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
839
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)Independent
Downloads
614
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
1,852
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
515
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
1,051
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
University of Liverpool Management School and Federal Reserve Bank of St. Louis - Research Division
There are 2 versions of this paper
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
Downloads
287
Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates
ECB Working Paper No. 977
Number of pages: 32
Posted: 23 Dec 2008
Downloads
182
Downloads
287
7.
Estimating the Dynamics of Mutual Fund Alphas and Betas
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
There are 2 versions of this paper
Estimating the Dynamics of Mutual Fund Alphas and Betas
Number of pages: 40
Posted: 10 Mar 2005
Downloads
5,365
Estimating the Dynamics of Mutual Fund Alphas and Betas
The Review of Financial Studies, Vol. 21, Issue 1, pp. 233-264, 2008
Posted: 26 Jun 2008
Downloads
5,365
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
There are 3 versions of this paper
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
Downloads
660
Employee Sentiment and Stock Option Compensation
NBER Working Paper No. w11409
Number of pages: 65
Posted: 06 Jul 2005
Last Revised: 06 Mar 2022
Downloads
47
Employee Sentiment and Stock Option Compensation
Journal of Financial Economics (JFE), Forthcoming
Posted: 22 Nov 2006
Downloads
660
9.
Lending Relationships in the Interbank Market
Number of pages: 38
Posted: 04 Feb 2005
Working Paper Series
London Business School, London Business School and Bank of Portugal
Downloads
429
10.
Overconfidence and Trading Volume
Number of pages: 55
Posted: 04 Feb 2005
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
There are 2 versions of this paper
Overconfidence and Trading Volume
Geneva Risk and Insurance Review 32(1), June 2007, 1-36.
Number of pages: 51
Posted: 28 Mar 2007
Last Revised: 26 Oct 2007
Downloads
1,153
Downloads
896
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
199
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)
There are 3 versions of this paper
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
Downloads
4,351
Efficiency and the Bear: Short Sales and Markets Around the World
NBER Working Paper No. w9466
Number of pages: 44
Posted: 08 Feb 2003
Last Revised: 15 May 2022
Downloads
147
Efficiency and the Bear: Short Sales and Markets around the World
Journal of Finance, Forthcoming
Posted: 23 Jan 2006
Downloads
4,351
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
740
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
342
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
Kotak SecuritiesManappuram Finance Limited
Downloads
3,048
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
There are 2 versions of this paper
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
Downloads
2,042
Economic Consequences of Sec Disclosure Regulation: Evidence from the OTC Bulletin Board
Journal of Accounting & Economics, Vol. 39, No. 2, 2005
Posted: 15 Apr 2004
Downloads
2,042
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
552
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
There are 3 versions of this paper
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
Downloads
1,728
The Price Impact and Survival of Irrational Traders
NBER Working Paper No. w9434
Number of pages: 50
Posted: 10 Jan 2003
Last Revised: 13 Apr 2022
Downloads
83
The Price Impact and Survival of Irrational Traders
Journal of Finance, February 2006
Posted: 12 Sep 2005
Downloads
1,728
19.
Valuation Waves and Merger Activity: The Empirical Evidence
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
2,651
20.
Risk and Return Revisited
AFA 2004 San Diego Meetings
Number of pages: 55
Posted: 12 Jan 2004
Working Paper Series
Independent Author
Downloads
424
21.
The Predictive Power of Zero Intelligence in Financial Markets
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
657
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
There are 3 versions of this paper
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
Downloads
722
Building Relationships Early: Banks in Venture Capital
NBER Working Paper No. w10535
Number of pages: 37
Posted: 17 Jun 2004
Last Revised: 16 Apr 2022
Downloads
85
Building Relationships Early: Banks in Venture Capital
Review of Financial Studies, Vol. 21, Issue 2, pp. 513-541, 2008
Posted: 26 Jun 2008
Downloads
722
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
There are 2 versions of this paper
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
Downloads
256
Borrowing Costs and the Demand for Equity Over the Life Cycle
NBER Working Paper No. w9331
Number of pages: 45
Posted: 16 Nov 2002
Last Revised: 01 Jan 2022
Downloads
46
Downloads
256
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, WBS Finance Group Research Paper No. 30
Number of pages: 52
Posted: 23 Dec 2003
Last Revised: 18 Dec 2019
Working Paper Series
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads
5,089
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) - Sloan School of Management
Downloads
854
26.
