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EFA 2002 Berlin Meetings Presentation Papers (Archive)

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Viewing: 1 - 50 of 143 papers

1.

Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios

BIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper
Number of pages: 61 Posted: 13 Dec 2005
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,680
2.

Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring

CEPR Discussion Paper No. 4287
Number of pages: 37 Posted: 16 Jul 2004
Working Paper Series
Humboldt University of Berlin and Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 19
3.

Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations

CEPR Discussion Paper No. 4367
Number of pages: 46 Posted: 26 May 2004
Working Paper Series
European Central Bank (ECB), University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 25
4.

Cooperation in International Banking Supervision

ECB Working Paper No. 316; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 57 Posted: 19 May 2004
Working Paper Series
European Central Bank (ECB) and University of Copenhagen - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 775
5.

Do Macroeconomic Announcements Cause Asymmetric Volatility?

EFMA 2004 Basel Meetings Paper
Number of pages: 40 Posted: 30 Apr 2004
Working Paper Series
Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management

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Downloads 647
6.

Bank Mergers, Competition and Liquidity

ECB Working Paper No. 292
Number of pages: 51 Posted: 27 Apr 2004
Working Paper Series
Bocconi University - Department of Finance, European Central Bank (ECB) and Stockholm School of Economics (SITE)

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Downloads 1,798
7.

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Journal of Finance, Forthcoming
Posted: 24 Nov 2003 Last Revised: 31 Mar 2015
Accepted Paper Series
University of Texas at Austin - Department of Finance, College of Business, Governors State University and University of Melbourne - Faculty of Business and Economics
8.

Imperfect Competition in Financial Markets: Island vs NASDAQ

14th Annual Utah Winter Finance Conference Paper; AFA 2004 San Diego Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 40 Posted: 23 Nov 2003
Working Paper Series
Centre for Economic Policy Research (CEPR), Universite de Toulouse - (IDEI - CRG) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 1,300
9.

Investors' Activity and Trading Behavior

EFA 2002 Berlin Meetings Presented Paper, EFMA Helinski Meetings 2003
Number of pages: 46 Posted: 11 Jun 2003
Working Paper Series
University of Oulu and University of Oulu - Department of Accounting & Finance
Downloads 969
10.

Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper; ECB Working Paper No. 157
Number of pages: 57 Posted: 29 May 2003
Working Paper Series
University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and Stanford University - Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 371
11.

Corporate Governance and the Returns on Investment

EFA 2002 Berlin Meetings Presented Paper; and ECGI - Finance Working Paper No. 06/2003
Number of pages: 59 Posted: 23 Apr 2003
Working Paper Series
Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management
Downloads 7,134
12.

Managers, Workers, and Corporate Control

EFA 2002 Berlin Meetings Presented Paper; ECGI - Finance Working Paper No. 01/2002
Number of pages: 40 Posted: 11 Apr 2003
Working Paper Series
City University London - Faculty of Finance and University of Naples Federico II - Department of Economics and Statistics

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Downloads 2,538
13.

Multiple Unit Auctions and Short Squeezes

FEEM Working Paper No. 27.2003; EFA 2002 Berlin Meetings Presented Paper; IFA Working Paper No. 328
Number of pages: 44 Posted: 10 Apr 2003
Working Paper Series
University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business
Downloads 418
14.

Price Impact Costs and the Limit of Arbitrage

EFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66
Number of pages: 60 Posted: 10 Jul 2002
Working Paper Series
University of Hong Kong, Yale University - International Center for Finance and University of Alberta - School of Business
Downloads 2,006
15.

Dividend Policy Inside the Multinational Firm

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 24 Jun 2002
Working Paper Series
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and University of Michigan
Downloads 2,108
16.

Competition and Intervention in Sovereign Debt Markets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 40 Posted: 10 Jun 2002
Working Paper Series
affiliation not provided to SSRN and Carnegie Mellon University

Multiple version iconThere are 2 versions of this paper

Downloads 135
17.

Stochastic Volatility for Levy Processes

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 35 Posted: 04 Jun 2002
Working Paper Series
New York University Finance and Risk Engineering, University of London - Economics, Mathematics and Statistics, University of Maryland - Robert H. Smith School of Business and Universite Paris
Downloads 2,041
18.

What Drives Equity Returns in Central and Eastern Europe

Warsaw School of Economics, Institute of Econometrics; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 22 Posted: 30 May 2002
Working Paper Series
City University of New York
Downloads 351
19.

Dying Out or Dying Hard? Disposition Investors in Stock Markets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 26 Posted: 28 May 2002
Working Paper Series
Bamberg University, University of Bamberg - Department of Finance, Merrill Lynch, Frankfurt and University of Bamberg - Department of Finance
Downloads 610
20.

How to Open and Close the Market: Lessons from the London Stock Exchange

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 58 Posted: 12 May 2002
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Bank for International Settlements (BIS) and University of Bristol
Downloads 665
21.

The Equity Mix in Executive Compensation: An Investigation of Cross-Country Differences

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings
Number of pages: 40 Posted: 12 May 2002
Working Paper Series
Wake Forest University, Wake Forest University and Wake Forest University, School of Business
Downloads 531
22.

Long-Term Portfolio Choice Given Uncertain Personal Savings

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 12 May 2002
Working Paper Series
University of Konstanz - Department of Economics, affiliation not provided to SSRN and University of Strathclyde - Department of Accounting and Finance
Downloads 299
23.

Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 30 Posted: 11 May 2002
Working Paper Series
University of Chicago - Booth School of Business, University of California, Los Angeles (UCLA) - Finance Area and Oklahoma State University - Stillwater - Department of Finance
Downloads 779
24.

The Impact of Bankruptcy Rules on Risky Project Choice and Skill Formation Under Credit Rationing

EFA 2002 Berlin Meetings Presented Paper; CBS Department of Finance Working Paper No. 2001-5
Number of pages: 33 Posted: 11 May 2002
Working Paper Series
India Development Foundation and Chapman University
Downloads 263
25.

Return Sensitivity to Industry Shocks: Evidence on the (In-)Efficient Use of Internal Capital Markets

EFA 2002 Berlin Meetings Presented Paper; London Business School Working Paper
Number of pages: 38 Posted: 14 Apr 2002
Working Paper Series
London Business School and University of Toronto - Rotman School of Management
Downloads 285
26.

International Portfolio Diversification: Currency, Industry and Country Effects Revisited

EFA 2002 Berlin
Number of pages: 44 Posted: 31 Mar 2002 Last Revised: 07 Jan 2010
Working Paper Series
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and BI Norwegian Business School - Department of Finance
Downloads 1,740
27.

On the Consistency of Ratings and Bond Market Yields

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 25 Mar 2002
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and Alliance Manchester Business School
Downloads 609
28.

Are Two Investors Better than One?

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 23 Posted: 23 Mar 2002
Working Paper Series
Università degli Studi di Salerno and University of York - Department of Economics and Related Studies
Downloads 123
29.

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48 Posted: 22 Mar 2002
Working Paper Series
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)

Multiple version iconThere are 2 versions of this paper

Downloads 7,481
30.

Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48 Posted: 22 Mar 2002
Working Paper Series
University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 3,903
31.

Market Integration and Contagion

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 39 Posted: 22 Mar 2002
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,122
32.

Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a Squeeze

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 22 Mar 2002
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and Raymond A. Mason School of Business - William & Mary
Downloads 820
33.

An Examination of Heterogeneous Beliefs With a Short-Sale Constraint in a Dynamic Economy

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 41 Posted: 22 Mar 2002
Working Paper Series
University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 771
34.

Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings; CentER Discussion Paper No. 2001-95
Number of pages: 34 Posted: 22 Mar 2002
Working Paper Series
Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research

Multiple version iconThere are 2 versions of this paper

Downloads 684
35.

Is Debt Maturity Determined by Asymmetric Information About Short-Term or Long-Term Earnings?

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings
Number of pages: 30 Posted: 22 Mar 2002
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 656
36.

Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 57 Posted: 22 Mar 2002
Working Paper Series
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Downloads 653
37.

Characterizing Asymmetric Information in International Equity Markets

Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 22 Mar 2002
Working Paper Series
Boston College, Carroll School of Management, University of Rochester - Simon School and Independent
Downloads 445
38.

Disappointment, Pessimism and the Equity Risk Premia

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 29 Posted: 22 Mar 2002
Working Paper Series
National Center for Scientific Research (CNRS) and Toulouse Business School
Downloads 443
39.

Tax Management Strategies with Multiple Risky Assets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 59 Posted: 22 Mar 2002
Working Paper Series
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business
Downloads 334
40.

Asymmetry of Information in Emerging Markets: Should a Firm Issue its Securities Locally or Abroad?

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 38 Posted: 22 Mar 2002
Working Paper Series
Bank of Portugal
Downloads 300
41.

Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 42 Posted: 22 Mar 2002
Working Paper Series
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 256
42.

Rational Asset Pricing Implications from Realistic Trading Frictions

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 27 Posted: 22 Mar 2002
Working Paper Series
London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 144
43.

Structural Models of Corporate Bond Pricing: An Empirical Analysis

EFA 2002 Berlin Meetings
Number of pages: 68 Posted: 21 Mar 2002
Working Paper Series
Yonsei University, Pennsylvania State University - University Park - Department of Finance and UC Riverside
Downloads 3,165
44.

The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 33 Posted: 21 Mar 2002
Working Paper Series
UWA Business School, M250, University of Sydney Business School, The University of Western Australia - Department of Accounting and Finance and University of Sydney

Multiple version iconThere are 2 versions of this paper

Downloads 871
45.

Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 45 Posted: 20 Mar 2002
Working Paper Series
Humboldt University of Berlin and Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 579
46.

The Market for Record-Date Ownership

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 37 Posted: 20 Mar 2002
Working Paper Series
University of Toronto - Rotman School of Management, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 487
47.

Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates

EFA 2002 Berlin Meetings Presented Paper; Cornell University Working Paper
Number of pages: 48 Posted: 20 Mar 2002
Working Paper Series
Cornell University - Department of Economics and University of Michigan - Stephen M. Ross School of Business
Downloads 485
48.

Model Uncertainty and Liquidity

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 52 Posted: 20 Mar 2002
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University

Multiple version iconThere are 2 versions of this paper

Downloads 458
49.

Non-Redundant Derivatives in a Dynamic General Equilibrium Economy

London Business School Working Paper; EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Number of pages: 53 Posted: 20 Mar 2002
Working Paper Series
Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Downloads 347
50.

Linear and Nonlinear Exchange Rate Exposure and the Price of Exchange Rate Risk

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48 Posted: 19 Mar 2002
Working Paper Series
University of Stavanger and Norwegian Business School
Downloads 553