SSRN EFA 2006 Zurich Meetings (Archive)

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

Thierry Post, Martijn J. van den Assem, Guido Baltussen and Richard H. Thaler

Koc University - Graduate School of Business, 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 18,107

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

Elroy Dimson, Paul Marsh and Mike Staunton

University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Downloads 17,649

3.

Corporate Social Responsibility as a Conflict Between Shareholders

EFA 2006 Zurich Meetings

Number of pages: 33 Posted: 20 Mar 2005

Working Paper Series

Amir Rubin and Amir Barnea

Simon Fraser University (SFU) - Beedie School of Business and HEC Montreal

Downloads 7,111

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

Ralph S. J. Koijen, Juan Carlos Rodriguez and Alessandro Sbuelz

New York University (NYU) - Department of Finance, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics

Downloads 4,209

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

Shane A. Johnson, Harley E. Ryan Jr. and Yisong S. Tian

Texas A&M University - Department of Finance, Georgia State University - Department of Finance and York University - Schulich School of Business

Downloads 3,398

6.

Do Noise Traders Move Markets?

EFA 2006 Zurich Meetings Paper

Number of pages: 47 Posted: 15 Dec 2005

Working Paper Series

Brad M. Barber, Terrance Odean and Ning Zhu

University of California, Davis, University of California, Berkeley - Haas School of Business and China Academy of Financial Research (CAFR)

Downloads 3,167

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

Lubos Pastor and Pietro Veronesi

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

There are 3 versions of this paper

Downloads 2,927

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

Sreedhar T. Bharath, Paolo Pasquariello and Guojun Wu

Arizona State University - W.P. Carey School of Business, University of Michigan, Stephen M. Ross School of Business and University of Houston

There are 2 versions of this paper

Downloads 2,818

9.

Dynamic Portfolio Selection in Arbitrage

EFA 2006 Meetings Paper

Number of pages: 53 Posted: 26 Feb 2006

Working Paper Series

Jakub W. Jurek and Halla Yang

University of Pennsylvania - Finance Department and Citadel LLC

Downloads 2,454

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

Marcin T. Kacperczyk and Harrison G. Hong

Imperial College London - Accounting, Finance, and Macroeconomics and Columbia University, Graduate School of Arts and Sciences, Department of Economics

Downloads 2,399

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

Erwan Morellec and Dirk Hackbarth

Ecole Polytechnique Fédérale de Lausanne and Boston University Questrom School of Business

Downloads 2,379

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

Markus Leippold, Liuren Wu and Daniel Egloff

University of Zurich - Department of Banking and Finance, City University of New York, CUNY Baruch College - Zicklin School of Business and QuantAlea GmbH

Downloads 2,289

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

Abe de Jong, Thuy Thu Nguyen and Rezaul Kabir

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 2,084

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

Söhnke M. Bartram

Warwick Business School - Department of Finance

Downloads 1,851

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

Andrea Buraschi, Paolo Porchia and Fabio Trojani

The University of Chicago, IE Business School and University of Geneva

Downloads 1,796

16.

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

Thierry Foucault and Thomas Gehrig

HEC Paris - Finance Department and University of Vienna - Faculty of Business, Economics, and Statistics

There are 2 versions of this paper

Downloads 1,698

17.

1/N

EFA 2006 Zurich Meetings

Number of pages: 54 Posted: 23 Jun 2006

Working Paper Series

Victor DeMiguel, Lorenzo Garlappi and Raman Uppal

London Business School, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School

There are 2 versions of this paper

Downloads 1,668

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

Darren J. Kisgen, Jun Qian and Weihong Song

Boston College - Carroll School of Management, Fanhai International School of Finance, Fudan University and University of Cincinnati - Department of Finance

Downloads 1,663

19.

Do Stock Splits Improve Liquidity?

EFA 2006 Zurich Meetings Paper

Number of pages: 39 Posted: 04 Mar 2005

Working Paper Series

Ruslan Goyenko, Craig W. Holden and Andrey Ukhov

McGill University - Desautels Faculty of Management, Indiana University - Kelley School of Business - Department of Finance and Cornell University

Downloads 1,573

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

Lev Ratnovski

International Monetary Fund

There are 2 versions of this paper

Downloads 1,524

21.

The Dog that Did Not Bark: Insider Trading and Crashes

Number of pages: 57 Posted: 20 Mar 2006

Working Paper Series

Jose M. Marin and Jacques Olivier

Universidad Carlos III de Madrid and HEC Paris - Finance Department

There are 3 versions of this paper

Downloads 1,440

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

Sudheer Chava and Amiyatosh K. Purnanandam

Georgia Institute of Technology - Scheller College of Business and University of Michigan, Stephen M. Ross School of Business

There are 2 versions of this paper

Downloads 1,424

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

Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen

University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance

There are 2 versions of this paper

Downloads 1,377

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

Julian Atanassov, Vikram K. Nanda and Amit Seru

University of Nebraska, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Stanford University

Downloads 1,344

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

Sandra Betton, B. Espen Eckbo and Karin S. Thorburn

Concordia University, Quebec - Department of Finance, Tuck School of Business at Dartmouth and Norwegian School of Economics

Downloads 1,278

26.

