stock Markets: Testing in an Integrated Framework

Number of pages: 23 Posted: 20 Nov 2000
Working Paper Series
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Downloads 405
41.

Exchange Rate Risk Management: Evidence from East Asia

Number of pages: 47 Posted: 19 Nov 2000
Working Paper Series
University of Virginia - Darden School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank

Multiple version iconThere are 2 versions of this paper

Downloads 2,791
42.

The Correlation Effect

Number of pages: 23 Posted: 18 Nov 2000
Working Paper Series
ETH Zurich - CER-ETH -Center of Economic Research and Deutsche Bundesbank
Downloads 1,522
43.

Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States

Number of pages: 60 Posted: 17 Nov 2000
Working Paper Series
University of Manitoba - Department of Accounting and Finance and University of Queensland
Downloads 571
44.

Efficiency in the Turkish Life Insurance Industry (Using DEA Approach)

Posted: 10 Nov 2000
Working Paper Series
Marmara University - School of Banking and Insurance, Marmara University and Marmara University - Faculty of Economics and Administrative Sciences
45.

Seasonality in Agricultural Commodity Futures

Number of pages: 40 Posted: 07 Nov 2000
Working Paper Series
Copenhagen Business School - Department of Finance
Downloads 1,715
46.

Alternative Value-at-Risk Models for Options

Number of pages: 42 Posted: 06 Nov 2000
Working Paper Series
University of Calgary - Haskayne School of Business
Downloads 833
47.

Is the London Market Competitive? A Study of Trading Behavior of London Market Makers

Number of pages: 40 Posted: 04 Nov 2000
Working Paper Series
University of Hawaii at Manoa - Department of Financial Economics and Institutions, University of Rhode Island and University of Hawaii at Manoa - Shidler College of Business
Downloads 238
48.

Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?

Number of pages: 36 Posted: 03 Nov 2000
Working Paper Series
Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 189
49.

Credit Decisions and Adverse Selection: An Empirical Study of Banking Behavior

Number of pages: 36 Posted: 02 Nov 2000
Working Paper Series
Unniversity of Lille, NHH-Caltech and University of Lille II - GERME Research Center
Downloads 393
50.

Expected Utility Maximization and Time Diversification

EFMA 2000 Athens
Number of pages: 17 Posted: 23 Oct 2000
Working Paper Series
Sveriges Riksbank and Lund University - Department of Economics
Downloads 559