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Utah Winter Finance Conference

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Viewing: 1 - 50 of 73 papers

1.

Hot Markets, Investor Sentiment, and IPO Pricing

AFA 2004 San Diego Meetings; Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 51 Posted: 02 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics

Multiple version iconThere are 3 versions of this paper

Downloads 4,615
2.

The Impact of Dividend Policy on Shareholders Wealth

Number of pages: 4 Posted: 01 Feb 2010
Working Paper Series
Foundation University
Downloads 3,896
3.

Unobserved Actions of Mutual Funds

Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58 Posted: 28 Feb 2005
Accepted Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,840
4.

Risk Assessment for Banking Systems

14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Number of pages: 37 Posted: 25 Aug 2004
Working Paper Series
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 3,176
5.

Sports Sentiment and Stock Returns

Journal of Finance 62(4), 1967-1998, August 2007
Number of pages: 47 Posted: 02 Mar 2005 Last Revised: 20 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting, University of Colorado at Boulder - Leeds School of Business and BI Norwegian Business School - Department of Financial Economics
Downloads 3,022
6.

Market Liquidity and Trading Activity

Eleventh Annual Utah Winter Conference
Number of pages: 45 Posted: 24 Aug 2000
Working Paper Series
Emory University - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and California Institute of Technology
Downloads 2,766
7.

Corporate Bond Market Transparency and Transaction Costs

Fifteenth Annual Utah Winter Finance Conference
Number of pages: 41 Posted: 22 Sep 2004
Working Paper Series
Securities and Exchange Commission (SEC), University of Southern California - Marshall School of Business - Finance and Business Economics Department and Government of the United States of America - Banking Committee
Downloads 2,660
8.

How Do Family Ownership, Control, and Management Affect Firm Value?

AFA 2005 Philadelphia Meetings, EFA 2004 Maastricht Meetings Paper No. 3620, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 47 Posted: 13 Jun 2004
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and The Wharton School UPENN

Multiple version iconThere are 2 versions of this paper

Downloads 2,302
9.

Overconfidence and Speculative Bubbles

13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 46 Posted: 31 Jul 2003
Working Paper Series
Columbia University and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,257
10.

Financial Constraints and Investment-Cash Flow Sensitivities: New Research Directions

Twelfth Annual Utah Winter Finance Conference
Number of pages: 26 Posted: 29 Jan 2002
Working Paper Series
University of Illinois at Urbana-Champaign and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,253
11.

Determinants of Corporate Borrowing: A Behavioral Perspective

14th Annual Utah Winter Finance Conference
Number of pages: 42 Posted: 13 Aug 2004 Last Revised: 12 May 2009
Working Paper Series
Boston University - Department of Finance & Economics
Downloads 1,941
12.

Do Firms Rebalance Their Capital Structures?

14th Annual Utah Winter Finance Conference; Tuck Contemporary Corporate Finance Issues III Conference Paper
Number of pages: 58 Posted: 03 Aug 2004
Working Paper Series
Washington University in St. Louis - Olin Business School and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Downloads 1,893
13.

Mutual Fund Flows and Performance in Rational Markets

13th Annual Utah Winter Finance Conference
Number of pages: 37 Posted: 31 Jul 2003
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and Stanford Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,867
14.

Using Expectations to Test Asset Pricing Models

13th Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 09 Jan 2003
Working Paper Series
Duke University - Fuqua School of Business, University of Michigan, Stephen M. Ross School of Business and University of Geneva - Geneva Finance Research Institute (GFRI)

Multiple version iconThere are 2 versions of this paper

Downloads 1,634
16.

Institutional Investors and the Informational Efficiency of Prices

AFA 2007 Chicago Meetings Paper, Sixteenth Annual Utah Winter Finance Conference
Number of pages: 51 Posted: 31 Aug 2005
Working Paper Series
University of Tennessee, Knoxville and Singapore Management University - Lee Kong Chian School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,403
17.

Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns

Review of Finance, Forthcoming
Number of pages: 52 Posted: 19 Nov 2009 Last Revised: 30 Sep 2017
Accepted Paper Series
World Bank Research and University of Georgia - C. Herman and Mary Virginia Terry College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,373
18.

