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EFA 2003 Glasgow Meetings Presentation Papers (Archive)

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1.

Accounting Discretion, Corporate Governance and Firm Performance

14th Annual Conference on Financial Economics and Accounting (FEA); EFA 2003 Annual Conference Paper No. 127
Number of pages: 65 Posted: 20 Jan 2004
Working Paper Series
University of San Diego - Department of Accountancy, Columbia Business School and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 6,261
2.

Governance Mechanisms and Equity Prices

Yale ICF Working Paper No. 03-15; NYU, Ctr for Law and Business Research Paper No. 03-09; AFA 2004 San Diego Meetings
Number of pages: 62 Posted: 18 Sep 2003
Working Paper Series
University of Notre Dame and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 6,239
3.

An International Comparison of Capital Structure and Debt Maturity Choices

AFA 2005 Philadelphia Meetings
Number of pages: 55 Posted: 27 Dec 2004 Last Revised: 04 Oct 2011
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy, University of Melbourne - Department of Finance and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,100
4.

Estimating the Dynamics of Mutual Fund Alphas and Betas

Yale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings
Number of pages: 40 Posted: 10 Mar 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,168
5.

Cross-Country Determinants of Mergers and Acquisitions

ECGI - Finance Working Paper No. 25/2003; AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 251
Number of pages: 40 Posted: 29 May 2003
Working Paper Series
Bocconi University and City University London - Faculty of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,130
6.

Liquidity and Credit Risk

EFA 2003 Glasgow
Number of pages: 48 Posted: 01 Aug 2003
Working Paper Series
McGill University and University of Warwick Business School - Financial Econometrics Research Centre

Multiple version iconThere are 2 versions of this paper

Downloads 4,192
7.

Efficiency and the Bear: Short Sales and Markets Around the World

Yale ICF Working Paper No. 02-45; EFA 2003 Annual Conference; AFA 2004 San Diego Meetings; 14th Annual Conference on Financial Economics & Accounting
Number of pages: 69 Posted: 06 Oct 2004
Working Paper Series
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)

Multiple version iconThere are 3 versions of this paper

Downloads 4,162
8.

Earnings Management and Tunneling Through Related Party Transactions: Evidence from Chinese Corporate Groups

EFA 2003 Annual Conference Paper No. 549
Number of pages: 48 Posted: 19 Jul 2003
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy and Nanyang Technological University (NTU)
Downloads 3,658
9.

Structural Models and Endogeneity in Corporate Finance: The Link Between Managerial Ownership and Corporate Performance

Journal of Financial Economics (JFE) 103, no. 1 (2012): 149-168
Number of pages: 60 Posted: 18 Jul 2003 Last Revised: 17 Jul 2015
Accepted Paper Series
David Eccles School of Business, University of Utah, University of Utah - Department of Finance and University of Kansas - Finance Area
Downloads 3,336
10.

Liquidity and Expected Returns: Lessons from Emerging Markets

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 690
Number of pages: 56 Posted: 03 Aug 2003
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 4 versions of this paper

Downloads 3,177
11.

Risk Assessment for Banking Systems

14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Number of pages: 37 Posted: 25 Aug 2004
Working Paper Series
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 3,128
12.

Hedge Funds and the Technology Bubble

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 446
Number of pages: 37 Posted: 23 Jul 2003
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 2,870
13.

Do Hedge Funds Have Enough Capital? A Value-at-Risk Approach

EFA 2003 Annual Conference Paper No. 376
Number of pages: 40 Posted: 03 Aug 2003
Working Paper Series
Case Western Reserve University - Department of Banking & Finance and University of Massachusetts Amherst - Department of Finance
Downloads 2,707
14.

Governance and Performance Revisited

ECGI - Finance Working Paper No. 28/2003, EFA 2003 Annual Conference Paper No. 252
Number of pages: 32 Posted: 18 Jul 2003 Last Revised: 16 Jul 2013
Working Paper Series
BI Norwegian Business School - Department of Finance and University of Stavanger

Multiple version iconThere are 2 versions of this paper

Downloads 2,421
15.

Valuation Waves and Merger Activity: The Empirical Evidence

14th Conf. on Financial Economics & Accounting (FEA); AFA 2004 San Diego Meetings; EFA 2003 Meetings Paper No. 904; 5th Annual Texas Finance Festival
Number of pages: 63 Posted: 15 Jan 2004
Working Paper Series
Harvard Business School - Entrepreneurial Management Unit, Duke University - Fuqua School of Business and Fuqua School of Business, Duke University

Multiple version iconThere are 2 versions of this paper

Downloads 2,400
16.

Flows, Performance, and Managerial Incentives in Hedge Funds

EFA 2003 Annual Conference Paper No. 501
Number of pages: 44 Posted: 03 Nov 2003
Working Paper Series
Georgia State University, Drexel University - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 2,370
17.

