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EFA 2000 London Meetings (Archive)

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Viewing: 1 - 50 of 108 papers

1.

Incentives Versus Standards: Properties of Accounting Income in Four East Asian Countries, and Implications for Acceptance of IAS

Simon School of Business Working Paper No. FR 00-04; Boston JAE Conference October 2002
Number of pages: 44 Posted: 06 Jan 2004
Working Paper Series
University of Chicago - Booth School of Business, Rochester Institute of Technology (RIT) and University of Rochester - Simon Business School
Downloads 4,916
2.

Incentives Versus Standards: Properties of Accounting Income in Four East Asian Countries

Simon Business School Working Paper No. FR 03-33
Posted: 02 Dec 2003 Last Revised: 09 Mar 2009
Working Paper Series
University of Chicago - Booth School of Business, Rochester Institute of Technology (RIT) and University of Rochester - Simon Business School
3.

When is Bad News Really Bad News?

Journal of Finance, Forthcoming
Posted: 19 Aug 2002
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School, California Institute of Technology and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 3 versions of this paper

4.

Empirical Evidence on the Relation between Stock Option Compensation and Risk Taking

Journal of Accounting & Economics, Vol. 33, No. 2, April 2002
Posted: 17 Dec 2001
Accepted Paper Series
Columbia Business School and University of California-Irvine

Multiple version iconThere are 2 versions of this paper

5.

Do Investment Banks Compete in Ipos?: The Advent of the '7% Plus Contract'

Journal of Financial Economics, Vol. 59, pp. 313-346, 2001, AFA 2001 New Orleans Meetings, EFA 2000 London
Posted: 14 Dec 2001
Accepted Paper Series
Tulane University - A.B. Freeman School of Business
6.

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
Emory University - Department of Finance and London Business School
Downloads 1,828
7.

Bookbuilding: How Informative is the Order Book

Utah 2001 Winter Conference; AFA 2001 New Orleans; EFA 2000 London Meeting
Number of pages: 46 Posted: 03 May 2001
Working Paper Series
London Business School and University of Toronto - Rotman School of Management
Downloads 516
8.

Why Do Markets Fragment? A Panel-Data Analysis of Off-Exchange Trading

EFA 0729
Number of pages: 47 Posted: 08 Feb 2001
Working Paper Series
University of New South Wales - School of Banking and Finance, University of New South Wales (UNSW Sydney and BlackRock, Inc.
Downloads 765
9.

A Wealth Based Explanation for Earnings Conservatism

EFA 0548; Lancaster University Management School - Dept. of Accounting and Finance WP: 2000/009
Number of pages: 46 Posted: 22 Jan 2001
Working Paper Series
Victoria University of Wellington - School of Accounting and Commercial Law and University of Groningen - Faculty of Economics and Business
Downloads 658
10.

Simulating the Evolution of the Implied Distribution

European Financial Management Journal
Posted: 19 Jan 2001
Accepted Paper Series
University of Piraeus and University of Warwick - Financial Options Research Centre (FORC)
11.

Has There Always Been Underpricing and Long-Run Underperformance? - Ipos in Germany Before World War I

EFA 0469; Center for Financial Studies WP No. 2000/12
Number of pages: 24 Posted: 15 Jan 2001
Working Paper Series
Center for Financial Studies (CFS) and Goethe University Frankfurt - Research Center SAFE
Downloads 396
12.

Stock Return Predictability: A Bayesian Model Selection Perspective

EFA 0524; EFMA 2000 Athens
Number of pages: 36 Posted: 15 Jan 2001
Working Paper Series
University of Notre Dame

Multiple version iconThere are 2 versions of this paper

Downloads 1,225
13.

Bid-Ask Spreads Around Earnings Announcements

EFA 2000 London Meeting
Number of pages: 35 Posted: 07 Jan 2001
Working Paper Series
University of Bristol - Department of Accounting and Finance, University of Bristol - Department of Economics and University of Bristol
Downloads 515
14.

Expectations Hypotheses Tests

EFA 0483; AFA 2001 New Orleans
Number of pages: 46 Posted: 03 Jan 2001
Working Paper Series
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 619
15.

A Rose.Com by Any Other Name

Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388
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

16.

