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

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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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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