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EFMA 2001 Lugano Meetings (Archive)

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1.

Information Flows During the Asian Crisis: Evidence from Closed-End Funds

EFMA 2001 Lugano Meetings, BIS Working Paper No. 97
Number of pages: 58 Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 250
2.

The Exit Structure of Venture Capital

UCLA Law Review, Vol. 53, p. 315, 2005, Univ. of Wisconsin Legal Studies Research Paper No. 1005
Number of pages: 43 Posted: 08 Dec 2005
Accepted Paper Series
Brigham Young University - J. Reuben Clark Law School
Downloads 3,467
3.

Local and Spillover Shocks in Implied Market Volatility: Evidence for the U.S. And Germany

EFMA 2001 Lugano Meetings
Number of pages: 24 Posted: 08 Mar 2004
Working Paper Series
University of Hamburg - Faculty of Economics and Business Administration and Passau University
Downloads 642
4.

Universal Banking and Conflicts of Interest: Evidence from German Initial Public Offerings

CORI Working Paper No. 03-06
Number of pages: 27 Posted: 31 Jan 2004
Working Paper Series
Baylor University - Hankamer School of Business and Independent
Downloads 1,221
5.

The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market

EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings
Number of pages: 24 Posted: 19 Oct 2001
Working Paper Series
National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Downloads 466
6.

Multifactor Model of Growth and Z Score for Projecting Stock Return and Evaluating Risk

Number of pages: 40 Posted: 04 Oct 2001
Working Paper Series
Zhejiang University - School of Business Administration
Downloads 1,411
7.

Stock Options and Managerial Incentives to Invest

EFMA 2002 London Meetings
Number of pages: 42 Posted: 07 Aug 2001
Working Paper Series
Loyola University of Chicago and Loyola University of Chicago
Downloads 1,935
8.

Statistical Tests for Return-Based Style Analysis

EFMA 2001 Lugano Meetings
Number of pages: 32 Posted: 25 Jul 2001
Working Paper Series
Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 1,184
9.

Glamour Acquirers, Method of Payment and Post-Acquisition Performance: The UK Evidence

EFMA 2001 Lugano Meetings
Number of pages: 35 Posted: 21 Jul 2001
Working Paper Series
Cranfield University - School of Management, University of Wollongong - Dubai Campus and London Metropolitan University Business School
Downloads 1,440
10.

The Legal Environment and Corporate Valuation: Evidence from Cross-Border Takeovers

International Review of Economics & Finance, Forthcoming
Number of pages: 35 Posted: 21 Jul 2001 Last Revised: 31 Oct 2008
Working Paper Series
University of Missouri at Kansas City - Department of Finance, Information Management, and Strategy, Southern Methodist University (SMU) - Finance Department and Wake Forest University, School of Business
Downloads 803
11.

Shareholder Wealth Experience of Buyers in Corporate Divestitures: Impact of Business Strategy, Growth Opportunities and Bargaining Power

EFMA 2001 Lugano Meetings
Number of pages: 34 Posted: 21 Jul 2001
Working Paper Series
Kingston University - School of Accounting and Finance and Cranfield University - School of Management
Downloads 528
12.

Designing Institutions for Financial Stability: Regulation and Supervision by Objective for the Euro Area

EFMA 2001 Lugano Meetings; Univ. Pompeu Fabra, Economics & Bus. Working Paper No. 517
Number of pages: 27 Posted: 23 Jun 2001
Working Paper Series
LUISS Guido Carli University - Facoltà di Economia and ASSONIME
Downloads 550
13.

Group Affiliation and Corporate Performance: Evidence from an Emerging Economy

EFMA 2001 Lugano Meetings
Number of pages: 8 Posted: 22 Jun 2001
Working Paper Series
Beykent University - Department of International Trade and Beykent University - Department of Business
Downloads 425
14.

Performance with Restricted Borrowing: A Generalization of Usual Measures

EFMA 2001 Lugano Meetings
Posted: 22 Jun 2001
Working Paper Series
National Center for Scientific Research (CNRS) and EMLyon Business School (Paris Campus)
15.

Market Reactions to Tangible and Intangible Information

EFMA 2001 Lugano Meetings
Number of pages: 49 Posted: 19 Jun 2001
Working Paper Series
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,437
16.

Characterizing World Market Integration Through Time

EFMA 2001 Lugano Meetings
Number of pages: 49 Posted: 19 Jun 2001
Working Paper Series
McGill University - Desautels Faculty of Management, McGill University - Desautels Faculty of Management and Barclays - Barclays Global Investors (BGI)
Downloads 877
17.

