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AFA 2012 Chicago Meetings (Archive)

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Viewing: 1 - 50 of 141 papers

1.

Information Externalities in Corporate Governance

AFA 2012 Chicago Meetings Paper
Number of pages: 32 Posted: 19 Oct 2011 Last Revised: 31 Dec 2011
Working Paper Series
Norwegian School of Economics (NHH)
Downloads 289
2.

Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance

The Review of Financial Studies, Forthcoming , AFA 2012 Chicago Meetings Paper, Charles A. Dice Center Working Paper No. 2011-14, UCD & CalPERS Sustainability & Finance Symposium 2013, Fisher College of Business Working Paper No. 2011-03-014
Number of pages: 50 Posted: 22 Jul 2011 Last Revised: 22 Jul 2013
Accepted Paper Series
Fuqua School of Business, Duke University and Vanderbilt University - Finance
Downloads 2,663
3.

Innovative Efficiency and Stock Returns

Journal of Financial Economics (JFE), Vol. 107, 2013
Number of pages: 62 Posted: 04 Apr 2011 Last Revised: 15 Jun 2018
Accepted Paper Series
Marshall School of Business, USC, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 1,992
4.

Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity

AFA 2012 Chicago Meetings Paper
Number of pages: 61 Posted: 23 Mar 2011 Last Revised: 31 Jan 2014
Working Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 70
5.

Financial Intermediaries and the Cross-Section of Asset Returns

Journal of Finance, December 2014, AFA 2012 Chicago Meetings Paper
Number of pages: 58 Posted: 23 Mar 2011 Last Revised: 20 Nov 2014
Accepted Paper Series
International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 956
6.

Cross-Market Timing in Security Issuance

AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 23 Mar 2011 Last Revised: 07 Mar 2013
Working Paper Series
University of Notre Dame - Mendoza College of Business and London School of Economics & Political Science (LSE)
Downloads 379
7.

Banks’ Non-Interest Income and Systemic Risk

AFA 2012 Chicago Meetings Paper
Posted: 23 Mar 2011 Last Revised: 19 Nov 2021
Working Paper Series
Princeton University - Department of Economics, Boston College - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
8.

Operating Leverage and Corporate Financial Policies

AFA 2012 Chicago Meetings Paper
Number of pages: 53 Posted: 22 Mar 2011 Last Revised: 03 Jun 2019
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Smeal College of Business - Pennsylvania State University and U.S. Securities and Exchange Commission
Downloads 2,425
9.

Flashes of Trading Intent at the NASDAQ

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Norges Bank Working Paper 17, AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 22 Mar 2011 Last Revised: 19 Jul 2016
Accepted Paper Series
Central Bank of Norway, UNSW Australia Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 532
10.

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

AFA 2012 Chicago Meetings Paper
Number of pages: 52 Posted: 22 Mar 2011
Working Paper Series
Temple University - Fox School of Business and ManagementFox School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,142
11.

Do Wealth Creating Mergers and Acquisitions Really Hurt Acquirer Shareholders?

AFA 2012 Chicago Meetings Paper, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 62 Posted: 22 Mar 2011 Last Revised: 11 Jun 2012
Working Paper Series
University of New South Wales, Sydney, University of New South Wales (UNSW Sydney and University of New South Wales
Downloads 622
12.

Securitization is Not that Evil after All

AFA 2012 Chicago Meetings Paper
Number of pages: 60 Posted: 22 Mar 2011
Working Paper Series
affiliation not provided to SSRN, ECB -DG Monetary Policy, Bank of Italy and Bank for International Settlements (BIS)
Downloads 149
13.

Private Equity and the Resolution of Financial Distress

AFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012
Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 08 Jul 2021
Working Paper Series
Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce
Downloads 3,435
14.

Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

Journal of Finance, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 21 Mar 2011 Last Revised: 10 Sep 2014
Accepted Paper Series
McMaster University - Michael G. DeGroote School of Business and University of Toronto at Mississauga

Multiple version iconThere are 3 versions of this paper

Downloads 312
15.

Innovation, Growth, and Asset Prices

AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 21 Mar 2011 Last Revised: 12 Jun 2014
Working Paper Series
London Business School and University of Southern California - Marshall School of Business
Downloads 1,232
16.

Shorting at Close Range: A Tale of Two Types

Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper, Columbia Business School Research Paper No. 12/22
Number of pages: 50 Posted: 21 Mar 2011 Last Revised: 26 Jun 2015
Accepted Paper Series
University of Melbourne - Department of Finance, Columbia University and University of Technology Sydney (UTS)
Downloads 557
17.

Discovering the Ecosystem of an Electronic Financial Market with a Dynamic Machine-Learning Method

AFA 2012 Chicago Meetings Paper, Algorithmic Finance 2013, 2:2, 151-165
Number of pages: 16 Posted: 21 Mar 2011 Last Revised: 08 Oct 2013
Working Paper Series
North Carolina State University - Department of Business Management, University of Michigan at Ann Arbor and University of Cambridge - Finance
Downloads 717
18.

Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

Journal of Finance, Forthcoming
Number of pages: 78 Posted: 21 Mar 2011 Last Revised: 14 Nov 2013
Accepted Paper Series
Georgia State University, Emory University Goizueta Business School, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 1,825
19.

Asset Pricing in Production Economies with Extrapolative Expectations

Journal of Monetary Economics, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 21 Mar 2011 Last Revised: 25 Sep 2015
Accepted Paper Series
Marshall School of Business, USC, University of Texas at Dallas and Tsinghua University - PBC School of Finance
Downloads 409
20.

Amplification of Uncertainty in Illiquid Markets

AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 21 Mar 2011 Last Revised: 04 Nov 2011
Working Paper Series
University of Southern California - Marshall School of Business
Downloads 293
21.

Securitization and Loan Performance: A Contrast of Ex Ante and Ex Post Relations in the Mortgage Market

Indiana University-Bloomington School of Public & Environmental Affairs Research Paper No. 2011-03-05, AFA 2012 Chicago Meetings Paper, Columbia Business School Research Paper No. 12-1
Number of pages: 49 Posted: 21 Mar 2011 Last Revised: 07 Feb 2012
Working Paper Series
Emory University Goizueta Business School, Indiana University Bloomington - School of Public & Environmental Affairs (SPEA) and Yale University - Department of Economics
Downloads 202
22.

Market Reaction, Revised Proceeds, and the Classification of Seasoned Equity Offerings

AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 21 Mar 2011 Last Revised: 02 Jan 2012
Working Paper Series
National Chengchi Unversity (NCCU) - Finance, Lehigh University - College of Business & Economics, Department of Finance, University of Central Florida and University of St. Thomas - Opus College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 189
23.

Agency Problems in Target-Date Funds

AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 21 Mar 2011 Last Revised: 02 Feb 2012
Working Paper Series
Financial Engines

Multiple version iconThere are 3 versions of this paper

Downloads 188
24.

Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds Alphas

AFA 2012 Chicago Meetings Paper
Number of pages: 83 Posted: 20 Mar 2011 Last Revised: 28 May 2013
Working Paper Series
Imperial College Business School, Imperial College Business School and Imperial College Business School

Multiple version iconThere are 2 versions of this paper

Downloads 638
25.

Information Transfers among Coowned Firms

AFA 2012 Chicago Meetings Paper
Number of pages: 39 Posted: 20 Mar 2011 Last Revised: 27 Apr 2015
Working Paper Series
INSEAD - Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 173
26.

Hard Times

AFA 2012 Chicago Meetings Paper
Number of pages: 46 Posted: 20 Mar 2011 Last Revised: 24 Dec 2011
Working Paper Series
Harvard University - Department of Economics, Yale School of Management and London School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 369
27.

Capital Allocation and Product Market Competition During a Financial Crisis

AFA 2012 Chicago Meetings Paper, NYU Poly Research Paper
Posted: 20 Mar 2011 Last Revised: 17 Feb 2012
Working Paper Series
Baylor University and UNSW Australia Business School, School of Banking and Finance
28.

Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 398/2014, AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 19 Mar 2011 Last Revised: 26 Nov 2018
Working Paper Series
ProfessorNew York University - Leonard N. Stern School of Business, University of Naples Federico II - Department of Economics and Statistics and Drexel University - Bennett S. LeBow College of Business

Multiple version iconThere are 4 versions of this paper

Downloads 407
29.

Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 47 Posted: 19 Mar 2011 Last Revised: 18 Jun 2017
Accepted Paper Series
Arizona State University - Department of Finance and Drexel University

Multiple version iconThere are 2 versions of this paper

Downloads 496
30.

An Empirical Target Zone Model of Dynamic Capital Structure

AFA 2012 Chicago Meetings Paper
Number of pages: 53 Posted: 19 Mar 2011 Last Revised: 19 Nov 2015
Working Paper Series
University of Southern California - Marshall School of Business and Stanford University - Graduate School of Business
Downloads 909
31.

Debt Specialization

AFA 2012 Chicago Meetings Paper, Journal of Finance, Forthcoming
Number of pages: 49 Posted: 19 Mar 2011 Last Revised: 07 Sep 2012
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business, Bocconi University - Department of Finance and Universitat Pompeu Fabra - Faculty of Economic and Business SciencesBarcelona Graduate School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 706
32.

Implied Default Probabilities and Recovery Rates from Option Prices

AFA 2012 Chicago Meetings Paper
Number of pages: 56 Posted: 19 Mar 2011 Last Revised: 30 Oct 2017
Working Paper Series
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, University of Michigan, Stephen M. Ross School of Business and National University of Singapore (NUS) - Department of Finance
Downloads 427
33.

Competition for Managers, Corporate Governance and Incentive Compensation

AFA 2012 Chicago Meetings Paper
Number of pages: 46 Posted: 19 Mar 2011
Working Paper Series
ProfessorNew York University - Leonard N. Stern School of Business, University of Mannheim and Drexel University - Bennett S. LeBow College of Business

Multiple version iconThere are 3 versions of this paper

Downloads 390
34.

