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AFA 2005 Philadelphia Meetings (Archive)

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Viewing: 1 - 50 of 144 papers

1.

Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance

MIT Sloan Working Paper No. 4284-03
Number of pages: 42 Posted: 10 Jan 2005 Last Revised: 24 Feb 2009
Working Paper Series
Dartmouth College - Tuck School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Rochester – Simon Business School
Downloads 6,214
2.

An International Comparison of Capital Structure and Debt Maturity Choices

AFA 2005 Philadelphia Meetings
Number of pages: 55 Posted: 27 Dec 2004 Last Revised: 04 Oct 2011
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy, University of Melbourne - Department of Finance and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,069
3.

Stock Price Clustering on Option Expiration Dates

AFA 2005 Philadelphia Meetings
Number of pages: 53 Posted: 22 Mar 2004
Working Paper Series
Hong Kong University of Science and Technology, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 4,407
4.

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

Multiple version iconThere are 2 versions of this paper

Downloads 4,365
5.

Variance Risk Premia

AFA 2005 Philadelphia Meetings
Number of pages: 44 Posted: 17 Aug 2004 Last Revised: 25 Oct 2007
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 4,174
6.

The Determinants of Corporate Board Size and Composition: An Empirical Analysis

Journal of Financial Economics (JFE), Vol. 85, No. 1, 2007, AFA 2005 Philadelphia Meetings
Number of pages: 36 Posted: 18 Oct 2004 Last Revised: 21 Jun 2017
Accepted Paper Series
Texas Christian University - M.J. Neeley School of Business, University of Delaware - Alfred Lerner College of Business and Economics, University of Washington - Michael G. Foster School of Business and Wake Forest University
Downloads 3,865
7.

What Works in Securities Laws?

Tuck School of Business Working Paper No. 03-22; AFA 2005 Philadelphia Meetings
Number of pages: 40 Posted: 29 Dec 2004
Working Paper Series
Dartmouth College - Tuck School of Business, SKEMA Business School and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,443
8.

Extreme Governance: An Analysis of Dual-Class Companies in the United States

AFA 2005 Philadelphia Meetings, Rodney L. White Center for Financial Research Working Paper No. 12-04, Rock Center for Corporate Governance Working Paper No. 39
Number of pages: 61 Posted: 08 Jul 2004 Last Revised: 29 Sep 2009
Working Paper Series
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
Downloads 3,408
9.

On the Relation Between the Market-to-Book Ratio, Growth Opportunity, and Leverage Ratio

AFA 2005 Philadelphia Meetings
Number of pages: 19 Posted: 05 Mar 2004
Working Paper Series
Cheung Kong Graduate School of Business and Government of the United States of America - Office of the Currency Comptroller - Risk Analysis Division
Downloads 3,063
10.

Flights of Fancy: Corporate Jets, CEO Perquisites, and Inferior Shareholder Returns

AFA 2005 Philadelphia Meetings
Number of pages: 56 Posted: 14 Apr 2004
Working Paper Series
New York University (NYU) - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,000
11.

A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

Yale ICF Working Paper No. 04-11
Number of pages: 59 Posted: 30 Apr 2004
Working Paper Series
University of Lausanne and University of California, Los Angeles (UCLA)

Multiple version iconThere are 3 versions of this paper

Downloads 2,987
12.

On the Industry Concentration of Actively Managed Equity Mutual Funds

AFA 2005 Philadelphia Meetings, Journal of Finance, Forthcoming, Sauder School of Business Working Paper
Number of pages: 50 Posted: 10 Feb 2003
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 2 versions of this paper

Downloads 2,543
13.

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
14.

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

MIT Sloan Working Paper No. 4303-03; NYU Finance Working Paper; EFA 2003 Annual Conference Paper No. 269; AFA 2005 Philadelphia Meetings
Number of pages: 42 Posted: 05 May 2003
Working Paper Series
London Business School, London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 6 versions of this paper

Downloads 2,250
15.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,151
16.

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
17.

Cross-Industry Momentum

AFA 2005 Philadelphia Meetings
Number of pages: 37 Posted: 18 Mar 2004
Working Paper Series
University of Chicago - Booth School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 2,043
18.

