SSRN eLibrary Search Results
AFA 2001 New Orleans Meetings (Archive)

169,747 Total downloads | Link to this page
Search Within

Viewing: 1 - 50 of 119 papers

1.

The Theory and Practice of Corporate Finance: Evidence from the Field

AFA 2001 New Orleans; Duke University Working Paper
Number of pages: 48 Posted: 12 Apr 2000
Working Paper Series
Duke University and Duke University - Fuqua School of Business
Downloads 13,717
2.

Disappearing Dividends: Changing Firm Characteristics Or Lower Propensity To Pay?

AFA 2001 New Orleans; CRSP Working Paper No. 509
Number of pages: 53 Posted: 03 Feb 2000
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 11,003
3.

Investor Psychology and Asset Pricing

AFA 2001 New Orleans Meetings
Number of pages: 92 Posted: 28 Mar 2001
Working Paper Series
University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 7,639
4.

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 7,590
5.

The Non-Correlation Between Board Independence and Long-Term Firm Performance

Stanford Law and Economics Olin Working Paper No. 185
Number of pages: 44 Posted: 03 Oct 1998
Accepted Paper Series
University of Colorado at Boulder - Department of Finance and Northwestern University - Pritzker School of Law

Multiple version iconThere are 2 versions of this paper

Downloads 6,984
6.

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

Multiple version iconThere are 2 versions of this paper

Downloads 4,513
7.

Day Trading International Mutual Funds: Evidence And Policy Solutions

AFA 2001 New Orleans; Yale SOM Working Paper No. ICF - 00-03
Number of pages: 38 Posted: 05 Apr 2000
Working Paper Series
Yale School of Management - International Center for Finance, Michigan State University, Department of Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,740
8.

Determinants of Performance Improvements in Privatized Firms: The Role of Restructuring and Corporate Governance

AFA 2001 New Orleans
Number of pages: 40 Posted: 29 Oct 2000
Working Paper Series
Clayton State University - Department of Finance & Economics, Wake Forest University and University of Oklahoma
Downloads 3,589
9.

Where Do Companies Attempt Earnings Management, and When Do Auditors Prevent It?

AFA 2001 New Orleans Meetings
Number of pages: 57 Posted: 24 Nov 2000
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Connecticut - Department of Accounting and George Washington University - Department of Accountancy
Downloads 3,534
10.

A Cross-Firm Analysis of the Impact of Corporate Governance on the East Asian Financial Crisis

AFA 2001 New Orleans
Number of pages: 39 Posted: 15 Dec 2000
Working Paper Series
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 3,180
11.

Estimating Credit Rating Transition Probabilities for Corporate Bonds

AFA 2001 New Orleans Meetings
Number of pages: 68 Posted: 04 Dec 2000
Working Paper Series
Goldman Sachs Group, Inc.
Downloads 2,789
12.

Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing

AFA 2001 New Orleans Meetings
Number of pages: 14 Posted: 29 Jan 2001
Working Paper Series
affiliation not provided to SSRN and Australian National University

Multiple version iconThere are 2 versions of this paper

Downloads 2,782
13.

Winter Blues: A SAD Stock Market Cycle

Federal Reserve Bank of Atlanta Working Paper No. 2002-13a, Sauder School of Business Working Paper
Number of pages: 37 Posted: 07 Mar 2000
Working Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,652
14.

Valuation of Information Technology Investments as Real Options

AFA 2001 New Orleans Meetings
Number of pages: 37 Posted: 20 Nov 2000
Working Paper Series
Instituto Tecnológico Autónomo de México (ITAM) and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,651
15.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,632
16.

A Jump Diffusion Model For Option Pricing

AFA 2001 New Orleans Meetings
Number of pages: 36 Posted: 16 Sep 2000
Working Paper Series
Risk Management Institute, NUS
Downloads 2,588
17.

Dividends and Expropriation

AFA 2001 New Orleans; EFMA Athens 2000
Number of pages: 49 Posted: 19 Apr 2000
Working Paper Series
Purdue University - Krannert School of Management, The Chinese University of Hong Kong (CUHK) - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,278
18.

The Yield Curve as a Predictor of U.S. Recessions

AFA 2001 New Orleans
Number of pages: 6 Posted: 22 Nov 2000
Working Paper Series
Columbia Business School - Finance and Economics and Rensselaer Polytechnic Institute
Downloads 2,096
19.

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 2,026
20.

Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies

MIT Sloan Working Paper No. 4234-01; EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 32 Posted: 16 Sep 2000
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 2,019
21.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,981
22.

Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?

AFA 2001 New Orleans Meetings
Number of pages: 35 Posted: 29 Sep 2000
Working Paper Series
University of Notre Dame and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,968
23.

Idiosyncratic Risk and Security Returns

AFA 2001 New Orleans Meetings
Number of pages: 57 Posted: 24 Jan 2001
Working Paper Series
University of Texas at Dallas - School of Management and Princeton University - Bendheim Center for Finance
Downloads 1,957
24.

Does Diversification Cause the 'Diversification Discount'?

AFA 2001 New Orleans
Number of pages: 42 Posted: 07 Jun 2000
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,893
25.

Incentives for Voluntary Disclosure

AFA 2001 New Orleans Meetings; NYU Ctr for Law and Business Research Paper No. 01-005
Number of pages: 76 Posted: 02 Apr 2001
Working Paper Series
New York University (NYU) - Department of Accounting and affiliation not provided to SSRN

Multiple version iconThere are 3 versions of this paper

Downloads 1,842
26.

Investor Reaction to Corporate Event Announcements: Under-reaction or Over-reaction?

