SSRN EFA 2007 Ljubljana 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 23,392

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

Joost Driessen, Tse-Chun Lin and Ludovic Phalippou

Tilburg University - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School

There are 3 versions of this paper

Downloads 3,309

3.

Technical Analysis and Theory of Finance

EFA 2007 Ljubljana Meetings Paper

Number of pages: 54 Posted: 05 Mar 2007

Working Paper Series

Yingzi Zhu and Guofu Zhou

Tsinghua University - School of Economics & Management and Washington University in St. Louis - Olin School of Business

Downloads 3,264

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

Suleyman Basak and Georgy Chabakauri

London Business School and London School of Economics and Political Science

There are 2 versions of this paper

Downloads 3,066

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

Lubos Pastor and Robert F. Stambaugh

University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

There are 4 versions of this paper

Downloads 2,755

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

Jules H. van Binsbergen, John R. Graham and Jie Yang

University of Pennsylvania - The Wharton School, Duke University and Board of Governors of the Federal Reserve System

There are 2 versions of this paper

Downloads 2,749

7.

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

Andriy Bodnaruk, Massimo Massa and Andrei Simonov

University of Illinois at Chicago, INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management

There are 3 versions of this paper

Downloads 2,660

8.

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

Franklin Allen, Elena Carletti and Robert Marquez

Imperial College London, Bocconi University - Department of Finance and University of California, Davis

Downloads 2,548

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

John M. Griffin, Patrick J. Kelly and Federico Nardari

University of Texas at Austin - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance

Downloads 2,346

10.

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

Ben Jacobsen, Ben R. Marshall and Nuttawat Visaltanachoti

Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance

Downloads 2,217

11.

Optimal Asset Allocation in Asset Liability Management

EFA 2007 Ljubljana Meetings Paper

Number of pages: 37 Posted: 15 Mar 2006

Working Paper Series

Jules H. van Binsbergen and Michael W. Brandt

University of Pennsylvania - The Wharton School and Duke University - Fuqua School of Business

There are 2 versions of this paper

Downloads 2,194

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

Peter Christoffersen, Kris Jacobs and Karim Mimouni

University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and McGill University - Desautels Faculty of Management

Downloads 2,149

13.

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

Bernard S. Black and Vikramaditya S. Khanna

Northwestern University - Pritzker School of Law and University of Michigan Law School

Downloads 2,086

14.

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

Ingolf Dittmann, Ernst G. Maug and Oliver G. Spalt

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Mannheim Business School and Tilburg University - Department of Finance

Downloads 2,042

15.

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

Jack Bao and Alex Edmans

Board of Governors of the Federal Reserve System and London Business School - Institute of Finance and Accounting

Downloads 2,000

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

Peter Christoffersen, Kris Jacobs and Gregory Vainberg

University of Toronto - Rotman School of Management, University of Houston - C.T. Bauer College of Business and McGill University - Desautels Faculty of Management

There are 2 versions of this paper

Downloads 1,980

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

Alex Edmans and Qi Liu

London Business School - Institute of Finance and Accounting and Peking University - Department of Finance

Downloads 1,787

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

Rob Bauer, Mathijs Cosemans and Piet M. A. Eichholtz

Maastricht University, Erasmus University - Rotterdam School of Management and University of Maastricht - Limburg Institute of Financial Economics (LIFE)

Downloads 1,702

19.

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 1,570

20.

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

Xuan Tian

Tsinghua University - PBC School of Finance

Downloads 1,565

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

Bernard S. Black and Woochan Kim

Northwestern University - Pritzker School of Law and Korea University Business School

Downloads 1,541

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

Henrik Cronqvist, Angie Low and Mattias Nilsson

University of Miami - Department of Finance, Nanyang Technological University - Division of Banking & Finance and U.S. Securities and Exchange Commission

Downloads 1,478

23.

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

Markus Glaser, Florencio Lopez de Silanes and Zacharias Sautner

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 1,469

24.

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 1,442

25.

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

Albert Lee Chun

University of Queensland - Business School

Downloads 1,428

26.

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

Xuan Tian

Tsinghua University - PBC School of Finance

Downloads 1,412

27.

Consumer Credit Scoring Models with Limited Data

EFA 2007 Ljubljana Meetings Paper

Number of pages: 23 Posted: 02 Mar 2007

Working Paper Series

Maja Sustersic, Dusan Mramor and Jure Zupan

Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry

Downloads 1,391

28.

