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2011 International Conference of the French Finance Association (AFFI) (Archive)

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Viewing: 1 - 50 of 71 papers

1.

Cash Holdings, Working Capital and Firm Value: Evidence from France

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 22 Posted: 12 May 2011 Last Revised: 30 Jul 2013
Working Paper Series
EDHEC Business School and University of Nice-Sophia Antipolis
Downloads 1,872
2.

Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 43 Posted: 09 May 2011 Last Revised: 12 Aug 2011
Working Paper Series
University of Fribourg - Faculty of Economics and Social Science and University of Fribourg - Faculty of Economics and Social Science
Downloads 1,870
3.

Equilibrium High Frequency Trading

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 36 Posted: 08 May 2011 Last Revised: 15 Mar 2013
Accepted Paper Series
HEC Paris - Finance Department, Toulouse School of Economics and Centre for Economic Policy Research (CEPR)
Downloads 1,126
4.

CSR and Market Valuation: International Evidence

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 22 Posted: 09 May 2011 Last Revised: 25 Nov 2013
Working Paper Series
affiliation not provided to SSRN and Université d'Auvergne - Clermont 1 - Clermont Université
Downloads 714
5.

Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets

Number of pages: 56 Posted: 14 Aug 2010
Working Paper Series
Jindal Global Business School and Indian Institute of Management (IIM), Ahmedabad
Downloads 690
6.

A Comparison of Leverage and Profitability of Islamic and Conventional Banks

in 6th International Finance Conference on Financial Crisis and Governance. Cambridge Scholars Publishing (Ed.).
Number of pages: 21 Posted: 12 May 2011 Last Revised: 29 Apr 2016
Accepted Paper Series
University of Toulouse 3 - Laboratoire gouvernance et contrôle organisationnel, Université de Rennes I and University of Sousse
Downloads 632
7.

The Impact of Corporate Social Responsibility Rating Announcements on European Stock Prices

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 33 Posted: 12 May 2011
Working Paper Series
Université Montpellier I and University Paris-Est Créteil (UPEC)
Downloads 525
8.

U.S. Financial Markets Growth and the Real Economy

International Conference of the French Finance Association (AFFI) 2011
Number of pages: 48 Posted: 07 Dec 2010 Last Revised: 08 Dec 2013
Working Paper Series
Southern Illinois University Carbondale, Georgetown University - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 444
9.

Investor Protection and Choice of Share Issuance Mechanism

AFFI - French Finance Association , International Conference of the French Finance Association (AFFI) 2011
Number of pages: 44 Posted: 21 Jun 2010 Last Revised: 27 Jan 2013
Working Paper Series
Georgetown University - Department of Finance, City University of Hong Kong (CityUHK) - Department of Accountancy and Securities and Exchange Commission (SEC)
Downloads 378
10.

The Risk Map: A New Tool for Backtesting Value-at-Risk Models

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 29 Posted: 12 May 2011
Working Paper Series
University of Orleans, University of Orleans and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 319
11.

Transparency and Market Quality: An Analysis of the Effect of MiFID on Euronext

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 30 Posted: 09 May 2011
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 315
12.

Entrepreneurial Litigation and Venture Capital Finance

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 33 Posted: 18 Mar 2011 Last Revised: 16 Feb 2012
Working Paper Series
York University - Schulich School of Business, Southern Utah University - Department of Economics and Finance and Florida State University College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 260
13.

A General Approach to Compute Standard Risk Measures

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 20 Posted: 07 May 2011 Last Revised: 15 Nov 2012
Accepted Paper Series
CEFRA, EMLYON Business School and EMLYON Business School
Downloads 246
14.

Agency Costs of Equity and Debt, and Corporate Incentive Compensation Policy: The French Case

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 34 Posted: 20 May 2011
Working Paper Series
School of Management and Company founders (EDC)
Downloads 210
15.

The Attractiveness of 66 Countries for Institutional Real Estate Investments: A Composite Index Approach

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 63 Posted: 10 May 2011 Last Revised: 19 May 2011
Working Paper Series
Allianz Real Estate and EMLYON Research Centre for Entrepreneurial FinanceEMLYON Business School

Multiple version iconThere are 3 versions of this paper

Downloads 210
16.

Directional and Non-Directional Risk Exposures in Hedge Fund Returns

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 50 Posted: 07 May 2011
Accepted Paper Series
HEC Management School - University of Liège, University of Liege - HEC Management School and HEC Montreal - Department of Finance
Downloads 208
17.

