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EFA 2004 Maastricht Meetings (Archive)

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Viewing: 1 - 50 of 180 papers

1.

The Value Relevance of Top Executive Departures: Evidence from the Netherlands

Journal of Corporate Finance, Vol. 13, No. 5, 2007, EFA 2004 Maastricht Meetings Paper No. 5279
Number of pages: 36 Posted: 31 Oct 2014 Last Revised: 31 Oct 2014
Accepted Paper Series
Boston Consulting Group and University of Amsterdam - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 42
2.

Does Hedging Increase Firm Value? Comparing Premia for Hedging 'Big' Versus 'Small' Risks

EFA 2004 Maastricht Meetings Paper No. 5174
Number of pages: 48 Posted: 23 Jul 2009 Last Revised: 23 Jul 2009
Working Paper Series
Moody's Research Labs
Downloads 940
3.

The Risk and Return of Arbitrage in Dual-Listed Companies

Review of Finance, Vol. 13, 495-520, 2009.
Number of pages: 37 Posted: 01 Jun 2009 Last Revised: 30 Apr 2010
Accepted Paper Series
Rotterdam School of Management, Erasmus University, Bentley University - Department of Finance and Erasmus University - Rotterdam School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,365
4.

Measuring Default Risk Premia from Default Swap Rates and EDFs

BIS Working Paper No. 173, EFA 2004 Maastricht Meetings Paper No. 5121
Number of pages: 56 Posted: 20 Sep 2007
Working Paper Series
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Cornell University, Stanford University - Graduate School of Business, Independent and Cornell University
Downloads 1,846
5.

Adverse Selection, Public Information, and Underpricing in IPOs

EFA 2004 Maastricht Meetings Paper No. 1758
Number of pages: 28 Posted: 02 Aug 2006
Working Paper Series
Norwegian School of Economics (NHH)
Downloads 462
6.

Analyst Conflicts and Research Quality

Robert H. Smith School Research Paper No. RHS 06-042, EFA 2004 Maastricht
Number of pages: 46 Posted: 26 Jul 2006
Working Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and Georgia State University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 669
7.

Major Investments, Firm Financing Decisions, and Long-Run Performance

EFA 2004 MAASTRICHT
Number of pages: 43 Posted: 08 Mar 2006
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), University of Florida - Department of Finance, Insurance and Real Estate and University of Iowa - Tippie College of Business
Downloads 684
8.

Predicting and Pricing the Probability of Default

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 13 Nov 2005
Working Paper Series
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 1,838
9.

Euro-Zone Equity Returns: Country Versus Industry Effects

EFA 2004 Maastricht Meetings Paper No. 3454, AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 08 Nov 2005 Last Revised: 07 Jan 2010
Working Paper Series
University of Amsterdam - Amsterdam Business School, BI Norwegian Business School - Department of Finance and Tilburg University - Department of Finance
Downloads 692
10.

Related Party Transactions: Associations with Corporate Governance and Firm Value

EFA 2004 Maastricht Meetings Paper No. 4377, AFA 2006 Boston Meetings Paper
Number of pages: 60 Posted: 24 Oct 2005
Working Paper Series
Temple University - Department of Accounting, Stevens Institute of Technology - School of Business and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 2,607
11.

Look at Me Now: What Attracts U.S. Shareholders?

Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 815, EFA 2004 Maastricht No. 4086, AFA 2006 Boston Meetings Paper
Number of pages: 52 Posted: 30 Aug 2005
Working Paper Series
U.S. Federal Reserve Board of Governors, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Multiple version iconThere are 2 versions of this paper

Downloads 556
12.

Public Policy and the Creation of Active Venture Capital Markets

ECB Working Paper No. 430; EFA 2004 Maastricht Meetings Paper No. 3701; IGIER Working Paper No. 270
Number of pages: 46 Posted: 27 Apr 2005
Working Paper Series
Tilburg University, Department of Finance, University of Turin - Department ESOMAS and University of Turin - Department of Economics and Financial Sciences G. Prato
Downloads 645
13.

Participation Costs and the Sensitivity of Fund Flows to Past Performance

7th Annual Texas Finance Festival Paper, EFA 2004 Maastricht Meetings Paper No. 4718
Number of pages: 55 Posted: 30 Mar 2005
Working Paper Series
University of Texas at Austin - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Texas at Dallas
Downloads 640
14.

Related Securities and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks

EFA 2004 Maastricht Meetings Paper, Cass Business School Research Paper
Number of pages: 52 Posted: 19 Mar 2005 Last Revised: 16 Apr 2010
Working Paper Series
University of Bristol - Department of Finance and Accounting and City University London - Sir John Cass Business School
Downloads 428
15.

Cross Border Mergers and Acquisitions in Emerging Markets: The Stock Market Valuation of Corporate Control

EFA 2004 Maastricht Meetings Paper No. 3479
Number of pages: 51 Posted: 04 Feb 2005
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and University of Michigan at Ann Arbor - Department of Economics
Downloads 1,299
16.

