1.
Term Structure of Disagreement and Predictability Over the Business Cycle
Rotman School of Management Working Paper No. 2506673
Number of pages: 52
Posted: 19 Nov 2015
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Toronto - Rotman School of Management
Downloads
83
2.
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
Number of pages: 59
Posted: 19 Nov 2015
Working Paper Series
University of Liege - HEC Management School and HEC Liège
There are 2 versions of this paper
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
Number of pages: 59
Posted: 19 Nov 2015
Downloads
360
Downloads
360
3.
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
Posted: 19 Nov 2015
Working Paper Series
University of Liege - HEC Management School and HEC Liège
There are 2 versions of this paper
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
Number of pages: 59
Posted: 19 Nov 2015
Downloads
360
4.
Nominal Rigidities and Asset Pricing
Number of pages: 62
Posted: 28 Oct 2014
Working Paper Series
University of Chicago - Finance
There are 2 versions of this paper
Nominal Rigidities and Asset Pricing
Number of pages: 95
Posted: 12 Aug 2014
Last Revised: 10 May 2017
Downloads
174
Downloads
54
5.
Debt Financing, Survival, and Growth of Start-Up Firms
Journal of Corporate Finance, Forthcoming
Number of pages: 48
Posted: 09 Oct 2014
Last Revised: 26 Nov 2017
Accepted Paper Series
Florida Atlantic University and Brock University - Department of Finance, Operations & Information Systems
Downloads
483
6.
Limited Participation and International Risk Sharing: Does the Nominal Exchange Rate Matter?
Number of pages: 42
Posted: 08 Oct 2014
Last Revised: 10 Oct 2014
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics
Downloads
31
7.
The Equity-Like Behaviour of Sovereign Bonds
Number of pages: 48
Posted: 08 Oct 2014
Last Revised: 22 Mar 2016
Working Paper Series
ICMA Centre, Henley Business School, University of Reading, University of East Anglia (UEA) - Norwich Business School and ICMA Centre - Henley Business School, University of Reading
Downloads
124
8.
What is Special About Hedge Fund Activism? Evidence from 13-D Filings
Swedish House of Finance Research Paper No. 14-16
Number of pages: 54
Posted: 08 Oct 2014
Last Revised: 13 Nov 2014
Working Paper Series
Luxembourg School of Finance and VU University Amsterdam - Faculty of Economics and Business Administration
Downloads
272
9.
Time Varying Volatility and the Origins of Financial Crises
Number of pages: 62
Posted: 08 Oct 2014
Working Paper Series
Universidad Carlos III de Madrid
Downloads
51
10.
The Effect of Natural Disasters on Bank Failures
Number of pages: 25
Posted: 08 Oct 2014
Working Paper Series
Otto-von-Guericke-Universität Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads
155
11.
Learning About Target Firms and Pricing of Acquisitions
Number of pages: 61
Posted: 08 Oct 2014
Last Revised: 25 Oct 2014
Working Paper Series
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Texas Christian University - Neeley School of Business
Downloads
107
12.
Do Firms Need Liquidity? Can Policy Help? Evidence from a Temporary Lending Program
Number of pages: 53
Posted: 08 Oct 2014
Last Revised: 21 Nov 2018
Working Paper Series
Iowa State University - Department of Finance, Royal Institute of Technology (KTH) - Department of Industrial Economics and Management (INDEK) and Kungl Tekniska Hogskolan
There are 2 versions of this paper
Do Firms Need Liquidity? Can Policy Help? Evidence from a Temporary Lending Program
Number of pages: 53
Posted: 08 Oct 2014
Last Revised: 21 Nov 2018
Downloads
171
What If Firms Could Borrow More? Evidence from a Natural Experiment
CESifo Working Paper Series No. 5458
Number of pages: 40
Posted: 04 Aug 2015
Downloads
41
Downloads
171
13.
