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AFA 2007 Chicago Meetings (Archive)

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Viewing: 1 - 50 of 122 papers

1.

Leaders, Followers, and Risk Dynamics in Industry Equilibrium

AFA 2007 Chicago Meetings Paper, EFA 2009 Bergen Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 06 Mar 2008 Last Revised: 06 May 2013
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business, WU Vienna University of Economics and Business (deceased), University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Downloads 772
2.

Do Sophisticated Investors Believe in the Law of Small Numbers?

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 40 Posted: 05 Mar 2008
Working Paper Series
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 557
3.

Liquidity and Credit Default Swap Spreads

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 22 Jan 2009
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,536
4.

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 1,712
5.

Board Structure, Mergers and Shareholder Wealth: A Study of the Mutual Fund Industry

Journal of Financial Economics (JFE), Forthcoming, AFA 2007 Chicago Meetings
Number of pages: 43 Posted: 12 Jun 2006
Working Paper Series
Georgia Institute of Technology - Finance Area, University of South Florida and University of Oxford - Said Business School
Downloads 1,461
6.

Do Entrenched Managers Pay Their Workers More?

EFA 2006 Zurich Meetings Paper, AFA 2007 Chicago Meetings Paper, Fisher College of Business Working Paper No. 2007-03-010, Charles A. Dice Center Working Paper No. 2007-7
Number of pages: 45 Posted: 25 May 2006 Last Revised: 11 Sep 2008
Working Paper Series
University of Miami - Department of Finance, Research Institute of Industrial Economics (IFN), U.S. Securities and Exchange Commission, Uppsala University and Stockholm University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 656
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 3,036
8.

Why Has CEO Pay Increased so Much?

MIT Department of Economics Working Paper No. 06-13, AFA 2007 Chicago Meetings Paper
Number of pages: 30 Posted: 17 May 2006
Working Paper Series
Harvard University - Department of Economics and Toulouse School of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 631
9.

The Accrual Anomaly: Risk or Mispricing?

AFA 2007 Chicago Meetings Paper
Number of pages: 51 Posted: 30 Mar 2006 Last Revised: 31 Mar 2010
Working Paper Series
University of California, Irvine - Paul Merage School of Business, Ohio State University (OSU) - Department of Finance and University of California, Irvine - Accounting Area
Downloads 2,449
10.

Long Run Risks and Equity Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 53 Posted: 22 Mar 2006
Working Paper Series
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 447
11.

Motivating Innovation

Journal of Finance, vol. 66, pp. 1823-1869, 2011, AFA 2007 Chicago Meetings Paper
Number of pages: 72 Posted: 21 Mar 2006 Last Revised: 25 Oct 2014
Accepted Paper Series
University of California, Berkeley - Haas School of Business
Downloads 2,147
12.

How Active is Your Fund Manager? A New Measure That Predicts Performance

AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 21 Mar 2006 Last Revised: 07 May 2009
Working Paper Series
University of Notre Dame and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 25,516
13.

Do Mutual Funds Profit from the Accruals Anomaly?

AFA 2007 Chicago Meetings, Journal of Accounting Research, Forthcoming
Number of pages: 41 Posted: 21 Mar 2006 Last Revised: 03 Feb 2008
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, Shanghai University of Finance and Economics, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 764
14.

The Bright and Dark Side of Staging: Investment Performance and the Varying Motivations of Private Equity Firms

AFA 2007 Chicago Meetings Paper
Number of pages: 46 Posted: 21 Mar 2006
Working Paper Series
CEPRES - Center of Private Equity Research, University of Pennsylvania and University of Pennsylvania - The Wharton School
Downloads 553
15.

Regularities

AFA 2007 Chicago Meetings Paper, Ross School of Business Paper No. 1071
Number of pages: 59 Posted: 21 Mar 2006
Working Paper Series
Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 289
16.

Are Designated Market Makers Necessary in Centralized Limit Order Markets?

AFA 2007 Chicago Meetings Paper
Number of pages: 47 Posted: 21 Mar 2006
Working Paper Series
Université Paris Dauphine - CEREMADE
Downloads 271
17.

The Impact of Risk and Uncertainty on Expected Returns

AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Posted: 21 Mar 2006 Last Revised: 18 Sep 2012
Working Paper Series
Northern Illinois University, University of North Carolina Kenan-Flagler Business School and Securities and Exchange Commission (SEC)
18.

Target Behavior and Financing: How Conclusive is the Evidence?

