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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 255
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 3,596
3.

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

Number of pages: 24 Posted: 08 Mar 2004
Working Paper Series
University of Hamburg - Faculty of Economics and Business Administration and Passau University
Downloads 674
4.

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

Number of pages: 27 Posted: 31 Jan 2004
Working Paper Series
Baylor University - Hankamer School of Business and Independent
Downloads 1,254
5.

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

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 482
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 1,438
7.

Stock Options and Managerial Incentives to Invest

Number of pages: 42 Posted: 07 Aug 2001
Working Paper Series
Loyola University of Chicago and Loyola University of Chicago
Downloads 1,953
8.

Statistical Tests for Return-Based Style Analysis

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 1,211
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 1,475
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 819
11.

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

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 545
12.

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

Number of pages: 27 Posted: 23 Jun 2001
Working Paper Series
Luiss Guido Carli University - Department of Economics and Finance and CONSOB (Italian Securities and Exchange Commission)
Downloads 565
13.

Group Affiliation and Corporate Performance: Evidence from an Emerging Economy

Number of pages: 8 Posted: 22 Jun 2001
Working Paper Series
Beykent University - Department of International Trade and Beykent University - Department of Business
Downloads 433
14.

Performance with Restricted Borrowing: A Generalization of Usual Measures

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

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 1,456
16.

Characterizing World Market Integration Through Time

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 891
17.

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

Number of pages: 42 Posted: 18 Jun 2001
Working Paper Series
Universidad de Oviedo - Business Administration and Universidad de Oviedo - Business Administration
Downloads 1,957
18.

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

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 899
19.

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

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 501
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 1,212
21.

Performance Evaluation and Classification of Italian Equity Mutual Funds

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 429
22.

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

Number of pages: 65 Posted: 15 Jun 2001
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange
Downloads 1,304
23.

Style Consistency and Survival Probability in the Hedge Funds Industry

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 1,172
24.

The Cost of Capital of Cross-Listed Firms

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 778
25.

Board Overlap, Seat Accumulation, and Share Prices

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 478
26.

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

Number of pages: 60 Posted: 14 Jun 2001
Working Paper Series
University of Insubria - Department of Economics
Downloads 463
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 218
28.

Coping with Credit Risk

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 1,418
29.

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

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 1,260
30.

A Note on Asset Bubbles in Continuous-Time

Number of pages: 31 Posted: 13 Jun 2001
Working Paper Series
Department of Economics, Statistics and Management
Downloads 306
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
Institute of Global Finance, UNSW Business School, La Trobe Business School and Swinburne University of Technology
Downloads 600
32.

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

Number of pages: 46 Posted: 01 Jun 2001
Working Paper Series
HEC Paris - Finance Department and Audencia Nantes School of Management
Downloads 571
33.

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

Number of pages: 38 Posted: 29 May 2001
Working Paper Series
affiliation not provided to SSRN, Vlerick Business School and Sofindev Private Equity
Downloads 608
34.

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

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 217
35.

The Long-Run Performance of German Stock Mutual Funds

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 660
36.

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

Number of pages: 22 Posted: 28 May 2001
Working Paper Series
Swiss National Bank - Banking Studies Section
Downloads 625
37.

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

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 621
38.

Limit vs. Market Order Trading on the Saudi Stock Market

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 512
39.

Investment Under Uncertainty and Policy Change

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 362
40.

Local Expected Shortfall-Hedging

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 299
41.

A Re-Examination of the Predicting Power of Forward Premia

Number of pages: 15 Posted: 28 May 2001
Working Paper Series
Hull University Business School (HUBS)
Downloads 172
42.
Downloads 93
43.

Interbank Markets: Liquidity Provision and Systemic Risks

Number of pages: 51 Posted: 24 May 2001
Working Paper Series
London Business School
Downloads 289
44.

Improving the Prevention of Environmental Risks with Convertible Bonds

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 291
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 5,039
46.
Downloads 1,729
47.

The Value/Glamour Anomaly: Evidence from Analysts' Forecasts

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 968
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 868
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 364
50.

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

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 203