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AFA 2012 Chicago Meetings (Archive)
106,497 Total downloads
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Information Externalities in Corporate GovernanceAFA 2012 Chicago Meetings Paper Konrad Raff Norwegian School of Economics (NHH) Date Posted: October 19, 2011 Last Revised: December 31, 2011 Working Paper Series 248 downloads
Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow PerformanceThe Review of Financial Studies, Forthcoming , AFA 2012 Chicago Meetings Paper, Charles A. Dice Center Working Paper No. 2011-14, Fisher College of Business Working Paper No. 2011-03-014, UCD & CalPERS Sustainability & Finance Symposium 2013 David T. Robinson and Berk A. Sensoy Fuqua School of Business, Duke University and Ohio State University - Fisher College of Business Date Posted: July 22, 2011 Last Revised: July 22, 2013 Accepted Paper Series 1986 downloads
Innovative Efficiency and Stock ReturnsJournal of Financial Economics (JFE), Vol. 107, 2013 David A. Hirshleifer, Po-Hsuan Hsu and Dongmei Li University of California, Irvine - Paul Merage School of Business, University of Hong Kong and University of South Carolina - Darla Moore School of Business - Department of Finance Date Posted: April 04, 2011 Last Revised: November 07, 2014 Accepted Paper Series 1402 downloads
Universal Banking Spillovers: Evidence from Financial CrisesAFA 2012 Chicago Meetings Paper Yian Liu Federal Reserve Board Date Posted: March 23, 2011 Last Revised: October 24, 2013 Working Paper Series 71 downloads
Seasonally Varying Preferences: Theoretical Foundations for an Empirical RegularityAFA 2012 Chicago Meetings Paper Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi and Tan Wang 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 Date Posted: March 23, 2011 Last Revised: January 31, 2014 Working Paper Series 49 downloads
Financial Intermediaries and the Cross-Section of Asset ReturnsJournal of Finance, December 2014, AFA 2012 Chicago Meetings Paper Tobias Adrian, Erkko Etula and Tyler Muir International Monetary Fund, Independent and University of California, Los Angeles (UCLA) - Anderson School of Management Date Posted: March 23, 2011 Last Revised: November 20, 2014 Accepted Paper Series 703 downloads
Banks’ Non-Interest Income and Systemic RiskAFA 2012 Chicago Meetings Paper Markus K. Brunnermeier, G. Nathan Dong and Darius Palia Princeton University - Department of Economics, Columbia University and Rutgers Business School Date Posted: March 23, 2011 Last Revised: April 03, 2015 Working Paper Series 1573 downloads
Cross-Market Timing in Security IssuanceAFA 2012 Chicago Meetings Paper Pengjie Gao and Dong Lou University of Notre Dame - Mendoza College of Business and London School of Economics & Political Science (LSE) Date Posted: March 23, 2011 Last Revised: March 07, 2013 Working Paper Series 306 downloads
Operating Leverage and Corporate Financial PoliciesAFA 2012 Chicago Meetings Paper Matthias Kahl, Jason Lunn and Mattias Nilsson University of Colorado at Boulder - Leeds School of Business, Smeal College of Business - Pennsylvania State University and U.S. Securities and Exchange Commission Date Posted: March 22, 2011 Last Revised: November 21, 2014 Working Paper Series 1084 downloads
Flashes of Trading Intent at the NASDAQJournal of Financial and Quantitative Analysis (JFQA), Forthcoming, Norges Bank Working Paper 17, AFA 2012 Chicago Meetings Paper Johannes Atle Skjeltorp, Elvira Sojli and Wing Wah Tham Central Bank of Norway, UNSW Business School, School of Banking and Finance and Erasmus School of Economics - Econometric Institute Date Posted: March 22, 2011 Last Revised: July 19, 2016 Accepted Paper Series 443 downloads
Do Wealth Creating Mergers and Acquisitions Really Hurt Acquirer Shareholders?AFA 2012 Chicago Meetings Paper, 24th Australasian Finance and Banking Conference 2011 Paper Ronald W. Masulis, Peter L. Swan and Brett Tobiansky University of New South Wales - Australian School of Business, University of New South Wales (UNSW Australia) and University of New South Wales Date Posted: March 22, 2011 Last Revised: June 11, 2012 Working Paper Series 432 downloads
Securitization is Not that Evil after AllAFA 2012 Chicago Meetings Paper Carmelo Salleo, Ugo Albertazzi, Ginette Eramo and Leonardo Gambacorta affiliation not provided to SSRN, Bank of Italy, Bank of Italy and Bank for International Settlements (BIS) Date Posted: March 22, 2011 Working Paper Series 138 downloads
