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European Financial Management Association Meetings (EFMA) (Archive)

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1.

Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories

EFMA 2002 London Meetings
Number of pages: 16 Posted: 14 May 2004 Last Revised: 18 Nov 2015
Accepted Paper Series
University of Navarra - IESE Business School
Downloads 34,981
2.

The Equity Premium

EFMA 2001 Lugano Meetings; CRSP Working Paper No. 522
Number of pages: 29 Posted: 20 Jul 2000
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth

Multiple version iconThere are 2 versions of this paper

Downloads 18,568
3.

Corporate Governance in Banking: A Conceptual Framework

Number of pages: 28 Posted: 11 Dec 2000
Working Paper Series
University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 8,938
4.

The Determinants of Capital Structure Choice: A Survey of European Firms

AFA 2003 Washington, DC Meetings; EFMA 2002 London Meetings
Number of pages: 34 Posted: 02 Feb 2002
Working Paper Series
European School of Management (ESCP) - (EAP) and University of Manitoba - Department of Accounting and Finance
Downloads 8,311
5.

Equivalence of the Different Discounted Cash Flow Valuation Methods: Different Alternatives for Determining the Discounted Value of Tax Shields and Their Implications for the Valuation

EFMA 2001 Lugano Meetings
Number of pages: 23 Posted: 09 Jan 2000 Last Revised: 16 Oct 2008
Working Paper Series
University of Navarra - IESE Business School
Downloads 7,578
6.

Capital Structure and Stock Returns

Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings
Number of pages: 35 Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)

Multiple version iconThere are 2 versions of this paper

Downloads 6,666
7.

Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?

EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 39 Posted: 23 May 2001
Working Paper Series
Independent and Albourne Partners
Downloads 4,904
8.

Pricing Default Swaps: Empirical Evidence

Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Number of pages: 49 Posted: 24 Dec 2001
Accepted Paper Series
Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 4,776
9.

Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation

EFMA 2001 Lugano Meetings
Number of pages: 44 Posted: 12 Jan 2001
Working Paper Series
Ras Asset Management SGR SpA and Ras Asset Management SGR SpA - Risk Management
Downloads 4,527
10.

Stock Market Liquidity and Firm Dividend Policy

EFMA 2003 Helsinki Meetings
Number of pages: 47 Posted: 18 Apr 2003
Working Paper Series
Stevens Institute of Technology, University of Central Florida - Department of Finance and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,093
11.

European Mutual Fund Performance

European Financial Management Journal, Forthcoming, EFMA 2000 Athens Meetings
Number of pages: 42 Posted: 14 Apr 2000
Accepted Paper Series
Maastricht University - Department of Finance and University of Maastricht - Limburg Institute of Financial Economics (LIFE)

Multiple version iconThere are 2 versions of this paper

Downloads 3,981
12.

Hedging Foreign Exchange Exposure: Risk Reduction from Transaction and Translation Hedging

EFMA 2001 Lugano Meetings
Number of pages: 22 Posted: 14 May 2001
Working Paper Series
Nordea Bank, Nordea Markets and Swedbank

Multiple version iconThere are 2 versions of this paper

Downloads 3,848
13.

Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios

EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Number of pages: 38 Posted: 30 Apr 2001
Working Paper Series
Kedge Capital Fund Management
Downloads 3,843
14.

The Causality Between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock Exchange

EFMA 2000 Athens
Number of pages: 22 Posted: 18 Dec 2000
Working Paper Series
European School of Management (ESCP-EAP), ESCP Europe and ESCP Europe
Downloads 3,616
15.

The Exit Structure of Venture Capital

UCLA Law Review, Vol. 53, p. 315, 2005, Univ. of Wisconsin Legal Studies Research Paper No. 1005
Number of pages: 43 Posted: 08 Dec 2005
Accepted Paper Series
Brigham Young University - J. Reuben Clark Law School
Downloads 3,324
16.

The Cash Conversion Cycle and Liquidity Analysis of the Food Industry in Greece

EFMA 2000 Athens
Number of pages: 32 Posted: 15 Oct 2000
Working Paper Series
University of Macedonia - Accounting and Finance and University of Macedonia - Accounting and Finance
Downloads 3,212
17.

Contracts and Exits in Venture Capital Finance

AFA 2003 Washington, DC Meetings, The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008
Number of pages: 39 Posted: 22 Mar 2002 Last Revised: 13 Oct 2008
Accepted Paper Series
York University - Schulich School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,129
18.

