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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
19,701 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 53 papers

1.

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 83
2.

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 Liège

Multiple version iconThere are 2 versions of this paper

Downloads 360
4.

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 54
5.

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 483
6.

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 31
7.

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 124
8.

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 272
9.

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 51
10.

The Effect of Natural Disasters on Bank Failures

Number of pages: 25 Posted: 08 Oct 2014
Working Paper Series
Otto-von-Guericke-Universität Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads 155
11.

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 107
12.

Do Firms Need Liquidity? Can Policy Help? Evidence from a Temporary Lending Program

Number of pages: 53 Posted: 08 Oct 2014 Last Revised: 21 Nov 2018
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 171
13.

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 62
14.

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 55
15.

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 366
16.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,021
17.

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 121
18.

Fiscal Austerity and the Informativeness of Credit Ratings

Number of pages: 40 Posted: 08 Oct 2014
Working Paper Series
European University Institute
Downloads 16
19.

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 408
20.

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 503
21.

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
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 98
22.

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 133
23.

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

Multiple version iconThere are 4 versions of this paper

Downloads 118
24.

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 182
25.

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 (ANU) - School of Finance and Applied Statistics, Australian National University (ANU) and Australian National University (ANU) - College of Business and Economics
Downloads 177
26.

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 379
27.

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

Multiple version iconThere are 2 versions of this paper

Downloads 115
28.

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 174
29.

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
Florida Atlantic University, Université Lumière Lyon 2 and SKEMA Business School
Downloads 3,357
30.

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 231
31.

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

Multiple version iconThere are 2 versions of this paper

Downloads 369
32.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,256
33.

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 175
34.

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 721
35.

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 213
36.

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 59
37.

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 411
38.

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 826
39.

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 - Department of Finance and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 779
40.

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 399
41.

CDS Spreads in the Aftermath of Central Clearing

Posted: 12 Nov 2013 Last Revised: 27 Feb 2017
Working Paper Series
Independent
42.

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
Harvard Business School - Finance Unit
Downloads 151
43.

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 Manchester - Manchester Business School
Downloads 350
44.

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 - Finance Department
Downloads 478
45.

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 352
46.

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
State University of New York at Buffalo - School of Management
Downloads 291
47.

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 1,306
48.

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 111
49.

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 875
50.

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 107