1.
Stock Market Liquidity and Firm Dividend Policy
EFMA 2003 Helsinki Meetings
Number of pages: 47
Posted: 18 Apr 2003
Last Revised: 09 Jan 2018
Working Paper Series
Stevens Institute of Technology, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business
There are 2 versions of this paper
Stock Market Liquidity and Firm Dividend Policy
EFMA 2003 Helsinki Meetings
Number of pages: 47
Posted: 18 Apr 2003
Last Revised: 09 Jan 2018
Downloads
4,221
Stock Market Liquidity and Firm Dividend Policy
Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 10 Jan 2006
Last Revised: 08 Jan 2018
Downloads
4,221
2.
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
MIT Sloan Working Paper No. 4288-03; MIT Laboratory for Financial Engineering Working Paper No. LFE-1041A-03; EFMA 2003 Helsinki Meetings
Number of pages: 92
Posted: 07 Mar 2003
Working Paper Series
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management and London School of Economics & Political Science (LSE)
There are 2 versions of this paper
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
MIT Sloan Working Paper No. 4288-03; MIT Laboratory for Financial Engineering Working Paper No. LFE-1041A-03; EFMA 2003 Helsinki Meetings
Number of pages: 92
Posted: 07 Mar 2003
Downloads
3,095
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
NBER Working Paper No. w9571
Number of pages: 90
Posted: 20 Mar 2003
Last Revised: 01 Nov 2010
Downloads
143
Downloads
3,095
3.
The Initial Performance of Ipos: Evidence from Athens Stock Exchange
EFMA 2003 Helsinki Meetings
Number of pages: 50
Posted: 19 Jun 2003
Working Paper Series
University of Bath
Downloads
2,685
4.
When Do Value Stocks Outperform Growth Stocks? Investor Sentiment and Equity Style Rotation Strategies
EFMA 2003 Helinski Meetings
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
2,672
5.
Stock Market Sensitivity to Interest Rates and Inflation
EFMA 2003 Helsinki Meetings
Number of pages: 39
Posted: 26 May 2003
Working Paper Series
EDHEC Business School
Downloads
2,326
6.
The Value of Tax Shields is Not Equal to the Present Value of Tax Shields
EFMA 2003 Helsinki Meetings
Number of pages: 22
Posted: 05 May 2003
Last Revised: 05 Aug 2008
Working Paper Series
University of Navarra - IESE Business School
Downloads
2,212
7.
Ownership Structure and Firm Value: New Evidence from the Spanish Corporate Governance System
EFMA 2003 Helsinki Meetings
Number of pages: 38
Posted: 08 Jun 2003
Working Paper Series
University of Salamanca - Administration and Business Economics, University of Salamanca - Administration and Business Economics and University of Salamanca - Administration and Business Economics
Downloads
1,965
8.
Is it Worth the While? The Relevance of Qualitative Information in Credit Rating
EFMA 2003 Helinski Meetings
Number of pages: 25
Posted: 24 Jun 2003
Working Paper Series
Universitaet Konstanz - Center of Finance & Econometrics (CoFE)
Downloads
1,952
9.
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
There are 2 versions of this paper
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
Downloads
1,914
Learning about Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
Swiss Finance Institute Research Paper No. 08-36
Number of pages: 51
Posted: 21 Nov 2008
Downloads
422
Downloads
1,914
10.
A Dynamic Model of Corporate Capital Structure
EFMA 2003 Helsinki Meetings
Number of pages: 58
Posted: 14 Jun 2003
Working Paper Series
NTNU Business School - Norwegian University of Science and Technology (NTNU)
Downloads
1,731
11.
The Quality of Corporate Credit Rating: An Empirical Investigation
EFMA 2003 Helsinki Meetings
Number of pages: 78
Posted: 14 Jun 2003
Working Paper Series
Ben-Gurion University of the Negev - Department of Economics
Downloads
1,700
12.
Debt and Taxes: Evidence from Bank-Financed Small and Medium-Sized Firms
EFMA 2003 Helsinki Meetings
Number of pages: 55
Posted: 26 Apr 2003
Working Paper Series
University of Aarhus - Aarhus School of Business - Department of Business Studies and University of Roehampton
There are 2 versions of this paper
Debt and Taxes: Evidence from Bank-Financed Small and Medium-Sized Firms
EFMA 2003 Helsinki Meetings
Number of pages: 55
Posted: 26 Apr 2003
Downloads
1,630
Debt and Taxes: Evidence from Bank-Financed Small and Medium-Sized Firms
EFA 2005 Moscow Meetings Paper
Number of pages: 54
Posted: 24 Feb 2005
Downloads
760
Downloads
1,630
13.
