Viewing: 1 - 46 of 46 papers
1.
Term Structure of Disagreement and Predictability Over the Business Cycle
Rotman School of Management Working Paper No. 2506673
Number of pages: 52
Posted: 19 Nov 2015
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads
85
2.
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
Number of pages: 59
Posted: 19 Nov 2015
Working Paper Series
University of Liege - HEC Management School and HEC Liège
There are 2 versions of this paper
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
Number of pages: 59
Posted: 19 Nov 2015
Downloads
388
Downloads
388
3.
Shades of Black and White: The Paris Clandestine Gold Market in World War II
Number of pages: 25
Posted: 10 Nov 2015
Working Paper Series
University of Orleans, Independent and Université Libre de Bruxelles - SBS-EM, CEB
Downloads
26
4.
Executive Compensation and Deployment of Corporate Resources: Evidence from Working Capital
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 10 Oct 2015
Last Revised: 13 Jul 2017
Working Paper Series
WHU - Otto Beisheim School of Management, Catholic University of the Sacred Heart of Milan, University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Surrey - Surrey Business School
Downloads
303
5.
Economic Policy Uncertainty and the Yield Curve
Number of pages: 66
Posted: 07 Oct 2015
Working Paper Series
University of Zurich - Department of Banking and Finance and ITAM
There are 2 versions of this paper
Economic Policy Uncertainty and the Yield Curve
Number of pages: 66
Posted: 07 Oct 2015
Downloads
205
Government Policy Uncertainty and the Yield Curve
Number of pages: 59
Posted: 24 Sep 2015
Last Revised: 23 Aug 2017
Downloads
152
Downloads
205
6.
YOLO: Mortality Beliefs and Household Finance Puzzles
Journal of Finance, Vol. Forthcoming, FRB of Cleveland Working Paper No. 15-21
Number of pages: 72
Posted: 07 Oct 2015
Last Revised: 26 Jul 2018
Accepted Paper Series
Boston College - Department of Finance, University of York and Brandeis University
Downloads
631
7.
Sovereign Collateral as a Trojan Horse: Why Do We Need an LCR+
Number of pages: 54
Posted: 07 Oct 2015
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH and Aarhus University
Downloads
45
8.
Financial distress, refinancing, and debt structure
Journal of Banking and Finance, Vol. 94, September 2018
Number of pages: 64
Posted: 07 Oct 2015
Last Revised: 30 Aug 2018
Accepted Paper Series
Queen's University - Smith School of Business and Hong Kong Baptist University
Downloads
169
9.
Modeling the Dependence between Extreme Operational Losses and Economic Factors: A Conditional Semi-Parametric Generalized Pareto Approach
Posted: 06 Oct 2015
Working Paper Series
HEC-ULg University of Liège, University of Liege - HEC Management School and Independent
10.
Two Shades of Opacity: Hidden Orders versus Dark Trading
Number of pages: 57
Posted: 06 Oct 2015
Last Revised: 01 Jul 2018
Working Paper Series
KU Leuven, Department Accounting, Finance and Insurance, KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - University of Leuven and KU Leuven - University of Leuven
Downloads
260
11.
Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance
Number of pages: 77
Posted: 06 Oct 2015
Working Paper Series
University of Lugano and University of Groningen - SOM Research School
Downloads
157
12.
Financial Market Liquidity: Who is Acting Strategically?
Number of pages: 43
Posted: 06 Oct 2015
Last Revised: 06 Jul 2016
Working Paper Series
Université Paris Dauphine - DRM-CEREG, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France and University of Cergy-Pontoise - THEMA
Downloads
103
13.
Collateralization, Leverage, and Stressed Expected Loss
Journal of Financial Stability, Forthcoming
Number of pages: 44
Posted: 06 Oct 2015
Last Revised: 15 Feb 2017
Working Paper Series
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and Swiss Finance Institute @ EPFL
Downloads
92
14.
Uncovered Interest Rate Parity: A Relation to Global Trade Risk
Number of pages: 48
Posted: 06 Oct 2015
Last Revised: 24 Jan 2018
Working Paper Series
University of Lausanne, HEC, IBF and University of Lausanne
Downloads
113
15.
The Effect of the Growth in Labor Hours Per Worker on Future Stock Returns, Hiring and Profitability
Review of Finance, Forthcoming
Number of pages: 46
Posted: 06 Oct 2015
Last Revised: 02 Sep 2016
Accepted Paper Series
Federal Reserve Board and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads
43
16.
Behavioral Bias in Number Processing: Evidence from Analysts' Expectations
Journal of Economic Behavior and Organization, Vol. 149, May 2018
Number of pages: 41
Posted: 06 Oct 2015
Last Revised: 24 Jul 2019
Accepted Paper Series
Université Paris-Dauphine, PSL Research University, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Lausanne, HEC-Lausanne
Downloads
236
17.
