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AFA 2007 Chicago Meetings (Archive)

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Viewing: 1 - 50 of 123 papers

1.

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 23,238
2.

Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008
Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011
Accepted Paper Series
Maple Financial Group, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 5,471
3.

The Global Rise of the Value-Weighted Portfolio

AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 18 Nov 2005
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and University of Melbourne - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,188
4.

Asset Growth and the Cross-Section of Stock Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 54 Posted: 26 Jul 2005
Working Paper Series
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Virginia ­ Darden School of Business
Downloads 3,819
5.

Rewriting History

AFA 2007 Chicago Meetings Paper
Number of pages: 36 Posted: 09 Mar 2006 Last Revised: 18 May 2010
Working Paper Series
New York University (NYU) - Department of Finance, Harvard Business School and University of Virginia - McIntire School of Commerce

Multiple version iconThere are 2 versions of this paper

Downloads 3,112
6.

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 3,112
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 2,927
8.

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 - School of Economics and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,447
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 - Paul Merage School of Business
Downloads 2,363
10.

How Does Financing Impact Investment? The Role of Debt Covenants

AFA 2007 Chicago Meetings Paper
Number of pages: 61 Posted: 26 Nov 2005
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)
Downloads 2,157
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 1,997
12.

How Much do Banks use Credit Derivatives to Reduce Risk?

AFA 2007 Chicago Meetings Paper, Fisher College of Business Working Paper No. 2006-03-001
Number of pages: 41 Posted: 25 Aug 2005
Working Paper Series
Ohio State University (OSU) - Department of Finance, Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,738
13.

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 1,698
14.

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 - Finance and Economics and Purdue University - Krannert School of Management
Downloads 1,674
15.

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 University of Cincinnati - Department of Finance
Downloads 1,663
16.

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 1,568
17.

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 1,452
18.

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 1,445
19.

Stock Market Declines and Liquidity

Journal of Finance, Forthcoming, AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 49 Posted: 09 Mar 2006 Last Revised: 13 Nov 2008
Working Paper Series
Renmin University of China - Hanqing Institute, National University of Singapore (NUS) - Department of Finance and Duke University - Fuqua School of Business
Downloads 1,441
20.

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 1,377
21.

Institutional Investors and the Informational Efficiency of Prices

AFA 2007 Chicago Meetings Paper, Sixteenth Annual Utah Winter Finance Conference
Number of pages: 51 Posted: 31 Aug 2005
Working Paper Series
University of Tennessee and Singapore Management University - Lee Kong Chian School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,366
22.

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 1,344
23.

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 1,205
24.

Overconfidence, CEO Selection, and Corporate Governance

Journal of Finance, Vol. 63, No. 6, pp. 2737-2784, December 2008
Number of pages: 50 Posted: 13 Mar 2006 Last Revised: 12 Oct 2009
Working Paper Series
Navigant Consulting, Inc. and Washington University, Saint Louis - John M. Olin School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,189
25.

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 1,183
26.

Does Positive-Feedback Trading by Institutions Contribute to Stock Return Momentum?

AFA 2007 Chicago Meetings Paper
Number of pages: 46 Posted: 03 Nov 2005 Last Revised: 02 Jan 2012
Working Paper Series
University of Georgia - Department of Finance
Downloads 1,128
27.

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 at Lincoln
Downloads 1,118
28.

Return Decomposition

AFA 2007 Chicago Meetings Paper
Number of pages: 45 Posted: 10 Sep 2005 Last Revised: 25 May 2008
Working Paper Series
Cheung Kong Graduate School of Business and Government of the United States of America - Office of the Currency Comptroller - Risk Analysis Division

Multiple version iconThere are 3 versions of this paper

Downloads 1,074
29.

A Reexamination of Corporate Governance and Equity Prices

AFA 2007 Chicago Meetings Paper
Number of pages: 78 Posted: 22 Mar 2005 Last Revised: 18 Oct 2011
Working Paper Series
Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,059
30.

Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Acceptance Rates

Journal of Finance Vol. 64, pp. 861-889, AFA 2007 Chicago Meetings Paper
Number of pages: 47 Posted: 20 Jan 2006 Last Revised: 27 Aug 2010
Working Paper Series
University of Virginia - Darden School of Business and Boston College - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,052
31.

Investment Bank Governance

AFA 2007 Chicago Meetings Paper
Number of pages: 62 Posted: 24 Aug 2005 Last Revised: 19 Feb 2009
Working Paper Series
George Washington University, School of Business, Tulane University - A.B. Freeman School of Business and National University of Singapore
Downloads 1,022
32.

