1.
Commercial Banks Getting Underwriting Business: Tying or Relationship Building?
EFA 2006 Zurich Meetings Paper
Number of pages: 52
Posted: 26 Mar 2008
Last Revised: 05 Dec 2012
Working Paper Series
Northeastern University
Downloads
242
2.
What Drives the Issuance of Putable Convertibles: Risk-Shifting, Asymmetric Information, or Taxes?
Financial Management, March 2010, EFA 2006 Zurich Meetings
Number of pages: 66
Posted: 26 Mar 2008
Last Revised: 15 Apr 2010
Accepted Paper Series
Boston College - Carroll School of Management and Suffolk University - Department of Finance
Downloads
305
3.
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
1,299
4.
Time-Varying Integration and International Diversification Strategies
EFA 2006 Zurich Meetings Paper
Number of pages: 53
Posted: 20 Mar 2008
Working Paper Series
Tilburg University - Department of Finance and Ghent University - Department of Economics
Downloads
648
5.
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 - Department of Finance, Tel Aviv University and Pennsylvania State University
Downloads
1,231
6.
Divergence of Opinion, Arbitrage Costs and Stock Returns
Number of pages: 38
Posted: 25 Oct 2006
Working Paper Series
University of Georgia - Department of Banking and Finance
Downloads
383
7.
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
Monash University, Erasmus University Rotterdam (EUR) - Rotterdam School of Management, Department of Finance and University of Twente
Downloads
2,568
8.
Equilibration Under Competition in Smalls: Theory and Experimental Evidence
EFA 2006 Zurich Meetings
Number of pages: 46
Posted: 12 Aug 2006
Working Paper Series
University of Melbourne - Department of Finance
Downloads
79
9.
Option Pricing Kernels and the Icapm
EFA 2006 Zurich Meetings
Number of pages: 28
Posted: 19 Jul 2006
Working Paper Series
Essex Business School, University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (Deceased)
Downloads
391
10.
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
1,816
11.
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
1,016
12.
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, O. P. Jindal Global University, Independent, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics
There are 3 versions of this paper
Financing Firms in India
EFA 2006 Zurich Meetings
Number of pages: 63
Posted: 30 Jun 2006
Last Revised: 05 Dec 2011
Downloads
898
Financing Firms in India
World Bank Policy Research Working Paper No. 3975
Number of pages: 67
Posted: 20 Apr 2016
Downloads
482
Financing Firms in India
Journal of Financial Intermediation, Forthcoming
Number of pages: 56
Posted: 03 Jan 2012
Downloads
110
Downloads
898
13.
Bank Competition and Real Economic Activity: A Financial Intermediation Approach
EFA 2006 Zurich Meetings Paper
Number of pages: 29
Posted: 26 Jun 2006
Working Paper Series
University of Amsterdam Business School and SKEMA Business School
Downloads
328
14.
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
There are 2 versions of this paper
How Inefficient are Simple Asset-Allocation Strategies?
Number of pages: 77
Posted: 03 Mar 2005
Downloads
1,354
Downloads
2,626
15.
Predicting Stock Market Returns with Aggregate Discretionary Accruals
EFA 2006 Zurich Meetings Paper
Number of pages: 53
Posted: 22 Jun 2006
Working Paper Series
Florida International University (FIU) - Department of Finance, The University of Hong Kong - School of Economics and Finance and ING Aeltus Asset Management
There are 2 versions of this paper
Predicting Stock Market Returns with Aggregate Discretionary Accruals
Journal of Accounting Research, Forthcoming
Number of pages: 52
Posted: 09 Mar 2010
Downloads
675
Predicting Stock Market Returns with Aggregate Discretionary Accruals
EFA 2006 Zurich Meetings Paper
Number of pages: 53
Posted: 22 Jun 2006
Downloads
519
Downloads
519
16.
