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

Paris December 2016 Finance Meeting logo EUROFIDAI AFFI ESSEC ESSEC
6,139 Total downloads | Link to this page

Viewing: 1 - 34 of 34 papers

1.

How Auctions Amplify House-Price Fluctuations

Number of pages: 76 Posted: 08 Jun 2017 Last Revised: 01 Jun 2020
Working Paper Series
UW Madison - Wisconsin School Business

Multiple version iconThere are 2 versions of this paper

Downloads 93
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 566
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 450
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 144
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 52
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 40
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 197
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 15
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 219
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 318
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 10
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 92
13.

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

Multiple version iconThere are 2 versions of this paper

Downloads 125
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 60
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 118
16.

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 Bordeaux, ESSEC Business School and Toulouse School of Economics
Downloads 4
17.

Does Monetary Policy Impact International Market Co-Movements?

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: 15 May 2020
Working Paper Series
University of Padova - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration and Swiss Finance Institute

Multiple version iconThere are 2 versions of this paper

Downloads 124
18.

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 56
19.

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 251
20.

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 79
21.

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 École des sciences de la gestion - Université du Québec à Montréal
Downloads 103
22.

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 208
23.

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
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 273
24.

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 242
25.

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 132
26.

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 151
27.

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 179
28.

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 195
29.

Central Bank Communication and the Yield Curve

Number of pages: 91 Posted: 22 Nov 2016 Last Revised: 21 Apr 2020
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 725
30.

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 150
31.

Debt in Political Campaigns

HEC Paris Research Paper No. FIN-2016-1165
Number of pages: 70 Posted: 05 Jul 2016 Last Revised: 11 May 2020
Working Paper Series
HEC Paris - Finance Department and University of Bern
Downloads 234
32.

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 114
33.

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 252
34.

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 168