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Paris December 2016 Finance Meeting EUROFIDAI - AFFI - ESSEC (Archive)

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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 3,855
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 1,063
3.

Intangible Assets and Capital Structure

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65 Posted: 25 Oct 2014 Last Revised: 14 Jun 2018
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads 710
4.

Collateral Requirements and Asset Prices

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58 Posted: 14 Nov 2015 Last Revised: 17 Apr 2018
Working Paper Series
London School of Economics and Political Science and London School of Economics & Political Science, Department of Finance
Downloads 528
5.

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 475
6.

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 472
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 457
8.

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 447
9.

Thinking about Prices versus Thinking about Returns in Financial Markets

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 114 Posted: 20 Mar 2016 Last Revised: 11 Feb 2018
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), Max Planck Institute for Research on Collective Goods and University of Mannheim - Department of Banking and Finance
Downloads 363
10.

Shareholder Bargaining Power and the Emergence of Empty Creditors

Swiss Finance Institute Research Paper No. 16-17, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55 Posted: 04 Jun 2016 Last Revised: 29 Jun 2018
Working Paper Series
University of Magdeburg, HEC Paris - Finance Department and Federal Reserve Board
Downloads 358
11.

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 348
12.

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, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Universite du Luxembourg

Multiple version iconThere are 3 versions of this paper

Downloads 296
13.

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 University of Toronto - Finance Area
Downloads 292
14.

Linear Credit Risk Models

Swiss Finance Institute Research Paper No. 16-34, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 21 May 2016 Last Revised: 18 Jan 2018
Working Paper Series
Swissquote Bank and Ecole Polytechnique Fédérale de Lausanne
Downloads 284
15.

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

Number of pages: 51 Posted: 03 Jun 2016 Last Revised: 17 Mar 2018
Working Paper Series
KU Leuven, Department Accounting, Finance and Insurance, Tilburg University - Department of Finance, Lancaster University - Department of Accounting and Finance, Ghent University-Universiteit Gent - Faculty of Economics and Business Administration and ECB -Financial Research Division
Downloads 270
16.

Margin Requirements and Equity Option Returns

Number of pages: 68 Posted: 04 Jun 2016 Last Revised: 31 Dec 2017
Working Paper Series
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and Copenhagen Business School
Downloads 267
17.

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 259
18.

Does Corporate Culture Affect Bank Risk-Taking? Evidence from Loan-Level Data

British Journal of Management, Forthcoming
Number of pages: 51 Posted: 06 Jun 2016 Last Revised: 16 Feb 2018
Accepted Paper Series
University of St Andrews, University of St Andrews and University of Edinburgh
Downloads 245
19.

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 244
20.

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 210
21.

A Measure of Pure Home Bias

Review of Finance, Forthcoming
Number of pages: 55 Posted: 01 Jun 2015 Last Revised: 06 May 2018
Accepted Paper Series
London Business School, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 192
22.

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 (BIS) - Monetary and Economic Department, University of Turin - Collegio Carlo Alberto and Università della Svizzera italiana (USI), Lugano; Swiss Finance Institute

Multiple version iconThere are 2 versions of this paper

Downloads 186
23.

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

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 05 Nov 2015 Last Revised: 24 Jul 2018
Working Paper Series
University of Magdeburg and Emory University - Goizueta Business School
Downloads 183
24.

Market Structure and Transaction Costs of Index CDSs

Swiss Finance Institute Research Paper No. 18-40
Number of pages: 123 Posted: 31 May 2016 Last Revised: 11 Jun 2018
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and HEC Paris - Finance Department
Downloads 176
25.

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: 43 Posted: 04 Jun 2016 Last Revised: 09 Jan 2018
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 167
26.

Seed-Stage Success and Growth of Angel Networks

Paris December 2016 Finance Meeting EUROFIDAI - AFFI, 29th Australasian Finance and Banking Conference 2016
Number of pages: 59 Posted: 05 Jun 2016 Last Revised: 02 Aug 2018
Working Paper Series
University of Houston - C.T. Bauer College of Business, Students and University of Houston, C. T. Bauer College of Business
Downloads 146
27.

Alliance Networks, Corporate Investment, and Firm Valuation

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 78 Posted: 03 Jun 2016 Last Revised: 15 Jan 2018
Working Paper Series
Tulane University
Downloads 142
28.

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 European Central Bank
Downloads 140
29.

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 136
30.

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 130
31.

Generalists and Specialists in the Credit Market

Saïd Business School WP 2016-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 77 Posted: 21 Mar 2016 Last Revised: 19 Apr 2018
Working Paper Series
University College London and Massachusetts Institute of Technology (MIT)
Downloads 124
32.

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 - Department of Finance and University of Manchester - Manchester Business School
Downloads 122
33.

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
Downloads 105
34.

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 105
35.

Trading Ahead of Treasury Auctions

Number of pages: 44 Posted: 06 Jun 2016 Last Revised: 04 May 2018
Working Paper Series
European Central Bank (ECB)
Downloads 103
36.

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

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 60 Posted: 30 May 2013 Last Revised: 26 Jan 2018
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 100
37.

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 100
38.

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 - School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 96
39.

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 95
40.

Why Do Distressed Firms Acquire?

Paris December 2016 Finance Meeting EUROFIDAI - AFFI, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 59 Posted: 31 May 2016 Last Revised: 17 Jan 2018
Working Paper Series
Monash University
Downloads 87
41.

Funding Constraints and Market Liquidity in the European Treasury Bond Market

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 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 86
42.

Estimating Skill in Private Equity Performance Using Market Data

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64 Posted: 31 May 2016 Last Revised: 01 Feb 2018
Working Paper Series
ESSEC Business School - Finance Department, Students
Downloads 83
43.

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 73
44.

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 70
45.

Does the Crowd Forgive?

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 31 Posted: 03 Jun 2016
Working Paper Series
Université Lumière Lyon 2
Downloads 64
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 Liège

Multiple version iconThere are 2 versions of this paper

Downloads 63
47.

Heterogeneous Risk Preferences in Financial Markets

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 29 May 2016 Last Revised: 31 Jan 2018
Working Paper Series
Institut d'Etudes Politiques de Paris (Sciences Po), Department of Economics, Students
Downloads 56
48.

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 - Finance Department
Downloads 55
49.

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 55
50.

Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 62 Posted: 25 May 2016 Last Revised: 09 Feb 2017
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 3 versions of this paper

Downloads 52