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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

AFA 2005 Philadelphia Meetings
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 446
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
New York University (NYU) - Department of Finance, London Business School and University of Toronto - Rotman School of Management
Downloads 1,230
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
New York University (NYU) - Department of Finance, Princeton University - Department of Economics and Columbia University

Multiple version iconThere are 2 versions of this paper

Downloads 565
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 183
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 499
6.

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

AFA 2005 Philadelphia Meetings
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 369
7.

What Does the Yield Curve Tell Us About GDP Growth?

AFA 2005 Philadelphia Meetings; Columbia Business School Working Paper
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 - Division of Monetary Affairs

Multiple version iconThere are 2 versions of this paper

Downloads 1,440
8.

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

AFA 2005 Philadelphia Meetings; EFA 2003 Annual Conference Paper No. 550
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 320
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 372
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: 36 Posted: 16 Jan 2005 Last Revised: 20 Feb 2013
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 1,298
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
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 801
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 621
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 486
14.

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

AFA 2005 Philadelphia Meetings Paper, Review of Financial Studies, Forthcoming, KAIST Business School Working Paper Series No. 2005-004, FRB of Cleveland Working Paper No. 07-04
Number of pages: 48 Posted: 16 Jan 2005 Last Revised: 29 Aug 2008
Working Paper Series
KAIST (Korea Advanced Institute of Science and Technology) - College of Business and University of Illinois

Multiple version iconThere are 2 versions of this paper

Downloads 289
15.

Conditional Betas

AFA 2005 Philadelphia Meetings Paper
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 266
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 167
17.

Earnings Announcements, Order Flow, and Returns

AFA 2005 Philadelphia Meetings Paper
Number of pages: 46 Posted: 13 Jan 2005
Working Paper Series
Purdue University - Krannert School of Management
Downloads 212
18.

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

AFA 2005 Philadelphia Meetings Paper
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 SOM
Downloads 268
19.

Why are Stock Buyback Announcements Good News?

AFA 2005 Philadelphia Meetings Paper
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 1,362
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 457
21.

Taxes and Financing Decisions

AFA 2005 Philadelphia Meetings Paper
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 501
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 483
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 248
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 6,318
25.

New Forecasts of the Equity Premium

AFA 2005 Philadelphia Meetings
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 737
26.

Partial Adjustment Toward Target Capital Structures

AFA 2005 Philadelphia Meetings
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 1,866
27.

Understanding Common Factors in Domestic and International Bond Spreads

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

Multiple version iconThere are 2 versions of this paper

Downloads 328
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 250
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 - Darla Moore School of Business
Downloads 278
30.

Optimal Equity Stakes and Corporate Control

AFA 2005 Philadelphia Meetings Paper
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 146
31.

Determinants of Deposit-Insurance Adoption and Design

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

Multiple version iconThere are 3 versions of this paper

Downloads 242
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 1,197
33.

A New Test of Capital Structure

AFA 2005 Philadelphia Meetings
Number of pages: 47 Posted: 05 Jan 2005
Working Paper Series
University of Oxford - Said Business School and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,650
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 2,491
35.

Corruption, Firm Governance, and the Cost of Capital

AFA 2005 Philadelphia Meetings Paper
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 928
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 437
37.

The Political Economy of Entry: Lobbying and Financial Development

AFA 2005 Philadelphia Meetings
Number of pages: 32 Posted: 05 Jan 2005
Working Paper Series
University of Amsterdam - Finance Group and City University London - Faculty of Finance
Downloads 202
38.

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

AFA 2005 Philadelphia Meetings
Number of pages: 44 Posted: 03 Jan 2005
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy and University of Sothern California

Multiple version iconThere are 2 versions of this paper

Downloads 1,239
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 552
40.

Rational Stock-Market Fluctuations

AFA 2005 Philadelphia Meetings
Number of pages: 43 Posted: 02 Jan 2005
Working Paper Series
USI Università della Svizzera italiana
Downloads 96
41.

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

AFA 2005 Philadelphia Meetings
Number of pages: 40 Posted: 02 Jan 2005
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 1,237
42.

Separating Microstructure Noise from Volatility

AFA 2005 Philadelphia Meetings
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 701
43.

The Impact of Acquiring Control on Productivity

AFA 2005 Philadelphia Meetings
Number of pages: 47 Posted: 02 Jan 2005
Working Paper Series
National Bureau of Economic Research (NBER)
Downloads 168
44.

Contractibility and the Design of Research Agreements

AFA 2005 Philadelphia Meetings
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 213
45.

Venture Capital: An Experiment in Computational Corporate Finance

AFA 2005 Philadelphia Meetings
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 531
46.

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

AFA 2005 Philadelphia Meetings
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 264
47.

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

AFA 2005 Philadelphia Meetings
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 977
49.

Aggregate Corporate Liquidity and Stock Returns

HBS Finance Working Paper No. 05-014; AFA 2005 Philadelphia Meetings
Number of pages: 60 Posted: 02 Jan 2005
Working Paper Series
Harvard Business School - Finance Unit
Downloads 485
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 - Center and Faculty of Economics and Business Administration and INSEAD - Finance
Downloads 366