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Paris December 2007 Finance Meeting EUROFIDAI - AFFI (Archive)

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For more information on this conference please visit: http://www.affi.asso.fr/december2007us.html

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Viewing: 1 - 41 of 41 papers

1.

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
HEC Paris - Finance Department and Queensland University of Technology - School of Economics and Finance
Downloads 1,525
2.

The Dynamics of Sovereign Credit Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 37 Posted: 13 Dec 2007 Last Revised: 23 Sep 2013
Accepted Paper Series
HEC Montréal
Downloads 1,263
3.

Replicating the Properties of Hedge Fund Returns

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, UBC Winter Finance Conference 2008 Paper
Number of pages: 50 Posted: 13 Dec 2007
Working Paper Series
HEC Montreal - Department of Finance, Department of Decision Sciences, HEC Montreal and Pavilion Advisory Group
Downloads 951
4.

Should We Invest in Microcredit? A Financial Analysis of Microcredit from a USD-Investor's Perspective

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 53 Posted: 13 Dec 2007
Working Paper Series
Vienna University of Economics and Business Administration - Department of Corporate Finance
Downloads 840
5.

'Effective' Parameters for Stochastic Volatility Models

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 20 Posted: 26 Dec 2007
Working Paper Series
Ecole des Mines de Paris
Downloads 762
6.

Ownership, Control and Market Liquidity

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 45 Posted: 13 Dec 2007 Last Revised: 17 Jun 2015
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine - CEREG

Multiple version iconThere are 2 versions of this paper

Downloads 552
7.

An Empirical Model of Merger and Acquisitions Timing

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 38 Posted: 13 Dec 2007
Working Paper Series
Imperial College Business School and University of Warwick - Marketing & Strategic Management (MSM) Subject Group
Downloads 549
8.

Ownership Structure and Debt Leverage: Empirical Test on French

Paris December 2007 Finance International Meeting AFFI - EUROFIDAI Paper
Number of pages: 39 Posted: 01 Mar 2007 Last Revised: 19 Jun 2015
Working Paper Series
Université Paris Dauphine and Université du Québec à Chicoutimi (UQAC)
Downloads 535
9.

Venture Capital and Timing of IPO

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 22 Posted: 16 Dec 2007
Working Paper Series
TELECOM Ecole de Management
Downloads 476
10.

Get an Implied Correlation to Price Equity-Interest Rates Hybrids

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 18 Posted: 13 Dec 2007
Working Paper Series
Institut National de Recherche en Informatique et Automatique (INRIA)
Downloads 454
11.

The Choice of ADRs

Paris December 2007 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 54 Posted: 27 Aug 2007 Last Revised: 14 Oct 2008
Working Paper Series
American University of Sharjah - School of Business and Management, HEC Montreal and American University of Sharjah - School of Business and Management
Downloads 448
12.

Fairness Opinions and Capital Markets: Evidence from Germany, Switzerland and Austria

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 30 Posted: 20 Mar 2008 Last Revised: 14 Oct 2008
Working Paper Series
University of Maine - Maine Business School

Multiple version iconThere are 2 versions of this paper

Downloads 436
13.

Implied Cost of Capital Based Investment Strategies - Evidence from International Stock Markets

Annals of Finance
Number of pages: 30 Posted: 02 Mar 2007 Last Revised: 18 May 2013
Working Paper Series
Bank J. Safra Sarasin and University of London - Birkbeck College
Downloads 428
14.

Corporate Disclosure, Information Uncertainty and Investors' Behavior: A Test of the Overconfidence Effect on Market Reaction to Goodwill Write-Offs

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 18 Posted: 12 Dec 2007
Working Paper Series
University of Montpellier - MRM - IAE and MRM-Université Montpellier 1
Downloads 413
15.

Corporate Investment and Analyst Pressure

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 66 Posted: 03 Mar 2008 Last Revised: 22 Oct 2013
Working Paper Series
Kellstadt Graduate School of Business
Downloads 400
16.

International Stock Market Correlations: A Sectoral Approach

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 41 Posted: 13 Dec 2007
Working Paper Series
University of Geneva and University of Geneva - Geneva School of Economics and Management
Downloads 391
17.

Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

Sauder School of Business Working Paper, AFA 2007 Chicago Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 68 Posted: 17 Mar 2006 Last Revised: 14 Oct 2008
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and University of British Columbia Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 383
18.

Rare Disasters and Exchange Rates

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 70 Posted: 13 Dec 2007 Last Revised: 15 Oct 2014
Working Paper Series
Harvard University - Department of Economics and Harvard University - Department of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 376
19.

The Survival and Success of Canadian Penny Stock IPOs

Small Business Economics, 36 (1) 2011: 101-121
Number of pages: 31 Posted: 12 Dec 2007 Last Revised: 13 Apr 2012
Accepted Paper Series
Laval University and Laval University

Multiple version iconThere are 2 versions of this paper

Downloads 355
20.

Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 23 Posted: 13 Dec 2007
Working Paper Series
Université de Rennes I and CREM and Université de Rennes I
Downloads 333
21.

