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EUROFIDAI-ESSEC Paris December Finance Meeting 2021 (Archive)

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Viewing: 1 - 50 of 72 papers

1.

Pandemic Lending: The Unintended Effects of Model-based Regulation

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 40 Posted: 04 Feb 2022
Working Paper Series
University of Essex - Essex Business School, University of Nottingham, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 81
2.

The (Un)intended Consequences of M&A Regulatory Enforcements

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 03 Feb 2022
Working Paper Series
NHH-Caltech, Univ. Lille, ULR 4112 - LUMEN, Loyola Marymount University - Department of Finance and California Institute of Technology
Downloads 112
3.

How Do Acquisitions Affect the Mental Health of Employees?

Swedish House of Finance Research Paper No. 21-21, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 76 Posted: 16 Nov 2021 Last Revised: 02 Dec 2021
Working Paper Series
ESSEC Business School - Finance Department, Stockholm School of Economics, Swedish House of Finance - Stockholm School of Economics and Nova School of Business and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 133
4.

Do Speculators Exacerbate Managerial Myopia? Evidence from Margin Traders in China

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 56 Posted: 27 Oct 2021 Last Revised: 29 Oct 2021
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management
Downloads 98
5.

Salience, Awareness, and the Takeover Attraction Effect of Information Bundling

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 35 Posted: 26 Oct 2021 Last Revised: 02 Aug 2022
Working Paper Series
University of Kentucky - Gatton College of Business and Economics
Downloads 42
6.

Does Portfolio Disclosure Make Money Smarter?

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 50 Posted: 26 Oct 2021
Working Paper Series
The Hong Kong Polytechnic University - School of Accounting and Finance, The University of Hong Kong and University of Vaasa - Department of Accounting and Finance
Downloads 104
7.

Mispricing, Misallocation, and Corporate Investment

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 26 Oct 2021 Last Revised: 10 Dec 2021
Working Paper Series
University of Münster - Finance Center Muenster
Downloads 51
8.

Monetary Policy and Cryptocurrencies

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 26 Oct 2021
Working Paper Series
Deutsche Bundesbank
Downloads 251
9.

Funding Conditions, Transaction Costs and the Performance of Anomalies

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 26 Oct 2021
Working Paper Series
University of Montreal and Université de Montréal
Downloads 41
10.

Investing Like My Parents: Do Parents Affect Children’s Risk Taking Behavior?

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 59 Posted: 26 Oct 2021 Last Revised: 07 Dec 2021
Working Paper Series
University of Lausanne and T. Rowe Price
Downloads 123
11.

Did Western CEO Incentives Contribute to China’s Technological Rise?

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 60 Posted: 26 Oct 2021 Last Revised: 28 Oct 2022
Working Paper Series
University of British Columbia and University of Texas at Dallas
Downloads 138
12.

The Markets in Financial Instruments Directive and Sensitivity of Investors’ Portfolio Allocation to Analyst Recommendations

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 26 Oct 2021
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Frankfurt School of Finance & Management
Downloads 66
13.

The Risk and Return of Impact Investing Funds

Number of pages: 99 Posted: 26 Oct 2021 Last Revised: 09 Sep 2022
Working Paper Series
HEC Paris, Yale School of Management and Cornell University - SC Johnson Graduate School of Business
Downloads 830
14.

Retail Customer Reactions to Private Equity Acquisitions

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 56 Posted: 26 Oct 2021 Last Revised: 14 Nov 2022
Working Paper Series
University of St. Gallen and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 102
15.

Whither Weather?: High Temperature, Climate Change and Mortgage Default

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 46 Posted: 26 Oct 2021
Working Paper Series
Wisconsin School of Business, University of Wisconsin-Madison, University of Wisconsin - Madison, School of Business, Department of Real Estate and Urban Land Economics, Sun Yat-sen University and University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics
Downloads 193
16.

On the Origin of IPO Profits

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC, Université Paris-Dauphine Research Paper No. 3947927
Number of pages: 61 Posted: 26 Oct 2021 Last Revised: 22 Feb 2022
Working Paper Series
University of Arizona - Department of Finance, New Economic School, Moscow and Université Paris Dauphine - PSL
Downloads 78
17.

Learning from Errors in Entrepreneurship

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 26 Oct 2021 Last Revised: 29 Nov 2021
Working Paper Series
University of Toronto - Rotman School of Management
Downloads 154
18.

Judge Ideology and Opportunistic Insider Trading

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 62 Posted: 26 Oct 2021 Last Revised: 10 Oct 2022
Working Paper Series
Hong Kong University of Science and Technology - Department of Accounting, University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 214
19.

