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AFA 2003 Washington, DC Meetings (Archive)

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Viewing: 1 - 50 of 117 papers

1.

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 1,476
2.

Positive Feedback Trading Under Stress: Evidence from the Us Treasury Securities Market

AFA 2003 Washington, DC Meetings, BIS Working Paper No. 122
Number of pages: 50 Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 386
3.

Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios

BIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper
Number of pages: 61 Posted: 13 Dec 2005
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,670
4.

Equilibrium Asset Pricing Under Heterogeneous Information

EFA 2004 Maastricht Meetings Paper No. 5083; 13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 36 Posted: 09 Jun 2004
Working Paper Series
Centre for Economic Policy Research (CEPR), University of Melbourne - Department of Finance and Carnegie Mellon University - David A. Tepper School of Business
Downloads 840
5.

Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations

CEPR Discussion Paper No. 4367
Number of pages: 46 Posted: 26 May 2004
Working Paper Series
European Central Bank (ECB), University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 25
6.

Ownership: Evolution and Regulation

ECGI - Finance Working Paper No. 09/2003, EFA 2004 Maastricht Meetings Paper No. 3205, AFA 2003 Washington, DC Meetings, Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 26 Jan 2004 Last Revised: 30 Jun 2008
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School and Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 6,606
7.

Limited Attention, Information Disclosure, and Financial Reporting

JAE Boston Conference October 2002
Number of pages: 63 Posted: 06 Jan 2004
Working Paper Series
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Accounting Area
Downloads 3,110
8.

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Journal of Finance, Forthcoming
Posted: 24 Nov 2003 Last Revised: 31 Mar 2015
Accepted Paper Series
University of Texas at Austin - Department of Finance, College of Business, Governors State University and University of Melbourne - Faculty of Business and Economics
9.

News Spillovers in the Sovereign Debt Market

AFA 2003 Washington, DC Meetings
Number of pages: 42 Posted: 23 Nov 2003
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Vanderbilt University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 217
10.

Overconfidence and Speculative Bubbles

13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 46 Posted: 31 Jul 2003
Working Paper Series
Columbia University and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,259
11.

Liquidity and Financial Market Runs

Yale ICF Working Paper No. 02-11; AFA 2003 Washington, DC Meetings
Number of pages: 35 Posted: 15 Jul 2003
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA)
Downloads 2,771
12.

Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper; ECB Working Paper No. 157
Number of pages: 57 Posted: 29 May 2003
Working Paper Series
University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and Stanford University - Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 369
13.

Market Timing and Managerial Portfolio Decisions

MIT Sloan Working Paper No. 4310-03; AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 61 Posted: 21 May 2003
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 1,824
14.

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999

AFA 2003 Washington, DC Meetings
Number of pages: 38 Posted: 27 Dec 2002
Working Paper Series
Federal Reserve Bank of Boston - Supervision and Regulation, University of Richmond - E. Claiborne Robins School of Business and American University - Department of Finance and Real Estate
Downloads 262
15.

A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium

AFA 2003 Washington, DC Meetings
Number of pages: 36 Posted: 21 Dec 2002
Working Paper Series
INSEAD and INSEAD - Finance
Downloads 260
16.

Can Ownership Restrictions Enhance Security Value? Evidence from a Natural Experiment

AFA 2003 Washington, DC Meetings
Number of pages: 40 Posted: 17 Dec 2002
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Duke University - Fuqua School of Business
Downloads 159
17.

On the Wealth and Risk Effects of the Glass-Steagall Overhaul: Evidence from the Stock Market

AFA 2003 Washington, DC Meetings
Posted: 16 Dec 2002
Working Paper Series
University of Notre Dame
18.

What Can We Learn About Investment and Capital Structure with a Better Measure of Q?

AFA 2003 Washington, DC Meetings
Number of pages: 50 Posted: 15 Dec 2002
Working Paper Series
Williams College - Department of Economics and Columbia Business School - Finance and Economics
Downloads 552
19.

CEO Overconfidence and Corporate Investment

AFA 2003 Washington, DC Meetings
Number of pages: 76 Posted: 14 Dec 2002
Working Paper Series
University of California, Berkeley - Department of Economics and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 2,040
20.

