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EFA 2005 Moscow Meetings (Archive)

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Viewing: 1 - 50 of 225 papers

1.

Performance of Private Equity Funds

EFA 2005 Moscow Meetings
Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 28 Mar 2008
Working Paper Series
University of Oxford - Said Business School and HEC Paris - Strategy & Business Policy
Downloads 15,015
2.

Striking Oil: Another Puzzle?

EFA 2005 Moscow Meetings Paper
Number of pages: 43 Posted: 14 Aug 2005
Working Paper Series
Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management

Multiple version iconThere are 3 versions of this paper

Downloads 6,895
3.

Systemic Risk and Hedge Funds

MIT Sloan Research Paper No. 4535-05, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 111 Posted: 07 Mar 2005
Working Paper Series
AlphaSimplex Group, LLC, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,626
4.

Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk

Yale ICF Working Paper No. 05-13, EFA 2005 Moscow Meetings Paper
Number of pages: 51 Posted: 23 Apr 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance and Yale University - International Center for Finance
Downloads 4,482
5.

Corporate Performance, Board Structure and its Determinants in the Banking Industry

EFA 2005 Moscow Meetings
Number of pages: 42 Posted: 20 Jun 2005
Working Paper Series
University of New South Wales, Department of Banking and Finance and Independent
Downloads 4,429
6.

All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

EFA 2005 Moscow Meetings Paper
Number of pages: 51 Posted: 20 Jun 2005
Working Paper Series
University of California, Davis and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,084
7.

Unobserved Actions of Mutual Funds

Review of Financial Studies, Forthcoming, Sixteenth Annual Utah Winter Finance Conference, EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 58 Posted: 28 Feb 2005
Accepted Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, University of Texas at Austin - McCombs School of Business and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,782
8.

Improved Forecasting of Mutual Fund Alphas and Betas

Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings
Number of pages: 42 Posted: 27 Jul 2005
Working Paper Series
Yale University - Yale School of Management, International Center for Finance, Columbia University - Columbia Business School and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,724
9.

Firm Size and Capital Structure

EFA 2005 Moscow Meetings Paper
Number of pages: 42 Posted: 04 Mar 2005
Working Paper Series
Stanford University - Graduate School of Business and London Business School

Multiple version iconThere are 2 versions of this paper

Downloads 3,257
10.

Sports Sentiment and Stock Returns

Journal of Finance 62(4), 1967-1998, August 2007
Number of pages: 47 Posted: 02 Mar 2005 Last Revised: 20 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting, University of Colorado at Boulder - Leeds School of Business and BI Norwegian Business School - Department of Financial Economics
Downloads 2,890
11.

Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

Journal of Financial Economics, Vol. 91, pp. 24-37, January 2009
Number of pages: 45 Posted: 08 Jul 2005 Last Revised: 13 Nov 2013
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 2,628
12.

The Price of Correlation Risk: Evidence from Equity Options

EFA 2005 Moscow Meetings
Number of pages: 60 Posted: 25 Feb 2005 Last Revised: 14 Jul 2008
Working Paper Series
Tilburg University - Department of Finance, INSEAD - Finance and Frankfurt School of Finance & Management
Downloads 2,585
13.

The Effect of Family Control on Firm Value and Performance. Evidence from Continental Europe

ECGI - Finance Working Paper No. 88/2005, EFA 2005 Moscow Meetings Paper
Number of pages: 58 Posted: 28 Feb 2005
Working Paper Series
Scuola Superiore Sant'Anna di Pisa - Institute of Management and Università Cattolica del Sacro Cuore, Milano

Multiple version iconThere are 2 versions of this paper

Downloads 2,515
14.

What do Boards do? Evidence from Board Committee and Director Compensation Data

EFA 2005 Moscow Meetings Paper
Number of pages: 38 Posted: 02 Sep 2005
Working Paper Series
University of New South Wales, Department of Banking and Finance
Downloads 2,446
15.

Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany and the UK

EFA 2005 Moscow Meetings Paper, ECGI - Finance Working Paper No. 89/2005, WFA 2005 Portland Meetings Paper, AFA 2005 Philadelphia Meetings Paper
Number of pages: 45 Posted: 05 Jan 2005
Working Paper Series
University of Toronto - Finance Area and London Business School
Downloads 2,412
16.

The Role of Securitization in Bank Liquidity and Funding Management

Journal of Financial Economics (JFE), Forthcoming, EFA 2005 Moscow Meetings, Forthcoming
Number of pages: 52 Posted: 06 Mar 2005 Last Revised: 25 May 2012
Accepted Paper Series
University of Virginia - Darden School of Business
Downloads 2,274
17.

Lower Salaries and No Options? On the Optimal Structure of Executive Pay

Journal of Finance, Vol. 62, Issue 1, pp. 303-343, 2007, ECGI - Finance Working Paper No. 32/2003, EFA 2005 Moscow Meetings Paper
Number of pages: 50 Posted: 07 Aug 2005 Last Revised: 10 Aug 2009
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Mannheim Business School
Downloads 2,249
18.

