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Paris December 2014 Finance Meeting EUROFIDAI - AFFI (Archive)
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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 |
Term Structure of Disagreement and Predictability Over the Business CycleRotman School of Management Working Paper No. 2506673 Julien Cujean and Michael Hasler Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Toronto - Rotman School of Management Date Posted: November 19, 2015 Working Paper Series 71 downloads
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM RevisitedMarie Lambert and Georges Hubner University of Liege - HEC Management School and HEC Management School - University of Liège Date Posted: November 19, 2015 Working Paper Series 303 downloads Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited Marie Lambert and Georges Hubner University of Liege - HEC Management School and HEC Management School - University of Liège Date Posted: November 19, 2015 Working Paper Series
Nominal Rigidities and Asset PricingMichael Weber University of Chicago - Finance Date Posted: October 28, 2014 Working Paper Series 48 downloads
Debt Financing, Survival, and Growth of Start-Up FirmsRebel A. Cole and Tatyana Sokolyk College of Business--Florida Atlantic University and Brock University - Department of Finance, Operations & Information Systems Date Posted: October 09, 2014 Last Revised: March 13, 2017 Working Paper Series 334 downloads
Limited Participation and International Risk Sharing: Does the Nominal Exchange Rate Matter?Xuedong Wang Erasmus University Rotterdam (EUR) - Erasmus School of Economics Date Posted: October 08, 2014 Last Revised: October 10, 2014 Working Paper Series 27 downloads
The Equity-Like Behaviour of Sovereign BondsAlfonso Dufour, Andrei Tudor Stancu and Simone Varotto 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 Date Posted: October 08, 2014 Last Revised: March 22, 2016 Working Paper Series 109 downloads
What is Special About Hedge Fund Activism? Evidence from 13-D FilingsSwedish House of Finance Research Paper No. 14-16 Ulf von Lilienfeld-Toal and Jan Schnitzler Luxembourg School of Finance and VU University Amsterdam - Faculty of Economics and Business Administration Date Posted: October 08, 2014 Last Revised: November 13, 2014 Working Paper Series 219 downloads
Time Varying Volatility and the Origins of Financial CrisesOmar Rachedi Universidad Carlos III de Madrid Date Posted: October 08, 2014 Working Paper Series 42 downloads
The Effect of Natural Disasters on Bank FailuresFelix Noth and Ulrich Schüwer Otto-von-Guericke University and University of Bonn Date Posted: October 08, 2014 Working Paper Series 101 downloads
Learning About Target Firms and Pricing of AcquisitionsJan Jindra and Thomas Moeller U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Texas Christian University - Neeley School of Business Date Posted: October 08, 2014 Last Revised: October 25, 2014 Working Paper Series 94 downloads
Can Policy Mitigate Liquidity Constraints? Evidence from a Temporary Lending ProgramJames R. Brown, Gustav Martinsson and Christian Thomann Iowa State University - Department of Finance, Royal Institute of Technology (KTH) - Department of Industrial Economics and Management (INDEK) and Kungl Tekniska Hogskolan Date Posted: October 08, 2014 Last Revised: November 13, 2016 Working Paper Series 143 downloads
Price Discovery Through OptionsSemyon Malamud Ecole Polytechnique Federale de Lausanne Date Posted: October 08, 2014 Working Paper Series 58 downloads
System-Wide Tail Comovements: A Bootstrap Test for Cojump Identification on the S&P 500, US Bonds and Exchange RatesJean-Yves Gnabo, Liudmyla Hvozdyk and Jérôme Lahaye Facultés Universitaires Notre-Dame de la Paix (FUNDP), University of Essex and Fordham University Date Posted: October 08, 2014 Working Paper Series 49 downloads
Self-Fulfilling Fire Sales: Fragility of Collateralised Short-Term Debt MarketsINSEAD Working Paper No. 2015/37/FIN John Chi-Fong Kuong INSEAD - Finance Date Posted: October 08, 2014 Last Revised: May 13, 2015 Working Paper Series 323 downloads
Institutional Investors and Stock Return AnomaliesJournal of Financial Economics (JFE), Forthcoming Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec 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 Date Posted: October 08, 2014 Last Revised: May 27, 2015 Accepted Paper Series 851 downloads
The Effect of Options on Information Acquisition and Asset PricingShiyang Huang The University of Hong Kong - School of Economics and Finance Date Posted: October 08, 2014 Last Revised: November 07, 2014 Working Paper Series 107 downloads
Fiscal Austerity and the Informativeness of Credit RatingsAnna Gibert European University Institute Date Posted: October 08, 2014 Working Paper Series 15 downloads
Systemic Risk in Clearing Houses: Evidence from the European Repo MarketHEC Paris Research Paper No. FIN-2015-1112 Charles Boissel, François Derrien, Evren Ors and David Thesmar HEC Paris - Finance Department, HEC Paris - Finance Department, HEC Paris - Finance Department and MIT Sloan Date Posted: October 08, 2014 Last Revised: October 09, 2015 Working Paper Series 194 downloads