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic ActivityAFA 2012 Chicago Meetings Paper Gurdip Bakshi, George Panayotov and Georgios Skoulakis University of Maryland - Robert H. Smith School of Business, Hong Kong University of Science & Technology (HKUST) and University of British Columbia (UBC) - Division of Finance Date Posted: March 22, 2011 Working Paper Series 856 downloads
Private Equity and the Resolution of Financial DistressAFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012 Edith S. Hotchkiss, Per Strömberg and David C. Smith Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce Date Posted: March 21, 2011 Last Revised: March 14, 2014 Working Paper Series 2450 downloads
Subsidizing Liquidity: The Impact of Make/Take Fees on Market QualityJournal of Finance, Forthcoming, AFA 2012 Chicago Meetings Paper Katya Malinova and Andreas Park University of Toronto and University of Toronto - Finance Area Date Posted: March 21, 2011 Last Revised: September 10, 2014 Accepted Paper Series 241 downloads
Innovation, Growth, and Asset PricesAFA 2012 Chicago Meetings Paper Howard Kung and Lukas Schmid London Business School and Duke University - The Fuqua School of Business Date Posted: March 21, 2011 Last Revised: June 12, 2014 Working Paper Series 1147 downloads
Shorting at Close Range: A Tale of Two TypesJournal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper, Columbia Business School Research Paper No. 12/22 Carole Comerton-Forde, Charles M. Jones and Tālis J. Putniņš University of Melbourne - Department of Finance, Columbia Business School - Finance and Economics and University of Technology Sydney - UTS Business School Date Posted: March 21, 2011 Last Revised: June 26, 2015 Accepted Paper Series 442 downloads
Discovering the Ecosystem of an Electronic Financial Market with a Dynamic Machine-Learning MethodAFA 2012 Chicago Meetings Paper, Algorithmic Finance 2013, 2:2, 151-165 Shawn Mankad, George Michailidis and Andrei A. Kirilenko Cornell University, University of Michigan at Ann Arbor and Centre for Global Finance and Technology, Imperial College Business School Date Posted: March 21, 2011 Last Revised: October 08, 2013 Working Paper Series 576 downloads
Uncovering Hedge Fund Skill from the Portfolio Holdings They HideJournal of Finance, Forthcoming Vikas Agarwal, Wei Jiang, Yuehua Tang and Baozhong Yang Georgia State University, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Business Date Posted: March 21, 2011 Last Revised: November 14, 2013 Accepted Paper Series 1510 downloads
Agency Problems in Target-Date FundsAFA 2012 Chicago Meetings Paper Vallapuzha Sandhya Financial Engines Date Posted: March 21, 2011 Last Revised: February 02, 2012 Working Paper Series 117 downloads
Amplification of Uncertainty in Illiquid MarketsAFA 2012 Chicago Meetings Paper Elias Albagli Central Bank of Chile Date Posted: March 21, 2011 Last Revised: November 04, 2011 Working Paper Series 255 downloads
Asset Pricing in Production Economies with Extrapolative ExpectationsJournal of Monetary Economics, Forthcoming, AFA 2012 Chicago Meetings Paper David A. Hirshleifer, Jun Li and Jianfeng Yu University of California, Irvine - Paul Merage School of Business, University of Texas at Dallas and University of Minnesota Date Posted: March 21, 2011 Last Revised: September 25, 2015 Accepted Paper Series 291 downloads
Market Reaction, Revised Proceeds, and the Classification of Seasoned Equity OfferingsAFA 2012 Chicago Meetings Paper Konan Chan, Nandkumar Nayar, Ajai K. Singh and Wen Yu National Chengchi University (NCCU), Lehigh University - College of Business & Economics, Department of Finance, University of Central Florida and University of St. Thomas - Opus College of Business Date Posted: March 21, 2011 Last Revised: January 02, 2012 Working Paper Series 177 downloads
Securitization and Loan Performance: A Contrast of Ex Ante and Ex Post Relations in the Mortgage MarketIndiana 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 Wei Jiang, Ashlyn Aiko Nelson and Edward Vytlacil Columbia Business School - Finance and Economics, Indiana University Bloomington - School of Public & Environmental Affairs (SPEA) and Yale University - Department of Economics Date Posted: March 21, 2011 Last Revised: February 07, 2012 Working Paper Series 158 downloads
