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Paris December 2015 Finance Meeting EUROFIDAI - AFFI (Archive)
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Paris December 2015 Finance Meeting EUROFIDAI - AFFI Logo 13th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 17, 2015


For more information on this conference,
please visit:
https://www.eurofidai.org/en/december_2015.html
Deadline Call for Papers: June 4, 2015
Call for Papers
Showing Papers 1 - 49 of 49
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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
303 downloads

Incl. Electronic Paper Shades of Black and White: The Paris Clandestine Gold Market in World War II
Georges Gallais-Hamonno, Thi Hong Van Hoang V and Kim Oosterlinck
University of Orleans, Independent and Université Libre de Bruxelles - SBS-EM, CEB
Date Posted: November 10, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Executive Compensation and Deployment of Corporate Resources: Evidence from Working Capital
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Nihat Aktas, Ettore Croci, Oguzhan Ozbas and Dimitris Petmezas
WHU - Otto Beisheim School of Management, Catholic University of the Sacred Heart of Milan, University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Surrey - Surrey Business School
Date Posted: October 10, 2015
Working Paper Series
255 downloads

Incl. Electronic Paper Economic Policy Uncertainty and the Yield Curve
Markus Leippold and Felix Matthys
University of Zurich - Department of Banking and Finance and ITAM
Date Posted: October 07, 2015
Working Paper Series
89 downloads

Incl. Electronic Paper YOLO: Mortality Beliefs and Household Finance Puzzles
FRB of Cleveland Working Paper No. 15-21
Rawley Heimer, Kristian Ove R. Myrseth and Raphael Schoenle
Federal Reserve Bank of Cleveland, Trinity College Dublin and Brandeis University
Date Posted: October 07, 2015
Last Revised: January 20, 2017
Accepted Paper Series
225 downloads

Incl. Electronic Paper Sovereign Collateral as a Trojan Horse: Why Do We Need an LCR+
Christian Buschmann and Christian Schmaltz
Frankfurt School of Finance & Management gemeinnützige GmbH and University of Aarhus
Date Posted: October 07, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Intergenerational Transmission of Pro-Social Values: Socially Responsible Investment Among Parents and Adult Children
Jörgen Hellström, Nicha Lapanan and Rickard Olsson
Umeå University - Umeå School of Business and Economics, University of Umea and University of Umea - Umea School of Business and Economics
Date Posted: October 07, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper What Happens at a Refinancing Point? Changes in Debt Structure and Firm Profitability
Evan Dudley and Ellie Qie Yin
Queen's University and University of Florida
Date Posted: October 07, 2015
Last Revised: November 28, 2015
Working Paper Series
102 downloads

Incl. Electronic Paper Returns to Talent and the Finance Wage Premium
Claire Celerier and Boris Vallee
University of Toronto - Rotman School of Management and Harvard Business School - Finance Unit
Date Posted: October 06, 2015
Working Paper Series
71 downloads

Modeling the Dependence between Extreme Operational Losses and Economic Factors: A Conditional Semi-Parametric Generalized Pareto Approach
Julien Hambuckers, Cedric Heuchenne and Olivier Lopez
HEC-ULg University of Liège, University of Liege - HEC Management School and Independent
Date Posted: October 06, 2015
Working Paper Series

Incl. Electronic Paper Two Shades of Opacity: Hidden Orders versus Dark Trading
Hans Degryse, Geoffrey Tombeur and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, KU Leuven - University of Leuven and KU Leuven - University of Leuven
Date Posted: October 06, 2015
Last Revised: October 13, 2015
Working Paper Series
125 downloads

Incl. Electronic Paper Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance
Patrick Gagliardini and Diego Ronchetti
University of Lugano and Swiss Finance Institute and University of Groningen - SOM Research School
Date Posted: October 06, 2015
Working Paper Series
105 downloads

Incl. Electronic Paper Financial Market Liquidity: Who is Acting Strategically?
Serge Darolles, Gaëlle Le Fol and Gulten Mero
Université Paris Dauphine - DRM-CEREG, Université Paris - Dauphine, PSL Research University and University of Cergy-Pontoise - THEMA
Date Posted: October 06, 2015
Last Revised: July 06, 2016
Working Paper Series
89 downloads

Incl. Electronic Paper Collateralization, Leverage, and Stressed Expected Loss
Journal of Financial Stability, Forthcoming
Eric Jondeau and Amir Khalilzadeh
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne, HEC Lausanne, Institute of Banking and Finance
Date Posted: October 06, 2015
Last Revised: February 15, 2017
Working Paper Series
68 downloads

Incl. Electronic Paper Uncovered Interest Rate Parity: A Relation to Global Trade Risk
Tamara Nunes and Andreea Piloiu
University of Lausanne and University of Lausanne, HEC, IBF
Date Posted: October 06, 2015
Working Paper Series
78 downloads

Incl. Electronic Paper The Effect of the Growth in Labor Hours Per Worker on Future Stock Returns, Hiring and Profitability
Review of Finance, Forthcoming
Li Gu and Dayong Huang
Federal Reserve Board and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Date Posted: October 06, 2015
Last Revised: September 02, 2016
Accepted Paper Series
26 downloads

