SSRN Texas Finance Festival

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

Alexander Ljungqvist, Rajdeep Singh and Vikram K. Nanda

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

There are 5 versions of this paper

Downloads 4,473

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

Jing-Zhi Huang and Ming Huang

Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management

There are 3 versions of this paper

Downloads 4,065

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

Andrew Ang, Joseph Chen and Yuhang Xing

BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University

Downloads 2,936

4.

Asset Pricing with Liquidity Risk

Number of pages: 58 Posted: 28 Jan 2003

Working Paper Series

Viral V. Acharya and Lasse Heje Pedersen

New York University - Leonard N. Stern School of Business and AQR Capital Management, LLC

There are 7 versions of this paper

Downloads 2,535

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

Matthew Rhodes-Kropf, S. Viswanathan and David T. Robinson

Harvard Business School - Entrepreneurial Management Unit, Duke University - Fuqua School of Business and Fuqua School of Business, Duke University

There are 2 versions of this paper

Downloads 2,387

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

Michael Bradley and Michael R. Roberts

Duke University - Fuqua School of Business and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)

There are 2 versions of this paper

Downloads 2,150

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

Kewei Hou, Wei Xiong and Lin Peng

Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and Baruch College/CUNY - Zicklin School of Business

Downloads 1,784

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

Michael R. Roberts and Amir Sufi

The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Chicago - Booth School of Business

Downloads 1,683

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

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

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

There are 3 versions of this paper

Downloads 1,677

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

Martijn Cremers, Vinay B. Nair and Chenyang (Jason) Wei

University of Notre Dame, University of Pennsylvania - Finance Department and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

There are 2 versions of this paper

Downloads 1,652

11.

Market Liquidity as a Sentiment Indicator

Number of pages: 48 Posted: 02 Jul 2008 Last Revised: 13 Jan 2009

Working Paper Series

Malcolm P. Baker and Jeremy C. Stein

Harvard Business School and Harvard University - Department of Economics

There are 3 versions of this paper

Downloads 1,458

12.

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

Paul C. Tetlock, Maytal Saar-Tsechansky and Sofus Macskassy

Columbia Business School - Finance and Economics, University of Texas at Austin and Fetch Technologies, Inc

Downloads 1,438

13.

A Unified Theory of Ten Financial Puzzles

9th Annual Texas Finance Festival

Number of pages: 38 Posted: 01 Apr 2007

Working Paper Series

Xavier Gabaix

Harvard University - Department of Economics

Downloads 1,310

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

Akiko Watanabe and Masahiro Watanabe

University of Alberta - School of Business and University of Alberta - School of Business

There are 3 versions of this paper

Downloads 1,246

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

Gennaro Bernile, Evgeny Lyandres and Alexei Zhdanov

University of Miami - School of Business Administration, Boston University and Pennsylvania State University

Downloads 1,154

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

Mihir A. Desai, C. Fritz Foley and Kristin J. Forbes

Harvard Business School - Finance Unit, Harvard Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 1,111

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

Qi Chen, Itay Goldstein and Wei Jiang

Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics

Downloads 1,051

18.

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

Aydogan Alti

University of Texas at Austin - Department of Finance

Downloads 1,033

19.

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

Number of pages: 33 Posted: 29 Nov 2003

Working Paper Series

Milind Sharma

QuantZ Capital Management LLC

There are 2 versions of this paper

Downloads 1,024

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

Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho

Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP

Downloads 1,017

21.

The Risk-Adjusted Cost of Financial Distress

8th Annual Texas Finance Festival

Number of pages: 44 Posted: 29 Sep 2005

Accepted Paper Series

Heitor Almeida and Thomas Philippon

University of Illinois at Urbana-Champaign and New York University (NYU) - Department of Finance

There are 2 versions of this paper

Downloads 984

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

Murray Carlson, Adlai J. Fisher and Ron Giammarino

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 938

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

David A. Matsa

Northwestern University - Kellogg School of Management

Downloads 783

24.