Price Discovery Through Options
Number of pages: 28
Posted: 08 Oct 2014
Working Paper Series
Ecole Polytechnique Federale de Lausanne
There are 2 versions of this paper
Price Discovery through Options
Swiss Finance Institute Research Paper No. 14-36
Number of pages: 27
Posted: 23 May 2014
Last Revised: 02 Jun 2014
Downloads
134
Downloads
62
14.
System-Wide Tail Comovements: A Bootstrap Test for Cojump Identification on the S&P 500, US Bonds and Exchange Rates
Number of pages: 44
Posted: 08 Oct 2014
Working Paper Series
Facultés Universitaires Notre-Dame de la Paix (FUNDP), University of Essex and Fordham University
Downloads
55
15.
Self-Fulfilling Fire Sales: Fragility of Collateralised Short-Term Debt Markets
INSEAD Working Paper No. 2015/37/FIN
Number of pages: 45
Posted: 08 Oct 2014
Last Revised: 13 May 2015
Working Paper Series
INSEAD - Finance
Downloads
366
16.
Institutional Investors and Stock Return Anomalies
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48
Posted: 08 Oct 2014
Last Revised: 27 May 2015
Accepted Paper Series
Virginia Tech, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
There are 2 versions of this paper
Institutional Investors and Stock Return Anomalies
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48
Posted: 08 Oct 2014
Last Revised: 27 May 2015
Downloads
1,021
Institutional Investors and Stock Return Anomalies
Number of pages: 54
Posted: 26 Nov 2013
Last Revised: 07 May 2014
Downloads
553
Downloads
1,021
17.
The Effect of Options on Information Acquisition and Asset Pricing
Number of pages: 47
Posted: 08 Oct 2014
Last Revised: 07 Nov 2014
Working Paper Series
The University of Hong Kong - School of Economics and Finance
There are 2 versions of this paper
The Effect of Options on Information Acquisition and Asset Pricing
Number of pages: 47
Posted: 08 Oct 2014
Last Revised: 07 Nov 2014
Downloads
121
The Effect of Options on Information Acquisition and Asset Pricing
Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 48
Posted: 29 Sep 2015
Downloads
87
Downloads
121
18.
Fiscal Austerity and the Informativeness of Credit Ratings
Number of pages: 40
Posted: 08 Oct 2014
Working Paper Series
European University Institute
Downloads
16
19.
Systemic Risk in Clearing Houses: Evidence from the European Repo Market
HEC Paris Research Paper No. FIN-2015-1112
Number of pages: 57
Posted: 08 Oct 2014
Last Revised: 09 Oct 2015
Working Paper Series
HEC Paris - Finance Department, HEC Paris - Finance Department, HEC Paris - Finance Department and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads
408
20.
Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices
Review of Financial Studies, 30 (1), 324-362, 2017.
Number of pages: 87
Posted: 08 Oct 2014
Last Revised: 14 Mar 2017
Accepted Paper Series
University of Mannheim and Erasmus University Rotterdam - Erasmus School of Economics
Downloads
503
21.
Dispersion in Options Investors' Expectations and Stock Return Predictability
Number of pages: 81
Posted: 06 Oct 2014
Last Revised: 18 Sep 2018
Working Paper Series
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
There are 2 versions of this paper
Dispersion in Options Investors' Expectations and Stock Return Predictability
Number of pages: 81
Posted: 17 Jan 2014
Last Revised: 18 Sep 2018
Downloads
957
Dispersion in Options Investors' Expectations and Stock Return Predictability
Number of pages: 81
Posted: 06 Oct 2014
Last Revised: 18 Sep 2018
Downloads
98
Downloads
98
22.
International Stochastic Discount Factors and Covariance Risk
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 58
Posted: 23 Sep 2014
Last Revised: 25 Mar 2017
Working Paper Series
University of Muenster - Finance Center Muenster, University of Bamberg and University of Bamberg
Downloads
133
23.
