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Paris December 2015 Finance Meeting EUROFIDAI - AFFI (Archive)

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
15,436 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
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Viewing: 1 - 47 of 47 papers

1.

Institutional Investor Expectations, Manager Performance, and Fund Flows

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Saïd Business School WP 2015-6
Number of pages: 46 Posted: 17 Apr 2013 Last Revised: 20 Feb 2017
Accepted Paper Series
University of Oxford, Saïd Business School and University of Connecticut
Downloads 1,547
2.

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
Number of pages: 64 Posted: 07 Jun 2011 Last Revised: 10 May 2018
Working Paper Series
HEC Paris - Finance Department
Downloads 1,103
3.

The Economic Consequences of a 'Glass-Ceiling': Women on Corporate Boards and Firm Value

AFA 2016 San Francisco Meetings Paper
Number of pages: 56 Posted: 25 Oct 2013 Last Revised: 20 May 2018
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 991
4.

Alpha Decay

SFS Finance Cavalcade 2016, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56 Posted: 21 Mar 2015 Last Revised: 22 Nov 2017
Working Paper Series
Inalytics Limited, Columbia Business School and London Business School - Institute of Finance and Accounting
Downloads 788
5.

First to 'Read' the News: News Analytics and High Frequency Trading

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 18 Nov 2013 Last Revised: 28 Oct 2015
Working Paper Series
Board of Governors of the Federal Reserve System, University of Pennsylvania - Wharton School and INSEAD - Finance
Downloads 727
6.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 08 Jun 2014 Last Revised: 30 Nov 2017
Working Paper Series
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
Downloads 726
7.

Do Corporate Taxes Hinder Innovation?

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 03 Nov 2014 Last Revised: 16 Jan 2017
Working Paper Series
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

Multiple version iconThere are 2 versions of this paper

Downloads 608
8.

Asset Management and Systemic Risk

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 29 May 2015
Working Paper Series
Amundi Asset Management and Clark University - Graduate School of Management
Downloads 606
9.

CEO-Firm Match Quality, Entrenchment, and the Relation Between CEO Tenure and Firm Value

Paris December 2015 Finance Meeting EUROFIDAI - AFFI, University of St.Gallen, School of Finance Research Paper No. 2015/11
Number of pages: 61 Posted: 03 Jul 2015 Last Revised: 20 Aug 2017
Working Paper Series
University of Cologne and Centre for Financial Research (CFR), University of St. Gallen - Swiss Institute of Banking and Finance and Karlsruhe Institute of Technology
Downloads 561
10.

Career Concerns of Banking Analysts

Journal of Accounting & Economics (JAE), Volume 63, Issues 2-3, April-May 2017, Pages 231–252.
Number of pages: 47 Posted: 24 Apr 2015 Last Revised: 19 Apr 2017
Accepted Paper Series
University of Warwick - Warwick Business School, Harvard University - Harvard Business School and China Europe International Business School (CEIBS)
Downloads 525
11.

The Globalization Risk Premium

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 29 Mar 2015 Last Revised: 11 Jul 2018
Accepted Paper Series
Massachusetts Institute of Technology (MIT), University of Minnesota, Finance and Bocconi University
Downloads 475
12.

A Market-Based Funding Liquidity Measure

PBCSF-NIFR Research Paper No. 14-01
Number of pages: 60 Posted: 24 Jan 2014 Last Revised: 08 May 2018
Working Paper Series
Tsinghua University and The University of Melbourne - Department of Finance
Downloads 469
13.

Can Macroeconomists Get Rich Nowcasting Output Gap Turning Points with a Simple Machine-Learning Algorithm?

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30 Posted: 07 Jan 2015 Last Revised: 05 May 2017
Working Paper Series
Silex-IP
Downloads 460
14.

YOLO: Mortality Beliefs and Household Finance Puzzles

Journal of Finance, Vol. Forthcoming, FRB of Cleveland Working Paper No. 15-21
Number of pages: 72 Posted: 07 Oct 2015 Last Revised: 26 Jul 2018
Accepted Paper Series
Boston College - Department of Finance, Trinity College Dublin and Brandeis University
Downloads 407
15.

Measuring Tail Risks at High Frequency

Number of pages: 60 Posted: 01 Apr 2015 Last Revised: 01 Sep 2018
Working Paper Series
Duke University - Department of Economics
Downloads 399
16.

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 348
17.

Risk Management Failures

Paris December 2015 Finance Meeting EUROFIDAI - AFFI, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 454/2015
Number of pages: 84 Posted: 06 Jun 2015 Last Revised: 17 Feb 2016
Working Paper Series
McGill University - Desautels Faculty of Management and Santa Clara University - Leavey School of Business
Downloads 335
18.

Moral Hazard in Active Asset Management

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 30 Aug 2014 Last Revised: 19 Nov 2016
Working Paper Series
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 332
19.

Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 30 Jul 2015 Last Revised: 10 Nov 2017
Accepted Paper Series
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

Multiple version iconThere are 2 versions of this paper

Downloads 307
20.

Monetary Policy Surprises, Investment Opportunities, and Asset Prices

Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Journal of Financial Research, Forthcoming
Number of pages: 50 Posted: 11 Jan 2015 Last Revised: 09 Apr 2017
Accepted Paper Series
University of Denver - Daniels College of Business
Downloads 287
21.

Executive Compensation and Deployment of Corporate Resources: Evidence from Working Capital

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 10 Oct 2015 Last Revised: 13 Jul 2017
Working Paper Series
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
Downloads 283
22.

Labor Rigidity and the Dynamics of the Value Premium

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 57 Posted: 27 May 2015 Last Revised: 29 Nov 2017
Working Paper Series
University of Turin - Collegio Carlo Alberto
Downloads 272
23.

