Viewing: 1 - 50 of 50 papers
1.
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 Liège - HEC Liège 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
460
Downloads
460
2.
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
Posted: 19 Nov 2015
Working Paper Series
University of Liège - HEC Liège 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
460
3.
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
301
Downloads
130
4.
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
560
5.
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
35
6.
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
136
7.
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: 21 Feb 2019
Working Paper Series
Luxembourg School of Finance and Grenoble Ecole de Management
Downloads
347
8.
Time Varying Volatility and the Origins of Financial Crises
Number of pages: 62
Posted: 08 Oct 2014
Working Paper Series
ESADE Business School
Downloads
56
9.
The Effect of Natural Disasters on Bank Failures
Number of pages: 25
Posted: 08 Oct 2014
Working Paper Series
Halle Institute for Economic ResearchOtto-von-Guericke-Universität Magdeburg and Goethe University Frankfurt - Department of Finance
Downloads
217
10.
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
144
11.
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
148
Downloads
77
12.
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
University of Namur, University of Essex and Fordham University
Downloads
60
13.
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
411
14.
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
1,250
Institutional Investors and Stock Return Anomalies
Number of pages: 54
Posted: 26 Nov 2013
Last Revised: 07 May 2014
Downloads
592
Downloads
1,250
15.
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 - Faculty of Business and Economics
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
151
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
99
Downloads
151
16.
Fiscal Austerity and the Informativeness of Credit Ratings
Number of pages: 40
Posted: 08 Oct 2014
Working Paper Series
European University Institute
Downloads
18
17.
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) - Sloan School of Management
There are 2 versions of this paper
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
Downloads
452
Systemic Risk in Clearing Houses: Evidence from the European Repo Market
ESRB: Working Paper Series No. 2016/10
Number of pages: 67
Posted: 05 Nov 2020
Downloads
32
Downloads
452
18.
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
819
19.
International Stochastic Discount Factors and Covariance Risk
Journal of Banking and Finance, Volume 123, February 2021, 106018
Posted: 23 Sep 2014
Last Revised: 29 Apr 2022
Accepted Paper Series
University of Muenster - Finance Center Muenster, University of Bamberg and University of Bamberg
20.
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
133
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
33
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: 27 Feb 2022
Downloads
10
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
2
Downloads
133
21.
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 SC Johnson College of Business, University of Miami - Miami Herbert Business School and Australian National University
Downloads
230
22.
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, Australian National University (ANU) and Australian National University (ANU) - College of Business and Economics
Downloads
223
23.
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
491
24.
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 Business School
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
129
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
129
25.
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
301
Downloads
301
26.
Crowdfunding Models: Keep-It-All vs. All-Or-Nothing
Forthcoming, Financial Management
Number of pages: 46
Posted: 11 Jun 2014
Last Revised: 23 Dec 2019
Accepted Paper Series
Florida Atlantic University, CERGAM - Aix-Marseille University and SKEMA Business School
Downloads
4,286
27.
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
249
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
88
Downloads
249
28.
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
422
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
Last Revised: 12 Mar 2022
Downloads
23
Downloads
422
29.
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
1,413
Financial Repression in the European Sovereign Debt Crisis
CEPR Discussion Paper No. DP12185
Number of pages: 52
Posted: 04 Aug 2017
Downloads
2
Downloads
1,413
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
Queen Mary University of London - School of Economics and Finance
Downloads
221
31.
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
882
32.
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
277
33.
Call for Papers: Paris December 2014 Finance Meeting Eurofidai - Affi
Number of pages: 1
Posted: 28 Mar 2014
Working Paper Series
University of Angers - European Financial Data Institute (EUROFIDAI)Paris December Finance Meeting
Downloads
62
34.
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
451
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
34
Downloads
451
35.
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
969
36.
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, PSL Research University 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
944
Data Abundance and Asset Price Informativeness
Number of pages: 54
Posted: 17 Oct 2014
Last Revised: 26 Mar 2017
Downloads
248
Downloads
944
37.
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
583
38.
CDS Spreads in the Aftermath of Central Clearing
Posted: 12 Nov 2013
Last Revised: 27 Feb 2017
Working Paper Series
ZHAW School of Management and Law
39.
Contingent Capital Trigger Effects: Evidence from Liability Management Exercises
HEC Paris Research Paper No. FIN-2013-1014
Number of pages: 35
Posted: 29 Oct 2013
Last Revised: 18 Jul 2019
Working Paper Series
Harvard Business School - Finance Unit
Downloads
181
40.
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 Liverpool Management School
Downloads
400
41.
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, Universite du Luxembourg - Luxembourg School of Finance and HEC Paris - Finance Department
Downloads
539
42.
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
444
43.
The Impact of Arbitrage on Market Liquidity
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 108
Posted: 20 Jul 2013
Last Revised: 08 Oct 2020
Accepted Paper Series
State University of New York at Buffalo - School of Management
Downloads
522
44.
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
1,541
45.
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
126
46.
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)
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
946
Financial Transaction Taxes, Market Composition, and Liquidity
ECB Working Paper No. 2030
Number of pages: 98
Posted: 07 Mar 2017
Downloads
94
Downloads
946
47.
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
122
48.
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
Board of Governors of the Federal Reserve System
There are 2 versions of this paper
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
Downloads
592
Are Leveraged and Inverse ETFs the New Portfolio Insurers?
FEDS Working Paper No. 2013-48
Number of pages: 43
Posted: 16 Oct 2013
Downloads
165
Downloads
592
49.
Managerial Confidence and Initial Public Offerings
Journal of Corporate Finance, Vol. 37, 2016, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 44
Posted: 15 Mar 2012
Last Revised: 24 Oct 2020
Accepted Paper Series
Miami University and University of Cincinnati - Department of Finance - Real Estate
Downloads
43
50.
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 HSE University, International College of Economics and Finance (ICEF)
Downloads
667
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