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Paris December 2017 Finance Meeting EUROFIDAI - AFFI - ESSEC (Archive)

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Viewing: 1 - 33 of 33 papers

1.

Auctions, Microstructure Noise, and Weekly Patterns in Housing Markets

Number of pages: 69 Posted: 08 Jun 2017 Last Revised: 27 Apr 2022
Working Paper Series
UW Madison - Wisconsin School Business

Multiple version iconThere are 2 versions of this paper

Downloads 263
2.

The Volatility-of-Volatility Term Structure

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 08 Jun 2017 Last Revised: 09 Jan 2018
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 772
3.

Renegotiation Costs and Contract Design

28th Annual Conference on Financial Economics and Accounting, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 07 Jun 2017 Last Revised: 29 Mar 2021
Working Paper Series
Duke University - Accounting, Duke University - Fuqua School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Downloads 512
4.

Informed Trading in the Index Option Market

TILEC Discussion Paper No. 2017-027, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 07 Jun 2017 Last Revised: 17 Aug 2019
Working Paper Series
University of Sussex, Pontifical Catholic University of Chile and VU University Amsterdam
Downloads 207
5.

Testing the Tax-Loss Selling Explanation of the January Effect: Evidence from a 'Confiscatory' Tax Implemented in France in 1921

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 26 Posted: 07 Jun 2017
Working Paper Series
Toulouse Business School and London School of Economics & Political Science (LSE)
Downloads 73
6.

A Learning-Based Approach to Evaluating Boards of Directors

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 07 Jun 2017
Working Paper Series
University of Washington - Michael G. Foster School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 52
7.

Geographic Clustering of Corruption in the U.S.

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 07 Jun 2017 Last Revised: 12 May 2020
Working Paper Series
Georgia Institute of Technology - Scheller College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 251
8.

Optimal Capital Structure in the Presence of Financial Assets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 56 Posted: 06 Jun 2017 Last Revised: 17 Aug 2021
Working Paper Series
University of Cologne
Downloads 23
9.

Option Implied Dividends

Working paper
Number of pages: 58 Posted: 06 Jun 2017 Last Revised: 11 Jul 2018
Working Paper Series
Tilburg University - Department of Finance
Downloads 750
10.

What Drives Interbank Loans? Evidence from Canada

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 06 Jun 2017 Last Revised: 14 Jul 2018
Working Paper Series
Bank of Canada and Government of Canada - Bank of Canada
Downloads 16
11.

What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Variance? Follow the Bid-Ask Bounce

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 06 Jun 2017 Last Revised: 03 Jul 2017
Working Paper Series
Tulane University - A.B. Freeman School of Business, University of Oklahoma and Tulane University - A.B. Freeman School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 111
12.

Capital Inflows, Credit Growth and Skill Allocation

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 81 Posted: 06 Jun 2017 Last Revised: 02 Jun 2020
Working Paper Series
Bank of Portugal - Economic Research Department, Swiss Finance Institute and University of Toronto - Rotman School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 205
13.

Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 04 Jun 2017
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University

Multiple version iconThere are 2 versions of this paper

Downloads 75
14.

International Real Yields

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 03 Jun 2017 Last Revised: 29 Nov 2019
Working Paper Series
Fordham University - Gabelli School of Business
Downloads 155
15.

The Role of Pre-Opening Mechanisms in Fragmented Markets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 01 Jun 2017
Working Paper Series
University of BordeauxUniversity of Bordeaux - GREThA (Research Group in Theoretical and Applied Economics), ESSEC Business School and Universite de Toulouse 1 Capitole
Downloads 30
16.

Does Monetary Policy Impact International Market Co-Movement?

Paris December 2017 Finance Meeting EUROFIDAI - AFFI, Swiss Finance Institute Research Paper No. 17-47
Number of pages: 61 Posted: 29 May 2017 Last Revised: 04 Sep 2020
Working Paper Series
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration and Universita' della Svizzera italiana

Multiple version iconThere are 2 versions of this paper

Downloads 164
17.

The Flight Home Effect in Multinational Internal Capital Markets During the Great Recession

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 29 May 2017
Working Paper Series
University of Antwerp and University of Antwerp
Downloads 93
18.

Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

HEC Paris Research Paper No. FIN-2017-1206, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 19 May 2017 Last Revised: 13 Aug 2017
Working Paper Series
Board of Governors of the Federal Reserve System, Inalytics Limited and HEC Paris - Finance Department
Downloads 288
19.

The Value of Bond Underwriter Relationships

Number of pages: 66 Posted: 15 May 2017 Last Revised: 22 Oct 2021
Working Paper Series
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 159
20.

Takeover Duration and Negotiation Process

Number of pages: 57 Posted: 03 Apr 2017 Last Revised: 01 Jun 2018
Working Paper Series
Politecnico di Torino, NHH-Caltech and Independent Researcher
Downloads 145
21.

The Relevance of Credit Ratings in Transparent Bond Markets

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46 Posted: 18 Mar 2017 Last Revised: 09 Dec 2017
Working Paper Series
University of Illinois at Chicago - Department of Finance and Koc University, College of Administrative Sciences and Economics
Downloads 264
22.

Time-Varying State Variable Risk Premia in an ICAPM

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 17 Mar 2017 Last Revised: 01 Feb 2020
Working Paper Series
CATÓLICA-LISBON School of Business & Economics, Tilburg University and ESCP Business School
Downloads 401
23.

Pricing, Demand, and Product Design of Innovative Securities: The Role of Investor Information

University of St.Gallen, School of Finance Research Paper No. 2017/04, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 63 Posted: 15 Mar 2017 Last Revised: 18 Feb 2022
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and WHU - Otto Beisheim School of Management
Downloads 321
24.

The Dynamics of Price Jumps in the Stock Market: An Empirical Study on Europe and U.S.

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 02 Mar 2017 Last Revised: 18 Nov 2017
Working Paper Series
Bank of Italy and Bank of Italy
Downloads 164
25.

All Is Not Lost that Is Delayed: Overconfidence and Investment Outcomes

Review of Managerial Science, Forthcoming
Number of pages: 41 Posted: 06 Jan 2017 Last Revised: 04 Aug 2022
Accepted Paper Series
University of Wuppertal - Schumpeter School of Business and Economics, University of Mannheim - Finance Area, affiliation not provided to SSRN, University of Mannheim - Finance Area and University of Wuppertal
Downloads 190
26.

Banking Regulation and Market Making

Number of pages: 47 Posted: 10 Dec 2016 Last Revised: 23 Jul 2019
Working Paper Series
Bank of Canada and TMX Group
Downloads 201
27.

Wall Street Crosses Memory Lane: How Witnessed Returns Affect Professionals' Expected Returns

30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 01 Dec 2016 Last Revised: 18 Dec 2017
Working Paper Series
University of Adelaide - Business School, University of Bonn - Department of Economics and Copenhagen Business School - Department of Finance
Downloads 259
28.

Central Bank Communication and the Yield Curve

Number of pages: 85 Posted: 22 Nov 2016 Last Revised: 15 Jun 2020
Working Paper Series
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,195
29.

Shock Propagation Through Cross-Learning in Opaque Networks

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 05 Nov 2016 Last Revised: 06 Dec 2018
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance
Downloads 188
30.

Self-funding of Political Campaigns

HEC Paris Research Paper No. FIN-2016-1165
Number of pages: 65 Posted: 05 Jul 2016 Last Revised: 18 Nov 2021
Working Paper Series
HEC Paris - Finance Department and University of Bern
Downloads 470
31.

Why Do Homeowners Invest the Bulk of their Wealth in their Home?

Number of pages: 76 Posted: 07 May 2016 Last Revised: 20 Mar 2020
Working Paper Series
Universite du Luxembourg - Department of Finance and McGill University - Desautels Faculty of Management
Downloads 286
32.

Measuring Macroeconomic Tail Risk

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 88 Posted: 02 May 2016 Last Revised: 29 Apr 2022
Working Paper Series
University of Turin - Collegio Carlo Alberto and University of Luxembourg
Downloads 371
33.

A Signaling Theory of Derivatives-Based Hedging

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 01 Feb 2016 Last Revised: 22 Jun 2022
Working Paper Series
Nova School of Business and Economics and BI Norwegian Business School
Downloads 224