Vote Trading and Information Aggregation

AFA 2006 Boston Meetings Paper, Sixteenth Annual Utah Winter Finance Conference, ECGI - Finance Working Paper No. 141/2007
Number of pages: 57 Posted: 20 Mar 2005
Working Paper Series
University of Toronto - Rotman School of Management, University of Pennsylvania - The Wharton School, Finance Department, University of North Carolina Kenan-Flagler Business School and University of Pennsylvania - Finance Department
Downloads 1,315
19.

Imperfect Competition in Financial Markets: Island vs NASDAQ

14th Annual Utah Winter Finance Conference Paper; AFA 2004 San Diego Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 40 Posted: 23 Nov 2003
Working Paper Series
Centre for Economic Policy Research (CEPR), Universite de Toulouse - (IDEI - CRG) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 1,287
20.

Anomalies

Simon School Working Paper No. 04-16, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 44 Posted: 01 Nov 2006
Working Paper Series
Cheung Kong Graduate School of Business, University of California, Berkeley and Ohio State University - Fisher College of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,272
21.

The Role of Social Capital in Financial Development

Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; CRSP Working Paper No. 511
Number of pages: 62 Posted: 21 Mar 2000
Working Paper Series
Einaudi Institute for Economics and Finance (EIEF), Northwestern University - Kellogg School of Management - Department of Finance and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,190
22.

Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia Wre Time-Varying

Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; FRB of New York Staff Reports, No. 93
Number of pages: 59 Posted: 31 Jan 2000
Working Paper Series
University of California - Haas School of Business and New York University - Department of Economics
Downloads 1,151
23.

Financial Constraints, Investment, and the Value of Cash Holdings

Number of pages: 38 Posted: 15 Nov 2007
Working Paper Series
University of Pittsburgh and University of Wisconsin - Milwaukee - Department of Finance
Downloads 1,118
24.

Buy-Side Analysts, Sell-Side Analysts, and Fund Performance: Theory and Evidence

13th Annual Utah Winter Finance Conference
Number of pages: 47 Posted: 26 Feb 2003
Working Paper Series
Florida State University - College of Business, University of Kentucky - Gatton College of Business and Economics and Fanhai International School of Finance, Fudan University
Downloads 1,037
25.

Time Inconsistency in the Credit Card Market

14th Annual Utah Winter Finance Conference
Number of pages: 50 Posted: 02 Sep 2004
Working Paper Series
University of Maryland - Department of Economics and University of Maryland - Department of Economics
Downloads 1,032
26.

The Progeny of CAPM

Number of pages: 21 Posted: 01 Mar 2007
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management and University of California at Irvine
Downloads 938
27.

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

EFA 2004 Maastricht Meetings Paper No. 4940, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 44 Posted: 11 Jun 2004
Working Paper Series
Harvard University - Department of Economics, Northwestern University - Kellogg School of Management and UBM

Multiple version iconThere are 2 versions of this paper

Downloads 889
28.

Order Flow and Exchange Rate Dynamics

Eleventh Annual Utah Winter Conference
Number of pages: 46 Posted: 23 Sep 1999
Working Paper Series
University of California, Berkeley and Georgetown University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 889
29.

Equilibrium Asset Pricing Under Heterogeneous Information

EFA 2004 Maastricht Meetings Paper No. 5083; 13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 36 Posted: 09 Jun 2004
Working Paper Series
Centre for Economic Policy Research (CEPR), University of Melbourne - Department of Finance and Carnegie Mellon University - David A. Tepper School of Business
Downloads 840
30.

The 'Make or Take' Decision in an Electronic Market: Evidence on the Evolution of Liquidity

13th Annual Utah Winter Finance Conference; NYU Stern School of Business Working Paper No. FIN-02-029; AFA 2003 Washington, DC Meetings
Number of pages: 56 Posted: 23 Oct 2002
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 834
31.

Does Distance Still Matter? The Information Revolution in Small Business Lending

Eleventh Annual Utah Winter Conference
Number of pages: 52 Posted: 26 Apr 2000
Working Paper Series
Northwestern University - Kellogg School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 777
32.

The Impact of All-Star Analyst Job Changes on Their Coverage Choices and Investment Banking Deal Flow

Journal of Financial Economics (JFE), Forthcoming, Utah Winter Finance Conference
Number of pages: 34 Posted: 30 Aug 2003 Last Revised: 26 May 2010
Accepted Paper Series
Georgia Institute of Technology - Finance Area, Wake Forest University, School of Business, University of Cambridge and Georgia Institute of Technology - Scheller College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 758
33.