AFA 2007 Chicago Meetings
Number of pages: 67 Posted: 20 Mar 2006
Working Paper Series
Nanyang Business School and Chinese University of Hong Kong, Lancaster University, and CEPR

Multiple version iconThere are 2 versions of this paper

Downloads 432
19.

Does Banks' Corporate Control Benefit Firms? Evidence from US Banks' Control Over Firms' Voting Rights

AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 45 Posted: 20 Mar 2006 Last Revised: 12 Feb 2009
Working Paper Series
Federal Reserve Bank of New York and affiliation not provided to SSRN
Downloads 396
20.

Term Structure Estimation with Survey Data on Interest Rate Forecasts

FEDS Working Paper No. 2005-48, AFA 2007 Chicago Meetings Paper
Number of pages: 42 Posted: 20 Mar 2006
Working Paper Series
Federal Reserve Board - Division of Monetary Affairs and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 387
21.

Deviation from the Target Capital Structure and Acquisition Choices

AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 19 Mar 2006 Last Revised: 20 Nov 2010
Working Paper Series
University of Oklahoma

Multiple version iconThere are 2 versions of this paper

Downloads 814
22.

Which Firms Follow the Market? An Analysis of Corporate Investment Decisions

AFA 2007 Chicago Meetings Paper
Number of pages: 52 Posted: 19 Mar 2006
Working Paper Series
University of Illinois at Chicago - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 702
23.

Extrapolative Expectations: Implications for Volatility and Liquidity

AFA 2007 Chicago Meetings Paper
Number of pages: 45 Posted: 19 Mar 2006
Working Paper Series
Indian School of Business
Downloads 527
24.

Default Risk Premia and Asset Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 62 Posted: 19 Mar 2006 Last Revised: 06 Apr 2008
Working Paper Series
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Moody's Research Labs and SEC
Downloads 482
25.

When Should Firms Share Credit with Employees? Evidence from Anonymously Managed Mutual Funds

AFA 2007 Chicago Meetings, EFA 2006 Zurich Meetings
Number of pages: 45 Posted: 19 Mar 2006 Last Revised: 03 Apr 2009
Working Paper Series
INSEAD - Finance, Boston College - Department of Finance and Dartmouth College
Downloads 339
26.

The Financial Accelerator: Evidence from International Housing Markets

AFA 2007 Chicago Meetings Paper
Number of pages: 32 Posted: 18 Mar 2006
Working Paper Series
University of Illinois at Urbana-Champaign, Arizona State University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 816
27.

Do Politically Connected Boards Affect Firm Value?

AFA 2007 Chicago Meetings Paper, Seventeenth Annual Utah Winter Finance Conference, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of pages: 36 Posted: 17 Mar 2006
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, affiliation not provided to SSRN and ESMT European School of Management and Technology

Multiple version iconThere are 2 versions of this paper

Downloads 1,565
28.
Downloads 233
29.

Ipo Pricing and Allocation: a Survey of the Views of Institutional Investors

AFA 2007 Chicago Meetings Paper
Number of pages: 31 Posted: 17 Mar 2006
Working Paper Series
University of Oxford - Said Business School and University of Oxford, Saïd Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,254
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
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 1,221
31.

Is Value Really Riskier than Growth? An Answer with Time-Varying Return Reversal

AFA 2007 Chicago Meetings Paper, A revised version is published in Journal of Banking and Finance, Vol. 37, No. 7, 2013
Number of pages: 42 Posted: 17 Mar 2006 Last Revised: 26 Feb 2014
Accepted Paper Series
Sungkyunkwan University - Department of Economics and IESEG School of Management
Downloads 603
32.

Target Prices, Relative Valuations and the Premium for Liquidity Provision

AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 17 Mar 2006
Working Paper Series
University of Notre Dame - Mendoza College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 588
33.

Concentrating on Governance

Journal of Finance, Forthcoming, AFA 2007 Chicago Meetings Paper
Number of pages: 57 Posted: 17 Mar 2006 Last Revised: 16 Dec 2010
Accepted Paper Series
Georgia State University and Harvard Business School - Entrepreneurial Management Unit
Downloads 562
34.

Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks

AFA 2007 Chicago Meetings Paper
Number of pages: 58 Posted: 17 Mar 2006
Working Paper Series
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Mendoza College of Business
Downloads 513
35.

Is Unlevered Firm Volatility Asymmetric?

