SSRN EFA 2002 Berlin Meetings Presentation Papers (Archive)

University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics

8.

Imperfect Competition in Financial Markets: Island vs NASDAQ

Number of pages: 40 Posted: 23 Nov 2003

Working Paper Series

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

Downloads 1,331

9.

Investors' Activity and Trading Behavior

Number of pages: 46 Posted: 11 Jun 2003

Working Paper Series

Petri Juhani Kyrolainen and Jukka Perttunen

University of Oulu and University of Oulu - Department of Accounting & Finance

Downloads 1,021

10.

Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations

Number of pages: 57 Posted: 29 May 2003

Working Paper Series

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

There are 3 versions of this paper

Downloads 387

11.

Corporate Governance and the Returns on Investment

Number of pages: 59 Posted: 23 Apr 2003

Working Paper Series

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

Downloads 7,295

12.

Managers, Workers, and Corporate Control

Number of pages: 40 Posted: 11 Apr 2003

Working Paper Series

Paolo F. Volpin and Marco Pagano

Drexel University - Bennett S. LeBow College of Business and University of Naples Federico II - Department of Economics and Statistics

There are 2 versions of this paper

Downloads 2,583

13.

Multiple Unit Auctions and Short Squeezes

Number of pages: 44 Posted: 10 Apr 2003

Working Paper Series

Kjell G. Nyborg and Ilya A. Strebulaev

University of Zurich - Department of Banking and Finance and Stanford University - Graduate School of Business

Downloads 447

14.

Price Impact Costs and the Limit of Arbitrage

EFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66

Number of pages: 60 Posted: 10 Jul 2002

Working Paper Series

Zhiwu Chen, Werner Stanzl and Masahiro Watanabe

University of Hong Kong, Faculty of Business Economics (HKU Business School), Yale University - International Center for Finance and University of Alberta - School of Business

Downloads 2,094

15.

Dividend Policy Inside the Multinational Firm

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 32 Posted: 24 Jun 2002

Working Paper Series

Mihir A. Desai, C. Fritz Foley and James R. Hines Jr.

Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and University of Michigan

Downloads 2,188

16.

Competition and Intervention in Sovereign Debt Markets

Number of pages: 40 Posted: 10 Jun 2002

Working Paper Series

Bernhard Paasche and Stanley E. Zin

affiliation not provided to SSRN and Carnegie Mellon University

There are 2 versions of this paper

Downloads 139

17.

Stochastic Volatility for Levy Processes

Number of pages: 35 Posted: 04 Jun 2002

Working Paper Series

Peter Carr, Hélyette Geman, Dilip B. Madan and Marc Yor

New York University Finance and Risk Engineering, University of London - Economics, Mathematics and Statistics, University of Maryland - Robert H. Smith School of Business and Universite Paris

Downloads 2,126

18.

What Drives Equity Returns in Central and Eastern Europe

Number of pages: 22 Posted: 30 May 2002

Working Paper Series

Magdalena Sokalska

City University of New York

Downloads 355

19.

Dying Out or Dying Hard? Disposition Investors in Stock Markets

Number of pages: 26 Posted: 28 May 2002

Working Paper Series

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

Downloads 639

20.

How to Open and Close the Market: Lessons from the London Stock Exchange

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 58 Posted: 12 May 2002

Working Paper Series

Andrew Ellul, Hyun Song Shin and Ian Tonks

Indiana University - Kelley School of Business - Department of Finance, Bank for International Settlements (BIS) and University of Bristol

Downloads 685

21.

The Equity Mix in Executive Compensation: An Investigation of Cross-Country Differences

Number of pages: 40 Posted: 12 May 2002

Working Paper Series

Stephen H. Bryan, Robert C. Nash and Ajay Patel

Wake Forest University, Wake Forest University and Wake Forest University, School of Business

Downloads 556

22.

Long-Term Portfolio Choice Given Uncertain Personal Savings

Number of pages: 53 Posted: 12 May 2002

Working Paper Series

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

Downloads 305

23.

Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility

Number of pages: 30 Posted: 11 May 2002

Working Paper Series

Robert Z. Aliber, Bhagwan Chowdhry and Shu Yan

University of Chicago - Booth School of Business, UCLA Anderson and Oklahoma State University - Stillwater - Department of Finance

Downloads 812

24.

The Impact of Bankruptcy Rules on Risky Project Choice and Skill Formation Under Credit Rationing

Number of pages: 33 Posted: 11 May 2002

Working Paper Series

Shubhashis Gangopadhyay and Clas Wihlborg

India Development Foundation and Chapman University

Downloads 272

25.

Return Sensitivity to Industry Shocks: Evidence on the (In-)Efficient Use of Internal Capital Markets

EFA 2002 Berlin Meetings Presented Paper; London Business School Working Paper

Number of pages: 38 Posted: 14 Apr 2002

Working Paper Series

Joao F. Cocco and Jan Mahrt-Smith

London Business School and University of Toronto - Rotman School of Management

Downloads 291

26.

