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EFA 2006 Zurich Meetings (Archive)

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Viewing: 1 - 50 of 157 papers

1.

Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show

American Economic Review, Vol. 98, No. 1, pp. 38-71, March 2008
Number of pages: 50 Posted: 16 Dec 2004 Last Revised: 21 Feb 2012
Accepted Paper Series
Graduate School of Business of Nazarbayev University, VU Amsterdam - School of Business and Economics, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Chicago - Booth School of Business
Downloads 18,580
2.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 17,739
3.

Corporate Social Responsibility as a Conflict Between Shareholders

EFA 2006 Zurich Meetings
Number of pages: 33 Posted: 20 Mar 2005
Working Paper Series
Simon Fraser University (SFU) - Beedie School of Business and HEC Montreal
Downloads 7,171
4.

Momentum and Mean-Reversion in Strategic Asset Allocation

EFA 2006 Zurich Meetings
Number of pages: 34 Posted: 07 Jun 2006 Last Revised: 28 Jan 2009
Working Paper Series
New York University (NYU) - Department of Finance, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 4,239
5.

Managerial Incentives and Corporate Fraud: The Sources of Incentives Matter

EFA 2006 Zurich Meetings
Number of pages: 40 Posted: 02 Jun 2006 Last Revised: 18 Oct 2011
Working Paper Series
Texas A&M University - Department of Finance, Georgia State University - Department of Finance and York University - Schulich School of Business
Downloads 3,417
6.

Do Noise Traders Move Markets?

EFA 2006 Zurich Meetings Paper
Number of pages: 47 Posted: 15 Dec 2005
Working Paper Series
University of California, Davis, University of California, Berkeley - Haas School of Business and China Academy of Financial Research (CAFR)
Downloads 3,194
7.

Technological Revolutions and Stock Prices

CRSP Working Paper No. 606, EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 24 May 2006 Last Revised: 04 Oct 2014
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,944
8.

Does Asymmetric Information Drive Capital Structure Decisions?

EFA 2006 Zurich Meetings, AFA 2008 New Orleans Meetings Paper
Number of pages: 55 Posted: 06 Mar 2006 Last Revised: 22 Dec 2016
Working Paper Series
Arizona State University - W.P. Carey School of Business, University of Michigan, Stephen M. Ross School of Business and University of Houston

Multiple version iconThere are 2 versions of this paper

Downloads 2,840
9.

Dynamic Portfolio Selection in Arbitrage

EFA 2006 Meetings Paper
Number of pages: 53 Posted: 26 Feb 2006
Working Paper Series
University of Pennsylvania - Finance Department and Citadel LLC
Downloads 2,493
10.

The Price of Sin: The Effects of Social Norms on Markets

Sauder School of Business Working Paper, AFA 2008 New Orleans Meetings Paper, EFA 2006 Zurich Meetings
Number of pages: 50 Posted: 05 Aug 2005
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 2,423
11.

Stock Returns in Mergers and Acquisitions

Swiss Finance Institute Research Paper No. 06-1, EFA 2006 Zurich Meetings Paper
Number of pages: 44 Posted: 03 Mar 2006
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and Boston University Questrom School of Business
Downloads 2,387
12.

Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments

EFA 2006 Zurich Meetings Paper
Number of pages: 60 Posted: 24 May 2006 Last Revised: 19 Nov 2007
Working Paper Series
University of Zurich - Department of Banking and Finance, City University of New York, CUNY Baruch College - Zicklin School of Business and QuantAlea GmbH
Downloads 2,296
13.

Capital Structure Around the World: The Roles of Firm- and Country-Specific Determinants

Journal of Banking and Finance, Vol. 32, No. 9, 2008
Number of pages: 41 Posted: 07 Sep 2006 Last Revised: 14 Mar 2011
Working Paper Series
Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and University of Twente - Department of Finance and Accounting
Downloads 2,107
14.

What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows

Journal of Banking and Finance, Vol. 32, No. 8, pp. 1508-1521, August 2008, EFA 2006 Zurich Meetings Paper
Number of pages: 32 Posted: 30 May 2006 Last Revised: 11 Mar 2014
Working Paper Series
Warwick Business School - Department of Finance
Downloads 1,865
15.

Correlation Risk and Optimal Portfolio Choice

AFA 2008 New Orleans Meetings Paper
Number of pages: 58 Posted: 14 Jun 2006 Last Revised: 16 Feb 2009
Working Paper Series
The University of Chicago, IE Business School and University of Geneva
Downloads 1,800
16.

1/N

EFA 2006 Zurich Meetings
Number of pages: 54 Posted: 23 Jun 2006
Working Paper Series
London Business School, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,708
17.

Stock Price Informativeness, Cross-Listings and Investment Decisions

Journal of Financial Economics (JFE), Vol. 88, No. 1, 2008, EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 40 Posted: 16 Mar 2006 Last Revised: 15 Mar 2013
Working Paper Series
HEC Paris - Finance Department and University of Vienna - Faculty of Business, Economics, and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 1,700
18.

