1.
Factors and Risk Premia in Individual International Stock Returns
Swiss Finance Institute Research Paper No. 18-04, HEC Paris Research Paper No. FIN-2018-1250, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 80
Posted: 07 Feb 2020
Last Revised: 13 May 2020
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), HEC Paris - Finance Department and University of Geneva GSEM and GFRI
Downloads
542
2.
Switching Perspective: Corporate Distress, Asset and Financial Risk, and the Cross-Section of Bond Returns
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 48
Posted: 31 Oct 2019
Working Paper Series
Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads
24
3.
Board Declassification and Bargaining Power
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52
Posted: 31 Oct 2019
Working Paper Series
Virginia Commonwealth University (VCU) - School of Business and Virginia Commonwealth University School of Business
Downloads
23
4.
Why Do Boards Let Their CEOs Take Outside Directorships? Entrenchment and Embeddedness
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 48
Posted: 31 Oct 2019
Working Paper Series
Arizona State University (ASU) - Finance Department and Neoma Business School
Downloads
46
5.
A High-Frequency Analysis of Bitcoin Markets
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39
Posted: 31 Oct 2019
Working Paper Series
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads
110
6.
Contagious Volatility
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 55
Posted: 31 Oct 2019
Last Revised: 11 Nov 2019
Working Paper Series
ESSEC Business School
Downloads
48
7.
On the Transmission of News and Mining Shocks in Bitcoin
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 41
Posted: 31 Oct 2019
Last Revised: 05 Nov 2019
Working Paper Series
Goethe University Frankfurt, Goethe University Frankfurt, Goethe University Frankfurt and Deutsche Bundesbank
Downloads
43
8.
Countercyclical Risks and Optimal Life-Cycle Profile: Theory and Evidence
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 83
Posted: 31 Oct 2019
Working Paper Series
University of Missouri at Columbia - Department of Finance
Downloads
11
9.
Safety First, Loss Probability, and the Cross Section of Expected Stock Returns
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58
Posted: 31 Oct 2019
Working Paper Series
Yunnan University - School of Development Studies, University of Trier and ESCP Europe
Downloads
106
10.
A Tale of Two Cities - Inter-Market Latency, Market Integration, and Market Quality
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 44
Posted: 29 Oct 2019
Working Paper Series
Goethe University Frankfurt - Department of Finance, University of Mannheim, University of Mannheim - Finance Area and University of Vienna - Department of Finance
Downloads
35
11.
Whom to follow: Individual Manager Performance and Persistence in Private Equity Investments
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 31
Posted: 29 Oct 2019
Working Paper Series
Technische Universität München (TUM) - TUM School of Management, Technische Universität München (TUM), University of Oxford - Said Business School and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads
413
12.
Intellectual Property and Leverage: The Role of Patent Portfolios
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52
Posted: 29 Oct 2019
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt
Downloads
31
13.
Deregulation, Market Structure, and the Demise of Old-School Banking
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 54
Posted: 29 Oct 2019
Working Paper Series
Hong Kong University of Science and Technology (HKUST), Carnegie Mellon University - David A. Tepper School of Business and Pennsylvania State University
Downloads
75
14.
Optimal Risk Sharing with Time-Inconsistency and Long-Run Risk
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 42
Posted: 29 Oct 2019
Working Paper Series
Tilburg University
Downloads
17
15.
Smart SDFs
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63
Posted: 29 Oct 2019
Working Paper Series
University of Geneva, University of Geneva - Geneva Finance Research Institute (GFRI) and Swiss Finance Institute
Downloads
72
16.
Hedging Labor Income Risk over the Life-Cycle
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39
Posted: 29 Oct 2019
Working Paper Series
University of Turin - Department of Economics and Statistics, University of Torino & CERP, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Turin - Department ESOMAS
Downloads
18
17.
Insider Trading with Penalties
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 45
Posted: 29 Oct 2019
Last Revised: 15 Nov 2019
Working Paper Series
National Research University Higher School of Economics - International College of Economics and Finance, Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
There are 2 versions of this paper
Insider Trading with Penalties
Swiss Finance Institute Research Paper No. 19-68
Number of pages: 59
Posted: 14 Jun 2019
Last Revised: 02 Jan 2020
Downloads
67
Insider Trading with Penalties
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 45
Posted: 29 Oct 2019
Last Revised: 15 Nov 2019
Downloads
29
Downloads
29
18.
