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European Financial Management Association Meetings (EFMA) (Archive)

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Viewing: 1 - 50 of 603 papers

1.

Bank Runs, Welfare and Policy Implications

EFMA 2002 London Meeting, Forthcoming, BIS Working Paper No. 107
Number of pages: 35 Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS)
Downloads 232
2.

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 254
3.

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 3,575
4.

Event Study Under Noisy Estimation Period

Number of pages: 54 Posted: 04 Feb 2005
Working Paper Series
WHU - Otto Beisheim School of Management, NHH-Caltech and Univ. Lille, ULR 4112 - LSMRC

Multiple version iconThere are 2 versions of this paper

Downloads 599
5.

Optimal Bank Capital with Costly Recapitalization

Number of pages: 49 Posted: 21 Dec 2004
Working Paper Series
Sampo Bank and National University of Singapore - NUS Business School

Multiple version iconThere are 2 versions of this paper

Downloads 797
6.

Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories

EFMA 2002 London Meetings
Number of pages: 16 Posted: 14 May 2004 Last Revised: 28 May 2019
Accepted Paper Series
IESE Business School
Downloads 37,528
7.

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 662
8.

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 1,249
9.

On Model Selection and Markov Switching: An Empirical Examination of Term Structure Models with Regime Shifts

Number of pages: 38 Posted: 19 Jan 2004
Working Paper Series
University of London - Birkbeck College, University of London - Imperial College, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance
Downloads 28
10.

Characteristics and Predictability of Companies' Acquisitions; Empirical Evidence from Denmark 1993-1996

Posted: 01 Dec 2003
Working Paper Series
Copenhagen Business School - Department of International Economics & Management
11.

Trading Frequency and Noise

Number of pages: 45 Posted: 23 Nov 2003
Working Paper Series
National Taiwan University - Department of Finance and National Taipei College of Business
Downloads 320
13.

Moral Hazard and Dynamics of Insider Ownership Stakes

Posted: 25 Jul 2003
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
14.

The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong

Data Not Availalbe, HKIMR Working Paper No. 3/2004
Number of pages: 38 Posted: 25 Jul 2003
Working Paper Series
The University of Sydney - Discipline of Finance and University of Melbourne - Department of Economics
Downloads 253
15.

Forecasting the Economic State with Financial Market Information and Term Structure of Interest Rates

Number of pages: 50 Posted: 18 Jul 2003
Working Paper Series
University of Oulu
Downloads 221
16.

Venture Capitalist Participation and the Performance of IPO Firms: Empirical Evidence from France, Germany, and the UK

Number of pages: 65 Posted: 17 Jul 2003
Working Paper Series
Allianz SE - Reinsurance Department
Downloads 1,270
17.

Simulating the Value of Loan Commitment with the Mac Covenant and the Uncertain Drawdown

Data Not Availalbe
Number of pages: 34 Posted: 27 Jun 2003
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 383
18.

Rising Sector and Style Influences on Global Equity Portfolios

Number of pages: 38 Posted: 27 Jun 2003
Working Paper Series
Office of Comptroller of Currency, Frank Russell Company, Frank Russell Company and Frank Russell Company
Downloads 414
19.

When Do Value Stocks Outperform Growth Stocks? Investor Sentiment and Equity Style Rotation Strategies

Number of pages: 31 Posted: 27 Jun 2003
Working Paper Series
University of Rhode Island - College of Business Administration and Bear, Stearns & Co., Inc.
Downloads 2,865
20.

Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?

Number of pages: 55 Posted: 27 Jun 2003
Working Paper Series
Hong Kong PolyU, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads 387
21.

Price Discovery in Hybrid Markets: Further Evidence from the London Stock Exchange

Number of pages: 22 Posted: 27 Jun 2003
Working Paper Series
National Central University
Downloads 278
22.

Post-Ipo Performance and the Exit of Venture Capitalists

Number of pages: 55 Posted: 27 Jun 2003
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Hohenheim
Downloads 1,098
23.

Exchange Rate Exposure: Evidence from Finnish Stock Returns

Number of pages: 14 Posted: 27 Jun 2003
Working Paper Series
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads 474
24.

Information Versus Contagion: International Transmissions of the NASDAQ, Jasdaq and Kosdaq Market Returns

Number of pages: 42 Posted: 27 Jun 2003
Working Paper Series
Winona State University - College of Business - Economics and Finance Department and Sungkyunkwan University
Downloads 200
25.

Accounting Treatment of R&D Expenditures and Firm-Specific Characteristics of the R&D Capital

Number of pages: 44 Posted: 27 Jun 2003
Working Paper Series
University of Oulu - Department of Economics, Accounting and Finance
Downloads 445
26.

Time Varying Beta Risk for the Stocks of the Athens Stock Exchange: A Multivariate Approach

Number of pages: 31 Posted: 27 Jun 2003
Working Paper Series
Athens University of Economics and Business, Athens University of Economics and Business - Department of Business Administration and Athens University of Economics and Business
Downloads 466
27.

Robust Measurement of Size and Book-to-Market Premia

Number of pages: 28 Posted: 27 Jun 2003
Working Paper Series
National Central University at Taiwan - Department of Economics and National Chengchi University
Downloads 317
28.

