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

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Viewing: 1 - 34 of 34 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 484
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 434
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 424
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 215
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 201
6.

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 177
7.

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 174
8.

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 173
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 156
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 135
11.

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 134
12.

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 133
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 124
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 120
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 114
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 108
17.

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 105
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 100
19.

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 100
20.

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 94
21.

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 89
22.

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 84
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 78
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 74
25.

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 73
26.

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 72
27.

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 61
28.

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 42
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

Multiple version iconThere are 2 versions of this paper

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 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 34
32.

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 28
33.

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
34.

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