The Liquidation Dilemma of Money Losing Investments - The Impact of Investment Experience and Window Dressing of Private Equity and Venture Capital Funds

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 36 Posted: 05 Mar 2008 Last Revised: 14 Oct 2008
Working Paper Series
CEPRES - Center of Private Equity Research
Downloads 297
22.

Law, Finance, and Venture Capital: The Cost of Capital for High-Tech Firms

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 68 Posted: 13 Dec 2007
Working Paper Series
Christopher Newport University

Multiple version iconThere are 2 versions of this paper

Downloads 287
23.

Value of Your IPO Advisor's Advice: M&A Perspective

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 24 Posted: 06 Mar 2008
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 273
24.

Joint Modelling of International Yield Curves

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 19 Posted: 13 Dec 2007
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) - Risk Management Division and European Central Bank (ECB)
Downloads 271
25.

The Early News Catches the Attention: On the Relative Price Impact of Similar Economic Indicators

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 38 Posted: 15 Sep 2007 Last Revised: 12 Jan 2010
Working Paper Series
University of Cologne - Department of Corporate Finance and University of Mannheim - Department of Finance
Downloads 236
26.

American Index Put Options Early Exercise Premium Estimation

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 26 Posted: 13 Dec 2007
Working Paper Series
The Institute of International Studies
Downloads 222
27.

Assessing the Power and the Size of the Event Study Method Through the Decades

Finance International Meeting AFFI-EUROFIDAI, Paris, December 2007
Number of pages: 23 Posted: 10 Dec 2007
Working Paper Series
WHU - Otto Beisheim School of Management, Université de Lille and Université Lille Nord de France - SKEMA Business School
Downloads 209
28.

The Choice Between Private and Public Capital Markets: The Importance of Disclosure Standards and Auditor Discipline to Countries Divesting State-Owned Enterprises

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 57 Posted: 21 Mar 2007
Working Paper Series
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and University of South Carolina - Moore School of Business
Downloads 194
29.

Testing for Jumps in a Discretely Observed Process

Paris December 2007 Finance International Meeting AFFI
Number of pages: 36 Posted: 12 Dec 2007
Working Paper Series
Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie
Downloads 174
30.

How Do Firms Choose between Intermediary and Supplier Finance?

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 52 Posted: 12 Dec 2007
Working Paper Series
Northwestern University - Department of Economics and Simon Fraser University (SFU)

Multiple version iconThere are 2 versions of this paper

Downloads 164
31.

Evaluating Spread Decomposition Models with a Basket Security

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 46 Posted: 12 Dec 2007
Working Paper Series
Aston University - Aston Business School and Department of International Business
Downloads 150
32.

Assets Returns Volatility and Investment Horizon: The French Case

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 22 Posted: 12 Dec 2007
Working Paper Series
University of Toulouse 1 - Industrial Economic Institute (IDEI) and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)

Multiple version iconThere are 2 versions of this paper

Downloads 147
33.

Comparison Results for Exchangeable Credit Risk Portfolios

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 23 Posted: 10 Mar 2008 Last Revised: 10 Mar 2008
Working Paper Series
Université Lyon 1 - ISFA and University Paris 1 Panthéon - Sorbonne, PRISM Sorbonne & Labex ReFi
Downloads 114
34.

Learning or Robust Control

Paris December 2007 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 38 Posted: 02 Mar 2007
Working Paper Series
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 113
35.

The Market for Corporate Directors

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 40 Posted: 13 Dec 2007
Working Paper Series
Hanyang University - Seoul Campus
Downloads 92
36.

Fire Sales: Revisiting the Market Equilibrium Approach

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 30 Posted: 03 Mar 2008
Working Paper Series
HEC Paris - Finance Department
Downloads 59
37.

An Analysis of the True Notional Bond System Applied to the CBOT T-Bonds Futures

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Posted: 12 Dec 2007
Working Paper Series
University of Quebec at Montreal - School of Management - Department of Finance, HEC Montreal - Department of Management Sciences and HEC Montreal - Department of Management Sciences
38.

Dynamic Asset-Liability Management for Defined-Benefit Pension Plans

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Posted: 10 Jan 2008
Working Paper Series
Boston University - Department of Finance & Economics, Questrom School of Business, Boston University and affiliation not provided to SSRN
39.

Learning or Robust Control

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Posted: 17 Dec 2007 Last Revised: 14 Oct 2008
Working Paper Series
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance

Multiple version iconThere are 2 versions of this paper

40.

Testing for Instability in Factor Structure of Yield Curves

Cass Working Paper No. WP-CEA-09-2007, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Posted: 12 Jul 2007 Last Revised: 22 Jun 2010
Working Paper Series
Durham University Business School
41.

Utilitarianism and Fairness in Portfolio Positioning

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Posted: 13 Dec 2007
Working Paper Series
University of Cergy-Pontoise - Department of Economics and University of Cergy-Pontoise - ThEMA