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

MIT Sloan Working Paper No. 4303-03; NYU Finance Working Paper; EFA 2003 Annual Conference Paper No. 269; AFA 2005 Philadelphia Meetings
Number of pages: 42 Posted: 05 May 2003
Working Paper Series
London Business School, London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 6 versions of this paper

Downloads 2,254
18.

Executive Compensation and Managerial Risk-Taking

EFA 2003 Annual Conference Paper No. 892; Arizona State University and Georgia State University Working Paper
Number of pages: 50 Posted: 02 Jun 2003
Working Paper Series
David Eccles School of Business, University of Utah, Drexel University - Department of Finance and Temple University
Downloads 2,238
19.

Judging Fund Managers by the Company They Keep

CRSP Working Paper No. 545; EFA 2003 Annual Conference Paper No. 884, HBS Finance Working Paper No. 04-023
Number of pages: 48 Posted: 17 Dec 2002
Working Paper Series
Harvard Business School - Finance Unit, Harvard Business School - Finance Unit and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,120
20.

Credit Risk and Risk Neutral Default Probabilities: Information About Rating Migrations and Defaults

EFA 2003 Annual Conference Paper No. 962
Number of pages: 38 Posted: 28 Jul 2003
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,110
21.

The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks'

EFA 2003 Annual Conference Paper No. 699
Number of pages: 48 Posted: 24 Jul 2003
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, Moody's Investors Service and Northwestern University - Kellogg School of Management
Downloads 2,006
22.

Accounting Anomalies and Information Uncertainty

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 199
Number of pages: 57 Posted: 29 Jun 2003
Working Paper Series
Duke University, Algert Global, LLC, Duke University and Duke University - Fuqua School of Business
Downloads 1,951
23.

Private Benefits of Control in Founding-Family Owned Firms: An Analysis of the Dynamics of Disproportionate Ownership and Control in Family Firm Ipos

Number of pages: 44 Posted: 18 Jul 2003 Last Revised: 08 Oct 2015
Working Paper Series
University of Applied Sciences Stralsund and University of Lugano
Downloads 1,951
24.

Liquidity and Bond Market Spreads

EFA 2003 Annual Conference Paper No. 879
Number of pages: 37 Posted: 01 Aug 2003
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and Manchester Business School
Downloads 1,921
25.

Rain or Shine: Where is the Weather Effect?

Yale ICF Working Paper No. 02-27; EFA 2003 Annual Conference Paper No. 304
Number of pages: 32 Posted: 27 Aug 2002
Working Paper Series
China Academy of Financial Research (CAFR) and Yale School of Management - International Center for Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,904
26.

Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM

Federal Reserve Bank of New York Staff Report No. 193
Number of pages: 48 Posted: 09 Apr 2003 Last Revised: 14 Oct 2008
Working Paper Series
International Monetary Fund and USI Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 1,889
27.

Does Investor Misvaluation Drive the Takeover Market?

EFA 2003 Annual Conference Paper No. 652, Dice Center Working Paper No. 2003-7
Number of pages: 44 Posted: 01 May 2003 Last Revised: 13 Dec 2008
Working Paper Series
York University - Schulich School of Business, University of California, Irvine - Paul Merage School of Business, AQR Capital Management, LLC and University of California, Irvine - Accounting Area

Multiple version iconThere are 2 versions of this paper

Downloads 1,712
28.

Comparing Possible Proxies of Corporate Bond Liquidity

Journal of Banking and Finance, Vol. 29, No. 6, pp. 1331-1358, 2005, EFA 2003 Annual Conference Paper No. 298
Number of pages: 39 Posted: 01 Aug 2003
Accepted Paper Series
Robeco Investment Research, AEGON Group - AEGON Asset Management and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 1,665
29.

The Determinants of Corporate Debt Maturity Structure

EFA 2003 Annual Conference Paper No. 802; EFMA 2003 Helsinki Meetings
Number of pages: 47 Posted: 19 Apr 2003
Working Paper Series
Wealth Associates, University of Hull and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 1,578
30.

Legality and Venture Capital Exits

Journal of Corporate Finance, Vol. 12, pp. 214-245, 2006
Number of pages: 38 Posted: 28 Oct 2002 Last Revised: 10 Sep 2008
Accepted Paper Series
Continuity Capital Partners, SKEMA Business School and York University - Schulich School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,490
31.

Macro Factors and the Term Structure of Interest Rates

ERIM Report Series Reference No. ERS-2003-037-F&A; EFA 2003 Annual Conference Paper No. 101
Number of pages: 24 Posted: 24 Mar 2003
Working Paper Series
Catholic University of Leuven (KUL) - Department of Economics and Insper Institute of Education and Research
Downloads 1,372
32.

Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets

Yale ICF Working Paper No. 02-42; EFA 2003 Annual Conference Paper No. 119
Number of pages: 55 Posted: 25 Nov 2002
Working Paper Series
Waseda University - Graduate School of Commerce and Yale University - School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,357
33.

