SSRN EFA 2000 London Meetings (Archive)

1.

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

Murray Z. Frank and Vidhan K. Goyal

University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 7,507

2.

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

Ray Ball, Ashok Robin and Joanna Shuang Wu

University of Chicago - Accounting, Rochester Institute of Technology (RIT) and University of Rochester - Simon Business School

Downloads 4,831

3.

Liquidity Risk, Leverage and Long-Run IPO Returns

Tuck School of Business Working Paper No. 2004-14, Journal of Corporate Finance, Vol. 11, pp. 1-35, 2005

Number of pages: 44 Posted: 17 Apr 2000 Last Revised: 30 Apr 2009

Accepted Paper Series

B. Espen Eckbo and Oyvind Norli

Tuck School of Business at Dartmouth and BI Norwegian Business School - Department of Financial Economics

There are 2 versions of this paper

Downloads 4,485

4.

Analyst Activity Around the World

HBS Strategy Unit Working Paper No. 01-061

Number of pages: 47 Posted: 27 Feb 2000

Working Paper Series

James J. Chang, Tarun Khanna and Krishna Palepu

University of Pennsylvania - The Wharton School, Harvard University - Strategy Unit and Harvard University - Harvard Business School

Downloads 3,421

5.

A Tree Implementation of a Credit Spread Model for Credit Derivatives

EFA 0245

Number of pages: 35 Posted: 04 Oct 2000

Working Paper Series

Philipp Schönbucher

ETH Zürich - Department of Mathematics

Downloads 3,287

6.

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

Vikas Agarwal and Narayan Y. Naik

Georgia State University and London Business School - Institute of Finance and Accounting

Downloads 2,906

7.

Estimating the Market Risk Premium

EFA 0170

Number of pages: 48 Posted: 26 Dec 1999

Working Paper Series

Scott E. Mayfield

Harvard Business School

Downloads 2,717

8.

The Sensitivity of Corporate Governance Systems to the Timeliness of Accounting Earnings

EFA 0617

Number of pages: 63 Posted: 13 Oct 2000

Working Paper Series

Robert M. Bushman, Qi Chen, Ellen Engel and Abbie J. Smith

University of North Carolina Kenan-Flagler Business School, Duke University - Fuqua School of Business, University of Chicago Booth School of Business and University of Chicago - Booth School of Business

Downloads 2,641

9.

Daily Momentum And Contrarian Behavior Of Index Fund Investors

AFA 2001 New Orleans; EFA 0088; Yale ICF & Yale SOM Working Paper No. ICF - 99-13

Number of pages: 49 Posted: 13 Jan 2000

Working Paper Series

Massimo Massa and William N. Goetzmann

INSEAD - Finance and Yale School of Management - International Center for Finance

There are 2 versions of this paper

Downloads 2,629

10.

A Rent-Protection Theory of Corporate Ownership and Control

EFA 0285, 1999, Harvard Law and Economics Discussion Paper No. 260

Number of pages: 46 Posted: 22 Aug 1999 Last Revised: 10 May 2009

Working Paper Series

Lucian A. Bebchuk

Harvard Law School

There are 2 versions of this paper

Downloads 2,611

11.

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

Elizabeth A. Demers and Baruch Lev

University of Virginia - Darden School of Business and New York University - Stern School of Business

There are 2 versions of this paper

Downloads 2,444

12.

Is Information Risk a Determinant of Asset Returns?

EFA 0101

Number of pages: 51 Posted: 07 Dec 2000

Working Paper Series

David Easley, Soeren Hvidkjaer and Maureen O'Hara

Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 2,272

13.

The Good News and the Bad News About Long-Run Stock Market Returns

EFA 0305; DAE Working Paper No. 9822

Number of pages: 44 Posted: 05 Nov 1998

Working Paper Series

Stephen H. Wright and Donald Robertson

Birkbeck College, University of London and Cambridge University - Department of Economics

Downloads 2,171

14.

The Role of Economic Fundamentals, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks

EFA 0320

Number of pages: 40 Posted: 14 Apr 2000

Working Paper Series

John R. M. Hand

University of North Carolina Kenan-Flagler Business School

Downloads 2,053

15.

The Dynamics of Capital Allocation

EFA 0328; AFA 2001 New Orleans

Number of pages: 34 Posted: 16 Dec 2000

Working Paper Series

Neal Stoughton and Josef Zechner

Vienna University of Economics and Business and Vienna University of Economics and Business

Downloads 2,020

16.

Rebels, Conformists, Contrarians And Momentum Traders

AFA 2003 Washington, DC Meetings; Yale SOM Working Paper No. ICF - 00-07

Number of pages: 45 Posted: 07 Apr 2000

Working Paper Series

Evan Gatev and Stephen A. Ross

Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 2,010

17.

