SSRN EFA 2004 Maastricht Meetings (Archive)

1.

Capital Structure Decisions: Which Factors are Reliably Important?

Number of pages: 60 Posted: 24 Jul 2004 Last Revised: 11 Dec 2007

Working Paper Series

Murray Z. Frank and Vidhan K. Goyal

University of Minnesota and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 7,162

2.

Ownership: Evolution and Regulation

ECGI - Finance Working Paper No. 09/2003, EFA 2004 Maastricht Meetings Paper No. 3205, AFA 2003 Washington, DC Meetings, Review of Financial Studies, Forthcoming

Number of pages: 68 Posted: 26 Jan 2004 Last Revised: 30 Jun 2008

Working Paper Series

Julian R. Franks, Colin Mayer and Stefano Rossi

London Business School, University of Oxford - Said Business School and Bocconi University

There are 2 versions of this paper

Downloads 6,535

3.

International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?

ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings

Number of pages: 65 Posted: 21 Dec 2004

Working Paper Series

Luzi Hail and Christian Leuz

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 4,365

4.

Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk

Journal of Financial Economics, Forthcoming, EFA 2004 Maastricht Meetings Paper No. 5290

Number of pages: 46 Posted: 09 Sep 2003

Accepted Paper Series

Ronnie Sadka

Boston College - Carroll School of Management

Downloads 3,268

5.

Private Equity Returns and Disclosure Around the World

EFA 2004 Maastricht, EEA 2004 Madrid, EFM 2005 Madrid, Journal of International Business Studies, forthcoming 2009

Number of pages: 43 Posted: 05 Mar 2004 Last Revised: 08 Sep 2016

Working Paper Series

Douglas J. Cumming and Uwe Walz

York University - Schulich School of Business and Goethe University Frankfurt - Institute of Economics

There are 3 versions of this paper

Downloads 2,986

6.

Do Investors Overvalue Firms With Bloated Balance Sheets?

EFA 2004 Maastricht Meetings Paper No. 3233; Dice Center Working Paper No. 2004-18

Number of pages: 53 Posted: 03 Aug 2004

Working Paper Series

David A. Hirshleifer, Kewei Hou, Siew Hong Teoh and Yinglei Zhang

University of California, Irvine - Paul Merage School of Business, Ohio State University (OSU) - Department of Finance, University of California Irvine, Paul Merage School of Business and The Chinese University of Hong Kong (CUHK) - School of Accountancy

Downloads 2,811

7.

Related Party Transactions: Associations with Corporate Governance and Firm Value

EFA 2004 Maastricht Meetings Paper No. 4377, AFA 2006 Boston Meetings Paper

Number of pages: 60 Posted: 24 Oct 2005

Working Paper Series

Elizabeth A. Gordon, Elaine Henry and Darius Palia

Temple University - Department of Accounting, Stevens Institute of Technology - School of Business and Rutgers Business School

Downloads 2,428

8.

The Risk and Return of Arbitrage in Dual-Listed Companies

Review of Finance, Vol. 13, 495-520, 2009.

Number of pages: 37 Posted: 01 Jun 2009 Last Revised: 30 Apr 2010

Accepted Paper Series

Abe de Jong, Leonard Rosenthal and Mathijs A. Van Dijk

Rotterdam School of Management, Erasmus University, Bentley University - Department of Finance and Erasmus University - Rotterdam School of Management

There are 2 versions of this paper

Downloads 2,216

9.

Individual Stock-Option Prices and Credit Spreads

Yale ICF Working Paper No. 04-14; EFA 2004 Maastricht Meetings Paper No. 5147

Number of pages: 56 Posted: 30 Jun 2004

Working Paper Series

Martijn Cremers, Joost Driessen, Pascal J. Maenhout and David Weinbaum

University of Notre Dame, Tilburg University - Department of Finance, INSEAD - Finance and Syracuse University

Downloads 2,153

10.

How Do Family Ownership, Control, and Management Affect Firm Value?

