Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 723,848
Full Text Papers: 609,286
Authors: 333,894
Papers Received in
  Last 12 months:
63,611

Paper Downloads:
To date: 110,325,319
Last 12 months: 13,519,050
Last 30 days: 1,225,445

CiteReader:  What's this?
Papers with
  Resolved
  References:
316,392
Total References: 9,125,892
Papers with Cites: 247,883
Total Citation
  Links:
5,975,467
Papers with
  Resolved
  Footnotes:
93,216
Total Footnotes: 9,016,523


SSRN eLibrary Search Results
Paris December 2016 Finance Meeting EUROFIDAI - AFFI - ESSEC
9,490 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Paris December 2016 Finance Meeting logo EUROFIDAI AFFI ESSEC ESSEC
Showing Papers 1 - 50 of 69
Sort By
1 2 | Next >
   

Incl. Electronic Paper The Failure of a Clearinghouse: Empirical Evidence
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Vincent Bignon and Guillaume Vuillemey
Banque de France (Microeconomic research unit) and HEC Paris - Finance Department
Date Posted: November 02, 2016
Last Revised: February 22, 2017
Working Paper Series
80 downloads

Incl. Electronic Paper Trading Ahead of Treasury Auctions
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Jean-David Sigaux
HEC Paris (Groupe HEC), Finance Department
Date Posted: June 06, 2016
Last Revised: January 05, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Bank Culture and Financial Stability: Evidence from Bank Lending Channels
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Duc Duy Nguyen, Linh Nguyen and Vathunyoo Sila
University of St Andrews, University of St Andrews and University of Edinburgh
Date Posted: June 06, 2016
Last Revised: January 12, 2017
Working Paper Series
63 downloads

Incl. Electronic Paper Systematic Risk and Share Turnover [or Beta as a Measure of Mispricing]
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Maria Kasch
University of Mannheim - Department of Finance
Date Posted: June 05, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper One-Factor Asset Pricing
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Stefanos Delikouras and Alexandros Kostakis
University of Miami and University of Manchester - Manchester Business School
Date Posted: June 05, 2016
Last Revised: January 31, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Customer Risk and the Choice between Cash and Bank Credit Lines
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Thomas David
Université Paris Dauphine, DRM
Date Posted: June 05, 2016
Last Revised: February 02, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Technical Analysis, Liquidity, and Price Discovery
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Felix Fritz and Christof Weinhardt
Karlsruhe Institute of Technology and Karlsruhe Institute of Technology
Date Posted: June 05, 2016
Last Revised: December 17, 2016
Working Paper Series
95 downloads

Incl. Electronic Paper Systemic-Risk Scoring
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Sylvain Benoit, Christophe Hurlin and Christophe Perignon
Université Paris Dauphine - LEDa-SDFi, University of Orleans and HEC Paris - Finance Department
Date Posted: June 05, 2016
Last Revised: February 02, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper How Do Investors Accumulate Network Capital? Evidence from Angel Networks
Paris December 2016 Finance Meeting EUROFIDAI - AFFI, 29th Australasian Finance and Banking Conference 2016
Buvaneshwaran Gokul Venugopal and Vijay Yerramilli
University of Houston - C.T. Bauer College of Business, Students and University of Houston, C. T. Bauer College of Business
Date Posted: June 05, 2016
Last Revised: March 15, 2017
Working Paper Series
85 downloads

Incl. Electronic Paper Lender Protection versus Risk Compensation: Evidence from the Bilateral Repo Market
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Jun Kyung Auh and Mattia Landoni
Georgetown University - Department of Finance and Southern Methodist University (SMU) - Finance Department
Date Posted: June 05, 2016
Last Revised: February 02, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Designated Market Makers Still Matter: Evidence from Two Natural Experiments
Journal of Financial Economics (JFE), Forthcoming, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Adam D. Clark-Joseph, Mao Ye and Chao Zi
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Date Posted: June 04, 2016
Last Revised: November 16, 2016
Accepted Paper Series
122 downloads

Incl. Electronic Paper Labor Rigidity, Inflation Risk and Bond Returns
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Roberto Marfè
Collegio Carlo Alberto
Date Posted: June 04, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Chris Bardgett, Elise Gourier and Markus Leippold
University of Zurich - Department of Banking and Finance, Queen Mary, University of London and University of Zurich - Department of Banking and Finance
Date Posted: June 04, 2016
Last Revised: February 02, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper 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
Stefano Colonnello, Matthias Efing and Francesca Zucchi
Otto-von-Guericke Universität Magdeburg, HEC Paris - Finance Department and Federal Reserve Board
Date Posted: June 04, 2016
Last Revised: November 18, 2016
Working Paper Series
208 downloads

