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SSRN eLibrary Search Results
AFA 2003 Washington, DC Meetings (Archive)
148,323 Total downloads
| Link to this page
Market Liquidity as a Sentiment IndicatorMalcolm P. Baker and Jeremy C. Stein Harvard Business School and Harvard University - Department of Economics Date Posted: July 02, 2008 Last Revised: January 13, 2009 Working Paper Series 1454 downloads
Positive Feedback Trading Under Stress: Evidence from the US Treasury Securities MarketAFA 2003 Washington, DC Meetings, BIS Working Paper No. 122 Benjamin H. Cohen and Hyun Song Shin Bank for International Settlements (BIS) and Bank for International Settlements Date Posted: December 13, 2005 Working Paper Series 364 downloads
Should Banks be Diversified? Evidence from Individual Bank Loan PortfoliosBIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper Viral V. Acharya, Anthony Saunders and Iftekhar Hasan 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 Date Posted: December 13, 2005 Working Paper Series 1634 downloads
Equilibrium Asset Pricing Under Heterogeneous InformationEFA 2004 Maastricht Meetings Paper No. 5083; 13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings Bruno Biais, Peter Bossaerts and Chester S. Spatt Centre for Economic Policy Research (CEPR), Brain, Mind and Markets Laboratory and Carnegie Mellon University - David A. Tepper School of Business Date Posted: June 09, 2004 Working Paper Series 824 downloads 
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market OperationsCEPR Discussion Paper No. 4367 Ulrich Bindseil, Kjell G. Nyborg and Ilya A. Strebulaev European Central Bank (ECB), University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business Date Posted: May 26, 2004 Working Paper Series 24 downloads
Ownership: Evolution and RegulationECGI - Finance Working Paper No. 09/2003, EFA 2004 Maastricht Meetings Paper No. 3205, AFA 2003 Washington, DC Meetings, Review of Financial Studies, Forthcoming Julian R. Franks, Colin Mayer and Stefano Rossi London Business School, University of Oxford - Said Business School and Bocconi University Date Posted: January 26, 2004 Last Revised: June 30, 2008 Working Paper Series 6521 downloads
Limited Attention, Information Disclosure, and Financial ReportingJAE Boston Conference October 2002 David A. Hirshleifer and Siew Hong Teoh University of California, Irvine - Paul Merage School of Business and University of California - Paul Merage School of Business Date Posted: January 06, 2004 Working Paper Series 2928 downloads Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole Journal of Finance, Forthcoming John M. Griffin, Susan Ji and J. Spencer Martin University of Texas at Austin - Department of Finance, College of Business, Governors State University and University of Melbourne - Faculty of Business and Economics Date Posted: November 24, 2003 Last Revised: March 31, 2015 Accepted Paper Series
News Spillovers in the Sovereign Debt MarketAFA 2003 Washington, DC Meetings Amar Gande and David C. Parsley Southern Methodist University and Vanderbilt University – Finance Date Posted: November 23, 2003 Working Paper Series 211 downloads
Overconfidence and Speculative Bubbles13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings Jose A. Scheinkman and Wei Xiong Columbia University and Princeton University - Department of Economics Date Posted: July 31, 2003 Working Paper Series 2153 downloads
Liquidity and Financial Market RunsYale ICF Working Paper No. 02-11; AFA 2003 Washington, DC Meetings Antonio E. Bernardo and Ivo Welch University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) Date Posted: July 15, 2003 Working Paper Series 2742 downloads
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market OperationsAFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper; ECB Working Paper No. 157 Kjell G. Nyborg, Ulrich Bindseil and Ilya A. Strebulaev University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and Stanford University - Graduate School of Business Date Posted: May 29, 2003 Working Paper Series 363 downloads
Market Timing and Managerial Portfolio DecisionsMIT Sloan Working Paper No. 4310-03; AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper Dirk Jenter London School of Economics Date Posted: May 21, 2003 Working Paper Series 1773 downloads
The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999AFA 2003 Washington, DC Meetings Patrick de Fontnouvelle, Raymond P.H. Fishe and Jeffrey H. Harris Federal Reserve Bank of Boston - Supervision and Regulation, University of Richmond - E. Claiborne Robins School of Business and American University Date Posted: December 27, 2002 Working Paper Series 257 downloads
A Central-Planning Approach to Dynamic Incomplete-Market EquilibriumAFA 2003 Washington, DC Meetings Bernard Dumas and Pascal J. Maenhout INSEAD and INSEAD - Finance Date Posted: December 21, 2002 Working Paper Series 246 downloads
