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AFA 2008 New Orleans Meetings (Archive)

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Viewing: 1 - 50 of 121 papers

1.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Accepted Paper Series
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 17,660
2.

Which CEO Characteristics and Abilities Matter?

Swedish Institute for Financial Research Conference on the Economics of the Private Equity Market, AFA 2008 New Orleans Meetings Paper
Number of pages: 49 Posted: 20 Mar 2007 Last Revised: 13 Jan 2015
Working Paper Series
Steven N. Kaplan, Mark M. Klebanov and Morten Sorensen
University of Chicago - Booth School of Business, University of Chicago - Graduate School of Business (GSB) and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 4,045
3.

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

Multiple version iconThere are 3 versions of this paper

Downloads 3,305
4.

Common Problems in Capital Structure Research: The Financial-Debt-To-Asset Ratio, and Issuing Activity vs. Leverage Changes

AFA 2008 New Orleans Meetings Paper
Number of pages: 18 Posted: 20 Sep 2006 Last Revised: 22 Oct 2010
Working Paper Series
Ivo Welch
University of California, Los Angeles (UCLA)
Downloads 3,282
5.

Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes?

CRSP Working Paper No. 615, AFA 2008 New Orleans Meetings Paper
Number of pages: 67 Posted: 20 Sep 2006
Working Paper Series
Joshua D. Rauh and Steven N. Kaplan
Stanford Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,030
6.

Venture Capital Reputation, Post-IPO Performance and Corporate Governance

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, ECGI - Finance Working Paper No. 265/2009
Number of pages: 56 Posted: 22 Jun 2006 Last Revised: 08 Sep 2011
Accepted Paper Series
C. N. V. Krishnan, Vladimir I. Ivanov, Ronald W. Masulis and Ajai K. Singh
Case Western Reserve University - Department of Banking & Finance, US Securities & Exchange Commission, University of New South Wales - Australian School of Business and Department of Finance, University of Central Florida
Downloads 2,908
7.

Does Asymmetric Information Drive Capital Structure Decisions?

EFA 2006 Zurich Meetings, AFA 2008 New Orleans Meetings Paper
Number of pages: 55 Posted: 06 Mar 2006 Last Revised: 22 Dec 2016
Working Paper Series
Sreedhar T. Bharath, Paolo Pasquariello and Guojun Wu
Arizona State University - W.P. Carey School of Business, University of Michigan, Stephen M. Ross School of Business and University of Houston

Multiple version iconThere are 2 versions of this paper

Downloads 2,822
8.

Price Efficiency and Short Selling

AFA 2008 New Orleans Meetings Paper, IESE Business School Working Paper No. 748, Review of Finance Studies, Vol. 24, No. 3, pp. 821-852, 2011
Number of pages: 41 Posted: 04 Dec 2006 Last Revised: 07 Mar 2011
Accepted Paper Series
Pedro A. C. Saffi and Kari Sigurdsson
University of Cambridge - Judge Business School and AQR Capital Management
Downloads 2,776
9.

Expected Stock Returns and Variance Risk Premia

AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Number of pages: 41 Posted: 21 Sep 2006 Last Revised: 14 Dec 2008
Working Paper Series
Tim Bollerslev, George Tauchen and Hao Zhou
Duke University - Finance, Duke University - Economics Group and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,754
10.

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

Multiple version iconThere are 3 versions of this paper

Downloads 2,660
11.

Market Maker Inventories and Liquidity

AFA 2008 New Orleans Meetings Paper
Number of pages: 38 Posted: 09 Nov 2006
Working Paper Series
Terrence Hendershott, Pamela C. Moulton and Mark S. Seasholes
University of California, Berkeley - Haas School of Business, Cornell University and Hong Kong University of Science & Technology (HKUST)
Downloads 2,461
12.

The Price of Sin: The Effects of Social Norms on Markets

Sauder School of Business Working Paper, AFA 2008 New Orleans Meetings Paper, EFA 2006 Zurich Meetings
Number of pages: 50 Posted: 05 Aug 2005
Working Paper Series
Marcin T. Kacperczyk and Harrison G. Hong
Imperial College London - Accounting, Finance, and Macroeconomics and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 2,401
13.