AFA 2005 Philadelphia Meetings, EFA 2004 Maastricht Meetings Paper No. 3620, Fifteenth Annual Utah Winter Finance Conference

Number of pages: 47 Posted: 13 Jun 2004

Working Paper Series

Belen Villalonga and Raphael ('Raffi") H. Amit

New York University (NYU) - Leonard N. Stern School of Business and The Wharton School UPENN

There are 2 versions of this paper

Downloads 2,151

11.

Factoring Information Into Returns

EFA 2004 Maastricht Meetings Paper No. 4118

Number of pages: 27 Posted: 23 Jun 2004

Working Paper Series

David Easley, Soeren Hvidkjaer and Maureen O'Hara

Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 2,130

12.

A Simple Model of Credit Contagion

EFA 2004 Maastricht Meetings

Number of pages: 55 Posted: 05 Jan 2004 Last Revised: 18 Dec 2008

Working Paper Series

Markus Leippold, Daniel Egloff and Paolo Vanini

University of Zurich - Department of Banking and Finance, QuantAlea GmbH and University of Basel

Downloads 2,025

13.

Project Finance as a Risk-Management Tool in International Syndicated Lending

Governance and the Efficiency of Economic Systems (GESY), SFB/TR 15, Discussion Paper No 183

Number of pages: 48 Posted: 03 Aug 2004

Working Paper Series

Christa Hainz and Stefanie Kleimeier

CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Maastricht University - Department of Finance

Downloads 1,851

14.

SEC Regulation Fair Disclosure, Information, and the Cost of Capital

Journal of Corporate Finance, Vol. 13, Nos. 2-3, pp. 300-334, 2007, AFA 2005 Philadelphia Meetings

Number of pages: 43 Posted: 15 Apr 2004

Accepted Paper Series

Armando R. Gomes, Gary B. Gorton and Leonardo Madureira

Washington University in Saint Louis - John M. Olin Business School, Yale School of Management and Case Western Reserve University - Weatherhead School of Management

There are 2 versions of this paper

Downloads 1,801

15.

Predicting and Pricing the Probability of Default

AFA 2006 Boston Meetings Paper

Number of pages: 44 Posted: 13 Nov 2005

Working Paper Series

Alessio Saretto

University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics

Downloads 1,743

16.

The Informational Content of an Open Limit Order Book

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 4311

Number of pages: 38 Posted: 19 Jul 2004

Working Paper Series

Charles Cao, Oliver Hansch and Xiaoxin Wang Beardsley

Pennsylvania State University, Pennsylvania State University and Southern Illinois University

Downloads 1,718

17.

Measuring Default Risk Premia from Default Swap Rates and EDFs

BIS Working Paper No. 173, EFA 2004 Maastricht Meetings Paper No. 5121

Number of pages: 56 Posted: 20 Sep 2007

Working Paper Series

Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson and David Schranz

Australian National University, Cornell University, Stanford University - Graduate School of Business, affiliation not provided to SSRN and Cornell University

Downloads 1,644

18.

On Time-scaling of Risk and the Square-root-of-time Rule

EFA 2004 Maastricht Meetings Paper No. 5339

Number of pages: 25 Posted: 23 Jul 2004

Working Paper Series

Jon Danielsson and Jean-Pierre Zigrand

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

Downloads 1,642

19.

Corporate Finance in Europe Confronting Theory with Practice

EFA 2004 Maastricht Meetings Paper No. 2769

Number of pages: 44 Posted: 30 Jun 2004

Working Paper Series

Dirk Brounen, Abe de Jong and Kees C. G. Koedijk

Erasmus University Rotterdam (EUR) - Department of Financial Management, Rotterdam School of Management, Erasmus University and Tilburg University - Department of Finance

There are 3 versions of this paper

Downloads 1,625

20.

Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds

AFA 2005 Philadelphia Meetings, EFA 2004 Maastrict Meetings Paper No. 4764

Number of pages: 50 Posted: 18 Jun 2004 Last Revised: 23 Dec 2007

Working Paper Series

Ilya A. Strebulaev and Stephen M. Schaefer

Stanford University - Graduate School of Business and London Business School - Institute of Finance and Accounting

Downloads 1,497

21.

