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SSRN eLibrary Search Results
EFA 2002 Berlin Meetings Presentation Papers (Archive)
146,864 Total downloads
| Link to this page
Should Banks be Diversified? Evidence from Individual Bank Loan PortfoliosBIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper Viral V. Acharya, Anthony Saunders and Iftekhar Hasan New York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Gabelli School of Business, Fordham University Date Posted: December 13, 2005 Working Paper Series 1634 downloads 
Multiple Lenders and Corporate Distress: Evidence on Debt RestructuringCEPR Discussion Paper No. 4287 Antje Brunner and Jan Pieter Krahnen Humboldt University of Berlin and Faculty of Economics and Business Administration Date Posted: July 16, 2004 Working Paper Series 19 downloads
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market OperationsCEPR Discussion Paper No. 4367 Ulrich Bindseil, Kjell G. Nyborg and Ilya A. Strebulaev European Central Bank (ECB), University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business Date Posted: May 26, 2004 Working Paper Series 24 downloads
Cooperation in International Banking SupervisionECB Working Paper No. 316; EFA 2002 Berlin Meetings Presented Paper Cornelia Holthausen and Thomas Rønde European Central Bank (ECB) and University of Copenhagen - Department of Economics Date Posted: May 19, 2004 Working Paper Series 746 downloads
Do Macroeconomic Announcements Cause Asymmetric Volatility?EFMA 2004 Basel Meetings Paper Peter de Goeij and Wessel Marquering CentER, Tilburg Law and Economics Center (TILEC), Tilburg University and Erasmus University Rotterdam (EUR) - Department of Financial Management Date Posted: April 30, 2004 Working Paper Series 633 downloads
Bank Mergers, Competition and LiquidityECB Working Paper No. 292 Elena Carletti, Philipp Hartmann and Giancarlo Spagnolo Bocconi University - Department of Finance, European Central Bank (ECB) and Stockholm School of Economics (SITE) Date Posted: April 27, 2004 Working Paper Series 1757 downloads Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole Journal of Finance, Forthcoming John M. Griffin, Susan Ji and J. Spencer Martin University of Texas at Austin - Department of Finance, College of Business, Governors State University and University of Melbourne - Faculty of Business and Economics Date Posted: November 24, 2003 Last Revised: March 31, 2015 Accepted Paper Series
Imperfect Competition in Financial Markets: Island vs Nasdaq14th Annual Utah Winter Finance Conference Paper; AFA 2004 San Diego Meetings; EFA 2002 Berlin Meetings Presented Paper Bruno Biais, Christophe Bisiere and Chester S. Spatt Centre for Economic Policy Research (CEPR), Universite de Toulouse - (IDEI - CRG) and Carnegie Mellon University - David A. Tepper School of Business Date Posted: November 23, 2003 Working Paper Series 1268 downloads
Investors' Activity and Trading BehaviorEFA 2002 Berlin Meetings Presented Paper, EFMA Helinski Meetings 2003 Petri Juhani Kyrolainen and Jukka Perttunen University of Oulu and University of Oulu - Department of Accounting & Finance Date Posted: June 11, 2003 Working Paper Series 927 downloads
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market OperationsAFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper; ECB Working Paper No. 157 Kjell G. Nyborg, Ulrich Bindseil and Ilya A. Strebulaev University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and Stanford University - Graduate School of Business Date Posted: May 29, 2003 Working Paper Series 363 downloads
Corporate Governance and the Returns on InvestmentEFA 2002 Berlin Meetings Presented Paper; and ECGI - Finance Working Paper No. 06/2003 Klaus Peter Gugler, Dennis C. Mueller and B. Burcin Yurtoglu Vienna University of Economics and Business, University of Vienna - Center for Business Studies - Department of Economics and WHU - Otto Beisheim School of Management Date Posted: April 23, 2003 Working Paper Series 6983 downloads
