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 University of Geneva GSEM and GFRI
Downloads
732
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
43
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
28
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
68
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
164
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
62
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
53
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
15
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
125
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
46
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
1,067
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
53
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), Carnegie Mellon University - David A. Tepper School of Business and Pennsylvania State University
Downloads
135
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
20
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 Swiss Finance Institute
Downloads
112
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
27
17.
Insider Trading with Penalties
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53
Posted: 29 Oct 2019
Last Revised: 11 Jun 2020
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
80
Insider Trading with Penalties
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53
Posted: 29 Oct 2019
Last Revised: 11 Jun 2020
Downloads
50
Downloads
50
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
Cox School of Business, Southern Methodist University
Downloads
108
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
28
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
65
22.
Prices and Returns: What Is the Role of Inflation?
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 64
Posted: 29 Oct 2019
Last Revised: 24 Aug 2020
Working Paper Series
University of Science and Technology of China (USTC)
Downloads
87
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
44
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
208
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
137
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
142
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
29
29.
Climate Change and Adaptation in Global Supply-Chain Networks
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71
Posted: 29 Oct 2019
Last Revised: 22 Dec 2020
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
338
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
44
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: 56
Posted: 29 Oct 2019
Last Revised: 03 Nov 2020
Working Paper Series
BI Norwegian Business School, BI Norwegian Business School and BI Norwegian Business School
Downloads
120
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
69
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
256
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
201
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
50
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
Number of pages: 57
Posted: 24 Jun 2019
Last Revised: 05 Oct 2020
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Swiss Finance Institute
Downloads
137
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
63
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
136
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
359
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 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 Queen Mary University of London
Downloads
68
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
97
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
72
43.
Discount Rates and Cash Flows: A Local Projection Approach
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 73
Posted: 22 May 2019
Last Revised: 02 Dec 2020
Working Paper Series
Aalto University and University of Turku
Downloads
92
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
248
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
245
The Low-Minus-High Portfolio and the Factor Zoo
CEPR Discussion Paper No. DP14153
Number of pages: 50
Posted: 04 Dec 2019
Downloads
245
47.
Investor attention and the cross-section of analyst coverage
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52
Posted: 29 Apr 2019
Last Revised: 02 Oct 2020
Working Paper Series
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto at Mississauga - Department of Management
Downloads
295
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: 117
Posted: 18 Apr 2019
Last Revised: 09 Oct 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
178
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
797
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
115
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