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Paris December 2012 Finance Meeting EUROFIDAI - AFFI (Archive)
17,791 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

European Financial Data Institute Logo

10th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 20th 2012

For more information on this conference,
please visit: http://www.eurofidai.org/december2012.html

Showing Papers 1 - 31 of 31
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Incl. Electronic Paper Middlemen Interaction and Market Quality
Paris 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
484 downloads

Incl. Electronic Paper Does Academic Research Destroy Stock Return Predictability?
Journal of Finance, Forthcoming
R. David McLean and Jeffrey Pontiff
Georgetown University - Department of Financeaffiliation not provided to SSRN and Boston College - Department of Finance
Date Posted: October 04, 2012
Last Revised: February 24, 2016
Accepted Paper Series
7560 downloads

Incl. Electronic Paper On the Empirical Saddlepoint Approximation with Application to Asset Pricing
Benjamin Holcblat
University of Luxembourg
Date Posted: June 12, 2012
Last Revised: October 20, 2015
Working Paper Series
199 downloads

Incl. Electronic Paper Limited Stock Market Participation Among Renters and Home Owners
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Roine Vestman
Stockholm University - Department of Economics
Date Posted: June 12, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Circuit Breakers and Market Runs
Sarah 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
50 downloads

Incl. Electronic Paper Sharpening Asset Pricing Models By Expanding the Set of Test Portfolios
Laurent Barras
McGill University - Desautels Faculty of Management
Date Posted: June 12, 2012
Last Revised: July 17, 2016
Working Paper Series
173 downloads

Incl. Electronic Paper The Risk-Based Capital Credit Crunch Hypothesis, a Dual Perspective
Paris 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
125 downloads

Incl. Electronic Paper Transparency in the Financial System: Rollover Risk and Crises
Paris 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
58 downloads

Incl. Electronic Paper The Social Dynamics of Performance
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Julien Cujean
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Date Posted: June 12, 2012
Last Revised: October 26, 2012
Working Paper Series
53 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 Johannes 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

Incl. Electronic Paper FX Market Liquidity, Funding Constraints and Capital Flows
Chiara 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
91 downloads

Incl. Electronic Paper Feedback Trading and International Portfolio Allocation
Paris 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
58 downloads

Incl. Electronic Paper Bank Risk Exposure, Bank Failure and Off Balance Sheet Activities: An Empirical Analysis for U.S. Commercial Banks
Paris 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
339 downloads

Incl. Electronic Paper The Corporate Governance Endgame – An Economic Analysis of Minority Squeeze-Out Regulation in Germany
Ettore Croci, Olaf Ehrhardt and Eric Nowak
Universita' Cattolica del Sacro Cuore, Milano, University of Applied Sciences Stralsund and University of Lugano
Date Posted: June 10, 2012
Last Revised: January 31, 2014
Working Paper Series
220 downloads

Incl. Electronic Paper Capital Structure and Employment Flexibility
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Olga Kuzmina
New Economic School (NES)
Date Posted: June 10, 2012
Working Paper Series
97 downloads

Incl. Electronic Paper Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Paris 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
70 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

Incl. Electronic Paper 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
67 downloads

Incl. Electronic Paper Higher-Moment Risk Exposures in Hedge Funds
Paris 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
86 downloads

Incl. Electronic Paper Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets
Paris 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
27 downloads

Incl. Electronic Paper A Fractal Version of the Hull-White Interest Rate Model
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Donatien Hainaut
Université Catholique de Louvain
Date Posted: June 03, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Target Financial Independence and Takeover Pricing
Paris 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
116 downloads

Incl. Electronic Paper The Fine Structure of Variance: Pricing VIX Derivatives in Consistent and Log-VIX Models
Nicole 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
533 downloads

Incl. Electronic Paper An Anatomy of Fundamental Indexing
Paris 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
126 downloads

Incl. Electronic Paper Explaining the Volatility Surface: A Closed-Form Solution to Option Pricing in a Fractional Jump-Diffusion Market
Paris 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
119 downloads

Incl. Electronic Paper Frequency of Consumption Adjustment and the Equity Premium
Paris 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
48 downloads

Incl. Electronic Paper High Order Smooth Ambiguity Preferences and Asset Prices
Paris 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
100 downloads

Incl. Electronic Paper Momentum Strategies in Futures Markets and Trend-following Funds
Paris 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
5678 downloads

Incl. Electronic Paper 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 Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: October 10, 2011
Last Revised: January 07, 2016
Accepted Paper Series
984 downloads

Incl. Electronic Paper Money for Nothing? Understanding Variation in Reported Hedge Fund Fees
Paris 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
243 downloads