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Swiss Finance Institute Research Paper No. 14-55
Number of pages: 49
Posted: 06 Sep 2014
Last Revised: 10 Dec 2014
Working Paper Series
HEC Paris - Finance Department, University of Geneva - Geneva Finance Research Institute (GFRI), University of Tuebingen - Department of Managerial Accounting and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
There are 4 versions of this paper
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Swiss Finance Institute Research Paper No. 14-55
Number of pages: 49
Posted: 06 Sep 2014
Last Revised: 10 Dec 2014
Downloads
118
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks
CESifo Working Paper Series No. 4984
Number of pages: 52
Posted: 09 Oct 2014
Downloads
25
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks
NBER Working Paper No. w20468
Number of pages: 52
Posted: 08 Sep 2014
Last Revised: 19 Sep 2014
Downloads
7
Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks
CEPR Discussion Paper No. DP10217
Number of pages: 53
Posted: 17 Nov 2014
Downloads
1
Downloads
118
24.
Contagious Negative Sentiment and Corporate Policies: Evidence from Local Bankruptcy Filings
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 47
Posted: 04 Sep 2014
Working Paper Series
Cornell University, University of Miami - School of Business Administration and Australian National University
Downloads
182
25.
Harnessing media attention: Strategic press releases around earnings announcements
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 52
Posted: 29 Aug 2014
Last Revised: 31 Aug 2017
Working Paper Series
Australian National University (ANU) - School of Finance and Applied Statistics, Australian National University (ANU) and Australian National University (ANU) - College of Business and Economics
Downloads
177
26.
Social Screens and Systematic Boycott Risk
Number of pages: 77
Posted: 26 Aug 2014
Last Revised: 10 Apr 2015
Working Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and McMaster University - Michael G. DeGroote School of Business
Downloads
379
27.
Market-based Estimates of Implicit Government Guarantees in European Financial Institutions
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, European Financial Management, forthcoming
Number of pages: 48
Posted: 19 Aug 2014
Last Revised: 17 Jun 2017
Accepted Paper Series
ESCP Europe
There are 2 versions of this paper
Market-based Estimates of Implicit Government Guarantees in European Financial Institutions
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, European Financial Management, forthcoming
Number of pages: 48
Posted: 19 Aug 2014
Last Revised: 17 Jun 2017
Downloads
115
Market‐Based Estimates of Implicit Government Guarantees in European Financial Institutions
European Financial Management, Vol. 24, Issue 1, pp. 79-112, 2018
Number of pages: 34
Posted: 19 Jan 2018
Downloads
3
Downloads
115
28.
Nominal Rigidities and Asset Pricing
Number of pages: 95
Posted: 12 Aug 2014
Last Revised: 10 May 2017
Working Paper Series
University of Chicago - Finance
There are 2 versions of this paper
Nominal Rigidities and Asset Pricing
Number of pages: 95
Posted: 12 Aug 2014
Last Revised: 10 May 2017
Downloads
174
Downloads
174
29.
Crowdfunding Models: Keep-It-All vs. All-Or-Nothing
Number of pages: 41
Posted: 11 Jun 2014
Last Revised: 13 Jan 2017
Working Paper Series
Florida Atlantic University, Université Lumière Lyon 2 and SKEMA Business School
Downloads
3,357
30.
Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
Journal of Financial Economics, Forthcoming
Number of pages: 34
Posted: 06 Jun 2014
Last Revised: 19 Mar 2016
Accepted Paper Series
McGill University - Desautels Faculty of Management and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
Journal of Financial Economics, Forthcoming
Number of pages: 34
Posted: 06 Jun 2014
Last Revised: 19 Mar 2016
Downloads
231
Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
BIS Working Paper No. 521
Number of pages: 48
Posted: 15 Oct 2015
Downloads
67
Downloads
231
31.