The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications

EFA 2003 Annual Conference Paper No. 148; ECGI - Finance Working Paper No. 33/2004
Number of pages: 35 Posted: 19 Jul 2003
Working Paper Series
Ben-Gurion University of the Negev - School of Management and Bar-Ilan University - Graduate School of Business Administration
Downloads 1,357
34.

Appearing and Disappearing Dividends: The Link to Catering Incentives

Number of pages: 25 Posted: 13 Jan 2003 Last Revised: 12 Aug 2008
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 6 versions of this paper

Downloads 1,356
35.

Cvar as a Measure of Risk: Implications for Portfolio Selection

EFA 2003 Annual Conference Paper No. 235
Number of pages: 34 Posted: 21 Jul 2003
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management and George Washington University - School of Business
Downloads 1,307
36.

A Model of Stochastic Liquidity

Yale ICF Working Paper No. 03-18, EFA 2003 Glasgow Annual Conference Paper
Number of pages: 54 Posted: 06 Jun 2003 Last Revised: 29 Jan 2014
Working Paper Series
University of Alberta - School of Business
Downloads 1,286
37.

Contingent Value Rights in Acquisitions: Theory and Empirical Evidence

EFA 2003 Annual Conference Paper No. 897
Number of pages: 51 Posted: 20 Jul 2003
Working Paper Series
Fordham University, Gabelli School of Business
Downloads 1,282
38.

Which Investors Fear Expropriation? Evidence from Investors' Portfolio Choices

ECGI - Finance Working Paper No. 54/2004; EFA 2003 Annual Conference Paper No. 715
Number of pages: 53 Posted: 27 Oct 2004
Working Paper Series
Stockholm School of Economics and Michigan State University - Eli Broad Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,237
39.

Closed-Form Transformations from Risk-Neutral to Real-World Distributions

EFA 2003 Annual Conference Paper No. 144
Number of pages: 48 Posted: 03 Jun 2004
Working Paper Series
Essex Business School, Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management
Downloads 1,206
40.

Tournaments in Mutual Fund Families

EFA 2003 Annual Conference Paper; CFR Working Paper No. 04-02
Number of pages: 36 Posted: 01 Sep 2003
Working Paper Series
University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,175
41.

Hedging, Speculation and Shareholder Value

EFA 2003 Annual Conference Paper No. 270
Number of pages: 48 Posted: 23 Jul 2003
Working Paper Series
Humboldt University and University of Oklahoma - Michael F. Price College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,137
42.

Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior - Thirty-Two Years Later

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper
Number of pages: 30 Posted: 23 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University, Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,137
43.

Using Yield Spreads to Estimate Expected Returns on Debt and Equity

London Business School IFA Working Paper; EFA 2003 Annual Conference Paper No. 901
Number of pages: 34 Posted: 04 Apr 2003
Working Paper Series
London Business School and University of Toronto - Finance Area
Downloads 1,125
44.

A Portfolio Perspective on Option Pricing Anomalies

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 916
Number of pages: 52 Posted: 23 Jul 2003
Working Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration and INSEAD - Finance
Downloads 1,052
45.

The Favorite/Long-Shot Bias in S&P 500 and Ftse 100 Index Futures Options: The Return to Bets and the Cost of Insurance

EFA 2003 Annual Conference Paper No. 135, Sauder School of Business Working Paper
Number of pages: 22 Posted: 23 Jul 2003
Working Paper Series
University of Warwick - Financial Options Research Centre (FORC), Business School of Finance & Management (HfB) - Bankakademie Group and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,028
46.

Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance

ERIM Report Series Reference No. ERS-2002-104-F&A, EFA 2003 Annual Conference Paper No. 567
Number of pages: 51 Posted: 18 Jan 2003
Working Paper Series
ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads 974
47.

Mark-to-Market Accounting and Valuation: Evidence from UK Real Estate and Investment Companies

EFA 2003 Annual Conference Paper No. 120; EFMA 2003 Helsinki Meetings
Number of pages: 35 Posted: 30 May 2003
Working Paper Series
University of Edinburgh Business School and The University of Edinburgh Business School
Downloads 962
48.

A Simple Model for Pricing Derivative Securities with Equity, Interest-Rate, Default and Liquidity Risk

EFA 2003 Annual Conference Paper No. 852
Number of pages: 22 Posted: 23 Jul 2003
Working Paper Series
Santa Clara University - Leavey School of Business, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics
Downloads 960
49.

The Optimal Mix of Bank and Market Debt: An Asset Pricing Approach

EFA 2003 Annual Conference Paper No. 485
Number of pages: 54 Posted: 23 Mar 2003
Working Paper Series
Boston University Questrom School of Business, London Business School and University of California, Berkeley - Walter A. Haas School of Business
Downloads 923
50.

How Should a Firm Go Public? A Dynamic Model of the Choice between Fixed-Price Offerings and Auctions in Ipos and Privatizations

EFA 2003 Annual Conference Paper No. 366
Number of pages: 49 Posted: 20 Jul 2003
Working Paper Series
Boston College - Carroll School of Management and University of Kentucky - Gatton College of Business and Economics
Downloads 918