Viewing: 1 - 33 of 33 papers
1.
Auctions, Microstructure Noise, and Weekly Patterns in Housing Markets
Number of pages: 75
Posted: 08 Jun 2017
Last Revised: 21 Jan 2022
Working Paper Series
UW Madison - Wisconsin School Business
There are 2 versions of this paper
Auctions, Microstructure Noise, and Weekly Patterns in Housing Markets
Number of pages: 75
Posted: 08 Jun 2017
Last Revised: 21 Jan 2022
Downloads
228
How Auctions Amplify House-Price Fluctuations
Johns Hopkins Carey Business School Research Paper No. 17-12
Number of pages: 76
Posted: 17 Nov 2015
Last Revised: 30 May 2020
Downloads
165
Downloads
228
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
720
3.
Renegotiation Costs and Contract Design
28th Annual Conference on Financial Economics and Accounting, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61
Posted: 07 Jun 2017
Last Revised: 29 Mar 2021
Working Paper Series
Duke University - Accounting, Duke University - Fuqua School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Downloads
489
4.
Informed Trading in the Index Option Market
TILEC Discussion Paper No. 2017-027, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51
Posted: 07 Jun 2017
Last Revised: 17 Aug 2019
Working Paper Series
University of Sussex, Pontifical Catholic University of Chile and Vrije Universiteit Amsterdam
Downloads
187
5.
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
66
6.
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
Learning About Directors
Number of pages: 57
Posted: 13 Aug 2015
Last Revised: 20 Aug 2019
Downloads
293
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
52
Downloads
52
7.
Geographic Clustering of Corruption in the U.S.
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51
Posted: 07 Jun 2017
Last Revised: 12 May 2020
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
242
8.
Optimal Capital Structure in the Presence of Financial Assets
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 06 Jun 2017
Last Revised: 17 Aug 2021
Working Paper Series
University of Cologne
Downloads
19
9.
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
581
10.
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
15
11.
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, University of Oklahoma 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
107
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
90
Downloads
107
12.
Capital Inflows, Credit Growth and Skill Allocation
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 81
Posted: 06 Jun 2017
Last Revised: 02 Jun 2020
Working Paper Series
Bank of Portugal - Economic Research Department, Swiss Finance Institute and University of Toronto - Rotman School of Management
There are 2 versions of this paper
Capital Inflows, Credit Growth and Skill Allocation
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 81
Posted: 06 Jun 2017
Last Revised: 02 Jun 2020
Downloads
193
Credit Supply and Human Capital: Evidence from Bank Pension Liabilities
ECB Working Paper No. 2271 (2019); ISBN 978-92-899-3533-3
Number of pages: 64
Posted: 25 Apr 2019
Downloads
61
Downloads
193
13.
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 (NYU) - Leonard N. 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
75
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
73
Downloads
75
14.
International Real Yields
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39
Posted: 03 Jun 2017
Last Revised: 29 Nov 2019
Working Paper Series
Fordham University - Gabelli School of Business
Downloads
143
15.
The Role of Pre-Opening Mechanisms in Fragmented Markets
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 01 Jun 2017
Working Paper Series
University of BordeauxUniversity of Bordeaux - GREThA (Research Group in Theoretical and Applied Economics), ESSEC Business School and Universite de Toulouse 1 Capitole
Downloads
21
16.
Does Monetary Policy Impact International Market Co-Movement?
Paris December 2017 Finance Meeting EUROFIDAI - AFFI, Swiss Finance Institute Research Paper No. 17-47
Number of pages: 61
Posted: 29 May 2017
Last Revised: 04 Sep 2020
Working Paper Series
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration and Universita' della Svizzera italiana
There are 2 versions of this paper
Does Monetary Policy Impact International Market Co-Movement?
Paris December 2017 Finance Meeting EUROFIDAI - AFFI, Swiss Finance Institute Research Paper No. 17-47
Number of pages: 61
Posted: 29 May 2017
Last Revised: 04 Sep 2020
Downloads
153
Does Monetary Policy Impact Sovereign Credit Risk Comovement?
SAFE Working Paper No. 276
Number of pages: 51
Posted: 14 May 2020
Last Revised: 21 Dec 2021
Downloads
86
Downloads
153
17.
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
90
18.
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
281
19.
The Value of Bond Underwriter Relationships
Number of pages: 66
Posted: 15 May 2017
Last Revised: 22 Oct 2021
Working Paper Series
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads
150
20.
Takeover Duration and Negotiation Process
Number of pages: 57
Posted: 03 Apr 2017
Last Revised: 01 Jun 2018
Working Paper Series
Politecnico di Torino, NHH-Caltech and Independent Researcher
Downloads
138
21.
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 Illinois at Chicago - Department of Finance and Koc University, College of Administrative Sciences and Economics
Downloads
254
22.
Time-Varying State Variable Risk Premia in an ICAPM
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46
Posted: 17 Mar 2017
Last Revised: 01 Feb 2020
Working Paper Series
CATÓLICA-LISBON School of Business & Economics, Tilburg University and ESCP Business School
Downloads
380
23.
Pricing and Design of Financial Innovations: 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: 54
Posted: 15 Mar 2017
Last Revised: 12 Aug 2019
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and WHU - Otto Beisheim School of Management
Downloads
291
24.
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
155
25.
All Is Not Lost that Is Delayed: Overconfidence and Investment Decisions
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 38
Posted: 06 Jan 2017
Last Revised: 18 Aug 2019
Working Paper Series
University of Wuppertal - Schumpeter School of Business and Economics, University of Mannheim - Finance Area, University of Mannheim - Finance Area and University of Wuppertal
Downloads
176
26.
Banking Regulation and Market Making
Number of pages: 47
Posted: 10 Dec 2016
Last Revised: 23 Jul 2019
Working Paper Series
Bank of Canada and TMX Group
Downloads
197
27.
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, University of Bonn - Department of Economics and Copenhagen Business School - Department of Finance
Downloads
241
28.
Central Bank Communication and the Yield Curve
Number of pages: 85
Posted: 22 Nov 2016
Last Revised: 15 Jun 2020
Working Paper Series
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School
There are 2 versions of this paper
Central Bank Communication and the Yield Curve
Number of pages: 85
Posted: 22 Nov 2016
Last Revised: 15 Jun 2020
Downloads
1,115
Downloads
1,115
29.
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 - Department of Finance
Downloads
177
30.
Self-funding of Political Campaigns
HEC Paris Research Paper No. FIN-2016-1165
Number of pages: 65
Posted: 05 Jul 2016
Last Revised: 18 Nov 2021
Working Paper Series
HEC Paris - Finance Department and University of Bern
Downloads
370
31.
Why Do Homeowners Invest the Bulk of their Wealth in their Home?
Number of pages: 76
Posted: 07 May 2016
Last Revised: 20 Mar 2020
Working Paper Series
McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads
214
32.
Measuring Macroeconomic Tail Risk
Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 75
Posted: 02 May 2016
Last Revised: 08 Oct 2021
Working Paper Series
University of Turin - Collegio Carlo Alberto and University of Luxembourg
Downloads
334
33.
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
196
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