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AFA 2002 Atlanta Meetings (Archive)
86,594 Total downloads
| Link to this page
Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and SupervisionAFA 2002 Atlanta Meetings, BIS Working Paper No. 102 Charles M. Kahn and João A. C. Santos University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York Date Posted: December 13, 2005 Working Paper Series 958 downloads
Common Liquidity Risk and Market Collapse:
Lessons from the Market for PerpsAFA 2002 Atlanta Meetings, Forthcoming Chitru S. Fernando, Richard J. Herring and Avanidhar Subrahmanyam University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area Date Posted: December 03, 2004 Working Paper Series 881 downloads
The Overseas Listing Decision: New Evidence of Proximity PreferenceReview of Financial Studies, 2004, 17(3), 769-809, Darden Business School Working Paper No. 03-07 Sergei Sarkissian and Michael J. Schill McGill University and University of Virginia Darden School of Business Date Posted: May 29, 2003 Last Revised: November 13, 2012 Accepted Paper Series 1640 downloads
The Illusory Nature of Momentum ProfitsJournal of Financial Economics, Vol. 71, No. 2, pp. 349-380 David A. Lesmond, Michael J. Schill and Chunsheng Zhou Tulane University - A.B. Freeman School of Business, University of Virginia Darden School of Business and Peking University - Guanghua School of Management - Finance Date Posted: May 29, 2003 Accepted Paper Series 1815 downloads
Multiple Unit Auctions and Short SqueezesFEEM Working Paper No. 27.2003; EFA 2002 Berlin Meetings Presented Paper; IFA Working Paper No. 328 Kjell G. Nyborg and Ilya A. Strebulaev University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business Date Posted: April 10, 2003 Working Paper Series 406 downloads
Exploiting Short-Run PredictabilityAFA 2002 Atlanta Meetings Francisco Gomes London Business School Date Posted: March 22, 2002 Working Paper Series 377 downloads
Capital Structure Choice: Macroeconomic Conditions and Financial ConstraintsAFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279 Robert A. Korajczyk and Amnon Levy Northwestern University - Kellogg School of Management and Moody's KMV Date Posted: March 04, 2002 Working Paper Series 2512 downloads
Splitting Orders in Overlapping Markets: A Study of Cross-Listed StocksJournal of Financial Intermediation, Vol. 17, 2008 Albert J. Menkveld VU University Amsterdam Date Posted: February 22, 2002 Last Revised: June 14, 2008 Accepted Paper Series 389 downloads
Do Bidders Hire Top-Tier Investment Banks to Certify Value?Purdue University Working Paper; AFA 2002 Meetings Kimberly Rodgers Cornaggia and P. Raghavendra Rau Pennsylvania State University - Department of Finance and University of Cambridge Date Posted: January 28, 2002 Working Paper Series 479 downloads
On the Patterns and Wealth Effects of Vertical MergersEFA 2002 Berlin Meetings Discussion Paper; HKUST Department of Finance Working Paper Joseph P. H. Fan and Vidhan K. Goyal The Chinese University of Hong Kong (CUHK) - School of Accountancy and Hong Kong University of Science & Technology (HKUST) - Department of Finance Date Posted: January 10, 2002 Working Paper Series 1110 downloads
A Model of Asset Pricing and Portfolio DelegationAFA 2002 Atlanta Meetings Navneet Arora and Hui Ou-Yang American Century Investments and Cheung Kong Graduate School of Business Date Posted: January 05, 2002 Working Paper Series 466 downloads
Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund IndustryAFA 2002 Atlanta Meetings Mary Margaret Myers, James M. Poterba, Douglas A. Shackelford and John B. Shoven University of Chicago - Booth School of Business, Massachusetts Institute of Technology (MIT) - Department of Economics, University of North Carolina Kenan-Flagler Business School and Stanford University - Department of Economics Date Posted: January 05, 2002 Working Paper Series 348 downloads
Deposit Insurance: An Outmoded Lifeboat For Today's Sea Of Liquidity?AFA 2002 Atlanta Meeting Akash Deep and Guido K. Schaefer Harvard University - Harvard Kennedy School (HKS) and Vienna University of Economics & Business Administration - Department of Economics Date Posted: January 05, 2002 Working Paper Series 158 downloads
Liquidity in an Automated AuctionAFA 2002 Atlanta Meetings Mark Coppejans, Ian Domowitz and Ananth Madhavan BlackRock, Inc, ITG, Inc. and BlackRock, Inc. Date Posted: January 05, 2002 Working Paper Series 1150 downloads
Characteristics, Contracts, and Actions: Evidence from Venture Capitalist AnalysesAFA 2002 Atlanta Meetings Per Strömberg and Steven N. Kaplan Swedish House of Finance and University of Chicago - Booth School of Business Date Posted: December 28, 2001 Working Paper Series 411 downloads
House Money and Overconfidence on the Trading FloorAFA 2002 Atlanta Meetings Steven C. Mann and Peter Locke Texas Christian University - M.J. Neeley School of Business and Texas Christian University Date Posted: December 27, 2001 Working Paper Series 516 downloads
