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Paris December 2017 Finance Meeting EUROFIDAI - AFFI - ESSEC (Archive)

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Viewing: 1 - 34 of 34 papers

1.

How Auctions Amplify House-Price Fluctuations

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56 Posted: 08 Jun 2017
Working Paper Series
UW Madison - Wisconsin School Business

Multiple version iconThere are 2 versions of this paper

Downloads 38
2.

The Volatility-of-Volatility Term Structure

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 08 Jun 2017 Last Revised: 09 Jan 2018
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 466
3.

Another Law of Small Numbers: Patterns of Trading Prices in Experimental Markets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 31 Posted: 07 Jun 2017 Last Revised: 12 Oct 2017
Working Paper Series
Université Paris-Dauphine, PSL Research University, Université Montpellier I, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and LAMETA, University of Montpellier 1
Downloads 100
4.

Renegotiation Costs and Debt Contract Design

28th Annual Conference on Financial Economics and Accounting, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 07 Jun 2017 Last Revised: 17 Jun 2018
Working Paper Series
University of Utah - David Eccles School of Business and New York University (NYU), Shanghai
Downloads 430
5.

Informed Trading in the Index Option Market

TILEC Discussion Paper No. 2017-027, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 07 Jun 2017 Last Revised: 25 Jul 2017
Working Paper Series
University of Sussex, Pontifical Catholic University of Chile and VU University Amsterdam
Downloads 98
6.

Testing the Tax-Loss Selling Explanation of the January Effect: Evidence from a 'Confiscatory' Tax Implemented in France in 1921

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 26 Posted: 07 Jun 2017
Working Paper Series
Toulouse Business School and London School of Economics & Political Science (LSE)
Downloads 42
7.

A Learning-Based Approach to Evaluating Boards of Directors

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 07 Jun 2017
Working Paper Series
University of Washington - Michael G. Foster School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 32
8.

Geographic Clustering of Corruption in the U.S.

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59 Posted: 07 Jun 2017 Last Revised: 29 Apr 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 149
9.

Costless Capital Requirements

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 06 Jun 2017 Last Revised: 13 Sep 2017
Working Paper Series
University of Cologne
Downloads 10
10.

Option Implied Dividends

Working paper
Number of pages: 58 Posted: 06 Jun 2017 Last Revised: 11 Jul 2018
Working Paper Series
Tilburg University - Department of Finance
Downloads 114
11.

ESG Risks and the Cross-Section of Stock Returns

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 06 Jun 2017
Working Paper Series
Catholic University of Eichstaett-Ingolstadt

Multiple version iconThere are 2 versions of this paper

Downloads 151
12.

What Drives Interbank Loans? Evidence from Canada

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 06 Jun 2017 Last Revised: 14 Jul 2018
Working Paper Series
Bank of Canada and Government of Canada - Bank of Canada
Downloads 6
13.

What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 06 Jun 2017 Last Revised: 03 Jul 2017
Working Paper Series
Tulane University - A.B. Freeman School of Business, Tulane University and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 82
14.

Credit Supply and Human Capital: Evidence from Bank Pension Liabilities

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 06 Jun 2017 Last Revised: 14 Feb 2019
Working Paper Series
Bank of Portugal - Economic Research Department, Swiss Finance Institute and University of Toronto - Rotman School of Management
Downloads 76
15.

Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 04 Jun 2017
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University

Multiple version iconThere are 2 versions of this paper

Downloads 51
16.

International Real Yields

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 03 Jun 2017 Last Revised: 08 Jul 2017
Working Paper Series
Fordham University - Gabelli School of Business
Downloads 88
17.

Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI, Swiss Finance Institute Research Paper No. 17-47
Number of pages: 57 Posted: 29 May 2017 Last Revised: 09 Jan 2018
Working Paper Series
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration and Swiss Finance Institute
Downloads 85
18.

The Flight Home Effect in Multinational Internal Capital Markets During the Great Recession

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 29 May 2017
Working Paper Series
University of Antwerp and University of Antwerp
Downloads 43
19.

Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

HEC Paris Research Paper No. FIN-2017-1206, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 19 May 2017 Last Revised: 13 Aug 2017
Working Paper Series
Board of Governors of the Federal Reserve System, Inalytics Limited and HEC Paris - Finance Department
Downloads 222
20.

The Value of Bond Underwriter Relationships

Number of pages: 42 Posted: 15 May 2017 Last Revised: 03 Nov 2018
Working Paper Series
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 15
21.

Takeover Duration and Negotiation Process

Number of pages: 57 Posted: 03 Apr 2017 Last Revised: 01 Jun 2018
Working Paper Series
EMLYON Business School, Univ. Lille and École des sciences de la gestion - Université du Québec à Montréal
Downloads 79
22.

The Relevance of Credit Ratings in Transparent Bond Markets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46 Posted: 18 Mar 2017 Last Revised: 09 Dec 2017
Working Paper Series
University of Missouri at Columbia - Department of Finance and Koc University, College of Administrative Sciences and Economics
Downloads 178
23.

Time-Varying State Variable Risk Premia in an ICAPM

30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64 Posted: 17 Mar 2017 Last Revised: 21 Jul 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, New University of Lisbon - Nova School of Business and Economics and UNSW Australia Business School, School of Banking and Finance
Downloads 194
24.

Illuminating the Dark Side of Financial Innovation: The Role of Investor Information

University of St.Gallen, School of Finance Research Paper No. 2017/04, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 15 Mar 2017 Last Revised: 14 Feb 2019
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads 187
25.

The Dynamics of Price Jumps in the Stock Market: An Empirical Study on Europe and U.S.

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 02 Mar 2017 Last Revised: 18 Nov 2017
Working Paper Series
Bank of Italy and Bank of Italy
Downloads 117
26.

All Is Not Lost that Is Delayed: Overconfidence and Investment Failure

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 06 Jan 2017 Last Revised: 06 Jun 2017
Working Paper Series
BUW- Schumpeter School of Business and Economics, University of Mannheim - Finance Area, University of Mannheim - Finance Area and University of Wuppertal
Downloads 117
27.

Banking Regulation and Market Making

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 10 Dec 2016 Last Revised: 08 Aug 2018
Working Paper Series
Wilfrid Laurier University - School of Business & Economics and Bank of Canada
Downloads 136
28.

Wall Street Crosses Memory Lane: How Witnessed Returns Affect Professionals' Expected Returns

30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 01 Dec 2016 Last Revised: 18 Dec 2017
Working Paper Series
University of Adelaide - Business School, Max Planck Institute for Research on Collective Goods and Copenhagen Business School - Department of Finance
Downloads 143
29.

Central Bank Communication and the Yield Curve

Number of pages: 66 Posted: 22 Nov 2016 Last Revised: 02 Nov 2018
Working Paper Series
Stanford University, Boston University - Department of Finance & Economics, Copenhagen Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 553
30.

Shock Propagation Through Cross-Learning in Opaque Networks

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 05 Nov 2016 Last Revised: 06 Dec 2018
Working Paper Series
Indiana University - Kelley School of Business
Downloads 116
31.

Debt in Political Campaigns

HEC Paris Research Paper No. FIN-2016-1165, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 05 Jul 2016 Last Revised: 30 Jan 2018
Working Paper Series
HEC Paris - Finance Department and University of Bern
Downloads 192
32.

The Predominance of Real Estate in the Household Portfolio

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 07 May 2016 Last Revised: 04 Jun 2017
Working Paper Series
McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads 79
33.

The Time-Varying Risk of Macroeconomic Disasters

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 02 May 2016 Last Revised: 06 Jun 2017
Working Paper Series
University of Turin - Collegio Carlo Alberto and University of Luxembourg
Downloads 209
34.

A Signaling Theory of Derivatives-Based Hedging

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49 Posted: 01 Feb 2016 Last Revised: 20 Nov 2017
Working Paper Series
NOVA School of Business and Economics and BI Norwegian Business School
Downloads 131