Incl. Electronic Paper Margin Requirements and Equity Option Returns
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Steffen Hitzemann, Michael Hofmann, Marliese Uhrig-Homburg and Christian Wagner
Ohio State University (OSU) - Department of Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and Copenhagen Business School
Date Posted: June 04, 2016
Last Revised: November 04, 2016
Working Paper Series
93 downloads

Incl. Electronic Paper Pricing Inflation Linked Bonds and Hedging Bond Portfolios: A Comparative Analysis Applied to French OAT Indexed Bonds
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
José S da Fonseca and Béatrice de Séverac
University of Coimbra and Université Paris Ouest Nanterre La Défense
Date Posted: June 04, 2016
Last Revised: November 29, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Winning a Deal in Private Equity: Do Educational Networks Matter?
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Florian Fuchs, Roland Füss, Tim Jenkinson and Stefan Morkoetter
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
Date Posted: June 04, 2016
Last Revised: October 14, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper When the Options Market Disagrees
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Mathieu Fournier, Ruslan Goyenko and Gunnar Grass
HEC Montreal, McGill University - Desautels Faculty of Management and HEC Montréal
Date Posted: June 04, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper The Effects of Oil Inventories on Growth Prospects, Futures Markets, and Risk Premia
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Nicole Branger, Nikolai Gräber and Malte Schumacher
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: June 04, 2016
Last Revised: February 11, 2017
Working Paper Series
47 downloads

Incl. Electronic Paper Distracted Institutional Investors
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Daniel Schmidt
HEC Paris - Finance Department
Date Posted: June 04, 2016
Last Revised: February 02, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Patrick Augustin and Roméo Tédongap
McGill University, Desautels Faculty of Management and ESSEC Business School Paris-Singapore
Date Posted: June 04, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Impact of Bank Shocks on Firm-Level Outcomes and Bank Risk-Taking
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Hans Degryse, Olivier De Jonghe, Sanja Jakovljević, Klaas Mulier and Glenn Schepens
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
Date Posted: June 03, 2016
Working Paper Series
90 downloads

Incl. Electronic Paper Does the Crowd Forgive?
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Gaël Leboeuf
Univ. Lille, SKEMA Business School, EA4112 - LSMRC
Date Posted: June 03, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Alliance Networks, Corporate Investment, and Firm Valuation
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Sangho Lee
Georgia State University
Date Posted: June 03, 2016
Last Revised: November 16, 2016
Working Paper Series
84 downloads

Incl. Electronic Paper A Multifactor Self-Exciting Jump Diffusion Approach for Modelling the Clustering of Jumps in Equity Returns
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Donatien Hainaut and Franck Moraux
Université Catholique de Louvain and Université de Rennes I and CREM
Date Posted: June 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Peter Grundke
University Osnabrück, Chair of Banking and Finance
Date Posted: June 03, 2016
Last Revised: February 02, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean-François Bégin, Christian Dorion and Geneviève Gauthier
Simon Fraser University, HEC Montreal and HEC Montreal - Department of Decision Sciences
Date Posted: June 02, 2016
Last Revised: January 29, 2017
Working Paper Series
194 downloads

Incl. Electronic Paper Related Securities and the Cross-Section of Stock Return Momentum: Evidence From Credit Default Swaps (CDS)
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Jongsub Lee, Andy Naranjo and Stace Sirmans
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and University of Arkansas - Department of Finance
Date Posted: June 02, 2016
Last Revised: January 16, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Valuing American Options Using Fast Recursive Projections
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Antonio Cosma, Stefano Galluccio, Paola Pederzoli and O. Scaillet
Université du Luxembourg, BNP Paribas Fixed Income, University of Geneva and University of Geneva GSEM and GFRI
Date Posted: June 02, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Financial Innovation and Stock Market Participation
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Claire Celerier, Boris Vallee, Laurent E. Calvet and Paolo Sodini
University of Toronto - Rotman School of Management, Harvard Business School - Finance Unit, EDHEC Business School - Department of Economics & Finance and Stockholm School of Economics - Department of Finance
Date Posted: June 02, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Are Information and Portfolio Diversification Substitutes or Complements?
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Elisa Luciano and Antonella Tolomeo
Collegio Carlo Alberto and University of Torino
Date Posted: June 02, 2016
Last Revised: November 19, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Financial Flights, Stock Market Linkages and Jump Excitation
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Mardi H. Dungey, Deniz Erdemlioglu, Marius Matei and Xiye Yang
University of Tasmania, IESEG School of Management and CNRS - France, University of Tasmania and Rutgers University
Date Posted: June 02, 2016
Last Revised: February 02, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Funding Shortfall Risk and Asset Prices in General Equilibrium
Majid Hasan
EDHEC Business School (EDHEC), Students
Date Posted: June 02, 2016
Last Revised: February 02, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper The Cost of Immediacy for Corporate Bonds
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Jens Dick-Nielsen and Marco Rossi
Copenhagen Business School - Department of Finance and Texas A&M
Date Posted: June 01, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Collusion and Efficiency in Horizontal Mergers: Evidence from Geographic Overlap
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Douglas J. Fairhurst and Ryan Williams
Washington State University and University of Arizona - Department of Finance
Date Posted: June 01, 2016
Last Revised: March 14, 2017
Working Paper Series
43 downloads