Measuring Liquidity Provision by Customers in Corporate Bond Markets: Evidence from 54 Million Transactions
Paris December 2019 Finance Meeting EUROFIDAI
Number of pages: 73
Posted: 29 Oct 2019
Last Revised: 26 Dec 2019
Working Paper Series
University of Maryland - Department of Finance
Downloads
78
19.
Order Placement Strategies in High-Frequency Markets
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Posted: 29 Oct 2019
Last Revised: 13 Feb 2020
Working Paper Series
University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
20.
Quality versus Quantity: The Case of U.S. Bank Capital Buffers
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 48
Posted: 29 Oct 2019
Working Paper Series
Monash University, Monash University - Department of Accounting and Finance and Department of Banking and Finance
Downloads
17
21.
Computational Complexity and Asset Pricing
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 47
Posted: 29 Oct 2019
Last Revised: 08 Apr 2020
Working Paper Series
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads
49
22.
Prices and Returns: What Is the Role of Inflation?
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57
Posted: 29 Oct 2019
Last Revised: 08 Nov 2019
Working Paper Series
Bocconi University - Department of Finance
Downloads
57
23.
Product Market Competition and Corporate Cash Holdings: A Cross-Country Evidence
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 61
Posted: 29 Oct 2019
Working Paper Series
University of Texas at Arlington - Department of Finance and Real Estate and SUNY Brockport
Downloads
33
24.
Encouraging Long-Term Shareholders: The Effects of Loyalty Shares with Double Voting Rights
Université Paris-Dauphine Research Paper No. 3475429, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC,
Number of pages: 43
Posted: 29 Oct 2019
Working Paper Series
Université de Cergy-Pontoise, Université Paris-Dauphine, PSL Research University and University of Texas at Austin - Department of Finance
Downloads
137
25.
Fiscal Limits and Sovereign Credit Spreads
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 85
Posted: 29 Oct 2019
Last Revised: 21 May 2020
Working Paper Series
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
86
26.
Nonbanks, Banks, and Monetary Policy: U.S. Loan-Level Evidence since the 1990s
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 70
Posted: 29 Oct 2019
Working Paper Series
Bank of England, Federal Reserve Board, Catalan Institution of Research and Advanced Studies (ICREA) and Board of Governors of the Federal Reserve System
Downloads
60
27.
Do Incentives Contracts Lead to Higher Risk-Taking? The Impact of Executives' Characteristics
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 27
Posted: 29 Oct 2019
Working Paper Series
Grenoble Ecole de Management - Grenoble Graduate School of Business, University Savoie Mont-Blanc, IREGE and Grenoble Ecole de Management
Downloads
7
28.
Self-inflicted Debt Crises
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 69
Posted: 29 Oct 2019
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne
Downloads
17
29.
Climate Change and Adaptation in Global Supply-Chain Networks
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 54
Posted: 29 Oct 2019
Last Revised: 23 Dec 2019
Working Paper Series
University of California, Los Angeles (UCLA) - Luskin School of Public Affairs and Arizona State University (ASU) - W.P. Carey School of Business
Downloads
135
30.
As Uncertain as Taxes: Taxing Entrepreneurs in France
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 41
Posted: 29 Oct 2019
Working Paper Series
HEC Paris - Finance Department and Princeton University
Downloads
31
31.
Shareholder Illiquidity and Firm Behavior: Financial and Real Effects of the Personal Wealth Tax in Private Firms
European Corporate Governance Institute – Finance Working Paper No. 646/2019, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC,
Number of pages: 55
Posted: 29 Oct 2019
Last Revised: 26 May 2020
Working Paper Series
BI Norwegian Business School, BI Norwegian Business School and BI Norwegian Business School
Downloads
55
32.
Reference Points in Refinancing Decisions
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 51
Posted: 01 Oct 2019
Last Revised: 14 Nov 2019
Working Paper Series
Università della Svizzera italiana (USI), Lugano
Downloads
55
33.
Common-Ownership and Portfolio Rebalancing
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 64
Posted: 01 Oct 2019
Last Revised: 29 Nov 2019
Working Paper Series
University of Toronto, Rotman School of Management, Finance Area, University of Toronto, Finance Area
Downloads
157
34.
Employment Effects of Alleviating Financing Frictions: Worker-Level Evidence from a Loan Guarantee Program
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 66
Posted: 27 Jun 2019
Last Revised: 28 Oct 2019
Working Paper Series
HEC Paris, Bocconi University, Bocconi University and Harvard Business School - Finance Unit
Downloads
152
35.
Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 67
Posted: 25 Jun 2019
Last Revised: 08 Nov 2019
Working Paper Series
HEC Montreal - Department of Finance and University of Quebec at Montreal (UQAM) - School of Management (ESG)
Downloads
45
36.
Dissecting the Yield Curve: The International Evidence
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 41
Posted: 24 Jun 2019
Last Revised: 24 Dec 2019
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Swiss Finance Institute
Downloads
78
37.
Do Universal Owners Vote to Curb Negative Corporate Externalities? An Empirical Analysis of Shareholder Meetings
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 33
Posted: 20 Jun 2019
Last Revised: 01 Oct 2019
Working Paper Series
Amundi Asset Management, Toulouse School of Economics and University of Picardy Jules Verne - CRIISEA
Downloads
50
38.
Identifying Beliefs from Asset Prices
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 56
Posted: 17 Jun 2019
Last Revised: 01 Oct 2019
Working Paper Series
Carnegie Mellon University and McGill University - Desautels Faculty of Management
Downloads
99
39.
Compound Returns
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 81
Posted: 15 Jun 2019
Last Revised: 01 Oct 2019
Working Paper Series
University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads
299
40.
Acquisitions and Technology Value Revision
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 70
Posted: 12 Jun 2019
Last Revised: 01 Oct 2019
Working Paper Series
University of Manchester - Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School - Finance & Accounting Group, Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester and Queen Mary University of London
Downloads
57
41.
Trading Credit (Subsidies) for Votes: The Effect of Local Politics on Small Business Lending
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, University of Alberta School of Business Research Paper No. 2019-505
Number of pages: 58
Posted: 07 Jun 2019
Last Revised: 20 May 2020
Working Paper Series
Alberta School of Business, University of Alberta and University of Alberta - School of Business
Downloads
68
42.
Simultaneous Multilateral Search
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52
Posted: 06 Jun 2019
Last Revised: 15 Dec 2019
Working Paper Series
INSEAD, Peking University and INSEAD - Finance
Downloads
51
43.
Discount Rates and Cash Flows: A Local Projection Approach
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71
Posted: 22 May 2019
Last Revised: 01 Oct 2019
Working Paper Series
Aalto University and University of Turku
Downloads
68
44.
Loan Guarantees and Credit Supply
Journal of Financial Economics (JFE), Forthcoming
Posted: 21 May 2019
Last Revised: 29 Feb 2020
Accepted Paper Series
Princeton University - Department of Economics, MIT Sloan School of Management and University of Chicago Booth School of Business
45.
Liquidity Risk and Funding Cost
University of St.Gallen, School of Finance Research Paper No. 2019/03 , Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 66
Posted: 20 May 2019
Last Revised: 01 Oct 2019
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads
198
46.
The Low-Minus-High Portfolio and the Factor Zoo
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 47
Posted: 07 May 2019
Last Revised: 19 Nov 2019
Working Paper Series
McGill University, Ecole Polytechnique Fédérale de Lausanne and HEC Montreal
There are 2 versions of this paper
The Low-Minus-High Portfolio and the Factor Zoo
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 47
Posted: 07 May 2019
Last Revised: 19 Nov 2019
Downloads
217
The Low-Minus-High Portfolio and the Factor Zoo
CEPR Discussion Paper No. DP14153
Number of pages: 50
Posted: 04 Dec 2019
Downloads
217
47.
Crowded Analyst Coverage
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 46
Posted: 29 Apr 2019
Last Revised: 23 Mar 2020
Working Paper Series
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto at Mississauga - Department of Management
Downloads
238
48.
Designated Market Makers: Competition and Incentives
SAFE Working Paper No. 247, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, NYU Stern School of Business
Number of pages: 108
Posted: 18 Apr 2019
Last Revised: 31 Mar 2020
Working Paper Series
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance
Downloads
153
49.
(In)-Credibly Green: Which Bonds Trade at a Green Bond Premium?
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 41
Posted: 28 Mar 2019
Last Revised: 09 Dec 2019
Working Paper Series
Goethe University Frankfurt - House of Finance and Goethe University Frankfurt
Downloads
487
50.
Reductions in CEO Career Horizons and Corporate Policies
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 50
Posted: 06 Feb 2019
Last Revised: 01 Oct 2019
Working Paper Series
WHU - Otto Beisheim School of Management, Texas Christian University - M.J. Neeley School of Business, Catholic University of the Sacred Heart of Milan and Catholic University of Milan
Downloads
93
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