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Paris December 2020 Finance Meeting EUROFIDAI - ESSEC (Archive)

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Viewing: 1 - 50 of 69 papers

1.

Downside Risk and the Cross-section of Corporate Bond Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 29 Posted: 27 Oct 2020
Working Paper Series
McGill UniversityMcGill University, Desautels Faculty of Management, McGill University - Desautels Faculty of Management, Syracuse University - Whitman School of Management and ESSEC Business School
Downloads 132
2.

Investor Beliefs in the Midst of a Market Crash and the Covid 19 Pandemic: Survey and Experimental Evidence

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Posted: 23 Oct 2020
Working Paper Series
University of Nevada, Reno, Lake Forest College, University of Nevada, Reno and University of Nevada, Reno
3.

The Flight of the Millionaires: Freedom of Movement and Trade Credit

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Posted: 16 Oct 2020
Working Paper Series
Zhongnan University of Economics and Law, University of Bath, School of Management, Zhongnan University of Economics and LawZhongnan University of Economics and Law and The Chinese University of Hong Kong, Shenzhen
4.

Don't Take Their Word For It: The Misclassification of Bond Mutual Funds

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 51 Posted: 15 Oct 2020
Working Paper Series
University of Notre Dame - Department of Finance, Harvard University - Business School (HBS) and University of Texas at Dallas

Multiple version iconThere are 2 versions of this paper

Downloads 119
5.

Gender Diversity in Corporate Boards: Evidence From Quota-Implied Discontinuities

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 40 Posted: 15 Oct 2020
Working Paper Series
New Economic School (NES) and ZEW – Leibniz Centre for European Economic Research

Multiple version iconThere are 6 versions of this paper

Downloads 76
6.

The Impact of Venture Capital Holding on the Firms Life-cycle: Evidence from IPO Firms

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 44 Posted: 14 Oct 2020
Working Paper Series
University of Leeds, University of Leeds - Faculty of Business, SKEMA Business School and University of Leeds - Credit Management Research Centre
Downloads 79
7.

The Conduits of Price Discovery: A Machine Learning Approach

EFA 2021; AFA 2022
Number of pages: 48 Posted: 14 Oct 2020 Last Revised: 13 Jan 2022
Working Paper Series
University of Sydney Business School, University of Sydney Business School and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 217
8.

Life-cycle Investing with Personal Disaster Risk

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 35 Posted: 14 Oct 2020
Working Paper Series
University of Turin - Department of Economics and Statistics, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 41
9.

ESG and CEO Turnover

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63 Posted: 14 Oct 2020
Working Paper Series
Hanken School of Economics, Aalto University - Aalto University School of Business, Department of Finance, Students and Hanken School of Economics
Downloads 335
10.

Does the Long-Run Risk Explain the Cross-Section of Corporate Bond Returns?

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 14 Oct 2020
Working Paper Series
University of Toronto - Rotman School of Management, CUHK Business School and University of Toronto
Downloads 55
11.

Trademarks in Entrepreneurial Firm Success: Empirical Evidence from Venture Backed Private Firms and Initial Public Offerings

PBCSF-NIFR Research Paper, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 81 Posted: 14 Oct 2020
Working Paper Series
Boston College - Carroll School of Management, University of Ottawa - Telfer School of Management, Tsinghua University - PBC School of Finance and Lehigh University
Downloads 103
12.

Corporate Divestitures around Acquisitions

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 51 Posted: 14 Oct 2020 Last Revised: 08 Jan 2022
Working Paper Series
WHU - Otto Beisheim School of Management, Catholic University of Milan and Catholic University of the Sacred Heart of Milan
Downloads 74
13.

Do institutional investors process and act upon information? Evidence from M&A targets

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 55 Posted: 14 Oct 2020 Last Revised: 07 Oct 2021
Working Paper Series
University of Bristol, University of Bristol - School of Economics Finance and Management and University of Bristol
Downloads 108
14.

Liquidity Support and Distress Resilience in Bank-Affiliated Mutual Funds

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 38 Posted: 14 Oct 2020
Working Paper Series
Frankfurt School of Finance & Management, Frankfurt School of Finance & Management and European Central Bank (ECB)
Downloads 81
15.

Will Asset Managers Survive the Advent of Robots? An Optimal Contracting Approach

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 65 Posted: 14 Oct 2020 Last Revised: 17 Nov 2020
Working Paper Series
University of Toulouse 1 - Ecole Doctorale Sciences de Gestion
Downloads 36
16.