Stock Price Synchronicities in Emerging Markets

Number of pages: 37 Posted: 27 Jun 2003
Working Paper Series
Yuan-Ze University - Department of Finance and Yuan-Ze University - Graduate School of Management
Downloads 330
29.

Non-Voting Shares and the Value of Control: The Impact of Corporate Regulation in Italy

EFA 2003 Annual Conference Paper No. 400; EFMA 2003 Helinski Meetings
Number of pages: 29 Posted: 27 Jun 2003
Working Paper Series
Commissione Nazionale per le Societa e la Borsa (CONSOB)
Downloads 692
30.

Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia

Number of pages: 56 Posted: 26 Jun 2003
Working Paper Series
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads 331
31.

The Premium-Discount Puzzle of Closed-End Bond Funds: An Empirical Examination of the Dividend Yield Preference Hypothesis

Number of pages: 25 Posted: 26 Jun 2003
Working Paper Series
University of Rhode Island - College of Business Administration and St. John's University - Department of Economics and Finance
Downloads 538
32.

Public Information Arrival and Volatility of Intraday Stock Returns

Journal of Banking and Finance, Vol. 28, 2004
Posted: 26 Jun 2003 Last Revised: 14 Feb 2014
Accepted Paper Series
La Trobe Business School, Australian National University, Australian School of Business - University of New South Wales and The University of Sydney
33.

The Debt Maturity Structure of Small Firms in a Creditor Oriented Environment

Number of pages: 26 Posted: 25 Jun 2003
Working Paper Series
Ghent University - Department of Financial Economics, University of Antwerp and Vlerick Business School
Downloads 439
34.

Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market

Number of pages: 44 Posted: 25 Jun 2003
Working Paper Series
Raiffeisen Bank International
Downloads 1,183
35.

Time Varying Prediction of UK Asset Returns

Posted: 24 Jun 2003
Working Paper Series
University of Manchester - Division of Accounting and Finance, University of Bradford - School of Management and University of Sheffield - School of Management
36.

Is it Worth the While? The Relevance of Qualitative Information in Credit Rating

Number of pages: 25 Posted: 24 Jun 2003
Working Paper Series
Universitaet Konstanz - Center of Finance & Econometrics (CoFE)
Downloads 2,138
37.

Mean/Variance Relation and the Conditional Distribution

Number of pages: 26 Posted: 24 Jun 2003
Working Paper Series
Hanken School of Economics - Department of Finance and Statistics
Downloads 332
38.

Conditional Estimation of Diffusion Processes

Number of pages: 47 Posted: 24 Jun 2003
Working Paper Series
Bloomberg LP, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 304
39.

Time-Series and Cross-Sectional Excess Comovement in Stock Indexes

Number of pages: 41 Posted: 23 Jun 2003
Working Paper Series
New York University (NYU) - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 567
40.

The Informative Contents of Bank Debt Concentration

Number of pages: 27 Posted: 23 Jun 2003
Working Paper Series
University of Lille II - GERME Research Center and Unniversity of Lille
Downloads 166
41.

An Examination of Large Sell Orders in Cold IPO Aftermarkets

Posted: 23 Jun 2003
Working Paper Series
Case Western Reserve University - Department of Banking & Finance, Department of Finance, University of Central Florida and Clarkson University
42.

CAPM, Higher Co-Moment and Factor Models of UK Stock Returns

Number of pages: 31 Posted: 23 Jun 2003
Working Paper Series
University of Glasgow - Adam Smith Business School, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,027
43.

Legal Environment, Firm-Level Corporate Governance and Expropriation of Minority Shareholders in Asia

Number of pages: 33 Posted: 23 Jun 2003
Working Paper Series
Nanyang Business School, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Greenwich - The Business School
Downloads 920
44.

Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects

Number of pages: 43 Posted: 23 Jun 2003
Working Paper Series
University of Washington and University of Alberta - Department of Finance and Statistical Analysis
Downloads 255
45.

Investment Strategies Using Orthogonal Portfolios

Number of pages: 42 Posted: 23 Jun 2003
Working Paper Series
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics
Downloads 404
46.

Inflation News and the Stock Market: Macroefficiency or Overreaction

Number of pages: 48 Posted: 23 Jun 2003
Working Paper Series
Hanken School of Economics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 483
47.

Competition between Exchanges: Euronext Versus Xetra

EFMA 2003 Helsinki Meetings
Number of pages: 39 Posted: 23 Jun 2003 Last Revised: 14 Jun 2010
Accepted Paper Series
University of Mannheim - Department of Finance and University of Mannheim - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 100
48.

Risk-Adjusted Performance of European Banks Under the Basel Accord

Number of pages: 18 Posted: 22 Jun 2003
Working Paper Series
Macquarie University - Graduate School of Management and Macquarie Graduate School of Management
Downloads 640
49.

Relative Performance between Trading Halts and Price Limits: Evidence from the Spanish Stock Exchange

International Review of Economics & Finance, Vol. 17, No. 2, pp. 197-215, 2008
Number of pages: 19 Posted: 22 Jun 2003 Last Revised: 19 Nov 2016
Working Paper Series
University of Cincinnati, University of Murcia and Oregon State University - College of Business
Downloads 373
50.

Price Discovery in the Presence of Boundedly Rational Agents

Number of pages: 37 Posted: 22 Jun 2003
Working Paper Series
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 334