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946
Journal of Financial Economics (JFE), Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 52
Posted: 29 May 2014
Last Revised: 14 Nov 2018
Accepted Paper Series
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
There are 2 versions of this paper
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946
Journal of Financial Economics (JFE), Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 52
Posted: 29 May 2014
Last Revised: 14 Nov 2018
Downloads
369
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946
NBER Working Paper No. w20199
Number of pages: 49
Posted: 11 Jun 2014
Downloads
11
Downloads
369
32.
Financial Repression in the European Sovereign Debt Crisis
Swedish House of Finance Research Paper No. 14-13, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Review of Finance, Forthcoming
Number of pages: 41
Posted: 27 Apr 2014
Last Revised: 15 Feb 2018
Accepted Paper Series
Stockholm School of Economics and Harvard University
There are 2 versions of this paper
Financial Repression in the European Sovereign Debt Crisis
Swedish House of Finance Research Paper No. 14-13, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Review of Finance, Forthcoming
Number of pages: 41
Posted: 27 Apr 2014
Last Revised: 15 Feb 2018
Downloads
1,256
Financial Repression in the European Sovereign Debt Crisis
CEPR Discussion Paper No. DP12185
Number of pages: 52
Posted: 04 Aug 2017
Downloads
2
Downloads
1,256
33.
Heterogeneous Beliefs about Rare Event Risk in the Lucas Orchard
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Saïd Business School WP 2014-5,
Number of pages: 59
Posted: 23 Apr 2014
Last Revised: 18 Feb 2017
Working Paper Series
University of Oxford - Said Business School
Downloads
175
34.
Who Are the Value and Growth Investors?
Journal of Finance, Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, HEC Paris Research Paper No. FIN-2014-1043
Number of pages: 76
Posted: 21 Apr 2014
Last Revised: 15 Mar 2016
Accepted Paper Series
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and Stockholm School of Economics - Department of Finance
Downloads
721
35.
Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios
Management Science, Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 62
Posted: 29 Mar 2014
Last Revised: 28 Mar 2017
Accepted Paper Series
Catholic University of Eichstaett-Ingolstadt and Catholic University of Eichstaett-Ingolstadt
Downloads
213
36.
Call for Papers: Paris December 2014 Finance Meeting Eurofidai - Affi
Number of pages: 1
Posted: 28 Mar 2014
Working Paper Series
Paris December Finance Meeting
Downloads
59
37.
Staying at Zero with Affine Processes: An Application to Term-Structure Modelling
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 44
Posted: 15 Mar 2014
Last Revised: 24 Aug 2016
Working Paper Series
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Banque de France - Economics and Finance Research Center, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and McGill University - Desautels Faculty of Management
There are 2 versions of this paper
Staying at Zero with Affine Processes: An Application to Term-Structure Modelling
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 44
Posted: 15 Mar 2014
Last Revised: 24 Aug 2016
Downloads
411
Staying at Zero with Affine Processes: An Application to Term Structure Modelling
Banque de France Working Paper No. 558
Number of pages: 45
Posted: 13 Jun 2015
Downloads
28
Downloads
411
38.
The Real Costs of Corporate Credit Ratings
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 56
Posted: 04 Mar 2014
Last Revised: 11 Aug 2015
Working Paper Series
Washington University in St. Louis - John M. Olin Business School
Downloads
826
39.
Data Abundance and Asset Price Informativeness
HEC Paris Research Paper No. FIN-2014-1036, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 63
Posted: 21 Feb 2014
Last Revised: 30 Aug 2017
Working Paper Series
Université Paris Dauphine - Department of Finance and HEC Paris - Finance Department
There are 2 versions of this paper
Data Abundance and Asset Price Informativeness
HEC Paris Research Paper No. FIN-2014-1036, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 63
Posted: 21 Feb 2014
Last Revised: 30 Aug 2017
Downloads
779
Data Abundance and Asset Price Informativeness
Number of pages: 54
Posted: 17 Oct 2014
Last Revised: 26 Mar 2017
Downloads
211
Downloads
779
40.