Is the Fox Guarding the Henhouse? Bankers in the Federal Reserve, Bank Leverage and Risk-shifting
Number of pages: 73
Posted: 06 Oct 2015
Last Revised: 07 May 2019
Working Paper Series
Leeds University Business School, University of Edinburgh - Business School and University of Edinburgh - Accounting and Finance
Downloads
167
18.
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Number of pages: 40
Posted: 06 Oct 2015
Working Paper Series
Bank of Italy
There are 4 versions of this paper
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Number of pages: 44
Posted: 28 Mar 2013
Downloads
63
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Bank of Italy Temi di Discussione (Working Paper) No. 928
Number of pages: 52
Posted: 23 Nov 2013
Downloads
35
Central Bank Refinancing, Interbank Markets and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
ECB Working Paper No. 1607
Number of pages: 50
Posted: 08 Nov 2013
Downloads
33
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Number of pages: 40
Posted: 06 Oct 2015
Downloads
25
Downloads
25
19.
Credit Risk 'Beta': The Systematic Aspect of Bank Default Risk
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42
Posted: 30 Sep 2015
Working Paper Series
ESCP Europe
Downloads
101
20.
Key Investors in IPOs
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46
Posted: 09 Sep 2015
Last Revised: 04 Feb 2016
Working Paper Series
University of Arizona - Department of Finance and Einaudi Institute for Economics and Finance (EIEF)
Downloads
294
21.
Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73
Posted: 30 Jul 2015
Last Revised: 10 Nov 2017
Accepted Paper Series
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
There are 2 versions of this paper
Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73
Posted: 30 Jul 2015
Last Revised: 10 Nov 2017
Downloads
396
Price Drift Before U.S. Macroeconomic News: Private Information About Public Announcements?
ECB Working Paper No. 1901
Number of pages: 68
Posted: 12 May 2016
Downloads
257
Downloads
396
22.
CEO Tenure and Firm Value
Paris December 2015 Finance Meeting EUROFIDAI - AFFI, University of St.Gallen, School of Finance Research Paper No. 2015/11
Number of pages: 72
Posted: 03 Jul 2015
Last Revised: 23 May 2019
Working Paper Series
Boston University - Department of Accounting, University of Cologne and Centre for Financial Research (CFR), University of St. Gallen - Swiss Institute of Banking and Finance and Karlsruhe Institute of Technology
Downloads
698
23.
Competition Theory of Risk Management Failures
Paris December 2015 Finance Meeting EUROFIDAI - AFFI, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 454/2015
Number of pages: 63
Posted: 06 Jun 2015
Last Revised: 10 Jul 2019
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and Santa Clara University - Leavey School of Business
Downloads
377
24.
Asset Management and Systemic Risk
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 29 May 2015
Working Paper Series
Amundi Asset Management and affiliation not provided to SSRN
Downloads
651
25.
Labor Rigidity and the Dynamics of the Value Premium
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 57
Posted: 27 May 2015
Last Revised: 29 Nov 2017
Working Paper Series
University of Turin - Collegio Carlo Alberto
Downloads
303
26.
Career Concerns of Banking Analysts
Journal of Accounting & Economics (JAE), Volume 63, Issues 2-3, April-May 2017, Pages 231–252.,
Number of pages: 47
Posted: 24 Apr 2015
Last Revised: 19 Apr 2017
Accepted Paper Series
University of Warwick - Warwick Business School, Harvard University - Harvard Business School and Nanjing University
Downloads
558
27.
Measuring Tail Risks at High Frequency
Number of pages: 61
Posted: 01 Apr 2015
Last Revised: 27 Oct 2018
Working Paper Series
Duke University - Department of Economics
Downloads
499
28.
The Globalization Risk Premium
Journal of Finance, Forthcoming
Number of pages: 92
Posted: 29 Mar 2015
Last Revised: 11 Jul 2018
Accepted Paper Series
Massachusetts Institute of Technology (MIT), University of Minnesota, Finance and Bocconi University
Downloads
637
29.
Paris December 2015 Finance Meeting - Call for Papers
Number of pages: 1
Posted: 23 Mar 2015
Working Paper Series
Paris December Finance Meeting
Downloads
46
30.
Alpha Decay
SFS Finance Cavalcade 2016, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56
Posted: 21 Mar 2015
Last Revised: 22 Nov 2017
Working Paper Series
Inalytics Limited, Columbia Business School and London Business School - Institute of Finance and Accounting
Downloads
997
31.
The Equilibrium Assignment of Narcissistic CEOs to Firms
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37
Posted: 19 Feb 2015
Last Revised: 03 Oct 2015
Working Paper Series
NHH-Caltech, SKEMA Business School, SKEMA Business School - Lille Campus and California Institute of Technology
Downloads
197
32.
