Search Results
EFA 2007 Ljubljana Meetings (Archive)

146,369 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 147 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 25,289
2.

A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 50 Posted: 27 Feb 2007 Last Revised: 13 Jan 2015
Accepted Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School

Multiple version iconThere are 3 versions of this paper

Downloads 3,446
3.

Technical Analysis and Theory of Finance

EFA 2007 Ljubljana Meetings Paper
Number of pages: 54 Posted: 05 Mar 2007
Working Paper Series
Tsinghua University - School of Economics & Management and Washington University in St. Louis - John M. Olin Business School
Downloads 3,312
4.

Dynamic Mean-Variance Asset Allocation

EFA 2007 Ljubljana Meetings, AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 27 Feb 2007 Last Revised: 09 Apr 2009
Working Paper Series
London Business School and London School of Economics and Political Science

Multiple version iconThere are 2 versions of this paper

Downloads 3,270
5.

Predictive Systems: Living with Imperfect Predictors

CRSP Working Paper No. 617, EFA 2007 Ljubljana Meetings Paper
Number of pages: 51 Posted: 19 Feb 2007 Last Revised: 13 Dec 2011
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 4 versions of this paper

Downloads 2,804
6.

The Cost of Debt

Journal of Finance, Forthcoming, WFA 2007 Big Sky, MT Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 65 Posted: 08 Mar 2007 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 2,802
7.

Stakeholder Capitalism, Corporate Governance and Firm Value

EFA 2007 Ljubljana Meetings Paper, ECGI - Finance Working Paper No. 190/2007, Wharton Financial Institutions Center Working Paper #09-28
Number of pages: 39 Posted: 05 Mar 2007 Last Revised: 18 Oct 2014
Working Paper Series
Imperial College London, Bocconi University - Department of Finance and University of California, Davis
Downloads 2,705
8.

Investment Banks as Insiders and the Market for Corporate Control

EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 48 Posted: 01 Mar 2007 Last Revised: 09 Jun 2008
Working Paper Series
University of Illinois at Chicago, INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 2,685
9.

Are Emerging Markets More Profitable? Implications for Comparing Weak and Semi-Strong Form Efficiency

EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 71 Posted: 24 Jan 2007 Last Revised: 05 Mar 2015
Working Paper Series
University of Texas at Austin - Department of Finance, The University of Melbourne - Department of Finance and The University of Melbourne - Department of Finance
Downloads 2,490
10.

Optimal Asset Allocation in Asset Liability Management

EFA 2007 Ljubljana Meetings Paper
Number of pages: 37 Posted: 15 Mar 2006
Working Paper Series
University of Pennsylvania - The Wharton School and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,262
11.

Return Predictability Revisited

EFA 2007 Ljubljana Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 73 Posted: 25 Feb 2007 Last Revised: 19 Nov 2009
Working Paper Series
Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 2,234
12.

Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns and Option Prices

EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 49 Posted: 24 Aug 2006 Last Revised: 25 Sep 2009
Working Paper Series
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and McGill University - Desautels Faculty of Management
Downloads 2,206
13.

Do Investment Banks Matter for M&A Returns?

Review of Financial Studies, Vol. 24, No. 7, pp. 2286-2315, July 2011, EFA 2007 Ljubljana Meetings Paper
Number of pages: 41 Posted: 21 Dec 2006 Last Revised: 07 Dec 2011
Accepted Paper Series
University of Delaware - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 2,098
14.

Can Corporate Governance Reforms Increase Firm Market Values? Event Study Evidence from India

as published in 4 Journal of Empirical Legal Studies, pp. 749-796 (2007), 1st Annual Conference on Empirical Legal Studies, EFA 2007 Ljubljana Meetings Paper, ECGI - Finance Working Paper No. 159/2007, U of Michigan Law & Economics, Olin Working Paper No. 07-002, University of Texas Law, Law and Econ Research Paper No. 86
Number of pages: 48 Posted: 15 Oct 2006 Last Revised: 28 Jan 2015
Accepted Paper Series
Northwestern University - Pritzker School of Law and University of Michigan Law School
Downloads 2,086
15.