The Relevance of Web Traffic for Stock Prices of Internet Firms

EFA 0304

Number of pages: 39 Posted: 15 Feb 2000

Working Paper Series

Shivaram Rajgopal, Suresh Kotha and Mohan Venkatachalam

Columbia Business School, Foster School of Business and Duke University - Fuqua School of Business

Downloads 1,981

18.

Corporate Ownership Structure and the Informativeness of Accounting Earnings in East Asia

EFA 0053; AFA 2001 New Orleans

Number of pages: 51 Posted: 30 Sep 2000

Working Paper Series

Joseph P. H. Fan and T.J. Wong

The Chinese University of Hong Kong (CUHK) - School of Accountancy and The Chinese University of Hong Kong (CUHK) - School of Accountancy

There are 2 versions of this paper

Downloads 1,973

19.

The Separation of Ownership and Control: An Analysis of Ultimate Ownership in Western European Corporations

EFA 0136

Number of pages: 55 Posted: 09 May 2000

Working Paper Series

Mara Faccio and Larry H.P. Lang

Purdue University - Krannert School of Management and The Chinese University of Hong Kong (CUHK) - Department of Finance

Downloads 1,931

20.

Recovering Risk-Neutral Densities: A New Nonparametric Approach

EFA 2000

Number of pages: 61 Posted: 19 Oct 2000

Working Paper Series

Oleg Bondarenko

University of Illinois at Chicago - Department of Finance

Downloads 1,920

21.

Accounting for Human Capital When Labor Mobility is Restricted

London Business School Accounting Subject Area No. 002, Cass Business School Research Paper

Number of pages: 46 Posted: 25 Feb 2000

Working Paper Series

Eli Amir and Gilad Livne

Tel Aviv University and University of Exeter Business School

Downloads 1,890

22.

Conflicts of Interest and Competition in the Mutual Fund Industry

Number of pages: 44 Posted: 04 Oct 2000

Working Paper Series

Ajay Khorana and Henri Servaes

Georgia Institute of Technology - Finance Area and London Business School

Downloads 1,854

23.

Common Factors in Prices, Order Flows and Liquidity

EFA 0303

Number of pages: 32 Posted: 20 Apr 1999

Working Paper Series

Joel Hasbrouck and Duane J. Seppi

New York University (NYU) - Department of Finance and Carnegie Mellon University - David A. Tepper School of Business

There are 2 versions of this paper

Downloads 1,845

24.

Organization Design

CRSP Working Paper No. 499; EFA 0271

Number of pages: 35 Posted: 09 Sep 1999

Working Paper Series

Milton Harris and Artur Raviv

University of Chicago - Finance and Northwestern University - Kellogg School of Management

There are 2 versions of this paper

Downloads 1,816

25.

Insider Trading Legislation and Corporate Governance

EFA 0664

Number of pages: 48 Posted: 05 Apr 1999

Working Paper Series

Ernst G. Maug

University of Mannheim Business School

Downloads 1,775

26.

Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs

AFA 2001 New Orleans; EFA 0062

Number of pages: 48 Posted: 02 Dec 1999

Working Paper Series

Michael J. Schill and Chunsheng Zhou

University of Virginia Darden School of Business and Peking University - Guanghua School of Management - Finance

There are 2 versions of this paper

Downloads 1,729

27.

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

Tarun Chordia and Lakshmanan Shivakumar

Emory University - Department of Finance and London Business School

Downloads 1,715

28.

What Drives Firm-Level Stock Returns?

EFA Working Paper No. 0072

Number of pages: 58 Posted: 29 Nov 1999

Working Paper Series

Tuomo Vuolteenaho

Arrowstreet Capital, LP

There are 3 versions of this paper

Downloads 1,596

29.

Seasonality in Agricultural Commodity Futures

EFA 0689; EFMA 2000 Athens

Number of pages: 40 Posted: 07 Nov 2000

Working Paper Series

Carsten Sørensen

Copenhagen Business School - Department of Finance

Downloads 1,469

30.

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

EFA 0217

Number of pages: 39 Posted: 27 Aug 1999

Working Paper Series

Shivaram Rajgopal and Terry J. Shevlin

Columbia Business School and University of California-Irvine

There are 2 versions of this paper

Downloads 1,457

31.

Are Performance Measures Other Than Price Important to CEO Incentives?

EFA 0418

Number of pages: 46 Posted: 20 Apr 2000

Working Paper Series

John E. Core, Wayne R. Guay and Robert E. Verrecchia

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - Accounting Department and University of Pennsylvania - Accounting Department

Downloads 1,434

32.

Returns-Chasing Behavior, Mutual Funds and Beta's Death

AFA 2001 New Orleans; EFA 0412; University of Florida Working Paper

Number of pages: 52 Posted: 17 Sep 2000

Working Paper Series

Jason J. Karceski

LSV Asset Management

Downloads 1,421

33.