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

Jakub W. Jurek and Luis M. Viceira

University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit

There are 3 versions of this paper

Downloads 1,243

27.

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

Enrico G. De Giorgi, Thorsten Hens and Janos Mayer

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 1,238

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

Nicole M. Boyson, Vikas Agarwal and Narayan Y. Naik

Northeastern University - D’Amore-McKim School of Business, Georgia State University and London Business School - Institute of Finance and Accounting

Downloads 1,229

29.

Decomposing Swap Spreads

EFA 2006 Zurich Meetings

Number of pages: 58 Posted: 22 Mar 2005

Working Paper Series

Peter Feldhütter and David Lando

London Business School and Copenhagen Business School - Department of Finance

Downloads 1,220

30.

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

Jonathan Lewellen, Stefan Nagel and Jay A. Shanken

Dartmouth College - Tuck School of Business, University of Chicago - Booth School of Business and Emory University - Goizueta Business School

There are 2 versions of this paper

Downloads 1,183

31.

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

Guillermo Baquero and Marno Verbeek

ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management

Downloads 1,182

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

Gennaro Bernile, Evgeny Lyandres and Alexei Zhdanov

University of Miami - School of Business Administration, Boston University and Pennsylvania State University

Downloads 1,156

33.

Option Strategies: Good Deals and Margin Calls

EFA 2006 Zurich Meetings

Number of pages: 40 Posted: 25 Mar 2005

Working Paper Series

Alessio Saretto and Pedro Santa-Clara

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 1,137

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

Marno Verbeek and Joop Huij

Erasmus University - Rotterdam School of Management and Erasmus University - Rotterdam School of Management

There are 2 versions of this paper

Downloads 1,130

35.

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

Xiaotong Wang

Yale University - International Center for Finance

Downloads 1,087

36.

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

Philip G. Berger, Huafeng (Jason) Chen and Feng Li

University of Chicago - Booth School of Business, Tsinghua University - PBC School of Finance and Shanghai Advanced Institute of Finance, Shanghai Jiaotong University

Downloads 1,085

37.

Corporate Governance, Leverage and Dividend Policy

EFA 2006 Zurich Meetings

Number of pages: 47 Posted: 09 Jun 2006

Working Paper Series

Anders Ersbak Bang Nielsen

Princeton University

There are 2 versions of this paper

Downloads 1,059

38.

Bank Market Power and SME Financing Constraints

EFA 2006 Zurich Meetings

Number of pages: 62 Posted: 20 Jun 2006

Working Paper Series

Santiago Carbo-Valverde, Gregory F. Udell and Francisco Rodriguez-Fernandez

Bangor Business School, Indiana University - Kelley School of Business - Department of Finance and University of Granada - Department of Economic Theory and History

Downloads 1,052

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

Bang Dang Nguyen

University of Cambridge Judge Business School

Downloads 983

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

Wolfgang Bühler and Tim O.H. Thabe

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

Ernst G. Maug, Jörn van Halteren and Abraham Ackerman

University of Mannheim Business School, University of Mannheim - Department of Business Administration and Finance and affiliation not provided to SSRN

Downloads 954

42.

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

Zacharias Sautner and Martin Weber

Frankfurt School of Finance & Management gemeinnützige GmbH and University of Mannheim - Department of Banking and Finance

Downloads 948

43.

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

Nuno Fernandes and Miguel A. Ferreira

IMD International and Nova School of Business and Economics

There are 3 versions of this paper

Downloads 948

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

Markus Hochradl and Christian Wagner

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

Mariassunta Giannetti, Mike Burkart and Tore Ellingsen

Stockholm School of Economics, Swedish House of Finance and Stockholm School of Economics - Department of Economics

There are 3 versions of this paper

Downloads 910

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

Arturo Bris, Salvatore Cantale and George Nishiotis

IMD International, Tulane University - A.B. Freeman School of Business and University of Cyprus-School of Economics and Management- Department of Accounting and Finance

There 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

Jeffrey A. Busse, Amit Goyal and Sunil Wahal

Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department

Downloads 843

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

Franklin Allen, Rajesh Chakrabarti, Sankar De, Jun Qian and Meijun Qian

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

There are 3 versions of this paper

Downloads 830

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

Stylianos Paganopoulos and Peter Taylor

affiliation not provided to SSRN and University of the West of England (UWE) - Bristol Business School

Downloads 828

50.

Can Short-Sellers Predict Returns? Daily Evidence

EFA 2006 Zurich Meetings, Fisher College of Business Working Paper No. 2007-03-013 and Charles A. Dice Center Working Paper No. 2005-15

Number of pages: 45 Posted: 28 Jul 2005

Working Paper Series

Karl B. Diether, Kuan-Hui Lee and Ingrid M. Werner

Tuck School of Business at Dartmouth College, Seoul National University Business School and The Ohio State University - Fisher College of Business

Downloads 813

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