Sticks or Carrots? Optimal CEO Compensation when Managers are Loss-Averse

Journal of Finance, Vol. 65, No. 6, pp. 2015-2050, 2010
Number of pages: 46 Posted: 14 Jul 2006 Last Revised: 19 Dec 2010
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Mannheim Business School and Tilburg University - Department of Finance
Downloads 2,082
16.

Forward-Looking Betas

EFA 2007 Ljubljana Meetings, AFA 2008 NEW ORLEANS MEETINGS
Number of pages: 59 Posted: 17 Mar 2006 Last Revised: 02 May 2008
Working Paper Series
University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and McGill University - Desautels Faculty of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,077
17.

Inside Debt

Review of Finance, Vol. 15, No. 1, pp. 75-102, January 2011, EFA 2007 Ljubljana Meetings Paper
Number of pages: 27 Posted: 21 Jul 2005 Last Revised: 07 Dec 2011
Accepted Paper Series
London Business School - Institute of Finance and Accounting and Peking University - Department of Finance
Downloads 1,849
18.

Option Trading and Individual Investor Performance

EFA 2007 Ljubljana Meetings Paper, Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 01 Mar 2007 Last Revised: 29 Dec 2015
Working Paper Series
Maastricht University, Erasmus University - Rotterdam School of Management and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 1,813
19.

The Causes and Consequences of Venture Capital Stage Financing

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 17 Mar 2008 Last Revised: 14 May 2014
Working Paper Series
Tsinghua University - PBC School of Finance
Downloads 1,703
20.

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 1,604
21.

The Effect of Board Structure on Firm Value: A Multiple Identification Strategies Approach Using Korean Data

Journal of Financial Economics (JFE), 2011, U of Texas Law, Law and Econ Research Paper No. 89, McCombs Research Paper No. FIN-02-07, ECGI - Finance Working Paper No. 179/2007, KDI School of Pub Policy & Management Paper No. 07-02, EFA 2007 Ljubljana Meetings Paper
Number of pages: 61 Posted: 05 Mar 2007 Last Revised: 10 Jul 2011
Accepted Paper Series
Northwestern University - Pritzker School of Law and Korea University Business School
Downloads 1,582
22.

Persistence in Firm Policies, Firm Origin, and Corporate Culture: Evidence from Corporate Spin-offs

EFA 2007 Ljubljana Meetings Paper, Second Singapore International Conference on Finance 2008, Fisher College of Business Working Paper No. 2007-03-001, Charles A. Dice Working Paper No. 2007-1, Robert Day School of Economics and Finance Research Paper No. 2009-2
Number of pages: 45 Posted: 04 Jan 2007 Last Revised: 15 Mar 2011
Working Paper Series
University of Miami - Department of Finance, Nanyang Technological University - Division of Banking & Finance and U.S. Securities and Exchange Commission
Downloads 1,520
23.

The Role of Venture Capital Syndication in Value Creation for Entrepreneurial Firms

Review of Finance, Forthcoming
Number of pages: 46 Posted: 26 Mar 2008 Last Revised: 14 May 2014
Accepted Paper Series
Tsinghua University - PBC School of Finance
Downloads 1,513
24.

Opening the Black Box: Internal Capital Markets and Managerial Power

Journal of Finance 68, 2013, 1577-1631 , EFA 2007 Ljubljana Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 112 Posted: 25 Mar 2008 Last Revised: 30 Jan 2015
Working Paper Series
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), SKEMA Business School and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 1,501
25.

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 1,484
26.

Expectations, Bond Yields and Monetary Policy

Review of Financial Studies, October 1, 2010 , AFA 2006 Boston Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 44 Posted: 19 Mar 2005 Last Revised: 29 Nov 2010
Working Paper Series
University of Queensland - Business School
Downloads 1,453
27.

