1.
Event Study Under Noisy Estimation Period
EFMA 2003 Helsinki Meetings
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
Event Study Under Noisy Estimation Period
EFMA 2003 Helsinki Meetings
Number of pages: 54
Posted: 11 Apr 2003
Downloads
754
Event Study Under Noisy Estimation Period
EFMA 2003 Helsinki Meetings
Number of pages: 54
Posted: 04 Feb 2005
Downloads
590
Downloads
590
2.
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
791
Optimal Bank Capital with Costly Recapitalization
Journal of Business, Vol. 79, pp. 2163-2201, 2006
Posted: 11 Apr 2005
Downloads
791
3.
On Model Selection and Markov Switching: An Empirical Examination of Term Structure Models with Regime Shifts
CEPR Discussion Paper No. 4165
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
EFMA 2003 Helsinki Meetings
Posted: 01 Dec 2003
Working Paper Series
Copenhagen Business School - Department of International Economics & Management
5.
Trading Frequency and Noise
AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
Number of pages: 45
Posted: 23 Nov 2003
Working Paper Series
National Taiwan University - Department of Finance and National Taipei College of Business
Downloads
316
6.
Moral Hazard and Dynamics of Insider Ownership Stakes
EFMA 2003 Helsinki Meetings
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
249
8.
Forecasting the Economic State with Financial Market Information and Term Structure of Interest Rates
EFMA 2003 Helsinki Meetings
Number of pages: 50
Posted: 18 Jul 2003
Working Paper Series
University of Oulu
Downloads
218
9.
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
1,254
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
377
11.
Rising Sector and Style Influences on Global Equity Portfolios
EFMA 2003 Helsinki Meetings
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
411
12.
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
2,783
13.
Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets?
EFMA 2003 Helinski Meetings
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
380
14.
Price Discovery in Hybrid Markets: Further Evidence from the London Stock Exchange
EFMA 2003 Helinski Meetings
Number of pages: 22
Posted: 27 Jun 2003
Working Paper Series
National Central University at Taiwan
Downloads
274
15.
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 (LMU) - Faculty of Business Administration (Munich School of Management) and University of Hohenheim
Downloads
1,075
16.
Exchange Rate Exposure: Evidence from Finnish Stock Returns
EFMA 2003 Helsinki Meetings
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
469
17.
Information Versus Contagion: International Transmissions of the NASDAQ, Jasdaq and Kosdaq Market Returns
EFMA 2003 Helsinki Meetings
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
197
18.
Accounting Treatment of R&D Expenditures and Firm-Specific Characteristics of the R&D Capital
EFMA 2003 Helsinki Meetings
Number of pages: 44
Posted: 27 Jun 2003
Working Paper Series
University of Oulu - Department of Economics, Accounting and Finance
Downloads
436
19.
Time Varying Beta Risk for the Stocks of the Athens Stock Exchange: A Multivariate Approach
EFMA 2003 Helsinki Meetings
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
461
20.
Robust Measurement of Size and Book-to-Market Premia
EFMA 2003 Helsinki Meetings
Number of pages: 28
Posted: 27 Jun 2003
Working Paper Series
National Central University at Taiwan - Department of Economics and National Chengchi University
Downloads
313
21.
Stock Price Synchronicities in Emerging Markets
EFMA 2003 Helsinki Meetings
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
327
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
686
23.
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia
ECB Working Paper No. 274; EFA 2003 Annual Conference Paper No. 268; EFMA 2003 Helsinki Meetings
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
327
24.
The Premium-Discount Puzzle of Closed-End Bond Funds: An Empirical Examination of the Dividend Yield Preference Hypothesis
EFMA 2003 Helsinki Meetings
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
527
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 (ANU) - School of Finance and Applied Statistics, 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
EFMA 2003 Helsinki Meetings
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
429
27.
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
1,157
28.
Time Varying Prediction of UK Asset Returns
EFMA 2003 Helinksi Meetings
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
EFMA 2003 Helinski Meetings
Number of pages: 25
Posted: 24 Jun 2003
Working Paper Series
Universitaet Konstanz - Center of Finance & Econometrics (CoFE)
Downloads
2,087
30.
Mean/Variance Relation and the Conditional Distribution
EFMA 2004 Basel Meetings Paper
Number of pages: 26
Posted: 24 Jun 2003
Working Paper Series
Hanken School of Economics - Department of Finance and Statistics
Downloads
322
31.
Conditional Estimation of Diffusion Processes
EFMA 2003 Helinski Meetings
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
298
32.
Time-Series and Cross-Sectional Excess Comovement in Stock Indexes
AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
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
563
33.
The Informative Contents of Bank Debt Concentration
EFMA 2003 Helinksi Meetings
Number of pages: 27
Posted: 23 Jun 2003
Working Paper Series
University of Lille II - GERME Research Center and University of Lille II - University of Lille LSMRC & ISA
Downloads
163
34.
An Examination of Large Sell Orders in Cold IPO Aftermarkets
EFMA 2003 Helsinki Meetings
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
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
1,017
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
1,017
36.
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
909
37.
Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
EFMA 2003 Helsinki Meetings
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
247
38.
Investment Strategies Using Orthogonal Portfolios
EFMA 2003 Helsinki Meetings
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
379
39.
Inflation News and the Stock Market: Macroefficiency or Overreaction
EFMA 2003 Helsinki Meetings
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
477
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
93
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
93
41.
Risk-Adjusted Performance of European Banks Under the Basel Accord
EFMA 2003 Helsinki Meetings
Number of pages: 18
Posted: 22 Jun 2003
Working Paper Series
Macquarie University - Graduate School of Management and Macquarie Graduate School of Management
Downloads
634
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
365
43.
Price Discovery in the Presence of Boundedly Rational Agents
EFMA 2003 Helsinki Meetings
Number of pages: 37
Posted: 22 Jun 2003
Working Paper Series
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads
330
44.
Island Tides: Exploring Ecn Liquidity
EFMA 2003 Helsinki Meetings
Number of pages: 32
Posted: 21 Jun 2003
Working Paper Series
Pennsylvania State University
Downloads
462
45.
Affine Models of the Joint Dynamics of Exchange Rates and Interest Rates
EFMA 2003 Helsinki Meetings
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
391
46.
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
1,524
47.
Bank Regulation and Risk-Taking Incentives: An International Comparison of Bank Risk
EFMA 2003 Helsinki Meetings
Number of pages: 30
Posted: 21 Jun 2003
Working Paper Series
Universidad de Oviedo - Department of Business Administration
Downloads
692
48.
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
2,727
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
621
Family Ownership, Dual-Class Shares, and Risk Management
Global Finance Journal, Vol. 16, pp. 283-301, 2006
Posted: 08 Nov 2005
Downloads
621
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
657
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