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Paris December 2013 Finance Meeting EUROFIDAI - AFFI (Archive)

European Financial Data Institute Logo 11th INTERNATIONAL PARIS FINANCE MEETING
PARIS December 19, 2013

For more information on this conference,
please visit:
http://www.eurofidai.org/december2013.html
Deadline Call for Papers: June 4, 2013
Call for Papers
11,812 Total downloads | Link to this page

Viewing: 1 - 38 of 38 papers

1.

Production-Based Term Structure of Equity Returns

UNC Kenan-Flagler Research Paper No. 2336099
Number of pages: 42 Posted: 09 Oct 2013
Working Paper Series
Mariano (Max) Massimiliano Croce, Hengjie Ai, Anthony M. Diercks and Kai Li
Finance Department, Bocconi University, University of Minnesota - Carlson School of Managementaffiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Peking University HSBC Business School

Multiple version iconThere are 3 versions of this paper

Downloads 93
2.

To See is To Know: Simultaneous Display of Market Data for Retail Investors

Number of pages: 61 Posted: 08 Oct 2013 Last Revised: 05 Jul 2017
Working Paper Series
Hedi Benamar
Board of Governors of the Federal Reserve System
Downloads 66
3.

Fortune Favors the Bold

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 06 Oct 2013 Last Revised: 02 Feb 2016
Accepted Paper Series
Costanza Meneghetti and Ryan Williams
Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Arizona - Department of Finance
Downloads 234
4.

Queuing Uncertainty of Limit Orders

Number of pages: 62 Posted: 06 Oct 2013 Last Revised: 02 Dec 2021
Working Paper Series
Bart Z. Yueshen
INSEAD - Finance
Downloads 1,222
5.

When Behavioral Portfolio Theory Meets Markowitz Theory

Economic Modelling 53, February 2016
Number of pages: 48 Posted: 05 Oct 2013 Last Revised: 24 Jul 2019
Accepted Paper Series
Marie Pfiffelmann, Tristan Roger and Olga Bourachnikova
EM Strasbourg.University of Strasbourg. LARGE, ICN Business School and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
Downloads 507
6.

Valuing Changes in Political Networks: Evidence from Campaign Contributions to Close Congressional Elections

Number of pages: 61 Posted: 05 Oct 2013 Last Revised: 15 Nov 2013
Working Paper Series
Pat Akey
University of Toronto - Rotman School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 48
7.

Time-Varying Expected Momentum Profits

Journal of Banking and Finance, Vol. 49, 2014
Number of pages: 73 Posted: 05 Oct 2013 Last Revised: 12 Mar 2019
Accepted Paper Series
Dongcheol Kim, Tai-Yong Roh, Byoung-Kyu Min and Suk-Joon Byun
Korea University Business School, Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, Hanyang University and Korea Advanced Institute of Science and Technology (KAIST) - Financial Engineering
Downloads 152
8.

The Tail Risk Premia of the Carry Trades

Posted: 05 Oct 2013
Working Paper Series
Philippe Dupuy
Grenoble Ecole de Management
9.

The Dark Side of Shareholder Activism: Evidence from CEO Turnovers

Posted: 05 Oct 2013
Working Paper Series
Laurent Bach and Daniel Metzger
ESSEC Business School - Finance Department and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Multiple version iconThere are 3 versions of this paper

10.

The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

Number of pages: 47 Posted: 05 Oct 2013
Working Paper Series
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 186
11.

Systemic Risk and Sovereign Debt in the Euro Area

Number of pages: 54 Posted: 05 Oct 2013
Working Paper Series
Deyan Radev
Sofia University, Faculty of Economics and Business Administration

Multiple version iconThere are 3 versions of this paper

Downloads 56
12.

U.S. Financial Markets Growth and the Real Economy

Number of pages: 49 Posted: 05 Oct 2013
Working Paper Series
Claire Y.C. Liang, R. David McLean, Mengxin Zhao and Mengxin Zhao
Georgetown University, Georgetown University - Department of Finance and Securities and Exchange Commission (SEC)Independent
Downloads 123
13.

Structured Debt Ratings: Evidence on Conflicts of Interest

Swiss Finance Institute Research Paper No. 13-21
Number of pages: 59 Posted: 05 Oct 2013
Working Paper Series
Matthias Efing and Harald Hau
HEC Paris - Finance Department and University of Geneva - Geneva Finance Research Institute (GFRI)

Multiple version iconThere are 3 versions of this paper

Downloads 80
14.