Endogenous Events and Long Run Returns

EFA 2004 Maastricht Meetings Paper No. 4576
Number of pages: 54 Posted: 31 Jan 2005
Working Paper Series
Duke University - Fuqua School of Business and Federal Reserve Bank of Atlanta

Multiple version iconThere are 2 versions of this paper

Downloads 394
17.

International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?

ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings
Number of pages: 65 Posted: 21 Dec 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 4,478
18.

Information in the Idiosyncratic Volatility of Small Firms

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 3020
Number of pages: 59 Posted: 13 Dec 2004
Working Paper Series
University of Wisconsin - Madison - Department of Finance, Investment and Banking and Nova School of Business and Economics
Downloads 640
19.

Stock Market Performance and the Term Structure of Credit Spreads

EFA 2004 Maastricht Meetings Paper No. 1638
Number of pages: 35 Posted: 24 Aug 2004
Working Paper Series
International Center FAME and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 353
20.

Institutional Determinants of International Equity Portfolios - a Country-Level Analysis

EFA 2004 Maastricht Meetings Paper No. 2899
Number of pages: 34 Posted: 18 Aug 2004
Working Paper Series
University of Mannheim - Mannheim Research Institute for the Economics of Aging (MEA)
Downloads 168
21.

Competition and Cooperation in Divisible Good Auctions: An Experimental Examination

EFA 2004 Maastricht Meetings Paper No. 1447
Number of pages: 60 Posted: 13 Aug 2004
Working Paper Series
Hebrew University of Jerusalem - Department of Finance, School of Business, University of Vermont and University of Colorado at Boulder - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 103
22.

Do Retail Incentives Work in Privatizations?

EFA 2004 Maastricht Meetings Paper No. 04688
Number of pages: 45 Posted: 09 Aug 2004 Last Revised: 02 Oct 2008
Working Paper Series
Aalto University - School of Business, BI Norwegian Business School and Aalto University

Multiple version iconThere are 4 versions of this paper

Downloads 151
23.

Ethical Investing in Australia: Is There a Financial Penalty?

EFA 2004 Maastricht Meetings Paper No. 1224; EFMA 2004 Basel Meetings Paper
Number of pages: 33 Posted: 04 Aug 2004
Working Paper Series
Maastricht University, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Auckland University of Technology - Faculty of Business & Law
Downloads 422
24.

Project Finance as a Risk-Management Tool in International Syndicated Lending

Governance and the Efficiency of Economic Systems (GESY), SFB/TR 15, Discussion Paper No 183
Number of pages: 48 Posted: 03 Aug 2004
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Maastricht University - Department of Finance
Downloads 1,927
25.

Portfolio Problems Stopping at First Hitting Time with Application to Default Risk

EFA 2004 Maastricht Meetings Paper No. 3210
Number of pages: 30 Posted: 03 Aug 2004
Working Paper Series
University of Copenhagen and Goethe University Frankfurt
Downloads 288
26.

Microstructural Biases in Empirical Tests of Option Pricing Models

EFA 2004 Maastricht Meetings Paper No. 4875
Number of pages: 42 Posted: 03 Aug 2004
Working Paper Series
University of Virginia - McIntire School of Commerce and Cornerstone Research
Downloads 269
27.

Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options

EFA 2004 Maastricht Meetings Paper No. 3598
Number of pages: 32 Posted: 03 Aug 2004
Working Paper Series
University of Konstanz - Department of Economics, Lancaster University - Department of Accounting and Finance and University of Manchester - Division of Accounting and Finance
Downloads 171
28.

The Market Premium for the Option to Close: Evidence from Australian Gold Mining Firms

EFA 2004 Maastricht Meetings Paper No. 5312
Number of pages: 38 Posted: 03 Aug 2004
Working Paper Series
Bond University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 210
29.

Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion

EFA 2004 Maastricht Meetings Paper No. 1532
Number of pages: 32 Posted: 03 Aug 2004
Working Paper Series
Bank of Canada - Department of Monetary and Financial Analysis
Downloads 68
30.

Options on Funds: Bridging the Gap between Financial and Actuarial Pricing

EFA 2004 Maastricht Meetings Paper No. 2030
Number of pages: 31 Posted: 03 Aug 2004
Working Paper Series
Lyxor Asset Management and Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)

Multiple version iconThere are 2 versions of this paper

Downloads 377
31.

Optimal Monetary Policy, the Zero Bound and the Term Structure of Interest Rates

EFA 2004 Maastricht Meetings Paper No. 4096
Number of pages: 47 Posted: 03 Aug 2004
Working Paper Series
Independent
Downloads 110
32.

Home Sweet Home: Home Bias and International Diversification Among Individual Investors

EFA 2004 Maastricht Meetings Paper No. 3363
Number of pages: 37 Posted: 03 Aug 2004
Working Paper Series
Stockholm University - Department of Corporate Finance and Stockholm University - Stockholm Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,233
33.

Dynamic Hedging Incentives, Debt, and Warrants

EFA 2004 Maastricht Meetings Paper No. 5094
Number of pages: 34 Posted: 03 Aug 2004
Working Paper Series
London Business School and Arizona State University (ASU)
Downloads 385
34.