Managers, Workers, and Corporate ControlEFA 2002 Berlin Meetings Presented Paper; ECGI - Finance Working Paper No. 01/2002 Paolo F. Volpin and Marco Pagano City University London - Faculty of Finance and University of Naples Federico II - Department of Economics and Statistics Date Posted: April 11, 2003 Working Paper Series 2510 downloads
Multiple Unit Auctions and Short SqueezesFEEM Working Paper No. 27.2003; EFA 2002 Berlin Meetings Presented Paper; IFA Working Paper No. 328 Kjell G. Nyborg and Ilya A. Strebulaev University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business Date Posted: April 10, 2003 Working Paper Series 406 downloads
Price Impact Costs and the Limit of ArbitrageEFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66 Zhiwu Chen, Werner Stanzl and Masahiro Watanabe Yale University - International Center for Finance, Yale University - International Center for Finance and University of Alberta - School of Business Date Posted: July 10, 2002 Working Paper Series 1911 downloads
Dividend Policy Inside the Multinational FirmEFA 2002 Berlin Meetings Presented Paper Mihir A. Desai, C. Fritz Foley and James R. Hines Jr. Harvard Business School - Finance Unit, Harvard Business School and University of Michigan Date Posted: June 24, 2002 Working Paper Series 2049 downloads
Competition and Intervention in Sovereign Debt MarketsEFA 2002 Berlin Meetings Presented Paper Bernhard Paasche and Stanley E. Zin affiliation not provided to SSRN and Carnegie Mellon University Date Posted: June 10, 2002 Working Paper Series 133 downloads
Stochastic Volatility for Levy ProcessesEFA 2002 Berlin Meetings Presented Paper Peter Carr, Hélyette Geman, Dilip B. Madan and Marc Yor New York University (NYU) - Courant Institute of Mathematical Sciences, University of London - Economics, Mathematics and Statistics, University of Maryland - Robert H. Smith School of Business and Universite Paris Date Posted: June 04, 2002 Working Paper Series 1872 downloads
What Drives Equity Returns in Central and Eastern EuropeWarsaw School of Economics, Institute of Econometrics; EFA 2002 Berlin Meetings Presented Paper Magdalena Sokalska CUNY Queens College Date Posted: May 30, 2002 Working Paper Series 348 downloads
Dying Out Or Dying Hard? Disposition Investors In Stock MarketsEFA 2002 Berlin Meetings Presented Paper Andreas Oehler, Klaus R. Heilmann, Volker Lager and Michael Oberlander Bamberg University, University of Bamberg - Department of Finance, Merrill Lynch, Frankfurt and University of Bamberg - Department of Finance Date Posted: May 28, 2002 Working Paper Series 585 downloads
How to Open and Close the Market: Lessons from the London Stock Exchange
EFA 2002 Berlin Meetings Presented Paper Andrew Ellul, Hyun Song Shin and Ian Tonks Indiana University - Kelley School of Business - Department of Finance, Bank for International Settlements and University of Bath School of Management Date Posted: May 12, 2002 Working Paper Series 647 downloads
Long-Term Portfolio Choice Given Uncertain Personal SavingsEFA 2002 Berlin Meetings Presented Paper Guenter Franke, Sandra Peterson and Richard C. Stapleton University of Konstanz - Department of Economics, affiliation not provided to SSRN and University of Strathclyde - Department of Accounting and Finance Date Posted: May 12, 2002 Working Paper Series 296 downloads
The Equity Mix in Executive Compensation: An Investigation of Cross-Country DifferencesEFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings Stephen H. Bryan, Robert C. Nash and Ajay Patel Wake Forest University, Wake Forest University and Wake Forest University, School of Business Date Posted: May 12, 2002 Working Paper Series 516 downloads
Some Evidence that a Tobin Tax on Foreign Exchange Transactions may Increase VolatilityAFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper Robert Z. Aliber, Bhagwan Chowdhry and Shu Yan University of Chicago - Booth School of Business, University of California, Los Angeles (UCLA) - Finance Area and Oklahoma State University - Stillwater - Department of Finance Date Posted: May 11, 2002 Working Paper Series 759 downloads
