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Texas Finance Festival

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Viewing: 1 - 50 of 55 papers

1.

Hot Markets, Investor Sentiment, and IPO Pricing

AFA 2004 San Diego Meetings; Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 51 Posted: 02 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics

Multiple version iconThere are 5 versions of this paper

Downloads 4,574
2.

How Much of Corporate-Treasury Yield Spread is Due to Credit Risk?

Forthcoming in the Review of Asset Pricing Studies, 14th Annual Conference on Financial Economics and Accounting (FEA); Texas Finance Festival; 2003 Western Finance Association Meetings
Number of pages: 57 Posted: 15 Jan 2004 Last Revised: 05 Oct 2012
Accepted Paper Series
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 4,165
3.

Downside Correlation and Expected Stock Returns

EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of pages: 47 Posted: 09 Nov 2001
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 3,012
4.

Asset Pricing with Liquidity Risk

Number of pages: 58 Posted: 28 Jan 2003
Working Paper Series
New York University - Leonard N. Stern School of Business and AQR Capital Management, LLC

Multiple version iconThere are 7 versions of this paper

Downloads 2,570
5.

Valuation Waves and Merger Activity: The Empirical Evidence

14th Conf. on Financial Economics & Accounting (FEA); AFA 2004 San Diego Meetings; EFA 2003 Meetings Paper No. 904; 5th Annual Texas Finance Festival
Number of pages: 63 Posted: 15 Jan 2004
Working Paper Series
Harvard Business School - Entrepreneurial Management Unit, Duke University - Fuqua School of Business and Fuqua School of Business, Duke University

Multiple version iconThere are 2 versions of this paper

Downloads 2,427
6.

The Structure and Pricing of Corporate Debt Covenants

6th Annual Texas Finance Festival
Number of pages: 46 Posted: 31 Aug 2004
Working Paper Series
Duke University - Fuqua School of Business and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

Downloads 2,288
7.

A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum

Number of pages: 44 Posted: 02 Apr 2007 Last Revised: 11 Nov 2010
Working Paper Series
Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and Baruch College/CUNY - Zicklin School of Business
Downloads 2,059
8.

Control Rights and Capital Structure: An Empirical Investigation

9th Annual Texas Finance Festival, AFA 2008 New Orleans Meetings
Number of pages: 68 Posted: 12 Feb 2007 Last Revised: 13 Dec 2011
Working Paper Series
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Chicago - Booth School of Business
Downloads 1,700
9.

The Price Impact and Survival of Irrational Traders

MIT Sloan Working Paper No. 4293-03, AFA 2004 San Diego Meetings, 14th Conference on Financial Economics & Acctg. (FEA), 5th Ann. Texas Finance Festival
Number of pages: 42 Posted: 20 Jan 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Multiple version iconThere are 3 versions of this paper

Downloads 1,686
10.

Governance Mechanisms and Bond Prices

Yale ICF Working Paper No. 06-30, NYU, Law and Economics Research Paper No. 04-007, 7th Annual Texas Finance Festival Paper
Number of pages: 56 Posted: 12 Oct 2004
Working Paper Series
University of Notre Dame, University of Pennsylvania - Finance Department and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Multiple version iconThere are 2 versions of this paper

Downloads 1,674
11.

More than Words: Quantifying Language to Measure Firms' Fundamentals

9th Annual Texas Finance Festival
Number of pages: 48 Posted: 13 Aug 2006
Working Paper Series
Columbia Business School - Finance, University of Texas at Austin and Fetch Technologies, Inc
Downloads 1,532
12.

Market Liquidity as a Sentiment Indicator

Number of pages: 48 Posted: 02 Jul 2008 Last Revised: 13 Jan 2009
Working Paper Series
Harvard Business School and Harvard University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,472
13.

A Unified Theory of Ten Financial Puzzles

9th Annual Texas Finance Festival
Number of pages: 38 Posted: 01 Apr 2007
Working Paper Series
Harvard University - Department of Economics
Downloads 1,337
14.

Time-Varying Liquidity Risk and the Cross Section of Stock Returns

8th Annual Texas Finance Festival , EFA 2005 Moscow Meetings Paper
Number of pages: 53 Posted: 07 Apr 2006 Last Revised: 27 Jan 2013
Working Paper Series
University of Alberta - School of Business and University of Alberta - School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,270
15.

A Theory of Strategic Mergers

Review of Finance, Vol. 16, pp. 517-575, 2011
Number of pages: 54 Posted: 07 Mar 2008 Last Revised: 12 Nov 2013
Accepted Paper Series
University of Miami - School of Business Administration, Boston University and Pennsylvania State University
Downloads 1,174
16.

Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations

EFA 2004 MAASTRICHT
Number of pages: 42 Posted: 15 Jun 2004
Working Paper Series
Harvard Business School - Finance Unit, Harvard Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,117
17.

Price Informativeness and Investment Sensitivity to Stock Price

14th Annual Conference on Financial Economics and Accounting (FEA); 6th Annual Texas Finance Festival
Number of pages: 46 Posted: 03 Mar 2005
Working Paper Series
Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Downloads 1,088
18.

A.I.R.A.P. - Alternative Rapms for Alternative Investments

Number of pages: 33 Posted: 29 Nov 2003
Working Paper Series
QuantZ Capital Management LLC

Multiple version iconThere are 2 versions of this paper

Downloads 1,055
19.

How Persistent is the Impact of Market Timing on Capital Structure?

AFA 2005 Philadelphia Meetings; University of Texas at Austin Working Paper; 6th Annual Texas Finance Festival
Number of pages: 35 Posted: 12 Dec 2004
Working Paper Series
University of Texas at Austin - Department of Finance
Downloads 1,041
20.

Does Risk or Mispricing Explain the Cross-Section of Stock Prices

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper, HBS Finance Working Paper No. 03-107
Number of pages: 61 Posted: 02 Mar 2002
Working Paper Series
Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP
Downloads 1,031
21.

The Risk-Adjusted Cost of Financial Distress

8th Annual Texas Finance Festival
Number of pages: 44 Posted: 29 Sep 2005
Accepted Paper Series
University of Illinois at Urbana-Champaign and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 997
22.

Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance

7th Annual Texas Finance Festival Paper, Sauder School of Business Working Paper
Number of pages: 33 Posted: 16 May 2005
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Downloads 947
23.

Running on Empty? Financial Leverage and Product Quality in the Supermarket Industry

American Economic Journal: Microeconomics, Forthcoming, AFA 2008 New Orleans Meetings Paper, 9th Annual Texas Finance Festival Paper
Number of pages: 44 Posted: 18 Mar 2007 Last Revised: 22 Jul 2010
Accepted Paper Series
Downloads 801
24.

Bears and Numbers: Investigating How Short Sellers Exploit and Affect Earnings-Based Pricing Anomalies

Number of pages: 44 Posted: 23 Jun 2005
Working Paper Series
Texas A&M University - Department of Finance, McKinsey & Co. Inc., University of North Carolina Kenan-Flagler Business School and University of Arizona - Department of Accounting
Downloads 713
25.

Corporate Financial Policies with Overconfident Managers*

8th Annual Texas Finance Festival
Number of pages: 58 Posted: 08 Apr 2006
Working Paper Series
University of California, Berkeley - Department of Economics, University of North Carolina Kenan-Flagler Business School and Stanford University
Downloads 704
26.

Temporary Movements in Stock Prices

Texas Finance Festival
Number of pages: 32 Posted: 13 Apr 2002
Working Paper Series
Dartmouth College - Tuck School of Business
Downloads 655
27.

Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

AFA 2003 Washington, DC Meetings; 5th Annual Texas Finance Festival
Number of pages: 62 Posted: 13 Oct 2002
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, Federal Reserve Board and University of California, Los Angeles (Deceased)
Downloads 652
28.

Participation Costs and the Sensitivity of Fund Flows to Past Performance

7th Annual Texas Finance Festival Paper, EFA 2004 Maastricht Meetings Paper No. 4718
Number of pages: 55 Posted: 30 Mar 2005
Working Paper Series
University of Texas at Austin - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Texas at Dallas
Downloads 633
29.

Superstar CEOS

7th Annual Texas Finance Festival Paper
Number of pages: 56 Posted: 24 Apr 2005
Working Paper Series
University of California, Berkeley - Department of Economics and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 3 versions of this paper

Downloads 565
30.

IPO Vintage and the Rise of Idiosyncratic Risk

7th Annual Texas Finance Festival Paper
Number of pages: 35 Posted: 04 Feb 2005
Working Paper Series
James Madison University - College of Business, Rice University - Jesse H. Jones Graduate School of Business, James Madison University - College of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 557
31.

Institutional Investors and the Comovement of Equity Prices

6th Annual Texas Finance Festival
Number of pages: 48 Posted: 31 Aug 2004
Working Paper Series
US Securities & Exchange Commission and University of Central Florida - College of Business Administration
Downloads 513
32.

