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AFA 2001 New Orleans Meetings (Archive)

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1.

The Theory and Practice of Corporate Finance: Evidence from the Field

AFA 2001 New Orleans; Duke University Working Paper
Number of pages: 48 Posted: 12 Apr 2000
Working Paper Series
Duke University and Duke University - Fuqua School of Business
Downloads 13,662
2.

Disappearing Dividends: Changing Firm Characteristics Or Lower Propensity To Pay?

AFA 2001 New Orleans; CRSP Working Paper No. 509
Number of pages: 53 Posted: 03 Feb 2000
Working Paper Series
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 10,949
3.

Investor Psychology and Asset Pricing

AFA 2001 New Orleans Meetings
Number of pages: 92 Posted: 28 Mar 2001
Working Paper Series
University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 7,620
4.

Testing the Pecking Order Theory of Capital Structure

EFA 0157: AFA 2001 New Orleans
Number of pages: 53 Posted: 12 Dec 2000
Working Paper Series
University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 7,568
5.

The Non-Correlation Between Board Independence and Long-Term Firm Performance

Stanford Law and Economics Olin Working Paper No. 185
Number of pages: 44 Posted: 03 Oct 1998
Accepted Paper Series
University of Colorado at Boulder - Department of Finance and Northwestern University - Pritzker School of Law

Multiple version iconThere are 2 versions of this paper

Downloads 6,941
6.

Liquidity Risk, Leverage and Long-Run IPO Returns

Tuck School of Business Working Paper No. 2004-14, Journal of Corporate Finance, Vol. 11, pp. 1-35, 2005
Number of pages: 44 Posted: 17 Apr 2000 Last Revised: 30 Apr 2009
Accepted Paper Series
Tuck School of Business at Dartmouth and BI Norwegian Business School - Department of Financial Economics

Multiple version iconThere are 2 versions of this paper

Downloads 4,503
7.

Day Trading International Mutual Funds: Evidence And Policy Solutions

AFA 2001 New Orleans; Yale SOM Working Paper No. ICF - 00-03
Number of pages: 38 Posted: 05 Apr 2000
Working Paper Series
Yale School of Management - International Center for Finance, Michigan State University, Department of Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,738
8.

Determinants of Performance Improvements in Privatized Firms: The Role of Restructuring and Corporate Governance

AFA 2001 New Orleans
Number of pages: 40 Posted: 29 Oct 2000
Working Paper Series
Clayton State University - Department of Finance & Economics, Wake Forest University and University of Oklahoma
Downloads 3,581
9.

Where Do Companies Attempt Earnings Management, and When Do Auditors Prevent It?

AFA 2001 New Orleans Meetings
Number of pages: 57 Posted: 24 Nov 2000
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Connecticut - Department of Accounting and George Washington University - Department of Accountancy
Downloads 3,526
10.

A Cross-Firm Analysis of the Impact of Corporate Governance on the East Asian Financial Crisis

AFA 2001 New Orleans
Number of pages: 39 Posted: 15 Dec 2000
Working Paper Series
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 3,171
11.

Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing

AFA 2001 New Orleans Meetings
Number of pages: 14 Posted: 29 Jan 2001
Working Paper Series
affiliation not provided to SSRN and Australian National University

Multiple version iconThere are 2 versions of this paper

Downloads 2,778
12.

Estimating Credit Rating Transition Probabilities for Corporate Bonds

AFA 2001 New Orleans Meetings
Number of pages: 68 Posted: 04 Dec 2000
Working Paper Series
Goldman Sachs Group, Inc.
Downloads 2,774
13.

Valuation of Information Technology Investments as Real Options

AFA 2001 New Orleans Meetings
Number of pages: 37 Posted: 20 Nov 2000
Working Paper Series
Instituto Tecnológico Autónomo de México (ITAM) and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,644
14.

Winter Blues: A SAD Stock Market Cycle

Federal Reserve Bank of Atlanta Working Paper No. 2002-13a, Sauder School of Business Working Paper
Number of pages: 37 Posted: 07 Mar 2000
Working Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,636
15.

Daily Momentum And Contrarian Behavior Of Index Fund Investors

AFA 2001 New Orleans; EFA 0088; Yale ICF & Yale SOM Working Paper No. ICF - 99-13
Number of pages: 49 Posted: 13 Jan 2000
Working Paper Series
INSEAD - Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,632
16.

A Jump Diffusion Model For Option Pricing

AFA 2001 New Orleans Meetings
Number of pages: 36 Posted: 16 Sep 2000
Working Paper Series
Risk Management Institute, NUS
Downloads 2,580
17.

