SSRN AFA 2007 Chicago Meetings (Archive)

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

Martijn Cremers and Antti Petajisto

University of Notre Dame and New York University (NYU) - Department of Finance

There 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

William Fung, David A. Hsieh, Tarun Ramadorai and Narayan Y. Naik

Maple Financial Group, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting

There 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

Utpal Bhattacharya and Neal Galpin

Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and University of Melbourne - Department of Finance

There 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

Michael J. Cooper, Huseyin Gulen and Michael J. Schill

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

Alexander Ljungqvist, Christopher J. Malloy and Felicia C. Marston

New York University (NYU) - Department of Finance, Harvard Business School and University of Virginia - McIntire School of Commerce

There 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

I. J. Alexander Dyck, Adair Morse and Luigi Zingales

University of Toronto - Rotman School of Management, University of California, Berkeley - Haas School of Business and University of Chicago - Booth School of Business

There 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

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.

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

Dragon Yongjun Tang and Hong Yan

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

There 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

David A. Hirshleifer, Kewei Hou and Siew Hong Teoh

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

Sudheer Chava and Michael R. Roberts

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

Gustavo Manso

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

Bernadette A. Minton, Rohan Williamson and René M. Stulz

Ohio State University (OSU) - Department of Finance, Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance

There 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

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

14.

Which Shorts are Informed?

AFA 2007 Chicago Meetings Paper

Number of pages: 48 Posted: 15 Mar 2006

Working Paper Series

Ekkehart Boehmer, Charles M. Jones and Xiaoyan Zhang

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

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

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

Henrik Cronqvist and Rüdiger Fahlenbrach

University of Miami - Department of Finance and Ecole Polytechnique Fédérale de Lausanne

There 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

Eitan Goldman, Jongil So and Jörg Rocholl

Indiana University - Kelley School of Business - Department of Finance, affiliation not provided to SSRN and ESMT European School of Management and Technology

There 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

Ajay Khorana, Lei Wedge and Peter Tufano

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

Wenjin Kang, Allaudeen Hameed and S. Viswanathan

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

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

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

Eric K. Kelley and Ekkehart Boehmer

University of Tennessee and Singapore Management University - Lee Kong Chian School of Business

There 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

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

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

Tim Jenkinson and Howard Jones

University of Oxford - Said Business School and University of Oxford, Saïd Business School

There 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

Anand M. Goel and Anjan V. Thakor

Navigant Consulting, Inc. and Washington University, Saint Louis - John M. Olin School of Business

There 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

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

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

Tao Shu

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

Ekkehart Boehmer and J. (Julie) Wu

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

Long Chen and Xinlei Shelly Zhao

Cheung Kong Graduate School of Business and Government of the United States of America - Office of the Currency Comptroller - Risk Analysis Division

There 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

Shane A. Johnson, Theodore C. Moorman and Sorin M. Sorescu

Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University - Department of Finance

There 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

Elena Loutskina and Philip E. Strahan

University of Virginia - Darden School of Business and Boston College - Department of Finance

There 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

Oya Altinkilic, Robert S. Hansen and Emir Hrnjic

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

Abdullah C. Aydemir, Michael F. Gallmeyer and Burton Hollifield

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

Lubomir P. Litov, Kose John and Bernard Yin Yeung

University of Oklahoma - Michael F. Price College of Business, New York University (NYU) - Department of Finance and National University of Singapore - Business School

There 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

Thomas J. Chemmanur, Shan He and Debarshi K. Nandy

Boston College - Carroll School of Management, Oregon State University and Brandeis University - International Business School

There 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

Rebecca Zarutskie

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

Zacharias Sautner and Martin Weber

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

Gerard Hoberg and Nagpurnanand Prabhala

University of Southern California - Marshall School of Business and University of Maryland - Robert H. Smith School of Business

There 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

Markus Glaser, Martin Weber, Thomas Langer and Jens Reynders

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

There 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

Weihong Song

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

David T. Brown, C. Edward Fee and Shawn Thomas

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

Soeren Hvidkjaer

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

Evan Gatev, Philip E. Strahan and Til Schuermann

Simon Fraser University, Boston College - Department of Finance and Oliver Wyman

There 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

Radhakrishnan Gopalan, Vikram K. Nanda and Amit Seru

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

Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov

Northwestern University - Kellogg School of Management, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and Credit Suisse

There 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

Andrew Ang, Matthew Rhodes-Kropf and Rui Zhao

BlackRock, Inc, Harvard Business School - Entrepreneurial Management Unit and BlackRock, Inc.

There 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

Heitor Almeida, Crocker H. Liu and Murillo Campello

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

Walter N. Torous, Rossen I. Valkanov and Alberto Plazzi

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

William Charles Weld, Shlomo Benartzi, Roni Michaely and Richard H. Thaler

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

Vahap Bülent Uysal

University of Oklahoma

There 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

Franklin Allen, Laura Bartiloro and Oskar Kowalewski

Imperial College London, Bank of Italy and IÉSEG School of Management

Downloads 771

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