The Impact of Bankruptcy Rules on Risky Project Choice and Skill Formation under Credit RationingEFA 2002 Berlin Meetings Presented Paper; CBS Department of Finance Working Paper No. 2001-5 Shubhashis Gangopadhyay and Clas Wihlborg Indian Statistical Institute, New Delhi - India Development Foundation and Chapman University Date Posted: May 11, 2002 Working Paper Series 259 downloads
Return Sensitivity to Industry Shocks: Evidence on the (In-)Efficient Use of Internal Capital MarketsEFA 2002 Berlin Meetings Presented Paper; London Business School Working Paper Joao F. Cocco and Jan Mahrt-Smith London Business School and University of Toronto - Rotman School of Management Date Posted: April 14, 2002 Working Paper Series 281 downloads
International Portfolio Diversification: Currency, Industry and Country Effects RevisitedEFA 2002 Berlin Frans de Roon, Esther Eiling, Pierre Hillion and Bruno Gerard Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and Norwegian School of Management (BI) - Department of Financial Economics Date Posted: March 31, 2002 Last Revised: January 07, 2010 Working Paper Series 1666 downloads
On the Consistency of Ratings and Bond Market YieldsEFA 2002 Berlin Meetings Presented Paper William Perraudin and Alex P. Taylor Imperial College London - Accounting, Finance, and Macroeconomics and Manchester Business School Date Posted: March 25, 2002 Working Paper Series 595 downloads
Are Two Investors Better Than One?EFA 2002 Berlin Meetings Presented Paper Anna Maria C. Menichini and Peter J. Simmons Università degli Studi di Salerno and University of York - Department of Economics and Related Studies Date Posted: March 23, 2002 Working Paper Series 121 downloads
An Examination of Heterogeneous Beliefs With a Short-Sale Constraint in a Dynamic EconomyEFA 2002 Berlin Meetings Presented Paper Michael F. Gallmeyer and Burton Hollifield University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business Date Posted: March 22, 2002 Working Paper Series 741 downloads
Asymmetry of Information in Emerging Markets: Should a Firm Issue its Securities Locally or Abroad?EFA 2002 Berlin Meetings Presented Paper Nuno C. Martins Bank of Portugal Date Posted: March 22, 2002 Working Paper Series 294 downloads
Characterizing Asymmetric Information in International Equity MarketsSimon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider Boston College, Carroll School of Management, Bank of Canada and Independent Date Posted: March 22, 2002 Working Paper Series 441 downloads
Disappointment, Pessimism and the Equity Risk PremiaEFA 2002 Berlin Meetings Presented Paper Thierry Chauveau and Nicolas Nalpas National Center for Scientific Research (CNRS) and Toulouse Business School Date Posted: March 22, 2002 Working Paper Series 429 downloads
Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?EFA 2002 Berlin Meetings Presented Paper Narayan Y. Naik and Pradeep K. Yadav London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business Date Posted: March 22, 2002 Working Paper Series 242 downloads
Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?EFA 2002 Berlin Meetings Presented Paper Ronald E. Shrieves and Pengjie Gao University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business Date Posted: March 22, 2002 Working Paper Series 3614 downloads
Investor Awareness and Market Segmentation: Evidence from S&P 500 Index ChangesEFA 2002 Berlin Meetings Presented Paper Honghui Chen, Vijay Singal and Gregory Noronha Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business Date Posted: March 22, 2002 Working Paper Series 630 downloads
Is Debt Maturity Determined by Asymmetric Information about Short-Term or Long-Term Earnings?EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings Petra Danisevska Erasmus University Rotterdam (EUR) - Department of Financial Management Date Posted: March 22, 2002 Working Paper Series 630 downloads
Market Integration and ContagionEFA 2002 Berlin Meetings Presented Paper Geert Bekaert, Campbell R. Harvey and Angela Ng Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance Date Posted: March 22, 2002 Working Paper Series 1094 downloads
Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a SqueezeEFA 2002 Berlin Meetings Presented Paper Narayan Y. Naik, Pradeep K. Yadav and John J. Merrick Jr. London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and College of William and Mary - Mason School of Business Date Posted: March 22, 2002 Working Paper Series 793 downloads
Portfolio Performance Manipulation and Manipulation-Proof Performance MeasuresYale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings William N. Goetzmann, Jonathan E. Ingersoll Jr., Matthew I. Spiegel and Ivo Welch Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA) Date Posted: March 22, 2002 Working Paper Series 7291 downloads
Rational Asset Pricing Implications from Realistic Trading FrictionsEFA 2002 Berlin Meetings Presented Paper Jean-Pierre Zigrand London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group Date Posted: March 22, 2002 Working Paper Series 142 downloads
Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings; CentER Discussion Paper No. 2001-95 Grzegorz Pawlina and Peter M. Kort Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research Date Posted: March 22, 2002 Working Paper Series 662 downloads
Tax Management Strategies with Multiple Risky AssetsEFA 2002 Berlin Meetings Presented Paper Michael F. Gallmeyer, Ron Kaniel and Stathis Tompaidis University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business Date Posted: March 22, 2002 Working Paper Series 318 downloads
Structural Models of Corporate Bond Pricing: An Empirical AnalysisEFA 2002 Berlin Meetings Young Ho Eom, Jing-Zhi Huang and Jean Helwege Yonsei University, Pennsylvania State University - University Park - Department of Finance and UC Riverside Date Posted: March 21, 2002 Working Paper Series 2928 downloads
The Reach of the Disposition Effect: Large Sample Evidence Across Investor ClassesEFA 2002 Berlin Meetings Presented Paper Philip R. Brown, Nick Chappel, Raymond da Silva Rosa and Terry S. Walter UWA Business School, M250, University of Sydney Business School, University of Western Australia - Department of Accounting and Finance and University of Sydney Date Posted: March 21, 2002 Working Paper Series 834 downloads
Model Uncertainty and LiquidityEFA 2002 Berlin Meetings Presented Paper Bryan Routledge and Stanley E. Zin Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University Date Posted: March 20, 2002 Working Paper Series 451 downloads
Multiple Lenders and Corporate Distress: Evidence on Debt RestructuringEFA 2002 Berlin Meetings Presented Paper Antje Brunner and Jan Pieter Krahnen Humboldt University of Berlin and Faculty of Economics and Business Administration Date Posted: March 20, 2002 Working Paper Series 562 downloads
Non-Redundant Derivatives in a Dynamic General Equilibrium EconomyLondon Business School Working Paper; EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper Harjoat Singh Bhamra, Leonid Kogan and Raman Uppal Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School Date Posted: March 20, 2002 Working Paper Series 338 downloads
Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest RatesEFA 2002 Berlin Meetings Presented Paper; Cornell University Working Paper Yongmiao Hong and Haitao Li Cornell University - Department of Economics and University of Michigan - Stephen M. Ross School of Business Date Posted: March 20, 2002 Working Paper Series 481 downloads
The Market for Record-Date OwnershipEFA 2002 Berlin Meetings Presented Paper Susan Kerr Christoffersen, Adam V. Reed, Christopher Geczy and David K. Musto University of Toronto - Rotman School of Management, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department Date Posted: March 20, 2002 Working Paper Series 474 downloads
Linear and Nonlinear Exchange Rate Exposure and the Price of Exchange Rate RiskEFA 2002 Berlin Meetings Presented Paper Bernt Arne Ødegaard and Richard Priestley University of Stavanger and Norwegian Business School Date Posted: March 19, 2002 Working Paper Series 533 downloads |
