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Paris December 2012 Finance Meeting EUROFIDAI - AFFI (Archive)
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10th INTERNATIONAL PARIS FINANCE MEETING For more information on this conference, |
Showing Papers 1 - 31 of 31
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Middlemen Interaction and Market QualityParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Albert J. Menkveld and Bart Z. Yueshen VU University Amsterdam and INSEAD - Finance Date Posted: October 23, 2012 Last Revised: October 06, 2013 Working Paper Series 507 downloads
Does Academic Research Destroy Stock Return Predictability?Journal of Finance, Forthcoming R. David McLean and Jeffrey Pontiff Georgetown University - Department of Finance and Boston College - Department of Finance Date Posted: October 04, 2012 Last Revised: February 24, 2016 Accepted Paper Series 8028 downloads
On the Empirical Saddlepoint Approximation with Application to Asset PricingBenjamin Holcblat University of Luxembourg Date Posted: June 12, 2012 Last Revised: October 20, 2015 Working Paper Series 207 downloads
Limited Stock Market Participation Among Renters and Home OwnersParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Roine Vestman Stockholm University - Department of Economics Date Posted: June 12, 2012 Working Paper Series 65 downloads
Circuit Breakers and Market RunsSarah Draus and Mark Van Achter Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Finance Date Posted: June 12, 2012 Last Revised: September 21, 2016 Working Paper Series 68 downloads
Improving Asset Pricing Models By Expanding the Set of Test PortfoliosLaurent Barras McGill University - Desautels Faculty of Management Date Posted: June 12, 2012 Last Revised: April 05, 2017 Working Paper Series 208 downloads
The Risk-Based Capital Credit Crunch Hypothesis, a Dual PerspectiveParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Lara Cathcart, Lina El-Jahel and Ravel Jabbour Imperial College Business School, University of Auckland - Business School and Imperial College Business School Date Posted: June 12, 2012 Last Revised: April 27, 2013 Working Paper Series 129 downloads
Transparency in the Financial System: Rollover Risk and CrisesParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Matthieu Bouvard, Pierre Chaigneau and Adolfo De Motta McGill University - Desautels Faculty of Management, Queen's University and McGill University - Desautels Faculty of Management Date Posted: June 12, 2012 Working Paper Series 60 downloads
The Social Dynamics of PerformanceParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Julien Cujean Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne Date Posted: June 12, 2012 Last Revised: October 26, 2012 Working Paper Series 54 downloads Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper Eduard Dubin, Olesya V. Grishchenko and Vasily Kartashov Goethe University Frankfurt - Department of Finance, Board of Governors of the Federal Reserve System and Goethe University Frankfurt Date Posted: June 12, 2012 Last Revised: December 07, 2013 Working Paper Series Production Flexibility, Product Markets, and Capital Structure Decisions Review of Financial Studies, Forthcoming Sebastian J. Reinartz and Thomas Schmid Technische Universität München (TUM) - Department of Financial Management and Capital Markets and The University of Hong Kong - Faculty of Business and Economics Date Posted: June 12, 2012 Last Revised: December 09, 2015 Accepted Paper Series
FX Market Liquidity, Funding Constraints and Capital FlowsChiara Banti and Kate Phylaktis University of Essex and Cass Business School, City University, London Date Posted: June 11, 2012 Last Revised: October 17, 2014 Working Paper Series 94 downloads
Feedback Trading and International Portfolio AllocationParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Jyri Kinnunen Swedish School of Economics and Business Administration Date Posted: June 11, 2012 Last Revised: October 18, 2012 Working Paper Series 59 downloads
Bank Risk Exposure, Bank Failure and Off Balance Sheet Activities: An Empirical Analysis for U.S. Commercial BanksParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Noma Ziadeh University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) Date Posted: June 11, 2012 Last Revised: October 14, 2012 Working Paper Series 369 downloads
The Corporate Governance Endgame – An Economic Analysis of Minority Squeeze-Out Regulation in GermanyEttore Croci, Olaf Ehrhardt and Eric Nowak Catholic University of the Sacred Heart of Milan, University of Applied Sciences Stralsund and University of Lugano Date Posted: June 10, 2012 Last Revised: January 31, 2014 Working Paper Series 231 downloads
Capital Structure and Employment FlexibilityParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Olga Kuzmina New Economic School (NES) Date Posted: June 10, 2012 Working Paper Series 100 downloads