Earnings Risk in Project Valuation: Accounting-Based Investment Decisionmaking

EFA 0620

Number of pages: 50 Posted: 04 Oct 2000

Working Paper Series

Kenton K. Yee

Mellon Capital Management

Downloads 1,412

34.

On the Timing Ability of Mutual Fund Managers

EFA 0687

Number of pages: 32 Posted: 08 Nov 2000

Working Paper Series

Jeffrey A. Busse and Nicolas P. B. Bollen

Emory University - Department of Finance and Vanderbilt University - Finance

Downloads 1,412

35.

A Unified Analysis Of Executive Pay: The Case Of The Financial Sector

London Business School Accounting Subject Area No. 022

Number of pages: 45 Posted: 24 May 2000

Working Paper Series

Eli Talmor and James S. Wallace

London Business School and Claremont Colleges - Peter F. Drucker Graduate School of Management

Downloads 1,392

36.

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

Nikunj Kapadia, Gurdip Bakshi and Dilip B. Madan

University of Massachusetts Amherst - Department of Finance, University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business

Downloads 1,371

37.

The Geography of Equity Listing: Why Do European Companies List Abroad?

EFA 0171

Number of pages: 59 Posted: 24 Mar 2000

Working Paper Series

Marco Pagano, Ailsa Röell and Josef Zechner

University of Naples Federico II - Department of Economics and Statistics, Columbia University, School of International and Public Affairs and Vienna University of Economics and Business

Downloads 1,327

38.

When Is Bad News Really Bad News?

EFA 0071

Number of pages: 37 Posted: 21 Jul 1999

Working Paper Series

Jennifer S. Conrad, Bradford Cornell and Wayne R. Landsman

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

Downloads 1,275

39.

A Rose.com by Any Other Name

EFA 0701, EFMA 2000 Athens

Number of pages: 23 Posted: 17 Sep 2000

Working Paper Series

Michael J. Cooper, Orlin Dimitrov and P. Raghavendra Rau

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 1,267

40.

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

Renee B. Adams

University of New South Wales, Department of Banking and Finance

Downloads 1,205

41.

Stock Return Predictability: A Bayesian Model Selection Perspective

EFA 0524; EFMA 2000 Athens

Number of pages: 36 Posted: 15 Jan 2001

Working Paper Series

Martijn Cremers

University of Notre Dame

There are 2 versions of this paper

Downloads 1,168

42.

Stock Option Plans for Non-Executive Employees

EFA 0419

Number of pages: 50 Posted: 15 Feb 2000

Working Paper Series

John E. Core and Wayne R. Guay

Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Pennsylvania - Accounting Department

There are 3 versions of this paper

Downloads 1,130

43.

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

Mary E. Barth, Greg Clinch and Toshi Shibano

Stanford University - Graduate School of Business, University of Melbourne - Department of Accounting and Thunderbird, School of Global Management - Accounting

Downloads 1,069

44.

Pricing and Hedging Oil Futures: A Two-Regime Approach

EFA 0415

Number of pages: 49 Posted: 14 Nov 2000

Working Paper Series

Wolfgang Bühler, Olaf Korn and Rainer Schoebel

University of Mannheim - Department of Business Administration and Finance, Georg-August-Universität Göttingen and University of Tuebingen - Faculty of Economics and Social Sciences

Downloads 1,067

45.

Network Effects in the Governance of Strategic Alliances in Biotechnology

EFA 0489

Number of pages: 56 Posted: 16 Mar 2000

Working Paper Series

David T. Robinson and Toby Stuart

Fuqua School of Business, Duke University and University of California, Berkeley - Haas School of Business

Downloads 1,062

46.

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

Wessel Marquering and Marno Verbeek

Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University - Rotterdam School of Management

There are 2 versions of this paper

Downloads 1,020

47.

Capital Market Equilibrium with Differential Taxation

London Business School, Working Paper Series Number 369

Number of pages: 34 Posted: 11 Aug 1998

Working Paper Series

Suleyman Basak and Michael F. Gallmeyer

London Business School and University of Virginia (UVA) - McIntire School of Commerce

Downloads 1,007

48.

Online Investors: Do the Slow Die First?

EFA 0335

Number of pages: 47 Posted: 12 Apr 2000

Working Paper Series

Brad M. Barber and Terrance Odean

University of California, Davis and University of California, Berkeley - Haas School of Business

Downloads 955

49.

Do Better Institutions Mitigate Agency Problems? Evidence From Corporate Finance Choices

Tuck-JQFA Contemporary Corporate Governance Issues II Conference; EFA 0042

Number of pages: 40 Posted: 07 Feb 2000

Working Paper Series

Mariassunta Giannetti

Stockholm School of Economics

There are 2 versions of this paper

Downloads 949

50.

Portfolio Choice and Trading Volume with Loss Averse Investors

EFA 0663

Number of pages: 43 Posted: 15 Dec 2000

Working Paper Series

Francisco Gomes

London Business School

Downloads 888

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