Search Results
Texas Finance Festival

53,115 Total downloads

Viewing: 1 - 50 of 54 papers

1.

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 489
2.

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 511
3.

Corporate Debt Pricing

Number of pages: 30 Posted: 23 Jul 2008
Working Paper Series
Independent
Downloads 119
4.

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 1,480
5.

Corporate Risk and Shareholder Value - Research Report

Number of pages: 19 Posted: 08 Apr 2008
Working Paper Series
Andrzej Frycz Modrzewski Krakow University
Downloads 245
6.

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 - Department of Finance, Boston University and Pennsylvania State University
Downloads 1,190
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 2,344
8.

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 278
9.

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 1,364
10.

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 819
11.

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 272
12.

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 1,717
13.

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 1,586
14.

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 712
15.

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
Columbia University Graduate School of Business and University of California - Haas School of Business
Downloads 119
16.

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 1,291
17.

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 275
18.

Inheriting Losers

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

Multiple version iconThere are 2 versions of this paper

Downloads 266
19.

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 261
20.

Investment Taxes and Equity Returns

EFA 2006 Zurich Meetings, 8th Annual Texas Finance Festival
Posted: 16 Mar 2006 Last Revised: 13 Jul 2008
Working Paper Series
University of Texas at Austin - McCombs School of Business

Multiple version iconThere are 2 versions of this paper

21.

Hedge Fund Performance and Persistence in Bull and Bear Markets

European Journal of Finance, Vol. 11, No. 5, pp. 361-392, October 2005
Posted: 13 Nov 2005
Accepted Paper Series
HEC Liège, University of Liege - Department of Financial Management and HEC - Université de Liège

Multiple version iconThere are 2 versions of this paper

22.

Governance, Stock Market Risks and Appraisal Ratios

Number of pages: 10 Posted: 04 Nov 2005
Working Paper Series
Xiamen University, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 289
23.

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 1,009
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 733
25.

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 957
26.

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 569
27.

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 638
28.

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 1,110
29.

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 585
30.

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 1,052
31.

Valuation Waves and Merger Activity: The Empirical Evidence

Journal of Financial Economics, Forthcoming
Posted: 18 Oct 2004
Accepted Paper Series
Harvard Business School - Entrepreneurial Management Unit, Duke University - Fuqua School of Business and Fuqua School of Business, Duke University
32.

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
Downloads 1,687
33.

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 349
34.

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 2,403
35.

Institutional Investors and the Comovement of Equity Prices

6th Annual Texas Finance Festival
Number of pages: 48 Posted: 31 Aug 2004
Working Paper Series
University of Central Florida and University of Central Florida - College of Business Administration
Downloads 524
36.

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 136
37.

Speculative Markets with an Unknown Number of Insiders

Number of pages: 51 Posted: 31 Aug 2004
Accepted Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 97
38.

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 424
39.

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 1,135
40.

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 1,698
41.

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
Chicago Equity Partners and Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 253
42.

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
Downloads 2,484
43.

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 4,247
44.

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
Downloads 1,065
45.

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 3 versions of this paper

Downloads 4,636
46.

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 375
47.

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 2,616
48.

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 660
49.

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 661
50.

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 516