Incentives and Endogenous Risk Taking: A Structural View of Hedge Funds AlphasAFA 2012 Chicago Meetings Paper Andrea Buraschi, Robert Kosowski and Worrawat Sritrakul The University of Chicago, Imperial College Business School and Imperial College Business School Date Posted: March 20, 2011 Last Revised: May 28, 2013 Working Paper Series 580 downloads
Information Transfers among Coowned FirmsAFA 2012 Chicago Meetings Paper Massimo Massa and Alminas Zaldokas INSEAD - Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance Date Posted: March 20, 2011 Last Revised: April 27, 2015 Working Paper Series 121 downloads Capital Allocation and Product Market Competition During a Financial Crisis AFA 2012 Chicago Meetings Paper, NYU Poly Research Paper Soku Byoun and Zhaoxia Xu Baylor University and New York University Date Posted: March 20, 2011 Last Revised: February 17, 2012 Working Paper Series
Hard TimesAFA 2012 Chicago Meetings Paper John Y. Campbell, Stefano Giglio and Christopher Polk Harvard University - Department of Economics, University of Chicago - Booth School of Business and London School of Economics Date Posted: March 20, 2011 Last Revised: December 24, 2011 Working Paper Series 344 downloads
Seeking Alpha: Excess Risk Taking and Competition for Managerial TalentEuropean Corporate Governance Institute (ECGI) - Finance Working Paper No. 398/2014, AFA 2012 Chicago Meetings Paper Viral V. Acharya, Marco Pagano and Paolo F. Volpin New York University - Leonard N. Stern School of Business, University of Naples Federico II - Department of Economics and Statistics and City University London - Faculty of Finance Date Posted: March 19, 2011 Last Revised: May 18, 2016 Working Paper Series 350 downloads
Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?AFA 2012 Chicago Meetings Paper Thomas W. Bates and David A. Becher Arizona State University - Department of Finance and Drexel University Date Posted: March 19, 2011 Last Revised: September 04, 2015 Working Paper Series 349 downloads
An Empirical Target Zone Model of Dynamic Capital StructureAFA 2012 Chicago Meetings Paper Arthur G. Korteweg and Ilya A. Strebulaev University of Southern California - Marshall School of Business and Stanford University - Graduate School of Business Date Posted: March 19, 2011 Last Revised: November 19, 2015 Working Paper Series 692 downloads
Cash Stockpiles and Investment: Do Cash-Rich Firms Use Cash in Acquisitions?AFA 2012 Chicago Meetings Paper Lee Pinkowitz, Jason Sturgess and Rohan Williamson Georgetown University - Department of Finance, DePaul University and Georgetown University - McDonough School of Business Date Posted: March 19, 2011 Working Paper Series 289 downloads
Competition for Managers, Corporate Governance and Incentive CompensationAFA 2012 Chicago Meetings Paper Viral V. Acharya, Marc Gabarro and Paolo F. Volpin New York University - Leonard N. Stern School of Business, Erasmus University and City University London - Faculty of Finance Date Posted: March 19, 2011 Working Paper Series 318 downloads
Cross-Market and Cross-Firm Effects in Implied Default Probabilities and Recovery ValuesAFA 2012 Chicago Meetings Paper Jennifer S. Conrad, Robert F. Dittmar and Allaudeen Hameed University 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 Date Posted: March 19, 2011 Working Paper Series 296 downloads
Debt SpecializationAFA 2012 Chicago Meetings Paper, Journal of Finance, Forthcoming Kai Li, Paolo Colla and Filippo Ippolito University of British Columbia (UBC) - Sauder School of Business, Bocconi University - Department of Finance and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences Date Posted: March 19, 2011 Last Revised: September 07, 2012 Accepted Paper Series 449 downloads
What is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing ModelsAFA 2012 Chicago Meetings Paper Anisha Ghosh, Christian Julliard and Alex P. Taylor Carnegie Mellon University, London School of Economics & Political Science (LSE) - Department of Economics and Manchester Business School Date Posted: March 19, 2011 Working Paper Series 292 downloads
Managing Risk ManagementAFA 2012 Chicago Meetings Paper Gordon M. Bodnar, Erasmo Giambona, John R. Graham, Campbell R. Harvey and Richard C. Marston 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 Date Posted: March 18, 2011 Last Revised: December 20, 2013 Working Paper Series 2205 downloads