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
Downloads
1,620
14.
Forecasting Stock Market Volatility: Evidence from Fourteen Countries
U of Edinburgh, Center for Financial Markets Research Working Paper No. 02.04; EFMA 2003 Helsinki Meetings
Number of pages: 29
Posted: 03 Dec 2002
Working Paper Series
University of Aberdeen, Cankaya University - Department of Management and University of Queensland
Downloads
1,611
15.
Financial Regulation and Supervision in EU Countries
EFMA 2003 Helsinki Meetings
Number of pages: 64
Posted: 06 May 2003
Working Paper Series
affiliation not provided to SSRN
Downloads
1,579
16.
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
EFMA 2003 Helsinki Meetings
Number of pages: 42
Posted: 16 Jun 2003
Working Paper Series
University of Montreal - Department of Economics and Bocconi University - Department of Finance
There are 2 versions of this paper
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
EFMA 2003 Helsinki Meetings
Number of pages: 42
Posted: 16 Jun 2003
Downloads
1,471
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
Journal of Business, Vol. 79, No. 3, pp. 1591-1635, May 2006
Posted: 21 Jan 2005
Downloads
1,471
17.
Abnormal Returns in Equity Markets: Evidence from a Dynamic Indexing Strategy
ISMA Centre Finance Discussion Paper No. 2003-02; EFMA 2003 Helsinki
Number of pages: 30
Posted: 02 Apr 2003
Working Paper Series
University of Sussex - School of Business, Management and Economics and University of Reading - ISMA Centre
Downloads
1,466
18.
Additional International Evidence on Corporate Cash Holdings
EFMA 2003 Helsinki Meetings
Number of pages: 30
Posted: 21 Jun 2003
Working Paper Series
University of Hull, Hull University Business School (HUBS) and University of Bristol - School of Economics, Finance and Management, UK
Downloads
1,438
19.
The Enron-Andersen Debacle: Do Equity Markets React to Auditor Reputation?
EFMA 2003 Helsinki Meetings
Number of pages: 29
Posted: 05 Dec 2002
Working Paper Series
University of Toronto - Rotman School of Management and University of Toronto - Joseph L. Rotman School of Management
There are 2 versions of this paper
The Enron-Andersen Debacle: Do Equity Markets React to Auditor Reputation?
EFMA 2003 Helsinki Meetings
Number of pages: 29
Posted: 05 Dec 2002
Downloads
1,317
The Enron-Andersen Debacle: Do Equity Markets React to Auditor Reputation?
Finance Letters, Forthcoming
Posted: 22 Jan 2004
Downloads
1,317
20.
Bid-Ask Spread, Asymmetric Information and Ultimate Ownership
EFMA 2003 Helsinki
Number of pages: 32
Posted: 10 Oct 2002
Working Paper Series
Saint Mary's University - Department of Finance & Management Science, University of Quebec at Montreal (UQAM) - Department of Business Strategy and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads
1,307
21.
An Event Study of Reverse Stock Splits in Hong Kong Market
EFMA 2003 Helsinki Meetings
Number of pages: 32
Posted: 04 Jun 2003
Working Paper Series
affiliation not provided to SSRN
Downloads
1,286
22.
Direct Evidence on the Market-Driven Acquisitions Theory
EFMA 2003 Helsinki Meetings
Number of pages: 57
Posted: 16 Apr 2003
Working Paper Series
Florida State University and Florida State University - College of Business
Downloads
1,278
23.
Venture Capitalist Participation and the Performance of IPO Firms: Empirical Evidence from France, Germany, and the UK
EFMA 2003 Helsinki Meetings
Number of pages: 65
Posted: 17 Jul 2003
Working Paper Series
Allianz SE - Reinsurance Department
Downloads
1,200
24.
Leverage and Corporate Performance: A Frontier Efficiency Analysis on European Countries
EFMA 2003 Helsinki Meetings
Number of pages: 22
Posted: 28 May 2003
Working Paper Series
University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Downloads
1,183
25.
The Good and the Bad of Value Investing: Applying a Bayesian Approach to Develop Enhancement Models
EFMA 2003 Helsinki Meetings
Number of pages: 33
Posted: 26 Apr 2003
Working Paper Series
University of Technology Sydney (UTS) - School of Finance and Economics and University of Sydney
Downloads
1,159
26.