Can Ownership Restrictions Enhance Security Value? Evidence from a Natural ExperimentAFA 2003 Washington, DC Meetings Amar Gande and Manju Puri Southern Methodist University and Duke University - Fuqua School of Business Date Posted: December 17, 2002 Working Paper Series 156 downloads On the Wealth and Risk Effects of the Glass-Steagall Overhaul: Evidence from the Stock Market AFA 2003 Washington, DC Meetings Lei Yu University of Notre Dame Date Posted: December 16, 2002 Working Paper Series
What Can We Learn about Investment and Capital Structure with a Better Measure of q?AFA 2003 Washington, DC Meetings William M. Gentry and Christopher J. Mayer Williams College - Department of Economics and Columbia Business School - Finance and Economics Date Posted: December 15, 2002 Working Paper Series 545 downloads
CEO Overconfidence and Corporate InvestmentAFA 2003 Washington, DC Meetings Ulrike Malmendier and Geoffrey A. Tate University of California, Berkeley - Department of Economics and University of North Carolina Kenan-Flagler Business School Date Posted: December 14, 2002 Working Paper Series 1903 downloads
Talking up Liquidity: Insider Trading and Investor RelationsAFA 2003 Washington, DC Meetings Ming Huang and Harrison G. Hong Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University, Graduate School of Arts and Sciences, Department of Economics Date Posted: December 04, 2002 Working Paper Series 634 downloads
The Price of Diversifiable Risk in Venture Capital and Private EquityAFA 2003 Washington, DC Meetings Michael Ewens, Charles M. Jones and Matthew Rhodes-Kropf California Institute of Technology - Division of the Humanities and Social Sciences, Columbia Business School - Finance and Economics and Harvard Business School - Entrepreneurial Management Unit Date Posted: November 30, 2002 Last Revised: June 05, 2013 Working Paper Series 2443 downloads
Optimal DiversificationAFA 2003 Washington, DC Meetings Joao F. Gomes and Dmitry Livdan The Wharton School and University of California, Berkeley Date Posted: November 30, 2002 Working Paper Series 615 downloads
Monitoring Financial Intermediaries with Subordinated Debt: A Dynamic Signal Model for Bank RiskAFA 2003 Washington, DC Meetings Gloria González-Rivera and David B. Nickerson University of California, Riverside (UCR) - Department of Economics and Ryerson University, TGSM Date Posted: November 30, 2002 Working Paper Series 301 downloads
The Real Effects of Investor SentimentAFA 2003 Washington, DC Meetings Christopher Polk and Paola Sapienza London School of Economics and Northwestern University - Kellogg School of Management - Department of Finance Date Posted: November 30, 2002 Working Paper Series 910 downloads
Outside Directors and Corporate Board Decisions: A Natural ExperimentAFA 2003 Washington, DC Meetings Jay Dahya and John J. McConnell City University of New York, CUNY Baruch College, Zicklin School of Business and Purdue University Date Posted: November 30, 2002 Working Paper Series 790 downloads
Signaling, Free Cash Flow, and 'Nonmonotonic' DividendsAFA 2003 Washington, DC Meetings Kathleen P. Fuller and Anjan V. Thakor University of Mississippi - School of Business Administration and Washington University, Saint Louis - John M. Olin School of Business Date Posted: November 30, 2002 Working Paper Series 1245 downloads
Systemic Risk and International Portfolio ChoiceAFA 2003 Washington, DC Meetings Sanjiv Ranjan Das and Raman Uppal Santa Clara University - Leavey School of Business and EDHEC Business School Date Posted: November 30, 2002 Working Paper Series 837 downloads Transfer Activity in 401(k) Plans AFA 2003 Washington, DC Meetings Julie R. Agnew and Pierluigi Balduzzi College of William and Mary - Mason School of Business and Boston College - Carroll School of Management Date Posted: November 26, 2002 Working Paper Series
Defaultable Bonds and Default CorrelationAFA 2003 Washington, DC Meetings Lara Cathcart and Lina El-Jahel Imperial College Business School and University of Auckland - Business School Date Posted: November 25, 2002 Working Paper Series 614 downloads
Numeraire Portfolio Tests of the Size and Source of Gains from International DiversificationAFA 2003 Washington, DC Meetings Ludger Hentschel and John B. Long Jr. Simon School, University of Rochester and Simon Graduate School of Business, University of Rochester Date Posted: November 25, 2002 Working Paper Series 376 downloads Market Valuation and Merger Waves Journal of Finance, Forthcoming Matthew Rhodes-Kropf and S. Viswanathan Harvard Business School - Entrepreneurial Management Unit and Duke University - Fuqua School of Business Date Posted: November 22, 2002 Accepted Paper Series
Who Moves the Market? A Study of Stock Prices and Investment CashflowsAFA 2003 Washington, DC Meetings Brian H. Boyer and Lu Zheng Brigham Young University - J. Willard and Alice S. Marriott School of Management and University of California, Irvine - Paul Merage School of Business Date Posted: November 21, 2002 Working Paper Series 1045 downloads
