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
1,229
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
There are 2 versions of this paper
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
AFA 2005 Philadelphia Meetings
Number of pages: 40
Posted: 26 Mar 2005
Downloads
565
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
NBER Working Paper No. w11362
Number of pages: 41
Posted: 23 Jun 2005
Last Revised: 20 Jul 2010
Downloads
86
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
182
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
There are 2 versions of this paper
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
Downloads
499
Simple Forecasts and Paradigm Shifts
NBER Working Paper No. w10013
Number of pages: 52
Posted: 05 Oct 2003
Last Revised: 18 Sep 2009
Downloads
26
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
There are 2 versions of this paper
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
Downloads
1,439
What Does the Yield Curve Tell Us About GDP Growth?
NBER Working Paper No. w10672
Number of pages: 59
Posted: 02 Sep 2004
Last Revised: 31 Aug 2010
Downloads
242
Downloads
1,439
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
There are 2 versions of this paper
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
Downloads
319
Does it Pay to Be Loyal? An Empirical Analysis of Underwriting Relationships and Fees
Journal of Financial Economics, Forthcoming
Posted: 28 Dec 2004
Downloads
319
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
371
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
1,291
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
There are 2 versions of this paper
Stocks as Lotteries: the Implications of Probability Weighting for Security Prices
AFA 2005 Philadelphia Meetings Paper
Number of pages: 49
Posted: 16 Jan 2005
Downloads
796
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
NBER Working Paper No. w12936
Number of pages: 50
Posted: 24 Feb 2007
Last Revised: 11 Mar 2010
Downloads
61
Downloads
796
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
There are 2 versions of this paper
The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter?
AFA 2005 Philadelphia Meetings
Number of pages: 44
Posted: 16 Jan 2005
Downloads
620
The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter?
NBER Working Paper No. w12297
Number of pages: 42
Posted: 16 Jun 2006
Last Revised: 09 Aug 2010
Downloads
35
Downloads
620
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
There are 2 versions of this paper
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
Downloads
482
Can Buybacks Be a Product of Shorter Shareholder Horizons?
CEPR Discussion Paper No. 4813
Number of pages: 38
Posted: 08 Apr 2005
Downloads
29
Downloads
482
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
There are 2 versions of this paper
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
Downloads
286
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation
The Review of Financial Studies, Vol. 22, Issue 1, pp. 1-40, 2009
Posted: 03 Jan 2009
Downloads
286
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
There are 2 versions of this paper
Downloads
266
Downloads
31
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
265
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
1,335
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
497
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
There are 2 versions of this paper
Multi-Period Corporate Failure Prediction with Stochastic Covariates
AFA 2005 Philadelphia Meetings Paper
Number of pages: 43
Posted: 12 Jan 2005
Downloads
247
Multi-Period Corporate Failure Prediction with Stochastic Covariates
NBER Working Paper No. w10743
Number of pages: 46
Posted: 23 Sep 2004
Last Revised: 24 Aug 2009
Downloads
74
Downloads
247
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
6,303
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
There are 2 versions of this paper
New Forecasts of the Equity Premium
AFA 2005 Philadelphia Meetings
Number of pages: 56
Posted: 10 Jan 2005
Downloads
735
New Forecasts of the Equity Premium
NBER Working Paper No. w10406
Number of pages: 57
Posted: 19 Apr 2004
Downloads
48
Downloads
735
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
1,856
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
There are 2 versions of this paper
Understanding Common Factors in Domestic and International Bond Spreads
AFA 2005 Philadelphia Meetings Paper
Number of pages: 49
Posted: 09 Jan 2005
Downloads
327
Understanding Common Factors in Domestic and International Bond Spreads
Review of Finance, Vol. 12, Issue 2, pp. 365-389, 2008
Posted: 14 Jul 2008
Downloads
327
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
277
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
There are 2 versions of this paper
Optimal Equity Stakes and Corporate Control
AFA 2005 Philadelphia Meetings Paper
Number of pages: 39
Posted: 05 Jan 2005
Downloads
144
Optimal Equity Stakes and Corporate Control
The Review of Financial Studies, Vol. 20, Issue 4, pp. 1059-1086, 2007
Posted: 25 Jun 2008
Downloads
144
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)
There are 3 versions of this paper
Determinants of Deposit-Insurance Adoption and Design
AFA 2005 Philadelphia Meetings Paper
Number of pages: 43
Posted: 05 Jan 2005
Downloads
242
Determinants of Deposit-Insurance Adoption and Design
World Bank Policy Research Working Paper No. 3849
Number of pages: 74
Posted: 20 Apr 2016
Downloads
213
Determinants of Deposit-Insurance Adoption and Design
NBER Working Paper No. w12862
Number of pages: 57
Posted: 24 Jan 2007
Last Revised: 25 Aug 2010
Downloads
48
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
1,193
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
There are 2 versions of this paper
A New Test of Capital Structure
AFA 2005 Philadelphia Meetings
Number of pages: 47
Posted: 05 Jan 2005
Downloads
1,647
A New Test of Capital Structure
CEPR Discussion Paper No. 4239
Number of pages: 45
Posted: 25 Feb 2004
Downloads
82
Downloads
1,647
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
2,479
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
920
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
There are 2 versions of this paper
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
Downloads
436
Should Business Groups Be Dismantled? The Equilibrium Costs of Efficient Internal Capital Markets
Journal of Financial Economics, Forthcoming
Number of pages: 51
Posted: 01 Jun 2005
Downloads
199
Downloads
436
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
201
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
There are 2 versions of this paper
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
Downloads
1,234
Politically-Connected CEOS, Corporate Governance and Post-Ipo Performance of China's Partially Privatized Firms
AFA 2005 Philadelphia Meetings
Posted: 02 Jan 2005
Downloads
1,234
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
549
40.
Rational Stock-Market Fluctuations
AFA 2005 Philadelphia Meetings
Number of pages: 43
Posted: 02 Jan 2005
Working Paper Series
University of Lugano
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
1,218
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
There are 2 versions of this paper
Contractibility and the Design of Research Agreements
AFA 2005 Philadelphia Meetings
Number of pages: 39
Posted: 02 Jan 2005
Downloads
212
Contractibility and the Design of Research Agreements
NBER Working Paper No. w11292
Number of pages: 59
Posted: 03 Jun 2005
Last Revised: 23 Mar 2013
Downloads
55
Downloads
212
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
530
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
There are 2 versions of this paper
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
Downloads
1,234
Politically-Connected CEOS, Corporate Governance and Post-Ipo Performance of China's Partially Privatized Firms
AFA 2005 Philadelphia Meetings
Posted: 02 Jan 2005
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
972
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
483
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
363
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