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AFA 2005 Philadelphia Meetings (Archive)

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Viewing: 1 - 50 of 143 papers

1.

Financial Speculators' Underperformance: Learning, Self-Selection, and Provision of Liquidity

Number of pages: 42 Posted: 16 Sep 2005
Working Paper Series
Georgia Tech Finance/Scheller and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 465
2.

Investor Sentiment and Pre-Ipo Markets

AFA 2005 Philadelphia Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 36 Posted: 03 Aug 2005
Working Paper Series
Centre for Economic Policy Research (CEPR)Stockholm School of Economics, London Business School and University of Toronto - Rotman School of Management
Downloads 1,287
3.

Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia

AFA 2005 Philadelphia Meetings
Number of pages: 40 Posted: 26 Mar 2005
Working Paper Series
Cheung Kong Graduate School of Business, Princeton University - Department of Economics and Columbia University

Multiple version iconThere are 2 versions of this paper

Downloads 588
4.

Large Corporate Sector Stability and Economic Growth: Is What's Good for General Motors Good for America?

AFA 2005 Philadelphia Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 65 Posted: 05 Mar 2005
Working Paper Series
Suffolk University - Department of Finance, University of Alberta - Department of Finance and Statistical Analysis and National University of Singapore - Business School
Downloads 190
5.

Simple Forecasts and Paradigm Shifts

Harvard Institute of Economic Research Discussion Paper No. 2007; AFA 2005 Philadelphia Meetings
Number of pages: 49 Posted: 13 Feb 2005
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 511
6.

Differences of Opinion of Public Information and Speculative Trading in Stocks and Options

Number of pages: 46 Posted: 03 Feb 2005
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area and Cheung Kong Graduate School of Business
Downloads 378
7.

What Does the Yield Curve Tell Us About GDP Growth?

Number of pages: 40 Posted: 23 Jan 2005
Working Paper Series
BlackRock, Inc, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 1,486
8.

Does it Pay to Be Loyal? An Empirical Analysis of Underwriting Relationships and Fees

Number of pages: 37 Posted: 18 Jan 2005
Working Paper Series
University of Miami - Department of Finance, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Compass Lexecon

Multiple version iconThere are 2 versions of this paper

Downloads 338
9.

Management Quality, Financial and Investment Policies, and Asymmetric Information

AFA 2005 Philadelphia Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 5, 2009
Number of pages: 54 Posted: 16 Jan 2005 Last Revised: 12 Jan 2016
Accepted Paper Series
Boston College - Carroll School of Management, Concordia University - John Molson School of Business and Suffolk University - Department of Finance
Downloads 392
10.

Do Mutual Funds Time the Market? Evidence from Portfolio Holdings

AFA 2005 Philadelphia Meetings Paper, Journal of Financial Economics (JFE), Vol. 86, 2007
Number of pages: 49 Posted: 16 Jan 2005 Last Revised: 23 Jun 2020
Accepted Paper Series
Washington State University, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 1,391
11.

Stocks as Lotteries: the Implications of Probability Weighting for Security Prices

AFA 2005 Philadelphia Meetings Paper
Number of pages: 49 Posted: 16 Jan 2005
Working Paper Series
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,003
12.

The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter?

AFA 2005 Philadelphia Meetings
Number of pages: 44 Posted: 16 Jan 2005
Working Paper Series
University of Maryland - Robert H. Smith School of Business and Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 636
13.

Can Buybacks Be a Product of Shorter Shareholder Horizons?

AFA 2005 Philadelphia Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 35 Posted: 16 Jan 2005
Working Paper Series
BlackRock, Inc, INSEAD - Finance, ESSEC Business School, University of Virginia - Darden School of Business and BlackRock

Multiple version iconThere are 2 versions of this paper

Downloads 515
14.

Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation

AFA 2005 Philadelphia Meetings Paper, Review of Financial Studies, Forthcoming, KAIST College of Business Working Paper Series No. 2005-004, FRB of Cleveland Working Paper No. 07-04
Number of pages: 48 Posted: 16 Jan 2005 Last Revised: 18 Mar 2021
Working Paper Series
College of Business, Korea Advanced Institute of Science and Technology (KAIST) and University of Illinois

Multiple version iconThere are 2 versions of this paper

Downloads 305
15.

