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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
19,005 Total downloads | Link to this page

Viewing: 1 - 45 of 45 papers

1.

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 Liège - HEC Management School and HEC Liège

Multiple version iconThere are 2 versions of this paper

Downloads 416
2.

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 40
3.

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: 22 May 2020
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 Durham University Business School
Downloads 322
4.

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 264
5.

YOLO: Mortality Beliefs and Household Finance Puzzles

Journal of Finance, (2019) 74(6): 2957-2996., FRB of Cleveland Working Paper No. 15-21
Number of pages: 72 Posted: 07 Oct 2015 Last Revised: 02 Apr 2020
Accepted Paper Series
Boston College - Department of Finance, University of York and Brandeis University
Downloads 726
6.

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 Aarhus University
Downloads 48
7.

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 194
8.

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 Liège - HEC Management School and Independent
9.

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, University of Manchester - Alliance Manchester Business School, KU Leuven - University of Leuven and KU Leuven - University of Leuven
Downloads 315
10.

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 University of Groningen - SOM Research School
Downloads 174
11.

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 108
12.

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 Swiss Finance Institute @ EPFL
Downloads 99
13.

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 124
14.

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 47
15.

Behavioral Bias in Number Processing: Evidence from Analysts' Expectations

Journal of Economic Behavior and Organization, Vol. 149, May 2018
Number of pages: 41 Posted: 06 Oct 2015 Last Revised: 24 Jul 2019
Accepted Paper Series
Université Paris-Dauphine, PSL Research University, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Lausanne, HEC-Lausanne
Downloads 252
16.

Is the Fox Guarding the Henhouse? Bankers in the Federal Reserve, Bank Leverage and Risk-shifting

Number of pages: 73 Posted: 06 Oct 2015 Last Revised: 07 May 2019
Working Paper Series
Durham University, University of Edinburgh - Business School and University of Edinburgh - Accounting and Finance
Downloads 173
18.

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 116
19.

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 New Economic School
Downloads 314
20.

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 432
21.

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: 72 Posted: 03 Jul 2015 Last Revised: 23 May 2019
Working Paper Series
Boston University - Department of Accounting, 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 751
22.

Competition Theory of Risk Management Failures

Paris December 2015 Finance Meeting EUROFIDAI - AFFI, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 454/2015
Number of pages: 63 Posted: 06 Jun 2015 Last Revised: 10 Jul 2019
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and Santa Clara University - Leavey School of Business
Downloads 409
23.

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 affiliation not provided to SSRN
Downloads 679
24.

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 314
25.

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 Business School and Nanjing University
Downloads 586
26.

Measuring Tail Risks at High Frequency

Number of pages: 61 Posted: 01 Apr 2015 Last Revised: 27 Oct 2018
Working Paper Series
Duke University - Department of Economics
Downloads 523
27.

The Globalization Risk Premium

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 29 Mar 2015 Last Revised: 11 Jul 2018
Accepted Paper Series
HEC Paris, University of Minnesota, Finance and Bocconi University
Downloads 707
28.

Paris December 2015 Finance Meeting - Call for Papers

Number of pages: 1 Posted: 23 Mar 2015
Working Paper Series
Paris December Finance Meeting
Downloads 48
29.

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 1,110
30.

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
NHH-Caltech, SKEMA Business School, SKEMA Business School - Lille Campus and California Institute of Technology
Downloads 204
31.

Security Design with Status Concerns

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 51 Posted: 29 Jan 2015 Last Revised: 20 Aug 2020
Accepted Paper Series
London Business School, HSE University, International College of Economics and Finance (ICEF), New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 298
32.

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: 31 Oct 2019
Accepted Paper Series
University of Denver - Daniels College of Business
Downloads 316
33.

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
Independent
Downloads 519
34.

Do Corporate Taxes Hinder Innovation?

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 03 Nov 2014 Last Revised: 13 Feb 2019
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 723
35.

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 395
36.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 108 Posted: 08 Jun 2014 Last Revised: 13 Apr 2020
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 841
37.

The Effects of Global Leniency Programs on Margins and Mergers

INSEAD Working Paper No. 2017/75/FIN, Finance Down Under 2016 Building on the Best from the Cellars of Finance, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65 Posted: 09 Apr 2014 Last Revised: 16 May 2019
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 295
38.

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 - PBC School of Finance and The University of Melbourne - Department of Finance
Downloads 591
39.

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 159
40.

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 814
41.

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 at Mississauga - Department of Management
Downloads 112
42.

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: 05 Dec 2018
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads 1,344
43.

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 224
44.

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 1,616
45.

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: 28 Feb 2019
Working Paper Series
HEC Paris - Finance Department
Downloads 1,231