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AFA 2004 San Diego Meetings (Archive)

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Viewing: 1 - 50 of 136 papers

1.

Discounted But Not Diversified: Organizational Structure and Conglomerate Discount

Number of pages: 67 Posted: 14 Aug 2006
Working Paper Series
affiliation not provided to SSRN
Downloads 790
2.

CEO Turnover after Acquisitions: Are Bad Bidders Fired?

Journal of Finance, August 2006, AFA 2004 San Diego Meetings
Number of pages: 69 Posted: 12 Jun 2006 Last Revised: 15 Jun 2013
Accepted Paper Series
University of Pittsburgh - Finance Group and Securities and Exchange Commission (SEC)
Downloads 568
3.

Systematic Noise

AFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 33 Posted: 14 Aug 2005
Working Paper Series
University of California, Davis, University of California, Berkeley - Haas School of Business and China Academy of Financial Research (CAFR)
Downloads 1,762
4.

Design and Renegotiation of Debt Covenants

AFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 36 Posted: 10 Jul 2005
Working Paper Series
University of California, Berkeley - Haas School of Business and Stanford Graduate School of Business
Downloads 501
5.

The Effect of Sovereign Credit Rating Changes on Emerging Stock Markets

Number of pages: 47 Posted: 19 Mar 2005
Working Paper Series
Barclays Global Investors
Downloads 893
6.

Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates

ECB Working Paper No. 977, FRB of St. Louis Working Paper No. 2004-010A
Number of pages: 29 Posted: 16 Mar 2005
Working Paper Series
Bocconi University - Department of Finance and Federal Reserve Bank of St. Louis - Research Division

Multiple version iconThere are 2 versions of this paper

Downloads 268
7.

Estimating the Dynamics of Mutual Fund Alphas and Betas

Yale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings
Number of pages: 40 Posted: 10 Mar 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,247
8.

Employee Sentiment and Stock Option Compensation

MIT Sloan Research Paper No. 4504-04, AFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 64 Posted: 10 Mar 2005
Working Paper Series
Tel Aviv University and London School of Economics & Political Science (LSE) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 638
9.

Lending Relationships in the Interbank Market

AFA 2004 San Diego Meetings
Number of pages: 38 Posted: 04 Feb 2005
Working Paper Series
London Business School, London Business School and Bank of Portugal
Downloads 415
10.

Overconfidence and Trading Volume

AFA 2004 San Diego Meetings
Number of pages: 55 Posted: 04 Feb 2005
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 723
11.

Have European Stocks Become More Volatile? An Empirical Investigation of Volatilities and Correlations in Emu Equity Markets at the Firm, Industry and Market Level

Number of pages: 35 Posted: 10 Nov 2004
Working Paper Series
Monash University - Monash Business School and University College Dublin
Downloads 193
12.

Efficiency and the Bear: Short Sales and Markets Around the World

Yale ICF Working Paper No. 02-45; EFA 2003 Annual Conference; AFA 2004 San Diego Meetings; 14th Annual Conference on Financial Economics & Accounting
Number of pages: 69 Posted: 06 Oct 2004
Working Paper Series
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)

Multiple version iconThere are 3 versions of this paper

Downloads 4,232
13.

Company Accounts-Based Modelling of Business Failures and the Implications for Financial Stability

Bank of England Working Paper No. 210
Number of pages: 34 Posted: 04 Oct 2004
Working Paper Series
Bank of England and Bank of England
Downloads 495
14.

Settlement Bank Behavior and Throughput Rules in an Rtgs Payment System with Collateralized Intraday Credit

Bank of England Working Paper No. 209
Number of pages: 34 Posted: 04 Oct 2004
Working Paper Series
Bank of England and Bank of England
Downloads 239
15.

Ownership Structure and Dividend Payout Policy in India

Corporate Governance and Dividend Payout in India, Journal of Emerging Market Finance, Vol. 5, No. 1, 15-58, April 2006
Number of pages: 41 Posted: 10 Aug 2004 Last Revised: 08 Mar 2012
Accepted Paper Series
affiliation not provided to SSRN
Downloads 2,783
16.

Economic Consequences of Sec Disclosure Regulation: Evidence from the OTC Bulletin Board

AFA 2004 San Diego Meetings
Number of pages: 43 Posted: 19 Apr 2004
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,979
17.

Monitoring and Controlling Bank Risk: Does Risky Debt Help?

AFA 2004 San Diego Meetings; FRB of Cleveland Working Paper No. 0301
Number of pages: 44 Posted: 08 Mar 2004
Accepted Paper Series
Case Western Reserve University - Department of Banking & Finance, Case Western Reserve University - Department of Banking & Finance and University of Akron
Downloads 541
18.