Director Networks

EFA 2007 Ljubljana Meetings Paper
Number of pages: 52 Posted: 01 Mar 2007 Last Revised: 18 Mar 2009
Working Paper Series
Bates White, LLC and HEC Montreal
Downloads 1,424
28.

Consumer Credit Scoring Models with Limited Data

EFA 2007 Ljubljana Meetings Paper
Number of pages: 23 Posted: 02 Mar 2007
Working Paper Series
Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry
Downloads 1,421
29.

How Does Law Affect Finance? An Examination of Equity Tunneling in Bulgaria

nearly final version, published in 96 Journal of Financial Economics 155-173 (2010), ECGI - Finance Working Paper No. 123/2006, McCombs School of Business Research Paper No. FIN-04-06, U of Texas Law Law and Econ Research Paper No. 80, EFA 2007 Ljubljana Meetings Paper, 2nd Annual Conference on Empirical Legal Studies Paper, William Davidson Institute Working Paper No. 742
Number of pages: 50 Posted: 18 May 2006 Last Revised: 04 May 2010
Accepted Paper Series
William and Mary - Raymond A. Mason School of Business, Northwestern University - Pritzker School of Law, Daniels College of Business, University of Denver and XFI Centre for Finance and Investment - University of Exeter Business School
Downloads 1,315
30.

Are Stars' Opinions Worth More? The Relation Between Analyst Reputation and Recommendation Values

Number of pages: 51 Posted: 22 Mar 2005 Last Revised: 21 Nov 2010
Working Paper Series
INSEAD - Finance and University of California, Davis - Graduate School of Management
Downloads 1,301
31.

How Does Competition Impact Bank Risk Taking?

EFA 2007 Ljubljana Meetings Paper, FRB of San Francisco Working Paper No. 2007-23, AFA 2008 New Orleans Meetings Paper
Number of pages: 37 Posted: 27 Feb 2007
Working Paper Series
Banco de España, Banco de España and Federal Reserve Bank of San Francisco
Downloads 1,280
32.

On the Lifecycle Dynamics of Venture-Capital- and Non-Venture-Capital-Financed Firms

EFA 2007 Ljubljana Meetings Paper, US Census Bureau Center for Economic Studies Paper No. CES-WP-08-13
Number of pages: 53 Posted: 06 Mar 2007 Last Revised: 29 Sep 2013
Working Paper Series
Duke University - Fuqua School of Business and Federal Reserve Board

Multiple version iconThere are 3 versions of this paper

Downloads 1,268
33.

Do Financial Conglomerates Create or Destroy Economic Value?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 46 Posted: 10 Sep 2006 Last Revised: 15 Jun 2013
Working Paper Series
University of St. Gallen - Swiss Institute of Banking and Finance and New York University - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,259
34.

Optimal Annuity Risk Management

CentER Working Paper Series No. 2006-78, EFA 2007 Ljubljana Meetings Paper
Number of pages: 53 Posted: 01 Mar 2007 Last Revised: 03 Sep 2009
Working Paper Series
University of Chicago - Booth School of Business, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 1,257
35.

Risk Transfer with CDOs and Systemic Risk in Banking

CFS Working Paper No. 2006/04, EFA 2007 Ljubljana Meetings Paper
Number of pages: 32 Posted: 20 Mar 2006
Working Paper Series
Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,238
36.

Politically Connected Boards of Directors and the Allocation of Procurement Contracts

Forthcoming Review of Finance
Number of pages: 45 Posted: 25 Mar 2008 Last Revised: 12 May 2014
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance, affiliation not provided to SSRN and ESMT European School of Management and Technology
Downloads 1,206
37.

Segmentation and Time-of-Day Patterns in Foreign Exchange Markets

EFA 2007 Ljubljana Meetings Paper
Number of pages: 36 Posted: 08 Feb 2007
Working Paper Series
University of St. Gallen
Downloads 1,197
38.

Corporate Bond Credit Spreads and Forecast Dispersion

EFA 2007 Ljubljana Meetings Paper
Number of pages: 53 Posted: 21 Mar 2006 Last Revised: 01 Mar 2010
Working Paper Series
Federal Deposit Insurance Corporation (FDIC) and Boston University - Department of Finance & Economics
Downloads 1,184
39.