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
1,138
27.
Analysts' Conflict of Interest and Biases in Earnings Forecasts
AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
Number of pages: 58
Posted: 11 May 2003
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign
There are 2 versions of this paper
Analysts' Conflict of Interest and Biases in Earnings Forecasts
AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
Number of pages: 58
Posted: 11 May 2003
Downloads
1,133
Analysts' Conflict of Interest and Biases in Earnings Forecasts
NBER Working Paper No. w9544
Number of pages: 48
Posted: 08 Mar 2003
Last Revised: 01 Nov 2010
Downloads
46
Downloads
1,133
28.
Efficiency and Stock Performance in European Banking
EFMA 2003 Helsinki Meetings
Number of pages: 17
Posted: 24 Apr 2003
Working Paper Series
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance, City University London - Sir John Cass Business School and University of Essex - Essex Business School
There are 2 versions of this paper
Efficiency and Stock Performance in European Banking
EFMA 2003 Helsinki Meetings
Number of pages: 17
Posted: 24 Apr 2003
Downloads
1,108
Efficiency and Stock Performance in European Banking
Journal of Business Finance & Accounting, Vol. 33, No. 1-2, pp. 245-262, January/March 2006
Number of pages: 18
Posted: 15 Apr 2006
Downloads
9
Downloads
1,108
29.
Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market
EFMA 2003 Helsinki Meetings
Number of pages: 44
Posted: 25 Jun 2003
Working Paper Series
Raiffeisen Bank International
Downloads
1,105
30.
The Relationship between the Equity Risk Premium, Duration, and Dividend Yield
EFMA 2003 Helsinki Meetings
Number of pages: 18
Posted: 09 May 2003
Working Paper Series
Independent
Downloads
1,059
31.
An Analysis of Relative Return Behavior: Reits vs Stocks
EFMA 2003 Helsinki Meetings
Number of pages: 19
Posted: 26 Apr 2003
Working Paper Series
American University of Sharjah and Sultan Qaboos University
Downloads
1,046
32.
Hedge Ratio and Correlation between the Stock and the Futures Markets: Evidence from the Wavelet Analysis
EFMA 2003 Helsinki Meetings
Number of pages: 36
Posted: 30 May 2003
Working Paper Series
Kyungpook National University - School of Business Administartion and Monash University - Department of Accounting
Downloads
1,039
33.
Post-Ipo Performance and the Exit of Venture Capitalists
EFMA 2003 Helsinki Meetings
Number of pages: 55
Posted: 27 Jun 2003
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and University of Hohenheim
Downloads
1,026
34.
Are Contrarian Investment Strategies Profitable in the London Stock Exchange? Where Do These Profits Come from?
EFMA 2003 Helsinki Meetings
Number of pages: 57
Posted: 19 Apr 2003
Working Paper Series
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads
1,022
35.
Measuring the Euro Exchange Rate Risk Premium: The Conditional International CAPM Approach
EFMA 2003, Helsinki, Finland
Number of pages: 30
Posted: 02 May 2003
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and Reserve Bank of Australia
Downloads
1,012
36.
Independent Directors, Executive Pay, and Firm Performance
EFMA 2003 Helsinki Meetings
Number of pages: 43
Posted: 21 May 2003
Working Paper Series
Hong Kong Polytechnic University
Downloads
997
37.
CAPM, Higher Co-Moment and Factor Models of UK Stock Returns
EFMA 2003 Helsinki Meetings
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
EFMA 2003 Helsinki Meetings
Number of pages: 31
Posted: 23 Jun 2003
Downloads
989
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
989
38.
An Integrated Pricing Model for Defaultable Loans and Bonds
Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21
Posted: 23 May 2003
Working Paper Series
New York University (NYU) - Salomon Center and Algorithmics
There are 3 versions of this paper
An Integrated Pricing Model for Defaultable Loans and Bonds
Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21
Posted: 23 May 2003
Downloads
983
An Integrated Pricing Model for Defaultable Loans and Bonds
NYU Working Paper No. S-CDM-03-05
Number of pages: 21
Posted: 05 Nov 2008
Downloads
106
An Integrated Pricing Model for Defaultable Loans and Bonds
NYU Working Paper No. FIN-03-009
Number of pages: 21
Posted: 03 Nov 2008
Downloads
62
Downloads
983
39.
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 University of Edinburgh - Accounting and Finance
Downloads
978
40.