The Impact of Clientele Changes: Evidence from Stock Splits

Yale ICF Working Paper No. 03-14, EFA 2005 Moscow Meetings Paper, AFA 2005 Philadelphia Meetings
Number of pages: 60 Posted: 28 Dec 2004
Accepted Paper Series
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 2,147
19.

Theft and Taxes

ECGI - Finance Research Paper No. 63/2005, EFA 2005 Moscow Meetings, Forthcoming, CRSP Working Paper No. 600
Number of pages: 54 Posted: 06 Dec 2005
Working Paper Series
Harvard Business School - Finance Unit, University of Toronto - Rotman School of Management and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,862
20.

The Value of Financial Flexibility

Journal of Finance, Forthcoming, AFA 2006 Boston Meetings Paper
Number of pages: 57 Posted: 06 Mar 2005
Accepted Paper Series
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 1,838
21.

Can Structural Models Price Default Risk? New Evidence from Bond and Credit Derivative Markets

EFA 2005 Moscow Meetings Paper
Number of pages: 40 Posted: 27 Jan 2005 Last Revised: 16 Oct 2008
Working Paper Series
McGill University, Stockholm School of Economics - Department of Finance and Tsinghua University
Downloads 1,819
22.

Systematic Noise

AFA 2004 San Diego Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 33 Posted: 14 Aug 2005
Working Paper Series
University of California, Davis, University of California, Berkeley - Haas School of Business and China Academy of Financial Research (CAFR)
Downloads 1,722
23.

Government Control of Privatized Firms

ECGI - Working Paper No. 40/2004, FEEM Working Paper No. 130.04, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 41 Posted: 14 Aug 2005
Working Paper Series
Bocconi University and Purdue University - Krannert School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,718
24.

Do Market Timing Hedge Funds Time the Market?

Journal of Financial and Quantitative Analysis (JFQA), Vol. 42, No. 4, 2007, EFA 2005 Moscow Meetings
Number of pages: 47 Posted: 18 Mar 2005 Last Revised: 19 Apr 2010
Accepted Paper Series
Texas A&M University - Department of Finance and University of Massachusetts Amherst - Department of Finance
Downloads 1,713
25.

Economic Growth and Equity Returns

EFA 2005 Moscow Meetings Paper
Number of pages: 20 Posted: 27 Feb 2005
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,709
26.

Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements

Number of pages: 29 Posted: 03 Mar 2005 Last Revised: 13 Dec 2011
Working Paper Series
Harvard Business School, University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and NYU Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,699
27.

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
Australian National University, Cornell University, Stanford University - Graduate School of Business, affiliation not provided to SSRN and Cornell University
Downloads 1,644
28.

Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations

AFA 2006 Boston Meetings Paper, Review of Financial Studies, vol. 22, no. 2, 4189-4217, 2009, AAA 2006 Financial Accounting and Reporting Section (FARS) Meeting Paper, EFA 2005 Moscow Meetings
Number of pages: 37 Posted: 03 Aug 2005 Last Revised: 14 Nov 2013
Working Paper Series
Case Western Reserve University - Weatherhead School of Management, Washington University in St. Louis - John M. Olin Business School, Singapore Management University and Ohio State University (OSU) - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,621
29.

Czech Mate: Expropriation and Investor Protection in a Converging World

ECGI - Working Paper No. 62/2004
Number of pages: 35 Posted: 06 Sep 2004
Working Paper Series
Harvard Business School - Finance Unit and Monitor Corporate Finance, Monitor Group

Multiple version iconThere are 2 versions of this paper

Downloads 1,617
30.

Macroeconomic Risks and Characteristic-Based Factor Models

Journal of Banking and Finance, Vol. 34, No. 6, pp. 1383-1399, June 2010, EFA 2005 Moscow Meetings
Number of pages: 37 Posted: 11 Jan 2005 Last Revised: 11 Mar 2014
Accepted Paper Series
Manchester Business School, Warwick Business School - Department of Finance and London School of Economics & Political Science (LSE)

Multiple version iconThere are 2 versions of this paper

Downloads 1,615
31.

Who Gambles in the Stock Market?

AFA 2006 Boston Meetings Paper, Journal of Finance, Forthcoming, EFA 2005 Moscow Meetings Paper
Number of pages: 53 Posted: 15 Mar 2005 Last Revised: 06 Sep 2008
Accepted Paper Series
University of Miami - School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 1,599
32.

When Do Firms Default? A Study of the Default Boundary

EFA Moscow Meetings Paper, WFA Keystone Meetings Paper, AFA San Francisco Meetings Paper
Number of pages: 46 Posted: 26 Mar 2008 Last Revised: 06 Nov 2012
Working Paper Series
University of Toronto - Finance Area
Downloads 1,565
33.

The Value of Investor Protection: Firm Evidence from Cross-Border Mergers

Yale ICF Working Paper No. 04-32, EFA 2005 Moscow Meetings Paper
Number of pages: 56 Posted: 02 Sep 2005
Working Paper Series
IMD International and IMD World Competitiveness Center

Multiple version iconThere are 2 versions of this paper

Downloads 1,518
34.

