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

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Viewing: 1 - 33 of 33 papers

1.

How Auctions Amplify House-Price Fluctuations

Number of pages: 76 Posted: 08 Jun 2017 Last Revised: 16 Jan 2020
Working Paper Series
UW Madison - Wisconsin School Business

Multiple version iconThere are 2 versions of this paper

Downloads 68
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 538
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
Duke University - Fuqua School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Downloads 443
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 VU University Amsterdam
Downloads 137
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 46
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

Multiple version iconThere are 2 versions of this paper

Downloads 37
7.

Geographic Clustering of Corruption in the U.S.

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 07 Jun 2017 Last Revised: 21 Nov 2019
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 178
8.

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 13
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 160
10.

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
University of Virginia - Darden School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 240
11.

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 9
12.

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

Multiple version iconThere are 2 versions of this paper

Downloads 91
13.

Capital Inflows, Credit Growth and Skill (Mis)allocation

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 55 Posted: 06 Jun 2017 Last Revised: 24 Oct 2019
Working Paper Series
Bank of Portugal - Economic Research Department, Swiss Finance Institute and University of Toronto - Rotman School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 116
14.

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) - Department of Finance, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University

Multiple version iconThere are 2 versions of this paper

Downloads 59
15.

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 107
16.

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 110
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 55
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 244
19.

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 58
20.

Takeover Duration and Negotiation Process

Number of pages: 57 Posted: 03 Apr 2017 Last Revised: 01 Jun 2018
Working Paper Series
EMLYON Business School, NHH-Caltech and École des sciences de la gestion - Université du Québec à Montréal
Downloads 97
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 196
22.

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: 84 Posted: 17 Mar 2017 Last Revised: 28 Apr 2019
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, New University of Lisbon - Nova School of Business and Economics and ESCP Europe - Department of Finance
Downloads 240
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 University of St. Gallen - School of Finance
Downloads 229
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 129
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
BUW- Schumpeter School of Business and Economics, University of Mannheim - Finance Area, University of Mannheim - Finance Area and University of Wuppertal
Downloads 142
26.

Banking Regulation and Market Making

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 10 Dec 2016 Last Revised: 23 Jul 2019
Working Paper Series
Wilfrid Laurier University - School of Business & Economics and Bank of Canada
Downloads 169
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, Max Planck Institute for Research on Collective Goods and Copenhagen Business School - Department of Finance
Downloads 187
28.

Central Bank Communication and the Yield Curve

Number of pages: 82 Posted: 22 Nov 2016 Last Revised: 17 Nov 2019
Working Paper Series
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 676
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 139
30.

Debt in Political Campaigns

HEC Paris Research Paper No. FIN-2016-1165, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69 Posted: 05 Jul 2016 Last Revised: 20 Dec 2019
Working Paper Series
HEC Paris - Finance Department and University of Bern
Downloads 223
31.

Why Do Homeowners Invest the Bulk of their Wealth in their Home?

Number of pages: 73 Posted: 07 May 2016 Last Revised: 28 Oct 2019
Working Paper Series
McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads 96
32.

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 237
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 158