Construction, Systematic Risk, and Stock-Level Investment Anomalies

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 75 Posted: 14 Oct 2020 Last Revised: 19 Mar 2021
Working Paper Series
Alliance Manchester Business School and Lancaster University - Department of Accounting and Finance
Downloads 110
17.

Intra-household Frictions, Anchoring, and the Credit Card Debt Puzzle

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63 Posted: 14 Oct 2020 Last Revised: 07 Dec 2021
Working Paper Series
Aalto University - Department of Finance
Downloads 59
18.

Financial Regulatory Actions over the Cycle

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 49 Posted: 14 Oct 2020 Last Revised: 03 Nov 2020
Working Paper Series
Hertie School and ESCP Business School
Downloads 30
19.

Passing Through? Bank Entry and the Deposits Channel

Number of pages: 65 Posted: 14 Oct 2020 Last Revised: 24 Mar 2021
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 102
20.

Momentum? What Momentum?

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 14 Oct 2020 Last Revised: 29 Jan 2021
Working Paper Series
University of Mannheim - Finance Area and University of Mannheim - Finance Area
Downloads 1,028
21.

Green Sentiment in Financial Markets: A Global Warning

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Université Paris-Dauphine Research Paper No. 3710489
Number of pages: 41 Posted: 14 Oct 2020
Working Paper Series
Université Paris Dauphine and ESCP Business School
Downloads 195
22.

Return Predictability, Expectations, and Investment: Experimental Evidence

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 79 Posted: 14 Oct 2020 Last Revised: 10 Dec 2021
Working Paper Series
University of Southern California, University of Toulouse 1 - Toulouse School of Economics (TSE), University of Toulouse 1 - Toulouse School of Economics (TSE) and Toulouse School of Economics
Downloads 65
23.

Life Insurance Convexity

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 51 Posted: 14 Oct 2020 Last Revised: 18 Jan 2022
Working Paper Series
University of Bonn - Institute of Finance and Statistics, Goethe University Frankfurt and Goethe University Frankfurt - Department of Finance
Downloads 122
24.

Reshaping Global Trade: the Immediate and Long-Run Effects of Bank Failures

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 14 Oct 2020
Working Paper Series
Stanford University
Downloads 108
25.

Fed Tails: FOMC Announcements and Stock Market Uncertainty

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 67 Posted: 14 Oct 2020 Last Revised: 11 May 2021
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 62
26.

Firm Performance Pay as Insurance against Promotion Risk

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 55 Posted: 14 Oct 2020 Last Revised: 09 Nov 2020
Working Paper Series
Stockholm School of Economics | Swedish House of Finance
Downloads 75
27.

The Global Factor Structure of Exchange Rates

Swiss Finance Institute Research Paper No. 20-107, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 83 Posted: 14 Oct 2020 Last Revised: 28 Oct 2021
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), Swiss Finance Institute and Boston University - Department of Finance & Economics

Multiple version iconThere are 3 versions of this paper

Downloads 182
28.

Hedge Fund Performance under Misspecified Models

Swiss Finance Institute Research Paper No. 20-82
Number of pages: 60 Posted: 18 Sep 2020 Last Revised: 03 Jun 2021
Working Paper Series
HEC Montreal - Department of Decision Sciences, McGill University - Desautels Faculty of Management, University of Lugano and Swiss Finance Institute - University of Geneva
Downloads 291
29.

Streaks in Daily Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 08 Jul 2020 Last Revised: 13 Oct 2020
Working Paper Series
University of Kiel - Institute for Quantitative Business and Economics Research (QBER), University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 482
30.

Skilled Labor Rationing, Hiring Uncertainty, and Corporate Investment: Evidence from H-1B Visa Application Deadlines

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 54 Posted: 07 Jul 2020 Last Revised: 30 Aug 2021
Working Paper Series
University of Alberta - School of Business
Downloads 112
31.

Credit, Income and Inequality

FRB of New York Staff Report No. 929, Rev. October 2021, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 76 Posted: 29 Jun 2020 Last Revised: 04 Oct 2021
Working Paper Series
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and NTNU Business School
Downloads 295
32.

Arbitrage with Financial Constraints and Market Power

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 65 Posted: 26 Jun 2020 Last Revised: 27 Jan 2022
Working Paper Series
National Research University Higher School of Economics - International College of Economics and Finance
Downloads 53
33.

Stress Test Failures and Mergers and Acquisitions

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 65 Posted: 25 Jun 2020 Last Revised: 30 Sep 2021
Working Paper Series
University of Sydney Business School and Board of Governors of the Federal Reserve System
Downloads 93
34.