Trust in Finance and Consumer Fintech Adoption

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 56 Posted: 26 Oct 2021 Last Revised: 12 Nov 2022
Working Paper Series
Erasmus University Rotterdam (EUR), Hong Kong University of Science & Technology (HKUST) and University of St. Gallen
Downloads 190
20.

The Design of a Central Counterparty

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 21/2021, Swedish House of Finance Research Paper No. 21-17, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 16 Sep 2021 Last Revised: 11 Sep 2022
Working Paper Series
(HKIMR)
Downloads 108
21.

Modeling Conditional Factor Risk Premia Implied by Index Option Returns

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71 Posted: 02 Sep 2021 Last Revised: 30 Nov 2021
Working Paper Series
UNSW Business School, University of Houston - C.T. Bauer College of Business and HEC Montréal
Downloads 414
22.

Do Salient Climatic Risks Affect Shareholder Voting?

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 02 Aug 2021 Last Revised: 31 Oct 2022
Working Paper Series
Drexel University - Department of Finance and Rotterdam School of Management, Erasmus University
Downloads 207
23.

The Determinants of ESG Ratings: Rater Ownership Matters

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 54 Posted: 22 Jul 2021 Last Revised: 06 Jun 2022
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics, University of Liverpool - Management School (ULMS) and Lancaster University - Lancaster University Management School
Downloads 1,252
24.

A Skeptical Appraisal of Robust Asset Pricing Tests

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 62 Posted: 08 Jul 2021 Last Revised: 16 May 2022
Working Paper Series
University of Neuchatel - Institute of Financial Analysis and Karlsruhe Institute of Technology
Downloads 270
25.

When Paid Work Gives in to Unpaid Care Work: Evidence from the Hedge Fund Industry under COVID-19

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 23 Jun 2021 Last Revised: 19 Oct 2021
Working Paper Series
Neoma Business School, University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads 184
26.

Bank Balance Sheet Constraints and Bond Liquidity

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 49 Posted: 11 Jun 2021 Last Revised: 18 Oct 2021
Working Paper Series
European Central Bank (ECB) - Financial Research and Harvard University

Multiple version iconThere are 2 versions of this paper

Downloads 274
27.

ESG Lending

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC, European Corporate Governance Institute – Finance Working Paper No. 817/2022
Number of pages: 68 Posted: 11 Jun 2021 Last Revised: 06 Dec 2022
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida, Seoul National University and Hankuk University of Foreign Studies
Downloads 2,901
28.

Measuring and Pricing Cyclone-Related Physical Risk Under Changing Climate

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 43 Posted: 03 Jun 2021 Last Revised: 19 Oct 2021
Working Paper Series
CREST-ENSAE, Ecole Polytechnique, Palaiseau and ENSAE, Institut Polytechnique de Paris
Downloads 280
29.

Hiding in Plain Sight: The Global Implications of Manager Disclosure

Darden Business School Working Paper No. 3858045, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 34 Posted: 03 Jun 2021 Last Revised: 19 Oct 2021
Working Paper Series
University of Virginia - Darden School of Business, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Missouri at Columbia - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 140
30.

Learning about Latent Dynamic Trading Demand

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 28 May 2021 Last Revised: 18 Oct 2021
Working Paper Series
Rutgers, The State University of New Jersey, Ulsan National Institute of Science and Technology (UNIST), Rutgers, The State University of New Jersey and Carnegie Mellon University - David A. Tepper School of Business
Downloads 65
31.

Dark Triad Personality Traits and Selective Hedging

Journal of Business Ethics, DOI: 10.1007/s10551-021-04985-z, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC, TAF Working Paper No. 60/May 2021
Number of pages: 59 Posted: 28 May 2021 Last Revised: 02 Nov 2021
Accepted Paper Series
Paderborn University, St John's University - School of Risk Management, Paderborn University and Paderborn University
Downloads 103
32.

Do Non-Banks Need Access to the Lender of Last Resort? Evidence from Fund Runs

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 40 Posted: 11 May 2021 Last Revised: 02 Nov 2022
Working Paper Series
European Central Bank (ECB) - Financial Research and European Central Bank (ECB)
Downloads 157
33.

When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 10 May 2021 Last Revised: 22 Nov 2022
Working Paper Series
Princeton University - Department of Economics, ITAM, Board of Governors of the Federal Reserve System and Princeton University - Department of Operations Research and Financial Engineering

Multiple version iconThere are 3 versions of this paper

Downloads 490
34.

Pricing Event Risk: Evidence from Concave Implied Volatility Curves

Swiss Finance Institute Research Paper No. 21-48, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 55 Posted: 07 May 2021 Last Revised: 06 May 2022
Working Paper Series
University of Liverpool Management School, University of Lausanne, University of Liverpool Management School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 630
35.

