Search Results
American Finance Association Meetings (AFA)

1,009,364 Total downloads | Link to this page
Search Within

Viewing: 1 - 50 of 1,057 papers

1.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 07 May 2009
Working Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 25,099
2.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 18,102
3.

Are Stocks Really Less Volatile in the Long Run?

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56 Posted: 26 May 2008 Last Revised: 13 Dec 2011
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 11,591
4.

Value and Momentum Everywhere

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 20 Mar 2009
Working Paper Series
AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 11,172
5.

High Frequency Trading and the New-Market Makers

Journal of Financial Markets, Vol. 16, 2013
Number of pages: 49 Posted: 10 Dec 2010 Last Revised: 31 Dec 2013
Accepted Paper Series
VU Amsterdam
Downloads 10,650
6.

Forecasting Default with the Kmv-Merton Model

AFA 2006 Boston Meetings Paper
Number of pages: 36 Posted: 31 Dec 2004
Working Paper Series
Arizona State University (ASU) - Finance Department and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business
Downloads 8,195
7.

Capital Structure and Debt Structure

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 56 Posted: 19 Mar 2008 Last Revised: 18 Feb 2010
Working Paper Series
Stanford Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,230
8.

Behind the Scenes: The Corporate Governance Preferences of Institutional Investors

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 15 Mar 2010 Last Revised: 07 Jul 2015
Accepted Paper Series
Tilburg University - School of Law; European Banking Center (EBC), Frankfurt School of Finance & Management gemeinnützige GmbH and University of Texas at Austin - Department of Finance
Downloads 5,691
9.

Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008
Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011
Accepted Paper Series
PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 5,601
10.

Measuring Systemic Risk

AFA 2011 Denver Meetings Paper
Number of pages: 46 Posted: 22 Mar 2010 Last Revised: 09 Aug 2010
Working Paper Series
New York University - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,357
11.

The Short of It: Investor Sentiment and Anomalies

Journal of Financial Economics (JFE), Vol. 104, pp 288-302, May 2012, AFA 2012 Chicago Meetings Paper
Number of pages: 37 Posted: 15 Mar 2010 Last Revised: 11 Mar 2012
Accepted Paper Series
University of Pennsylvania - The Wharton School, Tsinghua University - PBC School of Finance and Shanghai Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 5,003
12.

Originate-to-Distribute Model and the Subprime Mortgage Crisis

AFA 2010 Atlanta Meetings Paper
Number of pages: 53 Posted: 22 Jul 2008 Last Revised: 20 May 2010
Working Paper Series
University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,903
13.

What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?

AFA 2009 San Francisco Meetings Paper
Number of pages: 38 Posted: 26 Mar 2008 Last Revised: 15 Aug 2008
Working Paper Series
Purdue University - Krannert School of Management, BlackRock, Inc. and Rice University
Downloads 4,803
14.

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Number of pages: 57 Posted: 23 Nov 2011 Last Revised: 25 Apr 2012
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 4,785
15.

Systemic Risk and Hedge Funds

MIT Sloan Research Paper No. 4535-05, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 111 Posted: 07 Mar 2005
Working Paper Series
AlphaSimplex Group, LLC, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,681
16.

Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry

AFA 2006 Boston Meetings, HBS Finance Working Paper No. 616981
Number of pages: 36 Posted: 08 Nov 2005
Working Paper Series
Harvard Business School, University of Oregon and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 4,671
17.

The Global Rise of the Value-Weighted Portfolio

AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 18 Nov 2005
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and The University of Melbourne - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,232
18.

Which CEO Characteristics and Abilities Matter?

Swedish Institute for Financial Research Conference on the Economics of the Private Equity Market, AFA 2008 New Orleans Meetings Paper
Number of pages: 49 Posted: 20 Mar 2007 Last Revised: 13 Jan 2015
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Graduate School of Business (GSB) and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 4,201
19.

Do ETFs Increase Volatility?

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2011-03-20, Swiss Finance Institute Research Paper No. 11-66, AFA 2013 San Diego Meetings Paper, Charles A. Dice Center Working Paper No. 2011-20
Number of pages: 145 Posted: 02 Dec 2011 Last Revised: 03 Dec 2017
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,039
20.

Asset Growth and the Cross-Section of Stock Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 54 Posted: 26 Jul 2005
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Virginia ­ Darden School of Business
Downloads 4,004
21.