Actual Share Repurchases, Price Efficiency, and the Information Content of Stock PricesReview of Financial Studies, 30 (1), 324-362, 2017. Pascal Busch and Stefan Obernberger University of Mannheim and Erasmus University Rotterdam - Erasmus School of Economics Date Posted: October 08, 2014 Last Revised: March 14, 2017 Accepted Paper Series 370 downloads
Dispersion in Options Investors' Expectations and Stock Return PredictabilityPanayiotis C. Andreou, Anastasios Kagkadis, Paulo F. Maio and Dennis Philip 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 Date Posted: October 06, 2014 Last Revised: June 12, 2017 Working Paper Series 79 downloads
International Stochastic Discount Factors and Covariance RiskParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper Nicole Branger, Michael Herold and Matthias Muck University of Muenster - Finance Center Muenster, University of Bamberg and University of Bamberg Date Posted: September 23, 2014 Last Revised: March 25, 2017 Working Paper Series 118 downloads
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss BanksParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Swiss Finance Institute Research Paper No. 14-55 Matthias Efing, Harald Hau, Patrick Kampkötter and Johannes Steinbrecher 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 Date Posted: September 06, 2014 Last Revised: December 10, 2014 Working Paper Series 109 downloads
Contagious Negative Sentiment and Corporate Policies: Evidence from Local Bankruptcy FilingsParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper Jawad M. Addoum, Alok Kumar and Nhan Le Cornell University, University of Miami - School of Business Administration and Australian National University Date Posted: September 04, 2014 Working Paper Series 147 downloads
Harnessing Media Attention: Strategic Corporate Press Releases and Media Coverage Around Earnings AnnouncementsParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper Wai-Man (Raymond) Liu, Phong T. H. Ngo and Qiaoqiao Zhu School of Finance, Actuarial Studies & Statistics, Australian National University, Australian National University (ANU) and Australian National University (ANU) - College of Business and Economics Date Posted: August 29, 2014 Last Revised: October 31, 2014 Working Paper Series 147 downloads
Social Screens and Systematic Boycott RiskH. Arthur Luo and Ronald J. Balvers Government of the United States of America - Office of the Comptroller of the Currency (OCC) and McMaster University - Michael G. DeGroote School of Business Date Posted: August 26, 2014 Last Revised: April 10, 2015 Working Paper Series 218 downloads
Market-based Estimates of Implicit Government Guarantees in European Financial InstitutionsParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper, European Financial Management, forthcoming Lei Zhao ESCP Europe Date Posted: August 19, 2014 Last Revised: June 17, 2017 Accepted Paper Series 94 downloads
Nominal Rigidities and Asset PricingMichael Weber University of Chicago - Finance Date Posted: August 12, 2014 Last Revised: May 10, 2017 Working Paper Series 106 downloads
Crowdfunding Models: Keep-It-All vs. All-Or-NothingDouglas J. Cumming, Gaël Leboeuf and Armin Schwienbacher York University - Schulich School of Business, Univ. Lille, SKEMA Business School, EA4112 - LSMRC and SKEMA Business School Date Posted: June 11, 2014 Last Revised: January 13, 2017 Working Paper Series 2297 downloads
Does Variance Risk Have Two Prices? Evidence from the Equity and Option MarketsJournal of Financial Economics, Forthcoming Laurent Barras and Aytek Malkhozov McGill University - Desautels Faculty of Management and Board of Governors of the Federal Reserve System Date Posted: June 06, 2014 Last Revised: March 19, 2016 Accepted Paper Series 200 downloads
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper David Le Bris, William N. Goetzmann and Sebastien Pouget Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics Date Posted: May 29, 2014 Last Revised: February 12, 2016 Working Paper Series 309 downloads
Financial Repression in the European Sovereign Debt CrisisSwedish House of Finance Research Paper No. 14-13, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper Bo Becker and Victoria Ivashina Stockholm School of Economics and Harvard University Date Posted: April 27, 2014 Last Revised: September 26, 2014 Working Paper Series 1009 downloads
Heterogeneous Beliefs about Rare Event Risk in the Lucas OrchardParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Saïd Business School WP 2014-5, Ilaria Piatti University of Oxford - Said Business School Date Posted: April 23, 2014 Last Revised: February 18, 2017 Working Paper Series 140 downloads
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 Sebastien Betermier, Laurent E. Calvet and Paolo Sodini McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and Stockholm School of Economics - Department of Finance Date Posted: April 21, 2014 Last Revised: March 15, 2016 Accepted Paper Series 613 downloads