Stochastic Skew in Currency Options

EFA 2004 Maastricht Meetings Paper No. 1426

Number of pages: 48 Posted: 30 Jun 2004

Working Paper Series

Liuren Wu and Peter Carr

City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences

There are 2 versions of this paper

Downloads 1,490

22.

On the Role of Arbitrageurs in Rational Markets

EFA 2004 Maastricht Meetings Paper No. 2390; AFA 2004 San Diego Meetings

Number of pages: 36 Posted: 04 Dec 2003

Working Paper Series

Benjamin Croitoru and Suleyman Basak

McGill University - Desautels Faculty of Management and London Business School

There are 3 versions of this paper

Downloads 1,446

23.

The Term Structure of Real Rates and Expected Inflation

EFA 2004 Maastricht Meetings Paper No. 1220; AFA 2004 San Diego Meetings

Number of pages: 64 Posted: 16 Jul 2003

Working Paper Series

Geert Bekaert and Andrew Ang

Columbia Business School - Finance and Economics and BlackRock, Inc

There are 3 versions of this paper

Downloads 1,391

24.

Cross Border Mergers and Acquisitions in Emerging Markets: The Stock Market Valuation of Corporate Control

EFA 2004 Maastricht Meetings Paper No. 3479

Number of pages: 51 Posted: 01 Jul 2004

Working Paper Series

Anusha Chari, Paige Ouimet and Linda L. Tesar

University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina at Chapel Hill and University of Michigan at Ann Arbor - Department of Economics

There are 2 versions of this paper

Downloads 1,375

25.

Are 'Market Neutral' Hedge Funds Really Market Neutral?

EFA 2004 Maastricht Meetings Paper No. 2691

Number of pages: 33 Posted: 23 Jun 2004

Working Paper Series

Andrew J. Patton

Duke University - Department of Economics

Downloads 1,318

26.

Do Shareholders Vote Strategically? Voting Behavior, Proposal Screening, and Majority Rules

Mannheim Finance Working Paper No. 2006-15, ECGI - Finance Working Paper No. 31/2003 , EFA 2004 Maastricht Meetings Paper No. 2516

Number of pages: 59 Posted: 08 Dec 2003 Last Revised: 19 Sep 2008

Working Paper Series

Ernst G. Maug and Kristian Rydqvist

University of Mannheim Business School and State University of New York at Binghamton - School of Management

There are 2 versions of this paper

Downloads 1,315

27.

Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates

FDIC CFR Working Paper No. 06, EFA 2004 Maastricht Meetings Paper No. 3584, FEDS Working Paper, AFA 20004 Meetings

Number of pages: 32 Posted: 24 Oct 2003

Working Paper Series

Dilip B. Madan, Gurdip Bakshi and Frank Xiaoling Zhang

University of Maryland - Robert H. Smith School of Business, University of Maryland - Robert H. Smith School of Business and Morgan Stanley

Downloads 1,310

28.

Capital Structure, Risk and Asymmetric Information

Quarterly Journal of Finance, Vol 1 (4), 767-809 (2011)

Number of pages: 57 Posted: 21 Jul 2004 Last Revised: 25 Jul 2012

Accepted Paper Series

Nikolay Halov and Florian Heider

New York University - Stern School of Business and European Central Bank (ECB)

There are 3 versions of this paper

Downloads 1,300

29.

Cross Border Mergers and Acquisitions in Emerging Markets: The Stock Market Valuation of Corporate Control

EFA 2004 Maastricht Meetings Paper No. 3479

Number of pages: 51 Posted: 04 Feb 2005

Working Paper Series

Anusha Chari, Paige Ouimet and Linda L. Tesar

University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina at Chapel Hill and University of Michigan at Ann Arbor - Department of Economics

There are 2 versions of this paper

Downloads 1,270

30.

Do Tests of Capital Structure Theory Mean What They Say?

