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Viewing: 1 - 50 of 67 papers

1.

Are CEOs Different? Characteristics of Top Managers

Columbia Business School Research Paper No. 16-27, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 15 Mar 2016 Last Revised: 10 Aug 2017
Working Paper Series
University of Chicago - Booth School of Business and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 3,518
2.

Factor Investing: Risk Premia vs. Diversification Benefits

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 08 Jun 2015 Last Revised: 10 Sep 2017
Working Paper Series
Amundi Asset Management and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 961
3.

Intangible Assets and Capital Structure

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 25 Oct 2014 Last Revised: 28 Jun 2016
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads 556
4.

The Impact of Central Clearing on Banks' Lending Discipline

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 19 Nov 2013 Last Revised: 10 Sep 2016
Working Paper Series
University of St. Gallen - School of Finance
Downloads 462
5.

Collateral Requirements and Asset Prices

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55 Posted: 14 Nov 2015 Last Revised: 30 Nov 2017
Working Paper Series
London School of Economics and Political Science and London School of Economics & Political Science, Department of Finance
Downloads 439
6.

Public Pension Funds and Corporate Political Activism

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 470/2016, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50 Posted: 04 Mar 2015 Last Revised: 08 Sep 2017
Working Paper Series
Boston College, Carroll School of Management, University of Surrey - Finance and Accounting Group, ESMT European School of Management and Technology and University of Warwick - Finance Group

Multiple version iconThere are 3 versions of this paper

Downloads 423
7.

Equity Is Cheap for Large Financial Institutions

Swiss Finance Institute Research Paper No. 16-22, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 78 Posted: 14 Mar 2016 Last Revised: 22 Jul 2017
Working Paper Series
Mendoza College of Business, University of Notre Dame, Stanford Graduate School of Business and USI-Lugano
Downloads 409
8.

Quid Pro Quo? What Factors Influence IPO Allocations to Investors?

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 09 Mar 2017 Last Revised: 05 Sep 2017
Accepted Paper Series
University of Oxford - Said Business School, University of Oxford, Saïd Business School and Financial Conduct Authority
Downloads 329
9.

Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options

Number of pages: 105 Posted: 02 Jun 2016 Last Revised: 31 May 2017
Working Paper Series
Simon Fraser University, HEC Montreal and HEC Montreal - Department of Decision Sciences
Downloads 302
10.

Empty Creditors and Strong Shareholders: The Real Effects of Credit Risk Trading

Swiss Finance Institute Research Paper No. 16-17, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69 Posted: 04 Jun 2016 Last Revised: 11 Oct 2017
Working Paper Series
Otto-von-Guericke Universität Magdeburg, HEC Paris - Finance Department and Federal Reserve Board
Downloads 282
11.

Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49 Posted: 02 Mar 2016 Last Revised: 09 Feb 2017
Working Paper Series
Independent and Université Paris Dauphine - PSL Research University
Downloads 268
12.

Linear Credit Risk Models

Swiss Finance Institute Research Paper No. 16-34, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 21 May 2016 Last Revised: 14 Jul 2017
Working Paper Series
Swissquote Bank and Ecole Polytechnique Fédérale de Lausanne
Downloads 264
13.

Thinking about Prices versus Thinking about Returns in Financial Markets

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 70 Posted: 20 Mar 2016 Last Revised: 20 Nov 2016
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), Centre for European Economic Research (ZEW) and University of Mannheim - Department of Banking and Finance
Downloads 247
14.

Financial Crises, Price Discovery, and Information Transmission: A High-Frequency Perspective

EBS Business School Research Paper Series, Working Paper, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 02 Dec 2011 Last Revised: 10 Feb 2017
Working Paper Series
University of St. Gallen - School of Finance, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting, University of Duisburg-Essen and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 241
15.

Identifying the Benefits from Home Ownership: A Swedish Experiment

Swedish House of Finance Research Paper No. 16-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 66 Posted: 29 May 2016 Last Revised: 03 Oct 2017
Working Paper Series
Stockholm School of Economics - Department of Finance, New York University Stern School of Business, Department of Finance, Stockholm University - Department of Economics and Universite du Luxembourg

Multiple version iconThere are 3 versions of this paper

Downloads 241
16.

Margin Requirements and Equity Option Returns

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 04 Jun 2016 Last Revised: 04 Nov 2016
Working Paper Series
Rutgers, The State University of New Jersey - Rutgers Business School, Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and Copenhagen Business School
Downloads 196
17.

