1.
Event Study Under Noisy Estimation Period
Number of pages: 54
Posted: 04 Feb 2005
Working Paper Series
WHU - Otto Beisheim School of Management, NHH-Caltech and Univ. Lille, ULR 4112 - LSMRC
There are 2 versions of this paper
Downloads
599
2.
Optimal Bank Capital with Costly Recapitalization
Number of pages: 49
Posted: 21 Dec 2004
Working Paper Series
Sampo Bank and National University of Singapore - NUS Business School
There are 2 versions of this paper
Optimal Bank Capital with Costly Recapitalization
Number of pages: 49
Posted: 21 Dec 2004
Downloads
797
Optimal Bank Capital with Costly Recapitalization
Journal of Business, Vol. 79, pp. 2163-2201, 2006
Posted: 11 Apr 2005
Downloads
797
3.
On Model Selection and Markov Switching: An Empirical Examination of Term Structure Models with Regime Shifts
Number of pages: 38
Posted: 19 Jan 2004
Working Paper Series
University of London - Birkbeck College, University of London - Imperial College, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance
Downloads
28
4.
Characteristics and Predictability of Companies' Acquisitions; Empirical Evidence from Denmark 1993-1996
Posted: 01 Dec 2003
Working Paper Series
Copenhagen Business School - Department of International Economics & Management
5.
Trading Frequency and Noise
Number of pages: 45
Posted: 23 Nov 2003
Working Paper Series
National Taiwan University - Department of Finance and National Taipei College of Business
Downloads
320
6.
Moral Hazard and Dynamics of Insider Ownership Stakes
Posted: 25 Jul 2003
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
7.
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong
Data Not Availalbe, HKIMR Working Paper No. 3/2004
Number of pages: 38
Posted: 25 Jul 2003
Working Paper Series
The University of Sydney - Discipline of Finance and University of Melbourne - Department of Economics
Downloads
253
8.
Forecasting the Economic State with Financial Market Information and Term Structure of Interest Rates
Number of pages: 50
Posted: 18 Jul 2003
Working Paper Series
University of Oulu
Downloads
221
9.
Venture Capitalist Participation and the Performance of IPO Firms: Empirical Evidence from France, Germany, and the UK
Number of pages: 65
Posted: 17 Jul 2003
Working Paper Series
Allianz SE - Reinsurance Department
Downloads
1,270
10.
Simulating the Value of Loan Commitment with the Mac Covenant and the Uncertain Drawdown
Data Not Availalbe
Number of pages: 34
Posted: 27 Jun 2003
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
383
11.
Rising Sector and Style Influences on Global Equity Portfolios
Number of pages: 38
Posted: 27 Jun 2003
Working Paper Series
Office of Comptroller of Currency, Frank Russell Company, Frank Russell Company and Frank Russell Company
Downloads
414
12.
When Do Value Stocks Outperform Growth Stocks? Investor Sentiment and Equity Style Rotation Strategies
Number of pages: 31
Posted: 27 Jun 2003
Working Paper Series
University of Rhode Island - College of Business Administration and Bear, Stearns & Co., Inc.
Downloads
2,863
13.
Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?
Number of pages: 55
Posted: 27 Jun 2003
Working Paper Series
Hong Kong PolyU, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads
387
14.
Price Discovery in Hybrid Markets: Further Evidence from the London Stock Exchange
Number of pages: 22
Posted: 27 Jun 2003
Working Paper Series
National Central University
Downloads
278
15.
Post-Ipo Performance and the Exit of Venture Capitalists
Number of pages: 55
Posted: 27 Jun 2003
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Hohenheim
Downloads
1,097
16.
Exchange Rate Exposure: Evidence from Finnish Stock Returns
Number of pages: 14
Posted: 27 Jun 2003
Working Paper Series
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads
474
17.
Information Versus Contagion: International Transmissions of the NASDAQ, Jasdaq and Kosdaq Market Returns
Number of pages: 42
Posted: 27 Jun 2003
Working Paper Series
Winona State University - College of Business - Economics and Finance Department and Sungkyunkwan University
Downloads
200
18.
Accounting Treatment of R&D Expenditures and Firm-Specific Characteristics of the R&D Capital
Number of pages: 44
Posted: 27 Jun 2003
Working Paper Series
University of Oulu - Department of Economics, Accounting and Finance
Downloads
445
19.