Rival Reactions – Do Value-Increasing Mergers Bolster Monopoly Rents for Strong Rivals?

Number of pages: 47 Posted: 05 Oct 2013 Last Revised: 16 Feb 2014
Working Paper Series
Eric de Bodt and Richard Roll
NHH-Caltech and California Institute of Technology
Downloads 241
15.

Is There a 'Boom Bias' in Agency Ratings?

Forthcoming in Review of Finance; published by Oxford University Press.
Number of pages: 59 Posted: 05 Oct 2013 Last Revised: 30 May 2015
Accepted Paper Series
Mark Dilly and Thomas Mählmann
Catholic University of Eichstaett-Ingolstadt and Catholic University of Eichstaett-Ingolstadt
Downloads 224
16.

Labor Relations, Endogenous Dividends and the Equilibrium Term Structure of Equity

Number of pages: 48 Posted: 05 Oct 2013 Last Revised: 06 Oct 2013
Working Paper Series
Roberto Marfè
University of Turin - Collegio Carlo Alberto
Downloads 60
17.

Investor Attention and Stock Market Volatility

The Review of Financial Studies, 2015
Number of pages: 49 Posted: 05 Oct 2013 Last Revised: 16 Sep 2017
Accepted Paper Series
Daniel Andrei and Michael Hasler
McGill University and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 644
18.

Interest Rate Derivatives and Firm Value: Evidence from Mandatory Versus Voluntary Hedging

Number of pages: 48 Posted: 05 Oct 2013
Working Paper Series
Ali Marami and Michel Dubois
University of Neuchatel - Institute of Financial Analysis and University of Neuchatel - Institute of Financial Analysis
Downloads 264
19.

Institutional Trading around Corporate News: Evidence from Textual Analysis

Robert H. Smith School Research Paper
Number of pages: 65 Posted: 05 Oct 2013 Last Revised: 05 Dec 2019
Working Paper Series
Alan Guoming Huang, Hongping Tan and Russ Wermers
University of Waterloo, McGill University and University of Maryland - Robert H. Smith School of Business
Downloads 710
20.

How Do Informational Frictions Affect the Firm's Choice of Asset Liquidity? The Effect of SOX Section 404

Number of pages: 65 Posted: 05 Oct 2013
Working Paper Series
Felipe Cortes
D'Amore-McKim School of Business-Northeastern University

Multiple version iconThere are 2 versions of this paper

Downloads 103
21.

A Robust Bayesian Analysis of the Stock Market's Response to Macroeconomic News

Number of pages: 46 Posted: 05 Oct 2013
Working Paper Series
Ariel M. Viale and Antoine Giannetti
Florida Atlantic University and Florida Atlantic University
Downloads 89
22.

A New Test for the Detection of the Pricing Role of Aggregate Idiosyncratic Risk in the Predictive Regression

Number of pages: 70 Posted: 05 Oct 2013
Working Paper Series
Tony Ruan, Qian Sun and Yexiao Xu
Xiamen University, Fudan University and University of Texas at Dallas - School of Management
Downloads 54
23.

Trade Credit and Industry Dynamics: Evidence from Trucking Firms

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 04 Oct 2013 Last Revised: 30 May 2015
Accepted Paper Series
Jean-Noel Barrot and Jean-Noel Barrot
HEC ParisHEC Paris
Downloads 966
24.

Financial Literacy and the Demand for Financial Advice

Journal of Banking and Finance, Vol. 50, 2015
Number of pages: 46 Posted: 04 Oct 2013 Last Revised: 21 Oct 2018
Accepted Paper Series
Riccardo Calcagno and Chiara Monticone
Politecnico di Torino and Organization for Economic Co-Operation and Development (OECD)
Downloads 393
25.

Direct and Indirect Risk-Taking Incentives of Inside Debt

Number of pages: 61 Posted: 04 Oct 2013 Last Revised: 16 Jul 2016
Working Paper Series
Stefano Colonnello, Giuliano Curatola and Ngoc Giang Hoang
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Utrecht University School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 88
26.