AFA 2007 Chicago Meetings
Number of pages: 49 Posted: 17 Mar 2006
Working Paper Series
Cornell University - School of Applied Economics and Management and Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 489
36.

Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

Sauder School of Business Working Paper, AFA 2007 Chicago Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 68 Posted: 17 Mar 2006 Last Revised: 14 Oct 2008
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and University of British Columbia Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 387
37.

Collateralized Borrowing and Life-Cycle Portfolio Choice

FRB of Boston Working Paper No. 06-4, AFA 2007 Chicago Meetings Paper
Number of pages: 48 Posted: 17 Mar 2006
Working Paper Series
Federal Reserve Bank of Boston - Research Department and University of Zurich

Multiple version iconThere are 2 versions of this paper

Downloads 121
38.

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 1,717
39.

Large Shareholders and Corporate Policies

AFA 2007 Chicago Meetings Paper, Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. 2006-03-004, EFA 2007 Ljubljana Meetings Paper, Charles A. Dice Center Working Paper No. 2006-14
Number of pages: 50 Posted: 16 Mar 2006 Last Revised: 11 Sep 2008
Accepted Paper Series
University of Miami - Department of Finance and Ecole Polytechnique Fédérale de Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 1,612
40.

Order Flow and Prices

AFA 2007 Chicago Meetings Paper
Number of pages: 45 Posted: 16 Mar 2006 Last Revised: 09 Apr 2008
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and University of Nebraska - Lincoln
Downloads 1,180
41.

Does Economic Structure Determine Financial Structure?

AFA 2007 Chicago Meetings Paper, Journal of International Economics, Forthcoming
Number of pages: 68 Posted: 16 Mar 2006 Last Revised: 13 Aug 2018
Accepted Paper Series
Imperial College London, Bank of Italy, Central University of Finance and Economics (CUFE) and IÉSEG School of Management
Downloads 836
42.

The Nominal Price Puzzle

AFA 2007 Chicago Meetings Paper
Number of pages: 58 Posted: 16 Mar 2006
Working Paper Series
Kenan-Flagler Business School, UNC Chapel Hill, University of California at Los Angeles, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Chicago - Booth School of Business
Downloads 826
43.

Price Drift as an Outcome of Differences in Higher Order Beliefs

AFA 2007 Chicago Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 25 Posted: 16 Mar 2006 Last Revised: 30 Nov 2009
Accepted Paper Series
University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 445
44.

Dispersion of Forecasts and Stock Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 16 Mar 2006
Working Paper Series
Texas A&M University - Department of Finance
Downloads 409
45.

Liquidity and Manipulation of Executive Compensation Schemes

Number of pages: 36 Posted: 16 Mar 2006 Last Revised: 06 May 2011
Working Paper Series

Multiple version iconThere are 2 versions of this paper

Downloads 140
46.

Downward Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices

AFA 2007 Chicago Meetings Paper
Number of pages: 36 Posted: 15 Mar 2006
Working Paper Series
University of Notre Dame - Department of Finance
Downloads 408
47.

The Cost of Being Late: The Case of Credit Card Penalty Fees

Journal of Financial Stability, Volume (Year): 7 (2011) Issue (Month): 2 (June), Pages: 49-59, AFA 2007 Chicago Meetings Paper, University of Alberta School of Business Research Paper No. 2013-1144
Number of pages: 52 Posted: 15 Mar 2006 Last Revised: 25 Jul 2013
Accepted Paper Series
Melbourne Business School, University of Melbourne, New York University - Leonard N. Stern School of Business and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 621
48.

Why Do CEOS Increase Their Equity-Based Compensation? Because They Have to

AFA 2007 Chicago Meetings Paper
Number of pages: 42 Posted: 15 Mar 2006
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, INSEAD - Finance and INSEAD - Finance
Downloads 276
49.

Who Blows the Whistle on Corporate Fraud?

AFA 2007 Chicago Meetings Paper, Chicago GSB Research Paper No. 08-22, CRSP Working Paper No. 618, 1st Annual Conference on Empirical Legal Studies, Forthcoming, ECGI - Finance Working Paper No. 156/2007
Number of pages: 44 Posted: 15 Mar 2006 Last Revised: 14 Apr 2011
Working Paper Series
University of Toronto - Rotman School of Management, University of California, Berkeley - Haas School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,271
50.

Which Shorts are Informed?

AFA 2007 Chicago Meetings Paper
Number of pages: 48 Posted: 15 Mar 2006
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Columbia Business School and Tsinghua University - PBC School of Finance
Downloads 1,741