SSRN Paris December 2014 Finance Meeting EUROFIDAI

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

Douglas J. Cumming, Gaël Leboeuf and Armin Schwienbacher

Florida Atlantic University, Université Lumière Lyon 2 and SKEMA Business School

Downloads 3,237

2.

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

J. Carr Bettis, John M. Bizjak, Jeffrey L. Coles and Swaminathan L. Kalpathy

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 1,281

3.

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

Bo Becker and Victoria Ivashina

Stockholm School of Economics and Harvard University

There are 2 versions of this paper

Downloads 1,236

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

Roger M. Edelen, Ozgur Ince and Gregory B. Kadlec

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

Downloads 997

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

Jean-Edouard Colliard and Peter Hoffmann

HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research

There are 2 versions of this paper

Downloads 871

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

Taylor A. Begley

Washington University in St. Louis - John M. Olin Business School

Downloads 816

7.

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

Jérôme Dugast and Thierry Foucault

Université Paris Dauphine - Department of Finance and HEC Paris - Finance Department

There are 2 versions of this paper

Downloads 766

8.

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

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

Downloads 714

9.

Competition among Portfolio Managers and Asset Specialization

Number of pages: 44 Posted: 04 Mar 2010 Last Revised: 09 Aug 2017

Working Paper Series

Suleyman Basak and Dmitry Makarov

London Business School and ICEF, Higher School of Economics

Downloads 541

10.

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

Pascal Busch and Stefan Obernberger

University of Mannheim and Erasmus University Rotterdam - Erasmus School of Economics

Downloads 488

11.

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

Tugkan Tuzun

Federal Reserve Board

There are 2 versions of this paper

Downloads 485

12.

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

Rebel A. Cole and Tatyana Sokolyk

Florida Atlantic University and Brock University - Department of Finance, Operations & Information Systems

Downloads 476

13.

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

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 - Finance Department

Downloads 474

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

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 McGill University - Desautels Faculty of Management

There are 2 versions of this paper

Downloads 408

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

Charles Boissel, François Derrien, Evren Ors and David Thesmar

HEC Paris - Finance Department, HEC Paris - Finance Department, HEC Paris - Finance Department and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)

Downloads 401

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

Philipp Geiler and Luc Renneboog

EMLYON Business School and Tilburg University - Department of Finance

Downloads 395

17.

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

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

There are 2 versions of this paper

Downloads 365

18.

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

John Chi-Fong Kuong

INSEAD - Finance

Downloads 364

19.

Social Screens and Systematic Boycott Risk

Number of pages: 77 Posted: 26 Aug 2014 Last Revised: 10 Apr 2015

Working Paper Series

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

Downloads 361

20.

Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited

Number of pages: 59 Posted: 19 Nov 2015

Working Paper Series

Marie Lambert and Georges Hübner

University of Liege - HEC Management School and HEC Liège

There are 2 versions of this paper

Downloads 353

21.

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

Kevin Aretz, Chris Florackis and Alexandros Kostakis

Alliance Manchester Business School, University of Liverpool (UK) and University of Manchester - Manchester Business School

Downloads 349

22.

Debt Heterogeneity and Covenants

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, HEC Paris Research Paper No. FIN-2014-1033

Number of pages: 65 Posted: 25 Jul 2013 Last Revised: 03 May 2018

Working Paper Series

Yun Lou and Clemens A. Otto

Singapore Management University and Singapore Management University - Lee Kong Chian School of Business

Downloads 335

23.

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

Dominik Rösch

State University of New York at Buffalo - School of Management

Downloads 287

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

Ulf von Lilienfeld-Toal and Jan Schnitzler

Luxembourg School of Finance and VU University Amsterdam - Faculty of Economics and Business Administration

Downloads 266

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

Laurent Barras and Aytek Malkhozov

McGill University - Desautels Faculty of Management and Board of Governors of the Federal Reserve System

There are 2 versions of this paper

Downloads 228

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

Roberto Liebscher and Thomas Mählmann

Catholic University of Eichstaett-Ingolstadt and Catholic University of Eichstaett-Ingolstadt

Downloads 205

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

Jawad M. Addoum, Alok Kumar and Nhan Le

Cornell University, University of Miami - School of Business Administration and Australian National University

Downloads 176

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

Wai-Man (Raymond) Liu, Phong T. H. Ngo and Qiaoqiao Zhu

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 172

29.

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

Ilaria Piatti

University of Oxford - Said Business School

Downloads 171

30.

Nominal Rigidities and Asset Pricing

Number of pages: 95 Posted: 12 Aug 2014 Last Revised: 10 May 2017

Working Paper Series

Michael Weber

University of Chicago - Finance

There are 2 versions of this paper

Downloads 166

31.

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

James 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

There are 2 versions of this paper

Downloads 163

32.

The Effect of Natural Disasters on Bank Failures

Number of pages: 25 Posted: 08 Oct 2014

Working Paper Series

Felix Noth and Ulrich Schüwer

University of Magdeburg and University of Bonn - Institute for Financial Economics and Statistics

Downloads 151

33.

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

Boris Vallee

Harvard Business School - Finance Unit

Downloads 146

34.

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

Nicole Branger, Michael Herold and Matthias Muck

University of Muenster - Finance Center Muenster, University of Bamberg and University of Bamberg

Downloads 130

35.

The Equity-Like Behaviour of Sovereign Bonds

Number of pages: 48 Posted: 08 Oct 2014 Last Revised: 22 Mar 2016

Working Paper Series

Alfonso Dufour, Andrei 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

Downloads 121

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

Shiyang Huang

The University of Hong Kong - School of Economics and Finance

There are 2 versions of this paper

Downloads 118

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

Matthias Efing, Harald Hau, Patrick Kampkötter and Johannes Steinbrecher

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

Downloads 114

38.

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

Lei Zhao

ESCP Europe

There are 2 versions of this paper

Downloads 112

39.

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

Douglas J. Cumming, Lutz Johanning, Umut Ordu and Denis Schweizer

Florida Atlantic University, WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and Concordia University

Downloads 110

40.

Learning About Target Firms and Pricing of Acquisitions

Number of pages: 61 Posted: 08 Oct 2014 Last Revised: 25 Oct 2014

Working Paper Series

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

Downloads 105

41.

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

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

Downloads 105

42.

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

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

There are 2 versions of this paper