Security Design with Status Concerns
Number of pages: 49
Posted: 29 Jan 2015
Last Revised: 13 Feb 2020
Working Paper Series
London Business School, ICEF, Higher School of Economics, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads
263
33.
Monetary Policy Surprises, Investment Opportunities, and Asset Prices
Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Journal of Financial Research, Forthcoming
Number of pages: 50
Posted: 11 Jan 2015
Last Revised: 31 Oct 2019
Accepted Paper Series
University of Denver - Daniels College of Business
Downloads
305
34.
Can Macroeconomists Get Rich Nowcasting Output Gap Turning Points with a Simple Machine-Learning Algorithm?
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30
Posted: 07 Jan 2015
Last Revised: 05 May 2017
Working Paper Series
Silex-IP
Downloads
493
35.
Do Corporate Taxes Hinder Innovation?
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61
Posted: 03 Nov 2014
Last Revised: 13 Feb 2019
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Georgia Institute of Technology and Hong Kong University of Science & Technology (HKUST) - Department of Finance
There are 2 versions of this paper
Do Corporate Taxes Hinder Innovation?
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61
Posted: 03 Nov 2014
Last Revised: 13 Feb 2019
Downloads
679
Do Corporate Taxes Hinder Innovation?
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61
Posted: 27 Mar 2015
Last Revised: 16 Jan 2017
Downloads
311
Downloads
679
36.
Moral Hazard in Active Asset Management
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39
Posted: 30 Aug 2014
Last Revised: 19 Nov 2016
Working Paper Series
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads
371
37.
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 08 Jun 2014
Last Revised: 30 Nov 2017
Working Paper Series
London School of Economics and Political Science, London School of Economics & Political Science (LSE) - Department of Finance and School of Economics and Finance, Queen Mary University of London
Downloads
786
38.
The Effects of Global Leniency Programs on Margins and Mergers
INSEAD Working Paper No. 2017/75/FIN, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 65
Posted: 09 Apr 2014
Last Revised: 16 May 2019
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance, INSEAD - Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
There are 2 versions of this paper
The Effects of Global Leniency Programs on Margins and Mergers
INSEAD Working Paper No. 2017/75/FIN, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 65
Posted: 09 Apr 2014
Last Revised: 16 May 2019
Downloads
275
Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies
CEPR Discussion Paper No. DP11470
Number of pages: 67
Posted: 06 Sep 2016
Downloads
2
Downloads
275
39.
A Market-Based Funding Liquidity Measure
PBCSF-NIFR Research Paper No. 14-01
Number of pages: 60
Posted: 24 Jan 2014
Last Revised: 08 May 2018
Working Paper Series
Tsinghua University and The University of Melbourne - Department of Finance
Downloads
569
40.
Asset Pricing with Return Asymmetries: Theory and Tests
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 04 Dec 2013
Working Paper Series
HEC Paris - Finance Department
Downloads
150
41.
First to 'Read' the News: News Analytics and High Frequency Trading
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58
Posted: 18 Nov 2013
Last Revised: 28 Oct 2015
Working Paper Series
Board of Governors of the Federal Reserve System, University of Pennsylvania - Wharton School and INSEAD - Finance
Downloads
780
42.
Too-International-to-Fail? Supranational Bank Resolution and Market Discipline
Journal of Banking and Finance, 65 (2016) 41–58, Paris December 2015 Finance Meeting EUROFIDAI - AFFI,
Number of pages: 50
Posted: 13 Nov 2013
Last Revised: 17 Feb 2016
Accepted Paper Series
IMF and University of Toronto at Mississauga - Department of Management
Downloads
107
43.
The Economic Consequences of a 'Glass-Ceiling': Women on Corporate Boards and Firm Value
AFA 2016 San Francisco Meetings Paper
Number of pages: 56
Posted: 25 Oct 2013
Last Revised: 05 Dec 2018
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Business Economics
Downloads
1,207
44.
Distress Anomaly and Shareholder Risk: International Evidence
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36
Posted: 21 May 2013
Last Revised: 02 Oct 2015
Working Paper Series
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads
205
45.
Institutional Investor Expectations, Manager Performance, and Fund Flows
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Saïd Business School WP 2015-6,
Number of pages: 46
Posted: 17 Apr 2013
Last Revised: 20 Feb 2017
Accepted Paper Series
University of Oxford, Saïd Business School and University of Connecticut
Downloads
1,595
46.
Fast and Slow Informed Trading
AFA 2013 San Diego Meetings, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2015-1123
Number of pages: 64
Posted: 07 Jun 2011
Last Revised: 28 Feb 2019
Working Paper Series
HEC Paris - Finance Department
Downloads
1,198
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.