SSRN EFMA 2000 Athens Meetings (Archive)

1.

Value Maximization, Stakeholder Theory, and the Corporate Objective Function

Tuck Business School Working Paper No. 01-09; Harvard NOM Research Paper No. 01-01; Harvard Business School Working Paper No. 00-058

Number of pages: 17 Posted: 11 Apr 2000

Accepted Paper Series

Michael C. Jensen

SSRN

There are 2 versions of this paper

Downloads 42,949

2.

Corporate Governance in Banking: A Conceptual Framework

Number of pages: 28 Posted: 11 Dec 2000

Working Paper Series

Penny Ciancanelli and José Antonio Reyes-Gonzalez

University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance

Downloads 8,934

3.

European Mutual Fund Performance

European Financial Management Journal, Forthcoming, EFMA 2000 Athens Meetings

Number of pages: 42 Posted: 14 Apr 2000

Accepted Paper Series

Rogér Otten and Dennis Bams

Maastricht University - Department of Finance and University of Maastricht - Limburg Institute of Financial Economics (LIFE)

There are 2 versions of this paper

Downloads 3,979

4.

Capital Budgeting and Cost of Capital: A Unique Formulation of the Main Investment Decision Methods

WP EFMA Athens 2000

Number of pages: 12 Posted: 22 Jun 2000 Last Revised: 28 May 2012

Working Paper Series

Axel Pierru and Denis Babusiaux

King Abdullah Petroleum Studies and Research Center (KAPSARC) and Institut Francais du Petrole (IFP)

Downloads 3,783

5.

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

EFMA 2000 Athens

Number of pages: 22 Posted: 18 Dec 2000

Working Paper Series

Jyoti P. Gupta, Alain Chevalier and Fran Sayekt

European School of Management (ESCP-EAP), ESCP Europe and ESCP Europe

Downloads 3,615

6.

The Cash Conversion Cycle and Liquidity Analysis of the Food Industry in Greece

EFMA 2000 Athens

Number of pages: 32 Posted: 15 Oct 2000

Working Paper Series

Katerina Lyroudi and Yiannis Lazaridis

University of Macedonia - Accounting and Finance and University of Macedonia - Accounting and Finance

Downloads 3,210

7.

Simulation and Numerical Methods in Real Options Valuation

EFMA 2000 Athens

Number of pages: 24 Posted: 31 Dec 2000

Working Paper Series

Gonzalo Cortazar

Pontificia Universidad Catolica de Chile

Downloads 2,773

8.

Exchange Rate Risk Management: Evidence from East Asia

Darden Business School Working Paper No. 01-09; World Bank Policy Research Working Paper No. 2606

Number of pages: 47 Posted: 19 Nov 2000

Working Paper Series

George Allayannis, Gregory W. Brown and Leora F. Klapper

University of Virginia - Darden School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank

There are 2 versions of this paper

Downloads 2,638

9.

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

Elizabeth A. Demers and Baruch Lev

University of Virginia - Darden School of Business and New York University - Stern School of Business

There are 2 versions of this paper

Downloads 2,445

10.

Dividends and Expropriation

AFA 2001 New Orleans; EFMA Athens 2000

Number of pages: 49 Posted: 19 Apr 2000

Working Paper Series

Mara Faccio, Larry H.P. Lang and Leslie Young

Purdue University - Krannert School of Management, The Chinese University of Hong Kong (CUHK) - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance

There are 2 versions of this paper

Downloads 2,267

11.

The Separation of Ownership and Control: An Analysis of Ultimate Ownership in Western European Corporations

EFA 0136

Number of pages: 55 Posted: 09 May 2000

Working Paper Series

Mara Faccio and Larry H.P. Lang

Purdue University - Krannert School of Management and The Chinese University of Hong Kong (CUHK) - Department of Finance

Downloads 1,931

12.

Capital Structure Decision: The Use Of Preference Shares And Convertible Debt In The UK

EFMA 2000 Athens

Number of pages: 39 Posted: 31 Dec 2000

Working Paper Series

Sandra Laurent

University of the West of England (UWE) - Bristol Business School

Downloads 1,731

13.

Momentum, Business Cycle and Time Varying Expected Returns

London Business School Accounting Subject Area No. 020; AFA 2001

Number of pages: 47 Posted: 24 Nov 2001

Working Paper Series

Tarun Chordia and Lakshmanan Shivakumar

Emory University - Department of Finance and London Business School

Downloads 1,719

14.

On a Model of Portfolio Selection with Benchmark

Number of pages: 25 Posted: 11 Sep 2000

Working Paper Series

Niklas Wagner

Passau University

There are 2 versions of this paper

Downloads 1,670

15.

Contribution of Dividend Policy Stability to the Measurement of Dividend Announcement and Ex-Dividend Effects on the French Market

WP EFMA Athens 2000

Number of pages: 21 Posted: 21 Jul 2000

Working Paper Series

Frédéric Romon

Lille 2 University

Downloads 1,597

16.

