Viewing: 1 - 14 of 14 papers
1.
Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs
AFA 2016 San Francisco, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 75
Posted: 22 Nov 2014
Last Revised: 12 Oct 2017
Working Paper Series
Unaffiliated Authors - Independent, Luxembourg School of Finance, Aalto University School of Business and Unaffiliated Authors - Independent
Downloads
3,671
2.
Short-Sellers and Mutual Funds: Why Does Short-Sale Volume Predict Stock Returns?
Rock Center for Corporate Governance at Stanford University Working Paper No. 195, Stanford University Graduate School of Business Research Paper No. 14-35, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 54
Posted: 17 Sep 2014
Last Revised: 02 Oct 2016
Working Paper Series
University of Pennsylvania - Accounting Department, Indiana University - Kelley School of Business - Department of Finance and Stanford University - Graduate School of Business
Downloads
774
3.
Political Influence and Government Investment: Evidence from Contract-Level Data
Number of pages: 52
Posted: 13 May 2015
Last Revised: 25 Nov 2016
Working Paper Series
University of Washington - Department of Finance and Business Economics, Carnegie Mellon University - Tepper School of Business and University of Washington - Michael G. Foster School of Business
Downloads
564
4.
Investment Efficiency and Product Market Competition
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 56
Posted: 21 Jul 2015
Last Revised: 12 May 2016
Accepted Paper Series
Vienna University of Economics and Business, University of Hong Kong and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads
357
5.
Equilibrium Asset Pricing in Directed Networks
SAFE Working Paper No. 74, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 68
Posted: 11 Nov 2014
Last Revised: 30 Oct 2017
Working Paper Series
University of Muenster - Finance Center Muenster, BI Norwegian Business School, Deutsche Bundesbank and Goethe University Frankfurt - Research Center SAFE
Downloads
340
6.
Momentum in Imperial Russia
WFA 2016 Park City Meetings Paper
Number of pages: 42
Posted: 23 Sep 2015
Last Revised: 29 Jun 2017
Working Paper Series
Yale School of Management - International Center for Finance and University of Connecticut - School of Business
There are 2 versions of this paper
Momentum in Imperial Russia
WFA 2016 Park City Meetings Paper
Number of pages: 42
Posted: 23 Sep 2015
Last Revised: 29 Jun 2017
Downloads
338
Downloads
5
Downloads
338
7.
Uncertain Market Making
Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 48
Posted: 01 Oct 2015
Last Revised: 03 May 2017
Working Paper Series
INSEAD - Finance
Downloads
336
8.
Term Structure of Interest Rates with Short-Run and Long-Run Risks
Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 74
Posted: 23 Sep 2015
Last Revised: 29 Jul 2017
Working Paper Series
Board of Governors of the Federal Reserve System, Johns Hopkins University - Carey Business School and Tsinghua University - PBC School of Finance
There are 2 versions of this paper
Term Structure of Interest Rates with Short-Run and Long-Run Risks
Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 74
Posted: 23 Sep 2015
Last Revised: 29 Jul 2017
Downloads
254
Term Structure of Interest Rates with Short-Run and Long-Run Risks
FEDS Working Paper No. 2015-95
Number of pages: 65
Posted: 13 Nov 2015
Downloads
61
Downloads
254
9.
Asset Volatility and Capital Structure: Evidence from Corporate Mergers
Number of pages: 46
Posted: 22 Feb 2014
Last Revised: 16 Mar 2017
Working Paper Series
University of Wisconsin - Madison and University of Oregon - Lundquist College of Business
Downloads
236
10.
Access to Credit and Stock Market Participation
Ross School of Business Paper No. 1276, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 52
Posted: 17 Apr 2015
Last Revised: 03 Jun 2016
Working Paper Series
University of Michigan, Stephen M. Ross School of Business and Arizona State University
Downloads
216
11.
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
There are 2 versions of this paper
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
Downloads
216
Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies
CEPR Discussion Paper No. DP11470
Number of pages: 67
Posted: 06 Sep 2016
Downloads
2
Downloads
216
12.
The Display of Information and Household Investment Behavior
Number of pages: 69
Posted: 21 Sep 2015
Last Revised: 31 Mar 2017
Working Paper Series
Board of Governors of the Federal Reserve System
There are 2 versions of this paper
The Display of Information and Household Investment Behavior
Number of pages: 69
Posted: 21 Sep 2015
Last Revised: 31 Mar 2017
Downloads
179
The Display of Information and Household Investment Behavior
FEDS Working Paper No. 2017-043
Number of pages: 71
Posted: 20 Apr 2017
Downloads
116
Downloads
179
13.
Cash-Flow Timing vs. Discount-Rate Timing: An Examination of Mutual Fund Market-Timing Skills
Finance Down Under 2016 Building on the Best from the Cellars of Finance
, American Finance Association Meetings, 2017 Chicago
Number of pages: 64
Posted: 01 Oct 2015
Last Revised: 10 May 2018
Working Paper Series
UNSW Business School and University of Maryland - Robert H. Smith School of Business
Downloads
142
14.
The Effect of Options on Information Acquisition and Asset Pricing
Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 48
Posted: 29 Sep 2015
Working Paper Series
The University of Hong Kong - School of Economics and Finance
There are 2 versions of this paper
The Effect of Options on Information Acquisition and Asset Pricing
Number of pages: 47
Posted: 08 Oct 2014
Last Revised: 07 Nov 2014
Downloads
117
The Effect of Options on Information Acquisition and Asset Pricing
Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 48
Posted: 29 Sep 2015
Downloads
81
Downloads
81
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