Are Professional Investment Managers Skilled? Evidence from Syndicated Loan PortfoliosManagement Science, Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper Roberto Liebscher and Thomas Mählmann Catholic University of Eichstaett-Ingolstadt and Catholic University of Eichstaett-Ingolstadt Date Posted: March 29, 2014 Last Revised: March 28, 2017 Accepted Paper Series 170 downloads
Call for Papers: Paris December 2014 Finance Meeting Eurofidai - AffiLaura Barus Paris December Finance Meeting Date Posted: March 28, 2014 Working Paper Series 54 downloads
Staying at Zero with Affine Processes: An Application to Term-Structure ModellingParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet 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 New York University (NYU) - Leonard N. Stern School of Business, Volatility Institute Date Posted: March 15, 2014 Last Revised: August 24, 2016 Working Paper Series 364 downloads
The Real Costs of Corporate Credit RatingsParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper Taylor A. Begley Washington University in St. Louis - John M. Olin Business School Date Posted: March 04, 2014 Last Revised: August 11, 2015 Working Paper Series 663 downloads
Data Abundance and Asset Price InformativenessHEC Paris Research Paper No. FIN-2014-1036, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper Jérôme Dugast and Thierry Foucault Luxembourg School of Finance and HEC Paris - Finance Department Date Posted: February 21, 2014 Last Revised: March 26, 2017 Working Paper Series 486 downloads
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 Philipp Geiler and Luc Renneboog EMLYON Business School and Tilburg University - Department of Finance Date Posted: January 15, 2014 Last Revised: September 26, 2014 Working Paper Series 337 downloads CDS Spreads in the Aftermath of Central Clearing Orcun Kaya Goethe University Frankfurt Date Posted: November 12, 2013 Last Revised: February 27, 2017 Working Paper Series
Call Me Maybe? The Effects of Exercising Contingent CapitalHEC Paris Research Paper No. FIN-2013-1014, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper Boris Vallee Harvard Business School - Finance Unit Date Posted: October 29, 2013 Last Revised: September 26, 2014 Working Paper Series 119 downloads
Do Stock Returns Really Decrease with Default Risk? New International EvidenceManagement Science, Forthcoming Kevin Aretz, Chris Florackis and Alexandros Kostakis Manchester Business School, University of Liverpool (UK) and University of Manchester - Manchester Business School Date Posted: August 22, 2013 Last Revised: November 06, 2016 Accepted Paper Series 318 downloads
Dynamic Dependence and Diversification in Corporate CreditRotman School of Management Working Paper No. 2314027, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper Peter Christoffersen, Kris Jacobs, Xisong Jin and Hugues Langlois University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business, Central Bank of Luxembourg and HEC Paris Date Posted: August 22, 2013 Last Revised: July 07, 2016 Working Paper Series 406 downloads
Debt Heterogeneity and CovenantsParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper, HEC Paris Research Paper No. FIN-2014-1033 Yun Lou and Clemens A. Otto HEC Paris - Accounting and Management Control Department and HEC Paris - Finance Department Date Posted: July 25, 2013 Last Revised: September 30, 2016 Working Paper Series 196 downloads
The Impact of Arbitrage on Market LiquidityParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper Dominik Rösch State University of New York at Buffalo - School of Management Date Posted: July 20, 2013 Last Revised: May 23, 2017 Working Paper Series 239 downloads
Performance-Vesting Provisions in Executive CompensationJ. Carr Bettis, John M. Bizjak, Jeffrey L. Coles and Swaminathan L. Kalpathy 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 Date Posted: July 04, 2013 Last Revised: September 20, 2016 Working Paper Series 870 downloads
Do Markets Anticipate Changes in Risk after Major Corporate Events? Evidence from SEOsParis December 2014 Finance Meeting EUROFIDAI - AFFI Paper Douglas J. Cumming, Lutz Johanning, Umut Ordu and Denis Schweizer York University - Schulich School of Business, WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and Concordia University Date Posted: April 09, 2013 Last Revised: September 26, 2014 Working Paper Series 107 downloads
Financial Transaction Taxes, Market Composition, and LiquidityJournal of Finance, Forthcoming Jean-Edouard Colliard and Peter Hoffmann HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research Date Posted: February 12, 2013 Last Revised: November 01, 2016 Accepted Paper Series 778 downloads
Pricing and Hedging Contingent Claims Using Variance and Higher-Order Moment SwapsQuantitative Finance 47(4), 2017, p. 531-550 Leonidas Rompolis and Elias Tzavalis Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Economics Date Posted: December 19, 2012 Last Revised: June 07, 2017 Accepted Paper Series 96 downloads |
