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AFA 2003 Washington, DC Meetings (Archive)

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1.

The Determinants of Capital Structure Choice: A Survey of European Firms

AFA 2003 Washington, DC Meetings; EFMA 2002 London Meetings
Number of pages: 34 Posted: 02 Feb 2002
Working Paper Series
European School of Management (ESCP) - (EAP) and University of Manitoba - Department of Accounting and Finance
Downloads 8,279
2.

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48 Posted: 22 Mar 2002
Working Paper Series
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)

Multiple version iconThere are 2 versions of this paper

Downloads 7,295
3.

Why Has IPO Underpricing Changed Over Time?

AFA 2003 Washington, DC Meetings
Number of pages: 55 Posted: 18 Sep 2002
Working Paper Series
University of Notre Dame and University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 6,793
4.

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, University of Oxford - Said Business School and Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 6,530
5.

Long-Term Global Market Correlations

Yale ICF Working Paper No. 08-04
Number of pages: 46 Posted: 25 Oct 2001 Last Revised: 24 Jan 2008
Working Paper Series
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,040
6.

Prospect Theory, Mental Accounting, and Momentum

Yale ICF Working Paper No. 00-71; UCLA Anderson School Finance Working Paper No. 01-18; AFA 2003 Washington, DC Meetings
Number of pages: 38 Posted: 09 Nov 2001
Working Paper Series
University of Toronto, Rotman School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 5,300
7.

Risk Management with Benchmarking

AFA 2003 Washington, DC Meetings; NYU Finance Working Paper; EFA 2002 Berlin; LBS Working Paper
Number of pages: 29 Posted: 03 Mar 2002
Working Paper Series
London Business School, New York University (NYU) - Department of Finance and INSEAD

Multiple version iconThere are 9 versions of this paper

Downloads 5,216
8.

Global Trends in IPO Methods: Book Building vs. Auctions with Endogenous Entry

AFA 2003 Washington, DC Meetings
Number of pages: 50 Posted: 14 Jul 2001
Working Paper Series
DePaul University
Downloads 3,709
9.

Contracts and Exits in Venture Capital Finance

AFA 2003 Washington, DC Meetings, The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008
Number of pages: 39 Posted: 22 Mar 2002 Last Revised: 13 Oct 2008
Accepted Paper Series
York University - Schulich School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,122
10.

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 - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,936
11.

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 2,905
12.

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 2,747
13.

Private Benefits of Control: An International Comparison

CRSP Working Paper No. 535; and Harvard PON Working Paper; AFA 2003 Washington, DC Meetings
Number of pages: 59 Posted: 07 Jan 2002
Working Paper Series
University of Toronto - Rotman School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,725
14.

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 - Finance and Economics and Harvard Business School - Entrepreneurial Management Unit
Downloads 2,450
15.

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

Yale ICF Working Paper No. 02-09; AFA 2003 Washington, DC Meetings, EFA 2002 Berlin Meetings Presented Paper
Number of pages: 46 Posted: 11 Mar 2002
Working Paper Series
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 2,434
16.

Institutional Investors and Executive Compensation

AFA 2003 Washington, DC Meetings
Number of pages: 36 Posted: 06 Sep 2000
Working Paper Series
University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 2,288
17.

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 2,161
18.

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 2,092
19.

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 2,092
20.

Rebels, Conformists, Contrarians And Momentum Traders

AFA 2003 Washington, DC Meetings; Yale SOM Working Paper No. ICF - 00-07
Number of pages: 45 Posted: 07 Apr 2000
Working Paper Series
Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,010
21.

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 1,910
22.

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

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 46 Posted: 22 Nov 2001
Working Paper Series
University of Texas at Austin - Department of Finance, University of Melbourne - Faculty of Business and Economics and College of Business, Governors State University

Multiple version iconThere are 2 versions of this paper

Downloads 1,797
23.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,776
24.

Performance Impact of Employee Stock Options

AFA 2003 Washington, DC Meetings
Number of pages: 37 Posted: 25 Mar 2002
Working Paper Series
Rutgers Business School and Virginia Polytechnic Institute & State University - Department of Finance
Downloads 1,679
25.

