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EFMA 2003 Helsinki Meetings (Archive)
107,974 Total downloads
| Link to this page
Event Study Under Noisy Estimation PeriodEFMA 2003 Helsinki Meetings Nihat Aktas, Eric de Bodt and Jean-Gabriel Cousin WHU - Otto Beisheim School of Management, Université de Lille and Université Lille Nord de France - SKEMA Business School Date Posted: February 04, 2005 Working Paper Series 571 downloads
Optimal Bank Capital with Costly RecapitalizationAFA 2005 Philadelphia Meetings; EFMA 2003 Helsinki Meetings Samu Peura and Jussi Keppo Sampo Bank and National University of Singapore - NUS Business School Date Posted: December 21, 2004 Working Paper Series 778 downloads 
On Model Selection and Markov Switching: An Empirical Examination of Term Structure Models with Regime ShiftsCEPR Discussion Paper No. 4165 John Driffill, Turalay Kenc, Martín Sola and Fabio Spagnolo University of London - Birkbeck College, University of London - Imperial College, Universidad Torcuato Di Tella and Brunel University London - Economics and Finance Date Posted: January 19, 2004 Working Paper Series 28 downloads Characteristics and Predictability of Companies' Acquisitions; Empirical Evidence from Denmark 1993-1996 EFMA 2003 Helsinki Meetings Carmine Gioia Copenhagen Business School - Department of International Economics & Management Date Posted: December 01, 2003 Working Paper Series
Trading Frequency and NoiseAFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings Shing-yang Hu and Chang Chan National Taiwan University - Department of Finance and National Taipei College of Business Date Posted: November 23, 2003 Working Paper Series 311 downloads Moral Hazard and Dynamics of Insider Ownership Stakes EFMA 2003 Helsinki Meetings Branko Urosevic Universitat Pompeu Fabra - Faculty of Economic and Business Sciences Date Posted: July 25, 2003 Working Paper Series
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong KongData Not Availalbe, HKIMR Working Paper No. 3/2004 Michael D. McKenzie and Olan T. Henry The University of Sydney - Discipline of Finance and University of Melbourne - Department of Economics Date Posted: July 25, 2003 Working Paper Series 231 downloads
Forecasting the Economic State with Financial Market Information and Term Structure of Interest RatesEFMA 2003 Helsinki Meetings Heli Kinnunen University of Oulu Date Posted: July 18, 2003 Working Paper Series 214 downloads
Venture Capitalist Participation and the Performance of IPO Firms: Empirical Evidence from France, Germany, and the UKEFMA 2003 Helsinki Meetings Georg Rindermann Allianz SE - Reinsurance Department Date Posted: July 17, 2003 Working Paper Series 1142 downloads
Simulating the Value of Loan Commitment with the MAC Covenant and the Uncertain DrawdownData Not Availalbe Hongze Abraham Lu University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Date Posted: June 27, 2003 Working Paper Series 365 downloads
Rising Sector and Style Influences on Global Equity PortfoliosEFMA 2003 Helsinki Meetings Wenling Lin, Lisa Kopp, Phillip Hoffman and Mark Thurston Office of Comptroller of Currency, Frank Russell Company, Frank Russell Company and Frank Russell Company Date Posted: June 27, 2003 Working Paper Series 404 downloads
When do Value Stocks Outperform Growth Stocks? Investor Sentiment and Equity Style Rotation StrategiesEFMA 2003 Helinski Meetings Yul W. Lee and Zhiyi Song University of Rhode Island - College of Business Administration and Bear, Stearns & Co., Inc. Date Posted: June 27, 2003 Working Paper Series 2510 downloads
Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?EFMA 2003 Helinski Meetings Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu Hong Kong PolyU, Peking University - Guanghua School of Management and National Chengchi University (NCCU) - Department of Finance and Banking Date Posted: June 27, 2003 Working Paper Series 371 downloads
Price Discovery in Hybrid Markets: Further Evidence from the London Stock ExchangeEFMA 2003 Helinski Meetings Hung Neng Lai National Central University at Taiwan Date Posted: June 27, 2003 Working Paper Series 264 downloads
Post-IPO Performance and the Exit of Venture CapitalistsEFMA 2003 Helsinki Meetings Tilo Kraus and Hans-Peter Burghof Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and University of Hohenheim Date Posted: June 27, 2003 Working Paper Series 974 downloads
Exchange Rate Exposure: Evidence from Finnish Stock ReturnsEFMA 2003 Helsinki Meetings Gregory Koutmos and Johan Knif Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics / Department of Finance and Statistics Date Posted: June 27, 2003 Working Paper Series 463 downloads
Information Versus Contagion: International Transmissions of the NASDAQ, JASDAQ and KOSDAQ Market ReturnsEFMA 2003 Helsinki Meetings Chan-Wung Kim and In-Moo Kim Winona State University - College of Business - Economics and Finance Department and Sungkyunkwan University Date Posted: June 27, 2003 Working Paper Series 192 downloads
