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EFA 2001 Barcelona Meetings (Archive)

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Viewing: 1 - 50 of 123 papers

1.

Optimal Supervisory Policies and Depositor-Preference Laws

BIS Working Paper No. 131, EFA 2001 Barcelona Meetings
Number of pages: 42 Posted: 13 Dec 2005
Working Paper Series
Banque de France and Federal Reserve Bank of New York
Downloads 249
2.

Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision

AFA 2002 Atlanta Meetings, BIS Working Paper No. 102
Number of pages: 46 Posted: 13 Dec 2005
Working Paper Series
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 971
3.

The Term Structure of Announcement Effects

BIS Working Paper No. 71
Number of pages: 36 Posted: 13 Dec 2005
Working Paper Series
Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 540
4.

Credit Risk and Dynamic Capital Structure Choice

CEPR Discussion Paper No. 4132
Number of pages: 30 Posted: 03 Jan 2004
Working Paper Series
Vienna University of Technology and Vienna University of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 54
5.

Asset Market Linkages in Crisis Periods

Review of Economics and Statistics, Forthcoming
Posted: 22 Aug 2003
Accepted Paper Series
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 3 versions of this paper

6.

On the Sequencing of Projects, Reputation Building, and Relationship Finance

FRB International Finance Discussion Paper No. 718
Number of pages: 41 Posted: 29 Apr 2002
Working Paper Series
University of Bern - Institute of Economics, University of Zurich - Department of Banking and Finance and University of Virginia - McIntire School of Commerce
Downloads 197
7.

A Theory of Systemic Risk and Design of Prudential Bank Regulation

Number of pages: 50 Posted: 10 Feb 2002
Working Paper Series
New York University - Leonard N. Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,470
8.

The Telescoping Overlap Problem in Options Data

AFA 2002 Atlanta Meetings
Number of pages: 42 Posted: 20 Dec 2001
Working Paper Series
Platinum Grove Asset Management L.P., The Johns Hopkins Carey Business School and Aarhus University
Downloads 337
9.

The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market

EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings
Number of pages: 24 Posted: 19 Oct 2001
Working Paper Series
National Sun Yat-sen University, National Sun Yat-sen University and National Sun Yat-sen University
Downloads 467
10.

Conditioning Information and Variance Bounds on Pricing Kernels

AFA 2003 Washington, DC Meetings
Number of pages: 44 Posted: 09 Oct 2001
Working Paper Series
Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Rady School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 172
11.

Dating the Integration of World Equity Markets

EFA 2001 Barcelona Meetings
Number of pages: 61 Posted: 06 Oct 2001
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and American University - Department of Finance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 473
12.

The Impact of Informed Trading on Dividend Signaling. A Theoretical and Empirical Examination

EFA 2001 Barcelona Meetings
Posted: 17 Aug 2001
Working Paper Series
University of Mississippi - School of Business Administration
13.

Bank-Firm Relationships and Contagious Banking Crises

EFA 2001 Barcelona Meetings
Number of pages: 33 Posted: 16 Aug 2001
Working Paper Series
Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 402
14.

Interbank Market Integration Under Asymmetric Information

ECB Working Paper No. 74
Number of pages: 32 Posted: 16 Aug 2001
Working Paper Series
Universitat Pompeu Fabra and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 345
15.

Full Insurance, Asymmetric Information and Genetic Testing

EFA 2001 Barcelona Meetings
Number of pages: 27 Posted: 14 Jul 2001
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 141
16.

Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates

EFA 2001 Barcelona Meetings
Number of pages: 26 Posted: 14 Jul 2001
Working Paper Series
Università degli Studi di Trieste and Norwegian School of Economics (NHH)
Downloads 804
17.

A Test of the Influence of Bank Loans on Capital Structure in the UK

EFA 2001 Barcelona Meetings
Number of pages: 37 Posted: 14 Jul 2001
Working Paper Series
University of Birmingham - Birmingham Business School
Downloads 651
18.

Portfolio Considerations in Risk Management by Financial Intermediaries: Evidence from Trading Behaviour of London Equity Dealers

EFA 2001 Barcelona Meetings
Number of pages: 54 Posted: 14 Jul 2001
Working Paper Series
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 353
19.