Institutional Stock Trading on Loan Market Information

AFA 2008 New Orleans Meetings Paper, EFA 2007 Ljubljana Meetings, Journal of Financial Economics (JFE), 100 (2), 284-303, 2011
Number of pages: 55 Posted: 18 Dec 2007 Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and University of California, Irvine - Paul Merage School of Business
Downloads 1,161
40.

To Be or Not to Be (Public)

University of Michigan Ross School of Business Research Paper, EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 58 Posted: 04 Aug 2006
Working Paper Series
Arizona State University (ASU) - Finance Department and University of Michigan at Ann Arbor - The Stephen M. Ross School of Business
Downloads 1,114
41.

Bond Performance in Mergers and Acquisitions: The Impact and Spillover of Governance and Legal Standards

ECGI Finance Working Paper No. 125, EFA 2007 Ljubljana Meetings Paper
Number of pages: 47 Posted: 24 Mar 2008 Last Revised: 24 Mar 2008
Working Paper Series
Central European University and Tilburg University - Department of Finance
Downloads 1,104
42.

Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

Journal of Finance, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of pages: 66 Posted: 01 Mar 2007 Last Revised: 24 Jan 2010
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Finance, Tilburg University - Department of Finance and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 1,057
43.

When Can Life-Cycle Investors Benefit from Time-Varying Bond Risk Premia?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 49 Posted: 01 Mar 2007 Last Revised: 04 Feb 2009
Working Paper Series
University of Chicago - Booth School of Business, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Multiple version iconThere are 2 versions of this paper

Downloads 1,057
44.

Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

EFA 2007 Ljubljana Meetings Paper, FDIC Center For Financial Research Working Paper Number 2007-07
Number of pages: 63 Posted: 16 Mar 2006 Last Revised: 11 Mar 2014
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,006
45.

The Value of Excess Cash and Corporate Governance: Evidence from U.S. Cross-listings

EFA 2007 Ljubljana Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 22 Jan 2007 Last Revised: 10 Jun 2009
Accepted Paper Series
University of Lugano and University of Neuchatel
Downloads 984
46.

Do Hostile Takeovers Stifle Innovation? Evidence from Antitakeover Legislation and Corporate Patenting

Journal of Finance, Forthcoming, AFA 2009 San Francisco Meetings Paper, WFA 2008 Hawaii Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 63 Posted: 02 Mar 2007 Last Revised: 13 Mar 2013
Accepted Paper Series
University of Nebraska
Downloads 974
47.

The Dynamics of Mergers and Acquisitions in Oligopolistic Industries

Journal of Economic Dynamics and Control, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of pages: 48 Posted: 05 Mar 2008 Last Revised: 15 Feb 2012
Accepted Paper Series
Boston University - Department of Economics and Boston University - Department of Finance & Economics
Downloads 940
48.

The Role of Institutional Investors in Seasoned Equity Offerings

Journal of Financial Economics (JFE), Vol. 94, No. 3, pp. 384-411, 2009, AFA 2006 Boston Meetings Paper, NBER 2007 Market Microstructure Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Number of pages: 57 Posted: 25 Mar 2005 Last Revised: 14 Apr 2010
Accepted Paper Series
Boston College - Carroll School of Management, Oregon State University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 920
49.

Do Arbitrageurs Amplify Economic Shocks?

Number of pages: 52 Posted: 02 Mar 2007 Last Revised: 04 Jun 2011
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Syracuse University - Department of Economics and Princeton University - Bendheim Center for Finance
Downloads 915
50.

The Evolution of Earnings Management and Firm Valuation: A Cross-Country Analysis

EFA 2007 Ljubljana Meetings Paper
Number of pages: 39 Posted: 27 Feb 2007 Last Revised: 22 Oct 2007
Working Paper Series
Catolica Lisbon School of Business and Economics and Nova School of Business and Economics
Downloads 900