Dividends and Expropriation

AFA 2001 New Orleans; EFMA Athens 2000
Number of pages: 49 Posted: 19 Apr 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

Multiple version iconThere are 2 versions of this paper

Downloads 2,270
18.

The Yield Curve as a Predictor of U.S. Recessions

AFA 2001 New Orleans
Number of pages: 6 Posted: 22 Nov 2000
Working Paper Series
Columbia Business School - Finance and Economics and Rensselaer Polytechnic Institute
Downloads 2,090
19.

The Dynamics of Capital Allocation

EFA 0328; AFA 2001 New Orleans
Number of pages: 34 Posted: 16 Dec 2000
Working Paper Series
Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 2,022
20.

Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies

MIT Sloan Working Paper No. 4234-01; EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 32 Posted: 16 Sep 2000
Working Paper Series
London Business School and London Business School

Multiple version iconThere are 3 versions of this paper

Downloads 2,019
21.

Corporate Ownership Structure and the Informativeness of Accounting Earnings in East Asia

EFA 0053; AFA 2001 New Orleans
Number of pages: 51 Posted: 30 Sep 2000
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy and The Chinese University of Hong Kong (CUHK) - School of Accountancy

Multiple version iconThere are 2 versions of this paper

Downloads 1,977
22.

Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?

AFA 2001 New Orleans Meetings
Number of pages: 35 Posted: 29 Sep 2000
Working Paper Series
University of Notre Dame and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,963
23.

Idiosyncratic Risk and Security Returns

AFA 2001 New Orleans Meetings
Number of pages: 57 Posted: 24 Jan 2001
Working Paper Series
University of Texas at Dallas - School of Management and Princeton University - Bendheim Center for Finance
Downloads 1,956
24.

Does Diversification Cause the 'Diversification Discount'?

AFA 2001 New Orleans
Number of pages: 42 Posted: 07 Jun 2000
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,887
25.

Incentives for Voluntary Disclosure

AFA 2001 New Orleans Meetings; NYU Ctr for Law and Business Research Paper No. 01-005
Number of pages: 76 Posted: 02 Apr 2001
Working Paper Series
New York University (NYU) - Department of Accounting and affiliation not provided to SSRN

Multiple version iconThere are 3 versions of this paper

Downloads 1,841
26.

Investor Reaction to Corporate Event Announcements: Under-reaction or Over-reaction?

Number of pages: 51 Posted: 15 Dec 2000
Working Paper Series
Pace University - Lubin School of Business and University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 1,743
27.

Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs

AFA 2001 New Orleans; EFA 0062
Number of pages: 48 Posted: 02 Dec 1999
Working Paper Series
University of Virginia ­ Darden School of Business and Peking University - Guanghua School of Management - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,729
28.

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 1,725
29.

Venture Capital and the Professionalization of Start-up Firms: Empirical Evidence

AFA 2001 New Orleans, Sauder School of Business Working Paper
Number of pages: 44 Posted: 01 Nov 2000
Working Paper Series
University of Oxford - Said Business School and Duke University - Fuqua School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,674
30.

Price Discovery and Trading Costs After Hours

AFA 2001 New Orleans; Simon School of Business Working Paper No. FR 00-03
Number of pages: 35 Posted: 02 Mar 2000
Working Paper Series
University of Rochester - Simon School (Deceased) and University of California, Berkeley - Haas School of Business
Downloads 1,670
31.

The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on Entry in the Banking Industry

AFA 2001 New Orleans; FEDS Working Paper No. 99-41
Number of pages: 45 Posted: 08 Dec 1999
Working Paper Series
University of South Carolina - Darla Moore School of Business, PepsiCo, University of Miami - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
Downloads 1,627
32.

The Great Reversals: The Politics of Financial Development in the 20th Century

3rd Annual Fin. Mkt. Dev. Conference, Hong Kong 2001; AFA 2001 New Orleans Meetings; CRSP Working Paper No. 526
Number of pages: 71 Posted: 22 Jul 2000
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,625
33.

Value-at-Risk vs. Building Block Regulation in Banking

EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 55 Posted: 28 Oct 2000
Working Paper Series
Vienna University of Technology and University of Calgary - Haskayne School of Business
Downloads 1,519
34.

Investigating the Sources of Default Risk: Lessons from Empirically Evaluating Credit Risk Models

AFA 2001 New Orleans Meetings
Number of pages: 53 Posted: 08 Mar 2001
Working Paper Series
University of Maryland - Robert H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Downloads 1,514
35.