Incl. Electronic Paper Behavioral Biases in Number Processing: The Case of Analysts' Target Prices
Patrick Roger, Tristan Roger and Alain Schatt
Strasbourg University - LARGE Research Center - EM Strasbourg Business School, Université Paris-Dauphine, PSL Research University and University of Lausanne, HEC-Lausanne
Date Posted: October 06, 2015
Last Revised: January 19, 2016
Working Paper Series
122 downloads

Incl. Electronic Paper Is the Fox Guarding the Henhouse? Regulatory Connections and Public Subsidies in Banks
Ivan Lim, Jens Hagendorff and Seth Armitage
University of Edinburgh Business School, Cardiff University - Cardiff Business School and University of Edinburgh
Date Posted: October 06, 2015
Last Revised: November 24, 2016
Working Paper Series
97 downloads

Incl. Electronic Paper Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Massimiliano Affinito
Bank of Italy
Date Posted: October 06, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Entropy-Based Implied Volatility and its Information Content
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Xiao Xiao and Chen Zhou
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 01, 2015
Last Revised: February 02, 2017
Working Paper Series
74 downloads

Incl. Electronic Paper Credit Risk 'Beta': The Systematic Aspect of Bank Default Risk
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Lei Zhao
ESCP Europe
Date Posted: September 30, 2015
Working Paper Series
81 downloads

Incl. Electronic Paper Key Investors in IPOs
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
David C. Brown and Sergei Kovbasyuk
University of Arizona - Department of Finance and EIEF
Date Posted: September 09, 2015
Last Revised: February 04, 2016
Working Paper Series
202 downloads

Incl. Electronic Paper Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Alexander Kurov, Alessio Sancetta, Georg Strasser and Marketa Halova Wolfe
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Date Posted: July 30, 2015
Last Revised: March 02, 2017
Working Paper Series
190 downloads

Incl. Electronic Paper Do CEOs Matter? Corporate Performance and the CEO Life Cycle
Paris December 2015 Finance Meeting EUROFIDAI - AFFI, University of St.Gallen, School of Finance Research Paper No. 2015/11
Peter Limbach, Markus M. Schmid and Meik Scholz-Daneshgari
University of Cologne and Centre for Financial Research (CFR), University of St. Gallen - Swiss Institute of Banking and Finance and Karlsruhe Institute of Technology
Date Posted: July 03, 2015
Last Revised: November 30, 2016
Working Paper Series
457 downloads

Incl. Electronic Paper Risk Management Failures
Paris December 2015 Finance Meeting EUROFIDAI - AFFI, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 454/2015
Matthieu Bouvard and Samuel Lee
McGill University - Desautels Faculty of Management and Santa Clara University - Leavey School of Business
Date Posted: June 06, 2015
Last Revised: February 17, 2016
Working Paper Series
265 downloads

Incl. Electronic Paper Asset Management and Systemic Risk
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Thierry Roncalli and Guillaume Weisang
Amundi Asset Management and Clark University - Graduate School of Management
Date Posted: May 29, 2015
Working Paper Series
540 downloads

Incl. Electronic Paper Labor Rigidity and the Dynamics of the Value Premium
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Roberto Marfè
University of Torino - Collegio Carlo Alberto
Date Posted: May 27, 2015
Last Revised: January 13, 2017
Working Paper Series
211 downloads

Incl. Electronic Paper Career Concerns of Banking Analysts
Journal of Accounting & Economics (JAE), Volume 63, Issues 2-3, April-May 2017, Pages 231–252.,
Joanne Horton, George Serafeim and Shan Wu
University of Exeter Business School, Harvard University - Harvard Business School and China Europe International Business School (CEIBS)
Date Posted: April 24, 2015
Last Revised: April 19, 2017
Accepted Paper Series
428 downloads

Incl. Electronic Paper Measuring Tail Risks at High Frequency
Brian M. Weller
Duke University - Department of Economics
Date Posted: April 01, 2015
Last Revised: November 02, 2016
Working Paper Series
268 downloads

Incl. Electronic Paper The Globalization Risk Premium
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Jean-Noel Barrot, Erik Loualiche and Julien Sauvagnat
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Bocconi University
Date Posted: March 29, 2015
Last Revised: March 25, 2017
Working Paper Series
314 downloads

Incl. Electronic Paper Paris December 2015 Finance Meeting - Call for Papers
Laura Barus
Paris December Finance Meeting
Date Posted: March 23, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Alpha Decay and Strategic Trading
Paris December 2015 Finance Meeting EUROFIDAI - AFFI, SFS Finance Cavalcade 2016
Rick Di Mascio, Anton Lines and Narayan Y. Naik
Inalytics Limited, London Business School and London Business School - Institute of Finance and Accounting
Date Posted: March 21, 2015
Last Revised: June 01, 2016
Working Paper Series
490 downloads

