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EFA 2004 Maastricht Meetings (Archive)

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Viewing: 1 - 50 of 180 papers

1.

Capital Structure Decisions: Which Factors are Reliably Important?

Number of pages: 60 Posted: 24 Jul 2004 Last Revised: 11 Dec 2007
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 7,185
2.

Ownership: Evolution and Regulation

ECGI - Finance Working Paper No. 09/2003, EFA 2004 Maastricht Meetings Paper No. 3205, AFA 2003 Washington, DC Meetings, Review of Financial Studies, Forthcoming
Number of pages: 68 Posted: 26 Jan 2004 Last Revised: 30 Jun 2008
Working Paper Series
London Business School, University of Oxford - Said Business School and Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 6,541
3.

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 4,371
4.

Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk

Journal of Financial Economics, Forthcoming, EFA 2004 Maastricht Meetings Paper No. 5290
Number of pages: 46 Posted: 09 Sep 2003
Accepted Paper Series
Boston College - Carroll School of Management
Downloads 3,277
5.

Private Equity Returns and Disclosure Around the World

EFA 2004 Maastricht, EEA 2004 Madrid, EFM 2005 Madrid, Journal of International Business Studies, forthcoming 2009
Number of pages: 43 Posted: 05 Mar 2004 Last Revised: 08 Sep 2016
Working Paper Series
York University - Schulich School of Business and Goethe University Frankfurt - Institute of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 2,986
6.

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 2,824
7.

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 Business School
Downloads 2,440
8.

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 2,227
9.

Individual Stock-Option Prices and Credit Spreads

Yale ICF Working Paper No. 04-14; EFA 2004 Maastricht Meetings Paper No. 5147
Number of pages: 56 Posted: 30 Jun 2004
Working Paper Series
University of Notre Dame, Tilburg University - Department of Finance, INSEAD - Finance and Syracuse University
Downloads 2,156
10.

How Do Family Ownership, Control, and Management Affect Firm Value?

AFA 2005 Philadelphia Meetings, EFA 2004 Maastricht Meetings Paper No. 3620, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 47 Posted: 13 Jun 2004
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business and The Wharton School UPENN

Multiple version iconThere are 2 versions of this paper

Downloads 2,155
11.

Factoring Information Into Returns

EFA 2004 Maastricht Meetings Paper No. 4118
Number of pages: 27 Posted: 23 Jun 2004
Working Paper Series
Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,134
12.

A Simple Model of Credit Contagion

EFA 2004 Maastricht Meetings
Number of pages: 55 Posted: 05 Jan 2004 Last Revised: 18 Dec 2008
Working Paper Series
University of Zurich - Department of Banking and Finance, QuantAlea GmbH and University of Basel
Downloads 2,026
13.

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 1,855
14.

SEC Regulation Fair Disclosure, Information, and the Cost of Capital

Journal of Corporate Finance, Vol. 13, Nos. 2-3, pp. 300-334, 2007, AFA 2005 Philadelphia Meetings
Number of pages: 43 Posted: 15 Apr 2004
Accepted Paper Series
Washington University in Saint Louis - John M. Olin Business School, Yale School of Management and Case Western Reserve University - Weatherhead School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,801
15.

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 1,749
16.

The Informational Content of an Open Limit Order Book

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 4311
Number of pages: 38 Posted: 19 Jul 2004
Working Paper Series
Pennsylvania State University, Pennsylvania State University and Southern Illinois University
Downloads 1,734
17.

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, Cornell University, Stanford University - Graduate School of Business, affiliation not provided to SSRN and Cornell University
Downloads 1,655
18.

On Time-scaling of Risk and the Square-root-of-time Rule

EFA 2004 Maastricht Meetings Paper No. 5339
Number of pages: 25 Posted: 23 Jul 2004
Working Paper Series
London School of Economics - Systemic Risk Centre and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 1,646
19.

Corporate Finance in Europe Confronting Theory with Practice

EFA 2004 Maastricht Meetings Paper No. 2769
Number of pages: 44 Posted: 30 Jun 2004
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management, Rotterdam School of Management, Erasmus University and Tilburg University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,641
20.

Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds

AFA 2005 Philadelphia Meetings, EFA 2004 Maastrict Meetings Paper No. 4764
Number of pages: 50 Posted: 18 Jun 2004 Last Revised: 23 Dec 2007
Working Paper Series
Stanford University - Graduate School of Business and London Business School - Institute of Finance and Accounting
Downloads 1,499
21.

Stochastic Skew in Currency Options

EFA 2004 Maastricht Meetings Paper No. 1426
Number of pages: 48 Posted: 30 Jun 2004
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 1,491
22.

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

Multiple version iconThere are 3 versions of this paper

Downloads 1,446
23.

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
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 3 versions of this paper

Downloads 1,391
24.

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: 01 Jul 2004
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina at Chapel Hill and University of Michigan at Ann Arbor - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,383
25.

Are 'Market Neutral' Hedge Funds Really Market Neutral?

EFA 2004 Maastricht Meetings Paper No. 2691
Number of pages: 33 Posted: 23 Jun 2004
Working Paper Series
Duke University - Department of Economics
Downloads 1,318
26.