Director Networks

EFA 2007 Ljubljana Meetings Paper

Number of pages: 52 Posted: 01 Mar 2007 Last Revised: 18 Mar 2009

Working Paper Series

Ilan Guedj and Amir Barnea

Bates White, LLC and HEC Montreal

Downloads 1,366

29.

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

Lily H. Fang and Ayako Yasuda

INSEAD - Finance and University of California, Davis - Graduate School of Management

Downloads 1,282

30.

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

Vladimir A. Atanasov, Bernard S. Black, Conrad S. Ciccotello and Stanley B. Gyoshev

College of William and Mary - 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 1,282

31.

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

Manju Puri and Rebecca Zarutskie

Duke University - Fuqua School of Business and Federal Reserve Board

There are 3 versions of this paper

Downloads 1,249

32.

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

Markus Schmid and Ingo Walter

University of St. Gallen - Swiss Institute of Banking and Finance and New York University - Leonard N. Stern School of Business

There are 2 versions of this paper

Downloads 1,242

33.

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

Ralph S. J. Koijen, Theo Nijman and Bas J. M. Werker

New York University (NYU) - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Downloads 1,233

34.

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

Jan Pieter Krahnen and Christian Wilde

Faculty of Economics and Business Administration and Goethe University Frankfurt - Department of Finance

There are 2 versions of this paper

Downloads 1,193

35.

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

Jesus Saurina Salas, Gabriel Jiménez and Jose A. Lopez

Banco de España, Banco de España and Federal Reserve Bank of San Francisco

Downloads 1,188

36.

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

Levent Guntay and Dirk Hackbarth

Federal Deposit Insurance Corporation (FDIC) and Boston University Questrom School of Business

Downloads 1,168

37.

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

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

Downloads 1,145

38.

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

Angelo Ranaldo

University of St. Gallen

Downloads 1,130

39.

Institutional Stock Trading on Loan Market Information

AFA 2008 New Orleans Meetings Paper, EFA 2007 Ljubljana Meetings

Number of pages: 55 Posted: 18 Dec 2007 Last Revised: 20 Feb 2010

Working Paper Series

Victoria Ivashina and Zheng Sun

Harvard University and University of California, Irvine - Paul Merage School of Business

Downloads 1,119

40.

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

Peter G. Szilagyi and Luc Renneboog

Central European University and Tilburg University - Department of Finance

Downloads 1,099

41.

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

Sreedhar T. Bharath and Amy K. Dittmar

Arizona State University - W.P. Carey School of Business and University of Michigan at Ann Arbor - The Stephen M. Ross School of Business

Downloads 1,096

42.

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

Ralph S. J. Koijen, Theo Nijman and Bas J. M. Werker

New York University (NYU) - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

There are 2 versions of this paper

Downloads 1,056

43.

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

Dion Bongaerts, Frank De Jong and Joost Driessen

Erasmus University Rotterdam (EUR) - Finance, Tilburg University - Department of Finance and Tilburg University - Department of Finance

Downloads 1,037

44.

Decomposing Performance

EFA 2007 Ljubljana Meetings Paper

Number of pages: 60 Posted: 16 Feb 2007 Last Revised: 02 Nov 2016

Working Paper Series

Daniel Hoechle, Markus Schmid and Heinz Zimmermann

University of Basel - Department of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance

Downloads 1,012

45.

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

Söhnke M. Bartram, Gregory W. Brown and Bernadette A. Minton

Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance

There are 3 versions of this paper

Downloads 962

46.

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

Laurent Frésard and Carolina Salva

University of Maryland - Robert H. Smith School of Business and University of Neuchatel

Downloads 953

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

Jianjun Miao and Dirk Hackbarth

Boston University - Department of Economics and Boston University Questrom School of Business

Downloads 927

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

Thomas J. Chemmanur, Shan He and Gang Hu

Boston College - Carroll School of Management, Oregon State University and Hong Kong Polytechnic University - School of Accounting and Finance

Downloads 897

49.

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

Julian Atanassov

University of Nebraska

Downloads 896

50.

Do Arbitrageurs Amplify Economic Shocks?

Number of pages: 52 Posted: 02 Mar 2007 Last Revised: 04 Jun 2011

Working Paper Series

Harrison G. Hong, Jeffrey D. Kubik and Tal Fishman

Columbia University, Graduate School of Arts and Sciences, Department of Economics, Syracuse University - Department of Economics and Princeton University - Bendheim Center for Finance

Downloads 892

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