Firm-Specific Risk and Equity Market Development

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 50 Posted: 28 Dec 2004
Working Paper Series
Tulane University - Finance & Economics and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 707
34.

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

AFA 2005 Philadelphia Meetings; 14th Annual Utah Winter Finance Conference Paper
Number of pages: 59 Posted: 12 Aug 2004
Working Paper Series
University of California - Haas School of Business, University of Pennsylvania - Finance Department and New York University - Department of Economics

Multiple version iconThere are 5 versions of this paper

Downloads 698
35.

A Liquidity-Based Theory of Closed-End Funds

EFA 2006 Zurich Meetings, Sixteenth Annual Utah Winter Finance Conference
Number of pages: 50 Posted: 24 Mar 2005
Accepted Paper Series
NYU, University of California, Berkeley - Haas School of Business and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 676
36.

Allocation of Decision-Making Authority

Twelfth Annual Utah Winter Finance Conference; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48 Posted: 26 Feb 2002
Working Paper Series
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 649
37.

Does Fund Size Affect the Performance of Equity Mutual Funds? An Empirical Study in the Indian Context

Number of pages: 17 Posted: 26 Jun 2009
Working Paper Series
Career Point University and All India Management Association
Downloads 582
38.

Impacts of Trades in an Error-Correction Model of Quote Prices

UCSD Economics Working Paper No. 2000-26; Twelfth Annual Utah Winter Finance Conference
Number of pages: 40 Posted: 17 Apr 2001
Working Paper Series
Duke University - Department of Economics and New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 538
39.

Agency and Optimal Investment Dynamics

13th Annual Utah Winter Finance Conference
Number of pages: 29 Posted: 11 Mar 2003
Working Paper Series
Stanford Graduate School of Business and Kellogg School of Management - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 526
40.

Bookbuilding: How Informative is the Order Book

Utah 2001 Winter Conference; AFA 2001 New Orleans; EFA 2000 London Meeting
Number of pages: 46 Posted: 03 May 2001
Working Paper Series
London Business School and University of Toronto - Rotman School of Management
Downloads 515
41.

Consumption, Dividends, and the Cross-Section of Equity Returns

Twelfth Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 26 Sep 2001
Working Paper Series
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 468
42.

Market Evidence on the Opaqueness of Banking Firms' Assets

Eleventh Annual Utah Winter Conference
Number of pages: 48 Posted: 11 Jul 2000
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate, Federal Reserve Bank of San Francisco and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 453
43.

Basis Assets

AFA 2004 San Diego Meetings, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 52 Posted: 29 Nov 2003
Working Paper Series
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 415
44.

Correlated Trading and Location

13th Annual Utah Winter Finance Conference; 5th Annual Texas Finance Festival
Number of pages: 45 Posted: 31 Jul 2003
Working Paper Series
Harvard Business School and ASU WP Carey School of Business
Downloads 373
45.

Does Publication Follow Presentation? The Information Content of Presentations at Refereed Finance Conferences

13th Annual Utah Winter Finance Conference
Number of pages: 16 Posted: 19 Jul 2003
Working Paper Series
Sam Houston State University - College of Business Administration, Tel Aviv University - Faculty of Management and University of Utah - Department of Finance
Downloads 369
46.

Diversification as a Public Good: Community Effects in Portfolio Choice

Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 50 Posted: 02 Mar 2002
Working Paper Series
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 354
47.

The Liquidity Service of Sovereign Bonds

Twelfth Annual Utah Winter Finance Conference
Number of pages: 67 Posted: 11 Jul 2001
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 344
48.

Time-Consistent No-Arbitrage Models of the Term Structure

Eleventh Annual Utah Winter Conference
Number of pages: 48 Posted: 27 Feb 2001
Working Paper Series
University of Pennsylvania -- Wharton School of Business and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 342
49.

Asset Pricing Implications of Firms' Financing Constraints

Simon Business School Working Paper No. 03-21; AFA 2003 Washington, DC Meetings; Twelfth Annual Utah Winter Finance Conference
Number of pages: 58 Posted: 17 Oct 2002
Working Paper Series
The Wharton School, University of Pennsylvania -- Wharton School of Business and Ohio State University - Fisher College of Business

Multiple version iconThere are 5 versions of this paper

Downloads 316
50.

History of Sub-Federal and Municipal Bonds Market in Russia

Number of pages: 14 Posted: 03 Jul 2009
Working Paper Series
Moscow State University - Faculty of Economics
Downloads 299