The Strategic Motives for Corporate Risk Management

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 5060
Number of pages: 47 Posted: 03 Aug 2004
Working Paper Series
University of Iowa - Henry B. Tippie College of Business
Downloads 1,251
35.

Options and the Bubble

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 3081
Number of pages: 46 Posted: 03 Aug 2004
Working Paper Series
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 749
36.

Good Times or Bad Times? Investors' Uncertainty and Stock Returns

Number of pages: 74 Posted: 03 Aug 2004 Last Revised: 19 Jul 2008
Working Paper Series
Southern Methodist University (SMU) - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 352
37.

Credit Ratings as Coordination Mechanisms

EFA 2004 Maastricht Meetings Paper No. 2979
Number of pages: 43 Posted: 03 Aug 2004
Working Paper Series
University of Amsterdam - Amsterdam Business School, Washington University in Saint Louis - Olin Business School and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 808
38.

Do Shareholder Rights Affect the Cost of Bank Loans?

EFA 2004 Maastricht Meetings Paper No. 5061
Number of pages: 51 Posted: 03 Aug 2004 Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of California, Berkeley and University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,048
39.

Do Investors Overvalue Firms with Bloated Balance Sheets?

EFA 2004 Maastricht Meetings Paper No. 3233; Dice Center Working Paper No. 2004-18
Number of pages: 53 Posted: 03 Aug 2004
Working Paper Series
University of California, Irvine - Paul Merage School of Business, Ohio State University (OSU) - Department of Finance, University of California, Irvine - Accounting Area and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Downloads 3,085
40.

The Adequacy of Investment Choices Offered by 401k Plans

EFA 2004 Maastricht Meetings Paper No. 1176
Number of pages: 45 Posted: 03 Aug 2004
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Fordham University - Gabelli School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 822
41.

The Costs of Bankruptcy Chapter 7 Cash Auctions vs. Chapter 11 Bargaining

EFA 2004 Maastricht Meetings Paper No. 5155
Number of pages: 71 Posted: 03 Aug 2004
Working Paper Series
IMD International, University of California, Los Angeles (UCLA) and China Academy of Financial Research (CAFR)
Downloads 768
42.

Are There Permanent Valuation Gains to Overseas Listings?

Darden School of Business Working Paper No. 03-03
Number of pages: 51 Posted: 02 Aug 2004 Last Revised: 10 Oct 2007
Working Paper Series
McGill University and University of Virginia - Darden School of Business
Downloads 1,073
43.

What Determines the Domestic Bias and Foreign Bias? Evidence from Equity Mutual Fund Allocations Worldwide

EFA 2004 Maastricht Meetings Paper No. 2527
Number of pages: 51 Posted: 02 Aug 2004
Working Paper Series
California State University, Northridge - Department of Finance, Financial Planning and Insurance, York University - Schulich School of Business and CUHK Business School
Downloads 817
44.

The Implementation Shortfall of Institutional Equity Trades

EFA 2004 Maastricht Meetings Paper No. 1813
Number of pages: 38 Posted: 26 Jul 2004
Working Paper Series
De Nederlandsche Bank, University of Groningen and APG Asset Management, GTAA Fund
Downloads 933
45.

Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data

EFA 2004 Maastricht Meetings Paper No. 3102
Number of pages: 38 Posted: 26 Jul 2004
Working Paper Series
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU) and University of Miami - Department of Finance
Downloads 578
46.

Proximity Always Matters: Evidence from Swedish Data

EFA 2004 Maastricht Meetings Paper No. 3765
Number of pages: 33 Posted: 25 Jul 2004
Working Paper Series
University of Illinois at Chicago
Downloads 155
47.

Explaining the Diversity in Shareholder Lockup Agreements

Journal of Financial Intermediation, Vol. 15, No. 2, pp. 254-280, April 2006, ECGI - Finance Working Paper No. 48/2004, EFA 2004 Maastricht Meetings Paper No. 1469
Number of pages: 38 Posted: 25 Jul 2004
Accepted Paper Series
IE Business School, IE University, University of Manchester - Manchester Business School, Division of Accounting Finance and Tilburg University - Department of Finance
Downloads 1,259
48.

Multi-Market Trading and Liquidity: Theory and Evidence

EFA 2004 Maastricht Meetings Paper No. 4642
Number of pages: 42 Posted: 25 Jul 2004
Working Paper Series
University of Utah - Department of Finance, University of Utah - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 632
49.

Block Trading, Ownership Structure, and the Value of Corporate Votes

EFA 2004 Maastricht Meetings Paper No. 4338
Number of pages: 37 Posted: 25 Jul 2004
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 479
50.

Managerial Compensation, Market Liquidity, and the Overinvestment Problem

EFA 2004 Maastricht Meetings Paper No. 2134
Number of pages: 44 Posted: 25 Jul 2004
Working Paper Series
Frankfurt School of Finance & Management
Downloads 398