The Fed's Effect on Excess Returns and Inflation is Much Bigger than You Think

Texas Finance Festival
Number of pages: 32 Posted: 11 Apr 2002
Working Paper Series
University of Rhode Island - College of Business Administration and University of California, San Diego (UCSD) - Rady School of Management
Downloads 512
33.

The Modigliani-Miller Proposition after Fifty Years and its Relation to Entrepreneurial Finance

Strategic Change, Vol. 19, No. 1-2, pp. 9-28, February 2010
Number of pages: 29 Posted: 08 Jul 2010
Accepted Paper Series
Dublin City University
Downloads 497
34.

A Call for Cloud Computing in the Banking Sector

Economic Confidential, Forthcoming
Number of pages: 3 Posted: 04 Aug 2010
Working Paper Series
AMG Professionals
Downloads 484
35.

Did the Asset Price Bubble Matter for Japanese Banking Crisis in the 1990s?

9th International Convention of the East Asian Economic Association, 13-14 November 2004, Hong Kong (5b-3)
Number of pages: 28 Posted: 09 Aug 2004
Working Paper Series
Bangladesh Institute of Development Studies
Downloads 422
36.

Correlated Trading and Location

13th Annual Utah Winter Finance Conference; 5th Annual Texas Finance Festival
Number of pages: 45 Posted: 31 Jul 2003
Working Paper Series
Harvard Business School and ASU WP Carey School of Business
Downloads 371
37.

Manipulation, the Allocational Role of Prices and Production Externalities

AFA 2003 Washington, DC Meetings; 5th Annual Texas Finance Festival; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 44 Posted: 11 Mar 2002
Working Paper Series
University of Pennsylvania - The Wharton School - Finance Department and Toulouse School of Economics, University of Toulouse Capitole
Downloads 370
38.

Diversification as a Public Good: Community Effects in Portfolio Choice

Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 50 Posted: 02 Mar 2002
Working Paper Series
Stanford Graduate School of Business, University of Rochester - Simon Business School and Unaffiliated Authors - Independent
Downloads 352
39.

The Real Effects of Investor Sentiment

6th Annual Texas Finance Festival
Number of pages: 61 Posted: 01 Sep 2004
Working Paper Series

Multiple version iconThere are 4 versions of this paper

Downloads 342
40.

Governance, Stock Market Risks and Appraisal Ratios

Number of pages: 10 Posted: 04 Nov 2005
Working Paper Series
UNIVERSITY COLLEGE OF FOOTBALL BUSINESS, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 288
41.

Real Estate and the Economy: Aggregate Implications of Irreversible Investment

9th Annual Texas Finance Festival Paper
Number of pages: 66 Posted: 02 Apr 2007
Working Paper Series
Simon Business School, University of Rochester
Downloads 276
42.

Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market*

8th Annual Texas Finance Festival
Number of pages: 43 Posted: 07 Apr 2006
Working Paper Series
Rice University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 267
43.

Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines

9th Annual Texas Finance Festival, AFA 2008 New Orleans Meetings Paper
Number of pages: 40 Posted: 12 Mar 2007 Last Revised: 23 May 2008
Working Paper Series

Multiple version iconThere are 2 versions of this paper

Downloads 267
44.

Inheriting Losers

8th Annual Texas Finance Festival
Number of pages: 52 Posted: 07 Apr 2006 Last Revised: 04 Sep 2008
Working Paper Series
University of California, Davis - Graduate School of Management and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 262
45.

Default Risk, Shareholder Advantage, and Stock Returns*

8th Annual Texas Finance Festival
Number of pages: 56 Posted: 07 Apr 2006
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of Georgia - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 257
46.

The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis

14th Annual Conference on Financial Economics and Accounting (FEA); 5th Annual Texas Finance Festival
Number of pages: 31 Posted: 20 Jan 2004
Working Paper Series
Trilogy Global Advisors and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 249
47.

Corporate Risk and Shareholder Value - Research Report

Number of pages: 19 Posted: 08 Apr 2008
Working Paper Series
Andrzej Frycz Modrzewski Krakow University
Downloads 239
48.

Capital Reallocation and Liquidity

7th Annual Texas Finance Festival Paper
Number of pages: 47 Posted: 01 Mar 2005
Working Paper Series
Duke University and UCLA Anderson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 190
49.

The Effect of Leverage on Implicit Incentive Contracts

6th Annual Texas Finance Festival
Number of pages: 26 Posted: 31 Aug 2004
Working Paper Series
London Business School
Downloads 134
50.

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability*

8th Annual Texas Finance Festival
Number of pages: 55 Posted: 08 Apr 2006
Working Paper Series
New York University Stern School of Business, Department of Finance and University of California - Haas School of Business
Downloads 119