Long-Run Performance of Initial Public Offerings (Ipos) in the Spanish Capital Market

EFMA 2001 Lugano Meetings
Number of pages: 42 Posted: 18 Jun 2001
Working Paper Series
Universidad de Oviedo - Business Administration and Universidad de Oviedo - Business Administration
Downloads 1,831
18.

The Ex-Dividend Day Stock Price Behavior in the Athens Stock Exchange

EFMA 2001 Lugano Meetings
Number of pages: 16 Posted: 18 Jun 2001
Working Paper Series
University of Surrey and National and Kapodistrian University of Athens - Faculty of Economics
Downloads 872
19.

The Financial Performance of Privatised Firms: Evidence from Three Transition Economies

EFMA 2001 Lugano Meetings
Number of pages: 36 Posted: 17 Jun 2001
Working Paper Series
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 485
20.

Opportunity Cost of Capital for Venture Capitalists and Entrepreneurs

EFMA 2001 Lugano Meetings
Number of pages: 52 Posted: 17 Jun 2001
Working Paper Series
Montana State University - Bozeman - College of Business, Claremont McKenna College - Robert Day School of Economics and Finance and University of California, Riverside - Anderson Graduate School of Management
Downloads 1,184
21.

Performance Evaluation and Classification of Italian Equity Mutual Funds

EFMA 2001 Lugano Meetings
Number of pages: 13 Posted: 17 Jun 2001
Working Paper Series
University of Rome, Tor Vergata and University of Rome, Tor Vergata - Faculty of Economics
Downloads 418
22.

Effects of Changes in Index Composition on Stock Market: Evidence from the Istanbul Stock Exchange

EFMA 2001 Lugano Meetings
Number of pages: 65 Posted: 15 Jun 2001
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange
Downloads 1,272
23.

Style Consistency and Survival Probability in the Hedge Funds Industry

EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings
Number of pages: 25 Posted: 15 Jun 2001
Working Paper Series
affiliation not provided to SSRN, University of Geneva - Geneva Finance Research Institute (GFRI) and affiliation not provided to SSRN
Downloads 1,149
24.

The Cost of Capital of Cross-Listed Firms

EFMA 2001 Lugano Meetings; and ERIM Report Series Reference No. ERS-2002-99-F&A
Number of pages: 37 Posted: 15 Jun 2001
Working Paper Series
Tilburg University - Department of Finance and Erasmus University - Rotterdam School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 766
25.

Investment, Debt and Risk Management in a Context of Uncertain Returns to Investment

EFMA 2001 Lugano Meetings
Number of pages: 60 Posted: 14 Jun 2001
Working Paper Series
University of Insubria - Department of Economics
Downloads 458
26.

Board Overlap, Seat Accumulation, and Share Prices

EFMA 2001 Lugano Meetings
Number of pages: 40 Posted: 14 Jun 2001
Working Paper Series
INSEAD - Finance and University of Berne - Institute for Financial Management

Multiple version iconThere are 2 versions of this paper

Downloads 451
27.

Country Funds: A Channel for Emerging Equity Markets Integration

EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 32 Posted: 14 Jun 2001
Working Paper Series
City University London and City University London - Sir John Cass Business School
Downloads 214
28.

Coping with Credit Risk

EFMA 2001 Lugano Meetings
Number of pages: 20 Posted: 13 Jun 2001
Working Paper Series
University of Geneva - Geneva School of Economics and Management and University of Alabama
Downloads 1,407
29.

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data

EFMA 2001 Lugano Meetings
Number of pages: 65 Posted: 13 Jun 2001
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,222
30.

A Note on Asset Bubbles in Continuous-Time

EFMA 2001 Lugano Meetings
Number of pages: 31 Posted: 13 Jun 2001
Working Paper Series
Department of Economics, Statistics and Management
Downloads 299
31.

Underpricing, Stock Allocation, Ownership Structure and Post-Listing Liquidity of Newly Listed Firms

Journal of Banking and Finance, Vol. 27, 2003
Number of pages: 35 Posted: 06 Jun 2001 Last Revised: 31 Mar 2011
Accepted Paper Series
Australian School of Business - University of New South Wales, La Trobe Business School and Swinburne University of Technology
Downloads 585
32.

Extracting Information from Options Markets; Smiles, State-Price Densities and Risk-Aversion

EFMA 2001 Lugano Meetings
Number of pages: 46 Posted: 01 Jun 2001
Working Paper Series
HEC Paris - Finance Department and Audencia Nantes School of Management
Downloads 553
33.

Are Acquisitions Worthwhile? An Empirical Study of the Post Acquisition Performance of Privately Held Belgian Companies Involved in Take-Overs

EFMA 2001 Lugano Meetings
Number of pages: 38 Posted: 29 May 2001
Working Paper Series
affiliation not provided to SSRN, Vlerick Business School and Sofindev Private Equity
Downloads 595
34.