An Explanation of the Nature of Internally Generated Goodwill Based on Aggregation of Interacting Assets

International Conference of the French Finance Association (AFFI), 11-13 May 2011
Number of pages: 49 Posted: 09 May 2011
Working Paper Series
HEC Paris, HEC Paris - Accounting and Management Control Department and University Paris-Dauphine - DRM Finance

Multiple version iconThere are 2 versions of this paper

Downloads 202
18.

Shareholder Interests versus Board of Director Members’ Interests and the Profitability of Firms

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 26 Posted: 16 May 2011
Working Paper Series
Concordia University, Quebec - Department of Finance and Cornell University
Downloads 200
19.

The Riskiness of Risk Models

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 14 Posted: 12 May 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne - CES/CNRS and EMLyon Business School (Paris Campus)
Downloads 190
20.

The Evolution of Shareholder Activism in Canada

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 22 Posted: 12 May 2011
Working Paper Series
Université de Sherbrooke and University of South Brittany
Downloads 181
21.

The Demand for Crop Insurance Combined Approaches for France and Italy

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 12 May 2011
Working Paper Series
University of Naples Federico II, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) and University of Bologna
Downloads 172
22.

Venture Capital and the Financing of Innovation

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 35 Posted: 12 May 2011
Working Paper Series
TELECOM Ecole de Management and Université Paris I Panthéon-Sorbonne
Downloads 166
23.

Corporate Payout Policy in France: Dividends vs. Share Repurchase

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Posted: 12 May 2011
Working Paper Series
University of Grenoble
Downloads 165
24.

How Much Cash is at Risk? Evidence from U.S. Non-Financial Firms

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 18 Posted: 07 May 2011
Accepted Paper Series
University of Bordeaux - Montesquieu University - Bordeaux IV
Downloads 156
25.

Currency Dependent Differences in Credit Spreads of Eur and Usd Denominated Foreign Currency Government Bonds

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 44 Posted: 08 May 2011
Accepted Paper Series
University of Augsburg - Institute of Materials Resource Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 149
26.

Are Credit Rating Agencies Useless? The Role of Rating Agencies in European Bond Markets: Information Transmission vs. Spread Stabilization

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 41 Posted: 12 May 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne and CEREFIGE, University of Lorraine
Downloads 146
27.

Detrending Persistent Predictors for Forecasting Stock Returns

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 34 Posted: 12 May 2011
Working Paper Series
ESG and EMLyon Business School (Paris Campus)
Downloads 137
28.

Gains to Merging Firms and Their Rivals: Evidence from Canada

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 24 Posted: 16 May 2011 Last Revised: 02 Jun 2012
Working Paper Series
University of Lille I and University of Quebec at Montreal (UQAM) - School of Management (ESG)
Downloads 135
29.

When Overconfident Traders Meet Feedback Traders

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 45 Posted: 16 May 2011
Working Paper Series
Toulouse University, Toulouse Business School, National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and Toulouse Business School
Downloads 125
30.

Optimal Allocation of Control Rights in Venture Capital Contracts

International Conference of the French Finance Association (AFFI), 11-13 May 2011
Number of pages: 45 Posted: 04 Jul 2011 Last Revised: 16 Mar 2012
Working Paper Series
Montpellier Business School
Downloads 122
31.

Why are U.S. Firms Using More Short-Term Debt?

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 51 Posted: 08 May 2011
Accepted Paper Series
affiliation not provided to SSRN, ISCTE - Lisbon University Institute - School of Business and Imperial College London

Multiple version iconThere are 3 versions of this paper

Downloads 119
32.

The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 12 May 2011
Working Paper Series
Maastricht School of Business and Economics, Luxembourg School of Finance and Luxembourg School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 116
33.

Estimating the Algorithmic Complexity of Stock Markets

International Conference of the French Finance Association (AFFI), May 11-13, 2011, Algorithmic Finance 2015, 4:3-4, 159-178
Number of pages: 21 Posted: 12 May 2011
Accepted Paper Series
Université Paris 1, Sorbonne Graduate Business School, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 113
34.

Institutional Investors and Foreign Exchange Risk

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 40 Posted: 12 May 2011
Working Paper Series
Hanken School of Economics - Department of Finance and Statistics and Gonzaga University

Multiple version iconThere are 2 versions of this paper

Downloads 110
35.

