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
8,462
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)
There are 2 versions of this paper
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
Downloads
7,368
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007
Posted: 26 Jun 2008
Downloads
7,368
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
There are 2 versions of this paper
Why Has IPO Underpricing Changed Over Time?
AFA 2003 Washington, DC Meetings
Number of pages: 55
Posted: 18 Sep 2002
Downloads
7,021
Why Has IPO Underpricing Changed Over Time?
Financial Management, Vol. 33, No. 3, 2004
Number of pages: 34
Posted: 20 Aug 2004
Downloads
17
Downloads
7,021
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 - Institute of Finance and Accounting, University of Oxford - Said Business School and Bocconi University
There are 2 versions of this paper
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
Downloads
6,571
Ownership: Evolution and Regulation
The Review of Financial Studies, Vol. 22, No. 10, pp. 4009-4056, 2009
Posted: 28 Sep 2009
Downloads
6,571
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
There are 2 versions of this paper
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
Downloads
6,100
Long-Term Global Market Correlations
NBER Working Paper No. w8612
Number of pages: 52
Posted: 17 Nov 2001
Last Revised: 25 Oct 2010
Downloads
156
Downloads
6,100
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
5,412
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
There are 9 versions of this paper
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
Downloads
5,267
Risk Management with Benchmarking
NYU Working Paper No. FIN-03-048
Number of pages: 41
Posted: 11 Nov 2008
Downloads
161
Risk Management with Benchmarking
NYU Working Paper No. SC-AM-03-16
Number of pages: 41
Posted: 04 Nov 2008
Downloads
142
Risk Management with Benchmarking
NYU Working Paper No. S-AM-01-01
Number of pages: 38
Posted: 13 Nov 2008
Downloads
99
Risk Management with Benchmarking
NYU Working Paper No. FIN-01-015
Number of pages: 38
Posted: 03 Nov 2008
Downloads
89
Risk Management with Benchmarking
NYU Working Paper No. S-CDM-01-04
Number of pages: 38
Posted: 05 Nov 2008
Downloads
76
Risk Management with Benchmarking
NYU Working Paper No. S-DRP-01-15
Number of pages: 38
Posted: 07 Nov 2008
Downloads
75
Risk Management with Benchmarking
CEPR Discussion Paper No. 5187
Number of pages: 31
Posted: 01 Sep 2005
Downloads
35
Downloads
5,267
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
3,765
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
There are 2 versions of this paper
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
Downloads
3,200
Contracts and Exits in Venture Capital Finance
The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008
Posted: 19 Sep 2008
Downloads
3,200
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, Irvine - Accounting Area
There are 2 versions of this paper
Limited Attention, Information Disclosure, and Financial Reporting
JAE Boston Conference October 2002
Number of pages: 63
Posted: 06 Jan 2004
Downloads
3,045
Limited Attention, Information Disclosure, and Financial Reporting
Journal of Accounting & Economics, Vol. 36, Nos. 1-3, pp. 337-386, December 2003
Posted: 01 Dec 2003
Downloads
3,045
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
2,947
12.
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
There are 3 versions of this paper
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
Downloads
2,763
Private Benefits of Control: An International Comparison
CEPR Discussion Paper No. 3177
Number of pages: 63
Posted: 19 Feb 2002
Downloads
137
Private Benefits of Control: An International Comparison
NBER Working Paper No. w8711
Number of pages: 59
Posted: 17 Jan 2002
Last Revised: 19 Feb 2002
Downloads
88
Downloads
2,763
13.
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
2,761
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 and Harvard Business School - Entrepreneurial Management Unit
Downloads
2,482
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
There are 4 versions of this paper
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
Downloads
2,462
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
NBER Working Paper No. w9470
Number of pages: 45
Posted: 02 Feb 2003
Last Revised: 27 Jan 2013
Downloads
79
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
NYU Working Paper No. SC-AM-02-02
Number of pages: 35
Posted: 13 Nov 2008
Downloads
76
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
NYU Working Paper No. FIN-02-011
Number of pages: 35
Posted: 03 Nov 2008
Downloads
39
Downloads
2,462
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
2,345
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
There are 2 versions of this paper
Overconfidence and Speculative Bubbles
13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 46
Posted: 31 Jul 2003
Downloads
2,235
Overconfidence and Speculative Bubbles
Journal of Political Economy, Vol. 111, December 2003
Posted: 03 Oct 2003
Downloads
2,235
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
There are 2 versions of this paper
Earnings and Price Momentum
AFA 2003 Washington, DC Meetings
Number of pages: 46
Posted: 10 Nov 2002
Downloads
2,153
Downloads
2,153
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
2,124
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
There are 2 versions of this paper
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
Downloads
2,017
Rebels, Conformists, Contrarians and Momentum Traders
NBER Working Paper No. w7835
Number of pages: 51
Posted: 12 Aug 2000
Last Revised: 02 Apr 2001
Downloads
118
Downloads
2,017
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
There are 2 versions of this paper
CEO Overconfidence and Corporate Investment
AFA 2003 Washington, DC Meetings
Number of pages: 76
Posted: 14 Dec 2002
Downloads
1,995
CEO Overconfidence and Corporate Investment
NBER Working Paper No. w10807
Number of pages: 57
Posted: 13 Oct 2004
Last Revised: 14 Jul 2010
Downloads
129
Downloads
1,995
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
There are 2 versions of this paper
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
Downloads
1,839
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
Journal of Finance, Forthcoming
Posted: 24 Nov 2003
Last Revised: 31 Mar 2015
Downloads
1,839
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 (LSE) - Department of Finance
There are 2 versions of this paper
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
Downloads
1,804
Market Timing and Managerial Portfolio Decisions
Journal of Finance, Forthcoming
Posted: 10 Aug 2004
Downloads
1,804
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
1,730
25.