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral MarginalsParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Bertrand Tavin EMLYON Business School Date Posted: June 09, 2012 Last Revised: November 09, 2016 Working Paper Series 72 downloads A Model of the Euro-Area Yield Curve with Discrete Policy Rates Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper Jean-Paul Renne University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Date Posted: June 09, 2012 Working Paper Series
Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper Thomas W. Bates and David A. Becher Arizona State University - Department of Finance and Drexel University Date Posted: June 05, 2012 Last Revised: September 04, 2015 Working Paper Series 70 downloads
Higher-Moment Risk Exposures in Hedge FundsParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Marie Lambert, Georges Hubner and Nicolas A. Papageorgiou University of Liege - HEC Management School, HEC Management School - University of Liège and HEC Montreal - Department of Finance Date Posted: June 05, 2012 Working Paper Series 90 downloads
Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open MarketsParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Andrey Ukhov and Charles Trzcinka Cornell University and Indiana University - Kelley School of Business - Department of Finance Date Posted: June 03, 2012 Working Paper Series 28 downloads
A Fractal Version of the Hull-White Interest Rate ModelParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Donatien Hainaut Université Catholique de Louvain Date Posted: June 03, 2012 Working Paper Series 48 downloads
Target Financial Independence and Takeover PricingParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper, Journal of Financial Research, Forthcoming Jan Jindra and Thomas Moeller U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Texas Christian University - Neeley School of Business Date Posted: May 26, 2012 Last Revised: May 28, 2015 Accepted Paper Series 118 downloads
The Fine Structure of Variance: Pricing VIX Derivatives in Consistent and Log-VIX ModelsNicole Branger, Alexander Kraftschik and Clemens Völkert University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster Date Posted: March 25, 2012 Last Revised: August 18, 2016 Working Paper Series 575 downloads
An Anatomy of Fundamental IndexingParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Lieven De Moor, Fang Liu, Piet Sercu and Tom Vinaimont Vrije Universiteit Brussel, Central University of Finance and Economics, Beijing, FEB at KU Leuven and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences Date Posted: March 14, 2012 Last Revised: June 11, 2012 Working Paper Series 131 downloads
Explaining the Volatility Surface: A Closed-Form Solution to Option Pricing in a Fractional Jump-Diffusion MarketParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Stefan Rostek University of Tuebingen - Faculty of Economics and Business Administration Date Posted: March 06, 2012 Last Revised: October 26, 2012 Working Paper Series 120 downloads
Frequency of Consumption Adjustment and the Equity PremiumParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Narayan Bulusu and Javier Gómez Biscarri Bank of Canada and Universitat Pompeu Fabra Date Posted: February 09, 2012 Last Revised: October 10, 2012 Working Paper Series 52 downloads
High Order Smooth Ambiguity Preferences and Asset PricesParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Julian Thimme and Clemens Völkert Goethe University Frankfurt - House of Finance and University of Muenster - Finance Center Muenster Date Posted: January 25, 2012 Last Revised: February 21, 2013 Working Paper Series 102 downloads
Momentum Strategies in Futures Markets and Trend-following FundsParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Nick Baltas and Robert Kosowski Imperial College Business School and Imperial College Business School Date Posted: December 06, 2011 Last Revised: October 12, 2015 Working Paper Series 6122 downloads
Can Internet Search Queries Help to Predict Stock Market Volatility?Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, European Financial Management, Forthcoming Thomas Dimpfl and Stephan Jank University of Tuebingen - Department of Statistics and Econometrics and Deutsche Bundesbank Date Posted: October 10, 2011 Last Revised: January 07, 2016 Accepted Paper Series 1044 downloads
Money for Nothing? Understanding Variation in Reported Hedge Fund FeesParis December 2012 Finance Meeting EUROFIDAI-AFFI Paper Tarun Ramadorai and Michael Streatfield Imperial College London and University of Oxford - Said Business School Date Posted: March 31, 2011 Last Revised: October 17, 2012 Working Paper Series 251 downloads |
