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Paris December 2019 Finance Meeting EUROFIDAI - ESSEC (Archive)

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Viewing: 1 - 50 of 71 papers

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, Forthcoming in Journal of Financial Economics
Number of pages: 87 Posted: 07 Feb 2020 Last Revised: 18 Aug 2020
Accepted Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), HEC Paris - Finance Department and Swiss Finance Institute - University of Geneva
Downloads 946
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 88
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 36
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 92
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 339
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
SKEMA Business School
Downloads 114
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 Frankfurt School of Finance and Management
Downloads 74
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 22
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 Business School
Downloads 156
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 71
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 1,297
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
Johannes Gutenberg University Mainz and Goethe University Frankfurt
Downloads 88
13.

The Blessing and Curse of Deregulation

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 79 Posted: 29 Oct 2019 Last Revised: 02 Nov 2020
Working Paper Series
Hong Kong University of Science and Technology (HKUST), Office of the Comptroller of the Currency and Pennsylvania State University - Department of Finance
Downloads 217
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 23
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 - Geneva Finance Research Institute (GFRI), University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva
Downloads 189
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, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 51
17.

Insider Trading with Penalties

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 45 Posted: 29 Oct 2019 Last Revised: 08 Apr 2022
Working Paper Series
LEDa, Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 89
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
Southern Methodist University (SMU) - Finance Department
Downloads 148
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 36
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, WU Vienna University of Economics and Business, 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 105
22.

Prices and Returns: What Is the Role of Inflation?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 55 Posted: 29 Oct 2019 Last Revised: 22 Feb 2022
Working Paper Series
University of Science and Technology of China (USTC)
Downloads 152
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 103
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 424
25.

Fiscal Limits and Sovereign Credit Spreads

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 78 Posted: 29 Oct 2019 Last Revised: 14 Feb 2022
Working Paper Series
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 262
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 Bank of Chicago, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 230
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, Swiss Finance Institute Research Paper No. 21-11
Number of pages: 66 Posted: 29 Oct 2019 Last Revised: 09 Feb 2021
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Swiss Finance Institute - HEC Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 89
29.

Climate Change and Adaptation in Global Supply-Chain Networks

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, European Corporate Governance Institute – Finance Working Paper No. 775/2021
Number of pages: 80 Posted: 29 Oct 2019 Last Revised: 10 Aug 2021
Working Paper Series
Board of Governors of the Federal Reserve System and Arizona State University (ASU) - W.P. Carey School of Business
Downloads 1,097
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 67
31.

Illiquid Owners and Firm Behavior: Financial and Real Effects of the Personal Wealth Tax on Private Firms

European Corporate Governance Institute – Finance Working Paper No. 646/2019, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 65 Posted: 29 Oct 2019 Last Revised: 06 May 2022
Working Paper Series
BI Norwegian Business School, BI Norwegian Business School and BI Norwegian Business School
Downloads 204
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 97
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 358
34.

The Labor Market Effects of Loan Guarantee Programs

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63 Posted: 27 Jun 2019 Last Revised: 28 Sep 2021
Working Paper Series
HEC ParisHEC Paris, Bocconi University, Bocconi University and Harvard Business School - Finance Unit
Downloads 404
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 62
36.

Dissecting the Yield Curve: The International Evidence

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, Swiss Finance Institute Research Paper No. 19-73, Journal of Banking and Finance, Forthcoming
Number of pages: 63 Posted: 24 Jun 2019 Last Revised: 12 Aug 2021
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Universita' della Svizzera italiana
Downloads 278
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 117
38.

Identifying Beliefs from Asset Prices

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 89 Posted: 17 Jun 2019 Last Revised: 16 Jun 2020
Working Paper Series
McGill University and McGill University - Desautels Faculty of Management
Downloads 208
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 484
40.

Acquisitions and Technology Value Revision

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Posted: 12 Jun 2019 Last Revised: 28 Mar 2022
Working Paper Series
University of Essex - Essex 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 School of Business and Management, Queen Mary University of London
41.

The Effects of Voter Partisanship on Economic Redistribution: Evidence from Gerrymandering

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, University of Alberta School of Business Research Paper No. 2019-505
Number of pages: 66 Posted: 07 Jun 2019 Last Revised: 02 Nov 2021
Working Paper Series
University of Alberta - School of Business and University of Alberta - School of Business
Downloads 157
42.

Simultaneous Multilateral Search

Number of pages: 87 Posted: 06 Jun 2019 Last Revised: 01 Mar 2022
Working Paper Series
INSEAD, INSEAD - Finance and Peking University
Downloads 122
43.

Discount Rates and Cash Flows: A Local Projection Approach

Number of pages: 73 Posted: 22 May 2019 Last Revised: 17 Jun 2021
Working Paper Series
Aalto University and University of Turku
Downloads 134
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, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago
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: 70 Posted: 20 May 2019 Last Revised: 31 Aug 2020
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 346
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

Multiple version iconThere are 2 versions of this paper

Downloads 290
47.

Investor Attention and the Cross-Section of Analyst Coverage

Number of pages: 46 Posted: 29 Apr 2019 Last Revised: 09 Nov 2021
Working Paper Series
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto at Mississauga - Department of Management
Downloads 479
48.

Market Liquidity and Competition among Designated Market Makers

SAFE Working Paper No. 247, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, NYU Stern School of Business
Number of pages: 109 Posted: 18 Apr 2019 Last Revised: 29 Nov 2021
Working Paper Series
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business and Norwegian School of Economics (NHH) - Department of Finance
Downloads 240
49.

(In)-Credibly Green: Which Bonds Trade at a Green Bond Premium?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 28 Mar 2019 Last Revised: 03 May 2021
Working Paper Series
Goethe University Frankfurt - House of FinanceUniversity of Hamburg, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 2,288
50.

Reductions in CEO Career Horizons and Corporate Policies

Journal of Corporate Finance, Forthcoming, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 46 Posted: 06 Feb 2019 Last Revised: 31 Dec 2020
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 156