SSRN AFA 2004 San Diego Meetings (Archive)

1.

Capital Structure Decisions

AFA 2004 San Diego Meetings

Number of pages: 56 Posted: 28 May 2003

Working Paper Series

Murray Z. Frank and Vidhan K. Goyal

University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 9,596

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

Steven N. Kaplan and Antoinette Schoar

University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 9,046

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

Lingfeng Li

Capula Investment Services

Downloads 6,317

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

Martijn Cremers and Vinay B. Nair

University of Notre Dame and University of Pennsylvania - Finance Department

There are 2 versions of this paper

Downloads 6,210

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

David Carter, Daniel A. Rogers and Betty J. Simkins

Oklahoma State University - Stillwater - Department of Finance, Portland State University - School of Business Administration and Oklahoma State University - Stillwater - Department of Finance

Downloads 5,958

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

Matthew I. Spiegel, Harry Mamaysky and Hong Zhang

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

Downloads 5,140

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

Stefano Rossi and Paolo F. Volpin

Bocconi University and City University London - Faculty of Finance

There are 2 versions of this paper

Downloads 5,086

8.

Corporate Governance and Accounting Scandals

AFA 2004 San Diego Meetings

Number of pages: 47 Posted: 17 Jan 2003

Working Paper Series

Anup Agrawal and Sahiba Chadha

University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama - Culverhouse College of Commerce & Business Administration

There are 2 versions of this paper

Downloads 4,954

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

Söhnke M. Bartram, Gregory W. Brown and Frank Fehle

Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital

Downloads 4,629

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

Alexander Ljungqvist, Rajdeep Singh and Vikram K. Nanda

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

There are 5 versions of this paper

Downloads 4,473

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

Oleg Bondarenko

University of Illinois at Chicago - Department of Finance

Downloads 4,377

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

Arturo Bris, William N. Goetzmann and Ning Zhu

IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)

There are 3 versions of this paper

Downloads 4,149

13.

Stock Market Manipulation - Theory and Evidence

AFA 2004 San Diego Meetings

Number of pages: 49 Posted: 08 Dec 2003

Working Paper Series

Rajesh K. Aggarwal and Guojun Wu

Northeastern University and University of Houston

Downloads 3,265

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

Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad

Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School

There are 4 versions of this paper

Downloads 3,148

15.

CAPM Over the Long-Run: 1926-2001

AFA 2004 San Diego Meetings

Number of pages: 41 Posted: 23 Nov 2003

Working Paper Series

Andrew Ang and Joseph Chen

BlackRock, Inc and University of California, Davis - Graduate School of Management

Downloads 3,037

16.

Credit Ratings and Capital Structure

AFA 2004 San Diego Meetings

Number of pages: 51 Posted: 09 Mar 2003

Working Paper Series

Darren J. Kisgen

Boston College - Carroll School of Management

Downloads 2,976

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

Stefan Nagel and Markus K. Brunnermeier

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 2,858

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

Jayesh Kumar

Kotak Securities

Downloads 2,623

19.

Investor Overconfidence and Trading Volume

AFA 2004 San Diego Meetings

Number of pages: 52 Posted: 24 Oct 2003

Working Paper Series

Meir Statman, Steven Thorley and Keith Vorkink

Santa Clara University - Department of Finance, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

There are 2 versions of this paper

Downloads 2,576

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

Matthew Rhodes-Kropf, S. Viswanathan and David T. Robinson

Harvard Business School - Entrepreneurial Management Unit, Duke University - Fuqua School of Business and Fuqua School of Business, Duke University

There are 2 versions of this paper

Downloads 2,387

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

David A. Hirshleifer, James N. Myers, Linda A. Myers and Siew Hong Teoh

University of California, Irvine - Paul Merage School of Business, University of Tennessee, Knoxville - Haslam College of Business, University of Tennessee, Haslam College of Business, Accounting and Information Management and University of California - Paul Merage School of Business

There are 2 versions of this paper

Downloads 1,995

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

Jennifer Francis, Ryan LaFond, Per Olsson and Katherine Schipper

Duke University, Algert Global, LLC, Duke University and Duke University - Fuqua School of Business

Downloads 1,945

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

Brian J. Bushee and Christian Leuz

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 1,910

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

Ulrike Malmendier and Geoffrey A. Tate

University of California, Berkeley - Department of Economics and University of North Carolina Kenan-Flagler Business School

There are 2 versions of this paper

Downloads 1,721

25.

Systematic Noise

AFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper

Number of pages: 33 Posted: 14 Aug 2005

Working Paper Series

Brad M. Barber, Terrance Odean and Ning Zhu

University of California, Davis, University of California, Berkeley - Haas School of Business and China Academy of Financial Research (CAFR)

Downloads 1,719

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

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

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

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

Ralitsa Petkova and Lu Zhang

Case Western Reserve University - Department of Banking & Finance and Ohio State University - Fisher College of Business

There are 2 versions of this paper

Downloads 1,639

28.

Overconfidence and Trading Volume

AFA 2004 San Diego Meetings

Number of pages: 55 Posted: 04 Dec 2003

Working Paper Series

Markus Glaser and Martin Weber

Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance

There are 4 versions of this paper

Downloads 1,564

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

Franklin Allen, Stephen Morris and Hyun Song Shin

Imperial College London, Princeton University - Department of Economics and Bank for International Settlements

Downloads 1,549

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

Heitor Almeida, Renee B. Adams and Daniel Ferreira

University of Illinois at Urbana-Champaign, University of New South Wales, Department of Banking and Finance and London School of Economics - Department of Finance

There are 2 versions of this paper

Downloads 1,532

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

Benjamin Croitoru and Suleyman Basak

McGill University - Desautels Faculty of Management and London Business School

There are 3 versions of this paper

Downloads 1,445

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

Terrence Hendershott and Charles M. Jones

University of California, Berkeley - Haas School of Business and Columbia Business School - Finance and Economics

Downloads 1,436

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

David Yermack

New York University (NYU) - Stern School of Business

There are 3 versions of this paper

Downloads 1,429

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

Yael V. Hochberg

National Bureau of Economic Research (NBER)

Downloads 1,401

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

Geert Bekaert and Andrew Ang

Columbia Business School - Finance and Economics and BlackRock, Inc

There 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

Art Durnev and E. Han Kim

University of Iowa - Henry B. Tippie College of Business and University of Michigan, Stephen M. Ross School of Business

There are 3 versions of this paper

Downloads 1,358

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

Jon A. Garfinkel and Jonathan S. Sokobin

University of Iowa - Tippie College of Business and FINRA

There are 2 versions of this paper

Downloads 1,324

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

Dilip B. Madan, Gurdip Bakshi and Frank Xiaoling Zhang

University of Maryland - Robert H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Morgan Stanley

Downloads 1,307

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

Bruno Biais, Christophe Bisiere and Chester S. Spatt

Centre for Economic Policy Research (CEPR), Universite de Toulouse - (IDEI - CRG) and Carnegie Mellon University - David A. Tepper School of Business

Downloads 1,268

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

Walter N. Torous, Rossen I. Valkanov and Harrison G. Hong

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 1,254

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

Laarni T. Bulan, Christopher J. Mayer and C. Tsuriel Somerville

Cornerstone Research, Columbia Business School - Finance and Economics and University of British Columbia (UBC) - Division of Strategy and Business Economics

There are 3 versions of this paper

Downloads 1,235

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

Hui Frank Xue

Kansas State University (Deceased)

Downloads 1,181

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

Edwin J. Elton, Martin J. Gruber and Christopher R. Blake

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Gabelli School of Business, Fordham University

There are 2 versions of this paper