SSRN eLibrary Search Results
AFA 2004 San Diego Meetings (Archive)

177,153 Total downloads | Link to this page
Search Within

Viewing: 1 - 50 of 136 papers

1.

Capital Structure Decisions

AFA 2004 San Diego Meetings
Number of pages: 56 Posted: 28 May 2003
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 9,634
2.

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 9,090
3.

Macroeconomic Factors and the Correlation of Stock and Bond Returns

Yale ICF Working Paper No. 02-46; AFA 2004 San Diego Meetings
Number of pages: 53 Posted: 23 Nov 2003
Working Paper Series
Capula Investment Services
Downloads 6,364
4.

Governance Mechanisms and Equity Prices

Yale ICF Working Paper No. 03-15; NYU, Ctr for Law and Business Research Paper No. 03-09; AFA 2004 San Diego Meetings
Number of pages: 62 Posted: 18 Sep 2003
Working Paper Series
University of Notre Dame and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 6,220
5.

Does Fuel Hedging Make Economic Sense? The Case of the US Airline Industry

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 23 Nov 2003
Working Paper Series
Oklahoma State University - Stillwater - Department of Finance, Portland State University - School of Business Administration and Oklahoma State University - Stillwater - Department of Finance
Downloads 6,073
6.

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 5,151
7.

Cross-Country Determinants of Mergers and Acquisitions

ECGI - Finance Working Paper No. 25/2003; AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 251
Number of pages: 40 Posted: 29 May 2003
Working Paper Series
Bocconi University and City University London - Faculty of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,107
8.

Corporate Governance and Accounting Scandals

AFA 2004 San Diego Meetings
Number of pages: 47 Posted: 17 Jan 2003
Working Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Culverhouse College of Commerce & Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 4,985
9.

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 4,645
10.

Hot Markets, Investor Sentiment, and IPO Pricing

AFA 2004 San Diego Meetings; Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 51 Posted: 02 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics

Multiple version iconThere are 5 versions of this paper

Downloads 4,489
11.

Why are Put Options so Expensive?

Quarterly Journal of Finance, Vol. 4, 1450015 [50 pages], 2014
Number of pages: 40 Posted: 29 Apr 2003 Last Revised: 06 Apr 2015
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 4,453
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 4,151
13.

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 3,283
14.

Liquidity and Expected Returns: Lessons from Emerging Markets

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 690
Number of pages: 56 Posted: 03 Aug 2003
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 4 versions of this paper

Downloads 3,159
15.

CAPM Over the Long-Run: 1926-2001

AFA 2004 San Diego Meetings
Number of pages: 41 Posted: 23 Nov 2003
Working Paper Series
BlackRock, Inc and University of California, Davis - Graduate School of Management
Downloads 3,045
16.

Credit Ratings and Capital Structure

AFA 2004 San Diego Meetings
Number of pages: 51 Posted: 09 Mar 2003
Working Paper Series
Boston College - Carroll School of Management
Downloads 3,010
17.

Hedge Funds and the Technology Bubble

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 446
Number of pages: 37 Posted: 23 Jul 2003
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 2,862
18.

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
Kotak Securities
Downloads 2,642
19.

Investor Overconfidence and Trading Volume

AFA 2004 San Diego Meetings
Number of pages: 52 Posted: 24 Oct 2003
Working Paper Series
Santa Clara University - Department of Finance, BYU Marriott School of Business and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,582
20.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,391
21.

Do Individual Investors Cause Post-Earnings Announcement Drift? Direct Evidence from Personal Trades

Number of pages: 51 Posted: 23 Nov 2003 Last Revised: 17 Apr 2008
Working Paper Series
University of California, Irvine - Paul Merage School of Business, University of Tennessee, Knoxville - College of Business Administration, University of Tennessee, Haslam College of Business, Accounting and Information Management and University of California, Irvine - Accounting Area

Multiple version iconThere are 2 versions of this paper

Downloads 1,997
22.

Accounting Anomalies and Information Uncertainty

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 199
Number of pages: 57 Posted: 29 Jun 2003
Working Paper Series
Duke University, Algert Global, LLC, Duke University and Duke University - Fuqua School of Business
Downloads 1,948
23.

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 1,914
24.

Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction

AFA 2004 San Diego Meetings
Number of pages: 64 Posted: 29 Nov 2003
Working Paper Series
University of California, Berkeley - Department of Economics and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,731
25.

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 1,724
26.

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 1,677
27.

Is Value Riskier Than Growth?

Simon School of Business Working Paper No. FR02-17; AFA 2004 San Diego Meetings
Number of pages: 35 Posted: 23 Nov 2003
Working Paper Series
Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,641
28.

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 4 versions of this paper

Downloads 1,577
29.