Accounting Treatment of R&D Expenditures and Firm-Specific Characteristics of the R&D CapitalEFMA 2003 Helsinki Meetings Pasi Karjalainen University of Oulu - Department of Accounting and Finance Date Posted: June 27, 2003 Working Paper Series 420 downloads
Time Varying Beta Risk for the Stocks of the Athens Stock Exchange: A Multivariate ApproachEFMA 2003 Helsinki Meetings Argyrios Volis, George Karathanassis and Panayiotis F. Diamandis Athens University of Economics and Business, Athens University of Economics and Business - Department of Business Administration and Athens University of Economics and Business Date Posted: June 27, 2003 Working Paper Series 452 downloads
Robust Measurement of Size and Book-to-Market PremiaEFMA 2003 Helsinki Meetings Chih-Chiang Hsu and Robin K. Chou National Central University at Taiwan - Department of Economics and National Chengchi University Date Posted: June 27, 2003 Working Paper Series 304 downloads
Stock Price Synchronicities in Emerging MarketsEFMA 2003 Helsinki Meetings Chin-Wen Hsin and Yuehtzu Liao Yuan-Ze University - Department of Finance and Yuan-Ze University - Graduate School of Management Date Posted: June 27, 2003 Working Paper Series 318 downloads
Non-Voting Shares and the Value of Control: The Impact of Corporate Regulation in ItalyEFA 2003 Annual Conference Paper No. 400; EFMA 2003 Helinski Meetings Nadia Linciano Commissione Nazionale per le Societa e la Borsa (CONSOB) Date Posted: June 27, 2003 Working Paper Series 649 downloads
Interpreting Implied Risk-Neutral Densities: The Role of Risk PremiaECB Working Paper No. 274; EFA 2003 Annual Conference Paper No. 268; EFMA 2003 Helsinki Meetings Peter Hördahl and David Vestin Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and European Central Bank (ECB) Date Posted: June 26, 2003 Working Paper Series 320 downloads
The Premium-Discount Puzzle of Closed-end Bond Funds: An Empirical Examination of the Dividend Yield Preference HypothesisEFMA 2003 Helsinki Meetings Yul W. Lee and Keith M. Moore University of Rhode Island - College of Business Administration and St. John's University - Department of Economics and Finance Date Posted: June 26, 2003 Working Paper Series 494 downloads Public Information Arrival and Volatility of Intraday Stock Returns Journal of Banking and Finance, Vol. 28, 2004 Petko S. Kalev, Wai-Man (Raymond) Liu, Peter K. Pham and Elvis Jarnecic University of South Australia - Centre for Applied Financial Studies, School of Finance, Actuarial Studies & Statistics, Australian National University, Australian School of Business - University of New South Wales and The University of Sydney Date Posted: June 26, 2003 Last Revised: February 14, 2014 Accepted Paper Series
The Debt Maturity Structure of Small Firms in a Creditor Oriented EnvironmentEFMA 2003 Helsinki Meetings Dries Heyman, Marc Deloof and Hubert Ooghe Ghent University-Universiteit Gent - Department of Financial Economics, University of Antwerp and Vlerick Leuven Gent Management School Date Posted: June 25, 2003 Working Paper Series 385 downloads
Are Credit Scoring Models Sensitive With Respect to Default Definitions? Evidence from the Austrian MarketEFMA 2003 Helsinki Meetings Evelyn Hayden Raiffeisen Bank International Date Posted: June 25, 2003 Working Paper Series 1059 downloads Time Varying Prediction of UK Asset Returns EFMA 2003 Helinksi Meetings Jiang Liu, Ke Peng and Shiyun Wang University of Manchester - Division of Accounting and Finance, University of Bradford - School of Management and University of Sheffield - School of Management Date Posted: June 24, 2003 Working Paper Series
Is It Worth the While? The Relevance of Qualitative Information in Credit RatingEFMA 2003 Helinski Meetings Bina Lehmann Universitaet Konstanz - Center of Finance & Econometrics (CoFE) Date Posted: June 24, 2003 Working Paper Series 1803 downloads
Mean/Variance Relation and the Conditional DistributionEFMA 2004 Basel Meetings Paper Hongzhu Li Hanken School of Economics - Department of Finance and Statistics Date Posted: June 24, 2003 Working Paper Series 311 downloads
Conditional Estimation of Diffusion ProcessesEFMA 2003 Helinski Meetings Minqiang Li, Neil D. Pearson and Allen M. Poteshman Bloomberg LP, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance Date Posted: June 24, 2003 Working Paper Series 276 downloads
Time-Series and Cross-Sectional Excess Comovement in Stock IndexesAFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings Jarl G. Kallberg and Paolo Pasquariello New York University (NYU) - Department of Finance and University of Michigan, Stephen M. Ross School of Business Date Posted: June 23, 2003 Working Paper Series 539 downloads