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak

Journal of Financial Economics (JFE), Vol. 143, No. 3, 2022, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71 Posted: 23 Jun 2020 Last Revised: 05 Jan 2022
Accepted Paper Series
London Business School and London Business School
Downloads 491
35.

Social Proximity to Capital: Implications for Investors and Firms

Number of pages: 73 Posted: 16 Jun 2020 Last Revised: 07 Feb 2021
Working Paper Series
New York University (NYU), Southwestern University of Finance and Economics (SWUFE) - School of Accounting, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Leonard N. Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 330
36.

Short Selling Efficiency

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 15 Jun 2020 Last Revised: 20 Jul 2021
Accepted Paper Series
Texas A&M University - Department of Finance, University of Notre Dame - Mendoza College of Business and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 367
37.

Public Monitoring, Private Lending: Evidence From Tax Audit Reform in Ecuador

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71 Posted: 12 Jun 2020 Last Revised: 06 Dec 2021
Working Paper Series
London Business School - Department of Finance
Downloads 131
38.

Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 03 Jun 2020 Last Revised: 19 Jan 2021
Accepted Paper Series
University of Arizona, Eller College of Management, Department of Finance, Students, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,973
39.

The Effect of Real Estate Prices on Peer Firms

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 48 Posted: 01 Jun 2020 Last Revised: 14 Sep 2021
Working Paper Series
Aarhus University and Aarhus University, Department of Economics & Business Economics
Downloads 43
40.

Nonlinear Dynamics in Conditional Volatility

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 48 Posted: 08 May 2020 Last Revised: 13 Oct 2020
Working Paper Series
University of Muenster - Finance Center Muenster, IMD Lausanne and University of Zurich - Department of Business Administration
Downloads 139
41.

Dollar and Exports

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 06 May 2020 Last Revised: 28 Jun 2021
Working Paper Series
American University - Department of Finance and Real Estate and Bank for International Settlements (BIS)

Multiple version iconThere are 2 versions of this paper

Downloads 138
42.

"Let me get back to you" - A machine learning approach to measuring non-answers

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 45 Posted: 04 May 2020 Last Revised: 20 Jul 2021
Working Paper Series
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 311
43.

Credit Default Swaps and the Cost of Capital

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 77 Posted: 24 Apr 2020 Last Revised: 13 Oct 2020
Working Paper Series
Saint Mary's University, HEC Montreal - Department of Finance, Concordia University, Quebec - Department of Finance and Concordia University
Downloads 159
44.

The Big Three and Corporate Carbon Emissions Around the World

Journal of Financial Economics (JFE), Forthcoming, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, European Corporate Governance Institute – Finance Working Paper 715/2020
Number of pages: 78 Posted: 03 Apr 2020 Last Revised: 06 Dec 2020
Accepted Paper Series
University of Navarra, IESE Business School, IESE Business School, University of Navarra, IESE Business School and University of Navarra, IESE Business School
Downloads 1,478
45.

Does Limited Liability Matter? Evidence from a Quasi-Natural Experiment

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, European Corporate Governance Institute – Finance Working Paper No. 740/2021
Number of pages: 71 Posted: 24 Mar 2020 Last Revised: 19 Mar 2021
Working Paper Series
Haskayne School of Business, University of Calgary, Universite du Quebec a Montreal and University of Calgary - Haskayne School of Business
Downloads 159
46.

Incentives on the Lightning Network : A Blockchain-Based Payment Network

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 55 Posted: 04 Mar 2020 Last Revised: 13 Oct 2020
Working Paper Series
Institut Louis Bachelier
Downloads 212
47.

Crypto Wash Trading

Number of pages: 62 Posted: 02 Mar 2020 Last Revised: 16 Aug 2021
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Newcastle - Newcastle University Business School, Institute of Economics, School of Social Sciences, Tsinghua University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 2,662
48.

A Theory of Liquidity in Private Equity

Swedish House of Finance Research Paper No. 20-8, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 60 Posted: 25 Feb 2020 Last Revised: 15 Oct 2020
Working Paper Series
Swedish House of Finance, Fuqua School of Business, Duke University and Swedish House of Finance
Downloads 351
49.

Is Mutual Fund Family Retirement Money Smart?

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 69 Posted: 18 Feb 2020 Last Revised: 20 Oct 2020
Working Paper Series
Drexel University - Bennett S. LeBow College of Business
Downloads 140
50.

The Impact of Credit Risk on Equity Options

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 80 Posted: 07 Feb 2020 Last Revised: 13 Oct 2020
Working Paper Series
Cass Business School
Downloads 152