Do Shareholders Vote Strategically? Voting Behavior, Proposal Screening, and Majority Rules

Mannheim Finance Working Paper No. 2006-15, ECGI - Finance Working Paper No. 31/2003 , EFA 2004 Maastricht Meetings Paper No. 2516
Number of pages: 59 Posted: 08 Dec 2003 Last Revised: 19 Sep 2008
Working Paper Series
University of Mannheim Business School and State University of New York at Binghamton - School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,317
27.

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
University of Maryland - Robert H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Downloads 1,312
28.

Capital Structure, Risk and Asymmetric Information

Quarterly Journal of Finance, Vol 1 (4), 767-809 (2011)
Number of pages: 57 Posted: 21 Jul 2004 Last Revised: 25 Jul 2012
Accepted Paper Series
New York University - Stern School of Business and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 1,304
29.

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 at Chapel Hill and University of Michigan at Ann Arbor - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,270
30.

Do Tests of Capital Structure Theory Mean What They Say?

EFA 2004 Maastricht Meetings Paper No. 3411
Number of pages: 46 Posted: 18 Jun 2004
Working Paper Series
Stanford University - Graduate School of Business
Downloads 1,248
31.

Liquidity Premium and a Two-factor Model

EFA 2004 Maastricht Meetings Paper No. 2678
Number of pages: 53 Posted: 30 Jun 2004
Working Paper Series
Nottingham University Business School
Downloads 1,229
32.

Governance and Bank Valuation

EFA 2004 Maastricht Meetings Paper No. 1699; World Bank Working Paper No. 3202
Number of pages: 48 Posted: 02 Jan 2004
Working Paper Series
Williams College, European Central Bank (ECB) and UC Berkeley

Multiple version iconThere are 2 versions of this paper

Downloads 1,220
33.

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 1,217
34.

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
Cardiff University - Cardiff Business School, University of Manchester - Manchester Business School, Division of Accounting Finance and Tilburg University - Department of Finance
Downloads 1,174
35.

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 1,163
36.

Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations

EFA 2004 MAASTRICHT
Number of pages: 42 Posted: 15 Jun 2004
Working Paper Series
Harvard Business School - Finance Unit, Harvard Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,111
37.

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 1,032
38.

Credit Protection and Lending Relationships

EFA 2004 Maastricht Meetings Paper No. 4551
Number of pages: 29 Posted: 18 Jun 2004 Last Revised: 20 Feb 2010
Working Paper Series
University of Amsterdam Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,010
39.

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 1,000
40.

Global Growth Opportunities and Market Integration

EFA 2004 Maastricht Meetings Paper No. 1697
Number of pages: 56 Posted: 01 Jul 2004
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 999
41.

When are Preferred Shares Preferred? Theory and Empirical Evidence

Yale ICF Working Paper No. 03-19; USC Finance & Business Econ. Working Paper No. 01-2; EFA 2004 Maastricht Meetings Paper No. 2372
Number of pages: 52 Posted: 30 Apr 2004
Working Paper Series
Yale School of Management, Tel Aviv University - The Leon Recanati Graduate School of Business Administration, Northwestern University - Kellogg School of Management, Yeshiva University - Syms School of Business and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 938
42.

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 913
43.

Corporate Disclosure, Analyst Forecast Dispersion, and Stock Returns

Number of pages: 44 Posted: 18 Jun 2004 Last Revised: 27 Sep 2016
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, University of Kentucky - Gatton College of Business and Economics, Gonzaga University and University of Iowa - Henry B. Tippie College of Business
Downloads 907
44.

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
AIG International, Inc.
Downloads 904
45.

Corporate Governance and Internal Organization

New York University, Law & Economics Research Paper Series, Forthcoming
Number of pages: 36 Posted: 20 Nov 2003
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 897
46.

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

EFA 2004 Maastricht Meetings Paper No. 4940, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 44 Posted: 11 Jun 2004
Working Paper Series
Harvard University - Department of Economics, Northwestern University - Kellogg School of Management and UBM

Multiple version iconThere are 2 versions of this paper

Downloads 877
47.

Does Good Corporate Governance Include Employee Representation? Evidence from German Corporate Boards

EFA 2004 Maastricht Meetings Paper No. 1171
Number of pages: 35 Posted: 22 Apr 2004
Working Paper Series
University of Tennessee, Knoxville - Department of Finance and University of Miami
Downloads 837
48.

Equilibrium Asset Pricing Under Heterogeneous Information

EFA 2004 Maastricht Meetings Paper No. 5083; 13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 36 Posted: 09 Jun 2004
Working Paper Series
Centre for Economic Policy Research (CEPR), Brain, Mind and Markets Laboratory and Carnegie Mellon University - David A. Tepper School of Business
Downloads 827
49.

Heterogeneous Beliefs, Speculation, and the Equity Premium

Journal of Finance, January 2008, EFA 2004 Maastricht Meetings Paper No. 3125, AFA 2005 Philadelphia Meetings
Number of pages: 49 Posted: 28 Jun 2004 Last Revised: 26 Nov 2008
Working Paper Series
University of Calgary - Haskayne School of Business
Downloads 824
50.

Estimating Systemic Risk in the International Financial System

AFA 2005 Philadelphia Meetings Paper; EFA 2004 Maastricht Meetings Paper No. 4449
Number of pages: 61 Posted: 30 Jun 2004
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Georgia

Multiple version iconThere are 3 versions of this paper

Downloads 822