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AFA 2006 Boston Meetings (Archive)

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Viewing: 1 - 50 of 113 papers

1.

Forecasting Default with the KMV-Merton Model

AFA 2006 Boston Meetings Paper
Number of pages: 36 Posted: 31 Dec 2004
Working Paper Series
Arizona State University - W.P. Carey School of Business and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business
Downloads 7,573
2.

Systemic Risk and Hedge Funds

MIT Sloan Research Paper No. 4535-05, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 111 Posted: 07 Mar 2005
Working Paper Series
AlphaSimplex Group, LLC, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,622
3.

Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry

AFA 2006 Boston Meetings, HBS Finance Working Paper No. 616981
Number of pages: 36 Posted: 08 Nov 2005
Working Paper Series
Harvard Business School, University of Oregon and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 4,596
4.

Why Do Firms Go Dark? Causes and Economic Consequences of Voluntary SEC Deregistrations

ECGI - Finance Working Paper No. 155/2007, AFA 2006 Boston Meetings Paper, Robert H. Smith School Research Paper No. RHS 06-045
Number of pages: 70 Posted: 24 Oct 2005 Last Revised: 13 Feb 2011
Working Paper Series
University of Chicago - Booth School of Business, University of Maryland - Robert H. Smith School of Business and University of Minnesota - Twin Cities - Carlson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,362
5.

Corporate Governance and Acquirer Returns

ECGI-Finance Working Paper No. 116/2006, Journal of Finance, Forthcoming
Number of pages: 63 Posted: 11 Apr 2005
Accepted Paper Series
University of New South Wales - Australian School of Business, China Europe International Business School (CEIBS) and University of Delaware
Downloads 3,026
6.

How Informative are Analyst Recommendations and Insider Trades?

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 21 Mar 2005
Working Paper Series
George Mason University, York University - Schulich School of Business and University of Central Florida - College of Business Administration
Downloads 2,968
7.

Corporate Governance and Firm Cash Holdings

AFA 2006 Boston Meetings Paper
Number of pages: 40 Posted: 24 Oct 2005
Working Paper Series
University of Washington, Virginia Tech and SMU - Cox School

Multiple version iconThere are 2 versions of this paper

Downloads 2,962
8.

Corporate Governance and Firm Value: the Impact of the 2002 Governance Rules

Johnson School Research Paper Series No. 23-06, AFA 2006 Boston Meetings Paper
Number of pages: 59 Posted: 24 Oct 2005
Working Paper Series
University of Miami and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,947
9.

Corporate Governance and Financing Policy: New Evidence

AFA 2006 Boston Meetings, CELS 2009 4th Annual Conference on Empirical Legal Studies Paper
Number of pages: 49 Posted: 05 Jan 2005 Last Revised: 12 Mar 2010
Working Paper Series
New York University (NYU) - Department of Finance and University of Oklahoma - Michael F. Price College of Business
Downloads 2,736
10.

The Effects and Unintended Consequences of the Sarbanes-Oxley Act on the Supply and Demand for Directors

AFA 2006 Boston Meetings Paper, FMA Online, Vol. #, No. #, Year
Number of pages: 54 Posted: 23 Mar 2005 Last Revised: 03 Oct 2015
Working Paper Series
Southern Methodist University, University of Georgia - Department of Banking and Finance and Villanova University - School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,527
11.

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 2,423
12.

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Kellogg Finance Dept. Working Paper No. 329, AFA 2006 Boston Meetings Paper
Number of pages: 68 Posted: 05 Feb 2005
Working Paper Series

Multiple version iconThere are 3 versions of this paper

Downloads 2,340
13.

Market Price of Variance Risk and Performance of Hedge Funds

AFA 2006 Boston Meetings Paper
Number of pages: 50 Posted: 08 Nov 2005
Working Paper Series
University of Illinois at Chicago - Department of Finance
Downloads 2,296
14.

Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities

FEDS Working Paper No. 2004-56, AFA 2006 Boston Meetings Paper, Journal of Econometrics, Forthcoming
Number of pages: 31 Posted: 25 Jan 2005 Last Revised: 13 Mar 2009
Accepted Paper Series
Duke University - Finance, Federal Reserve Board and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,289
15.

The Value of Financial Flexibility

Journal of Finance, Forthcoming, AFA 2006 Boston Meetings Paper
Number of pages: 57 Posted: 06 Mar 2005
Accepted Paper Series
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 1,832
16.