Time Varying Beta Risk for the Stocks of the Athens Stock Exchange: A Multivariate Approach
Number of pages: 31
Posted: 27 Jun 2003
Working Paper Series
Athens University of Economics and Business, Athens University of Economics and Business - Department of Business Administration and Athens University of Economics and Business
Downloads
466
20.
Robust Measurement of Size and Book-to-Market Premia
Number of pages: 28
Posted: 27 Jun 2003
Working Paper Series
National Central University at Taiwan - Department of Economics and National Chengchi University
Downloads
317
21.
Stock Price Synchronicities in Emerging Markets
Number of pages: 37
Posted: 27 Jun 2003
Working Paper Series
Yuan-Ze University - Department of Finance and Yuan-Ze University - Graduate School of Management
Downloads
330
22.
Non-Voting Shares and the Value of Control: The Impact of Corporate Regulation in Italy
EFA 2003 Annual Conference Paper No. 400; EFMA 2003 Helinski Meetings
Number of pages: 29
Posted: 27 Jun 2003
Working Paper Series
Commissione Nazionale per le Societa e la Borsa (CONSOB)
Downloads
692
23.
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia
Number of pages: 56
Posted: 26 Jun 2003
Working Paper Series
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB)
Downloads
331
24.
The Premium-Discount Puzzle of Closed-End Bond Funds: An Empirical Examination of the Dividend Yield Preference Hypothesis
Number of pages: 25
Posted: 26 Jun 2003
Working Paper Series
University of Rhode Island - College of Business Administration and St. John's University - Department of Economics and Finance
Downloads
538
25.
Public Information Arrival and Volatility of Intraday Stock Returns
Journal of Banking and Finance, Vol. 28, 2004
Posted: 26 Jun 2003
Last Revised: 14 Feb 2014
Accepted Paper Series
La Trobe Business School, Australian National University, Australian School of Business - University of New South Wales and The University of Sydney
26.
The Debt Maturity Structure of Small Firms in a Creditor Oriented Environment
Number of pages: 26
Posted: 25 Jun 2003
Working Paper Series
Ghent University - Department of Financial Economics, University of Antwerp and Vlerick Business School
Downloads
439
27.
Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market
Number of pages: 44
Posted: 25 Jun 2003
Working Paper Series
Raiffeisen Bank International
Downloads
1,182
28.
Time Varying Prediction of UK Asset Returns
Posted: 24 Jun 2003
Working Paper Series
University of Manchester - Division of Accounting and Finance, University of Bradford - School of Management and University of Sheffield - School of Management
29.
Is it Worth the While? The Relevance of Qualitative Information in Credit Rating
Number of pages: 25
Posted: 24 Jun 2003
Working Paper Series
Universitaet Konstanz - Center of Finance & Econometrics (CoFE)
Downloads
2,138
30.
Mean/Variance Relation and the Conditional Distribution
Number of pages: 26
Posted: 24 Jun 2003
Working Paper Series
Hanken School of Economics - Department of Finance and Statistics
Downloads
332
31.
Conditional Estimation of Diffusion Processes
Number of pages: 47
Posted: 24 Jun 2003
Working Paper Series
Bloomberg LP, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
304
32.
Time-Series and Cross-Sectional Excess Comovement in Stock Indexes
Number of pages: 41
Posted: 23 Jun 2003
Working Paper Series
New York University (NYU) - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads
567
33.
The Informative Contents of Bank Debt Concentration
Number of pages: 27
Posted: 23 Jun 2003
Working Paper Series
University of Lille II - GERME Research Center and Unniversity of Lille
Downloads
166
34.
An Examination of Large Sell Orders in Cold IPO Aftermarkets
Posted: 23 Jun 2003
Working Paper Series
Case Western Reserve University - Department of Banking & Finance, Department of Finance, University of Central Florida and Clarkson University
35.
CAPM, Higher Co-Moment and Factor Models of UK Stock Returns
Number of pages: 31
Posted: 23 Jun 2003
Working Paper Series
University of Glasgow - Adam Smith Business School, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management
There are 2 versions of this paper
CAPM, Higher Co-Moment and Factor Models of UK Stock Returns
Number of pages: 31
Posted: 23 Jun 2003
Downloads
1,027
CAPM, Higher Co-Moment and Factor Models of UK Stock Returns
Blackwell Publishing, Journal of Business Finance & Accounting, Vol. 31, No. 1 & 2, January, 2004
Number of pages: 26
Posted: 23 Mar 2004
Downloads
19
Downloads
1,027
36.
