SSRN AFA 2003 Washington, DC Meetings (Archive)

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

Franck Bancel and Usha R. Mittoo

European School of Management (ESCP) - (EAP) and University of Manitoba - Department of Accounting and Finance

Downloads 8,542

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

William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch

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

Downloads 7,415

3.

Why Has IPO Underpricing Changed Over Time?

AFA 2003 Washington, DC Meetings

Number of pages: 55 Posted: 18 Sep 2002

Working Paper Series

Tim Loughran and Jay R. Ritter

University of Notre Dame and University of Florida - Department of Finance, Insurance and Real Estate

There are 2 versions of this paper

Downloads 7,092

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

Julian R. Franks, Colin Mayer and Stefano Rossi

London Business School - Institute of Finance and Accounting, University of Oxford - Said Business School and Bocconi University

There are 2 versions of this paper

Downloads 6,597

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

William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst

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

Downloads 6,126

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

Bing Han and Mark Grinblatt

University of Toronto, Rotman School of Management and University of California, Los Angeles (UCLA) - Finance Area

Downloads 5,455

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

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

There are 9 versions of this paper

Downloads 5,295

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

Ann E. Sherman

DePaul University

Downloads 3,789

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

Douglas J. Cumming

Florida Atlantic University

There are 2 versions of this paper

Downloads 3,243

10.

Limited Attention, Information Disclosure, and Financial Reporting

JAE Boston Conference October 2002

Number of pages: 63 Posted: 06 Jan 2004

Working Paper Series

David A. Hirshleifer and Siew Hong Teoh

University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Accounting Area

Downloads 3,093

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

Jaime F. Zender and Michael L. Lemmon

University of Colorado at Boulder - Department of Finance and University of Utah - Department of Finance

Downloads 2,960

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

I. J. Alexander Dyck and Luigi Zingales

University of Toronto - Rotman School of Management and University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 2,783

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

Antonio E. Bernardo and Ivo Welch

University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA)

Downloads 2,766

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

Michael Ewens, Charles M. Jones and Matthew Rhodes-Kropf

California Institute of Technology - Division of the Humanities and Social Sciences, Columbia Business School and Harvard Business School - Entrepreneurial Management Unit

Downloads 2,500

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

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

Downloads 2,471

16.

Institutional Investors and Executive Compensation

AFA 2003 Washington, DC Meetings

Number of pages: 36 Posted: 06 Sep 2000

Working Paper Series

Jay C. Hartzell and Laura T. Starks

University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance

Downloads 2,375

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

Jose A. Scheinkman and Wei Xiong

Columbia University and Princeton University - Department of Economics

There are 2 versions of this paper

Downloads 2,257

18.

Earnings and Price Momentum

AFA 2003 Washington, DC Meetings

Number of pages: 46 Posted: 10 Nov 2002

Working Paper Series

Tarun Chordia and Lakshmanan Shivakumar

Emory University - Department of Finance and London Business School

There are 2 versions of this paper

Downloads 2,211

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

Kenneth Khang and Dolly King

University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business

Downloads 2,139

20.

CEO Overconfidence and Corporate Investment

AFA 2003 Washington, DC Meetings

Number of pages: 76 Posted: 14 Dec 2002

Working Paper Series

Ulrike Malmendier and Geoffrey A. Tate

University of California, Berkeley - Department of Economics and University of North Carolina Kenan-Flagler Business School

There are 2 versions of this paper

Downloads 2,026

21.

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

Evan Gatev and Stephen A. Ross

Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 2,019

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

John M. Griffin, J. Spencer Martin and Susan Ji

University of Texas at Austin - Department of Finance, University of Melbourne - Faculty of Business and Economics and College of Business, Governors State University

Downloads 1,869

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

Dirk Jenter

London School of Economics & Political Science (LSE) - Department of Finance

Downloads 1,821

24.

Performance Impact of Employee Stock Options

AFA 2003 Washington, DC Meetings

Number of pages: 37 Posted: 25 Mar 2002

Working Paper Series

Simi Kedia and Abon Mozumdar

Rutgers Business School and Virginia Polytechnic Institute & State University - Department of Finance

Downloads 1,748

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

Thomas J. Chemmanur and Zhaohui Chen

Boston College - Carroll School of Management and University of Pennsylvania - The Wharton School

Downloads 1,734

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

Armen Hovakimian, Gayané Hovakimian and Hassan Tehranian

Baruch College - Zicklin School of Business, Fordham University, Gabelli School of Business and Boston College - Department of Finance

Downloads 1,712

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

Ilya A. Strebulaev

Stanford University - Graduate School of Business

Downloads 1,672

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

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 Fordham University - Gabelli School of Business

There are 2 versions of this paper

Downloads 1,668

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

Shyam V. Sunder

University of Arizona - Department of Accounting

Downloads 1,555

30.

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

Vassil T. Mihov and David J. Denis

Texas Christian University - M.J. Neeley School of Business and University of Pittsburgh

Downloads 1,500

31.

Market Liquidity as a Sentiment Indicator

Number of pages: 48 Posted: 02 Jul 2008 Last Revised: 13 Jan 2009

Working Paper Series

Malcolm P. Baker and Jeremy C. Stein

Harvard Business School and Harvard University - Department of Economics

There are 3 versions of this paper

Downloads 1,475

32.

Information and Trading on Electronic Communications Networks

AFA 2003 Washington, DC Meetings

Number of pages: 42 Posted: 11 Nov 2002

Working Paper Series

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

Downloads 1,338

33.

Politically-Connected Firms: Can They Squeeze the State?

AFA 2003 Washington, DC Meetings

Number of pages: 56 Posted: 02 Apr 2002

Working Paper Series

Mara Faccio

Purdue University - Krannert School of Management

Downloads 1,313

34.

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

Beatrice Boehmer and Ekkehart Boehmer

affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business

There are 2 versions of this paper

Downloads 1,311

35.

Debt and Equity

AFA 2003 Washington, DC Meetings

Number of pages: 52 Posted: 30 Sep 2002

Working Paper Series

Philip H. Dybvig and Yu Wang

Washington University in St. Louis - John M. Olin Business School and Boston University - Department of Finance & Economics

Downloads 1,277

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

Belen Villalonga

New York University (NYU) - Leonard N. Stern School of Business

Downloads 1,262

37.

Signaling, Free Cash Flow, and 'Nonmonotonic' Dividends

AFA 2003 Washington, DC Meetings

Number of pages: 37 Posted: 30 Nov 2002

Working Paper Series

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

Downloads 1,257

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

Melvyn Teo and Sung-Jun Woo

Singapore Management University - Lee Kong Chian School of Business and Harvard University - Department of Economics

Downloads 1,251

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

Warren Bailey, George Andrew Karolyi and Carolina Salva

Cornell University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Neuchatel

There are 2 versions of this paper

Downloads 1,229

40.

A Catering Theory of Dividends

Number of pages: 61 Posted: 15 Nov 2002 Last Revised: 12 Aug 2008

Working Paper Series

Malcolm P. Baker and Jeffrey Wurgler

Harvard Business School and NYU Stern School of Business

There are 4 versions of this paper

Downloads 1,175

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

John R. Graham, Mark H. Lang and Douglas A. Shackelford

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

Downloads 1,078

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

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

Downloads 1,074

43.

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

Masahiro Watanabe

University of Alberta - School of Business

There are 2 versions of this paper

Downloads 1,044

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

Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho

Harvard Business School - Finance Unit, London School of Economics and Arrowstreet Capital, LP

Downloads 1,041

45.

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

Anup Agrawal, Mark A. Chen and Sahiba Chadha

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