Hedging and the Use of Derivatives: Evidence from UK Non-Financial Firms
EFMA 2003 Helsinki Meetings
Number of pages: 58
Posted: 08 Jun 2003
Working Paper Series
Middlesex University - Business School
Downloads
973
41.
Corporate Governance and Expected Stock Returns: Evidence from Germany
EFMA 2003 Helsinki Meetings
Number of pages: 46
Posted: 05 May 2003
Working Paper Series
Hamburg University, Greenhill & Co. and University of Basel - Center for Economic Science (WWZ) - Department of Finance
There are 3 versions of this paper
Corporate Governance and Expected Stock Returns: Evidence from Germany
ECGI - Finance Working Paper No. 11/2003
Number of pages: 51
Posted: 19 Feb 2003
Downloads
3,550
Corporate Governance and Expected Stock Returns: Evidence from Germany
EFMA 2003 Helsinki Meetings
Number of pages: 46
Posted: 05 May 2003
Downloads
956
Corporate Governance and Expected Stock Returns: Evidence from Germany
European Financial Management, Vol. 10, No. 2, pp. 267-293, June 2004
Number of pages: 28
Posted: 20 Jun 2004
Downloads
29
Downloads
956
42.
Investors' Activity and Trading Behavior
EFA 2002 Berlin Meetings Presented Paper, EFMA Helinski Meetings 2003
Number of pages: 46
Posted: 11 Jun 2003
Working Paper Series
University of Oulu and University of Oulu - Department of Accounting & Finance
Downloads
943
43.
Adjusting P/E Ratios by Growth and Risk: The Perg Ratio
EFMA 2003 Helsinki Meetings
Number of pages: 17
Posted: 06 May 2003
Working Paper Series
IESE Business School
Downloads
931
44.
Legal Environment, Firm-Level Corporate Governance and Expropriation of Minority Shareholders in Asia
EFMA 2003 Helsinki Meetings
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
903
45.
Adding an Ethical Dimension to Portfolio Management
EFMA 2003 Helsinki Meetings
Number of pages: 15
Posted: 09 Jun 2003
Working Paper Series
University of Grenoble, Université Grenoble Alpes and affiliation not provided to SSRN
Downloads
892
46.
Optimal Portfolio Choice Under Regime Switching, Skew and Kurtosis Preferences
EFMA 2003 Helsinki Meetings
Number of pages: 34
Posted: 15 Jun 2003
Working Paper Series
UCSD and Bocconi University - Department of Finance
Downloads
831
47.
Financial Leverage Interaction with Firm's Strategic Behavior: An Empirical Analysis
EFMA 2003 Helsinki Meetings
Number of pages: 40
Posted: 04 Jun 2003
Working Paper Series
University of Valladolid - Department of Economics and Business Administration and University of Valladolid - Department of Finance and Accounting
Downloads
788
48.
Optimal Bank Capital with Costly Recapitalization
AFA 2005 Philadelphia Meetings; EFMA 2003 Helsinki Meetings
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
AFA 2005 Philadelphia Meetings; EFMA 2003 Helsinki Meetings
Number of pages: 49
Posted: 21 Dec 2004
Downloads
785
Optimal Bank Capital with Costly Recapitalization
Journal of Business, Vol. 79, pp. 2163-2201, 2006
Posted: 11 Apr 2005
Downloads
785
49.
Event Study Under Noisy Estimation Period
EFMA 2003 Helsinki Meetings
Number of pages: 54
Posted: 11 Apr 2003
Working Paper Series
WHU - Otto Beisheim School of Management, Univ. Lille and Université Lille Nord de France - Lille School of Management Research Center (LSMRC)
There are 2 versions of this paper
Event Study Under Noisy Estimation Period
EFMA 2003 Helsinki Meetings
Number of pages: 54
Posted: 11 Apr 2003
Downloads
741
Event Study Under Noisy Estimation Period
EFMA 2003 Helsinki Meetings
Number of pages: 54
Posted: 04 Feb 2005
Downloads
575
Downloads
741
50.
Market Segmentation and Information Diffusion in China's Stock Markets: Panel Data Unit Root and Cointegration Tests on a and B Share Prices
EFMA 2003 Helsinki Meetings
Number of pages: 28
Posted: 10 Apr 2003
Working Paper Series
Hanken School of Economics - Department of Finance and Statistics, University of Skovde and Göteborg University - School of Business, Economics and Law
Downloads
715
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