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AFA 2001 New Orleans Meetings (Archive)

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Viewing: 1 - 50 of 119 papers

1.

Interest Rates and Credit Spread Dynamics

Posted: 20 May 2019
Accepted Paper Series
Indiana University - Kelley School of Business, City University of Hong Kong, Florida International University - College of Business Administration - Finance and Federal Reserve Bank of Kansas City
2.

The Non-Correlation between Board Independence And Long-Term Firm Performance

As published in Journal of Corporation Law, Vol. 27, pp. 231-273, 2002
Number of pages: 43 Posted: 03 Jan 2003
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 712
3.

Winter Blues: A Sad Stock Market Cycle

American Economic Review, March 2003
Posted: 12 Dec 2002
Accepted 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

4.

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

CEPR Discussion Paper No. 3425
Number of pages: 35 Posted: 13 Aug 2002
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 25
5.

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

Journal of Business, Vol. 77, pp. 357-386, 2004
Posted: 30 Jun 2002
Accepted Paper Series
Pace University - Lubin School of Business and University of Cambridge

Multiple version iconThere are 2 versions of this paper

6.

Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds

Journal of Financial Economics, Forthcoming
Posted: 25 Feb 2002
Accepted Paper Series
University of Southern California and University of Wisconsin - Milwaukee

Multiple version iconThere are 3 versions of this paper

7.

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
8.

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 1,844
9.

Credit Enhancement Through Financial Engineering: Freeport-Mcmoran's Gold-Denominated Depositary Shares

Journal of Financial Economics, May/June 2001
Posted: 01 Oct 2001
Accepted Paper Series
Fordham University - Gabelli School of Business, University of Oklahoma - Michael F. Price College of Business and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper

10.

Incentives for Voluntary Disclosure

Journal of Financial Markets, Forthcoming
Posted: 18 May 2001
Accepted Paper Series
New York University (NYU) - Department of Accounting and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

11.

Bookbuilding: How Informative is the Order Book

Utah 2001 Winter Conference; AFA 2001 New Orleans; EFA 2000 London Meeting
Number of pages: 46 Posted: 03 May 2001
Working Paper Series
London Business School and University of Toronto - Rotman School of Management
Downloads 516
12.

Delta-Hedged Gains and the Negative Market Volatility Risk Premium

AFA 2001 New Orleans Meetings
Number of pages: 48 Posted: 17 Apr 2001
Working Paper Series
University of Massachusetts Amherst - Department of Finance and Fox School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 889
13.

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 2 versions of this paper

Downloads 1,855
14.

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 8,078
15.

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
Fox School of Business, University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Downloads 1,537
16.

Investors' Trade Size and Trading Responses Around Earnings Announcements: An Empirical Investigation

Accounting Review, April 2001
Posted: 27 Feb 2001
Accepted Paper Series
Singapore Management University - School of Accountancy
17.

Selecting the Appropriate Generalized Conditional Heteroscedastic Model for the Daily Imkb Index Returns

AFA 2001 New Orleans Meetings
Number of pages: 12 Posted: 12 Feb 2001
Working Paper Series
Cumhuriyet University and Erciyes University - Department of Economics
Downloads 278
18.

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
Xiamen University and Australian National University

Multiple version iconThere are 2 versions of this paper

Downloads 2,841
19.

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 2,085
20.

The Effects of Opening and Closing Procedures on the NYSE and NASDAQ

AFA 2001 New Orleans Meetings
Number of pages: 36 Posted: 19 Jan 2001
Working Paper Series
Goldman Sachs and University of Virginia - Darden School of Business
Downloads 792
21.

Stationary Components of Earnings and Stock Prices

AFA 2001 New Orleans
Number of pages: 53 Posted: 16 Jan 2001
Working Paper Series
Babson College - Accounting and Law Division

Multiple version iconThere are 2 versions of this paper

Downloads 602
22.

Stationary Components of Earnings and Stock Prices

Advances in Quantitative Analysis of Finance & Accounting
Posted: 16 Jan 2001
Accepted Paper Series
Babson College - Accounting and Law Division

Multiple version iconThere are 2 versions of this paper

23.

Strategic Trading, Liquidity and Information Acquisition

AFA 2001 New Orleans Meetings
Number of pages: 58 Posted: 15 Jan 2001
Working Paper Series
Stanford University - Stanford Graduate School of Business and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 740
24.