Key Investors in IPOs

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46 Posted: 09 Sep 2015 Last Revised: 04 Feb 2016
Working Paper Series
University of Arizona - Department of Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads 259
24.

Busted! Now What? Effects of Cartel Enforcement on M&A

INSEAD Working Paper No. 2017/75/FIN, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 75 Posted: 09 Apr 2014 Last Revised: 23 Apr 2018
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance, INSEAD - Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 224
25.

Security Design with Status Concerns

Number of pages: 46 Posted: 29 Jan 2015 Last Revised: 07 Aug 2018
Working Paper Series
London Business School, ICEF, Higher School of Economics, New York University (NYU) - Department of Finance and New York University - Stern School of Business
Downloads 213
26.

Behavioral Bias in Number Processing: Evidence from Analysts' Expectations

Number of pages: 41 Posted: 06 Oct 2015 Last Revised: 04 Mar 2018
Working Paper Series
Université Paris-Dauphine, PSL Research University, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Lausanne, HEC-Lausanne
Downloads 210
27.

Two Shades of Opacity: Hidden Orders versus Dark Trading

Number of pages: 57 Posted: 06 Oct 2015 Last Revised: 01 Jul 2018
Working Paper Series
KU Leuven, Department Accounting, Finance and Insurance, KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - University of Leuven and KU Leuven - University of Leuven
Downloads 195
28.

Distress Anomaly and Shareholder Risk: International Evidence

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 21 May 2013 Last Revised: 02 Oct 2015
Working Paper Series
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 188
29.

The Equilibrium Assignment of Narcissistic CEOs to Firms

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 19 Feb 2015 Last Revised: 03 Oct 2015
Working Paper Series
Univ. Lille, SKEMA Business School, SKEMA Business School - Lille Campus and California Institute of Technology
Downloads 181
30.

Economic Policy Uncertainty and the Yield Curve

Number of pages: 66 Posted: 07 Oct 2015
Working Paper Series
University of Zurich - Department of Banking and Finance and ITAM

Multiple version iconThere are 2 versions of this paper

Downloads 149
31.

Asset Pricing with Return Asymmetries: Theory and Tests

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 04 Dec 2013
Working Paper Series
HEC Paris - Finance Department
Downloads 143
32.

Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance

Number of pages: 77 Posted: 06 Oct 2015
Working Paper Series
University of Lugano and Swiss Finance Institute and University of Groningen - SOM Research School
Downloads 141
33.

Financial distress, refinancing, and debt structure

Journal of Banking and Finance, Vol. 94, September 2018
Number of pages: 64 Posted: 07 Oct 2015 Last Revised: 30 Aug 2018
Accepted Paper Series
Queen's University - Smith School of Business and Hong Kong Baptist University
Downloads 129
34.

Financial Market Liquidity: Who is Acting Strategically?

Number of pages: 43 Posted: 06 Oct 2015 Last Revised: 06 Jul 2016
Working Paper Series
Université Paris Dauphine - DRM-CEREG, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France and University of Cergy-Pontoise - THEMA
Downloads 100
35.

Uncovered Interest Rate Parity: A Relation to Global Trade Risk

Number of pages: 48 Posted: 06 Oct 2015 Last Revised: 24 Jan 2018
Working Paper Series
University of Lausanne, HEC, IBF and University of Lausanne
Downloads 99
36.

Entropy-Based Implied Volatility and its Information Content

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 01 Oct 2015 Last Revised: 02 Feb 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 96
37.

Credit Risk 'Beta': The Systematic Aspect of Bank Default Risk

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 30 Sep 2015
Working Paper Series
ESCP Europe
Downloads 95
38.

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
Number of pages: 50 Posted: 13 Nov 2013 Last Revised: 17 Feb 2016
Accepted Paper Series
IMF and University of Toronto - Finance Area
Downloads 94
39.

Collateralization, Leverage, and Stressed Expected Loss

Journal of Financial Stability, Forthcoming
Number of pages: 44 Posted: 06 Oct 2015 Last Revised: 15 Feb 2017
Working Paper Series
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne, HEC Lausanne, Institute of Banking and Finance
Downloads 89
40.

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 81
41.

Paris December 2015 Finance Meeting - Call for Papers

Number of pages: 1 Posted: 23 Mar 2015
Working Paper Series
Paris December Finance Meeting
Downloads 45
42.

Sovereign Collateral as a Trojan Horse: Why Do We Need an LCR+

Number of pages: 54 Posted: 07 Oct 2015
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH and University of Aarhus
Downloads 42
43.

The Effect of the Growth in Labor Hours Per Worker on Future Stock Returns, Hiring and Profitability

Review of Finance, Forthcoming
Number of pages: 46 Posted: 06 Oct 2015 Last Revised: 02 Sep 2016
Accepted Paper Series
Federal Reserve Board and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 38
44.

Intergenerational Transmission of Pro-Social Values: Socially Responsible Investment Among Parents and Adult Children

Number of pages: 30 Posted: 07 Oct 2015
Working Paper Series
Umeå University - Umeå School of Business and Economics, University of Umea and University of Umea - Umea School of Business and Economics
Downloads 28
45.

Shades of Black and White: The Paris Clandestine Gold Market in World War II

Number of pages: 25 Posted: 10 Nov 2015
Working Paper Series
University of Orleans, Independent and Université Libre de Bruxelles - SBS-EM, CEB
Downloads 23
47.

Modeling the Dependence between Extreme Operational Losses and Economic Factors: A Conditional Semi-Parametric Generalized Pareto Approach

Posted: 06 Oct 2015
Working Paper Series
HEC-ULg University of Liège, University of Liege - HEC Management School and Independent