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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 47
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 979
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 2,592
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 1,985
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 470
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 694
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 (LMU) - 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 719
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 1,948
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 703
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 2,781
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
Board of Governors of the Federal Reserve System, 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 560
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 660
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 655
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 434
15.

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

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 1,322
16.

Endogenous Events and Long Run Returns

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 402
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 4,545
18.

Information in the Idiosyncratic Volatility of Small Firms

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 665
19.

Stock Market Performance and the Term Structure of Credit Spreads

Number of pages: 35 Posted: 24 Aug 2004
Working Paper Series
International Center FAME and European Corporate Governance Institute (ECGI)
Downloads 361
20.

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

Number of pages: 34 Posted: 18 Aug 2004
Working Paper Series
University of Mannheim - Mannheim Research Institute for the Economics of Aging (MEA)
Downloads 172
21.

Competition and Cooperation in Divisible Good Auctions: An Experimental Examination

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 104
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 156
23.

Ethical Investing in Australia: Is There a Financial Penalty?

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 438
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 1,983
25.

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

Number of pages: 30 Posted: 03 Aug 2004
Working Paper Series
University of Copenhagen and Goethe University Frankfurt
Downloads 294
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 276
27.

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

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 174
28.

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

Number of pages: 38 Posted: 03 Aug 2004
Working Paper Series
Bond University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 216
29.

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

Number of pages: 32 Posted: 03 Aug 2004
Working Paper Series
Bank of Canada - Department of Monetary and Financial Analysis
Downloads 70
30.

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

Number of pages: 31 Posted: 03 Aug 2004
Working Paper Series
Metori Capital Management and Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)

Multiple version iconThere are 2 versions of this paper

Downloads 386
31.

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

Number of pages: 47 Posted: 03 Aug 2004
Working Paper Series
Independent
Downloads 113
32.

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

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 1,296
33.

Dynamic Hedging Incentives, Debt, and Warrants

Number of pages: 34 Posted: 03 Aug 2004
Working Paper Series
London Business School and Arizona State University (ASU)
Downloads 393
34.

The Strategic Motives for Corporate Risk Management

Number of pages: 47 Posted: 03 Aug 2004
Working Paper Series
University of Iowa - Henry B. Tippie College of Business
Downloads 1,311
35.

Options and the Bubble

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 787
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
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 376
37.

Credit Ratings as Coordination Mechanisms

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 823
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 1,090
39.

Do Investors Overvalue Firms with Bloated Balance Sheets?

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 3,340
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 832
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 793
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 1,088
43.

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

Number of pages: 51 Posted: 02 Aug 2004
Working Paper Series
California State University, Northridge - Department of Finance, Financial Planning and Insurance, Schulich School of Business, York University and CUHK Business School
Downloads 829
44.

The Implementation Shortfall of Institutional Equity Trades

Number of pages: 38 Posted: 26 Jul 2004
Working Paper Series
De Nederlandsche Bank, University of Groningen and affiliation not provided to SSRN
Downloads 966
45.

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

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 601
46.

Proximity Always Matters: Evidence from Swedish Data

Number of pages: 33 Posted: 25 Jul 2004
Working Paper Series
University of Illinois at Chicago
Downloads 164
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 1,274
48.

Multi-Market Trading and Liquidity: Theory and Evidence

Number of pages: 42 Posted: 25 Jul 2004
Working Paper Series
University of Rome Tor Vergata, Department of Economics and Finance, University of Utah - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 636
49.

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

Number of pages: 37 Posted: 25 Jul 2004
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 488
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
University of Vienna - Department of Finance
Downloads 406