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

MIT Sloan Working Paper No. 4288-03; MIT Laboratory for Financial Engineering Working Paper No. LFE-1041A-03; EFMA 2003 Helsinki Meetings
Number of pages: 92 Posted: 07 Mar 2003
Working Paper Series
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 3,052
19.

Dividend Policy, Corporate Governance and the Managerial Entrenchment Hypothesis: An Empirical Analysis

EFMA 2002 London Meetings
Number of pages: 43 Posted: 13 Jun 2002
Working Paper Series
University of Porto - Faculdade de Economia do Porto
Downloads 3,007
20.

The Valuation of IPOs by Investment Banks and the Stock Market: Empirical Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 29 Posted: 28 Jan 2002
Working Paper Series
Vlerick Business School, University of Antwerp and Ghent University - Department of Financial Economics
Downloads 2,786
21.

Simulation and Numerical Methods in Real Options Valuation

EFMA 2000 Athens
Number of pages: 24 Posted: 31 Dec 2000
Working Paper Series
Pontificia Universidad Catolica de Chile
Downloads 2,774
22.

Pricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk

EFMA 2002 London Meetings; ISMA Centre Finance Discussion Paper No. 2001 Series, No. 2001-14
Number of pages: 58 Posted: 19 Dec 2001
Working Paper Series
University of Reading - ICMA Centre
Downloads 2,750
23.

The Initial Performance of IPOs: Evidence from Athens Stock Exchange

EFMA 2003 Helsinki Meetings
Number of pages: 50 Posted: 19 Jun 2003
Working Paper Series
University of Bath
Downloads 2,658
24.

Exchange Rate Risk Management: Evidence from East Asia

Darden Business School Working Paper No. 01-09; World Bank Policy Research Working Paper No. 2606
Number of pages: 47 Posted: 19 Nov 2000
Working Paper Series
University of Virginia - Darden School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank

Multiple version iconThere are 2 versions of this paper

Downloads 2,639
25.

Asset Securitization and Optimal Asset Structure of the Firm

EFMA 2001 Lugano Meetings
Number of pages: 55 Posted: 13 Mar 2001
Working Paper Series
Independent
Downloads 2,626
26.

Principal Component Analysis of Volatility Smiles and Skews

EFMA 2001 Lugano Meetings; University of Reading Working Paper in Finance 2000-10
Number of pages: 16 Posted: 08 Dec 2000
Working Paper Series
University of Sussex - School of Business, Management and Economics
Downloads 2,600
27.

Staging of Venture Capital Investment: A Real Options Analysis

EFMA 2002 London Meetings
Number of pages: 36 Posted: 06 Jun 2002
Working Paper Series
National Taiwan University - Department of International Business
Downloads 2,531
28.

When do Value Stocks Outperform Growth Stocks? Investor Sentiment and Equity Style Rotation Strategies

EFMA 2003 Helinski Meetings
Number of pages: 31 Posted: 27 Jun 2003
Working Paper Series
University of Rhode Island - College of Business Administration and Bear, Stearns & Co., Inc.
Downloads 2,528
29.

An Examination of Economic Value Added and Executive Compensation

EFMA 2002 London Meetings
Number of pages: 18 Posted: 13 Jun 2002
Working Paper Series
Curtin University - Centre for Research in Applied Economics and Curtin University - Graduate School of Business
Downloads 2,511
30.

The Influence of Capital Structure on Company Value with Different Growth Opportunities

EFMA 2002 London Meetings
Number of pages: 14 Posted: 10 Jun 2002
Working Paper Series
Universite de Lausanne
Downloads 2,498
31.

A Rude Awakening: Internet Shakeout in 2000

EFA 0660; EFMA 2000 Athens Meetings; Simon Business School Working Paper No. FR 00-13
Number of pages: 45 Posted: 21 Nov 2000
Working Paper Series
University of Virginia - Darden School of Business and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,445
32.

Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets

EFMA 2002 London Meetings
Number of pages: 26 Posted: 12 May 2000
Working Paper Series
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Downloads 2,410
33.

Capital Structure in Venture Finance

Journal of Corporate Finance, Vol. 11, pp. 550-585, 2005
Number of pages: 38 Posted: 31 Mar 2000
Accepted Paper Series
York University - Schulich School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,372
34.

Other Evidences of the Predictive Power of Technical Analysis: The Moving Averages Rules on European Indexes

EFMA 2001 Lugano Meetings
Number of pages: 25 Posted: 13 May 2001
Working Paper Series
Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Universite Catholique de Louvain, CeReFiM
Downloads 2,232
35.