Political Connections and Corporate Bailouts

AFA 2006 Boston Meetings Paper, Journal of Finance, Vol. 61, No. 6, pp. 2597-2635, 2006
Number of pages: 44 Posted: 25 Mar 2005 Last Revised: 02 Nov 2010
Working Paper Series
Purdue University - Krannert School of Management, University of New South Wales - Australian School of Business and Purdue University
Downloads 1,818
17.

The Other January Effect

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 07 Feb 2005
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University and HEC Paris - Finance Department
Downloads 1,789
18.

Seasonality in the Cross-Section of Expected Stock Returns

AFA 2006 Boston Meetings Paper
Number of pages: 37 Posted: 20 Mar 2005
Working Paper Series
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 1,770
19.

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 1,740
20.

Government Control of Privatized Firms

ECGI - Working Paper No. 40/2004, FEEM Working Paper No. 130.04, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 41 Posted: 14 Aug 2005
Working Paper Series
Bocconi University and Purdue University - Krannert School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,714
21.

Competition in Investment Banking

Number of pages: 34 Posted: 26 Mar 2005
Working Paper Series
Government of the Commonwealth of Australia - Australian Prudential Regulation Authority (APRA), Johnson@Cornell Tech, Cornell University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,680
22.

Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations

AFA 2006 Boston Meetings Paper, Review of Financial Studies, vol. 22, no. 2, 4189-4217, 2009, AAA 2006 Financial Accounting and Reporting Section (FARS) Meeting Paper, EFA 2005 Moscow Meetings
Number of pages: 37 Posted: 03 Aug 2005 Last Revised: 14 Nov 2013
Working Paper Series
Case Western Reserve University - Weatherhead School of Management, Washington University in St. Louis - John M. Olin Business School, Singapore Management University and Ohio State University (OSU) - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,619
23.

Who Gambles in the Stock Market?

AFA 2006 Boston Meetings Paper, Journal of Finance, Forthcoming, EFA 2005 Moscow Meetings Paper
Number of pages: 53 Posted: 15 Mar 2005 Last Revised: 06 Sep 2008
Accepted Paper Series
University of Miami - School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 1,595
24.

Optimal Trading Strategy and Supply/Demand Dynamics

AFA 2006 Boston Meetings Paper
Number of pages: 42 Posted: 20 Mar 2005
Working Paper Series
New Economic School (NES) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,559
25.

Expectations, Bond Yields and Monetary Policy

Review of Financial Studies, October 1, 2010 , AFA 2006 Boston Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 44 Posted: 19 Mar 2005 Last Revised: 29 Nov 2010
Working Paper Series
University of Queensland - Business School
Downloads 1,425
26.

Why Do Firms Hold So Much Cash? A Tax-Based Explanation

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 03 Feb 2005
Working Paper Series
Harvard Business School, University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and University of Melbourne - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,408
27.

Just How Much Do Individual Investors Lose By Trading?

AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 02 Sep 2005
Working Paper Series
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,389
28.

The Origins of the German Corporation - Finance, Ownership and Control

ECGI - Finance Working Paper No. 110/2005, AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper, Review of Finance, Vol. 10, No. 4, pp. 537-585, 2006
Number of pages: 60 Posted: 23 Mar 2005 Last Revised: 25 Jun 2008
Working Paper Series
London Business School, University of Oxford - Said Business School and Bocconi University - Department of Finance
Downloads 1,352
29.

Vote Trading and Information Aggregation

AFA 2006 Boston Meetings Paper, Sixteenth Annual Utah Winter Finance Conference, ECGI - Finance Working Paper No. 141/2007
Number of pages: 57 Posted: 20 Mar 2005
Working Paper Series
University of Toronto - Rotman School of Management, University of Pennsylvania - The Wharton School, Finance Department, University of North Carolina Kenan-Flagler Business School and University of Pennsylvania - Finance Department
Downloads 1,296
30.

Are Stars' Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values

Number of pages: 51 Posted: 22 Mar 2005 Last Revised: 21 Nov 2010
Working Paper Series
INSEAD - Finance and University of California, Davis - Graduate School of Management
Downloads 1,279
31.

Predictable Behavior, Profits, and Attention

AFA 2006 Boston Meetings Paper
Number of pages: 41 Posted: 22 Mar 2005
Working Paper Series
Hong Kong University of Science & Technology (HKUST) and University of Houston
Downloads 1,268
32.

Investor Competence, Trading Frequency, and Home Bias

AFA 2006 Boston Meetings Paper
Number of pages: 33 Posted: 18 Nov 2004
Working Paper Series
Duke University, Duke University - Fuqua School of Business and Duke University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,252
33.

