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
4,929
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
There are 3 versions of this paper
When is Bad News Really Bad News?
Journal of Finance, Vol. 57, pp. 2507-2532, 2002
Posted: 30 Jul 2003
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
There are 2 versions of this paper
Empirical Evidence on the Relation between Stock Option Compensation and Risk Taking
EFA 0217
Number of pages: 39
Posted: 27 Aug 1999
Downloads
1,502
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
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
1,850
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
768
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
397
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
There are 2 versions of this paper
Stock Return Predictability: A Bayesian Model Selection Perspective
EFA 0524; EFMA 2000 Athens
Number of pages: 36
Posted: 15 Jan 2001
Downloads
1,252
Stock Return Predictability: A Bayesian Model Selection Perspective
Review of Financial Studies, Vol. 15, No. 4, Pp. 1223-1250, 2002
Posted: 23 Sep 2002
Downloads
1,252
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
There are 2 versions of this paper
Expectations Hypotheses Tests
EFA 0483; AFA 2001 New Orleans
Number of pages: 46
Posted: 03 Jan 2001
Downloads
622
Expectations Hypotheses Tests
NBER Working Paper No. w7609
Number of pages: 46
Posted: 25 Apr 2000
Last Revised: 10 Apr 2001
Downloads
44
Downloads
622
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
There are 2 versions of this paper
Downloads
1,523
A Rose.Com by Any Other Name
Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388
Posted: 16 Dec 2000
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
2,045
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
926
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
7,997
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
303
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
2,356
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
580
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
529
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
462
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
274
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
440
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
There are 2 versions of this paper
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
Downloads
2,476
A Rude Awakening: Internet Shakeout in 2000
NYU Working Paper No. 2451/27462
Number of pages: 45
Posted: 08 Oct 2008
Downloads
121
Downloads
2,476
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
1,298
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
1,080
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
1,505
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
There are 2 versions of this paper
Downloads
568
Why Some Firms Use Collar Offers in Mergers
The Financial Review, Vol. 38, No. 1, February 2003
Posted: 24 Feb 2003
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
1,581
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
428
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
602
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
254
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
There are 2 versions of this paper
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
Downloads
1,049
The Economic Value of Predicting Stock Index Returns and Volatility
Journal of Financial and Quantitative Analysis, Vol. 39, pp. 407-429, June 2004
Posted: 04 Jan 2006
Downloads
1,049
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, Independent and Thunderbird, School of Global Management - Accounting
Downloads
1,090
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
616
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
447
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
1,961
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
568
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
496
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
340
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
2,832
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
1,459
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
436
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
3,101
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