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
1,710
26.
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
1,697
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
1,658
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 Fordham University - Gabelli School of Business
There are 2 versions of this paper
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
Downloads
1,652
Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios
Journal of Business, Forthcoming
Posted: 08 Jun 2004
Downloads
1,652
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
1,535
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
There are 3 versions of this paper
Market Liquidity as a Sentiment Indicator
Number of pages: 48
Posted: 02 Jul 2008
Last Revised: 13 Jan 2009
Downloads
1,472
Market Liquidity as a Sentiment Indicator
NBER Working Paper No. w8816
Number of pages: 48
Posted: 28 Feb 2002
Last Revised: 26 Oct 2010
Downloads
82
Market Liquidity as a Sentiment Indicator
Journal of Financial Markets, Vol. 7, No. 3, pp. 271-299, June 2004
Posted: 13 Oct 2004
Last Revised: 12 Aug 2008
Downloads
1,472
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
1,464
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
1,337
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
There are 2 versions of this paper
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
Downloads
1,302
Trading Your Neighbor's Etfs: Competition or Fragmentation?
Journal of Banking and Finance, Vol. 27, pp. 1667-1703, 2003 (Special issue on The Future of Stock Exchanges in a Globalizing World)
Posted: 07 Mar 2004
Downloads
1,302
34.
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
1,285
35.
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
1,254
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
1,253
37.
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
1,245
38.
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
1,245
39.
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 - Samuel Curtis Johnson Graduate School of Management and University of Neuchatel
There are 2 versions of this paper
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
Downloads
1,224
The Economic Consequences of Increased Disclosure: Evidence from International Cross-Listings
Journal of Financial Economics, Forthcoming
Posted: 13 Sep 2005
Downloads
1,224
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
There are 4 versions of this paper
A Catering Theory of Dividends
Number of pages: 61
Posted: 15 Nov 2002
Last Revised: 12 Aug 2008
Downloads
1,172
A Catering Theory of Dividends
NYU Working Paper No. FIN-02-012
Number of pages: 63
Posted: 03 Nov 2008
Downloads
188
A Catering Theory of Dividends
NBER Working Paper No. w9542
Number of pages: 63
Posted: 13 Mar 2003
Last Revised: 01 Nov 2010
Downloads
74
A Catering Theory of Dividends
Journal of Finance, Vol. 59, No. 3, pp. 1125-1165, June 2004
Posted: 15 Jul 2003
Last Revised: 13 Aug 2008
Downloads
1,172
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
There are 3 versions of this paper
Employee Stock Options, Corporate Taxes and Debt Policy
AFA 2003 Washington, DC Meetings
Number of pages: 58
Posted: 19 Aug 2002
Downloads
1,076
Employee Stock Options, Corporate Taxes and Debt Policy
NBER Working Paper No. w9289
Number of pages: 47
Posted: 19 Oct 2002
Downloads
48
Employee Stock Options, Corporate Taxes, and Debt Policy
Journal of Finance, Vol. 59, No. 4, pp. 1585-1618, August 2004
Posted: 15 Apr 2005
Downloads
1,076
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
1,065
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
There are 2 versions of this paper
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
Downloads
1,040
Who is Afraid of Reg FD? The Behavior and Performance of Sell-Side Analysts Following the SEC's Fair Disclosure Rules
Journal of Business, 2006
Posted: 08 Jul 2005
Downloads
1,040
44.
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
There are 2 versions of this paper
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
Downloads
1,036
Price Volatility and Investor Behavior in an Overlapping-Generations Model With Information Asymmetry
Journal of Finance, Forthcoming
Number of pages: 48
Posted: 15 Feb 2007
Last Revised: 10 Dec 2013
Downloads
24
Downloads
1,036
45.
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
1,031
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
983
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
966
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
There are 2 versions of this paper
Idiosyncratic Risk Matters!
AFA 2003 Washington, DC Meetings
Number of pages: 43
Posted: 17 Oct 2002
Downloads
966
Idiosyncratic Risk Matters!
The Journal of Finance, Vol. 58, pp. 975-1008, June 2003
Posted: 04 Aug 2003
Downloads
966
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 Cornell University - Cornell Tech NYC
There are 2 versions of this paper
Institutional Holdings and Payout Policy
AFA 2003 Washington, DC Meetings
Number of pages: 44
Posted: 06 May 2002
Downloads
945
Institutional Holdings and Payout Policy
Journal of Finance, Vol. 60, pp. 1389-1426, June 2005
Posted: 08 Nov 2005
Downloads
945
50.
The Real Effects of Investor Sentiment
AFA 2003 Washington, DC Meetings
Number of pages: 69
Posted: 30 Nov 2002
Working Paper Series
London School of Economics and Northwestern University - Kellogg School of Management - Department of Finance
There are 4 versions of this paper
The Real Effects of Investor Sentiment
AFA 2003 Washington, DC Meetings
Number of pages: 69
Posted: 30 Nov 2002
Downloads
934
The Real Effects of Investor Sentiment
6th Annual Texas Finance Festival
Number of pages: 61
Posted: 01 Sep 2004
Downloads
342
The Real Effects of Investor Sentiment
NBER Working Paper No. w10563
Number of pages: 62
Posted: 04 Jul 2004
Downloads
76
The Real Effects of Investor Sentiment
CEPR Discussion Paper No. 3826
Number of pages: 70
Posted: 08 May 2003
Downloads
33
Downloads
934
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