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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 4,979
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?

Posted: 19 Aug 2002
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 3 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

Number of pages: 47 Posted: 24 Nov 2001
Working Paper Series
Emory University - Department of Finance and London Business School
Downloads 1,912
7.

Bookbuilding: How Informative is the Order Book

Number of pages: 46 Posted: 03 May 2001
Working Paper Series
London Business School and University of Toronto - Rotman School of Management
Downloads 520
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 784
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 661
10.

Simulating the Evolution of the Implied Distribution

Posted: 19 Jan 2001
Accepted Paper Series
Queen Mary, University of London, School of Economics and Finance 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
Downloads 405
12.
Downloads 1,309
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 518
14.

Expectations Hypotheses Tests

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 629
15.

A Rose.Com by Any Other Name

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

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 2,055
17.

Portfolio Choice and Trading Volume with Loss Averse Investors

Number of pages: 43 Posted: 15 Dec 2000
Working Paper Series
London Business School
Downloads 941
18.

Testing the Pecking Order Theory of Capital Structure

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 8,213
19.

The Realized Volatility of Ftse-100 Futures Prices

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 665
20.

Trader Anonymity, Price Formation and Liquidity

Number of pages: 39 Posted: 11 Dec 2000
Working Paper Series
University of Mannheim - Finance Area
Downloads 307
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 2,388
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
BI Norwegian Business School and BI Norwegian Business School
Downloads 601
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 539
24.

Dealer Behavior and Trading Systems in Foreign Exchange Markets

EFA 0575
Number of pages: 43 Posted: 27 Nov 2000
Working Paper Series
BI Norwegian Business School and BI Norwegian Business School
Downloads 486
25.

The Effect of Contingent Credit Lines on Banks' Liquidity Demand

Number of pages: 33 Posted: 23 Nov 2000
Working Paper Series
University of Copenhagen
Downloads 280
26.

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

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 444
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 Waterloo and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,503
28.

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

Number of pages: 56 Posted: 16 Nov 2000
Working Paper Series
University of Oxford
Downloads 1,361
29.

Pricing and Hedging Oil Futures: A Two-Regime Approach

Number of pages: 49 Posted: 14 Nov 2000
Working Paper Series
University of Mannheim - Department of Business Administration and Finance, University of Goettingen (Gottingen) and University of Tuebingen - Faculty of Economics and Social Sciences
Downloads 1,096
30.

On the Timing Ability of Mutual Fund Managers

Number of pages: 32 Posted: 08 Nov 2000
Working Paper Series
Emory University - Department of Finance and Vanderbilt University - Finance
Downloads 1,556
31.

Why Some Firms Use Collar Offers in Mergers

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 574
32.

Seasonality in Agricultural Commodity Futures

Number of pages: 40 Posted: 07 Nov 2000
Working Paper Series
Copenhagen Business School - Department of Finance
Downloads 1,653
33.

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

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 436
34.

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

Number of pages: 45 Posted: 06 Nov 2000
Working Paper Series
National University of Singapore (NUS) - Department of Accounting
Downloads 604
35.

Intranight Trading Behaviour

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 290
36.

Does Takeover Increase Stockholder Value

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

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 870
38.

Expected Returns and Habit Persistence

Number of pages: 57 Posted: 04 Nov 2000
Accepted Paper Series
California State University
Downloads 180
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 1,064
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, Macquarie Business School and Thunderbird, School of Global Management - Accounting
Downloads 1,103
41.

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

Number of pages: 45 Posted: 24 Oct 2000
Working Paper Series
University of Maryland University College (UMUC)
Downloads 618
42.

A Nonlinear Structural Model for Volatility Clustering

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 457
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 1,990
44.

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

Number of pages: 43 Posted: 18 Oct 2000
Working Paper Series
House of Finance
Downloads 590
45.

A Partial Equilibrium Model of Option Markets

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 498
46.

Arbitrage and Optimal Portfolio Choice with Financial Constraints

Number of pages: 36 Posted: 13 Oct 2000
Working Paper Series
Austrian National Bank - Economic Studies Division and Oesterreichische Nationalbank (OeNB)
Downloads 346
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 2,912
48.

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

Number of pages: 51 Posted: 10 Oct 2000
Working Paper Series
University of Massachusetts Amherst - Department of Finance, Temple University - Fox School of Business and Management and University of Maryland - Robert H. Smith School of Business
Downloads 1,486
49.

Risk Premia and Premption in R&D Ventures

Number of pages: 47 Posted: 08 Oct 2000
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business
Downloads 438
50.

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

Number of pages: 51 Posted: 04 Oct 2000
Working Paper Series
Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 3,236