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

York University - Schulich School of Business, Univ. Lille, SKEMA Business School, EA4112 - LSMRC and SKEMA Business School

Downloads 2,335

2.

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

Number of pages: 41 Posted: 27 Apr 2014 Last Revised: 26 Sep 2014

Working Paper Series

Bo Becker and Victoria Ivashina

Stockholm School of Economics and Harvard University

There are 2 versions of this paper

Downloads 1,021

3.

Performance-Vesting Provisions in Executive Compensation

Number of pages: 63 Posted: 04 Jul 2013 Last Revised: 20 Sep 2016

Working Paper Series

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

Downloads 926

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

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

There are 2 versions of this paper

Downloads 861

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 786

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 681

7.

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 626

8.

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: 54 Posted: 21 Feb 2014 Last Revised: 26 Mar 2017

Working Paper Series

Jérôme Dugast and Thierry Foucault

Luxembourg School of Finance and HEC Paris - Finance Department

There are 2 versions of this paper

Downloads 508

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 462

10.

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

Downloads 422

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 409

12.

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 382

13.

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 New York University (NYU) - Leonard N. Stern School of Business, Volatility Institute

There are 2 versions of this paper

Downloads 378

14.

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 342

15.

Debt Financing, Survival, and Growth of Start-Up Firms

Number of pages: 61 Posted: 09 Oct 2014 Last Revised: 13 Mar 2017

Working Paper Series

Rebel A. Cole and Tatyana Sokolyk

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

Downloads 342

16.

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 328

17.

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

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

Downloads 324

18.

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

Number of pages: 52 Posted: 29 May 2014 Last Revised: 12 Feb 2016

Working 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 316

19.

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 Hubner

University of Liege - HEC Management School and HEC Management School - University of Liège

There are 2 versions of this paper

Downloads 306

20.

The Impact of Arbitrage on Market Liquidity

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper

Number of pages: 73 Posted: 20 Jul 2013 Last Revised: 23 May 2017

Working Paper Series

Dominik Rösch

State University of New York at Buffalo - School of Management

Downloads 241

21.

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 229

22.

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 225

23.

Debt Heterogeneity and Covenants

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

Number of pages: 62 Posted: 25 Jul 2013 Last Revised: 03 Aug 2017

Working Paper Series

Yun Lou and Clemens A. Otto

Singapore Management University and Singapore Management University

Downloads 206

24.

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 202

25.

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 MIT Sloan

Downloads 200

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 175

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 152

28.

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 149

29.

Harnessing Media Attention: Strategic Corporate Press Releases and Media Coverage Around Earnings Announcements

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper

Number of pages: 42 Posted: 29 Aug 2014 Last Revised: 31 Oct 2014

Working Paper Series

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

Downloads 149

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

Ilaria Piatti

University of Oxford - Said Business School

Downloads 143

31.

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

Number of pages: 51 Posted: 29 Oct 2013 Last Revised: 26 Sep 2014

Working Paper Series

Boris Vallee

Harvard Business School - Finance Unit

Downloads 126

32.

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 120

33.

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 118

34.

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 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

Downloads 111

35.

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, University of Cologne - Department of Business Administration and Human Resource Management and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute

There are 4 versions of this paper

Downloads 109

36.

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

York University - Schulich School of Business, WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and Concordia University

Downloads 107

37.

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 107

38.

The Effect of Natural Disasters on Bank Failures

Number of pages: 25 Posted: 08 Oct 2014

Working Paper Series

Felix Noth and Ulrich Schüwer

Otto-von-Guericke University and University of Bonn

Downloads 105

39.

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 100

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 95

41.

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

Downloads 95

42.

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 86 Posted: 06 Oct 2014 Last Revised: 12 Jun 2017

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