Bank Market Power and SME Financing Constraints
EFA 2006 Zurich Meetings
Number of pages: 62
Posted: 20 Jun 2006
Working Paper Series
University of Granada, Indiana University - Kelley School of Business - Department of Finance and University of Granada - Department of Economic Theory and History
Downloads
1,127
17.
Competition and Entry in Banking: Implications for Capital Regulation
EFA 2006 Zurich Meetings, Amsterdam Center for Law & Economics Working Paper No. 2005-07
Number of pages: 49
Posted: 19 Jun 2006
Working Paper Series
University of Amsterdam - Amsterdam Business School and University of Ljubljana - Faculty of Economics
Downloads
438
18.
Non-Financial Stakeholder Relationship Costs as a Determinant of Capital Structure: Empirical Evidence from First-Time Business Start-Ups
EFA 2006 Zurich Meetings Paper
Number of pages: 49
Posted: 17 Jun 2006
Working Paper Series
Lessius Hogeschool and KU Leuven - Department of Accountancy, Finance and Insurance
Downloads
285
19.
The Role of Institutional Investors in Initial Public Offerings
Review of Financial Studies, Vol. 23, pp. 4496-4540, 2010, WFA 2007 Big Sky Meetings Paper, EFA 2006 Zurich Meetings Paper
Number of pages: 58
Posted: 17 Jun 2006
Last Revised: 23 Nov 2010
Accepted Paper Series
Boston College - Carroll School of Management, Hong Kong Polytechnic University - School of Accounting and Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads
875
20.
Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues
EFA 2006 Zurich Meetings Paper
Number of pages: 54
Posted: 17 Jun 2006
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University - David A. Tepper School of Business and Swiss Finance Institute - HEC Lausanne
Downloads
240
21.
What Determines Banks' Market Power? Akerlof or Herfindahl
EFA 2006 Zurich Meetings Paper
Number of pages: 32
Posted: 17 Jun 2006
Working Paper Series
University of Haifa - Department of Economics, NHH Norwegian School of Economics and Norges Bank (Central bank of Norway)
Downloads
233
22.
Motivating Entrepreneurial Activity in a Firm
EFA 2006 Zurich Meetings
Number of pages: 34
Posted: 15 Jun 2006
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, Peking University - Guanghua School of Management and Hong Kong University of Science & Technology (HKUST) - Department of Finance
There are 2 versions of this paper
Motivating Entrepreneurial Activity in a Firm
EFA 2006 Zurich Meetings
Number of pages: 34
Posted: 15 Jun 2006
Downloads
138
Motivating Entrepreneurial Activity in a Firm
The Review of Financial Studies, Vol. 22, Issue 3, pp. 1089-1118, 2009
Posted: 17 Mar 2009
Downloads
138
23.
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
Imperial College Business School, IE Business School and Swiss Finance Institute
Downloads
2,058
24.
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 FundEuropean Central Bank, Financial Research Division
There are 2 versions of this paper
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
Downloads
1,617
Liquidity and Transparency in Bank Risk Management
Number of pages: 42
Posted: 22 Feb 2013
Downloads
167
Downloads
1,617
25.
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
988
26.
Diversification Meltdown or Just Fat Tails?
EFA 2006 Zurich Meetings
Number of pages: 38
Posted: 14 Jun 2006
Working Paper Series
Tilburg University - Department of Finance, Monash University - Department of Econometrics & Business Statistics, Tilburg University - Department of Finance and The University of Melbourne
Downloads
251
27.
Knowhow, Core Competencies, and the Choice between Merging, Allying, and Buying Assets
EFA 2006 Zurich Meetings
Number of pages: 51
Posted: 14 Jun 2006
Working Paper Series
University of Zurich and Toulouse Business School
Downloads
215
28.
What Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model
EFA 2006 Zurich Meetings Paper, FRB of St. Louis Working Paper No. 2006-029A
Number of pages: 36
Posted: 14 Jun 2006
Working Paper Series
Alliance Manchester Business School - University of Manchester and University of Liverpool Management School
Downloads
212
29.