Governance and CEO Turnover: Do Something or Do the Right Thing?

EFA 2005 Moscow Meetings Paper
Number of pages: 42 Posted: 28 Jan 2005
Working Paper Series
National Bureau of Economic Research (NBER), Harvard Business School and Harvard Business School - Entrepreneurial Management Unit
Downloads 1,470
35.

The Role of Venture Capital Backing in Initial Public Offerings: Certification, Screening, or Market Power?

EFA 2005 Moscow Meetings Paper
Number of pages: 58 Posted: 15 Oct 2004
Working Paper Series
Boston College - Carroll School of Management and University of Virginia - Darden School of Business
Downloads 1,457
36.

Just How Much Do Individual Investors Lose By Trading?

AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 02 Sep 2005
Working Paper Series
University of California, Davis, Peking University - Guanghua School of Management, National Chengchi University (NCCU) - Department of Finance and Banking and University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,392
37.

The Origins of the German Corporation - Finance, Ownership and Control

ECGI - Finance Working Paper No. 110/2005, AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper, Review of Finance, Vol. 10, No. 4, pp. 537-585, 2006
Number of pages: 60 Posted: 23 Mar 2005 Last Revised: 25 Jun 2008
Working Paper Series
London Business School, University of Oxford - Said Business School and Bocconi University - Department of Finance
Downloads 1,354
38.

Capital Investment Appraisal Practices of Quoted Firms in Nigeria

Number of pages: 15 Posted: 12 Jul 2007
Working Paper Series
Bayero University Kano - Department of Accounting
Downloads 1,335
39.

How Do Decision Frames Influence the Stock Investment Choices of Individual Investors?

EFA 2005 Moscow Meetings
Number of pages: 31 Posted: 07 Aug 2005
Working Paper Series
DePaul University - Department of Finance and University of Miami - School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 1,331
40.

Analyst Disagreement, Mispricing and Liquidity

Journal of Finance, Forthcoming, EFA 2005 Moscow Meetings Paper
Number of pages: 42 Posted: 07 Jul 2004
Accepted Paper Series
Boston College - Carroll School of Management and University of California, Davis - Graduate School of Management
Downloads 1,293
41.

The Role of the Board of Directors in the Capital Budgeting Process - Evidence from S&P 500 Firms

EFA 2005 Moscow Meetings Paper
Number of pages: 36 Posted: 01 Dec 2004
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 1,258
42.

Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion: A Preference-Based Formulation

EFA Meetings, WFA Meetings
Number of pages: 35 Posted: 29 Nov 2004 Last Revised: 15 Aug 2008
Working Paper Series
London Business School and Driehaus College of Business, DePaul University

Multiple version iconThere are 3 versions of this paper

Downloads 1,241
43.

Hedge Funds as Investors of Last Resort?

Review of Financial Studies, Forthcoming, EFA 2005 Moscow Meetings
Number of pages: 55 Posted: 07 Aug 2005
Accepted Paper Series
University of Michigan, Stephen M. Ross School of Business, University of North Carolina at Chapel Hill and University of Texas at Austin - McCombs School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,241
44.

Optimal Asset Allocation and Risk Shifting in Money Management

Number of pages: 40 Posted: 30 Jan 2006
Working Paper Series
London Business School, London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,224
45.

Predicting the Event and Time Horizon of Bankruptcy Using Financial Ratios and the Maturity Schedule of Long-Term Debt

EFA 2005 Moscow Meetings Paper
Number of pages: 51 Posted: 20 Feb 2005 Last Revised: 14 Sep 2008
Working Paper Series
Independent, Monash University and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 1,221
46.

Liquidation Triggers and the Valuation of Equity and Debt

EFA 2005 Moscow Meetings Paper
Number of pages: 35 Posted: 03 Aug 2005
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,176
47.

The Staging of Venture Capital Financing: Milestone vs. Rounds

EFA 2005 Moscow Meetings Paper
Number of pages: 37 Posted: 02 Sep 2005
Working Paper Series
London Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 1,173
48.

Corporate Governance and Dividend Policy in Poland

Wharton Financial Institutions Center Working Paper No. 07-09
Number of pages: 35 Posted: 14 May 2007
Working Paper Series
IÉSEG School of Management, ESG UQAM and University of East Anglia
Downloads 1,166
49.

Stock and Bond Pricing with Liquidity Risk

EFA 2005 Moscow Meetings
Number of pages: 61 Posted: 23 Mar 2005
Working Paper Series
McGill University - Desautels Faculty of Management
Downloads 1,146
50.

Idiosyncratic Risk An Empirical Analysis, with Implications for the Risk of Relative-Value Trading Strategies

IMF Working Paper No. 99/148
Number of pages: 33 Posted: 15 Feb 2006
Working Paper Series
Reserve Bank of Australia - Economic Research
Downloads 1,134