Bank Integration and Business Volatility in the U.S.

FRB of New York Staff Report No. 129, EFA 2001 Barcelona Meetings
Number of pages: 30 Posted: 14 Jul 2001
Working Paper Series
Federal Reserve Bank of New York, Boston College - Department of Finance and Swiss National Bank - Banking Studies Section
Downloads 149
20.

Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

AFA 2002 Atlanta Meetings
Number of pages: 42 Posted: 13 Jul 2001
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 479
21.

United We Stand: Corporate Monitoring by Shareholder Coalitions in the UK

EFA 2001 Barcelona Meetings
Number of pages: 45 Posted: 13 Jul 2001
Working Paper Series
Universitat Illes Balears (UIB), Dep. Economia i Empresa and Tilburg University - Department of Finance
Downloads 317
22.

Dollarization, Bailouts, and the Stability of the Banking System

EFA 2001 Barcelona Meetings
Number of pages: 43 Posted: 13 Jul 2001
Working Paper Series
University of Navarra - IESE Business School and New York University (NYU) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 260
23.

Information Technology and Credit Markets

EFA 2001 Barcelona Meetings
Number of pages: 25 Posted: 11 Jul 2001
Working Paper Series
American University - Department of Finance and Real Estate and University of California, Davis
Downloads 200
24.

Yahoo! For Amazon: Sentiment Parsing from Small Talk on the Web

EFA 2001 Barcelona Meetings
Number of pages: 45 Posted: 11 Jul 2001 Last Revised: 17 Nov 2015
Accepted Paper Series
Santa Clara University - Leavey School of Business and University of California, Berkeley
Downloads 1,885
25.

Cash and Corporate Control

EFA 2001 Barcelona Meetings
Number of pages: 38 Posted: 11 Jul 2001
Working Paper Series
Northeastern University - Finance Group
Downloads 509
26.

Is it Overreaction? The Performance of Value and Momentum Strategies at Long Horizons

EFA 2001 Barcelona Meetings
Number of pages: 39 Posted: 11 Jul 2001
Working Paper Series
University of Chicago - Booth School of Business
Downloads 1,988
27.

A Trade-Based Analysis of Momentum

AFA 2002 Atlanta Meetings
Number of pages: 39 Posted: 11 Jul 2001
Working Paper Series
Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,145
28.

Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

EFA 2001 Barcelona Meetings
Number of pages: 49 Posted: 11 Jul 2001
Working Paper Series
Stanford University - Graduate School of Business, AQR Capital Management, LLC and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 860
29.

Predictability in Emerging Sovereign Debt Markets

Number of pages: 51 Posted: 11 Jul 2001
Working Paper Series
George Washington University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 851
30.

Lognormal-Mixture Dynamics and Calibration to Volatility Smiles and Skews

EFA 2001 Barcelona Meetings
Number of pages: 21 Posted: 11 Jul 2001
Working Paper Series
Imperial College London - Department of Mathematics, Banca IMI and Bloomberg L.P.
Downloads 836
31.

Costs of Banking System Instability: Some Empirical Evidence

EFA 2001 Barcelona Meetings, Bank of England Working Paper No. 144
Number of pages: 34 Posted: 11 Jul 2001
Working Paper Series
Bank of England, London School of Economics & Political Science (LSE) and Bank of England
Downloads 831
32.

Specification Test of International Asset Pricing Models

EFA 2001 Barcelona Meetings
Number of pages: 50 Posted: 11 Jul 2001
Working Paper Series
Tsinghua University - PBC School of Finance
Downloads 747
33.

Quasi-Arbitrage and Price Manipulation

EFA 2001 Barcelona Meetings
Number of pages: 62 Posted: 11 Jul 2001
Working Paper Series
Columbia Business School - Finance and Economics and Yale University - International Center for Finance
Downloads 731
34.

The Impact of Illegal Insider Trading in Dealer and Specialist Markets

EFA 2001 Barcelona Meetings
Number of pages: 43 Posted: 11 Jul 2001
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business and University of Illinois at Urbana-Champaign
Downloads 727
35.

