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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 6,224
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 6,206
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 6,039
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 5,138
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 5,084
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 4,158
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 4,147
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 3,589
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 3,306
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 3,142
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 3,112
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 Michigan, Stephen M. Ross School of Business and Princeton University - Department of Economics
Downloads 2,857
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 2,700
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 2,408
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 2,380
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 2,345
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 2,250
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 2,209
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 2,113
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 2,086
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 1,996
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 1,942
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 1,941
24.

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 1,901
25.

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 1,900
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 1,875
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 - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,703
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 1,650
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 affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 1,557
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 1,473
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 1,366
32.

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 1,354
33.

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 1,354
34.

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 1,342
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 1,297
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 1,273
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
Gabelli School of Business, Fordham University
Downloads 1,263
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 1,235
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 1,185
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 1,131
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 Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,129
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 1,120
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 - Department of Finance and INSEAD - Finance
Downloads 1,029
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 1,005
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 968
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 957
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 956
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 920
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 913