The Delisting Decision: The Case of Buyout Offers with Squeeze-Out (BOSO)

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 29 Posted: 10 May 2011
Working Paper Series
University of Toulouse - Paul Sabatier; LGC
Downloads 110
36.

Bank Lending Networks, Experience, Reputation and Borrowing Costs

International Conference of the French Finance Association (AFFI), 11-13 May 2011
Number of pages: 32 Posted: 20 May 2011
Working Paper Series
University of Strasbourg - Faculty of Law and Business & LaRGE Research Center, Maastricht University and University of Strasbourg - Faculty of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 109
37.

Investor Sophistication, Learning and the Disposition Effect

International Conference of the French Finance Association (AFFI), 11-13 May 2011
Number of pages: 28 Posted: 16 May 2011
Working Paper Series
EM Strasbourg Business School, Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Strasbourg University, LaRGE Research Center, EM Strasbourg Business School
Downloads 109
38.

The Choice between Informal and Formal Restructuring: The Case of French Banks Facing Distressed SMEs

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 12 May 2011
Working Paper Series
ESSEC Business School, University of Strasbourg and ICN BUSINESS SCHOOL

Multiple version iconThere are 4 versions of this paper

Downloads 99
39.

The Alpha of a Market Timer

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 44 Posted: 09 May 2011
Working Paper Series
HEC Management School - University of Liège

Multiple version iconThere are 2 versions of this paper

Downloads 95
40.

The Bond-Stock Mix: A New Insight

International Conference of the French Finance Association (AFFI), 11-13 May 2011
Number of pages: 35 Posted: 16 May 2011 Last Revised: 30 Jan 2012
Working Paper Series
NEOMA Business School and Neoma Business School

Multiple version iconThere are 2 versions of this paper

Downloads 89
41.

Crossing Takeover Premiums and Mix of Payment: Empirical Test of Contractual Setting in M&A Transactions

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 54 Posted: 16 May 2011
Working Paper Series
Université Paris Dauphine

Multiple version iconThere are 2 versions of this paper

Downloads 88
42.

Effort and Risk-Taking in Mutual Fund Competition

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 20 Posted: 12 May 2011
Working Paper Series
University of Orleans and Université d'Orléans
Downloads 86
43.

The Equilibrium Models of Bond Pricing and Duration Measures: A New Perspective

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 22 Posted: 12 May 2011
Working Paper Series
University of Coimbra
Downloads 84
44.

Firm’s Information Environment and Stock Liquidity: Evidence from Tunisian Context

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 24 Posted: 12 May 2011
Working Paper Series
University of Tunis - Institut Supérieur de Gestion (ISG), Tunis and Université Montpellier II - Montpellier Research in Management (MRM)

Multiple version iconThere are 2 versions of this paper

Downloads 78
45.

Motives and Effects of Syndication Strategy in French Venture Capital Deals

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 12 May 2011
Working Paper Series
University of Lorraine - CEREFIGE Research Center and State bank of Viet Nam, associated to CEREFIGE
Downloads 76
46.

Ambiguity Aversion, Strategic Trading, and Funding Liquidity

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 43 Posted: 20 May 2011
Working Paper Series
Hanyang University
Downloads 73
47.

Gold Quoted at Paris and the Diversification of French Portfolios from 2004 to 2009

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 23 Posted: 08 May 2011
Accepted Paper Series
Independent
Downloads 72
48.

Statistical Properties of Derivatives: A Journey in Term Structures

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 13 Posted: 09 May 2011
Working Paper Series
University Paris Dauphine and University Paris Dauphine

Multiple version iconThere are 2 versions of this paper

Downloads 72
49.

Media Coverage of Analysts' Recommendations and Firm Share Prices

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 19 Posted: 08 May 2011
Accepted Paper Series
Toulouse Business School - Economics and Finance and Toulouse University, Toulouse Business School
Downloads 69
50.

Employee Stock Options Incentive Effects: A CPT-Based Model

International Conference of the French Finance Association (AFFI), 11-13 May 2011, 8th AFE SAMAOS 2011
Number of pages: 12 Posted: 16 May 2011 Last Revised: 12 Jun 2012
Working Paper Series
University of Paris 9 Dauphine, DRM-Finance

Multiple version iconThere are 2 versions of this paper

Downloads 66