Debt and Managerial Rents in a Real-Options Model of the Firm
EFA 2006 Zurich Meetings Paper
Number of pages: 47
Posted: 12 Jun 2006
Working Paper Series
Massachusetts Institute of Technology (MIT) and University of Cambridge - Judge Business School
Downloads
796
30.
Money Market Derivatives and the Allocation of Liquidity Risk in the Banking Sector
EFA 2006 Zurich Meetings
Number of pages: 30
Posted: 12 Jun 2006
Working Paper Series
Finance Group and Frankfurt School of Finance & Management
Downloads
300
31.
Corporate Governance, Leverage and Dividend Policy
EFA 2006 Zurich Meetings
Number of pages: 47
Posted: 09 Jun 2006
Working Paper Series
Princeton University
There are 2 versions of this paper
Corporate Governance, Leverage and Dividend Policy
EFA 2006 Zurich Meetings
Number of pages: 47
Posted: 09 Jun 2006
Downloads
1,255
Downloads
1,255
32.
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 New South Wales, Australian Business SchoolUniversity of Mannheim - Department of Business Administration and Finance and University of Mannheim
Downloads
993
33.
Managerial Rationality and Agency Problem in the IPO Market
EFA 2006 Zurich Meetings Paper
Number of pages: 53
Posted: 09 Jun 2006
Working Paper Series
University of Colorado at Denver
Downloads
336
34.
Default Risk Mitigation in Derivatives Markets and its Effectiveness
EFA 2006 Zurich Meetings Paper
Posted: 09 Jun 2006
Working Paper Series
University of Melbourne - Department of Finance and University of Geneva - Geneva Finance Research Institute (GFRI)
35.
Liquidity and Conditional Heteroscedasticity in Stock Returns
EFA 2006 Meetings Paper
Number of pages: 31
Posted: 08 Jun 2006
Working Paper Series
University of Alberta - School of Business and University of Alberta - School of Business
Downloads
334
36.
Short-Term Termination Without Deterring Long-Term Investment: A Theory of Debt and Buyouts
Journal of Financial Economics 102(1), 81-101, October 2011
Number of pages: 42
Posted: 08 Jun 2006
Last Revised: 20 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting
Downloads
646
37.
Firm Specific Information and the Cost of Equity Capital
Number of pages: 34
Posted: 08 Jun 2006
Last Revised: 16 Apr 2018
Working Paper Series
University of Chicago - Booth School of Business, Fudan University - Fanhai International School of Finance (FISF) and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University
Downloads
1,455
38.
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
University of Chicago - Booth School of Business, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads
4,851
39.
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
There are 2 versions of this paper
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
Downloads
1,224
On the Use of Multifactor Models to Evaluate Mutual Fund Performance
Financial Management, Spring 2009
Posted: 23 Nov 2007
Last Revised: 06 May 2009
Downloads
1,224
40.
Diversification and the Banks' Risk-Return-Characteristics - Evidence from Loan Portfolios of German Banks
EFA 2006 Zurich Meetings Paper
Number of pages: 31
Posted: 06 Jun 2006
Working Paper Series
University of Muenster - Finance Center, University of Münster - Finance Center Münster, Deutsche Bundesbank and University of Muenster - Faculty of Economics
There are 2 versions of this paper
Diversification and the Banks' Risk-Return-Characteristics - Evidence from Loan Portfolios of German Banks
EFA 2006 Zurich Meetings Paper
Number of pages: 31
Posted: 06 Jun 2006
Downloads
658
Diversification and the Banks' Risk-Return-Characteristics: Evidence from Loan Portfolios of German Banks
Number of pages: 44
Posted: 08 Jun 2016
Downloads
188
Downloads
658
41.