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

London Business School Accounting Subject Area No. 014

Number of pages: 29 Posted: 31 Dec 2000

Working Paper Series

Elroy Dimson and Bernd Hanke

University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting

There are 2 versions of this paper

Downloads 1,595

17.

Option-Based Bankruptcy Prediction

EFMA 2000 Athens

Number of pages: 27 Posted: 12 Feb 2001

Working Paper Series

Andreas Charitou and Lenos Trigeorgis

University of Cyprus and University of Cyprus - Department of Public and Business Administration

Downloads 1,565

18.

Long-Term Performance of Initial Public Offerings: Venture Capitalists and Reputation of Investment Bankers

EFMA 2000 Athens

Number of pages: 36 Posted: 18 Oct 2000

Working Paper Series

John A. Doukas and Halit Gonenc

Old Dominion University - Strome College of Business and University of Groningen - Faculty of Economics and Business

Downloads 1,530

19.

The Correlation Effect

EFMA 2000 Athens

Number of pages: 23 Posted: 18 Nov 2000

Working Paper Series

Hans Gersbach and Alexander Lipponer

ETH Zurich - CER-ETH -Center of Economic Reseaarch and Deutsche Bundesbank

Downloads 1,485

20.

Seasonality in Agricultural Commodity Futures

EFA 0689; EFMA 2000 Athens

Number of pages: 40 Posted: 07 Nov 2000

Working Paper Series

Carsten Sørensen

Copenhagen Business School - Department of Finance

Downloads 1,475

21.

The Structure of Banking Systems in Developed and Transition Economies

EFMA 2000 Athens Meetings

Number of pages: 34 Posted: 10 Sep 2000

Working Paper Series

Mark Levonian and Dwight M. Jaffee

Government of the United States of America - Office of the Comptroller of the Currency (OCC) and University of California, Berkeley - Finance Group

Downloads 1,314

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

Fabiola Ravazzolo and Kate Phylaktis

City University London and Cass Business School, City University, London

Downloads 1,300

23.

A Rose.com by Any Other Name

EFA 0701, EFMA 2000 Athens

Number of pages: 23 Posted: 17 Sep 2000

Working Paper Series

Michael J. Cooper, Orlin Dimitrov and P. Raghavendra Rau

University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge

There are 2 versions of this paper

Downloads 1,268

24.

Factoring as a Financing Option: Evidence from the UK

EFMA 2000 Athens

Number of pages: 20 Posted: 18 Dec 2000

Working Paper Series

Khaled Soufani

Concordia University, Quebec - Department of Finance

Downloads 1,263

25.

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

AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00

Number of pages: 61 Posted: 11 Dec 2000

Working Paper Series

Jun Liu and Francis A. Longstaff

University of California, San Diego (UCSD) - Rady School of Management and University of California, Los Angeles (UCLA) - Finance Area

Downloads 1,191

26.

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

C. Zopounidis, Michael Doumpos and Charalambos Spathis

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 1,188

27.

Stock Return Predictability: A Bayesian Model Selection Perspective

EFA 0524; EFMA 2000 Athens

Number of pages: 36 Posted: 15 Jan 2001

Working Paper Series

Martijn Cremers

University of Notre Dame

There are 2 versions of this paper

Downloads 1,171

28.

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

EFMA 2000 Athens; Koc University, Graduate School of Business, Working Paper No. 2000-04

Number of pages: 42 Posted: 16 Dec 2000

Working Paper Series

Mine H. Aksu and Turkan Onder

Sabanci University and Marmara University - Faculty of Economics and Administrative Sciences

Downloads 1,095

29.

The Effect Of Firm Diversification On Capital Structure: Evidence From Spanish Firms

EFMA 2000 Athens

Number of pages: 17 Posted: 07 Dec 2000

Working Paper Series

Eduardo José Menéndez Alonso

Universidad de Oviedo - Business Administration

Downloads 985

30.

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

EFMA 2000 Athens

Number of pages: 29 Posted: 31 Dec 2000

Working Paper Series

Gonzalo Cortazar, Eduardo S. Schwartz and Jaime Casassus

Pontificia Universidad Catolica de Chile, University of California, Los Angeles (UCLA) - Finance Area and Pontificia Universidad Catolica de Chile

Downloads 984

31.

Accruals and Short Selling: An Opportunity Foregone?

EFMA Athens Working Paper

Number of pages: 36 Posted: 20 Aug 2000

Working Paper Series

Scott A. Richardson

AQR Capital Management, LLC

Downloads 944

32.

Company Investment Announcements and the Market Value of the Firm

EFMA 2000 Athens

Number of pages: 41 Posted: 23 Nov 2000

Working Paper Series

Edward A.E. Jones

Heriot-Watt University, Edinburgh

Downloads 922

33.

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

Pablo de Andrés Alonso, Félix J. López-Iturriaga and Juan Antonio Rodríguez-Sanz

Universidad Autonoma de Madrid, University of Valladolid - Department of Financial Economics and Accounting and University of Valladolid - Department of Economics and Business Administration

Downloads 889

34.

