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EFMA 2003 Helsinki Meetings (Archive)

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Viewing: 1 - 50 of 177 papers

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 - LUMEN

Multiple version iconThere are 2 versions of this paper

Downloads 617
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

Multiple version iconThere are 2 versions of this paper

Downloads 806
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 326
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

European Financial Management Association, Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 03/2004
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 264
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 1,308
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 392
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 418
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 2,989
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 397
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 1,143
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 479
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 202
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 458
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 AdministrationAthens University of Economics and Business - Department of Business Administration and Athens University of Economics and Business
Downloads 469
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 320
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 334
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 702
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 338
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 555
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, Institute of Global Finance, UNSW Business School 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 455
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 1,228
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 2,283
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 346
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 307
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 572
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,043
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 933
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 268
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 455
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 498
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

Multiple version iconThere are 2 versions of this paper

Downloads 104
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 648
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 381
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 338
44.

Island Tides: Exploring Ecn Liquidity

Number of pages: 32 Posted: 21 Jun 2003
Working Paper Series
Pennsylvania State University
Downloads 472
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 400
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 Accounting and Finance, U.K.
Downloads 1,610
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 703
48.

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

Multiple version iconThere are 2 versions of this paper

Downloads 646
49.

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
The University of Melbourne
Downloads 719
50.

European Currency Volatility after Economic and Monetary Union

Number of pages: 35 Posted: 18 Jun 2003
Working Paper Series
Australian National University and Australian National University (ANU)
Downloads 180