Beauty Contests, Bubbles and Iterated Expectations in Asset Markets

Cowles Foundation Discussion Paper No. 1406; AFA 2004 San Diego Meetings
Number of pages: 38 Posted: 08 Mar 2003
Working Paper Series
Imperial College London, Princeton University - Department of Economics and Bank for International Settlements
Downloads 1,554
30.

Powerful CEOs and their Impact on Corporate Performance

AFA 2004 San Diego Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 36 Posted: 11 Nov 2003
Working Paper Series
University of Illinois at Urbana-Champaign, University of New South Wales, Department of Banking and Finance and London School of Economics - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,536
31.

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 1,446
32.

Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation

AFA 2004 San Diego Meetings
Number of pages: 57 Posted: 06 Jun 2003
Working Paper Series
University of California, Berkeley - Haas School of Business and Columbia Business School - Finance and Economics
Downloads 1,439
33.

Remuneration, Retention, and Reputation Incentives for Outside Directors

AFA 2004 San Diego Meetings
Number of pages: 43 Posted: 24 Oct 2003
Working Paper Series
New York University (NYU) - Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,433
34.

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 1,410
35.

The Term Structure of Real Rates and Expected Inflation

EFA 2004 Maastricht Meetings Paper No. 1220; AFA 2004 San Diego Meetings
Number of pages: 64 Posted: 16 Jul 2003
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 3 versions of this paper

Downloads 1,391
36.

To Steal or Not to Steal: Firm Attributes, Legal Environment, and Valuation

14th Annual Conference on Financial Economics and Accounting (FEA); AFA 2004 San Diego Meetings
Number of pages: 62 Posted: 29 Apr 2003
Working Paper Series
University of Iowa - Henry B. Tippie College of Business and University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,360
37.

Volume, Opinion Divergence and Returns: A Study of Post-Earnings Announcement Drift

AFA 2004 San Diego Meetings
Number of pages: 40 Posted: 20 Nov 2003
Working Paper Series
University of Iowa - Tippie College of Business and FINRA

Multiple version iconThere are 2 versions of this paper

Downloads 1,334
38.

Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates

FDIC CFR Working Paper No. 06, EFA 2004 Maastricht Meetings Paper No. 3584, FEDS Working Paper, AFA 20004 Meetings
Number of pages: 32 Posted: 24 Oct 2003
Working Paper Series
University of Maryland - Robert H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Downloads 1,312
39.

Imperfect Competition in Financial Markets: Island vs Nasdaq

14th Annual Utah Winter Finance Conference Paper; AFA 2004 San Diego Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 40 Posted: 23 Nov 2003
Working Paper Series
Centre for Economic Policy Research (CEPR), Universite de Toulouse - (IDEI - CRG) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 1,271
40.

Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability

AFA 2004 San Diego Meetings; Anderson School of Management Working Paper
Number of pages: 42 Posted: 23 Nov 2003
Working Paper Series
Massachusetts Institute of Technology, University of California, San Diego (UCSD) - Rady School of Management and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 1,256
41.

Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development

Journal of Urban Economics, Vol. 65, pp. 237-251, 2009
Number of pages: 44 Posted: 22 Jan 2003 Last Revised: 27 Jul 2011
Accepted Paper Series
Cornerstone Research, Columbia Business School - Finance and Economics and University of British Columbia (UBC) - Division of Strategy and Business Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,242
42.

Identifying Factors within the APT: A New Approach

AFA 2004 San Diego Meetings
Number of pages: 62 Posted: 26 Nov 2003
Working Paper Series
Kansas State University (Deceased)
Downloads 1,182
43.

Marginal Stockholder Tax Effects and Ex-dividend Day Behavior - Thirty-two Years Later

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper
Number of pages: 30 Posted: 23 Nov 2003
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,136
44.

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
45.

The Role of IPO Underwriting Syndicates: Pricing, Information Production, and Underwriter Competition

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 07 May 2003
Working Paper Series
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance
Downloads 1,105
46.

A Portfolio Perspective on Option Pricing Anomalies

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 916
Number of pages: 52 Posted: 23 Jul 2003
Working Paper Series
Tilburg University - Department of Finance and INSEAD - Finance
Downloads 1,049
47.

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 1,049
48.

Does the Source of Capital Affect Capital Structure?

AFA 2004 San Diego Meetings
Number of pages: 52 Posted: 26 Feb 2003
Working Paper Series
University of Maryland - Robert H. Smith School of Business and Northwestern University - Kellogg School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,023
49.

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 943
50.

Efficient and Distortional Components to Industry Merger Waves

AFA 2004 San Diego Meetings
Number of pages: 39 Posted: 26 Jun 2003
Working Paper Series
University of Washington
Downloads 921