Are Fairness Opinions Fair? The Case of Mergers and Acquisitions

AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings, Journal of Financial Economics (JFE), Vol. 91, No. 2, 2009
Number of pages: 58 Posted: 30 Jun 2006 Last Revised: 11 Sep 2009
Accepted Paper Series
Boston College - Carroll School of Management, Fanhai International School of Finance, Fudan University and Independent
Downloads 1,669
19.

Do Stock Splits Improve Liquidity?

EFA 2006 Zurich Meetings Paper
Number of pages: 39 Posted: 04 Mar 2005
Working Paper Series
McGill University - Desautels Faculty of Management, Indiana University - Kelley School of Business - Department of Finance and Cornell University
Downloads 1,582
20.

Liquidity and Transparency in Bank Risk Management

Journal of Financial Intermediation, Forthcoming, EFA 2006 Zurich Meetings
Number of pages: 39 Posted: 14 Jun 2006 Last Revised: 09 Jan 2013
Accepted Paper Series
International Monetary Fund

Multiple version iconThere are 2 versions of this paper

Downloads 1,531
21.

The Dog that Did Not Bark: Insider Trading and Crashes

Number of pages: 57 Posted: 20 Mar 2006
Working Paper Series
Universidad Carlos III de Madrid and HEC Paris - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 1,446
22.

The Effect of Banking Crisis on Bank-Dependent Borrowers

EFA 2006 Zurich Meetings
Number of pages: 52 Posted: 16 Oct 2005 Last Revised: 26 Oct 2015
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,428
23.

Optimal Decentralized Investment Management

EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 68 Posted: 02 Mar 2006
Working Paper Series
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,388
24.

Finance and Innovation: The Case of Publicly Traded Firms

Ross School of Business Paper No. 970, AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings Paper
Number of pages: 50 Posted: 09 Jun 2005 Last Revised: 09 Oct 2014
Working Paper Series
University of Nebraska, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Stanford University
Downloads 1,365
25.

Merger Negotiations and the Toehold Puzzle

Tuck School of Business Working Paper No. 2005-16, ECGI - Finance Working Paper No. 85/2005, EFA 2006 Zurich Meetings, Journal of Financial Economics, Forthcoming
Number of pages: 48 Posted: 26 May 2005 Last Revised: 20 Oct 2008
Accepted Paper Series
Concordia University, Quebec - Department of Finance, Tuck School of Business at Dartmouth and Norwegian School of Economics
Downloads 1,283
26.

A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle

EFA 2006 Zurich Meetings Paper
Number of pages: 65 Posted: 03 May 2006 Last Revised: 11 Jun 2008
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration
Downloads 1,248
27.

Optimal Value and Growth Tilts in Long-Horizon Portfolios

HBS Finance Working Paper No. 06-012, EFA 2006 Zurich Meetings
Number of pages: 61 Posted: 12 Sep 2005
Working Paper Series
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit

Multiple version iconThere are 3 versions of this paper

Downloads 1,243
28.

Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 2, 2009
Number of pages: 47 Posted: 19 Mar 2006 Last Revised: 04 Dec 2012
Accepted Paper Series
Northeastern University - D’Amore-McKim School of Business, Georgia State University and London Business School - Institute of Finance and Accounting
Downloads 1,233
29.

Decomposing Swap Spreads

EFA 2006 Zurich Meetings
Number of pages: 58 Posted: 22 Mar 2005
Working Paper Series
London Business School and Copenhagen Business School - Department of Finance
Downloads 1,221
30.

A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money

EFA 2006 Zurich Meetings
Number of pages: 65 Posted: 24 Mar 2008 Last Revised: 24 Mar 2008
Working Paper Series
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 1,188
31.

A Skeptical Appraisal of Asset Pricing Tests

AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings Paper
Number of pages: 44 Posted: 17 Mar 2006 Last Revised: 24 Feb 2009
Working Paper Series
Dartmouth College - Tuck School of Business, University of Chicago - Booth School of Business and Emory University - Goizueta Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,186
32.

A Theory of Strategic Mergers

Review of Finance, Vol. 16, pp. 517-575, 2011
Number of pages: 54 Posted: 07 Mar 2008 Last Revised: 12 Nov 2013
Accepted Paper Series
University of Miami - School of Business Administration, Boston University and Pennsylvania State University
Downloads 1,161
33.

Option Strategies: Good Deals and Margin Calls

EFA 2006 Zurich Meetings
Number of pages: 40 Posted: 25 Mar 2005
Working Paper Series
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and New University of Lisbon - Nova School of Business and Economics
Downloads 1,141
34.

On the Use of Multifactor Models to Evaluate Mutual Fund Performance

EFA 2006 Meetings Paper, ERIM Research Paper Series
Number of pages: 47 Posted: 06 Jun 2006 Last Revised: 04 Feb 2008
Working Paper Series
Erasmus University - Rotterdam School of Management and Erasmus University - Rotterdam School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,133
35.