International Portfolio Diversification: Currency, Industry and Country Effects Revisited

EFA 2002 Berlin

Number of pages: 44 Posted: 31 Mar 2002 Last Revised: 07 Jan 2010

Working Paper Series

Frans de Roon, Esther Eiling, Pierre Hillion and Bruno Gerard

Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and BI Norwegian Business School - Department of Finance

Downloads 1,796

27.

On the Consistency of Ratings and Bond Market Yields

Number of pages: 32 Posted: 25 Mar 2002

Working Paper Series

William Perraudin and Alex P. Taylor

Imperial College London - Accounting, Finance, and Macroeconomics and Alliance Manchester Business School

Downloads 624

28.

Are Two Investors Better than One?

Number of pages: 23 Posted: 23 Mar 2002

Working Paper Series

Anna Maria C. Menichini and Peter J. Simmons

Università degli Studi di Salerno and University of York - Department of Economics and Related Studies

Downloads 126

29.

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings

Number of pages: 48 Posted: 22 Mar 2002

Working Paper Series

William N. Goetzmann, Jonathan E. Ingersoll, 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)

There are 2 versions of this paper

Downloads 7,793

30.

Earnings Management and Executive Compensation: A Case of Overdose of Option and Underdose of Salary?

Number of pages: 48 Posted: 22 Mar 2002

Working Paper Series

Ronald E. Shrieves and Pengjie Gao

University of Tennessee, Knoxville - Department of Finance and University of Notre Dame - Mendoza College of Business

Downloads 4,089

31.

Market Integration and Contagion

Number of pages: 39 Posted: 22 Mar 2002

Working Paper Series

Geert Bekaert, Campbell R. Harvey and Angela Ng

Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance

There are 2 versions of this paper

Downloads 1,145

32.

An Examination of Heterogeneous Beliefs With a Short-Sale Constraint in a Dynamic Economy

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 41 Posted: 22 Mar 2002

Working Paper Series

Michael F. Gallmeyer and Burton Hollifield

University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business

There are 2 versions of this paper

Downloads 788

33.

Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?

Number of pages: 34 Posted: 22 Mar 2002

Working Paper Series

Grzegorz Pawlina and Peter M. Kort

Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research

There are 2 versions of this paper

Downloads 713

34.

Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes

Number of pages: 57 Posted: 22 Mar 2002

Working Paper Series

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

Downloads 690

35.

Is Debt Maturity Determined by Asymmetric Information About Short-Term or Long-Term Earnings?

Number of pages: 30 Posted: 22 Mar 2002

Working Paper Series

Petra Danisevska

Erasmus University Rotterdam (EUR) - Department of Financial Management

Downloads 681

36.

Characterizing Asymmetric Information in International Equity Markets

Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper

Number of pages: 53 Posted: 22 Mar 2002

Working Paper Series

Rui A. Albuquerque, Gregory H. Bauer and Martin Schneider

Boston College, Carroll School of Management, University of Rochester - Simon School and Independent

Downloads 468

37.

Disappointment, Pessimism and the Equity Risk Premia

Number of pages: 29 Posted: 22 Mar 2002

Working Paper Series

Thierry Chauveau and Nicolas Nalpas

National Center for Scientific Research (CNRS) and Toulouse Business School

Downloads 453

38.

Tax Management Strategies with Multiple Risky Assets

EFA 2002 Berlin Meetings Presented Paper

Number of pages: 59 Posted: 22 Mar 2002

Working Paper Series

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

Downloads 350

39.

Asymmetry of Information in Emerging Markets: Should a Firm Issue its Securities Locally or Abroad?

Number of pages: 38 Posted: 22 Mar 2002

Working Paper Series

Nuno C. Martins

Bank of Portugal

Downloads 307

40.

Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?

Number of pages: 42 Posted: 22 Mar 2002

Working Paper Series

Narayan Y. Naik and Pradeep K. Yadav

London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business

Downloads 270

41.

Rational Asset Pricing Implications from Realistic Trading Frictions

Number of pages: 27 Posted: 22 Mar 2002

Working Paper Series

Jean-Pierre Zigrand

London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group

Downloads 152

42.

Structural Models of Corporate Bond Pricing: An Empirical Analysis

Number of pages: 68 Posted: 21 Mar 2002

Working Paper Series

Young Ho Eom, Jing-Zhi Huang and Jean Helwege

Yonsei University, Pennsylvania State University - University Park - Department of Finance and UC Riverside

Downloads 3,278

43.

The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes

Number of pages: 33 Posted: 21 Mar 2002

Working Paper Series

Philip R. Brown, Nick Chappel, Raymond da Silva Rosa and Terry S. Walter

UWA Business School, M250, University of Sydney Business School, The University of Western Australia - Department of Accounting and Finance and University of Sydney

There are 2 versions of this paper

Downloads 906

44.

Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring

Number of pages: 45 Posted: 20 Mar 2002

Working Paper Series

Antje Brunner and Jan Pieter Krahnen

Humboldt University of Berlin and Goethe University Frankfurt

There are 2 versions of this paper

Downloads 600

45.

The Market for Record-Date Ownership

Number of pages: 37 Posted: 20 Mar 2002

Working Paper Series

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

Downloads 506

46.