Number of pages: 51 Posted: 15 Dec 2000
Working Paper Series
Pace University - Lubin School of Business and University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 1,746
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
Emory University - Department of Finance and London Business School
Downloads 1,730
28.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,729
29.

Venture Capital and the Professionalization of Start-up Firms: Empirical Evidence

AFA 2001 New Orleans, Sauder School of Business Working Paper
Number of pages: 44 Posted: 01 Nov 2000
Working Paper Series
University of Oxford - Said Business School and Duke University - Fuqua School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,681
30.

Price Discovery and Trading Costs After Hours

AFA 2001 New Orleans; Simon School of Business Working Paper No. FR 00-03
Number of pages: 35 Posted: 02 Mar 2000
Working Paper Series
University of Rochester - Simon School (Deceased) and University of California, Berkeley - Haas School of Business
Downloads 1,672
31.

The Great Reversals: The Politics of Financial Development in the 20th Century

3rd Annual Fin. Mkt. Dev. Conference, Hong Kong 2001; AFA 2001 New Orleans Meetings; CRSP Working Paper No. 526
Number of pages: 71 Posted: 22 Jul 2000
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 1,630
32.

The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on Entry in the Banking Industry

AFA 2001 New Orleans; FEDS Working Paper No. 99-41
Number of pages: 45 Posted: 08 Dec 1999
Working Paper Series
University of South Carolina - Darla Moore School of Business, PepsiCo, University of Miami - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
Downloads 1,629
33.

Value-at-Risk vs. Building Block Regulation in Banking

EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 55 Posted: 28 Oct 2000
Working Paper Series
Vienna University of Technology and University of Calgary - Haskayne School of Business
Downloads 1,520
34.

Investigating the Sources of Default Risk: Lessons from Empirically Evaluating Credit Risk Models

AFA 2001 New Orleans Meetings
Number of pages: 53 Posted: 08 Mar 2001
Working Paper Series
University of Maryland - Robert H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Downloads 1,514
35.

Why Do CEOs Reciprocally Sit On Each Other's Boards?

AFA 2001 New Orleans; NYU Ctr for Law and Business Research Paper No 01-002
Number of pages: 40 Posted: 15 Dec 2000
Working Paper Series
Drexel University - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
Downloads 1,481
36.

Interest Rates and Credit Spread Dynamics

AFA 2001 New Orleans
Number of pages: 33 Posted: 09 Dec 2000
Working Paper Series
Indiana University - Kelley School of Business, City University of Hong Kong and Federal Reserve Bank of Kansas City
Downloads 1,471
37.

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
LSV Asset Management
Downloads 1,425
38.

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

CRSP Working Paper No. 528
Number of pages: 61 Posted: 16 Dec 2000
Working Paper Series
Harvard University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,397
39.

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
London Business School and Claremont Colleges - Peter F. Drucker Graduate School of Management
Downloads 1,396
40.

Do Credit Spreads Reflect Stationary Leverage Ratios? Reconciling Structural and Reduced-Form Frameworks

AFA 2001 New Orleans; Dice Working Paper 99-10
Number of pages: 35 Posted: 16 Nov 1999
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,241
41.

Cash Flow, Investment, and Hedging

AFA 2001 New Orleans Meetings
Number of pages: 45 Posted: 08 Oct 2000
Working Paper Series
University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Department of Finance
Downloads 1,237
42.

The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and are there Efficiency Gains?

AFA 2001 New Orleans
Number of pages: 56 Posted: 16 Mar 2000
Working Paper Series
University of Maryland - Robert H. Smith School of Business and Tuck School of Business at Dartmouth

Multiple version iconThere are 2 versions of this paper

Downloads 1,233
43.

Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities

AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Number of pages: 61 Posted: 11 Dec 2000
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,191
44.

The Role Of Social Capital In Financial Development

Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; CRSP Working Paper No. 511
Number of pages: 62 Posted: 21 Mar 2000
Working Paper Series
Einaudi Institute for Economics and Finance (EIEF), Northwestern University - Kellogg School of Management - Department of Finance and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,173
45.

Forecasting Future Volatility from Option Prices

AFA 2001 New Orleans
Number of pages: 75 Posted: 31 Dec 2000
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,162
46.

Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia wre Time-Varying

Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; FRB of New York Staff Reports, No. 93
Number of pages: 59 Posted: 31 Jan 2000
Working Paper Series
University of California - Haas School of Business and New York University - Department of Economics
Downloads 1,144
47.

What is the Price of Hubris? Using Takeover Battles to Infer Overpayments and Synergies

AFA 2001 New Orleans Meetings
Number of pages: 54 Posted: 16 Sep 2000
Working Paper Series
INSEAD - Finance, University of Chicago - Booth School of Business and Fuqua School of Business, Duke University

Multiple version iconThere are 3 versions of this paper

Downloads 1,055
48.

Tests of Mean-Variance Spanning

AFA 2001 New Orleans Meetings, OLIN Working Paper No. 99-05, Rotman School of Management Working Paper
Number of pages: 66 Posted: 06 Sep 2000 Last Revised: 14 Mar 2008
Working Paper Series
University of Toronto - Rotman School of Management and Washington University in St. Louis - Olin School of Business
Downloads 1,026
49.

Resolving Financial Distress By Way of a Contract: an Empirical Study of Small UK Companies

AFA 2001 New Orleans Meetings; Presented at Tuck Contemporary Governance Conference
Number of pages: 60 Posted: 22 Jul 2000
Working Paper Series
London Business School and University of Oxford - Said Business School
Downloads 1,000
50.

Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

AFA 2001 New Orleans Meetings, Cass Business School Research Paper
Number of pages: 45 Posted: 05 Oct 2000
Working Paper Series
Cass Business School, City, University of London
Downloads 997