Viewing: 1 - 34 of 34 papers
1.
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
There are 2 versions of this paper
Central Bank Communication and the Yield Curve
Number of pages: 66
Posted: 22 Nov 2016
Last Revised: 02 Nov 2018
Downloads
518
Central Bank Communication and the Yield Curve
CEPR Discussion Paper No. DP12970
Number of pages: 63
Posted: 11 Jun 2018
Downloads
1
Downloads
518
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
444
3.
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
426
4.
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
217
5.
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
204
6.
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
186
7.
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
184
8.
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: 59
Posted: 15 Mar 2017
Last Revised: 16 Oct 2018
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
182
9.
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
163
10.
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
141
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
There are 2 versions of this paper
The Price of Ignoring ESG Risks
Number of pages: 56
Posted: 21 Jul 2017
Last Revised: 20 May 2018
Downloads
335
ESG Risks and the Cross-Section of Stock Returns
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 06 Jun 2017
Downloads
137
Downloads
137
12.
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
135
13.
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
130
14.
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
125
15.
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
115
16.
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
113
17.
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
111
18.
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
109
19.
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
97
20.
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
94
21.
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
86
22.
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
80
23.
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
There are 2 versions of this paper
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
Downloads
79
What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce
Number of pages: 55
Posted: 27 Jun 2016
Last Revised: 13 May 2018
Downloads
55
Downloads
79
24.
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
76
25.
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
75
26.
Credit Supply Shocks and Human Capital: Evidence from a Change in Accounting Norms
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 06 Jun 2017
Working Paper Series
Bank of Portugal - Economic Research Department, Swiss Finance Institute and University of Toronto - Rotman School of Management
Downloads
66
27.
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
There are 2 versions of this paper
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
Downloads
44
Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan
Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 47
Posted: 23 Jan 2018
Last Revised: 18 Apr 2018
Downloads
27
Downloads
44
28.
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
38
29.
How Auctions Amplify House-Price Fluctuations
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 08 Jun 2017
Working Paper Series
Johns Hopkins University - Carey Business School
There are 2 versions of this paper
How Auctions Amplify House-Price Fluctuations
Johns Hopkins Carey Business School Research Paper No. 17-12
Number of pages: 57
Posted: 17 Nov 2015
Last Revised: 13 Dec 2017
Downloads
116
How Auctions Amplify House-Price Fluctuations
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 08 Jun 2017
Downloads
37
Downloads
37
30.
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
37
31.
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
There are 2 versions of this paper
A Learning-Based Approach to Evaluating Boards of Directors
Number of pages: 57
Posted: 13 Aug 2015
Last Revised: 07 Oct 2018
Downloads
212
A Learning-Based Approach to Evaluating Boards of Directors
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 07 Jun 2017
Downloads
30
Downloads
30
32.
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 - Center for Macroeconomic Research (CMR)
Downloads
9
33.
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
4
34.
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
3
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