Corporate Financial Policies with Overconfident Managers*

8th Annual Texas Finance Festival

Number of pages: 58 Posted: 08 Apr 2006

Working Paper Series

Ulrike Malmendier, Geoffrey A. Tate and Jun Yan

University of California, Berkeley - Department of Economics, University of North Carolina Kenan-Flagler Business School and Stanford University

Downloads 699

25.

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

Adam C. Kolasinski, Bing Cao, Adam V. Reed and Dan S. Dhaliwal

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 684

26.

Temporary Movements In Stock Prices

Texas Finance Festival

Number of pages: 32 Posted: 13 Apr 2002

Working Paper Series

Jonathan Lewellen

Dartmouth College - Tuck School of Business

Downloads 653

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

Michael J. Brennan, Ashley Wang and Yihong Xia

University of California, Los Angeles (UCLA) - Finance Area, Federal Reserve Board and University of California, Los Angeles (Deceased)

Downloads 647

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

Jennifer C. Huang, Hong Yan and Kelsey D. Wei

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 623

29.

Superstar CEOs

7th Annual Texas Finance Festival Paper

Number of pages: 56 Posted: 24 Apr 2005

Working Paper Series

Ulrike Malmendier and Geoffrey A. Tate

University of California, Berkeley - Department of Economics and University of North Carolina Kenan-Flagler Business School

There are 3 versions of this paper

Downloads 558

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

Jason Fink, Gustavo Grullon, Kristin Fink and James Weston

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 536

31.

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

Shingo Goto and Rossen I. Valkanov

University of South Carolina - Darla Moore School of Business and University of California, San Diego (UCSD) - Rady School of Management

Downloads 506

32.

Institutional Investors and the Comovement of Equity Prices

6th Annual Texas Finance Festival

Number of pages: 48 Posted: 31 Aug 2004

Working Paper Series

Christo A. Pirinsky and Qinghai Wang

US Securities & Exchange Commission and University of Central Florida - College of Business Administration

Downloads 487

33.

A Call for Cloud Computing in the Banking Sector

Economic Confidential, Forthcoming

Number of pages: 3 Posted: 04 Aug 2010

Working Paper Series

Gbenga Michael Okubadejo

AMG Professionals

Downloads 472

34.

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

Ciaran Mac an Bhaird

Dublin City University

Downloads 467

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

Monzur Hossain

Bangladesh Institute of Development Studies

Downloads 412

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

Lei Feng and Mark S. Seasholes

Harvard Business School and Hong Kong University of Science & Technology (HKUST)

Downloads 365

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

Itay Goldstein and Alexander Guembel

University of Pennsylvania - The Wharton School - Finance Department and Toulouse School of Economics, University of Toulouse Capitole

Downloads 360

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

Peter M. DeMarzo, Ron Kaniel and Ilan Kremer

Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent

Downloads 350

39.

The Real Effects of Investor Sentiment

6th Annual Texas Finance Festival

Number of pages: 61 Posted: 01 Sep 2004

Working Paper Series

Christopher Polk and Paola Sapienza

London School of Economics and Northwestern University - Kellogg School of Management - Department of Finance

There are 4 versions of this paper

Downloads 337

40.

Governance, Stock Market Risks and Appraisal Ratios

Number of pages: 10 Posted: 04 Nov 2005

Working Paper Series

Vincent J. Hooper, Ah Boon Sim and Asfandyar Uppal

affiliation not provided to SSRN, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance

Downloads 286

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

Robert Novy-Marx

Simon Business School, University of Rochester

Downloads 271

42.

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

Efraim Benmelech and Nittai Bergman

Northwestern University - Kellogg School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 265

43.

Default Risk, Shareholder Advantage, and Stock Returns*

8th Annual Texas Finance Festival

Number of pages: 56 Posted: 07 Apr 2006

Working Paper Series

Lorenzo Garlappi, Tao Shu and Hong Yan

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 256

44.