Options in Compensation: Promises and Pitfalls
Forthcoming, Journal of Accounting Research
Number of pages: 32
Posted: 06 Jun 2006
Last Revised: 31 Jan 2014
Accepted Paper Series
University of Southern Denmark, Aarhus UniversityUniversity of Southern Denmark - Department of Business and Economics and Copenhagen Business School
There are 2 versions of this paper
Options in Compensation: Promises and Pitfalls
Forthcoming, Journal of Accounting Research
Number of pages: 32
Posted: 06 Jun 2006
Last Revised: 31 Jan 2014
Downloads
415
Options in Compensation: Promises and Pitfalls
Journal of Accounting Research, Vol. 52, No. 3, 2014
Posted: 11 Sep 2014
Downloads
415
42.
Conformity and Competition in Financial Certification
EFA 2006 Zurich Meetings Paper
Number of pages: 36
Posted: 06 Jun 2006
Working Paper Series
Humboldt University of Berlin - Institute of Finance
Downloads
172
43.
The Equity Premium Implied by Production
EFA 2006 Zurich Meetings Paper
Number of pages: 39
Posted: 06 Jun 2006
Working Paper Series
University of Pennsylvania - Finance Department
There are 2 versions of this paper
The Equity Premium Implied by Production
EFA 2006 Zurich Meetings Paper
Number of pages: 39
Posted: 06 Jun 2006
Downloads
152
The Equity Premium Implied by Production
NBER Working Paper No. w12487
Number of pages: 40
Posted: 30 Aug 2006
Last Revised: 14 Feb 2021
Downloads
42
Downloads
152
44.
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
3,597
45.
VC Funds: Aging Brings Myopia
EFA 2006 Zurich Meetings Paper
Number of pages: 55
Posted: 02 Jun 2006
Working Paper Series
Hebrew University of Jerusalem - Department of Economics, Menlo College and The Technion, IE&M Faculty
Downloads
264
46.
Buy-Side Analysts, Sell-Side Analysts and Private Information Production Activities
EFA 2006 Zurich Meetings Paper, Cass Business School Research Paper
Number of pages: 54
Posted: 02 Jun 2006
Working Paper Series
University of Exeter Business School
Downloads
217
47.
Out of Sample Forecasts of Quadratic Variation
Journal of Econometrics, Vol. 147, pp. 17-33, 2008
Number of pages: 36
Posted: 01 Jun 2006
Last Revised: 12 Nov 2008
Accepted Paper Series
Princeton University - Department of Economics and USI Lugano - Institute of Finance
Downloads
544
48.
Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory
EFA 2006 Zurich Meetings Paper
Number of pages: 34
Posted: 01 Jun 2006
Working Paper Series
University of Ulm - Department of Mathematics and Economics and University of Mannheim - Finance Area
Downloads
207
49.
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, WBS Finance Group Research Paper No. 64
Number of pages: 32
Posted: 30 May 2006
Last Revised: 23 Dec 2019
Working Paper Series
University of Warwick
Downloads
2,020
50.
Excess Comovement in International Equity Markets: Evidence from Cross-Border Mergers
EFA 2006 Zurich Meetings Paper
Number of pages: 36
Posted: 30 May 2006
Last Revised: 05 Mar 2009
Working Paper Series
London Business School, London Business School and London Business School
There are 3 versions of this paper
Excess Comovement in International Equity Markets: Evidence from Cross-Border Mergers
EFA 2006 Zurich Meetings Paper
Number of pages: 36
Posted: 30 May 2006
Last Revised: 05 Mar 2009
Downloads
293
Excess Comovement in International Equity Markets: Evidence from Cross-Border Mergers
Review of Financial Studies, Forthcoming
Posted: 26 May 2009
Excess Comovement in International Equity Markets: Evidence from Cross-Border Mergers
Review of Financial Studies, Vol. 23, No. 4, pp. 1718-1740, April 2010
Posted: 01 Jun 2010
Downloads
293
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