International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk
Number of pages: 56
Posted: 14 Dec 2003
Working Paper Series
California State University and University of Queensland - Business School
Downloads
233
27.
IPO Valuation in the New and Old Economies
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
927
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
766
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
376
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
1,594
31.
Commonality, Information and Return/Return Volatility - Volume Relationship
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
483
32.
The High Volume Return Premium and the Investor Recognition Hypothesis: International Evidence and Determinants
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
657
33.
Does Sentiment Drive the Retail Demand for Ipos?
Number of pages: 47
Posted: 08 Dec 2003
Working Paper Series
Drexel University - Department of Finance
Downloads
536
34.
Extreme Us Stock Market Fluctuations in the Wake of 9/11
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
Downloads
456
35.
Commercial Office Space: Tests of a Real Options Model with Competitive Interactions
Number of pages: 21
Posted: 08 Dec 2003
Working Paper Series
Massachusetts Institute of Technology and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads
396
36.
Capital Markets Constrain Industry Scale
Number of pages: 47
Posted: 08 Dec 2003
Working Paper Series
Columbia Business School and Columbia University - Columbia Business School
Downloads
146
37.
Competition Among Market Centers
Number of pages: 48
Posted: 08 Dec 2003
Working Paper Series
University of Virginia - Darden School of Business
Downloads
208
38.
The Anatomy of Day Traders
Number of pages: 33
Posted: 08 Dec 2003
Working Paper Series
Dartmouth College - Tuck School of Business
Downloads
1,327
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
4,415
40.
Information Asymmetry, Price Momentum, and the Disposition Effect
Number of pages: 46
Posted: 08 Dec 2003
Working Paper Series
University of Vienna - Department of Finance
Downloads
1,016
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
Dartmouth College - Tuck School of Business
Downloads
767
42.
Evolving Inflation Dynamics, Monetary Policy, and the Fisher Hypothesis
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
226
43.
The Role of Adrs in the Development of Emerging Equity Markets
Number of pages: 52
Posted: 04 Dec 2003
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
586
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
10,391
45.
Intraday Market Dynamics Around Public Information Arrivals
Number of pages: 37
Posted: 04 Dec 2003
Working Paper Series
University of St. Gallen
Downloads
356
46.
Overconfidence and Trading Volume
Number of pages: 55
Posted: 04 Dec 2003
Working Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
There are 2 versions of this paper
Overconfidence and Trading Volume
Geneva Risk and Insurance Review 32(1), June 2007, 1-36.
Number of pages: 51
Posted: 28 Mar 2007
Last Revised: 26 Oct 2007
Downloads
1,153
Downloads
1,698
47.
The Performance of Global Portfolio Recommendations
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 BusinessSaint Louis University - Department of Finance
Downloads
260
48.
An Affine Model of Long Maturity Forward Rates, with Predictable Risk Premium
Number of pages: 44
Posted: 04 Dec 2003
Working Paper Series
City University of Hong Kong
Downloads
188
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
There are 3 versions of this paper
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
Downloads
1,513
On the Role of Arbitrageurs in Rational Markets
Number of pages: 37
Posted: 15 Feb 2005
Downloads
23
On the Role of Arbitrageurs in Rational Markets
Journal of Financial Economics, Forthcoming
Posted: 19 Jul 2005
Downloads
1,513
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 University - Columbia Business School, Finance
Downloads
743
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