Incl. Electronic Paper Can Paying Firms Quicker Impact Aggregate Employment?
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Jean-Noel Barrot and Ramana Nanda
Massachusetts Institute of Technology (MIT) and Harvard University - Entrepreneurial Management Unit
Date Posted: June 01, 2016
Last Revised: February 02, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Joint Dynamics of the U.S. and Euro-Area Inflation: Expectations and Time-Varying Uncertainty
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Olesya V. Grishchenko, Sarah Mouabbi and Jean-Paul Renne
Board of Governors of the Federal Reserve System, Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 01, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Market Structure and Transaction Costs of Index Cdss
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Pierre Collin-Dufresne, Benjamin Junge and Anders B. Trolle
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: May 31, 2016
Last Revised: February 02, 2017
Working Paper Series
16 downloads

Immigration, Real Estate Prices and the Consumption Decisions of Native Households
University of St.Gallen, School of Finance Research Paper No. 2016/15, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Zeno Adams and Kristian Blickle
University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Date Posted: May 31, 2016
Last Revised: November 03, 2016
Working Paper Series

Incl. Electronic Paper Estimating Skill in Private Equity Performance Using Market Data
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Maurice McCourt
ESSEC Business School
Date Posted: May 31, 2016
Last Revised: January 11, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Do Managers Learn from Short Sellers?
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Liang Xu
Université Paris Dauphine
Date Posted: May 30, 2016
Last Revised: December 31, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Style Investing and Commonality in Liquidity
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Constantinos Antoniou, Olga Klein and Vikas Raman
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and University of Warwick - Finance Group
Date Posted: May 30, 2016
Last Revised: February 02, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper CoRisk: Measuring Systemic Risk Through Default Probability Contagion
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Paolo Giudici and Laura Parisi
University of Pavia and New York University (NYU), Leonard N. Stern School of Business, Students
Date Posted: May 30, 2016
Working Paper Series
112 downloads

Incl. Electronic Paper Size and Value Matter, But Not the Way You Thought
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Marie Lambert, Boris Fays and Georges Hubner
University of Liege - HEC Management School, University of Liege - HEC Management School and HEC Management School - University of Liège
Date Posted: May 30, 2016
Last Revised: February 02, 2017
Working Paper Series
28 downloads

Incl. Electronic Paper Heterogeneous Risk Preferences in Financial Markets
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Tyler Abbot
Sciences Po - Department of Economics
Date Posted: May 29, 2016
Last Revised: February 15, 2017
Working Paper Series
28 downloads

Incl. Electronic Paper Capital Heterogeneity, Volatility Shock, and the Value Premium
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Yong Kil Ahn
Hong Kong University of Science and Technology
Date Posted: May 29, 2016
Last Revised: November 15, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper 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
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld‐Toal
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
Date Posted: May 29, 2016
Last Revised: November 23, 2016
Working Paper Series
181 downloads

Incl. Electronic Paper Quid Pro Quo? What Factors Influence IPO Allocations to Investors?
Saïd Business School WP 2016-19, FCA Occasional Paper No. 15, Paris December 2016 Finance Meeting EUROFIDAI - AFFI,
Tim Jenkinson, Howard Jones and Felix Suntheim
University of Oxford - Said Business School, University of Oxford, Saïd Business School and Financial Conduct Authority
Date Posted: May 28, 2016
Last Revised: December 20, 2016
Working Paper Series
239 downloads

Incl. Electronic Paper Access to Collateral and the Democratization of Credit: France's Reform of the Napoleonic Code
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Kevin Aretz, Murillo Campello and Maria-Teresa Marchica
Manchester Business School, Cornell University and University of Manchester - Manchester Business School
Date Posted: May 27, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Family First? Managerial Nepotism and Corporate Investment
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Fabrizio Leone, Gianpaolo Parise and Carlo Sommavilla
University of Lugano, Bank for International Settlements and Università della Svizzera italiana (USI), Lugano; Swiss Finance Institute
Date Posted: May 27, 2016
Last Revised: March 10, 2017
Working Paper Series
114 downloads


 

1 2 | Next >