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AFA 2004 San Diego Meetings (Archive)
175,716 Total downloads
| Link to this page
Discounted But Not Diversified: Organizational Structure and Conglomerate DiscountSergey V. Sanzhar affiliation not provided to SSRN Date Posted: August 14, 2006 Working Paper Series 740 downloads
CEO Turnover after Acquisitions: Are Bad Bidders Fired?Journal of Finance, August 2006, AFA 2004 San Diego Meetings Kenneth Lehn and Mengxin Zhao University of Pittsburgh - Finance Group and Securities and Exchange Commission (SEC) Date Posted: June 12, 2006 Last Revised: June 15, 2013 Accepted Paper Series 538 downloads
Systematic NoiseAFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper 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) Date Posted: August 14, 2005 Working Paper Series 1711 downloads
Design and Renegotiation of Debt CovenantsAFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper Nicolae Garleanu and Jeffrey Zwiebel University of California, Berkeley - Haas School of Business and Stanford Graduate School of Business Date Posted: July 10, 2005 Working Paper Series 492 downloads
The Effect of Sovereign Credit Rating Changes on Emerging Stock MarketsRodolfo Martell Barclays Global Investors Date Posted: March 19, 2005 Working Paper Series 781 downloads
Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of Interest RatesECB Working Paper No. 977, FRB of St. Louis Working Paper No. 2004-010A Massimo Guidolin and Daniel L. Thornton Bocconi University - Department of Finance and Federal Reserve Bank of St. Louis - Research Division Date Posted: March 16, 2005 Working Paper Series 257 downloads
Employee Sentiment and Stock Option CompensationMIT Sloan Research Paper No. 4504-04, AFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper Nittai Bergman and Dirk Jenter Massachusetts Institute of Technology (MIT) - Sloan School of Management and London School of Economics Date Posted: March 10, 2005 Working Paper Series 628 downloads
Estimating the Dynamics of Mutual Fund Alphas and BetasYale ICF Working Paper No. 03-03; EFA 2003 Annual Conference Paper No. 803; AFA 2004 San Diego Meetings 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 Date Posted: March 10, 2005 Working Paper Series 5128 downloads
Lending Relationships in the Interbank MarketAFA 2004 San Diego Meetings Joao F. Cocco, Francisco Gomes and Nuno C. Martins London Business School, London Business School and Bank of Portugal Date Posted: February 04, 2005 Working Paper Series 403 downloads
Overconfidence and Trading VolumeAFA 2004 San Diego Meetings 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 Date Posted: February 04, 2005 Working Paper Series 622 downloads
Have European Stocks Become More Volatile? An Empirical Investigation of Volatilities and Correlations in EMU Equity Markets at the Firm, Industry and Market LevelColm Kearney and Valerio Potì Monash University - Monash Business School and University College Dublin Date Posted: November 10, 2004 Working Paper Series 191 downloads
Efficiency and the Bear: Short Sales and Markets around the WorldYale ICF Working Paper No. 02-45; EFA 2003 Annual Conference; AFA 2004 San Diego Meetings; 14th Annual Conference on Financial Economics & Accounting 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) Date Posted: October 06, 2004 Working Paper Series 4143 downloads
Company Accounts-Based Modelling of Business Failures and the Implications for Financial StabilityBank of England Working Paper No. 210 Philip Bunn and Victoria Redwood Bank of England and Bank of England Date Posted: October 04, 2004 Working Paper Series 394 downloads
Settlement Bank Behavior and Throughput Rules in an RTGS Payment System with Collateralized Intraday CreditBank of England Working Paper No. 209 Simon Buckle and Erin Campbell Bank of England and Bank of England Date Posted: October 04, 2004 Working Paper Series 213 downloads
Ownership Structure and Dividend Payout Policy in IndiaCorporate Governance and Dividend Payout in India, Journal of Emerging Market Finance, Vol. 5, No. 1, 15-58, April 2006 Jayesh Kumar Kotak Securities Date Posted: August 10, 2004 Last Revised: March 08, 2012 Accepted Paper Series 2610 downloads
Economic Consequences of SEC Disclosure Regulation: Evidence from the OTC Bulletin BoardAFA 2004 San Diego Meetings Brian J. Bushee and Christian Leuz University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business Date Posted: April 19, 2004 Working Paper Series 1900 downloads
Monitoring and Controlling Bank Risk: Does Risky Debt Help?AFA 2004 San Diego Meetings; FRB of Cleveland Working Paper No. 0301 C. N. V. Krishnan, Peter H. Ritchken and James B. Thomson Case Western Reserve University - Department of Banking & Finance, Case Western Reserve University - Department of Banking & Finance and University of Akron Date Posted: March 08, 2004 Accepted Paper Series 535 downloads
