Viewing: 1 - 35 of 35 papers
1.
Central Bank Communication and the Yield Curve
Number of pages: 60
Posted: 22 Nov 2016
Last Revised: 10 Jun 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: 60
Posted: 22 Nov 2016
Last Revised: 10 Jun 2018
Downloads
427
Central Bank Communication and the Yield Curve
CEPR Discussion Paper No. DP12970
Number of pages: 63
Posted: 11 Jun 2018
Downloads
427
2.
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 University of Utah - School of Accounting and Information Systems
Downloads
414
3.
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
397
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
201
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 Torino - Collegio Carlo Alberto and University of Luxembourg
Downloads
196
6.
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
168
7.
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: 07 Jan 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
166
8.
Time-Varying Predictability of Consumption Growth, Macro-Uncertainty, and Risk Premiums
30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 57
Posted: 17 Mar 2017
Last Revised: 04 Nov 2017
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
157
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
138
10.
Endogenous Entry and Financial Contagion Across Debt Markets
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51
Posted: 01 May 2016
Last Revised: 27 May 2018
Working Paper Series
Nanyang Technological University
Downloads
137
11.
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
124
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
124
13.
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
116
14.
Banking Regulation and Market Making
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50
Posted: 10 Dec 2016
Last Revised: 01 Oct 2017
Working Paper Series
Bank of Canada and Bank of Canada
Downloads
112
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
110
16.
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
103
17.
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
224
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
100
Downloads
100
18.
Shock Propagation Through Cross-Learning with Costly Price Acquisition
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 05 Nov 2016
Last Revised: 16 Apr 2018
Working Paper Series
Indiana University - Kelley School of Business
Downloads
94
19.
Option Implied Dividends
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44
Posted: 06 Jun 2017
Working Paper Series
Tilburg University - Department of Finance
Downloads
91
20.
The Value of Bond Underwriter Relationships
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 15 May 2017
Last Revised: 06 Sep 2017
Working Paper Series
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads
90
21.
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
88
22.
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
79
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
77
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
43
Downloads
77
24.
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
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
70
26.
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 USI Lugano
Downloads
68
27.
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
66
28.
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
49
29.
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
36
Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan
Number of pages: 47
Posted: 23 Jan 2018
Last Revised: 18 Apr 2018
Downloads
13
Downloads
36
30.
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
87
How Auctions Amplify House-Price Fluctuations
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 08 Jun 2017
Downloads
35
Downloads
35
31.
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
32
32.
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
30
33.
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: 60
Posted: 13 Aug 2015
Last Revised: 18 Mar 2017
Downloads
197
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
27
Downloads
27
34.
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
8
35.
What Drives Interbank Loans? Evidence from Canada
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42
Posted: 06 Jun 2017
Last Revised: 18 Apr 2018
Working Paper Series
Bank of Canada and Government of Canada - Bank of Canada
Downloads
2
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