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 2,338
14.

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 2,146
15.

Corporate Governance and Regulation: Can There be too Much of a Good Thing?

ECGI - Finance Working Paper No. 142/2007, Journal of Financial Intermediation, Forthcoming, AFA 2008 New Orleans Meetings Paper
Number of pages: 44 Posted: 17 Jan 2007 Last Revised: 16 Dec 2009
Working Paper Series
Valentina Bruno and Stijn Claessens
American University - Department of Finance and Real Estate and Bank for International Settlements

Multiple version iconThere are 3 versions of this paper

Downloads 2,107
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

Multiple version iconThere are 2 versions of this paper

Downloads 1,973
17.

On the Economic Sources of Stock Market Volatility

AFA 2008 New Orleans Meetings Paper
Number of pages: 54 Posted: 21 Mar 2007 Last Revised: 18 Sep 2012
Working Paper Series
Robert F. Engle, Eric Ghysels and Bumjean Sohn
New York University - Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School and Korea University Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,885
18.

Correlation Risk and Optimal Portfolio Choice

AFA 2008 New Orleans Meetings Paper
Number of pages: 58 Posted: 14 Jun 2006 Last Revised: 16 Feb 2009
Working Paper Series
Andrea Buraschi, Paolo Porchia and Fabio Trojani
The University of Chicago, IE Business School and University of Geneva
Downloads 1,796
19.

Managerial Optimism and Corporate Investment: Is the CEO Alone Responsible for the Relation?

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 05 Mar 2008 Last Revised: 31 Oct 2008
Working Paper Series
Markus Glaser, Philipp Schäfers and Martin Weber
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management), WestLB and University of Mannheim - Department of Banking and Finance
Downloads 1,786
20.

Firm Boundaries Matter: Evidence from Conglomerates and R&D Activity

AFA 2008 New Orleans Meetings Paper
Number of pages: 55 Posted: 19 Mar 2007 Last Revised: 28 Jul 2014
Working Paper Series
Amit Seru
Stanford University
Downloads 1,785
21.

Option Backdating and Board Interlocks

Review of Financial Studies, 2009, 22, 4821-4847
Number of pages: 42 Posted: 24 Nov 2006 Last Revised: 01 Feb 2016
Accepted Paper Series
John M. Bizjak, Michael L. Lemmon and Ryan J. Whitby
Texas Christian University, University of Utah - Department of Finance and Utah State University - Huntsman School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,710
22.

Control Rights and Capital Structure: An Empirical Investigation

9th Annual Texas Finance Festival, AFA 2008 New Orleans Meetings
Number of pages: 68 Posted: 12 Feb 2007 Last Revised: 13 Dec 2011
Working Paper Series
Michael R. Roberts and Amir Sufi
The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Chicago - Booth School of Business
Downloads 1,685
23.

The Investment Behavior of Buyout Funds: Theory and Evidence

ECGI - Finance Working Paper No. 174/2007, AFA 2008 New Orleans Meetings Paper, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 44 Posted: 20 Mar 2007 Last Revised: 04 Sep 2017
Working Paper Series
Alexander Ljungqvist, Matthew P. Richardson and Daniel Wolfenzon
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,665
24.

The Information Content of Bank Loan Covenants

AFA 2008 New Orleans Meetings, Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 30 Jan 2007 Last Revised: 08 Mar 2010
Working Paper Series
Cem Demiroglu and Christopher M. James
Koc University, College of Administrative Sciences and Economics and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,617
25.

The Role of Venture Capitalists in the Acquisition of Private Companies

AFA 2008 New Orleans Meetings Paper
Number of pages: 51 Posted: 23 Feb 2007
Working Paper Series
Paul A. Gompers and Yuhai Xuan
Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,596
26.

Financial Distress and the Cross Section of Equity Returns

Journal of Finance, Forthcoming
Number of pages: 74 Posted: 21 Mar 2007 Last Revised: 25 Jun 2010
Working Paper Series
Lorenzo Garlappi and Hong Yan
University of British Columbia (UBC) - Sauder School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1,570
27.

