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Paris December 2014 Finance Meeting EUROFIDAI - AFFI (Archive)
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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
Showing Papers 1 - 50 of 53
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Incl. Electronic Paper Term Structure of Disagreement and Predictability Over the Business Cycle
Rotman 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

Incl. Electronic Paper 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
299 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

Incl. Electronic Paper Nominal Rigidities and Asset Pricing
Michael Weber
University of Chicago - Finance
Date Posted: October 28, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper Debt Financing, Survival, and Growth of Start-Up Firms
Rebel 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
328 downloads

Incl. Electronic Paper 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
26 downloads

Incl. Electronic Paper The Equity-Like Behaviour of Sovereign Bonds
Alfonso 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
107 downloads

Incl. Electronic Paper What is Special About Hedge Fund Activism? Evidence from 13-D Filings
Swedish 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
214 downloads

Incl. Electronic Paper Time Varying Volatility and the Origins of Financial Crises
Omar Rachedi
Universidad Carlos III de Madrid
Date Posted: October 08, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper The Effect of Natural Disasters on Bank Failures
Felix Noth and Ulrich Schüwer
Otto-von-Guericke University and University of Bonn
Date Posted: October 08, 2014
Working Paper Series
95 downloads

Incl. Electronic Paper Learning About Target Firms and Pricing of Acquisitions
Jan 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
92 downloads

Incl. Electronic Paper Can Policy Mitigate Liquidity Constraints? Evidence from a Temporary Lending Program
James R. Brown, Gustav Martinsson and Christian Thomann
Iowa State University - Department of Finance, Institute for Financial Research (SIFR) and Kungl Tekniska Hogskolan
Date Posted: October 08, 2014
Last Revised: November 13, 2016
Working Paper Series
139 downloads

Incl. Electronic Paper Price Discovery Through Options
Semyon Malamud
Ecole Polytechnique Federale de Lausanne
Date Posted: October 08, 2014
Working Paper Series
56 downloads

Incl. Electronic Paper System-Wide Tail Comovements: A Bootstrap Test for Cojump Identification on the S&P 500, US Bonds and Exchange Rates
Jean-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
47 downloads

Incl. Electronic Paper Self-Fulfilling Fire Sales: Fragility of Collateralised Short-Term Debt Markets
INSEAD 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
305 downloads

Incl. Electronic Paper Institutional Investors and Stock Return Anomalies
Journal 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
833 downloads

Incl. Electronic Paper The Effect of Options on Information Acquisition and Asset Pricing
Shiyang 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

Incl. Electronic Paper Fiscal Austerity and the Informativeness of Credit Ratings
Anna Gibert
European University Institute
Date Posted: October 08, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Systemic Risk in Clearing Houses: Evidence from the European Repo Market
HEC 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
185 downloads

Incl. Electronic Paper Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices
Review 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
358 downloads

Incl. Electronic Paper Dispersion in Options Investors' Expectations and Stock Return Predictability
Panayiotis 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: July 08, 2016
Working Paper Series
76 downloads

Incl. Electronic Paper International Stochastic Discount Factors and Covariance Risk
Paris 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
117 downloads

Incl. Electronic 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
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

Incl. Electronic Paper Contagious Negative Sentiment and Corporate Policies: Evidence from Local Bankruptcy Filings
Paris 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
143 downloads

Incl. Electronic Paper Harnessing Media Attention: Strategic Corporate Press Releases and Media Coverage Around Earnings Announcements
Paris 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
146 downloads

Incl. Electronic Paper Social Screens and Systematic Boycott Risk
H. 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
210 downloads

Incl. Electronic Paper Implicit Government Guarantees in European Financial Institutions
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Lei Zhao
ESCP Europe
Date Posted: August 19, 2014
Last Revised: March 20, 2017
Working Paper Series
89 downloads

Incl. Electronic Paper Nominal Rigidities and Asset Pricing
Michael Weber
University of Chicago - Finance
Date Posted: August 12, 2014
Last Revised: June 26, 2016
Working Paper Series
103 downloads

Incl. Electronic Paper Crowdfunding Models: Keep-It-All vs. All-Or-Nothing
Douglas 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
2218 downloads

Incl. Electronic Paper Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
Journal 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
199 downloads

Incl. Electronic Paper 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
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
302 downloads

Incl. Electronic 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
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
980 downloads

Incl. Electronic Paper Heterogeneous Beliefs about Rare Event Risk in the Lucas Orchard
Paris 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
133 downloads

Incl. Electronic Paper 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
606 downloads

Incl. Electronic Paper Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios
Management 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
161 downloads

Incl. Electronic Paper Call for Papers: Paris December 2014 Finance Meeting Eurofidai - Affi
Laura Barus
Paris December Finance Meeting
Date Posted: March 28, 2014
Working Paper Series
54 downloads

Incl. Electronic Paper Staying at Zero with Affine Processes: An Application to Term-Structure Modelling
Paris 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
353 downloads

Incl. Electronic Paper The Real Costs of Corporate Credit Ratings
Paris 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
638 downloads

Incl. Electronic Paper Data Abundance and Asset Price Informativeness
HEC 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
451 downloads

Incl. Electronic Paper 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
330 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

Incl. Electronic Paper 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
Boris Vallee
Harvard Business School - Finance Unit
Date Posted: October 29, 2013
Last Revised: September 26, 2014
Working Paper Series
117 downloads

Incl. Electronic Paper Do Stock Returns Really Decrease with Default Risk? New International Evidence
Management 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
308 downloads

Incl. Electronic Paper Dynamic Dependence and Diversification in Corporate Credit
Rotman 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
388 downloads

Incl. Electronic Paper Debt Heterogeneity and Covenants
Paris 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
187 downloads

Incl. Electronic Paper The Impact of Arbitrage on Market Liquidity
Paris 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: October 29, 2014
Working Paper Series
235 downloads

Incl. Electronic Paper Performance-Vesting Provisions in Executive Compensation
J. 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
818 downloads

Incl. Electronic Paper Do Markets Anticipate Changes in Risk after Major Corporate Events? Evidence from SEOs
Paris 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

Incl. Electronic Paper Financial Transaction Taxes, Market Composition, and Liquidity
Journal 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
760 downloads

Incl. Electronic Paper Pricing and Hedging Contingent Claims Using Variance and Higher-Order Moment Swaps
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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: September 26, 2014
Working Paper Series
95 downloads


 

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