A Real Options Approach to Housing InvestmentAFA 2002 Atlanta Mtgs; FEDS Working Paper No. 2000-30 Chris Downing and Nancy Wallace BlackRock and University of California, Berkeley - Real Estate Group Date Posted: December 21, 2001 Working Paper Series 753 downloads
Banking Stability, Reputational Rents, And The Stock Market: Should Bank Regulators Care About Stock Prices?AFA 2002 Atlanta Meetings Anjan V. Thakor Washington University, Saint Louis - John M. Olin School of Business Date Posted: December 21, 2001 Working Paper Series 238 downloads
Great Expectations: Banks as Equity UnderwritersAFA 2002 Atlanta Meetings Susan Chaplinsky and Gayle R. Erwin University of Virginia - Darden School of Business and University of Virginia - McIntire School of Commerce Date Posted: December 21, 2001 Last Revised: December 16, 2009 Working Paper Series 390 downloads
How Much is Investor Autonomy Worth?AFA 2002 Atlanta Meetings Shlomo Benartzi and Richard H. Thaler University of California at Los Angeles and University of Chicago - Booth School of Business Date Posted: December 21, 2001 Working Paper Series 683 downloads
Time-Varying Arrival Rates of Informed and Uninformed TradesAFA 2002 Atlanta Meetings David Easley, Liuren Wu, Robert F. Engle and Maureen O'Hara Cornell University - Department of Economics, City University of New York, CUNY Baruch College - Zicklin School of Business, New York University - Leonard N. Stern School of Business - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management Date Posted: December 21, 2001 Working Paper Series 1567 downloads
The Telescoping Overlap Problem in Options DataAFA 2002 Atlanta Meetings Charlotte Strunk Hansen, Nagpurnanand Prabhala and Bent Jesper Christensen Platinum Grove Asset Management L.P., University of Maryland - Robert H. Smith School of Business and Aarhus University Date Posted: December 20, 2001 Working Paper Series 330 downloads
Asymmetric Information and Trading Strategies: Testing Behavior on the Primary and Secondary T-Bond Markets around Auction DaysAFA 2002 Atlanta Meetings Massimo Massa and Francesco Drudi INSEAD - Finance and European Central Bank (ECB) Date Posted: December 18, 2001 Working Paper Series 425 downloads
Model Misspecification and Under-DiversificationEFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper Tan Wang and Raman Uppal University of British Columbia (UBC) - Division of Finance and EDHEC Business School Date Posted: December 16, 2001 Working Paper Series 412 downloads
East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial CrisisAFA 2002 Atlanta Meetings Rajesh Chakrabarti and Richard Roll OP Jindal Global University and California Institute of Technology Date Posted: December 10, 2001 Working Paper Series 473 downloads
Risk Reduction in Large Portfolios: A Role for Portfolio Weight ConstraintsAFA 2002 Atlanta Meetings Tongshu Ma and Ravi Jagannathan Binghamton University and Northwestern University - Kellogg School of Management Date Posted: December 10, 2001 Working Paper Series 719 downloads
What If Trading Location is Different from Business Location? Evidence from the Jardine GroupAFA 2002 Atlanta Meetings Kalok Chan, Allaudeen Hameed and Sie Ting Lau CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance Date Posted: December 10, 2001 Working Paper Series 324 downloads
On Measuring the Economic Significance of Asset Return PredictabilityAFA 2002 Atlanta Meetings, Sauder School of Business Working Paper Murray Carlson, Hong Yan, David A. Chapman and Ron Kaniel University of British Columbia (UBC) - Sauder School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School Date Posted: December 08, 2001 Working Paper Series 274 downloads
Price Discovery as a Public Good: Why Dealers do not Engage in Bertrand Price CompetitionAFA 2002 Atlanta Meetings Christopher G. Lamoureux and Charles R. Schnitzlein University of Arizona and School of Business, University of Vermont Date Posted: December 05, 2001 Working Paper Series 181 downloads
Implied Volatilities as Forecasts of Future Volatility, Time-Varying Risk Premia, and Returns VariabilityAFA 2002 Atlanta Meetings Mikhail Chernov UCLA Anderson Date Posted: December 04, 2001 Working Paper Series 1264 downloads
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend YieldLondon Business School Accounting Subject Area No. 032; Simon Business School Working Paper No. FR 01-21; AFA 2002 Atlanta Meetings Jay A. Shanken and Ane Tamayo Emory University - Goizueta Business School and London School of Economics & Political Science (LSE) Date Posted: December 02, 2001 Working Paper Series 1000 downloads
Analyzing the Analysts: When Do Recommendations Add Value?AFA 2002 Atlanta Meetings Narasimhan Jegadeesh, Joonghyuk Kim, Susan D. Krische and Charles M.C. Lee Emory University - Department of Finance, Case Western Reserve University - Department of Banking & Finance, American University - Kogod School of Business and Stanford University - Graduate School of Business Date Posted: November 22, 2001 Working Paper Series 3383 downloads
Bubbles in Experimental Asset Markets: Irrational Exuberance No MoreFederal Reserve Bank of Atlanta Working Paper 2002-24 Lucy F. Ackert, Narat Charupat, Bryan K. Church and Richard Deaves Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business Date Posted: October 13, 2001 Working Paper Series 773 downloads