Designated Market Makers Still Matter: Evidence from Two Natural Experiments

Journal of Financial Economics (JFE), Forthcoming, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 04 Jun 2016 Last Revised: 16 Nov 2016
Accepted Paper Series
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign

Multiple version iconThere are 2 versions of this paper

Downloads 184
18.

The Failure of a Clearinghouse: Empirical Evidence

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 02 Nov 2016 Last Revised: 08 Nov 2017
Working Paper Series
Banque de France (Microeconomic research unit) and HEC Paris - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 183
19.

Identifying Credit Supply Shocks with Bank-Firm Data: Methods and Applications

Number of pages: 54 Posted: 03 Jun 2016 Last Revised: 02 Sep 2017
Working Paper Series
KU Leuven, Department Accounting, Finance and Insurance, Tilburg University - Department of Finance, KU Leuven - Department of Accounting, Finance and Insurance, Ghent University-Universiteit Gent - Faculty of Economics and Business Administration and European Central Bank
Downloads 173
20.

Family First? Nepotism and Corporate Investment

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49 Posted: 27 May 2016 Last Revised: 24 Oct 2017
Working Paper Series
Bank for International Settlements, University of Torino - Collegio Carlo Alberto and Università della Svizzera italiana (USI), Lugano; Swiss Finance Institute
Downloads 165
21.

Do Courts Matter for Firm Value? Evidence from the U.S. Court System

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55 Posted: 05 Nov 2015 Last Revised: 02 Jun 2016
Working Paper Series
Otto-von-Guericke Universität Magdeburg and Emory University - Goizueta Business School
Downloads 158
22.

A Measure of Pure Home Bias

Review of Finance, Forthcoming
Number of pages: 1 Posted: 01 Jun 2015 Last Revised: 13 Jun 2017
Accepted Paper Series
London Business School, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 146
23.

Bank Culture and Financial Stability: Evidence from Bank Lending Channels

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 06 Jun 2016 Last Revised: 12 Jan 2017
Working Paper Series
University of St Andrews, University of St Andrews and University of Edinburgh
Downloads 145
24.

Winning a Deal in Private Equity: Do Educational Networks Matter?

AFFI/EUROFIDAI, Paris December 2016 Finance Meeting EUROFIDAI - AFFI, University of St.Gallen, School of Finance Research Paper No. 2017/15
Number of pages: 45 Posted: 04 Jun 2016 Last Revised: 25 Oct 2017
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance, University of Oxford - Said Business School and University of St. Gallen - School of Finance
Downloads 129
25.

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 30 May 2016
Working Paper Series
University of Pavia and University of Pavia
Downloads 128
26.

Technical Analysis, Liquidity, and Price Discovery

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 05 Jun 2016 Last Revised: 17 Dec 2016
Working Paper Series
Karlsruhe Institute of Technology and Karlsruhe Institute of Technology
Downloads 124
27.

How Do Investors Accumulate Network Capital? Evidence from Angel Networks

Paris December 2016 Finance Meeting EUROFIDAI - AFFI, 29th Australasian Finance and Banking Conference 2016
Number of pages: 51 Posted: 05 Jun 2016 Last Revised: 15 Mar 2017
Working Paper Series
University of Houston - C.T. Bauer College of Business, Students and University of Houston, C. T. Bauer College of Business
Downloads 123
28.

Alliance Networks, Corporate Investment, and Firm Valuation

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 75 Posted: 03 Jun 2016 Last Revised: 09 Oct 2017
Working Paper Series
Tulane University
Downloads 115
29.

The Effects of Oil Inventories on Growth Prospects, Futures Markets, and Risk Premia

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 66 Posted: 04 Jun 2016 Last Revised: 29 Sep 2017
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Zurich - Department of Business Administration
Downloads 112
30.

Generalists and Specialists in the Credit Market

Saïd Business School WP 2016-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI,
Number of pages: 63 Posted: 21 Mar 2016 Last Revised: 01 Sep 2016
Working Paper Series
University College London and Massachusetts Institute of Technology (MIT)
Downloads 108
31.

The Causal (Non-)Effect of Dynastic Control on Firm Performance

Swedish House of Finance Research Paper No. 16-13, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 33 Posted: 16 Sep 2015 Last Revised: 16 Nov 2016
Working Paper Series
Swedish House of Finance
Downloads 96
32.

Credit Default Swaps in General Equilibrium: Endogenous Default and Credit Spread Spillovers

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 30 May 2013 Last Revised: 20 Dec 2016
Working Paper Series
Board of Governors of the Federal Reserve System and Office of the Comptroller of the Currency, Department of Treasury

Multiple version iconThere are 2 versions of this paper

Downloads 95
33.