Hedge Funds, Managerial Skill, and Macroeconomic Variables

AFA 2008 New Orleans Meetings Paper
Number of pages: 47 Posted: 22 Mar 2007 Last Revised: 15 Nov 2013
Working Paper Series
Doron Avramov, Robert Kosowski, Narayan Y. Naik and Melvyn Teo
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Imperial College Business School, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,554
28.

Cash Flows and Leverage Adjustments

Journal of Financial Economics (JFE), March 2012, AFA 2008 New Orleans Meetings Paper
Number of pages: 40 Posted: 21 Mar 2007 Last Revised: 07 Nov 2013
Accepted Paper Series
Michael W. Faulkender, Mark J. Flannery, Kristine Watson Hankins and Jason M. Smith
University of Maryland - Robert H. Smith School of Business, University of Florida - Department of Finance, Insurance and Real Estate, University of Kentucky and Utah State University
Downloads 1,521
29.

The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

AFA 2008 New Orleans Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 49 Posted: 20 Dec 2006 Last Revised: 14 Mar 2013
Working Paper Series
Christophe Perignon and Daniel R. Smith
HEC Paris - Finance Department and Queensland University of Technology - School of Economics and Finance
Downloads 1,515
30.

Can Noise Create Size and Value Effects?

AFA 2008 New Orleans Meetings Paper
Number of pages: 32 Posted: 10 Oct 2006 Last Revised: 26 Oct 2011
Working Paper Series
Robert D. Arnott, Jason C. Hsu, Jun Liu and Harry Markowitz
Research Affiliates, LLC, Rayliant Global Advisors, University of California, San Diego (UCSD) - Rady School of Management and University of California at San Diego
Downloads 1,446
31.

Liquidity and the Post-Earnings-Announcement Drift

AFA 2008 New Orleans Meetings Paper
Number of pages: 35 Posted: 20 Mar 2007 Last Revised: 24 Aug 2011
Working Paper Series
Tarun Chordia, Ronnie Sadka, Amit Goyal, Gil Sadka and Lakshmanan Shivakumar
Emory University - Department of Finance, Boston College - Carroll School of Management, University of Lausanne, University of Texas at Dallas and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,383
32.

Patterns in the Payoffs of Structured Equity Derivatives

AFA 2008 New Orleans Meetings Paper
Number of pages: 51 Posted: 20 Mar 2007 Last Revised: 13 Dec 2007
Working Paper Series
Brian J. Henderson and Neil D. Pearson
George Washington University - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,370
33.

How Smart are the Smart Guys? A Unique View from Hedge Fund Stock Holdings

AFA 2008 New Orleans Meetings Paper
Number of pages: 61 Posted: 16 Mar 2007
Working Paper Series
John M. Griffin and Jin Xu
University of Texas at Austin - Department of Finance and Zebra Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 1,351
34.

Aggressive Short Selling and Price Reversals

AFA 2008 New Orleans Meetings Paper
Number of pages: 46 Posted: 21 Mar 2007 Last Revised: 07 Feb 2011
Working Paper Series
Andriy Shkilko, Bonnie F. Van Ness and Robert A. Van Ness
Wilfrid Laurier University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 1,323
35.

Corporate Payout Policy and Product Market Competition

AFA 2008 New Orleans Meetings Paper
Number of pages: 35 Posted: 20 Mar 2007
Working Paper Series
Gustavo Grullon and Roni Michaely
Rice University - Jesse H. Jones Graduate School of Business and Johnson@Cornell Tech, Cornell University
Downloads 1,314
36.

Hedge Fund Risk Dynamics: Implications for Performance Appraisal

AFA 2008 New Orleans Meetings Paper
Number of pages: 63 Posted: 04 Mar 2007
Working Paper Series
Nicolas P. B. Bollen and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 1,305
37.

