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AFA 2012 Chicago Meetings (Archive)

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Viewing: 1 - 50 of 142 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 269
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 2,494
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
University of California, Irvine - Paul Merage School of Business, National Tsing Hua University - Department of Quantitative Finance and University of South Carolina - Darla Moore School of Business - Department of Finance
Downloads 1,808
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 66
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 890
6.

Banks’ Non-Interest Income and Systemic Risk

AFA 2012 Chicago Meetings Paper
Number of pages: 33 Posted: 23 Mar 2011 Last Revised: 03 Apr 2015
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
Downloads 2,355
7.

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 359
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 1,828
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 504
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
Fox 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 1,027
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 550
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 144
13.

Private Equity and the Resolution of Financial Distress

AFA 2012 Chicago Meetings Paper, ECGI - Finance Working Paper No. 331/2012
Number of pages: 64 Posted: 21 Mar 2011 Last Revised: 23 Oct 2020
Working Paper Series
Boston College - Carroll School of Management, Swedish House of Finance and University of Virginia - McIntire School of Commerce
Downloads 3,125
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 - Finance Area

Multiple version iconThere are 3 versions of this paper

Downloads 297
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 1,198
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
UNSW Business School, Columbia Business School and University of Technology Sydney (UTS)
Downloads 511
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
Cornell University, University of Michigan at Ann Arbor and University of Cambridge - Finance
Downloads 684
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, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 1,698
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
University of California, Irvine - Paul Merage School of Business, University of Texas at Dallas and Tsinghua University - PBC School of Finance
Downloads 367
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 280
21.

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 184
22.

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 183
23.

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
Columbia Business School - Finance and Economics, Indiana University Bloomington - School of Public & Environmental Affairs (SPEA) and Yale University - Department of Economics
Downloads 172
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 623
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 165
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 358
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
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

Multiple version iconThere are 4 versions of this paper

Downloads 394
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 455
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 856
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 Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 639
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 Kenan-Flagler Business School, University of Michigan, Stephen M. Ross School of Business and National University of Singapore (NUS) - Department of Finance
Downloads 409
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
New York University - Leonard N. Stern School of Business, University of Mannheim and City University London - Faculty of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 363
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 344
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 313
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 2,786
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 - Department of Economics and Statistics, 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 404
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 Technological University (NTU)
Downloads 331
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 2,581
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
New University of Lisbon - Nova School of Business and Economics, Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Downloads 1,367
41.

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 968
42.

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 956
43.

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 896
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 170
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 147
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 182
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 Business and University of Oxford - Said Business School
Downloads 1,730
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, University of California, Berkeley and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 503
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 2,290
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 Luxembourg School of Finance
Downloads 335