The Informative Contents of Bank Debt ConcentrationEFMA 2003 Helinksi Meetings Frederic Lobez and Jean-Christophe Statnik University of Lille II - GERME Research Center and Université de Lille - LSRMC – European Center for Corporate Date Posted: June 23, 2003 Working Paper Series 157 downloads An Examination of Large Sell Orders in Cold IPO Aftermarkets EFMA 2003 Helsinki Meetings C. N. V. Krishnan, Ajai K. Singh and Allan A. Zebedee Case Western Reserve University - Department of Banking & Finance, Department of Finance, University of Central Florida and Clarkson University Date Posted: June 23, 2003 Working Paper Series
CAPM, Higher Co-moment and Factor Models of UK Stock ReturnsEFMA 2003 Helsinki Meetings Chi-Hsiou Daniel Hung, Mark B. Shackleton and Xinzhong Xu University of Glasgow - Adam Smith Business School, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management Date Posted: June 23, 2003 Working Paper Series 951 downloads
Legal Environment, Firm-level Corporate Governance and Expropriation of Minority Shareholders in AsiaEFMA 2003 Helsinki Meetings Chandrasekhar Krishnamurti, Aleksandar Sevic and Zeljko Sevic Nanyang Business School, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Greenwich - The Business School Date Posted: June 23, 2003 Working Paper Series 886 downloads
Correlated Order Flow: Pervasiveness, Sources, and Pricing EffectsEFMA 2003 Helsinki Meetings Jarrad Harford and Aditya Kaul University of Washington and University of Alberta - Department of Finance and Statistical Analysis Date Posted: June 23, 2003 Working Paper Series 241 downloads
Investment Strategies Using Orthogonal PortfoliosEFMA 2003 Helsinki Meetings Hossein Asgharian and Bjorn Hansson Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies and Lund University - Department of Economics Date Posted: June 23, 2003 Working Paper Series 340 downloads
Competition between Exchanges: Euronext Versus XetraEFMA 2003 Helsinki Meetings Maria Kasch and Erik Theissen University of Mannheim - Department of Finance and University of Mannheim - Finance Area Date Posted: June 23, 2003 Last Revised: June 14, 2010 Accepted Paper Series 80 downloads
Inflation News and the Stock Market: Macroefficiency or OverreactionEFMA 2003 Helsinki Meetings Johan Knif, James W. Kolari and Seppo Pynnonen Hanken School of Economics / Department of Finance and Statistics, Texas A&M University, Department of Finance and University of Vaasa, Department of Mathematics and Statistics Date Posted: June 23, 2003 Working Paper Series 471 downloads
Risk-Adjusted Performance of European Banks Under the Basel AccordEFMA 2003 Helsinki Meetings Guy Ford and Rae Weston Macquarie University - Graduate School of Management and Macquarie Graduate School of Management Date Posted: June 22, 2003 Working Paper Series 624 downloads
Relative Performance between Trading Halts and Price Limits: Evidence from the Spanish Stock ExchangeInternational Review of Economics & Finance, Vol. 17, No. 2, pp. 197-215, 2008 Yong H. Kim, José Yagüe and J. Jimmy Yang University of Cincinnati, University of Murcia and Oregon State University Date Posted: June 22, 2003 Last Revised: November 19, 2016 Working Paper Series 344 downloads
Price Discovery in the Presence of Boundedly Rational AgentsEFMA 2003 Helsinki Meetings Karl Ludwig Keiber European University Viadrina Frankfurt (Oder) - Department of Economics Date Posted: June 22, 2003 Working Paper Series 324 downloads
Island Tides: Exploring ECN LiquidityEFMA 2003 Helsinki Meetings Oliver Hansch Pennsylvania State University Date Posted: June 21, 2003 Working Paper Series 452 downloads
Affine Models of the Joint Dynamics of Exchange Rates and Interest RatesEFMA 2003 Helsinki Meetings Bing Han and Peter J. Hammond University of Calgary - Haskayne School of Business and Department of Economics, University of Warwick Date Posted: June 21, 2003 Working Paper Series 369 downloads
Additional International Evidence on Corporate Cash HoldingsEFMA 2003 Helsinki Meetings Yilmaz Guney, Aydin Ozkan and Neslihan Ozkan University of Hull, Hull University Business School (HUBS) and University of Bristol - School of Economics, Finance and Management, UK Date Posted: June 21, 2003 Working Paper Series 1329 downloads
Bank Regulation and Risk-Taking Incentives: An International Comparison of Bank RiskEFMA 2003 Helsinki Meetings Francisco González Rodríguez Universidad de Oviedo - Department of Business Administration Date Posted: June 21, 2003 Working Paper Series 655 downloads
The Initial Performance of IPOs: Evidence from Athens Stock ExchangeEFMA 2003 Helsinki Meetings Dimitrios Gounopoulos University of Newcastle, Newcastle University Business School Date Posted: June 19, 2003 Working Paper Series 2653 downloads
Family Ownership, Dual Class Shares and Risk ManagementNiclas Hagelin, Martin Holmen and Bengt Pramborg Nordea Bank, Nordea Markets, University of Gothenburg - Department of Economics and Swedbank Date Posted: June 19, 2003 Last Revised: August 06, 2010 Working Paper Series 581 downloads
Real and Inflationary Macroeconomic Risk in the Fama and French Size and Book-to-Market PortfoliosEFMA 2003 Helsinki Meetings Patrick J. Kelly New Economic School, Moscow Date Posted: June 18, 2003 Last Revised: February 28, 2015 Working Paper Series 598 downloads |