Conditional Betas

Number of pages: 54 Posted: 16 Jan 2005
Working Paper Series
Columbia Business School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 290
16.

Generalized Method of Moments for Samples of Unequal Length

AFA 2005 Philadelphia Meetings Paper
Number of pages: 51 Posted: 16 Jan 2005
Working Paper Series
New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 173
17.

Earnings Announcements, Order Flow, and Returns

Number of pages: 46 Posted: 13 Jan 2005
Working Paper Series
Purdue University - Krannert School of Management
Downloads 221
18.

More Banks, Less Crime? The Real and Social Effects of Bank Competition

Number of pages: 42 Posted: 13 Jan 2005
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management and Yale University, Yale SOMAQR Capital
Downloads 303
19.

Why are Stock Buyback Announcements Good News?

Number of pages: 48 Posted: 13 Jan 2005
Working Paper Series
Georgetown University and Government of the United States of America - Risk Analysis Division
Downloads 1,538
20.

Lifetime Consumption and Investment: Retirement and Constrained Borrowing

Journal of Economic Theory, Forthcoming, AFA 2005 Philadelphia Meetings Paper
Number of pages: 33 Posted: 13 Jan 2005 Last Revised: 10 Apr 2010
Accepted Paper Series
Washington University in St. Louis - Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 478
21.

Taxes and Financing Decisions

Number of pages: 33 Posted: 12 Jan 2005
Working Paper Series
Dartmouth College - Tuck School of Business and Dartmouth College - Tuck School of Business
Downloads 525
22.

Taxes, Estate Planning and Financial Theory: New Insights and Perspectives

AFA 2005 Philadelphia Meetings Paper
Number of pages: 26 Posted: 12 Jan 2005
Working Paper Series
Carnegie Mellon University, Carnegie Mellon University - David A. Tepper School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 502
23.

Multi-Period Corporate Failure Prediction with Stochastic Covariates

AFA 2005 Philadelphia Meetings Paper
Number of pages: 43 Posted: 12 Jan 2005
Working Paper Series
Stanford University - Graduate School of Business and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 260
24.

Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance

MIT Sloan Working Paper No. 4284-03
Number of pages: 42 Posted: 10 Jan 2005 Last Revised: 24 Feb 2009
Working Paper Series
Dartmouth College - Tuck School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads 6,481
25.

New Forecasts of the Equity Premium

Number of pages: 56 Posted: 10 Jan 2005
Working Paper Series
London School of Economics, Arrowstreet Capital, L.P. and Arrowstreet Capital, LP

Multiple version iconThere are 2 versions of this paper

Downloads 759
26.

Partial Adjustment Toward Target Capital Structures

Number of pages: 50 Posted: 10 Jan 2005
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate and Case Western Reserve University - Department of Banking & Finance
Downloads 1,937
27.

Understanding Common Factors in Domestic and International Bond Spreads

Number of pages: 49 Posted: 09 Jan 2005
Working Paper Series
Barclays Global Investors

Multiple version iconThere are 2 versions of this paper

Downloads 347
28.

Why are IPO Investors Net Buyers Through Lead Underwriters?

AFA 2005 Philadelphia Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 60 Posted: 07 Jan 2005
Working Paper Series
University of Texas at Austin - Department of Finance, American University - Department of Finance and Real Estate and Queen's University - Smith School of Business
Downloads 268
29.

Do Today's Trades Affect Tomorrow's IPO Allocations?

AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 36 Posted: 05 Jan 2005
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida - Department of Finance, Insurance and Real Estate and University of South Carolina
Downloads 298
30.

Optimal Equity Stakes and Corporate Control

Number of pages: 39 Posted: 05 Jan 2005
Working Paper Series
University of Maryland - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 149
31.

Determinants of Deposit-Insurance Adoption and Design

Number of pages: 43 Posted: 05 Jan 2005
Working Paper Series
World Bank, Boston College - Department of Finance and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 252
32.

Can the Tradeoff Theory Explain Debt Structure?