A Single-Factor Consumption-Based Asset Pricing Model

Number of pages: 97 Posted: 05 Jun 2016 Last Revised: 07 Dec 2017
Working Paper Series
University of Miami and University of Manchester - Manchester Business School
Downloads 88
34.

Solvency Risk Premia and the Carry Trades

Paris December 2016 Finance Meeting EUROFIDAI - AFFI, 29th Australasian Finance and Banking Conference 2016
Number of pages: 50 Posted: 23 Feb 2016 Last Revised: 06 Nov 2017
Working Paper Series
University of St. Gallen
Downloads 87
35.

Market Structure and Transaction Costs of Index Cdss

Number of pages: 121 Posted: 31 May 2016 Last Revised: 13 Sep 2017
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and HEC Paris - Finance Department
Downloads 82
36.

Collusion and Efficiency in Horizontal Mergers: Evidence from Geographic Overlap

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 01 Jun 2016 Last Revised: 01 Jul 2017
Working Paper Series
Washington State University and University of Arizona - Department of Finance
Downloads 80
37.

Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69 Posted: 04 Jun 2016 Last Revised: 02 Feb 2017
Working Paper Series
University of Zurich - Department of Banking and Finance, Queen Mary, University of London and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 79
38.

When the Options Market Disagrees

Number of pages: 47 Posted: 04 Jun 2016 Last Revised: 28 Oct 2017
Working Paper Series
HEC Montreal, McGill University - Desautels Faculty of Management and HEC Montréal
Downloads 75
39.

Trading Ahead of Treasury Auctions

Number of pages: 47 Posted: 06 Jun 2016 Last Revised: 26 Nov 2017
Working Paper Series
European Central Bank, Financial Research Department
Downloads 65
40.

Funding Constraints and Market Liquidity in the European Treasury Bond Market

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65 Posted: 25 May 2016 Last Revised: 29 Sep 2017
Working Paper Series
Toulouse School of Economics, Newcastle University Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 58
41.

Does the Crowd Forgive?

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 31 Posted: 03 Jun 2016
Working Paper Series
Univ. Lille, SKEMA Business School, EA4112 - LSMRC
Downloads 56
42.

The Cost of Immediacy for Corporate Bonds

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 01 Jun 2016
Working Paper Series
Copenhagen Business School - Department of Finance and Texas A&M

Multiple version iconThere are 2 versions of this paper

Downloads 48
43.

Why Do Distressed Firms Acquire?

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59 Posted: 31 May 2016 Last Revised: 17 Aug 2017
Working Paper Series
Monash University
Downloads 47
44.

Estimating Skill in Private Equity Performance Using Market Data

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 31 May 2016 Last Revised: 11 Jan 2017
Working Paper Series
ESSEC Business School
Downloads 46
45.

Distracted Institutional Investors

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 63 Posted: 04 Jun 2016 Last Revised: 02 Feb 2017
Working Paper Series
HEC Paris - Finance Department
Downloads 45
46.

Size and Value Matter, But Not the Way You Thought

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 30 May 2016 Last Revised: 02 Feb 2017
Working Paper Series
University of Liege - HEC Management School, University of Liege - HEC Management School and HEC Management School - University of Liège

Multiple version iconThere are 2 versions of this paper

Downloads 45
47.

Systemic-Risk Scoring

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 05 Jun 2016 Last Revised: 02 Feb 2017
Working Paper Series
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris
Downloads 45
48.

Heterogeneous Risk Preferences in Financial Markets

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 41 Posted: 29 May 2016 Last Revised: 19 Jun 2017
Working Paper Series
Institut d'Etudes Politiques de Paris (Sciences Po), Department of Economics, Students
Downloads 44
49.

Pricing Inflation Linked Bonds and Hedging Bond Portfolios: A Comparative Analysis Applied to French OAT Indexed Bonds

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 25 Posted: 04 Jun 2016 Last Revised: 29 Nov 2016
Working Paper Series
University of Coimbra and Université Paris Ouest Nanterre La Défense
Downloads 42
50.

Testing for Mutually Exciting Jumps and Financial Flights in High Frequency Data

Journal of Econometrics, Forthcoming
Number of pages: 84 Posted: 02 Jun 2016 Last Revised: 18 Sep 2017
Accepted Paper Series
University of Tasmania, IESEG School of Management and CNRS - France, University of Tasmania and Rutgers University
Downloads 42