Stock Market Sensitivity to Interest Rates and Inflation

EFMA 2003 Helsinki Meetings
Number of pages: 39 Posted: 26 May 2003
Working Paper Series
EDHEC Business School
Downloads 2,197
36.

The Value of Tax Shields is Not Equal to the Present Value of Tax Shields

EFMA 2003 Helsinki Meetings
Number of pages: 22 Posted: 05 May 2003 Last Revised: 05 Aug 2008
Working Paper Series
University of Navarra - IESE Business School
Downloads 2,175
37.

Corporate Cash Holdings: An Empirical Investigation of UK Companies

EFA 2002 Berlin Meetings Presented Paper; Liverpool University Economics and Accounting Working Paper No. 2002-1
Number of pages: 41 Posted: 13 Mar 2002
Working Paper Series
Hull University Business School (HUBS) and University of Bristol - School of Economics, Finance and Management, UK
Downloads 1,998
38.

Stock Options and Managerial Incentives to Invest

EFMA 2002 London Meetings
Number of pages: 42 Posted: 07 Aug 2001
Working Paper Series
Loyola University of Chicago and Loyola University of Chicago
Downloads 1,922
39.

Ownership Structure and Firm Value: New Evidence from the Spanish Corporate Governance System

EFMA 2003 Helsinki Meetings
Number of pages: 38 Posted: 08 Jun 2003
Working Paper Series
University of Salamanca - Administration and Business Economics, University of Salamanca - Administration and Business Economics and University of Salamanca - Administration and Business Economics
Downloads 1,908
40.

Debt and Expropriation

EFMA 2001 Lugano Meetings
Number of pages: 35 Posted: 29 Sep 2000
Working Paper Series
Purdue University - Krannert School of Management, The Chinese University of Hong Kong (CUHK) - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 1,892
41.

Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM

Federal Reserve Bank of New York Staff Report No. 193
Number of pages: 48 Posted: 09 Apr 2003 Last Revised: 14 Oct 2008
Working Paper Series
International Monetary Fund and USI Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 1,881
42.

A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio

EFMA 2002 London Meetings
Number of pages: 24 Posted: 20 Jun 2002
Working Paper Series
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads 1,853
43.

The Determinants of Corporate Ownership Structure: Australian Evidence

U of Melbourne Public Law Research Paper No. 20; EFMA 2002 London Meetings; Tuck-JQFA Contemporary Corporate Governance Issues II Conference
Number of pages: 43 Posted: 08 Sep 2001
Working Paper Series
University of Melbourne and University of Melbourne - Law School
Downloads 1,844
44.

Is It Worth the While? The Relevance of Qualitative Information in Credit Rating

EFMA 2003 Helinski Meetings
Number of pages: 25 Posted: 24 Jun 2003
Working Paper Series
Universitaet Konstanz - Center of Finance & Econometrics (CoFE)
Downloads 1,830
45.

Long-Run Performance of Initial Public Offerings (IPOs) in the Spanish Capital Market

EFMA 2001 Lugano Meetings
Number of pages: 42 Posted: 18 Jun 2001
Working Paper Series
Universidad de Oviedo - Business Administration and Universidad de Oviedo - Business Administration
Downloads 1,763
46.

Capital Structure Decision: The Use Of Preference Shares And Convertible Debt In The UK

EFMA 2000 Athens
Number of pages: 39 Posted: 31 Dec 2000
Working Paper Series
University of the West of England (UWE) - Bristol Business School
Downloads 1,731
47.

Momentum, Business Cycle and Time Varying Expected Returns

London Business School Accounting Subject Area No. 020; AFA 2001
Number of pages: 47 Posted: 24 Nov 2001
Working Paper Series
Emory University - Department of Finance and London Business School
Downloads 1,721
48.

A Dynamic Model of Corporate Capital Structure

EFMA 2003 Helsinki Meetings
Number of pages: 58 Posted: 14 Jun 2003
Working Paper Series
NTNU Business School - Norwegian University of Science and Technology (NTNU)
Downloads 1,712
49.

Modeling Electricity Prices: International Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 06 Feb 2002
Working Paper Series
Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid - Department of Business Administration and Comisión Nacional de Energía
Downloads 1,711
50.

Option Pricing with Stochastic Volatility: A Closed-form Solution Using the Fourier Transform

EFMA 2002 London Meetings
Number of pages: 52 Posted: 29 Jul 2002
Working Paper Series
National Center for Scientific Research (CNRS)
Downloads 1,686