Talking Up Liquidity: Insider Trading and Investor Relations

AFA 2003 Washington, DC Meetings
Number of pages: 45 Posted: 04 Dec 2002
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 644
21.

The Price of Diversifiable Risk in Venture Capital and Private Equity

AFA 2003 Washington, DC Meetings
Number of pages: 53 Posted: 30 Nov 2002 Last Revised: 05 Jun 2013
Working Paper Series
California Institute of Technology - Division of the Humanities and Social Sciences, Columbia Business School and Harvard Business School - Entrepreneurial Management Unit
Downloads 2,504
22.

Optimal Diversification

AFA 2003 Washington, DC Meetings
Number of pages: 31 Posted: 30 Nov 2002
Working Paper Series
The Wharton School and University of California, Berkeley

Multiple version iconThere are 2 versions of this paper

Downloads 625
23.

Monitoring Financial Intermediaries with Subordinated Debt: A Dynamic Signal Model for Bank Risk

AFA 2003 Washington, DC Meetings
Number of pages: 32 Posted: 30 Nov 2002
Working Paper Series
University of California, Riverside (UCR) - Department of Economics and Ryerson University, TGSM
Downloads 303
24.

The Real Effects of Investor Sentiment

AFA 2003 Washington, DC Meetings
Number of pages: 69 Posted: 30 Nov 2002
Working Paper Series

Multiple version iconThere are 4 versions of this paper

Downloads 947
25.

Outside Directors and Corporate Board Decisions: A Natural Experiment

AFA 2003 Washington, DC Meetings
Number of pages: 41 Posted: 30 Nov 2002
Working Paper Series
Zicklin School of Business, Baruch College - The City University of New York and Purdue University
Downloads 801
26.

Signaling, Free Cash Flow, and 'Nonmonotonic' Dividends

AFA 2003 Washington, DC Meetings
Number of pages: 37 Posted: 30 Nov 2002
Working Paper Series
University of Mississippi - School of Business Administration and Washington University, Saint Louis - John M. Olin School of Business
Downloads 1,257
27.

Systemic Risk and International Portfolio Choice

AFA 2003 Washington, DC Meetings
Number of pages: 55 Posted: 30 Nov 2002
Working Paper Series
Santa Clara University - Leavey School of Business and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 862
28.

Transfer Activity in 401(K) Plans

AFA 2003 Washington, DC Meetings
Posted: 26 Nov 2002
Working Paper Series
College of William and Mary - Mason School of Business and Boston College - Carroll School of Management
29.

Defaultable Bonds and Default Correlation

AFA 2003 Washington, DC Meetings
Number of pages: 41 Posted: 25 Nov 2002
Working Paper Series
Imperial College Business School and Auckland University of Technology - Department of Finance
Downloads 625
30.

Numeraire Portfolio Tests of the Size and Source of Gains from International Diversification

AFA 2003 Washington, DC Meetings
Number of pages: 38 Posted: 25 Nov 2002
Working Paper Series
Alternative Risk Premia Investments and Simon Graduate School of Business, University of Rochester
Downloads 384
31.

Market Valuation and Merger Waves

Journal of Finance, Forthcoming
Posted: 22 Nov 2002
Accepted Paper Series
Harvard Business School - Entrepreneurial Management Unit and Duke University - Fuqua School of Business
32.

Who Moves the Market? A Study of Stock Prices and Investment Cashflows

AFA 2003 Washington, DC Meetings
Number of pages: 36 Posted: 21 Nov 2002
Working Paper Series
Brigham Young University - J. Willard and Alice S. Marriott School of Management and University of California, Irvine - Paul Merage School of Business
Downloads 1,086
33.

Is Dividend Policy Related to Information Asymmetry: Evidence from Insider Trading Gains

AFA 2003 Washington, DC Meetings
Number of pages: 46 Posted: 15 Nov 2002
Working Paper Series
University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Downloads 2,149
34.

Venture Capitalists Versus Angels: The Dynamics of Private Firm Financing Contracts

AFA 2003 Washington, DC Meetings
Number of pages: 55 Posted: 15 Nov 2002
Working Paper Series
Boston College - Carroll School of Management and University of Pennsylvania - The Wharton School
Downloads 1,740
35.

Book Values, Earnings, and Market Valuations

AFA 2003 Washington, DC Meetings
Number of pages: 50 Posted: 15 Nov 2002
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Fox School of Business
Downloads 778
36.