The Price Impact and Survival of Irrational TradersMIT Sloan Working Paper No. 4293-03, AFA 2004 San Diego Meetings, 14th Conference on Financial Economics & Acctg. (FEA), 5th Ann. Texas Finance Festival 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 Date Posted: January 20, 2004 Working Paper Series 1676 downloads
Valuation Waves and Merger Activity: The Empirical Evidence14th Conf. on Financial Economics & Accounting (FEA); AFA 2004 San Diego Meetings; EFA 2003 Meetings Paper No. 904; 5th Annual Texas Finance Festival 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 Date Posted: January 15, 2004 Working Paper Series 2376 downloads
Risk and Return RevisitedAFA 2004 San Diego Meetings Shalini Singh Independent Author Date Posted: January 12, 2004 Working Paper Series 400 downloads
The Predictive Power of Zero Intelligence in Financial MarketsAFA 2004 San Diego Meetings J. Doyne Farmer, Paolo Patelli and Ilija I. Zovko Institute for New Economic Thinking, Santa Fe Institute and affiliation not provided to SSRN Date Posted: January 11, 2004 Working Paper Series 606 downloads
Building Relationships Early: Banks in Venture CapitalSauder School of Business Working Paper, AFA 2004 San Diego Meetings Thomas F. Hellmann, Laura Anne Lindsey and Manju Puri University of Oxford - Said Business School, Arizona State University (ASU) - Finance Department and Duke University - Fuqua School of Business Date Posted: January 02, 2004 Working Paper Series 688 downloads
Borrowing Costs and the Demand for Equity Over the Life CycleAFA 2004 San Diego Meetings , FRB of Boston Working Paper No. 05-7 Steven J. Davis, Felix Kubler and Paul Willen University of Chicago, University of Zurich and Federal Reserve Bank of Boston - Research Department Date Posted: December 30, 2003 Working Paper Series 232 downloads
International Evidence on Financial Derivatives UsageFinancial Management, Vol. 38, No. 1, pp. 185-206, Spring 2009, AFA 2004 San Diego Meetings, EFA 2003 Glasgow 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 Date Posted: December 23, 2003 Last Revised: March 11, 2014 Working Paper Series 4620 downloads
Financial Contracting with Optimistic Entrepreneurs: Theory and EvidenceAFA 2004 San Diego Meetings Augustin Landier and David Thesmar Toulouse School of Economics and MIT Sloan Date Posted: December 20, 2003 Working Paper Series 734 downloads
International Asset Pricing Under Habit Formation and Idiosyncratic Consumption RiskAFA 2004 San Diego Meetings Yuming Li and Maosen Zhong California State University and University of Queensland - Business School Date Posted: December 14, 2003 Working Paper Series 225 downloads
IPO Valuation in the New and Old EconomiesAFA 2004 San Diego Meetings Sanjai Bhagat and Srinivasan Rangan University of Colorado at Boulder - Department of Finance and Indian Institute of Management (IIMB), Bangalore Date Posted: December 14, 2003 Working Paper Series 859 downloads
Issuer Surplus and the Partial Adjustment of IPO Prices to
Public InformationAFA 2004 San Diego Meetings Roger M. Edelen and Gregory B. Kadlec University of California, Davis - Graduate School of Management and Virginia Polytechnic Institute & State University - Pamplin College of Business Date Posted: December 14, 2003 Working Paper Series 351 downloads
Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and VolatilitiesFRB of Cleveland Working Paper No. 06-19, AFA 2004 San Diego Meetings Jin-Chuan Duan, Peter H. Ritchken and Zhiqiang Sun National University of Singapore (NUS) - Business School and Risk Management Institute, Case Western Reserve University - Department of Banking & Finance and National City Bank Date Posted: December 14, 2003 Last Revised: October 30, 2007 Working Paper Series 687 downloads
Venture Capital and Corporate Governance in the Newly Public FirmReview of Finance, Forthcoming Yael V. Hochberg National Bureau of Economic Research (NBER) Date Posted: December 11, 2003 Last Revised: February 06, 2016 Accepted Paper Series 1397 downloads
Commonality, Information and Return/Return Volatility - Volume RelationshipAFA 2004 San Diego Meetings Xiaojun He, Raja Velu and Chunnan Chen Yeshiva University, Syracuse University - Whitman School of Management and National Cheng Kung University Date Posted: December 10, 2003 Working Paper Series 454 downloads
The High Volume Return Premium and the Investor Recognition Hypothesis: International Evidence and DeterminantsAFA 2004 San Diego Meetings Ron Kaniel, Dong Li and Laura T. Starks University of Rochester - Simon Business School, University of Texas at Austin - Department of Economics and University of Texas at Austin - Department of Finance Date Posted: December 08, 2003 Working Paper Series 598 downloads