Transparency, Tax Pressure and Access to FinanceAFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 332/2012 Andrew Ellul, Tullio Jappelli, Marco Pagano and Fausto Panunzi Indiana University - Kelley School of Business - Department of Finance, University of Naples Federico II - Department of Economics, University of Naples Federico II - Department of Economics and Statistics and Bocconi University - Department of Economics Date Posted: March 18, 2011 Last Revised: February 11, 2015 Working Paper Series 362 downloads
Analyst Coverage and Two Puzzles in the Cross Section of ReturnsAFA 2012 Chicago Meetings Paper Thomas J. George and Chuan-Yang Hwang University of Houston - Department of Finance and Nanyang Technological University (NTU) Date Posted: March 18, 2011 Last Revised: February 04, 2013 Working Paper Series 300 downloads
Word Power: A New Approach for Content AnalysisJournal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper Narasimhan Jegadeesh and Di (Andrew) Wu Emory University - Department of Finance and University of Michigan, Stephen M. Ross School of Business Date Posted: March 18, 2011 Last Revised: July 15, 2013 Accepted Paper Series 1734 downloads
The Price of Commodity Risk in Stock and Futures MarketsAFA 2012 Chicago Meetings Paper Martijn Boons, Frans de Roon and Marta Szymanowska New University of Lisbon - Nova School of Business and Economics, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance Date Posted: March 18, 2011 Last Revised: May 11, 2014 Working Paper Series 1131 downloads
A Comprehensive Study of the Chinese Warrants BubbleAFA 2012 Chicago Meetings Paper Tao L. Wu Illinois Institute of Technology Date Posted: March 18, 2011 Working Paper Series 163 downloads
Economic Integration Breeds Foreign Investment: Evidence from the Portfolio Allocation of Investment Funds around the World2017 Financial Intermediation Research Society (FIRS) Conference Fariborz Moshirian, Peter K. Pham, Shu Tian and Eliza Wu Institute of Global Finance, UNSW Business School, Australian School of Business - University of New South Wales, Asian Development Bank and The University of Sydney - Business School Date Posted: March 18, 2011 Last Revised: March 24, 2017 Working Paper Series 116 downloads
Market-Wide Price Pressures, Excess Comovement, and a Transient Factor in Stock ReturnsAFA 2012 Chicago Meetings Paper Yuriy Kitsul and Reza S. Mahani Board of Governors of the Federal Reserve System and Georgia State University - Department of Finance Date Posted: March 18, 2011 Last Revised: December 21, 2011 Working Paper Series 134 downloads
Social Networks, Information Acquisition, and Asset PricesManagement Science, 2013, 59(6), 1444-1457 Bing Han and Liyan Yang University of Toronto, Rotman School of Management and University of Toronto - Rotman School of Management Date Posted: March 18, 2011 Last Revised: June 21, 2016 Accepted Paper Series 722 downloads
The Good, The Bad, and The Lucky: Projected Earnings Accuracy and Profitability of Stock RecommendationsAFA 2012 Chicago Meetings Paper Dieter Hess, Daniel Kreutzmann and Oliver Pucker University of Cologne - Department of Corporate Finance, University of Cologne and University of Cologne Date Posted: March 18, 2011 Last Revised: August 13, 2012 Working Paper Series 897 downloads
Waves of International Mergers and AcquisitionsAFA 2012 Chicago Meetings Paper Tanakorn Makaew Securities and Exchange Commission (SEC) Date Posted: March 18, 2011 Last Revised: February 17, 2013 Working Paper Series 722 downloads
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government GuaranteesAFA 2012 Chicago Meetings Paper Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance Date Posted: March 17, 2011 Last Revised: August 06, 2015 Working Paper Series 143 downloads
Earnings Announcements and Systematic RiskJournal of Finance, vol. 71, 2016, 83–138. 2016 Amundi Smith Breeden Prize, AFA 2012 Chicago Meetings Paper, Pavel G. Savor and Mungo Ivor Wilson Temple University - Fox School of Business and University of Oxford - Said Business School Date Posted: March 17, 2011 Last Revised: January 12, 2017 Accepted Paper Series 1440 downloads
The Risk-Shifting Hypothesis: Evidence from Subprime Originations.AFA 2012 Chicago Meetings Paper Augustin Landier, David Alexandre Sraer and David Thesmar Toulouse School of Economics, University of California, Berkeley and MIT Sloan Date Posted: March 17, 2011 Last Revised: June 03, 2015 Working Paper Series 276 downloads |