Index-Linked Trading and Stock Returns

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 26 Apr 2021 Last Revised: 19 Oct 2021
Working Paper Series
University of Colorado at Boulder - Leeds School of Business
Downloads 178
36.

Bank Supervision and Managerial Control Systems: The Case of Minority Lending

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC, Kenan Institute of Private Enterprise Research Paper No. 3825119, Chicago Booth Research Paper No. 21-12, Fama-Miller Working Paper
Number of pages: 54 Posted: 20 Apr 2021 Last Revised: 31 Aug 2022
Working Paper Series
University of Utah, David Eccles School of Business, Students, University of North Carolina Kenan-Flagler Business School, Board of Governors of the Federal Reserve System and University of Chicago

Multiple version iconThere are 2 versions of this paper

Downloads 284
37.

The Effect of ESG Disclosure on Corporate Investment Efficiency

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 76 Posted: 10 Apr 2021 Last Revised: 31 Oct 2022
Working Paper Series
French Banking Supervisory Authority and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 981
38.

How Competitive is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing

Number of pages: 59 Posted: 07 Apr 2021 Last Revised: 15 Aug 2022
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Minnesota, Finance
Downloads 1,905
39.

The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 72 Posted: 29 Mar 2021 Last Revised: 22 Apr 2022
Working Paper Series
University of Essex - Department of Economics, London School of Economics & Political Science (LSE) - Department of Finance and University of Cambridge - Faculty of Economics
Downloads 123
40.

Housing Yields

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 67 Posted: 22 Mar 2021 Last Revised: 07 Dec 2021
Working Paper Series
Ca Foscari University of Venice, University of Turin - Collegio Carlo Alberto and Said Business School, University of Oxford
Downloads 127
41.

Model Comparison with Transaction Costs

Journal of Finance, Forthcoming, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 77 Posted: 17 Mar 2021 Last Revised: 07 Nov 2022
Accepted Paper Series
Baylor University - Hankamer School of Business, Simon Business School, University of Rochester and Pennsylvania State University
Downloads 505
42.

Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 66 Posted: 16 Mar 2021 Last Revised: 17 Nov 2022
Working Paper Series
London Business School, Universitat Pompeu Fabra, Universidad Carlos III de Madrid - Department of Statistics and CUNEF Universidad
Downloads 1,709
43.

FinTech Lending and Cashless Payments

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 74 Posted: 12 Mar 2021 Last Revised: 11 Mar 2022
Working Paper Series
Indian Institute of Management (IIMB), Bangalore, Harvard Business School - Finance Unit and University of Pennsylvania - The Wharton School
Downloads 927
44.

Corporate Reorganization as Labor Insurance in Bankruptcy

Number of pages: 77 Posted: 12 Mar 2021 Last Revised: 30 Aug 2022
Working Paper Series
Banco de Portugal and New York University (NYU) - Department of Finance
Downloads 226
45.

"Less is More": Credit Default Swaps and Firm Cyclicality

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 61 Posted: 11 Mar 2021 Last Revised: 30 Nov 2021
Working Paper Series
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), University of Edinburgh and ESCP Business School
Downloads 159
46.

Using High-Frequency Evaluations to Estimate Disparate Treatment: Evidence from Mortgage Loan Officers

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 70 Posted: 02 Mar 2021 Last Revised: 23 Mar 2022
Working Paper Series
Marshall School of Business, Arizona State University (ASU) - W.P. Carey School of Business and Federal Reserve Bank of Philadelphia
Downloads 394
47.

Angels and Demons: The Negative Effect of Employees' Angel Investments on Corporate Innovation

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 70 Posted: 22 Feb 2021 Last Revised: 22 Nov 2021
Working Paper Series
University of Mannheim, Finance area and University of Mannheim - Finance Area
Downloads 175
48.

Dealer Networks and the Cost of Immediacy

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 73 Posted: 19 Feb 2021 Last Revised: 06 Sep 2022
Working Paper Series
Copenhagen Business School - Department of Finance, BI Norwegian Business School and BI Norwegian Business School
Downloads 201
49.

Better Be Careful: The Replenishment of ABS backed by SME Loans

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 90 Posted: 18 Feb 2021 Last Revised: 19 Oct 2021
Working Paper Series
University of Münster, University of Münster and Deutsche BundesbankUniversity of Münster

Multiple version iconThere are 2 versions of this paper

Downloads 67
50.

A Penalized Two-Pass Regression to Predict Stock Returns with Time-Varying Risk Premia

Swiss Finance Institute Research Paper No. 21-09, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 50 Posted: 01 Feb 2021 Last Revised: 01 Dec 2022
Working Paper Series
EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of Geneva - Geneva School of Economics and Management and Swiss Finance Institute - University of Geneva
Downloads 348