AFA 2005 Philadelphia Meetings Paper
Number of pages: 52 Posted: 05 Jan 2005
Working Paper Series
Boston University - Department of Finance & Economics, London Business School and University of California, Berkeley - Walter A. Haas School of Business
Downloads 1,260
33.

A New Test of Capital Structure

Number of pages: 47 Posted: 05 Jan 2005
Working Paper Series
University of Oxford - Said Business School and European Corporate Governance Institute (ECGI)

Multiple version iconThere are 2 versions of this paper

Downloads 1,722
34.

Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany and the UK

EFA 2005 Moscow Meetings Paper, ECGI - Finance Working Paper No. 89/2005, WFA 2005 Portland Meetings Paper, AFA 2005 Philadelphia Meetings Paper
Number of pages: 45 Posted: 05 Jan 2005
Working Paper Series
University of Toronto - Finance Area and London Business School - Institute of Finance and Accounting
Downloads 2,654
35.

Corruption, Firm Governance, and the Cost of Capital

Number of pages: 45 Posted: 05 Jan 2005
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,081
36.

Should Business Groups Be Dismantled? The Equilibrium Costs of Efficient Internal Capital Markets

AFA 2005 Philadelphia Meetings
Number of pages: 40 Posted: 05 Jan 2005
Working Paper Series
University of Illinois at Urbana-Champaign and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 452
37.

The Political Economy of Entry: Lobbying and Financial Development

Number of pages: 32 Posted: 05 Jan 2005
Working Paper Series
University of Amsterdam - Finance Group and Drexel University - Bennett S. LeBow College of Business
Downloads 209
38.
Downloads 1,293
39.

Tipping

AFA 2005 Philadelphia Meetings
Number of pages: 40 Posted: 02 Jan 2005
Working Paper Series
Neeley School of Business, University of Tennessee, Knoxville and University of Virginia - Darden School of Business
Downloads 578
40.

Rational Stock-Market Fluctuations

Number of pages: 43 Posted: 02 Jan 2005
Working Paper Series
University of Lugano
Downloads 106
41.

A Theory of IPO Underpricing, Issue Activity, and Long-Run Underperformance

Number of pages: 40 Posted: 02 Jan 2005
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 1,369
42.

Separating Microstructure Noise from Volatility

Number of pages: 49 Posted: 02 Jan 2005
Working Paper Series
Johns Hopkins University - Carey Business School and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 746
43.

The Impact of Acquiring Control on Productivity

Number of pages: 47 Posted: 02 Jan 2005
Working Paper Series
National Bureau of Economic Research (NBER)
Downloads 186
44.

Contractibility and the Design of Research Agreements

Number of pages: 39 Posted: 02 Jan 2005
Working Paper Series
University of California, Berkeley - Department of Economics and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 228
45.

Venture Capital: An Experiment in Computational Corporate Finance

Number of pages: 42 Posted: 02 Jan 2005
Working Paper Series
Michigan State University - Department of Finance, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) and Massachusetts Institute of Technology (MIT)
Downloads 548
46.

Government Deficits and Interest Rates: A No-Arbitrage Structural VAR Approach

Number of pages: 28 Posted: 02 Jan 2005
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area and New York University (NYU) - Department of Finance
Downloads 284
47.

Politically-Connected CEOS, Corporate Governance and Post-Ipo Performance of China's Partially Privatized Firms

Posted: 02 Jan 2005
Working Paper Series
Shanghai University of Finance and Economics, The Chinese University of Hong Kong (CUHK) - School of Accountancy and University of Sothern California

Multiple version iconThere are 2 versions of this paper

48.

How are Firms Sold?

AFA 2005 Philadelphia Meetings
Number of pages: 51 Posted: 02 Jan 2005
Working Paper Series
Texas Christian University - M.J. Neeley School of Business and University of Georgia - Department of Banking and Finance
Downloads 1,062
49.

Aggregate Corporate Liquidity and Stock Returns

Number of pages: 60 Posted: 02 Jan 2005
Working Paper Series
Harvard Business School - Finance Unit
Downloads 515
50.

The World Price of Jump and Volatility Risk

AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 53 Posted: 02 Jan 2005
Working Paper Series
Tilburg University - Tilburg University School of Economics and Management and INSEAD - Finance
Downloads 390