The Price Impact and Survival of Irrational Traders

MIT Sloan Working Paper No. 4293-03, AFA 2004 San Diego Meetings, 14th Conference on Financial Economics & Acctg. (FEA), 5th Ann. Texas Finance Festival
Number of pages: 42 Posted: 20 Jan 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Multiple version iconThere are 3 versions of this paper

Downloads 1,699
19.

Valuation Waves and Merger Activity: The Empirical Evidence

14th Conf. on Financial Economics & Accounting (FEA); AFA 2004 San Diego Meetings; EFA 2003 Meetings Paper No. 904; 5th Annual Texas Finance Festival
Number of pages: 63 Posted: 15 Jan 2004
Working Paper Series
Harvard Business School - Entrepreneurial Management Unit, Duke University - Fuqua School of Business and Fuqua School of Business, Duke University
Downloads 2,490
20.

Risk and Return Revisited

AFA 2004 San Diego Meetings
Number of pages: 55 Posted: 12 Jan 2004
Working Paper Series
Independent Author
Downloads 412
21.

The Predictive Power of Zero Intelligence in Financial Markets

AFA 2004 San Diego Meetings
Number of pages: 18 Posted: 11 Jan 2004
Working Paper Series
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Santa Fe Institute and affiliation not provided to SSRN
Downloads 631
22.

Building Relationships Early: Banks in Venture Capital

Sauder School of Business Working Paper, AFA 2004 San Diego Meetings
Number of pages: 45 Posted: 02 Jan 2004
Working Paper Series
University of Oxford - Said Business School, Arizona State University (ASU) - Finance Department and Duke University - Fuqua School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 693
23.

Borrowing Costs and the Demand for Equity Over the Life Cycle

AFA 2004 San Diego Meetings , FRB of Boston Working Paper No. 05-7
Number of pages: 42 Posted: 30 Dec 2003
Working Paper Series
University of Chicago, University of Zurich and Federal Reserve Bank of Boston - Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 236
24.

International Evidence on Financial Derivatives Usage

Financial Management, Vol. 38, No. 1, pp. 185-206, Spring 2009, AFA 2004 San Diego Meetings, EFA 2003 Glasgow
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 11 Mar 2014
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 4,827
25.

Financial Contracting with Optimistic Entrepreneurs: Theory and Evidence

AFA 2004 San Diego Meetings
Number of pages: 60 Posted: 20 Dec 2003
Working Paper Series
HEC and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 792
26.

International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk

AFA 2004 San Diego Meetings
Number of pages: 56 Posted: 14 Dec 2003
Working Paper Series
California State University and University of Queensland - Business School
Downloads 229
27.

IPO Valuation in the New and Old Economies

AFA 2004 San Diego Meetings
Number of pages: 55 Posted: 14 Dec 2003
Working Paper Series
University of Colorado at Boulder - Department of Finance and Indian Institute of Management (IIMB), Bangalore
Downloads 892
28.

Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities

FRB of Cleveland Working Paper No. 06-19, AFA 2004 San Diego Meetings
Number of pages: 45 Posted: 14 Dec 2003 Last Revised: 30 Oct 2007
Working Paper Series
National University of Singapore (NUS) - Business School and Risk Management Institute, Case Western Reserve University - Department of Banking & Finance and National City Bank
Downloads 720
29.

Issuer Surplus and the Partial Adjustment of IPO Prices To Public Information

AFA 2004 San Diego Meetings
Number of pages: 51 Posted: 14 Dec 2003
Working Paper Series
Virginia Tech and Virginia Polytechnic Institute & State University - Pamplin College of Business
Downloads 362
30.

Venture Capital and Corporate Governance in the Newly Public Firm

Review of Finance, Forthcoming
Number of pages: 51 Posted: 11 Dec 2003 Last Revised: 06 Feb 2016
Accepted Paper Series
National Bureau of Economic Research (NBER)
Downloads 1,495
31.

Commonality, Information and Return/Return Volatility - Volume Relationship

AFA 2004 San Diego Meetings
Number of pages: 36 Posted: 10 Dec 2003
Working Paper Series
Yeshiva University, Syracuse University - Whitman School of Management and National Cheng Kung University
Downloads 461
32.

The High Volume Return Premium and the Investor Recognition Hypothesis: International Evidence and Determinants

AFA 2004 San Diego Meetings
Number of pages: 53 Posted: 08 Dec 2003
Working Paper Series
University of Rochester - Simon Business School, University of Texas at Austin - Department of Economics and University of Texas at Austin - Department of Finance
Downloads 618
33.