Equilibrium Prices in the Presence of Delegated Portfolio Management

AFA 2001 New Orleans Meetings
Number of pages: 36 Posted: 15 Jan 2001
Working Paper Series
University of Pennsylvania - Finance Department and University of Rochester - Simon Business School

Multiple version iconThere are 2 versions of this paper

Downloads 689
25.

Country Debt Risk: A Stochastic Inter-Temporal Optimization Approach

AFA 2001 New Orleans
Posted: 12 Jan 2001
Working Paper Series
Brown University - Division of Applied Mathematics and Brown University - Division of Applied Mathematics
26.

Expectations Hypotheses Tests

EFA 0483; AFA 2001 New Orleans
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 621
27.

Credit Risk and the Deposit Insurance Premium, a Note

Journal of Economics and Business
Posted: 31 Dec 2000
Accepted Paper Series
INSEAD - Finance and Independent

Multiple version iconThere are 2 versions of this paper

28.

Credit Risk and the Deposit Insurance Premium, a Note

AFA 2001 New Orleans
Number of pages: 21 Posted: 31 Dec 2000
Working Paper Series
INSEAD - Finance and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 739
29.

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 1,212
30.

Platform Investment as a Portfolio of Strategic Entry Options

AFA 2001 New Orleans
Number of pages: 32 Posted: 31 Dec 2000
Working Paper Series
University of Amsterdam - Finance Group and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 208
31.

Asset Allocation with Endogenous Labor Income: The Case of Incomplete Markets

AFA 2001 New Orleans
Number of pages: 59 Posted: 22 Dec 2000
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Harvard Business School - Finance Unit
Downloads 320
32.

A Shrinkage Theory of Asset Allocation Using Asset-Pricing Models

AFA 2001 New Orleans
Number of pages: 57 Posted: 18 Dec 2000
Working Paper Series
University of Texas at Austin - Department of Finance
Downloads 792
33.

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 2,043
34.

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 1,446
35.

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 3,290
36.

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 1,513
37.

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 1,771
38.

Resource Allocation in Conglomerates Under Moral Hazard

AFA 2001 New Orleans
Number of pages: 50 Posted: 15 Dec 2000
Working Paper Series
Stevens Institute of Technology, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Michigan, Stephen M. Ross School of Business
Downloads 350
39.

Do After-Tax Returns Affect Mutual Fund Inflows?

AFA 2001 New Orleans
Number of pages: 48 Posted: 14 Dec 2000
Working Paper Series
Brandeis International Business School and National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

Downloads 412
40.

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 7,973
41.

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 1,214
42.

The New Asia: Regime Shifts in Currency and Equity Markets

EFMA 2001 Lugano; AFA 2001 New Orleans
Number of pages: 56 Posted: 07 Dec 2000
Working Paper Series
New York University (NYU) - Department of Finance, Arizona State University and University of Michigan, Stephen M. Ross School of Business
Downloads 335
43.

Market vs. Limit Order Submission Behavior at a NASDAQ Market Maker

AFA 2001 New Orleans
Number of pages: 27 Posted: 07 Dec 2000
Working Paper Series
National Association of Securities Dealers, Inc., NASD
Downloads 595
44.

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 2,950
45.

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 3,609
46.

Path Dependent Option Pricing: The Path Integral Partial Averaging Method

AFA 2001 New Orleans Meetings
Number of pages: 22 Posted: 23 Nov 2000
Working Paper Series
Capital Fund Management
Downloads 598
47.

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 affiliation not provided to SSRN
Downloads 2,497
48.

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 Simon Fraser University (SFU)
Downloads 2,695
49.

The Dynamics of Debtor-in-Possession Financing: Bankruptcy Resolution and the Role of Prior Lenders

AFA 2001 New Orleans
Number of pages: 39 Posted: 20 Nov 2000
Working Paper Series
Georgetown University - Department of Finance, New York University (NYU) - Department of Finance, Duke University - Fuqua School of Business and Kennesaw State University - Michael J. Coles College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 361
50.

Investment Banks and Public Debt Exchange Offers in Financial Distress

AFA 2001 New Orleans Meetings
Number of pages: 44 Posted: 07 Nov 2000
Working Paper Series
Northeastern University, D’Amore-McKim School of Business, Finance Area and Georgia State University - Department of Finance
Downloads 484