Alternative Value-at-Risk Models for Options

EFMA 2000 Athens

Number of pages: 42 Posted: 06 Nov 2000

Working Paper Series

Alfred Lehar

University of Calgary - Haskayne School of Business

Downloads 815

35.

Pension Reform And Capital Markets: Are There Any (Hard) Links?

EFMA 2000 Athens

Number of pages: 67 Posted: 27 Sep 2000

Working Paper Series

Eduardo Walker and Fernando Lefort

School of Business Administration - Pontificia Universidad Catolica de Chile and Pontifical Catholic University of Chile - School of Business

Downloads 812

36.

An Option Pricing Approach to Asset Sale

Heriot-Watt University Working Paper No. 2000/1

Number of pages: 20 Posted: 22 Aug 2000

Working Paper Series

Jihe Song and Shumei Gao

affiliation not provided to SSRN and Heriot-Watt University

Downloads 728

37.

The Contrarian Strategy in the Spanish Stock Market

EFMA 2000 Athens

Number of pages: 44 Posted: 02 Jan 2001

Working Paper Series

Carlos Forner and Joaquin Marhuenda

Universidad de Alicante-Dpto. Economía Financiera and Universidad de Alicante - Department of Economic Analysis

Downloads 714

38.

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

EFMA 2000 Athens

Number of pages: 23 Posted: 02 Dec 2000

Working Paper Series

Silvia Rigamonti and Roberto Barontini

Catholic University of Milan and Scuola Superiore Sant'Anna di Pisa - Institute of Management

Downloads 706

39.

Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market

EFMA 2000 Athens

Number of pages: 57 Posted: 18 Dec 2000

Working Paper Series

Recep Bildik

Borsa Istanbul (Istanbul Stock Exchange)

There are 2 versions of this paper

Downloads 698

40.

The Expectations Theory of the Term Structure of Interest Rates and Monetary Policy

Number of pages: 28 Posted: 16 Jul 2000

Working Paper Series

María Isabel Martínez Serna and Eliseo Navarro Arribas

University of Murcia and University of Castilla-La Mancha

Downloads 664

41.

Trading Costs on a Limit Order Book Market: Evidence from the Paris Bourse

EFMA 2000 Athens; ESA Department of Market Microstructure

Number of pages: 45 Posted: 18 Sep 2000

Working Paper Series

Fany Declerck

University of Toulouse 1

Downloads 557

42.

Asymmetry and Downside Risk in Foreign Exchange Markets

EFMA 2000 Athens; AFA 2001 New Orleans

Number of pages: 51 Posted: 30 Nov 2000

Working Paper Series

Shaun A. Bond

University of Cincinnati

Downloads 554

43.

Expected Utility Maximization and Time Diversification

EFMA 2000 Athens

Number of pages: 17 Posted: 23 Oct 2000

Working Paper Series

Mattias Persson and Bjorn Hansson

Sveriges Riksbank and Lund University - Department of Economics

Downloads 533

44.

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

EFMA 2000 Athens

Number of pages: 60 Posted: 17 Nov 2000

Working Paper Series

Usha R. Mittoo and Robert W. Faff

University of Manitoba - Department of Accounting and Finance and University of Queensland

Downloads 523

45.

Evidence on takeover characteristics and motives in the acquisitions of NASDAQ targets following the stock market crash of 1987

EFMA 2000 Athens; University of Michigan Working Paper

Number of pages: 27 Posted: 10 Aug 2000

Working Paper Series

Vijay Gondhalekar and Yatin N. Bhagwat

Grand Valley State University - Seidman School of Business and Grand Valley State University - Seidman School of Business

Downloads 519

46.

Testing Interest Rate Models: What Does Futures and Options Data Tell Us?

EFMA 2000 Athens

Number of pages: 32 Posted: 28 Mar 2000

Working Paper Series

Mukarram Attari

CRA International, Incorporated

Downloads 489

47.

Customer Controlled Firms: The Case of Stock Exchanges

EFMA 2000 Athens

Number of pages: 26 Posted: 01 Dec 2000

Working Paper Series

Carmine Di Noia

ASSONIME

There are 2 versions of this paper

Downloads 486

48.

The Role of Negotiations in Corporate Governance: Evidence From Withdrawn Shareholder-Initiated Proposals

EFA 0458; WP EFMA Athens 2000 and NYU, Ctr for Law and Business Research Paper No. 99-12

Number of pages: 33 Posted: 22 Jun 2000

Working Paper Series

N.K. Chidambaran and Tracie Woidtke

Gabelli School of Business, Fordham University and University of Tennessee, Haslam College of Business

Downloads 453

49.

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

EFMA 2000 Athens

Number of pages: 66 Posted: 06 Dec 2000

Working Paper Series

James S. Ang and Carol Marie Boyer

Florida State University and Long Island University CW Post

Downloads 446

50.

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

EFMA 2000 Athens

Number of pages: 18 Posted: 18 Dec 2000

Working Paper Series

Taufiq Choudhry

Bradford University School of Management

Downloads 434

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