On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle

AFA 2006 Boston Meetings Paper
Number of pages: 59 Posted: 16 Mar 2005 Last Revised: 01 Jul 2011
Working Paper Series
Cheung Kong Graduate School of Business, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,239
34.

Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment

Number of pages: 63 Posted: 02 Nov 2005 Last Revised: 12 Aug 2008
Working Paper Series
Harvard Business School, Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 7 versions of this paper

Downloads 1,225
35.

Executive Stock Options and Earnings Management - A Theoretical and Empirical Analysis

AFA 2006 Boston Meetings Paper
Number of pages: 47 Posted: 09 Nov 2004
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,195
36.

Investor Sentiment and Option Prices

Dice Center Working Paper No. 2004-2, AFA 2006 Boston Meetings
Number of pages: 34 Posted: 19 Mar 2005
Working Paper Series
University of Toronto, Rotman School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,175
37.

Smart Institutions, Foolish Choices?: The Limited Partner Performance Puzzle

MIT Sloan Research Paper No. 4523-05, AFA 2006 Boston Meetings Paper
Number of pages: 66 Posted: 31 Jan 2005
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, The Chinese University of Hong Kong (CUHK) and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 1,157
38.

Value Versus Growth: Movements in Economic Fundamentals

Simon School Working Paper No. FR 05-10, AFA 2006 Boston Meetings Paper
Number of pages: 35 Posted: 13 Nov 2005
Working Paper Series
Rice University and Ohio State University - Fisher College of Business
Downloads 1,153
39.

Value at Risk and the Cross-Section of Hedge Fund Returns

EFA 2005 Moscow Meetings
Number of pages: 49 Posted: 18 Mar 2005
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Citigroup Alternative Investments and University of Massachusetts Amherst - Department of Finance
Downloads 1,094
40.

Pay Me Later: Inside Debt and its Role in Managerial Compensation

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 12 May 2005
Accepted Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,076
41.

Information, Diversification, and Cost of Capital

AFA 2006 Boston Meetings Paper
Number of pages: 54 Posted: 07 Feb 2005
Working Paper Series
University of California at Los Angeles, The Cheung Kong Graduate School of Business and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,062
42.

Who Herds?

University of Illinois Working Paper, AFA 2006 Boston Meetings Paper
Number of pages: 35 Posted: 18 Mar 2005
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Economics, Cornell University and Tufts University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,055
43.

Asset Pricing in Markets with Illiquid Assets

AFA 2006 Boston Meetings Paper
Number of pages: 40 Posted: 24 Mar 2005
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,012
44.

Agency Conflicts, Investment, and Asset Pricing

Journal of Finance, Vol. 63, 2008, Boston University Questrom School of Business Research Paper No. 2009-3, ECGI - Finance Working Paper No. 167/2007
Number of pages: 71 Posted: 31 Dec 2004 Last Revised: 07 Jun 2017
Accepted Paper Series
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 950
45.

Corporate Governance, Idiosyncratic Risk, and Information Flow

AFA 2006 Boston Meetings Paper
Number of pages: 50 Posted: 18 Nov 2004
Working Paper Series
Nova School of Business and Economics and University of Delaware - Alfred Lerner College of Business and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 942
46.

Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds

AFA 2006 Boston Meetings, Forthcoming
Number of pages: 54 Posted: 08 Jan 2005
Working Paper Series
Arizona State University, SMU - Cox School and Southern Methodist University (SMU) - Edwin L. Cox School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 931
47.

Financial Fraud, Director Reputation, and Shareholder Wealth

AFA 2006 Boston Meetings Paper
Number of pages: 43 Posted: 24 Mar 2005
Working Paper Series
Drexel University - Department of Finance and University of North Carolina Kenan-Flagler Business School
Downloads 928
48.

Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stock Returns

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 22 Posted: 19 Mar 2005 Last Revised: 18 Feb 2010
Accepted Paper Series
Cornell University and Cheung Kong Graduate School of Business
Downloads 917
49.

The Role of Institutional Investors in Seasoned Equity Offerings

Journal of Financial Economics (JFE), Vol. 94, No. 3, pp. 384-411, 2009, AFA 2006 Boston Meetings Paper, NBER 2007 Market Microstructure Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 57 Posted: 25 Mar 2005 Last Revised: 14 Apr 2010
Accepted Paper Series
Boston College - Carroll School of Management, Oregon State University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 894
50.

Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

AFA 2006 Boston Meetings Paper
Number of pages: 53 Posted: 19 Mar 2005
Working Paper Series
Boston College - Carroll School of Management, Babson College - Finance Division and Babson College

Multiple version iconThere are 3 versions of this paper

Downloads 838