Aggregate Earnings and Asset Prices

Journal of Accounting Research, Vol. 47, No. 5, 2009
Number of pages: 40 Posted: 20 Mar 2007 Last Revised: 24 Aug 2011
Accepted Paper Series
Ray Ball, Gil Sadka and Ronnie Sadka
University of Chicago - Accounting, University of Texas at Dallas and Boston College - Carroll School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,274
38.

Firm Size and Capital Structure

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 23 Mar 2005
Working Paper Series
Alexander Kurshev and Ilya A. Strebulaev
London Business School and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,202
39.

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 1,184
40.

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 1,114
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 1,095
42.

Dispersion in Analysts' Earnings Forecasts and Credit Rating

AFA 2008 New Orleans Meetings Paper
Number of pages: 39 Posted: 21 Mar 2007 Last Revised: 09 Jan 2008
Working Paper Series
Doron Avramov, Tarun Chordia, Gergana Jostova and Alexander Philipov
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Emory University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 1,076
43.

Labor Unions, Operating Flexibility, and the Cost of Equity

AFA 2008 New Orleans Meetings Paper
Number of pages: 56 Posted: 21 Sep 2006 Last Revised: 25 Aug 2012
Working Paper Series
Huafeng (Jason) Chen, Marcin T. Kacperczyk and Hernan Ortiz-Molina
Tsinghua University - PBC School of Finance, Imperial College London - Accounting, Finance, and Macroeconomics and University of British Columbia (UBC) - Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,073
44.

Inexperienced Investors and Bubbles

AFA 2008 New Orleans Meetings Paper
Number of pages: 45 Posted: 15 Feb 2007 Last Revised: 22 Jan 2009
Working Paper Series
Stefan Nagel and Robin M. Greenwood
University of Chicago - Booth School of Business and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 1,065
45.

Behavioral and Rational Explanations of Stock Price Performance Around SEOS: Evidence from a Decomposition of Market-to-Book Ratios

AFA 2008 New Orleans Meetings Paper
Number of pages: 43 Posted: 20 Nov 2006 Last Revised: 22 Apr 2009
Working Paper Series
Michael G. Hertzel and Zhi Li
Arizona State University (ASU) - Finance Department and Chapman University - The George L. Argyros School of Business & Economics
Downloads 1,019
46.

When No Law is Better than a Good Law

AFA 2008 New Orleans Meetings Paper
Number of pages: 64 Posted: 19 Mar 2005 Last Revised: 12 May 2014
Working Paper Series
Utpal Bhattacharya and Hazem Daouk
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Cornell University - School of Applied Economics and Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,016
47.

Inside the Black Box: The Role and Composition of Compensation Peer Groups

AFA 2008 New Orleans Meetings Paper
Number of pages: 36 Posted: 21 Mar 2007 Last Revised: 14 May 2014
Working Paper Series
Michael W. Faulkender and Jun Yang
University of Maryland - Robert H. Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 995
48.

Executive Compensation: A New View from a Long-Term Perspective, 1936-2005

FEDS Working Paper No. 2007-35, AFA 2008 New Orleans Meetings Paper
Number of pages: 76 Posted: 22 Mar 2007
Working Paper Series
Carola Frydman and Raven E. Saks
Northwestern University and U.S. Federal Reserve - Division of Research and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 991
49.

The Dynamics of Large and Small Chapter 11 Cases: An Empirical Study

Yale ICF Working Paper No. 05-29, ECGI - Finance Working Paper No. 107/2005, AFA 2008 New Orleans Meetings Paper
Number of pages: 43 Posted: 19 Feb 2007
Working Paper Series
Douglas G. Baird, Arturo Bris and Ning Zhu
University of Chicago Law School, IMD International and China Academy of Financial Research (CAFR)
Downloads 981
50.

Political Connections and Preferential Access to Finance: The Role of Campaign Contributions

Journal of Financial Economics, Vol. 88, No. 3, AFA 2008 New Orleans Meetings Paper, ECGI - Finance Working Paper No. 166/2007
Number of pages: 61 Posted: 21 Mar 2007
Accepted Paper Series
Stijn Claessens, Erik Feyen and Luc Laeven
Bank for International Settlements, World Bank - Finance & Markets Global Practice and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 972
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