Why Do CEOs Reciprocally Sit On Each Other's Boards?

AFA 2001 New Orleans; NYU Ctr for Law and Business Research Paper No 01-002
Number of pages: 40 Posted: 15 Dec 2000
Working Paper Series
Drexel University - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
Downloads 1,479
36.

Interest Rates and Credit Spread Dynamics

AFA 2001 New Orleans
Number of pages: 33 Posted: 09 Dec 2000
Working Paper Series
Indiana University - Kelley School of Business, City University of Hong Kong and Federal Reserve Bank of Kansas City
Downloads 1,470
37.

Returns-Chasing Behavior, Mutual Funds and Beta's Death

AFA 2001 New Orleans; EFA 0412; University of Florida Working Paper
Number of pages: 52 Posted: 17 Sep 2000
Working Paper Series
LSV Asset Management
Downloads 1,424
38.

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs

CRSP Working Paper No. 528
Number of pages: 61 Posted: 16 Dec 2000
Working Paper Series
Harvard University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,395
39.

A Unified Analysis Of Executive Pay: The Case Of The Financial Sector

London Business School Accounting Subject Area No. 022
Number of pages: 45 Posted: 24 May 2000
Working Paper Series
London Business School and Claremont Colleges - Peter F. Drucker Graduate School of Management
Downloads 1,393
40.

Do Credit Spreads Reflect Stationary Leverage Ratios? Reconciling Structural and Reduced-Form Frameworks

AFA 2001 New Orleans; Dice Working Paper 99-10
Number of pages: 35 Posted: 16 Nov 1999
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,239
41.

Cash Flow, Investment, and Hedging

AFA 2001 New Orleans Meetings
Number of pages: 45 Posted: 08 Oct 2000
Working Paper Series
University of Virginia - Darden School of Business and Virginia Polytechnic Institute & State University - Department of Finance
Downloads 1,235
42.

The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and are there Efficiency Gains?

AFA 2001 New Orleans
Number of pages: 56 Posted: 16 Mar 2000
Working Paper Series
University of Maryland - Robert H. Smith School of Business and Tuck School of Business at Dartmouth

Multiple version iconThere are 2 versions of this paper

Downloads 1,229
43.

Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities

AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Number of pages: 61 Posted: 11 Dec 2000
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,191
44.

The Role Of Social Capital In Financial Development

Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; CRSP Working Paper No. 511
Number of pages: 62 Posted: 21 Mar 2000
Working Paper Series
Einaudi Institute for Economics and Finance (EIEF), Northwestern University - Kellogg School of Management - Department of Finance and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,173
45.

Forecasting Future Volatility from Option Prices

AFA 2001 New Orleans
Number of pages: 75 Posted: 31 Dec 2000
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,160
46.

Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia wre Time-Varying

Eleventh Annual Utah Winter Conference; AFA 2001 New Orleans; FRB of New York Staff Reports, No. 93
Number of pages: 59 Posted: 31 Jan 2000
Working Paper Series
University of California - Haas School of Business and New York University - Department of Economics
Downloads 1,144
47.

What is the Price of Hubris? Using Takeover Battles to Infer Overpayments and Synergies

AFA 2001 New Orleans Meetings
Number of pages: 54 Posted: 16 Sep 2000
Working Paper Series
INSEAD - Finance, University of Chicago - Booth School of Business and Fuqua School of Business, Duke University

Multiple version iconThere are 3 versions of this paper

Downloads 1,049
48.

Tests of Mean-Variance Spanning

AFA 2001 New Orleans Meetings, OLIN Working Paper No. 99-05, Rotman School of Management Working Paper
Number of pages: 66 Posted: 06 Sep 2000 Last Revised: 14 Mar 2008
Working Paper Series
University of Toronto - Rotman School of Management and Washington University in St. Louis - Olin School of Business
Downloads 1,023
49.

Resolving Financial Distress By Way of a Contract: an Empirical Study of Small UK Companies

AFA 2001 New Orleans Meetings; Presented at Tuck Contemporary Governance Conference
Number of pages: 60 Posted: 22 Jul 2000
Working Paper Series
London Business School and University of Oxford - Said Business School
Downloads 999
50.

Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

AFA 2001 New Orleans Meetings, Cass Business School Research Paper
Number of pages: 45 Posted: 05 Oct 2000
Working Paper Series
Cass Business School, City, University of London
Downloads 996