Financial Leverage Does Not Cause the Leverage Effect

AFA 2007 Chicago Meetings Paper
Number of pages: 45 Posted: 14 Mar 2006
Working Paper Series
Lehman Brothers, University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business
Downloads 1,016
33.

Corporate Governance and Corporate Risk Taking: Theory and Evidence

AFA 2007 Chicago Meetings Paper
Number of pages: 60 Posted: 15 Mar 2006
Working Paper Series
University of Oklahoma - Michael F. Price College of Business, New York University (NYU) - Department of Finance and National University of Singapore - Business School

Multiple version iconThere are 5 versions of this paper

Downloads 996
34.

The Going Public Decision and the Product Market

EFA 2005 Moscow Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 56 Posted: 25 Feb 2005 Last Revised: 20 Jul 2015
Working Paper Series
Boston College - Carroll School of Management, Oregon State University and Brandeis University - International Business School

Multiple version iconThere are 2 versions of this paper

Downloads 981
35.

The Role of Top Management Team Human Capital in Venture Capital Markets: Evidence from First-Time Funds

AFA 2007 Chicago Meetings Paper
Number of pages: 42 Posted: 16 Dec 2005 Last Revised: 22 May 2008
Working Paper Series
Federal Reserve Board
Downloads 971
36.

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 948
37.

Disappearing Dividends, Catering, and Risk

AFA 2007 Chicago Meetings Paper
Number of pages: 54 Posted: 22 Mar 2005 Last Revised: 16 Dec 2007
Working Paper Series
University of Southern California - Marshall School of Business and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 945
38.

Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 40 Posted: 10 Nov 2005
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), University of Mannheim - Department of Banking and Finance, University of Muenster - Finance Center and Siemens Management Consulting

Multiple version iconThere are 2 versions of this paper

Downloads 934
39.

Does Overvaluation Lead to Bad Mergers?

AFA 2007 Chicago Meetings Paper
Number of pages: 43 Posted: 20 Mar 2005
Working Paper Series
University of Cincinnati - Department of Finance
Downloads 897
40.

Financial Leverage and Bargaining Power With Suppliers: Evidence from Leveraged Buyouts

AFA 2007 Chicago Meetings Paper, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market, Journal of Corporate Finance, Vol. 15, 2009
Number of pages: 46 Posted: 06 Oct 2005 Last Revised: 26 Jun 2015
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate, Tulane University - A.B. Freeman School of Business and University of Pittsburgh - Katz Graduate School of Business
Downloads 897
41.

Small Trades and the Cross-Section of Stock Returns

AFA 2007 Chicago Meetings Paper, Robert H. Smith School Research Paper No. RHS 06-018
Number of pages: 39 Posted: 15 Mar 2006 Last Revised: 03 Feb 2011
Working Paper Series
Copenhagen Business School
Downloads 872
42.

Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions

FDIC CRF Working Paper 2006-03, AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 17 Feb 2006
Working Paper Series
Simon Fraser University, Boston College - Department of Finance and Oliver Wyman

Multiple version iconThere are 3 versions of this paper

Downloads 848
43.

Internal Capital Market and Dividend Policies: Evidence from Business Groups

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 03 Jan 2005 Last Revised: 31 Aug 2011
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Stanford University
Downloads 838
44.

Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation

Journal of Finance, 65 -1, 217-255., AFA 2007 Chicago Meetings Paper
Number of pages: 49 Posted: 20 Mar 2005 Last Revised: 17 Jun 2013
Accepted Paper Series
Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse

Multiple version iconThere are 2 versions of this paper

Downloads 837
45.

Do Funds-of-Funds Deserve Their Fees-on-Fees?

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 23 Mar 2005
Working Paper Series
BlackRock, Inc, Harvard Business School - Entrepreneurial Management Unit and BlackRock, Inc.

Multiple version iconThere are 3 versions of this paper

Downloads 816
46.

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
Downloads 799
47.

Expected Returns and the Expected Growth in Rents of Commercial Real Estate

EFA 2007 Ljubljana Meetings Paper, EFA 2005 Moscow Meetings Paper, AFA 2007 Chicago Meetings Paper
Number of pages: 62 Posted: 25 Jul 2005 Last Revised: 10 Oct 2016
Accepted Paper Series
Massachusetts Institute of Technology, University of California, San Diego (UCSD) - Rady School of Management and USI-Lugano
Downloads 794
48.

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, Johnson@Cornell Tech, Cornell University and University of Chicago - Booth School of Business
Downloads 791
49.

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 777
50.

Does Economic Structure Determine Financial Structure?

AFA 2007 Chicago Meetings Paper
Number of pages: 38 Posted: 16 Mar 2006
Working Paper Series
Imperial College London, Bank of Italy and IÉSEG School of Management
Downloads 771