The Dynamics of Capital Allocation

EFA 0328; AFA 2001 New Orleans
Number of pages: 34 Posted: 16 Dec 2000
Working Paper Series
Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 2,040
17.

Portfolio Choice and Trading Volume with Loss Averse Investors

EFA 0663
Number of pages: 43 Posted: 15 Dec 2000
Working Paper Series
London Business School
Downloads 919
18.

Testing the Pecking Order Theory of Capital Structure

EFA 0157: AFA 2001 New Orleans
Number of pages: 53 Posted: 12 Dec 2000
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 7,930
19.

The Realized Volatility of Ftse-100 Futures Prices

EFA 0237; Department of Accounting and Finance, Lancaster University
Number of pages: 31 Posted: 11 Dec 2000
Working Paper Series
University of Minho - School of Economics and Management and Lancaster University - Department of Accounting and Finance
Downloads 663
20.

Trader Anonymity, Price Formation and Liquidity

EFA 0263
Number of pages: 39 Posted: 11 Dec 2000
Working Paper Series
University of Mannheim - Finance Area
Downloads 302
21.

Is Information Risk a Determinant of Asset Returns?

EFA 0101
Number of pages: 51 Posted: 07 Dec 2000
Working Paper Series
Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,345
22.

FX Trading... Live! Dealer Behavior and Trading Systems in Foreign Exchange Markets

EFA 0575
Number of pages: 43 Posted: 28 Nov 2000
Working Paper Series
The Norwegian School of Management BI and BI Norwegian Business School
Downloads 572
23.

Spectral GMM Estimation of Continuous-Time Processes

EFA 0429
Number of pages: 40 Posted: 28 Nov 2000
Working Paper Series
Santa Clara University - Finance Department and Harvard Business School - Finance Unit
Downloads 527
24.

Dealer Behavior and Trading Systems in Foreign Exchange Markets

EFA 0575
Number of pages: 43 Posted: 27 Nov 2000
Working Paper Series
The Norwegian School of Management BI and BI Norwegian Business School
Downloads 460
25.

The Effect of Contingent Credit Lines on Banks' Liquidity Demand

EFA 0552
Number of pages: 33 Posted: 23 Nov 2000
Working Paper Series
University of San Andres (UMSA) - Department of Economics
Downloads 273
26.

Keiretsu Membership, Firm Size, and Corporate Returns on Value and Cost

EFA 0564
Number of pages: 40 Posted: 22 Nov 2000
Working Paper Series
City University of Hong Kong (CityUHK) - Department of Economics & Finance, FEB at KU Leuven and City University of Hong Kong (CityUHK) - Department of Accountancy
Downloads 439
27.

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 Lausanne - Department of Accounting and Control and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,473
28.

The Dual Role of Corporate Boards as Advisors and Monitors of Management: Theory and Evidence

AFA 2002 Atlanta Meetings
Number of pages: 56 Posted: 16 Nov 2000
Working Paper Series
University of Oxford
Downloads 1,282
29.

Pricing and Hedging Oil Futures: A Two-Regime Approach

EFA 0415
Number of pages: 49 Posted: 14 Nov 2000
Working Paper Series
University of Mannheim - Department of Business Administration and Finance, Georg-August-Universität Göttingen and University of Tuebingen - Faculty of Economics and Social Sciences
Downloads 1,077
30.

On the Timing Ability of Mutual Fund Managers

EFA 0687
Number of pages: 32 Posted: 08 Nov 2000
Working Paper Series
Emory University - Department of Finance and Vanderbilt University - Finance
Downloads 1,489
31.

Why Some Firms Use Collar Offers in Mergers

EFA 0668
Number of pages: 39 Posted: 08 Nov 2000
Working Paper Series
University of Mississippi - School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 568
32.

Seasonality in Agricultural Commodity Futures

EFA 0689; EFMA 2000 Athens
Number of pages: 40 Posted: 07 Nov 2000
Working Paper Series
Copenhagen Business School - Department of Finance
Downloads 1,557
33.

Vagabond Shoes Longing to Stray: Why Foreign Firms List in the United States

EFA 0708
Number of pages: 27 Posted: 07 Nov 2000
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Bank of Israel - Research Department
Downloads 424
34.