Algorithmic Trading and Market Quality: International Evidence

AFA 2013 San Diego Meetings Paper
Number of pages: 45 Posted: 15 Mar 2012 Last Revised: 08 Aug 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, University of New South Wales - School of Banking and Finance and University of Nebraska - Lincoln
Downloads 3,705
22.

What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?

Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 24 Jun 2012
Accepted Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,669
23.

The Cross-Section and Time-Series of Stock and Bond Returns

Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65 Posted: 11 Feb 2009 Last Revised: 04 May 2017
Working Paper Series
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 3,621
24.

Why Do Firms Go Dark? Causes and Economic Consequences of Voluntary SEC Deregistrations

ECGI - Finance Working Paper No. 155/2007, AFA 2006 Boston Meetings Paper, Robert H. Smith School Research Paper No. RHS 06-045
Number of pages: 70 Posted: 24 Oct 2005 Last Revised: 13 Feb 2011
Working Paper Series
University of Chicago - Booth School of Business, University of Maryland - Robert H. Smith School of Business and University of Minnesota - Twin Cities - Carlson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,464
25.

A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 50 Posted: 27 Feb 2007 Last Revised: 13 Jan 2015
Accepted Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School

Multiple version iconThere are 3 versions of this paper

Downloads 3,434
26.

Common Problems in Capital Structure Research: The Financial-Debt-To-Asset Ratio, and Issuing Activity vs. Leverage Changes

AFA 2008 New Orleans Meetings Paper
Number of pages: 18 Posted: 20 Sep 2006 Last Revised: 22 Oct 2010
Working Paper Series
University of California, Los Angeles (UCLA)
Downloads 3,417
27.

Profits and Capital Structure

AFA 2009 San Francisco Meetings Paper
Number of pages: 42 Posted: 13 Mar 2008 Last Revised: 30 Jul 2014
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 3,405
28.

Credit Ratings and Credit Risk: Is One Measure Enough?

AFA 2013 San Diego Meetings Paper
Number of pages: 58 Posted: 18 Sep 2009 Last Revised: 05 Aug 2015
Working Paper Series
University of California, Davis and University of Oxford - Said Business School
Downloads 3,373
29.

Media Coverage and the Cross-Section of Stock Returns

The Journal of Finance, Vol. 64, No. 5, pp. 2023-2052, 2009, AFA 2009 San Francisco Meetings Paper
Number of pages: 45 Posted: 21 Mar 2007 Last Revised: 08 Nov 2011
Working Paper Series
INSEAD - Finance and INSEAD - Finance
Downloads 3,320
30.

Who Blows the Whistle on Corporate Fraud?

AFA 2007 Chicago Meetings Paper, Chicago GSB Research Paper No. 08-22, CRSP Working Paper No. 618, 1st Annual Conference on Empirical Legal Studies, Forthcoming, ECGI - Finance Working Paper No. 156/2007
Number of pages: 44 Posted: 15 Mar 2006 Last Revised: 14 Apr 2011
Working Paper Series
University of Toronto - Rotman School of Management, University of California, Berkeley - Haas School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,232
31.

Dynamic Mean-Variance Asset Allocation

EFA 2007 Ljubljana Meetings, AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 27 Feb 2007 Last Revised: 09 Apr 2009
Working Paper Series
London Business School and London School of Economics and Political Science

Multiple version iconThere are 2 versions of this paper

Downloads 3,231
32.

Rewriting History

AFA 2007 Chicago Meetings Paper
Number of pages: 36 Posted: 09 Mar 2006 Last Revised: 18 May 2010
Working Paper Series
New York University (NYU) - Department of Finance, Harvard Business School and University of Virginia - McIntire School of Commerce

Multiple version iconThere are 2 versions of this paper

Downloads 3,149
33.

Corporate Governance and Firm Cash Holdings

AFA 2006 Boston Meetings Paper
Number of pages: 40 Posted: 24 Oct 2005
Working Paper Series
University of Washington, Virginia Tech and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 3,132
34.

Corporate Governance and Acquirer Returns

ECGI-Finance Working Paper No. 116/2006, Journal of Finance, Forthcoming
Number of pages: 63 Posted: 11 Apr 2005
Accepted Paper Series
University of New South Wales - Australian School of Business, China Europe International Business School (CEIBS) and University of Delaware
Downloads 3,120
35.

Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes?

