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EFMA 2003 Helsinki Meetings (Archive)

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1.

Stock Market Liquidity and Firm Dividend Policy

EFMA 2003 Helsinki Meetings
Number of pages: 47 Posted: 18 Apr 2003
Working Paper Series
Stevens Institute of Technology, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,122
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 Business School

Multiple version iconThere are 2 versions of this paper

Downloads 3,062
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 2,662
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 2,559
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 2,234
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 2,186
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 1,925
8.

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 1,889
9.

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 1,850
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 1,716
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 1,652
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 Greenwich Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,626
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,577
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 1,569
15.

Financial Regulation and Supervision in EU Countries

EFMA 2003 Helsinki Meetings
Number of pages: 64 Posted: 06 May 2003
Working Paper Series
University of Bologna - Department of Management
Downloads 1,567
16.

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 1,452
17.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,427
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 1,364
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,308
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 1,284
21.

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 1,265
22.

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 1,238
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 1,168
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 1,149
25.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,129
26.

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 1,128
27.

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 1,125
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,081
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 1,078
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 1,042
31.

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 1,024
32.

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 1,020
33.

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 1,000
34.

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 992
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 990
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 986
37.

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

Multiple version iconThere are 3 versions of this paper

Downloads 977
38.

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

Multiple version iconThere are 2 versions of this paper

Downloads 973
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 The University of Edinburgh Business School
Downloads 962
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 955
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
University of Hamburg, Greenhill & Co. and University of Basel - Center for Economic Science (WWZ) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 949
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 930
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 912
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 891
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 870
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
University of California, San Diego (UCSD) - Department of Economics and Bocconi University - Department of Finance
Downloads 817
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 782
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

Multiple version iconThere are 2 versions of this paper

Downloads 781
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, Université de Lille and Université Lille Nord de France - SKEMA Business School

Multiple version iconThere are 2 versions of this paper

Downloads 728
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 709