Determinants of Target Capital Structure: The Case of Dual Debt and Equity Issues

AFA 2003 Washington, DC Meetings
Number of pages: 40 Posted: 20 Mar 2002
Working Paper Series
Baruch College - Zicklin School of Business, Fordham University, Gabelli School of Business and Boston College - Department of Finance
Downloads 1,670
26.

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 1,667
27.

Many Faces of Liquidity and Asset Pricing: Evidence from the U.S. Treasury Securities Market

AFA 2003 Washington, DC Meetings
Number of pages: 34 Posted: 06 Jul 2001
Working Paper Series
Stanford University - Graduate School of Business
Downloads 1,638
28.

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 Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,637
29.

Investor Access to Conference Call Disclosures: Impact of Regulation Fair Disclosure on Information Asymmetry

AFA 2003 Washington, DC Meetings
Number of pages: 53 Posted: 05 Feb 2002
Working Paper Series
University of Arizona - Department of Accounting
Downloads 1,492
30.

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 1,458
31.

The Choice Between Bank Debt, Non-Bank Private Debt and Public Debt: Evidence from New Corporate Borrowings

AFA 2003 Washington, DC Meetings
Number of pages: 42 Posted: 19 May 2001
Working Paper Series
Texas Christian University - M.J. Neeley School of Business and University of Pittsburgh
Downloads 1,396
32.

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 1,331
33.

Trading Your Neighbor's ETFs: Competition or Fragmentation?

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 50 Posted: 29 Nov 2001
Working Paper Series
affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,277
34.

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 1,248
35.

Politically-Connected Firms: Can They Squeeze the State?

AFA 2003 Washington, DC Meetings
Number of pages: 56 Posted: 02 Apr 2002
Working Paper Series
Purdue University - Krannert School of Management
Downloads 1,244
36.

Diversification Discount or Premium? New evidence from BITS Establishment-Level Data

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 40 Posted: 19 Dec 2000
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads 1,235
37.

Style Effects in the Cross-Section of Stock Returns

AFA 2003 Washington, DC Meetings
Number of pages: 44 Posted: 22 Oct 2001
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Harvard University - Department of Economics
Downloads 1,235
38.

The Economic Consequences of Increased Disclosure: Evidence from International Cross-listings

Dice Center Working Paper No. 2002-4; AFA 2003 Washington, DC Meetings
Number of pages: 66 Posted: 27 Mar 2002
Working Paper Series
Cornell University, Cornell University - Johnson Graduate School of Management and University of Neuchatel

Multiple version iconThere are 2 versions of this paper

Downloads 1,207
39.

Debt and Equity

AFA 2003 Washington, DC Meetings
Number of pages: 52 Posted: 30 Sep 2002
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Boston University - Department of Finance & Economics
Downloads 1,176
40.

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 1,159
41.

Employee Stock Options, Corporate Taxes and Debt Policy

AFA 2003 Washington, DC Meetings
Number of pages: 58 Posted: 19 Aug 2002
Working Paper Series
Duke University, University of North Carolina at Chapel Hill and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,064
42.

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 1,050
43.

Who is Afraid of Reg FD? The Behavior and Performance of Sell-Side Analysts Following the SEC's Fair Disclosure Rules

AFA 2003 Washington, DC Meetings Paper, EFA 2002 Berlin Meetings Paper
Number of pages: 36 Posted: 02 Mar 2002 Last Revised: 13 Feb 2011
Working Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration, Georgia State University - Department of Finance and University of Alabama - Culverhouse College of Commerce & Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 1,033
44.

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 1,017
45.

Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry

AFA 2003 Washington, DC Meetings, Yale ICF Working Paper No. 02-12
Number of pages: 48 Posted: 07 May 2002
Working Paper Series
University of Alberta - School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,016
46.

Integrating Market Risk and Credit Risk: A Dynamic Asset Allocation Perspective

AFA 2003 Washington, DC Meetings
Number of pages: 54 Posted: 21 Mar 2002
Working Paper Series
The University of Hong Kong - School of Economics and Finance
Downloads 969
47.

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

AFA 2003 Washington, DC Meetings
Number of pages: 54 Posted: 08 Aug 2002
Working Paper Series
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 957
48.

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 954
49.

Institutional Holdings and Payout Policy

AFA 2003 Washington, DC Meetings
Number of pages: 44 Posted: 06 May 2002
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and [email protected] Tech, Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 924
50.

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 910