Incl. Electronic Paper The Equilibrium Assignment of Narcissistic CEOs to Firms
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Eric de Bodt, Helen Bollaert, Pascal Grandin and Richard Roll
Université de Lille, SKEMA Business School, SKEMA Business School - Lille Campus and California Institute of Technology
Date Posted: February 19, 2015
Last Revised: October 03, 2015
Working Paper Series
163 downloads

Incl. Electronic Paper Security Design with Status Concerns
Suleyman Basak, Dmitry Makarov, Alex Shapiro and Marti G. Subrahmanyam
London Business School, ICEF, Higher School of Economics, New York University (NYU) - Department of Finance and New York University - Stern School of Business
Date Posted: January 29, 2015
Last Revised: May 24, 2017
Working Paper Series
164 downloads

Incl. Electronic Paper Monetary Policy Surprises, Investment Opportunities, and Asset Prices
Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Journal of Financial Research, Forthcoming
Andrew L. Detzel
University of Denver - Daniels College of Business
Date Posted: January 11, 2015
Last Revised: April 09, 2017
Accepted Paper Series
247 downloads

Incl. Electronic Paper Can Macroeconomists Get Rich Nowcasting Output Gap Turning Points with a Simple Machine-Learning Algorithm?
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Thomas Raffinot
Millesime IS
Date Posted: January 07, 2015
Last Revised: May 05, 2017
Working Paper Series
397 downloads

Incl. Electronic Paper Do Corporate Taxes Hinder Innovation?
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Abhiroop Mukherjee, Manpreet Singh and Alminas Zaldokas
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Georgia Institute of Technology and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: November 03, 2014
Last Revised: January 16, 2017
Working Paper Series
505 downloads

Incl. Electronic Paper Moral Hazard in Active Asset Management
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
David C. Brown and Shaun William Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Date Posted: August 30, 2014
Last Revised: November 19, 2016
Working Paper Series
224 downloads

Incl. Electronic Paper Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Georgy Chabakauri, Kathy Yuan and Konstantinos E. Zachariadis
London School of Economics and Political Science, London School of Economics & Political Science (LSE) - Department of Finance and School of Economics and Finance, Queen Mary University of London
Date Posted: June 08, 2014
Last Revised: November 26, 2016
Working Paper Series
595 downloads

Incl. Electronic Paper Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies
INSEAD Working Paper No. 2014/38/FIN, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Ailin Dong, Massimo Massa and Alminas Zaldokas
Hong Kong University of Science & Technology (HKUST) - Department of Finance, INSEAD - Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: April 09, 2014
Last Revised: October 03, 2015
Working Paper Series
179 downloads

Incl. Electronic Paper A Market-Based Funding Liquidity Measure
PBCSF-NIFR Research Paper No. 14-01
Zhuo Chen and Andrea Lu
Tsinghua University - PBC School of Finance and The University of Melbourne - Department of Finance
Date Posted: January 24, 2014
Last Revised: March 15, 2017
Working Paper Series
320 downloads

Incl. Electronic Paper Asset Pricing with Return Asymmetries: Theory and Tests
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Hugues Langlois
HEC Paris
Date Posted: December 04, 2013
Working Paper Series
132 downloads

Incl. Electronic Paper First to 'Read' the News: News Analytics and High Frequency Trading
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Bastian von Beschwitz, Donald B. Keim and Massimo Massa
Board of Governors of the Federal Reserve System, University of Pennsylvania - Wharton School and INSEAD - Finance
Date Posted: November 18, 2013
Last Revised: October 28, 2015
Working Paper Series
658 downloads

Incl. Electronic Paper Too-International-to-Fail? Supranational Bank Resolution and Market Discipline
Journal of Banking and Finance, 65 (2016) 41–58, Paris December 2015 Finance Meeting EUROFIDAI - AFFI,
Lucyna Gornicka and Marius Zoican
University of Amsterdam - Faculty of Economics and Business (FEB) and Université Paris Dauphine - PSL Research University
Date Posted: November 13, 2013
Last Revised: February 17, 2016
Accepted Paper Series
63 downloads

Incl. Electronic Paper Women on Corporate Boards: Good or Bad?
AFA 2016 San Francisco Meetings Paper
Thomas Schmid and Daniel Urban
The University of Hong Kong - Faculty of Business and Economics and Technische Universität München (TUM)
Date Posted: October 25, 2013
Last Revised: March 31, 2016
Working Paper Series
716 downloads

Incl. Electronic Paper Distress Anomaly and Shareholder Risk: International Evidence
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Date Posted: May 21, 2013
Last Revised: October 02, 2015
Working Paper Series
166 downloads

Incl. Electronic Paper Institutional Investor Expectations, Manager Performance, and Fund Flows
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Saïd Business School WP 2015-6,
Howard Jones and Jose Vicente Martinez
University of Oxford, Saïd Business School and University of Connecticut
Date Posted: April 17, 2013
Last Revised: February 20, 2017
Accepted Paper Series
1435 downloads

Incl. Electronic Paper Fast and Slow Informed Trading
AFA 2013 San Diego Meetings, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2015-1123
Ioanid Rosu
HEC Paris - Finance Department
Date Posted: June 07, 2011
Last Revised: April 24, 2016
Working Paper Series
976 downloads