Does Sentiment Drive the Retail Demand for Ipos?

AFA 2004 San Diego Meetings
Number of pages: 47 Posted: 08 Dec 2003
Working Paper Series
Drexel University - Department of Finance
Downloads 506
34.

Extreme Us Stock Market Fluctuations in the Wake of 9/11

AFA 2004 San Diego Meetings
Number of pages: 27 Posted: 08 Dec 2003
Working Paper Series
Maastricht University, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg - Luxembourg School of Finance
Downloads 417
35.

Commercial Office Space: Tests of a Real Options Model with Competitive Interactions

AFA 2004 San Diego Meetings
Number of pages: 21 Posted: 08 Dec 2003
Working Paper Series
Massachusetts Institute of Technology and Simon Fraser University (SFU)
Downloads 378
36.

Capital Markets Constrain Industry Scale

AFA 2004 San Diego Meetings
Number of pages: 47 Posted: 08 Dec 2003
Working Paper Series
Columbia Business School and Columbia University - Columbia Business School
Downloads 113
37.

Competition Among Market Centers

AFA 2004 San Diego Meetings
Number of pages: 48 Posted: 08 Dec 2003
Working Paper Series
University of Virginia - Darden School of Business
Downloads 199
38.

The Anatomy of Day Traders

AFA 2004 San Diego Meetings
Number of pages: 33 Posted: 08 Dec 2003
Working Paper Series
USC Marshall School of Business
Downloads 1,121
39.

Stock Market Manipulation - Theory and Evidence

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 08 Dec 2003
Working Paper Series
Northeastern University and University of Houston
Downloads 3,555
40.

Information Asymmetry, Price Momentum, and the Disposition Effect

AFA 2004 San Diego Meetings
Number of pages: 46 Posted: 08 Dec 2003
Working Paper Series
Frankfurt School of Finance & Management
Downloads 972
41.

Do Limit Orders Alter Inferences About Investor Performance and Behavior?

AFA 2004 San Diego Meetings, Journal of Finance, Forthcoming
Number of pages: 62 Posted: 08 Dec 2003 Last Revised: 08 Feb 2010
Accepted Paper Series
USC Marshall School of Business
Downloads 706
42.

Evolving Inflation Dynamics, Monetary Policy, and the Fisher Hypothesis

AFA 2004 San Diego Meetings
Number of pages: 62 Posted: 04 Dec 2003
Working Paper Series
University of Rhode Island - College of Business Administration and Massachusetts Institute of Technology
Downloads 215
43.

The Role of Adrs in the Development of Emerging Equity Markets

AFA 2004 San Diego Meetings
Number of pages: 52 Posted: 04 Dec 2003
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 562
44.

Private Equity Performance: Returns, Persistence and Capital Flows

MIT Sloan Working Paper No. 4446-03; AFA 2004 San Diego Meetings
Number of pages: 46 Posted: 04 Dec 2003
Working Paper Series
University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 9,619
45.

Intraday Market Dynamics Around Public Information Arrivals

AFA 2004 San Diego Meetings
Number of pages: 37 Posted: 04 Dec 2003
Working Paper Series
University of St. Gallen
Downloads 341
46.

Overconfidence and Trading Volume

AFA 2004 San Diego Meetings
Number of pages: 55 Posted: 04 Dec 2003
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,613
47.

The Performance of Global Portfolio Recommendations

AFA 2004 San Diego Meetings
Number of pages: 52 Posted: 04 Dec 2003
Working Paper Series
affiliation not provided to SSRN, University of Wisconsin - Milwaukee and Mississippi State University - College of Business
Downloads 257
48.

An Affine Model of Long Maturity Forward Rates, with Predictable Risk Premium

AFA 2004 San Diego Meetings
Number of pages: 44 Posted: 04 Dec 2003
Working Paper Series
City University of Hong Kong
Downloads 182
49.

On the Role of Arbitrageurs in Rational Markets

EFA 2004 Maastricht Meetings Paper No. 2390; AFA 2004 San Diego Meetings
Number of pages: 36 Posted: 04 Dec 2003
Working Paper Series
McGill University - Desautels Faculty of Management and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,483
50.

A Simple Unified Model for Pricing Derivative Securities With Equity, Interest-Rate, and Default Risk

AFA 2004 San Diego Meetings
Number of pages: 28 Posted: 04 Dec 2003
Working Paper Series
Santa Clara University - Leavey School of Business, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics
Downloads 724