Asymmetric Returns and Semidimensional Risks: Security Valuation with a New Volatility Metric

EFA 0345
Number of pages: 45 Posted: 06 Nov 2000
Working Paper Series
National University of Singapore (NUS) - Department of Accounting
Downloads 601
35.

Intranight Trading Behaviour

EFA 0691
Number of pages: 37 Posted: 05 Nov 2000
Working Paper Series
The University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 242
36.

Does Takeover Increase Stockholder Value

EFA 0488
Posted: 05 Nov 2000
Working Paper Series
Ohio State University (OSU) - Department of Finance, Duke University and Fuqua School of Business, Duke University
37.

Internet Portals as Portfolios of Entry Options

EFA 0549; AFA 2001 New Orleans Meetings
Number of pages: 42 Posted: 04 Nov 2000
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of Amsterdam - Finance Group
Downloads 865
38.

Expected Returns and Habit Persistence

Review of Financial Studies
Number of pages: 57 Posted: 04 Nov 2000
Accepted Paper Series
California State University
Downloads 178
39.

The Economic Value of Predicting Stock Index Returns and Volatility

ERIM Report Series Reference No. ERS-2001-75-F&A
Number of pages: 50 Posted: 27 Oct 2000
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University - Rotterdam School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,043
40.

Market Effects of Recognition and Disclosure

Journal of Accounting Research, Vol. 41, 2003
Number of pages: 44 Posted: 26 Oct 2000 Last Revised: 25 Dec 2010
Accepted Paper Series
Stanford University - Graduate School of Business, unaffiliated and Thunderbird, School of Global Management - Accounting
Downloads 1,088
41.

A Role for the Theory of Tournaments in Studies of Mutual Fund Behavior

EFA 0567
Number of pages: 45 Posted: 24 Oct 2000
Working Paper Series
University of Maryland University College (UMUC)
Downloads 615
42.

A Nonlinear Structural Model for Volatility Clustering

EFA 0623; SFB Working Paper 63; Univ. of Vienna & Vienna Univ. of Economics & Business Admin. & CeNDEF Working Paper; Univ. of Amsterdam
Number of pages: 21 Posted: 23 Oct 2000
Working Paper Series
University of Vienna, Deparment of Finance and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 446
43.

Recovering Risk-Neutral Densities: A New Nonparametric Approach

EFA 2000
Number of pages: 61 Posted: 19 Oct 2000
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 1,950
44.

Acquisition of Information in Loan Markets and Bank Market Power - an Empirical Investigation

EFA 0593
Number of pages: 43 Posted: 18 Oct 2000
Working Paper Series
House of Finance
Downloads 556
45.

A Partial Equilibrium Model of Option Markets

EFA 0138
Number of pages: 25 Posted: 16 Oct 2000
Working Paper Series
Johannes Gutenberg University Mainz - Department of Banking and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 495
46.

Arbitrage and Optimal Portfolio Choice with Financial Constraints

EFA 0625
Number of pages: 36 Posted: 13 Oct 2000
Working Paper Series
Austrian National Bank - Economic Studies Division and Oesterreichische Nationalbank (OeNB)
Downloads 338
47.

Financial Accounting Information, Organizational Complexity and Corporate Governance Systems

Journal of Accounting and Economics 37 (2004), 167-201
Number of pages: 41 Posted: 13 Oct 2000 Last Revised: 07 Sep 2017
Working Paper Series
University of North Carolina Kenan-Flagler Business School, Duke University - Fuqua School of Business, University of Illinois at Chicago - College of Business Administration and University of Chicago - Booth School of Business
Downloads 2,809
48.

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

EFA 0162
Number of pages: 51 Posted: 10 Oct 2000
Working Paper Series
University of Massachusetts Amherst - Department of Finance, Fox School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 1,445
49.

Risk Premia and Premption in R&D Ventures

EFA 2000 Meetings Paper No. 0221; AFA 2001 New Orleans Meetings
Number of pages: 47 Posted: 08 Oct 2000
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business
Downloads 435
50.

Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies

EFA 0373; FA Working Paper No. 300
Number of pages: 51 Posted: 04 Oct 2000
Working Paper Series
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 3,063