EFA 2004 Maastricht Meetings Paper No. 3411

Number of pages: 46 Posted: 18 Jun 2004

Working Paper Series

Ilya A. Strebulaev

Stanford University - Graduate School of Business

Downloads 1,246

31.

Liquidity Premium and a Two-factor Model

EFA 2004 Maastricht Meetings Paper No. 2678

Number of pages: 53 Posted: 30 Jun 2004

Working Paper Series

Weimin Liu

Nottingham University Business School

Downloads 1,226

32.

Governance and Bank Valuation

EFA 2004 Maastricht Meetings Paper No. 1699; World Bank Working Paper No. 3202

Number of pages: 48 Posted: 02 Jan 2004

Working Paper Series

Gerard Caprio Jr., Luc Laeven and Ross Levine

Williams College, European Central Bank (ECB) and UC Berkeley

There are 2 versions of this paper

Downloads 1,220

33.

The Strategic Motives for Corporate Risk Management

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 5060

Number of pages: 47 Posted: 03 Aug 2004

Working Paper Series

Amrita Nain

University of Iowa - Henry B. Tippie College of Business

Downloads 1,213

34.

Explaining the Diversity in Shareholder Lockup Agreements

Journal of Financial Intermediation, Vol. 15, No. 2, pp. 254-280, April 2006, ECGI - Finance Working Paper No. 48/2004, EFA 2004 Maastricht Meetings Paper No. 1469

Number of pages: 38 Posted: 25 Jul 2004

Accepted Paper Series

Marc Goergen, Arif Khurshed and Luc Renneboog

Cardiff University - Cardiff Business School, University of Manchester - Manchester Business School, Division of Accounting Finance and Tilburg University - Department of Finance

Downloads 1,169

35.

Home Sweet Home: Home Bias and International Diversification Among Individual Investors

EFA 2004 Maastricht Meetings Paper No. 3363

Number of pages: 37 Posted: 03 Aug 2004

Working Paper Series

Anders Karlsson and Lars L. Norden

Stockholm University - Department of Corporate Finance and Stockholm University - Stockholm Business School

There are 2 versions of this paper

Downloads 1,162

36.

Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations

EFA 2004 MAASTRICHT

Number of pages: 42 Posted: 15 Jun 2004

Working Paper Series

Mihir A. Desai, C. Fritz Foley and Kristin J. Forbes

Harvard Business School - Finance Unit, Harvard Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 1,111

37.

Are There Permanent Valuation Gains to Overseas Listings?

Darden School of Business Working Paper No. 03-03

Number of pages: 51 Posted: 02 Aug 2004 Last Revised: 10 Oct 2007

Working Paper Series

Sergei Sarkissian and Michael J. Schill

McGill University and University of Virginia Darden School of Business

Downloads 1,032

38.

Credit Protection and Lending Relationships

EFA 2004 Maastricht Meetings Paper No. 4551

Number of pages: 29 Posted: 18 Jun 2004 Last Revised: 20 Feb 2010

Working Paper Series

Stefan Arping

University of Amsterdam Business School

There are 2 versions of this paper

Downloads 1,010

39.

Global Growth Opportunities and Market Integration

EFA 2004 Maastricht Meetings Paper No. 1697

Number of pages: 56 Posted: 01 Jul 2004

Working Paper Series

Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel

Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business

There are 2 versions of this paper

Downloads 999

40.

Do Shareholder Rights Affect the Cost of Bank Loans?

EFA 2004 Maastricht Meetings Paper No. 5061

Number of pages: 51 Posted: 03 Aug 2004 Last Revised: 26 Oct 2015

Working Paper Series

Sudheer Chava, Dmitry Livdan and Amiyatosh K. Purnanandam

Georgia Institute of Technology - Scheller College of Business, University of California, Berkeley and University of Michigan, Stephen M. Ross School of Business

There are 2 versions of this paper

Downloads 997

41.

