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
449
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
Stockholm School of Economics, London Business School and University of Toronto - Rotman School of Management
Downloads
1,238
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
573
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
89
Downloads
573
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
186
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
503
Simple Forecasts and Paradigm Shifts
NBER Working Paper No. w10013
Number of pages: 52
Posted: 05 Oct 2003
Last Revised: 18 Sep 2009
Downloads
29
Downloads
503
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
370
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
1,453
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
270
Downloads
1,453
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
323
Does it Pay to Be Loyal? An Empirical Analysis of Underwriting Relationships and Fees
Journal of Financial Economics, Forthcoming
Posted: 28 Dec 2004
Downloads
323
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
375
10.
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
828
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
67
Downloads
828
11.
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
623
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
37
Downloads
623
12.
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
486
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
486
13.
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
290
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
290
14.
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
267
Downloads
32
Downloads
267
15.
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
168
16.
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
213
17.
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
274
18.
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
1,424
19.
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
460
20.
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
506
21.
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
486
22.
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
251
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
77
Downloads
251
23.
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
6,362
24.
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
740
New Forecasts of the Equity Premium
NBER Working Paper No. w10406
Number of pages: 57
Posted: 19 Apr 2004
Downloads
51
Downloads
740
25.
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
1,884
26.
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
330
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
330
27.
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
253
28.
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
280
29.
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
147
Optimal Equity Stakes and Corporate Control
The Review of Financial Studies, Vol. 20, Issue 4, pp. 1059-1086, 2007
Posted: 25 Jun 2008
Downloads
147
30.
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
247
Determinants of Deposit-Insurance Adoption and Design
World Bank Policy Research Working Paper No. 3849
Number of pages: 74
Posted: 20 Apr 2016
Downloads
216
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
51
Downloads
247
31.
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
1,211
32.
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
1,669
A New Test of Capital Structure
CEPR Discussion Paper No. 4239
Number of pages: 45
Posted: 25 Feb 2004
Downloads
82
Downloads
1,669
33.
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
2,524
34.
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
963
35.
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
443
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
208
Downloads
443
36.
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
37.
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
1,260
Politically-Connected CEOS, Corporate Governance and Post-Ipo Performance of China's Partially Privatized Firms
AFA 2005 Philadelphia Meetings
Posted: 02 Jan 2005
Downloads
1,260
38.
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
555
39.
Rational Stock-Market Fluctuations
AFA 2005 Philadelphia Meetings
Number of pages: 43
Posted: 02 Jan 2005
Working Paper Series
University of Lugano
Downloads
98
40.
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
1,263
41.
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
706
42.
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
172
43.
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
217
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
57
Downloads
217
44.
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
537
45.
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
266
46.
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
1,260
Politically-Connected CEOS, Corporate Governance and Post-Ipo Performance of China's Partially Privatized Firms
AFA 2005 Philadelphia Meetings
Posted: 02 Jan 2005
47.
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
998
48.
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
496
49.
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
373
50.
On the Dynamic Relation between Returns and Idiosyncratic Volatility
AFA 2005 Philadelphia Meetings
Number of pages: 43
Posted: 01 Jan 2005
Working Paper Series
Florida International University (FIU) - Department of Finance and Korea Advanced Institute of Science and Technology (KAIST)
Downloads
335
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.