Does Competition Matter for Corporate Governance? The Role of Country Characteristics

Number of pages: 57 Posted: 04 Oct 2013
Working Paper Series
Jean-Claude Cosset, Hyacinthe Somé and Pascale Valery
HEC Montreal, Université de Sherbrooke and HEC Montreal

Multiple version iconThere are 3 versions of this paper

Downloads 150
27.

What Constrains Liquidity Provision? Evidence From Hedge Fund Trades

Number of pages: 45 Posted: 04 Oct 2013 Last Revised: 11 Nov 2014
Working Paper Series
Francesco A. Franzoni and Alberto Plazzi
Universita della Svizzera italiana (USI Lugano) and Universita' della Svizzera italiana

Multiple version iconThere are 3 versions of this paper

Downloads 112
28.

Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013
Working Paper Series
Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer
BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 58
29.

Credit Growth and Bank Capital Requirements: Binding or Not?

Banque de France Working Paper No. 481
Number of pages: 28 Posted: 04 Oct 2013 Last Revised: 19 Mar 2014
Working Paper Series
Claire Labonne and Gildas Lame
Autorité de Contrôle Prudentiel et de Résolution - Banque de France and French Ministry of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 80
30.

Covenants and Collateral in Japanese Corporate Straight Bonds: Choice and Yield Spread

Number of pages: 38 Posted: 04 Oct 2013
Working Paper Series
Yasuhiko Tanigawa and Shinichi Katsura
Waseda University - Graduate School of Commerce and Kinki University
Downloads 43
31.

Can Firms Loosen Financial Constraints?

Georgetown McDonough School of Business Research Paper
Number of pages: 42 Posted: 04 Oct 2013
Working Paper Series
Rohan Williamson and Jie Yang
Georgetown University - McDonough School of Business and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 92
32.

Asset Pricing with Regime-Dependent Preferences and Learning

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 82 Posted: 04 Oct 2013 Last Revised: 15 Aug 2014
Working Paper Series
Tony Berrada, Jerome Detemple and Marcel Rindisbacher
University of Geneva - Geneva Finance Research Institute (GFRI), Boston University Questrom School of Business and Questrom School of Business, Boston University

Multiple version iconThere are 2 versions of this paper

Downloads 226
33.

The Link between the Share Level 3 Assets of Banks and Their Default Risk and Default Costs

Review of Quantitative Finance and Accounting, Forthcoming
Posted: 04 Oct 2013 Last Revised: 13 May 2019
Accepted Paper Series
Ulf Mohrmann and Jan Riepe
Norwegian School of Economics (NHH) - Department of Accounting, Auditing and Law and University of Tuebingen - Department of Banking

Multiple version iconThere are 2 versions of this paper

34.

A New Measure of Equity and Cash Flow Duration: The Duration-Based Explanation of the Value Premium Revisited

Number of pages: 65 Posted: 04 Oct 2013 Last Revised: 03 Dec 2015
Working Paper Series
David Schröder and Florian Esterer
University of London - Birkbeck College and Bank J. Safra Sarasin
Downloads 251
35.

Bank Loans and Troubled Debt Restructurings

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 04 Oct 2013 Last Revised: 17 Jun 2015
Working Paper Series
Cem Demiroglu and Christopher M. James
Koc University, College of Administrative Sciences and Economics and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 604
36.

On Secondary Buyouts

Journal of Financial Economics (JFE), Forthcoming, ECGI - Finance Working Paper No. 384, Swiss Finance Institute Research Paper No. 13-48
Number of pages: 59 Posted: 23 Sep 2013 Last Revised: 09 Oct 2015
Accepted Paper Series
Francois Degeorge, Jens Martin and Ludovic Phalippou
University of Lugano - Faculty of Economics, University of Amsterdam - Finance Group and University of Oxford - Said Business School
Downloads 1,719
37.

Competition among High-Frequency Traders, and Market Quality

NYU Stern Microstructure Meeting 2013
Number of pages: 53 Posted: 14 May 2013 Last Revised: 21 Apr 2020
Accepted Paper Series
Johannes Breckenfelder
European Central Bank (ECB) - Financial Research

Multiple version iconThere are 2 versions of this paper

Downloads 1,120
38.

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Review of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 01 Apr 2013 Last Revised: 02 Sep 2020
Accepted Paper Series
Peter Feldhütter, Christian Heyerdahl-Larsen and Philipp K. Illeditsch
Copenhagen Business School, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department
Downloads 754