When are Preferred Shares Preferred? Theory and Empirical Evidence

Yale ICF Working Paper No. 03-19; USC Finance & Business Econ. Working Paper No. 01-2; EFA 2004 Maastricht Meetings Paper No. 2372

Number of pages: 52 Posted: 30 Apr 2004

Working Paper Series

Vicente Pons-Sanz, Shlomit Zuta, Aharon R. Ofer, S. Abraham Ravid and Itzhak Venezia

Yale School of Management, Tel Aviv University - The Leon Recanati Graduate School of Business Administration, Northwestern University - Kellogg School of Management, Yeshiva University - Syms School of Business and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 937

42.

The Implementation Shortfall of Institutional Equity Trades

EFA 2004 Maastricht Meetings Paper No. 1813

Number of pages: 38 Posted: 26 Jul 2004

Working Paper Series

Jacob Antoon Bikker, Laura Spierdijk and Pieter Jelle van der Sluis

De Nederlandsche Bank, University of Groningen and APG Asset Management, GTAA Fund

Downloads 909

43.

Corporate Disclosure, Analyst Forecast Dispersion, and Stock Returns

Number of pages: 44 Posted: 18 Jun 2004 Last Revised: 27 Sep 2016

Working Paper Series

Ashiq Ali, Mark H. Liu, Danielle Xu and Tong Yao

University of Texas at Dallas - Naveen Jindal School of Management, University of Kentucky - Gatton College of Business and Economics, Gonzaga University and University of Iowa - Henry B. Tippie College of Business

Downloads 907

44.

Does Hedging Increase Firm Value? Comparing Premia for Hedging 'Big' Versus 'Small' Risks

EFA 2004 Maastricht Meetings Paper No. 5174

Number of pages: 48 Posted: 23 Jul 2009 Last Revised: 23 Jul 2009

Working Paper Series

Aziz A. Lookman

AIG International, Inc.

Downloads 903

45.

Corporate Governance and Internal Organization

New York University, Law & Economics Research Paper Series, Forthcoming

Number of pages: 36 Posted: 20 Nov 2003

Working Paper Series

Vinay B. Nair

University of Pennsylvania - Finance Department

Downloads 897

46.

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

EFA 2004 Maastricht Meetings Paper No. 4940, Fifteenth Annual Utah Winter Finance Conference

Number of pages: 44 Posted: 11 Jun 2004

Working Paper Series

Xavier Gabaix, Arvind Krishnamurthy and Olivier Vigneron

Harvard University - Department of Economics, Northwestern University - Kellogg School of Management and UBM

There are 2 versions of this paper

Downloads 876

47.

Does Good Corporate Governance Include Employee Representation? Evidence from German Corporate Boards

EFA 2004 Maastricht Meetings Paper No. 1171

Number of pages: 35 Posted: 22 Apr 2004

Working Paper Series

Larry Fauver and Michael E. Fuerst

University of Tennessee, Knoxville - Department of Finance and University of Miami

Downloads 832

48.

Equilibrium Asset Pricing Under Heterogeneous Information

EFA 2004 Maastricht Meetings Paper No. 5083; 13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings

Number of pages: 36 Posted: 09 Jun 2004

Working Paper Series

Bruno Biais, Peter Bossaerts and Chester S. Spatt

Centre for Economic Policy Research (CEPR), Brain, Mind and Markets Laboratory and Carnegie Mellon University - David A. Tepper School of Business

Downloads 826

49.

Estimating Systemic Risk in the International Financial System

AFA 2005 Philadelphia Meetings Paper; EFA 2004 Maastricht Meetings Paper No. 4449

Number of pages: 61 Posted: 30 Jun 2004

Working Paper Series

Söhnke M. Bartram, Gregory W. Brown and John Hund

Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Georgia

There are 3 versions of this paper

Downloads 822

50.

Heterogeneous Beliefs, Speculation, and the Equity Premium

Journal of Finance, January 2008, EFA 2004 Maastricht Meetings Paper No. 3125, AFA 2005 Philadelphia Meetings

Number of pages: 49 Posted: 28 Jun 2004 Last Revised: 26 Nov 2008

Working Paper Series

Alexander David

University of Calgary - Haskayne School of Business

Downloads 822

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