Firm Specific Information and the Cost of Equity Capital

EFA 2006 Zurich Meetings
Number of pages: 34 Posted: 08 Jun 2006 Last Revised: 18 Sep 2012
Working Paper Series
University of Chicago - Booth School of Business, Tsinghua University - PBC School of Finance and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
Downloads 1,102
36.

Stock Return Dynamics Under Earnings Management

Yale ICF Working Paper No. 06-01, EFA 2006 Zurich Meetings
Number of pages: 41 Posted: 19 Dec 2005
Working Paper Series
Yale University - International Center for Finance
Downloads 1,088
37.

Corporate Governance, Leverage and Dividend Policy

EFA 2006 Zurich Meetings
Number of pages: 47 Posted: 09 Jun 2006
Working Paper Series
Princeton University

Multiple version iconThere are 2 versions of this paper

Downloads 1,065
38.

Bank Market Power and SME Financing Constraints

EFA 2006 Zurich Meetings
Number of pages: 62 Posted: 20 Jun 2006
Working Paper Series
Bangor Business School, Indiana University - Kelley School of Business - Department of Finance and University of Granada - Department of Economic Theory and History
Downloads 1,061
39.

Does the Rolodex Matter? Corporate Elite's Small World and the Effectiveness of Boards of Directors

Management Science, 58 (2), Pages 236-252, February 2012 , EFA 2006 Zurich Meetings Paper, WFA 2007 Big Sky Resort Meetings Paper
Number of pages: 34 Posted: 15 Mar 2006 Last Revised: 28 Apr 2012
Working Paper Series
University of Cambridge Judge Business School
Downloads 985
40.

Credit Risk, Liquidity Risk, and Optimal Capital Structure under Incomplete Accounting Information

EFA 2006 Zurich Meetings Paper, Mannheim Finance Working Paper No. 2006-13
Number of pages: 34 Posted: 09 Jun 2006
Working Paper Series
University of Mannheim - Department of Business Administration and Finance and University of Mannheim
Downloads 969
41.

Insider Trading Legislation and Acquisition Announcements: Do Laws Matter?

EFA 2006 Zurich Meetings
Number of pages: 31 Posted: 30 Jun 2006 Last Revised: 04 Feb 2008
Working Paper Series
University of Mannheim Business School, University of Mannheim - Department of Business Administration and Finance and affiliation not provided to SSRN
Downloads 960
42.

Insider Trading Laws and Stock Price Informativeness

EFA 2006 Zurich Meetings Paper, ECGI - Finance Working Paper No. 161/2007
Number of pages: 62 Posted: 26 May 2006
Working Paper Series
IMD International and Nova School of Business and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 952
43.

Corporate Governance and the Design of Stock Option Contracts

AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings, Die Betriebswirtschaft, 71, 331-354.
Number of pages: 50 Posted: 24 Oct 2005 Last Revised: 15 Apr 2015
Accepted Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH and University of Mannheim - Department of Banking and Finance
Downloads 950
44.

Trading the Forward Bias: Are There Limits to Speculation?

EFA 2006 Zurich Meetings
Number of pages: 26 Posted: 20 Apr 2005 Last Revised: 06 Jan 2008
Working Paper Series
Vienna Graduate School of Finance (VGSF) and Copenhagen Business School
Downloads 946
45.

What You Sell is What You Lend? Explaining Trade Credit Contracts

EFA 2006 Zurich Meetings, ECGI - Finance Research Paper No. 71/2005
Number of pages: 54 Posted: 15 Nov 2004
Working Paper Series
Stockholm School of Economics, Swedish House of Finance and Stockholm School of Economics - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 912
46.

A Breakdown of the Valuation Effects of International Cross-Listing

Yale ICF Working Paper No. 05-30, ECGI - Finance Working Paper No. 106/2005, EFA 2006 Zurich Meetings Paper
Number of pages: 39 Posted: 15 Mar 2006
Working Paper Series
IMD International, Tulane University - A.B. Freeman School of Business and University of Cyprus-School of Economics and Management- Department of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 892
47.

Performance Persistence in Institutional Investment Management

EFA 2006 Zurich Meetings Paper
Number of pages: 46 Posted: 14 Jun 2006
Working Paper Series
Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 850
48.

Financing Firms in India

EFA 2006 Zurich Meetings
Number of pages: 63 Posted: 30 Jun 2006 Last Revised: 05 Dec 2011
Working Paper Series
Imperial College London, OP Jindal Global University, Independent, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 839
49.

On the Time-Series of Expected Portfolio Returns; Fama and French's (1993) Three-Factor Model

EFA 2006 Zurich Meetings Paper
Number of pages: 11 Posted: 25 May 2006 Last Revised: 20 Sep 2010
Working Paper Series
affiliation not provided to SSRN and University of the West of England (UWE) - Bristol Business School
Downloads 829
50.

Arbitrage in the Foreign Exchange Market: Turning on the Microscope

Norges Bank Working Paper No. 2005/12, EFA 2006 Zurich Meetings
Number of pages: 40 Posted: 06 Mar 2006
Working Paper Series
Norges Bank, BI Norwegian Business School and City University London - Sir John Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 815