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Paris December 2014 Finance Meeting EUROFIDAI - AFFI (Archive)

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Logo 12th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 18, 2014

For more information on this conference,
please visit:
https://www.eurofidai.org/en/december_2014.html
Deadline Call for Papers: June 4, 2014
Call for Papers
16,641 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
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Viewing: 1 - 50 of 53 papers

1.

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
York University - Schulich School of Business, Univ. Lille, SKEMA Business School, EA4112 - LSMRC and SKEMA Business School
Downloads 2,499
2.

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
Number of pages: 41 Posted: 27 Apr 2014 Last Revised: 26 Sep 2014
Working Paper Series
Stockholm School of Economics and Harvard University

Multiple version iconThere are 2 versions of this paper

Downloads 1,094
3.

Performance-Vesting Provisions in Executive Compensation

Number of pages: 63 Posted: 04 Jul 2013 Last Revised: 20 Sep 2016
Working Paper Series
Arizona State University (ASU) - Finance Department, Texas Christian University, David Eccles School of Business, University of Utah and Texas Christian University - M.J. Neeley School of Business
Downloads 1,030
4.

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
University of California, Davis - Graduate School of Management, University of South Carolina - Moore School of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 897
5.

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

Multiple version iconThere are 2 versions of this paper

Downloads 812
6.

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 724
7.

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 652
8.

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
Luxembourg School of Finance and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 590
9.

Competition among Portfolio Managers and Asset Specialization

Number of pages: 44 Posted: 04 Mar 2010 Last Revised: 09 Aug 2017
Working Paper Series
London Business School and ICEF, Higher School of Economics
Downloads 487
10.

Are Leveraged and Inverse ETFs the New Portfolio Insurers?

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 51 Posted: 19 Dec 2012 Last Revised: 26 Sep 2014
Working Paper Series
Federal Reserve Board

Multiple version iconThere are 2 versions of this paper

Downloads 450
11.

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
Downloads 440
12.

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 413
13.

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
College of Business--Florida Atlantic University and Brock University - Department of Finance, Operations & Information Systems
Downloads 393
14.

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

Multiple version iconThere are 2 versions of this paper

Downloads 392
15.

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 370
16.

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 351
17.

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 342
18.

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
Manchester Business School, University of Liverpool (UK) and University of Manchester - Manchester Business School
Downloads 331
19.

Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 52 Posted: 29 May 2014 Last Revised: 12 Feb 2016
Working Paper Series
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 325
20.

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 Management School - University of Liège

Multiple version iconThere are 2 versions of this paper

Downloads 315
21.

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 281
22.

The Impact of Arbitrage on Market Liquidity

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 73 Posted: 20 Jul 2013 Last Revised: 23 May 2017
Working Paper Series
State University of New York at Buffalo - School of Management
Downloads 244
23.

Debt Heterogeneity and Covenants

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, HEC Paris Research Paper No. FIN-2014-1033
Number of pages: 62 Posted: 25 Jul 2013 Last Revised: 03 Aug 2017
Working Paper Series
Singapore Management University and Singapore Management University
Downloads 240
24.

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 238
25.

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

Multiple version iconThere are 2 versions of this paper

Downloads 210
26.

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 184
27.

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 159
28.

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
School of Finance, Actuarial Studies & Statistics, Australian National University, Australian National University (ANU) and Australian National University (ANU) - College of Business and Economics
Downloads 155
29.

Can Policy Mitigate Liquidity Constraints? Evidence from a Temporary Lending Program

Number of pages: 37 Posted: 08 Oct 2014 Last Revised: 13 Nov 2016
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

Multiple version iconThere are 2 versions of this paper

Downloads 153
30.

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 148
31.

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

Multiple version iconThere are 2 versions of this paper

Downloads 133
32.

Call Me Maybe? The Effects of Exercising Contingent Capital

HEC Paris Research Paper No. FIN-2013-1014, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 46 Posted: 29 Oct 2013 Last Revised: 26 Sep 2014
Working Paper Series
Harvard Business School - Finance Unit
Downloads 130
33.

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 124
34.

The Effect of Natural Disasters on Bank Failures

Number of pages: 25 Posted: 08 Oct 2014
Working Paper Series
University of Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads 123
35.

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 116
36.

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

Multiple version iconThere are 2 versions of this paper

Downloads 110
37.

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, University of Cologne - Department of Business Administration and Human Resource Management and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute

Multiple version iconThere are 4 versions of this paper

Downloads 109
38.

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
York University - Schulich School of Business, WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and Concordia University
Downloads 108
39.

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 100
40.

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 100
41.

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
Downloads 99
42.

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 86 Posted: 06 Oct 2014 Last Revised: 12 Jun 2017
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 Business School

Multiple version iconThere are 2 versions of this paper

Downloads 83
43.

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 78
44.

Price Discovery Through Options

Number of pages: 28 Posted: 08 Oct 2014
Working Paper Series
Ecole Polytechnique Federale de Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 58
45.

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 55
46.

Nominal Rigidities and Asset Pricing

Number of pages: 62 Posted: 28 Oct 2014
Working Paper Series
University of Chicago - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 50
47.

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 50
48.

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 45
49.

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 27
50.

Fiscal Austerity and the Informativeness of Credit Ratings

Number of pages: 40 Posted: 08 Oct 2014
Working Paper Series
European University Institute
Downloads 15