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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
13,600 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
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Viewing: 1 - 49 of 49 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 1,465
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: 62 Posted: 07 Jun 2011 Last Revised: 24 Apr 2016
Working Paper Series
HEC Paris - Finance Department
Downloads 1,024
3.

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

AFA 2016 San Francisco Meetings Paper
Number of pages: 58 Posted: 25 Oct 2013 Last Revised: 08 Nov 2017
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Technical University of Munich
Downloads 798
4.

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 684
5.

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 640
6.

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 630
7.

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 575
8.

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 546
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 504
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 Exeter Business School, Harvard University - Harvard Business School and China Europe International Business School (CEIBS)
Downloads 469
11.

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 417
12.

A Market-Based Funding Liquidity Measure

PBCSF-NIFR Research Paper No. 14-01
Number of pages: 77 Posted: 24 Jan 2014 Last Revised: 15 Mar 2017
Working Paper Series
Tsinghua University - PBC School of Finance and The University of Melbourne - Department of Finance
Downloads 369
13.

The Globalization Risk Premium

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 76 Posted: 29 Mar 2015 Last Revised: 25 Mar 2017
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Bocconi University
Downloads 366
14.

Measuring Tail Risks at High Frequency

Number of pages: 60 Posted: 01 Apr 2015 Last Revised: 09 Sep 2017
Working Paper Series
Duke University - Department of Economics
Downloads 328
15.

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 Management School - University of Liège

Multiple version iconThere are 2 versions of this paper

Downloads 315
16.

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 289
17.

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 282
18.

YOLO: Mortality Beliefs and Household Finance Puzzles

FRB of Cleveland Working Paper No. 15-21
Number of pages: 72 Posted: 07 Oct 2015 Last Revised: 20 Jan 2017
Accepted Paper Series
Boston College - Department of Finance, Trinity College Dublin and Brandeis University
Downloads 275
19.

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 274
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 271
21.

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 Torino - Collegio Carlo Alberto
Downloads 241
22.

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 EIEF
Downloads 213
23.

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 208
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: 76 Posted: 09 Apr 2014 Last Revised: 21 Nov 2017
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 201
25.

Security Design with Status Concerns

Number of pages: 51 Posted: 29 Jan 2015 Last Revised: 28 Jun 2017
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 180
26.

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 176
27.

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
Université de Lille, SKEMA Business School, SKEMA Business School - Lille Campus and California Institute of Technology
Downloads 170
28.

Two Shades of Opacity: Hidden Orders versus Dark Trading

Number of pages: 52 Posted: 06 Oct 2015 Last Revised: 13 Oct 2015
Working Paper Series
KU Leuven, Department Accounting, Finance and Insurance, KU Leuven - University of Leuven and KU Leuven - University of Leuven
Downloads 148
29.

Behavioral Bias in Number Processing: Evidence from Analysts' Expectations

Number of pages: 40 Posted: 06 Oct 2015 Last Revised: 09 Oct 2017
Working Paper Series
Strasbourg University - LARGE Research Center - EM Strasbourg Business School, Université Paris-Dauphine, PSL Research University and University of Lausanne, HEC-Lausanne
Downloads 139
30.

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
Downloads 136
31.

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 118
32.

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 108
33.

What Happens at a Refinancing Point? Changes in Debt Structure and Firm Profitability

Number of pages: 50 Posted: 07 Oct 2015 Last Revised: 28 Nov 2015
Working Paper Series
Queen's University - Smith School of Business and University of Florida
Downloads 108
34.

Is the Fox Guarding the Henhouse? Regulatory Connections and Public Subsidies in Banks

Number of pages: 76 Posted: 06 Oct 2015 Last Revised: 24 Nov 2016
Working Paper Series
University of Edinburgh Business School, University of Edinburgh - Business School and University of Edinburgh
Downloads 102
35.

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 92
36.

Returns to Talent and the Finance Wage Premium

Number of pages: 53 Posted: 06 Oct 2015
Working Paper Series
University of Toronto - Rotman School of Management and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 89
37.

Uncovered Interest Rate Parity: A Relation to Global Trade Risk

Number of pages: 41 Posted: 06 Oct 2015
Working Paper Series
University of Lausanne and University of Lausanne, HEC, IBF
Downloads 87
38.

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 85
39.

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 81
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 78
41.

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 74
42.

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
University of Amsterdam - Faculty of Economics and Business (FEB) and Université Paris Dauphine - PSL Research University
Downloads 70
43.

Paris December 2015 Finance Meeting - Call for Papers

Number of pages: 1 Posted: 23 Mar 2015
Working Paper Series
Paris December Finance Meeting
Downloads 44
44.

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 38
45.

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 31
46.

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 24
47.

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
49.

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