What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

AFA 2012 Chicago Meetings Paper
Number of pages: 43 Posted: 19 Mar 2011
Working Paper Series
McGill University, London School of Economics & Political Science (LSE) - Department of Finance and Alliance Manchester Business School
Downloads 374
35.

Cash Stockpiles and Investment: Do Cash-Rich Firms Use Cash in Acquisitions?

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 19 Mar 2011
Working Paper Series
Georgetown University - Department of Finance, Queen Mary University of London and Georgetown University - McDonough School of Business
Downloads 328
36.

Managing Risk Management

AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 18 Mar 2011 Last Revised: 20 Dec 2013
Working Paper Series
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Duke University, Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Downloads 3,075
37.

Transparency, Tax Pressure and Access to Finance

AFA 2012 Chicago Meetings Paper, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 332/2012
Number of pages: 67 Posted: 18 Mar 2011 Last Revised: 20 Nov 2018
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, University of Naples Federico II - Centre for Studies in Economics and Finance, University of Naples Federico II - Department of Economics and Statistics and Bocconi University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 415
38.

Analyst Coverage and Two Puzzles in the Cross Section of Returns

AFA 2012 Chicago Meetings Paper
Number of pages: 69 Posted: 18 Mar 2011 Last Revised: 04 Feb 2013
Working Paper Series
University of Houston - Department of Finance and Nanyang Business School, Nanyang Technological University
Downloads 340
39.

Word Power: A New Approach for Content Analysis

Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 18 Mar 2011 Last Revised: 15 Jul 2013
Accepted Paper Series
Emory University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 3,012
40.

The Price of Commodity Risk in Stock and Futures Markets

AFA 2012 Chicago Meetings Paper
Number of pages: 54 Posted: 18 Mar 2011 Last Revised: 11 May 2014
Working Paper Series
Tilburg University, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Downloads 1,486
41.

Social Networks, Information Acquisition, and Asset Prices

Management Science, 2013, 59(6), 1444-1457
Number of pages: 43 Posted: 18 Mar 2011 Last Revised: 21 Jun 2016
Accepted Paper Series
University of Toronto, Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 1,090
42.

Waves of International Mergers and Acquisitions

AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 18 Mar 2011 Last Revised: 05 Oct 2017
Working Paper Series
Securities and Exchange Commission (SEC)
Downloads 1,026
43.

The Good, The Bad, and The Lucky: Projected Earnings Accuracy and Profitability of Stock Recommendations

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 18 Mar 2011 Last Revised: 13 Aug 2012
Working Paper Series
University of Cologne - Department of Corporate Finance, University of Cologne and University of Cologne
Downloads 1,002
44.

A Comprehensive Study of the Chinese Warrants Bubble

AFA 2012 Chicago Meetings Paper
Number of pages: 27 Posted: 18 Mar 2011
Working Paper Series
Illinois Institute of Technology

Multiple version iconThere are 3 versions of this paper

Downloads 173
45.

Market-Wide Price Pressures, Excess Comovement, and a Transient Factor in Stock Returns

AFA 2012 Chicago Meetings Paper
Number of pages: 65 Posted: 18 Mar 2011 Last Revised: 21 Dec 2011
Working Paper Series
Board of Governors of the Federal Reserve System and Georgia Tech Finance/Scheller

Multiple version iconThere are 2 versions of this paper

Downloads 153
46.

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

AFA 2012 Chicago Meetings Paper
Number of pages: 78 Posted: 17 Mar 2011 Last Revised: 06 Aug 2015
Working Paper Series
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 186
47.

Earnings Announcements and Systematic Risk

Journal of Finance, vol. 71, 2016, 83–138. 2016 Amundi Smith Breeden Prize, AFA 2012 Chicago Meetings Paper
Number of pages: 83 Posted: 17 Mar 2011 Last Revised: 12 Jan 2017
Accepted Paper Series
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 1,854
48.

The Risk-Shifting Hypothesis: Evidence from Subprime Originations.

AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 17 Mar 2011 Last Revised: 03 Jun 2015
Working Paper Series
HEC, Princeton UniversityUniversity of California, Berkeley and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 629
49.

Cross-Section of Option Returns and Idiosyncratic Stock Volatility

AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (JFE), Vol. 108, No. 1, 2013, McCombs Research Paper Series No. FIN-15-09
Number of pages: 48 Posted: 17 Mar 2011 Last Revised: 27 Nov 2016
Accepted Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Toronto, Rotman School of Management
Downloads 2,569
50.

A Structural Model of Short-Term Reversals

AFA 2012 Chicago Meetings Paper
Number of pages: 67 Posted: 17 Mar 2011 Last Revised: 27 Sep 2017
Working Paper Series
Aalto University School of Business and Universite du Luxembourg - Department of Finance
Downloads 363