Is Dividend Policy Related to Information Asymmetry: Evidence from Insider Trading GainsAFA 2003 Washington, DC Meetings Kenneth Khang and Dolly King University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business Date Posted: November 15, 2002 Working Paper Series 2087 downloads
Venture Capitalists versus Angels: The Dynamics of Private Firm Financing ContractsAFA 2003 Washington, DC Meetings Thomas J. Chemmanur and Zhaohui Chen Boston College - Carroll School of Management and University of Pennsylvania - The Wharton School Date Posted: November 15, 2002 Working Paper Series 1660 downloads
Book Values, Earnings, and Market ValuationsAFA 2003 Washington, DC Meetings Nengjiu Ju and Gurdip Bakshi Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Maryland - Robert H. Smith School of Business Date Posted: November 15, 2002 Working Paper Series 772 downloads
A Catering Theory of DividendsMalcolm P. Baker and Jeffrey Wurgler Harvard Business School and NYU Stern School of Business Date Posted: November 15, 2002 Last Revised: August 12, 2008 Working Paper Series 1158 downloads
The Ownership and Financing of Innovation in R&D RacesAFA 2003 Washington, DC Meetings Paolo Fulghieri and Merih Sevilir University of North Carolina Kenan-Flagler Business School and Indiana University - Kelley School of Business - Department of Finance Date Posted: November 11, 2002 Working Paper Series 338 downloads
Bayesian Alphas and Mutual Fund PersistenceAFA 2003 Washington, DC Meetings Jeffrey A. Busse and Paul J. Irvine Emory University - Department of Finance and Neeley School of Business Date Posted: November 11, 2002 Working Paper Series 557 downloads
Information and Trading on Electronic Communications NetworksAFA 2003 Washington, DC Meetings Michael J. Barclay, Terrence Hendershott and Tim McCormick University of Rochester - Simon School (Deceased), University of California, Berkeley - Haas School of Business and U.S. Securities and Exchange Commission Date Posted: November 11, 2002 Working Paper Series 1331 downloads
Earnings and Price MomentumAFA 2003 Washington, DC Meetings Tarun Chordia and Lakshmanan Shivakumar Emory University - Department of Finance and London Business School Date Posted: November 10, 2002 Working Paper Series 2075 downloads
How Do Crises Spread? Evidence from Accessible and Inaccessible Stock IndicesAFA 2003 Washington, DC Meetings Brian H. Boyer, Kathy Yuan and Tomomi Kumagai 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 Date Posted: October 30, 2002 Working Paper Series 351 downloads
The Long-Run Underperformance of Post-Listing Stock Returns: The Evidence of Earnings ManagementAFA 2003 Washington, DC Meetings Jane-Raung Philip Lin National Chiao-Tung University - Graduate Institute of Finance Date Posted: October 30, 2002 Working Paper Series 298 downloads
External Habit Formation and the Home Bias PuzzleAFA 2003 Washington, DC Meetings Stephen H. Shore and Joshua S. White Georgia State University and University of Illinois at Urbana-Champaign - Department of Finance Date Posted: October 30, 2002 Working Paper Series 411 downloads
The Value of Corporate Diversification: Evidence from Post-Merger Performance in JapanAFA 2003 Washington, DC Meetings Timothy A. Kruse, Hun Y. Park, Kwangwoo Park and Kazunori Suzuki 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 Finance, Accounting and Law Date Posted: October 28, 2002 Working Paper Series 829 downloads
Reputation-Based Pricing and Price Improvements in Dealership MarketsAFA 2003 Washington, DC Meetings Thierry Foucault and Gabriel Desgranges HEC Paris - Finance Department and University of Cergy-Pontoise - THEMA Date Posted: October 23, 2002 Working Paper Series 124 downloads
An Equilibrium Model of Asset Pricing and Moral HazardAFA 2003 Washington, DC Meetings Hui Ou-Yang Cheung Kong Graduate School of Business Date Posted: October 23, 2002 Working Paper Series 307 downloads
The 'Make or Take' Decision in an Electronic Market: Evidence on the Evolution of Liquidity13th Annual Utah Winter Finance Conference; NYU Stern School of Business Working Paper No. FIN-02-029; AFA 2003 Washington, DC Meetings Robert J. Bloomfield, Maureen O'Hara and Gideon Saar 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 Date Posted: October 23, 2002 Working Paper Series 817 downloads
Investor Behavior and the Purchase of Company Stock in 401(k) Plans - The Importance of Plan DesignFEDS Working Paper No. FEDS2002-36; AFA 2003 Washington, DC Meetings Nellie Liang and Scott J. Weisbenner Federal Reserve Board and University of Illinois at Urbana-Champaign - Department of Finance Date Posted: October 20, 2002 Working Paper Series 308 downloads
A Unified Model of Distorted Investment: Theory and EvidenceAFA 2003 Washington, DC Meetings Chris Hennessy and Amnon Levy London Business School and Moody's KMV Date Posted: October 17, 2002 Working Paper Series 353 downloads
Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility ModelAFA 2003 Washington, DC Meetings Yufeng Han University of North Carolina (UNC) at Charlotte - Finance Date Posted: October 17, 2002 Working Paper Series 472 downloads |