Are Female Top Managers Really Paid Less?
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 403/2014, CentER Discussion Paper Series No. 2014-004, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 56
Posted: 15 Jan 2014
Last Revised: 26 Sep 2014
Working Paper Series
EMLYON Business School and Tilburg University - Department of Finance
Downloads
399
41.
CDS Spreads in the Aftermath of Central Clearing
Posted: 12 Nov 2013
Last Revised: 27 Feb 2017
Working Paper Series
Independent
42.
Contingent Capital Trigger Effects: Evidence from Liability Management Exercises
HEC Paris Research Paper No. FIN-2013-1014, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 48
Posted: 29 Oct 2013
Last Revised: 16 Jan 2018
Working Paper Series
Harvard Business School - Finance Unit
Downloads
151
43.
Do Stock Returns Really Decrease with Default Risk? New International Evidence
Management Science, Forthcoming
Number of pages: 77
Posted: 22 Aug 2013
Last Revised: 06 Nov 2016
Accepted Paper Series
Alliance Manchester Business School, University of Liverpool (UK) and University of Manchester - Manchester Business School
Downloads
350
44.
Dynamic Dependence and Diversification in Corporate Credit
Rotman School of Management Working Paper No. 2314027, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 47
Posted: 22 Aug 2013
Last Revised: 07 Jul 2016
Working Paper Series
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business, Central Bank of Luxembourg and HEC Paris - Finance Department
Downloads
478
45.
Debt Heterogeneity and Covenants
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, HEC Paris Research Paper No. FIN-2014-1033, Singapore Management University School of Accountancy Research Series Vol. 6, No. 3 Paper No 2018-83
Number of pages: 66
Posted: 25 Jul 2013
Last Revised: 13 Dec 2018
Working Paper Series
Singapore Management University - School of Accountancy and Singapore Management University - Lee Kong Chian School of Business
Downloads
352
46.
The Impact of Arbitrage on Market Liquidity
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 103
Posted: 20 Jul 2013
Last Revised: 14 Oct 2018
Working Paper Series
State University of New York at Buffalo - School of Management
Downloads
291
47.
Performance-Vesting Provisions in Executive Compensation
Journal of Accounting & Economics (JAE), Vol. 66, 2018
Number of pages: 66
Posted: 04 Jul 2013
Last Revised: 19 Oct 2018
Accepted Paper Series
Arizona State University (ASU) - Finance Department, Texas Christian University, University of Utah - Department of Finance and Texas Christian University - M.J. Neeley School of Business
Downloads
1,306
48.
Do Markets Anticipate Changes in Risk after Major Corporate Events? Evidence from SEOs
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 37
Posted: 09 Apr 2013
Last Revised: 26 Sep 2014
Working Paper Series
Florida Atlantic University, WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and Concordia University
Downloads
111
49.
Financial Transaction Taxes, Market Composition, and Liquidity
Journal of Finance, Forthcoming
Number of pages: 94
Posted: 12 Feb 2013
Last Revised: 01 Nov 2016
Accepted Paper Series
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
There are 2 versions of this paper
Financial Transaction Taxes, Market Composition, and Liquidity
Journal of Finance, Forthcoming
Number of pages: 94
Posted: 12 Feb 2013
Last Revised: 01 Nov 2016
Downloads
875
Financial Transaction Taxes, Market Composition, and Liquidity
ECB Working Paper No. 2030
Number of pages: 98
Posted: 07 Mar 2017
Downloads
64
Downloads
875
50.
Pricing and Hedging Contingent Claims Using Variance and Higher-Order Moment Swaps
Quantitative Finance 47(4), 2017, p. 531-550
Number of pages: 40
Posted: 19 Dec 2012
Last Revised: 07 Jun 2017
Accepted Paper Series
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Economics
Downloads
107
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