Search Results
AFA 2003 Washington, DC Meetings (Archive)

159,155 Total downloads | Link to this page

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 1,523
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 412
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,713
4.

Equilibrium Asset Pricing Under Heterogeneous Information

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 870
5.

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

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 6,695
7.

Limited Attention, Information Disclosure, and Financial Reporting

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 3,399
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, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics
9.

News Spillovers in the Sovereign Debt Market

Number of pages: 42 Posted: 23 Nov 2003
Working Paper Series
Southern Methodist University (SMU) - Finance Department and Vanderbilt University – Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 232
10.

Overconfidence and Speculative Bubbles

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 2,460
11.

Liquidity and Financial Market Runs

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 2,814
12.

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

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 380
13.

Market Timing and Managerial Portfolio Decisions

Number of pages: 61 Posted: 21 May 2003
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 1,872
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 270
15.

A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium

Number of pages: 36 Posted: 21 Dec 2002
Working Paper Series
INSEAD and INSEAD - Finance
Downloads 275
16.

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

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 164
17.

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

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 566
19.

CEO Overconfidence and Corporate Investment

Number of pages: 76 Posted: 14 Dec 2002
Working Paper Series
University of California, Berkeley - Department of Economics and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,157
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 660
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 2,603
22.

Optimal Diversification

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 633
23.

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

Number of pages: 32 Posted: 30 Nov 2002
Working Paper Series
University of California, Riverside (UCR) - Department of Economics and Ryerson University, TGSM
Downloads 310
24.

The Real Effects of Investor Sentiment

Number of pages: 69 Posted: 30 Nov 2002
Working Paper Series

Multiple version iconThere are 4 versions of this paper

Downloads 987
25.

Outside Directors and Corporate Board Decisions: A Natural Experiment

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 826
26.

Signaling, Free Cash Flow, and 'Nonmonotonic' Dividends

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 1,285
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 910
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

Number of pages: 41 Posted: 25 Nov 2002
Working Paper Series
Imperial College Business School and University of Auckland
Downloads 640
30.

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

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 391
31.

Market Valuation and Merger Waves

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 1,148
33.

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

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 2,247
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 1,791
35.

Book Values, Earnings, and Market Valuations

Number of pages: 50 Posted: 15 Nov 2002
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Temple University - Fox School of Business and Management
Downloads 797
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 1,227
37.

The Ownership and Financing of Innovation in R&D Races

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 363
38.

Bayesian Alphas and Mutual Fund Persistence

Number of pages: 64 Posted: 11 Nov 2002
Working Paper Series
Emory University - Department of Finance and Neeley School of Business
Downloads 586
39.

Information and Trading on Electronic Communications Networks

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 1,352
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 2,406
41.

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

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 369
42.

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

Number of pages: 60 Posted: 30 Oct 2002
Working Paper Series
National Chiao-Tung University - Graduate Institute of Finance
Downloads 335
43.

External Habit Formation and the Home Bias Puzzle

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 447
44.

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

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 920
45.

Reputation-Based Pricing and Price Improvements in Dealership Markets

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 133
46.

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

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 863
47.

An Equilibrium Model of Asset Pricing and Moral Hazard

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 320
48.

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

Number of pages: 47 Posted: 20 Oct 2002
Working Paper Series
Brookings Institution and University of Illinois at Urbana-Champaign - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 325
49.

Debt Capacity and Tests of Capital Structure Theories

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 3,046
50.

Idiosyncratic Risk Matters!

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 1,026