CRSP Working Paper No. 615, AFA 2008 New Orleans Meetings Paper
Number of pages: 67 Posted: 20 Sep 2006
Working Paper Series
Stanford Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,065
36.

How Informative are Analyst Recommendations and Insider Trades?

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 21 Mar 2005
Working Paper Series
George Mason University, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 3,036
37.

Venture Capital Reputation, Post-IPO Performance and Corporate Governance

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, ECGI - Finance Working Paper No. 265/2009
Number of pages: 56 Posted: 22 Jun 2006 Last Revised: 08 Sep 2011
Accepted Paper Series
Case Western Reserve University - Department of Banking & Finance, US Securities & Exchange Commission, University of New South Wales - Australian School of Business and Department of Finance, University of Central Florida
Downloads 3,027
38.

Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis

Chicago Booth School of Business Research Paper No. 09-02, AFA 2010 Atlanta Meetings Paper
Number of pages: 57 Posted: 31 Dec 2008 Last Revised: 20 Aug 2011
Working Paper Series
Columbia Business School - Finance and Economics, Stanford University and London Business School
Downloads 3,013
39.

Technological Revolutions and Stock Prices

CRSP Working Paper No. 606, EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 24 May 2006 Last Revised: 04 Oct 2014
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,011
40.

Corporate Governance and Firm Value: the Impact of the 2002 Governance Rules

Johnson School Research Paper Series No. 23-06, AFA 2006 Boston Meetings Paper
Number of pages: 59 Posted: 24 Oct 2005
Working Paper Series
University of Miami and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,994
41.

Expected Stock Returns and Variance Risk Premia

AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Number of pages: 41 Posted: 21 Sep 2006 Last Revised: 14 Dec 2008
Working Paper Series
Duke University - Finance, Duke University - Economics Group and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,960
42.

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 26 Mar 2008 Last Revised: 26 Jan 2010
Working Paper Series
University of Notre Dame, New York University (NYU) - Department of Finance and Dartmouth College

Multiple version iconThere are 2 versions of this paper

Downloads 2,937
43.

Does Asymmetric Information Drive Capital Structure Decisions?

EFA 2006 Zurich Meetings, AFA 2008 New Orleans Meetings Paper
Number of pages: 55 Posted: 06 Mar 2006 Last Revised: 17 Jun 2018
Working Paper Series
Arizona State University (ASU) - Finance Department, University of Michigan, Stephen M. Ross School of Business and University of Houston

Multiple version iconThere are 2 versions of this paper

Downloads 2,932
44.

Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover

Quarterly Journal of Finance, 2016, Forthcoming
Number of pages: 48 Posted: 05 Mar 2008 Last Revised: 16 Sep 2015
Accepted Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 2,925
45.

Price Efficiency and Short Selling

AFA 2008 New Orleans Meetings Paper, IESE Business School Working Paper No. 748, Review of Finance Studies, Vol. 24, No. 3, pp. 821-852, 2011
Number of pages: 41 Posted: 04 Dec 2006 Last Revised: 07 Mar 2011
Accepted Paper Series
University of Cambridge - Judge Business School and AQR Capital Management
Downloads 2,894
46.

Crash-Neutral Currency Carry Trades

AFA 2010 Atlanta Meetings Paper
Number of pages: 51 Posted: 14 Sep 2008 Last Revised: 07 Oct 2013
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 2,831
47.

A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond

AFA 2011 Denver Meetings Paper
Number of pages: 44 Posted: 04 Mar 2010 Last Revised: 18 Sep 2013
Working Paper Series
University of California, Los Angeles (UCLA)
Downloads 2,816
48.

Are ETFs Replacing Index Mutual Funds?

AFA 2009 San Francisco Meetings Paper
Number of pages: 41 Posted: 24 Mar 2008 Last Revised: 17 Nov 2009
Working Paper Series
University of Texas at Austin - Department of Finance and Bates White, LLC
Downloads 2,812
49.

Corporate Governance and Financing Policy: New Evidence

AFA 2006 Boston Meetings, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Number of pages: 49 Posted: 05 Jan 2005 Last Revised: 12 Mar 2010
Working Paper Series
New York University (NYU) - Department of Finance and University of Oklahoma - Michael F. Price College of Business
Downloads 2,797
50.

Private Equity and the Resolution of Financial Distress

AFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012
Number of pages: 58 Posted: 21 Mar 2011 Last Revised: 14 Mar 2014
Working Paper Series
Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce
Downloads 2,785