Optimal Trading by a 'Large Shareholder'

AFA 2002 Atlanta Meetings
Number of pages: 48 Posted: 11 Jul 2001
Working Paper Series
Stanford Graduate School of Business and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 545
36.

Measuring and Explaining Liquidity on an Electronic Limit Order Book: Evidence from Reuters D2000-2

EFA 2001 Barcelona Meetings
Number of pages: 37 Posted: 11 Jul 2001
Working Paper Series
London School of Economics - Systemic Risk Centre and City University London - Sir John Cass Business School
Downloads 496
37.

Why Does the Concentration of Control Differ in German and UK Companies? Evidence from Initial Public Offerings

EFA 2001 Barcelona Meetings
Number of pages: 41 Posted: 11 Jul 2001
Working Paper Series
IE Business School, IE University and Tilburg University - Department of Finance
Downloads 477
38.

The Liquidity Service of Sovereign Bonds

Twelfth Annual Utah Winter Finance Conference
Number of pages: 67 Posted: 11 Jul 2001
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 350
39.

Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future

EFA 2001 Barcelona Meetings
Number of pages: 46 Posted: 11 Jul 2001
Working Paper Series
University of Mannheim - Department of Business Administration and Finance, Deutsche Bundesbank and affiliation not provided to SSRN
Downloads 332
40.

Financially Constrained Arbitrage in Illiquid Markets

EFA 2001 Barcelona Meetings
Number of pages: 38 Posted: 11 Jul 2001
Working Paper Series
CRA International, Incorporated and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 306
41.

Asymmetries in Bid and Ask Responses to Innovations in the Trading Process

Empirical Economics, 30, 913-946 (2006)
Number of pages: 40 Posted: 11 Jul 2001 Last Revised: 06 Oct 2014
Accepted Paper Series
Universidad Carlos III de Madrid - Department of Economics and Universidad de las Islas Baleares
Downloads 299
42.

Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets

EFA 2001 Barcelona Meetings; Stern School of Business Working Paper
Number of pages: 42 Posted: 11 Jul 2001
Working Paper Series
University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 281
43.

Price, Production, Storage and Futures Markets

EFA 2001 Barcelona Meetings
Number of pages: 24 Posted: 11 Jul 2001
Working Paper Series
City University of Hong Kong
Downloads 280
44.

Arbitrage-Free Evaluation of American-Style Options on Assets with Stochastics Variance Characteristics

EFA 2001 Barcelona Meetings
Number of pages: 45 Posted: 11 Jul 2001
Working Paper Series
University of Strathclyde - Department of Accounting and Finance
Downloads 269
45.

Market Risks, Internal Models, and Optimal Regulation: Does Backtesting Induce Banks to Report Their True Risks?

EFA 2001 Barcelona Meetings
Number of pages: 41 Posted: 11 Jul 2001
Working Paper Series
University of Zurich - Department of Economics
Downloads 254
46.

Parameter Uncertainty and International Investment in a Multi-Period Setting

EFA 2001 Barcelona
Number of pages: 53 Posted: 11 Jul 2001
Working Paper Series
Boston College - Carroll School of Management and affiliation not provided to SSRN
Downloads 247
47.

Strong-Form Efficiency with Monopolistic Insiders

EFA 2001 Barcelona Meetings
Number of pages: 28 Posted: 11 Jul 2001
Working Paper Series
ESSEC Business School - Finance Department and London School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 217
48.

A Comparison of Stock Market Mechanisms

EFA 2001 Barcelona Meetings
Number of pages: 43 Posted: 11 Jul 2001
Working Paper Series
Cass Business School
Downloads 215
49.

Information Acquisition, Specialization and Credit Market Competition

EFA 2001 Barcelona Meetings
Number of pages: 39 Posted: 11 Jul 2001
Working Paper Series
ESCP-Europe
Downloads 181
50.

Competition for Order Flow as a Coordination Game

EFA 2001 Barcelona Meetings
Number of pages: 43 Posted: 11 Jul 2001
Working Paper Series
Berlin Institute of Technology and Goldman, Sachs & Co.
Downloads 139