Does Sentiment Drive the Retail Demand for IPOs?AFA 2004 San Diego Meetings Daniel Dorn Drexel University - Department of Finance Date Posted: December 08, 2003 Working Paper Series 487 downloads
Extreme US Stock Market Fluctuations in the Wake of 9/11AFA 2004 San Diego Meetings Stefan Straetmans, Willem F. C. Verschoor and Christian C. P. Wolff University of Maastricht - Limburg Institute of Financial Economics (LIFE), VU University Amsterdam, Faculty of Economics and Business Administration and University of Luxembourg - Luxembourg School of Finance Date Posted: December 08, 2003 Working Paper Series 406 downloads
Commercial Office Space: Tests of a Real Options Model with Competitive InteractionsAFA 2004 San Diego Meetings Walter N. Torous and Eduardo S. Schwartz Massachusetts Institute of Technology and University of California, Los Angeles (UCLA) - Finance Area Date Posted: December 08, 2003 Working Paper Series 376 downloads
Capital Markets Constrain Industry ScaleAFA 2004 San Diego Meetings Eslyn L. Jean-Baptiste and Michael H. Riordan Columbia Business School and Columbia University - Columbia Business School Date Posted: December 08, 2003 Working Paper Series 110 downloads
Competition Among Market CentersAFA 2004 San Diego Meetings Marc L. Lipson University of Virginia - Darden School of Business Date Posted: December 08, 2003 Working Paper Series 196 downloads
The Anatomy of Day TradersAFA 2004 San Diego Meetings Juhani T. Linnainmaa USC Marshall School of Business Date Posted: December 08, 2003 Working Paper Series 1037 downloads
Do Limit Orders Alter Inferences About Investor Performance and Behavior?AFA 2004 San Diego Meetings, Journal of Finance, Forthcoming Juhani T. Linnainmaa USC Marshall School of Business Date Posted: December 08, 2003 Last Revised: February 08, 2010 Accepted Paper Series 678 downloads
Information Asymmetry, Price Momentum, and the Disposition EffectAFA 2004 San Diego Meetings Günter Strobl Frankfurt School of Finance & Management Date Posted: December 08, 2003 Working Paper Series 937 downloads
Stock Market Manipulation - Theory and EvidenceAFA 2004 San Diego Meetings Rajesh K. Aggarwal and Guojun Wu Northeastern University and University of Houston Date Posted: December 08, 2003 Working Paper Series 3238 downloads
Evolving Inflation Dynamics, Monetary Policy, and The Fisher HypothesisAFA 2004 San Diego Meetings Shingo Goto and Walter N. Torous University of South Carolina - Darla Moore School of Business and Massachusetts Institute of Technology Date Posted: December 04, 2003 Working Paper Series 208 downloads
The Role of ADRs in the Development of Emerging Equity MarketsAFA 2004 San Diego Meetings George Andrew Karolyi Cornell University - Johnson Graduate School of Management Date Posted: December 04, 2003 Working Paper Series 546 downloads
Private Equity Performance: Returns, Persistence and Capital FlowsMIT Sloan Working Paper No. 4446-03; AFA 2004 San Diego Meetings Steven N. Kaplan and Antoinette Schoar University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management Date Posted: December 04, 2003 Working Paper Series 9010 downloads
Intraday Market Dynamics Around Public Information ArrivalsAFA 2004 San Diego Meetings Angelo Ranaldo University of St. Gallen Date Posted: December 04, 2003 Working Paper Series 332 downloads
Overconfidence and Trading VolumeAFA 2004 San Diego Meetings 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 Date Posted: December 04, 2003 Working Paper Series 1557 downloads
The Performance of Global Portfolio RecommendationsAFA 2004 San Diego Meetings Mary M. Bange, Kenneth Khang and Thomas W. Miller Jr. affiliation not provided to SSRN, University of Wisconsin - Milwaukee and Mississippi State University - College of Business Date Posted: December 04, 2003 Working Paper Series 253 downloads
An Affine Model of Long Maturity Forward Rates, with Predictable Risk PremiumAFA 2004 San Diego Meetings Andrew P. Carverhill City University of Hong Kong Date Posted: December 04, 2003 Working Paper Series 178 downloads
A Simple Unified Model for Pricing Derivative Securities with
Equity, Interest-Rate, and Default RiskAFA 2004 San Diego Meetings Sanjiv Ranjan Das, Rangarajan K. Sundaram and Suresh M. Sundaresan Santa Clara University - Leavey School of Business, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics Date Posted: December 04, 2003 Working Paper Series 719 downloads
On the Role of Arbitrageurs in Rational MarketsEFA 2004 Maastricht Meetings Paper No. 2390; AFA 2004 San Diego Meetings Benjamin Croitoru and Suleyman Basak McGill University - Desautels Faculty of Management and London Business School Date Posted: December 04, 2003 Working Paper Series 1444 downloads |