A Catering Theory of Dividends

Number of pages: 61 Posted: 15 Nov 2002 Last Revised: 12 Aug 2008
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,178
37.

The Ownership and Financing of Innovation in R&D Races

AFA 2003 Washington, DC Meetings
Number of pages: 59 Posted: 11 Nov 2002
Working Paper Series
University of North Carolina Kenan-Flagler Business School and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 344
38.

Bayesian Alphas and Mutual Fund Persistence

AFA 2003 Washington, DC Meetings
Number of pages: 64 Posted: 11 Nov 2002
Working Paper Series
Emory University - Department of Finance and Neeley School of Business
Downloads 570
39.

Information and Trading on Electronic Communications Networks

AFA 2003 Washington, DC Meetings
Number of pages: 42 Posted: 11 Nov 2002
Working Paper Series
University of Rochester - Simon School (Deceased), University of California, Berkeley - Haas School of Business and U.S. Securities and Exchange Commission
Downloads 1,338
40.

Earnings and Price Momentum

AFA 2003 Washington, DC Meetings
Number of pages: 46 Posted: 10 Nov 2002
Working Paper Series
Emory University - Department of Finance and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 2,223
41.

How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices

AFA 2003 Washington, DC Meetings
Number of pages: 58 Posted: 30 Oct 2002
Working Paper Series
Brigham Young University - J. Willard and Alice S. Marriott School of Management, London School of Economics & Political Science (LSE) - Department of Finance and Wayne State University - Department of Economics
Downloads 362
42.

The Long-Run Underperformance of Post-Listing Stock Returns: The Evidence of Earnings Management

AFA 2003 Washington, DC Meetings
Number of pages: 60 Posted: 30 Oct 2002
Working Paper Series
National Chiao-Tung University - Graduate Institute of Finance
Downloads 331
43.

External Habit Formation and the Home Bias Puzzle

AFA 2003 Washington, DC Meetings
Number of pages: 47 Posted: 30 Oct 2002
Working Paper Series
Georgia State University and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 422
44.

The Value of Corporate Diversification: Evidence from Post-Merger Performance in Japan

AFA 2003 Washington, DC Meetings
Number of pages: 33 Posted: 28 Oct 2002
Working Paper Series
Xavier University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance, KAIST (Korea Advanced Institute of Science and Technology) - College of Business and Waseda University, Graduate School of Business and Finance
Downloads 870
45.

Reputation-Based Pricing and Price Improvements in Dealership Markets

AFA 2003 Washington, DC Meetings
Number of pages: 52 Posted: 23 Oct 2002
Working Paper Series
HEC Paris - Finance Department and University of Cergy-Pontoise - THEMA

Multiple version iconThere are 2 versions of this paper

Downloads 126
46.

The 'Make or Take' Decision in an Electronic Market: Evidence on the Evolution of Liquidity

13th Annual Utah Winter Finance Conference; NYU Stern School of Business Working Paper No. FIN-02-029; AFA 2003 Washington, DC Meetings
Number of pages: 56 Posted: 23 Oct 2002
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 837
47.

An Equilibrium Model of Asset Pricing and Moral Hazard

AFA 2003 Washington, DC Meetings
Number of pages: 49 Posted: 23 Oct 2002
Working Paper Series
Cheung Kong Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 312
48.

Investor Behavior and the Purchase of Company Stock in 401(K) Plans - the Importance of Plan Design

FEDS Working Paper No. FEDS2002-36; AFA 2003 Washington, DC Meetings
Number of pages: 47 Posted: 20 Oct 2002
Working Paper Series
Federal Reserve Board and University of Illinois at Urbana-Champaign - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 316
49.

Debt Capacity and Tests of Capital Structure Theories

AFA 2003 Washington, DC Meetings
Number of pages: 44 Posted: 17 Oct 2002
Working Paper Series
University of Colorado at Boulder - Department of Finance and University of Utah - Department of Finance
Downloads 2,968
50.

Idiosyncratic Risk Matters!

AFA 2003 Washington, DC Meetings
Number of pages: 43 Posted: 17 Oct 2002
Working Paper Series
University of Lausanne and New University of Lisbon - Nova School of Business and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 972