Analyst Forecasts and the Rationality of Information Flows: Evidence from the Bloomberg G-7 Country Surveys

EFMA 2001 Lugano Meetings
Number of pages: 63 Posted: 28 May 2001
Working Paper Series
Concordia University, Quebec - Department of Finance and Concordia University, Quebec - Department of Finance
Downloads 209
35.

The Long-Run Performance of German Stock Mutual Funds

EFMA 2001 Lugano Meetings
Number of pages: 32 Posted: 28 May 2001
Working Paper Series
Humboldt-Universitat zu Berlin and Humboldt University of Berlin - School of Business and Economics
Downloads 625
36.

Stock Repurchases Associated with Stock Options Do Represent Dollars Out of Shareholders' Wallets

EFMA 2001 Lugano Meetings
Number of pages: 32 Posted: 28 May 2001
Working Paper Series
University of Waterloo - School of Accounting and Finance and University of Waterloo - School of Accounting and Finance
Downloads 604
37.

Revision of the Basel Accord: Implications of the Co-Existence between the Standardized Approach and the Internal Ratings-Based Approach

EFMA 2001 Lugano Meetings; EFA 2001 Barcelona Meetings
Number of pages: 22 Posted: 28 May 2001
Working Paper Series
Swiss National Bank - Banking Studies Section
Downloads 590
38.

Limit vs. Market Order Trading on the Saudi Stock Market

EFMA 2001 Lugano Meetings
Number of pages: 32 Posted: 28 May 2001
Working Paper Series
Imam University - Department of Economics and Concordia University, Quebec - John Molson School of Business
Downloads 486
39.

Investment Under Uncertainty and Policy Change

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 29 Posted: 28 May 2001
Working Paper Series
Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research
Downloads 346
40.

Local Expected Shortfall-Hedging

EFMA 2001 Lugano Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 35 Posted: 28 May 2001
Working Paper Series
affiliation not provided to SSRN and Johannes Gutenberg University Mainz - Faculty of Law and Economics
Downloads 288
41.

A Re-Examination of the Predicting Power of Forward Premia

EFMA 2001 Lugano Meeting
Number of pages: 15 Posted: 28 May 2001
Working Paper Series
Hull University Business School (HUBS)
Downloads 167
42.

The Effect of the Nineties' Tax Reforms on the Shareholders' Remuneration Policies Implemented by the Italian Unlisted Firms

EFMA 2001 Lugano Meetings
Number of pages: 25 Posted: 28 May 2001
Working Paper Series
University of Brescia
Downloads 89
43.

Interbank Markets: Liquidity Provision and Systemic Risks

EFMA 2001 Lugano Meetings
Number of pages: 51 Posted: 24 May 2001
Working Paper Series
London Business School
Downloads 285
44.

Improving the Prevention of Environmental Risks with Convertible Bonds

EFMA 2001 Lugano Meetings
Number of pages: 24 Posted: 23 May 2001
Working Paper Series
University of Lille I and French National Center for Scientific Research (CNRS) - Bureau of Economic Theory and Application (BETA)
Downloads 283
45.

Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?

EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 39 Posted: 23 May 2001
Working Paper Series
Independent and Albourne Partners
Downloads 4,958
46.

Dispersion in Analyst Forecasts and the Profitability of Earnings Momentum Strategies

EFMA 2001 Lugano Meetings
Number of pages: 28 Posted: 23 May 2001
Working Paper Series
University of St. Gallen

Multiple version iconThere are 2 versions of this paper

Downloads 1,552
47.

The Value/Glamour Anomaly: Evidence from Analysts' Forecasts

EFMA 2001 Lugano Meetings
Number of pages: 15 Posted: 23 May 2001
Working Paper Series
Old Dominion University - Strome College of Business, The State University of New York at Stony Brook and University of South Florida
Downloads 928
48.

Price Discovery, Causality and Forecasting in the Freight Futures Market

EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 40 Posted: 23 May 2001
Working Paper Series
Athens University of Economics and Business - Department of Accounting and Finance and Cass Business School, City University London

Multiple version iconThere are 2 versions of this paper

Downloads 845
49.

Forward Measures in a Ho and Lee Jump Diffusion Model

EFMA 2001 Lugano Meetings
Number of pages: 28 Posted: 23 May 2001
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 354
50.

Emerging Markets and Financing with Preferred Stocks: The Case of Pacific Rim Countries

EFMA 2001 Lugano Meetings
Number of pages: 18 Posted: 23 May 2001
Working Paper Series
DePaul University - Department of Finance, Dalhousie University - School of Business Administration and Mount Saint Vincent University - Department of Economics
Downloads 194