Legal Environment, Firm-Level Corporate Governance and Expropriation of Minority Shareholders in Asia
Number of pages: 33
Posted: 23 Jun 2003
Working Paper Series
Nanyang Business School, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Greenwich - The Business School
Downloads
920
37.
Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
Number of pages: 43
Posted: 23 Jun 2003
Working Paper Series
University of Washington and University of Alberta - Department of Finance and Statistical Analysis
Downloads
255
38.
Investment Strategies Using Orthogonal Portfolios
Number of pages: 42
Posted: 23 Jun 2003
Working Paper Series
Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics
Downloads
404
39.
Inflation News and the Stock Market: Macroefficiency or Overreaction
Number of pages: 48
Posted: 23 Jun 2003
Working Paper Series
Hanken School of Economics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads
483
40.
Competition between Exchanges: Euronext Versus Xetra
EFMA 2003 Helsinki Meetings
Number of pages: 39
Posted: 23 Jun 2003
Last Revised: 14 Jun 2010
Accepted Paper Series
University of Mannheim - Department of Finance and University of Mannheim - Finance Area
There are 2 versions of this paper
Competition between Exchanges: Euronext Versus Xetra
EFMA 2003 Helsinki Meetings
Number of pages: 39
Posted: 23 Jun 2003
Last Revised: 14 Jun 2010
Downloads
100
Competition between Exchanges: Euronext Versus Xetra
European Financial Management, Vol. 15, Issue 1, pp. 181-207, January 2009
Number of pages: 27
Posted: 02 Jan 2009
Downloads
2
Downloads
100
41.
Risk-Adjusted Performance of European Banks Under the Basel Accord
Number of pages: 18
Posted: 22 Jun 2003
Working Paper Series
Macquarie University - Graduate School of Management and Macquarie Graduate School of Management
Downloads
640
42.
Relative Performance between Trading Halts and Price Limits: Evidence from the Spanish Stock Exchange
International Review of Economics & Finance, Vol. 17, No. 2, pp. 197-215, 2008
Number of pages: 19
Posted: 22 Jun 2003
Last Revised: 19 Nov 2016
Working Paper Series
University of Cincinnati, University of Murcia and Oregon State University - College of Business
Downloads
372
43.
Price Discovery in the Presence of Boundedly Rational Agents
Number of pages: 37
Posted: 22 Jun 2003
Working Paper Series
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads
334
44.
Island Tides: Exploring Ecn Liquidity
Number of pages: 32
Posted: 21 Jun 2003
Working Paper Series
Pennsylvania State University
Downloads
466
45.
Affine Models of the Joint Dynamics of Exchange Rates and Interest Rates
Number of pages: 47
Posted: 21 Jun 2003
Working Paper Series
University of Calgary - Haskayne School of Business and Department of Economics, University of Warwick
Downloads
395
46.
Additional International Evidence on Corporate Cash Holdings
Number of pages: 30
Posted: 21 Jun 2003
Working Paper Series
Coventry University, Hull University Business School (HUBS) and University of Bristol - School of Economics, Finance and Management, UK
Downloads
1,565
47.
Bank Regulation and Risk-Taking Incentives: An International Comparison of Bank Risk
Number of pages: 30
Posted: 21 Jun 2003
Working Paper Series
Universidad de Oviedo - Department of Business Administration
Downloads
696
48.
The Initial Performance of Ipos: Evidence from Athens Stock Exchange
Number of pages: 50
Posted: 19 Jun 2003
Working Paper Series
University of Bath
Downloads
2,773
49.
Family Ownership, Dual Class Shares and Risk Management
Number of pages: 29
Posted: 19 Jun 2003
Last Revised: 06 Aug 2010
Working Paper Series
Nordea Bank, Nordea Markets, University of Gothenburg - Department of Economics and Swedish Export Credit Corporation
There are 2 versions of this paper
Family Ownership, Dual Class Shares and Risk Management
Number of pages: 29
Posted: 19 Jun 2003
Last Revised: 06 Aug 2010
Downloads
633
Family Ownership, Dual-Class Shares, and Risk Management
Global Finance Journal, Vol. 16, pp. 283-301, 2006
Posted: 08 Nov 2005
Downloads
633
50.
Real and Inflationary Macroeconomic Risk in the Fama and French Size and Book-to-Market Portfolios
EFMA 2003 Helsinki Meetings
Number of pages: 48
Posted: 18 Jun 2003
Last Revised: 28 Feb 2015
Working Paper Series
University of Melbourne - Department of Finance
Downloads
678
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