A Nonparametric Test of Market (Mis-) TimingAFA 2002 Atlanta Meetings Wei Jiang Columbia Business School - Finance and Economics Date Posted: October 13, 2001 Working Paper Series 444 downloads
Bank Borrowers and Loan Sales: New Evidence on the Uniqueness of Bank LoansAFA 2002 Atlanta Meetings Sandeep Dahiya, Manju Puri and Anthony Saunders Georgetown University - Department of Finance, Duke University - Fuqua School of Business and New York University - Leonard N. Stern School of Business Date Posted: October 13, 2001 Working Paper Series 584 downloads Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets Journal of Finance, Vol. 57, pp. 931-958, 2002 Stewart Mayhew Cornerstone Research Date Posted: October 13, 2001 Accepted Paper Series
Dynamic Choice and Risk AversionAFA 2002 Atlanta Meetings Jun Liu University of California, San Diego (UCSD) - Rady School of Management Date Posted: October 13, 2001 Working Paper Series 332 downloads
Fundamental Properties of Bond Prices in Models of the Short-Term RateAFA 2002 Atlanta Meetings, U of London Queen Mary Economics Working Paper No. 460 Antonio Mele Swiss Finance Institute & University of Lugano Date Posted: October 13, 2001 Working Paper Series 226 downloads
The Development of Financial Intermediation and Real Effects of Capital Account LiberalizationAFA 2002 Atlanta Meetings George Alessandria and Jun Qian Federal Reserve Bank of Philadelphia and Fanhai International School of Finance, Fudan University Date Posted: October 13, 2001 Working Paper Series 206 downloads
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap SpreadsAFA 2002 Atlanta Meetings Francis A. Longstaff, Jun Liu and Ravit E. Mandell University of California, Los Angeles (UCLA) - Finance Area, University of California, San Diego (UCSD) - Rady School of Management and Salomon Smith Barney, Inc., U.S. Date Posted: October 13, 2001 Working Paper Series 1024 downloads
The Walrasian Tatonnement to Economize on Cognitive Transaction Costs: An ExperimentAFA 2002 Atlanta Meetings Sebastien Pouget Toulouse School of Economics Date Posted: October 13, 2001 Working Paper Series 154 downloads
Equilibrium and Welfare in Markets with Financially Constrained ArbitrageursAFA 2002 Atlanta Meetings Denis Gromb and Dimitri Vayanos London Business School and London School of Economics Date Posted: October 12, 2001 Working Paper Series 177 downloads
Are Firms Successful at 'Selective' Hedging?AFA 2002 Atlanta Meetings Gregory W. Brown, Pete Crabb and David Haushalter University of North Carolina (UNC) at Chapel Hill - Finance Area, Northwest Nazarene University and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Date Posted: October 11, 2001 Working Paper Series 347 downloads
Interest Rates and the Durability of Consumption GoodsAFA 2002 Atlanta Meetings; Yale ICF Working Paper No. 00-52 Harry Mamaysky Columbia University - Columbia Business School Date Posted: September 19, 2001 Working Paper Series 376 downloads
The Walkdown to Beatable Analyst Forecasts: The Roles of Equity Issuance and Insider Trading IncentivesMIT Sloan Working Paper No. 4221-01; AFA 2002 Atlanta Meetings Scott A. Richardson, Siew Hong Teoh and Peter D. Wysocki AQR Capital Management, LLC, University of California - Paul Merage School of Business and University of Miami - School of Business Administration Date Posted: September 19, 2001 Working Paper Series 1847 downloads
A Simple Robust Test for the Presence of Jumps in Asset PricesAFA 2002 Atlanta Meetings Peter Carr and Liuren Wu New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business Date Posted: September 13, 2001 Working Paper Series 481 downloads
Is All That Talk Just Noise? The Information Content of Internet Stock Message BoardsAFA 2002 Atlanta Meetings, Sauder School of Business Working Paper Murray Z. Frank and Werner Antweiler University of Minnesota and University of British Columbia (UBC) - Sauder School of Business Date Posted: September 08, 2001 Working Paper Series 947 downloads Range-Based Estimation of Stochastic Volatility Models Journal of Finance, Vol. 57, pp. 1047-1091, 2002 Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold University of Pennsylvania - Department of Economics, Duke University - Fuqua School of Business and University of Pennsylvania - Department of Economics Date Posted: September 04, 2001 Accepted Paper Series
Cronyism and Capital Controls: Evidence From MalaysiaAFA 2002 Atlanta Meetings Simon Johnson and Todd Mitton Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Brigham Young University - J. Willard and Alice S. Marriott School of Management Date Posted: September 01, 2001 Working Paper Series 802 downloads
Moral Hazard and Optimal Subsidiary Structure for Financial InstitutionsAFA 2002 Atlanta Meetings Charles M. Kahn and Andrew Winton University of Illinois, Urbana-Champaign and University of Minnesota - Twin Cities - Carlson School of Management Date Posted: August 26, 2001 Working Paper Series 600 downloads |