Individual Investor Trading and Stock Returns

AFA 2005 Philadelphia Meetings, Johnson School Research Paper Series No. 13-06
Number of pages: 55 Posted: 06 Oct 2004
Working Paper Series
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 2,006
19.

Are Busy Boards Effective Monitors?

ECGI - Finance Working Paper No. 55/2004; AFA 2005 Philadelphia Meetings
Number of pages: 50 Posted: 22 Oct 2004
Working Paper Series
Drexel University - Department of Finance and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,987
20.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,801
21.

Partial Adjustment Toward Target Capital Structures

AFA 2005 Philadelphia Meetings
Number of pages: 50 Posted: 10 Jan 2005
Working Paper Series
University of Florida - Department of Finance, Insurance and Real Estate and Case Western Reserve University - Department of Banking & Finance
Downloads 1,793
22.

Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds

AFA 2005 Philadelphia Meetings Paper
Number of pages: 45 Posted: 30 Dec 2004
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, College of William and Mary - Mason School of Business and College of William and Mary - Mason School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,765
23.

R-Squared Around the World: New Theory and New Tests

AFA 2005 Philadelphia Meetings
Number of pages: 48 Posted: 16 Apr 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) and Harvard Business School - Finance Unit

Multiple version iconThere are 3 versions of this paper

Downloads 1,757
24.

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
Pennsylvania State University, Pennsylvania State University and Southern Illinois University
Downloads 1,720
25.

Corporate Credit Risk Changes: Common Factors and Firm-Level Fundamentals

AFA 2005 Philadelphia Meetings
Number of pages: 27 Posted: 17 Mar 2004
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration, George Washington University - Department of Finance and George Mason University - Finance Area
Downloads 1,639
26.

A New Test of Capital Structure

AFA 2005 Philadelphia Meetings
Number of pages: 47 Posted: 05 Jan 2005
Working Paper Series
University of Oxford - Said Business School and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,595
27.

Executive Pay, Earnings Manipulation and Shareholder Litigation

AFA 2005 Philadelphia Meetings
Number of pages: 48 Posted: 20 Jan 2004
Working Paper Series
Columbia University, School of International and Public Affairs and Baruch College/CUNY - Zicklin School of Business
Downloads 1,516
28.

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
Stanford University - Graduate School of Business and London Business School - Institute of Finance and Accounting
Downloads 1,497
29.

Asset Prices and Exchange Rates

MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Number of pages: 45 Posted: 27 Dec 2004
Working Paper Series
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 4 versions of this paper

Downloads 1,456
30.

What Does the Yield Curve Tell Us about GDP Growth?

AFA 2005 Philadelphia Meetings; Columbia Business School Working Paper
Number of pages: 40 Posted: 23 Jan 2005
Working Paper Series
BlackRock, Inc, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve - Division of Monetary Affairs

Multiple version iconThere are 2 versions of this paper

Downloads 1,419
31.

Financial Constraints, Asset Tangibility, and Corporate Investment

AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 45 Posted: 31 Aug 2004
Working Paper Series
University of Illinois at Urbana-Champaign and Cornell University

Multiple version iconThere are 3 versions of this paper

Downloads 1,411
32.

Municipal Bond Liquidity

AFA 2005 Philadelphia Meetings
Number of pages: 59 Posted: 17 Feb 2004
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Government of the United States of America - Banking Committee
Downloads 1,332
33.

Downside Risk

AFA 2005 Philadelphia Meetings
Number of pages: 38 Posted: 30 Dec 2004
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University

Multiple version iconThere are 3 versions of this paper

Downloads 1,289
34.

Was There a Nasdaq Bubble in the Late 1990s?

CRSP Working Paper No. 557; AFA 2005 Philadelphia Meetings Paper
Number of pages: 60 Posted: 20 Aug 2004
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,272
35.

Why are Stock Buyback Announcements Good News?

AFA 2005 Philadelphia Meetings Paper
Number of pages: 48 Posted: 13 Jan 2005
Working Paper Series
Georgetown University and Government of the United States of America - Risk Analysis Division
Downloads 1,241
36.

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
University of Iowa - Henry B. Tippie College of Business
Downloads 1,213
37.

Do Mutual Funds Time the Market? Evidence from Portfolio Holdings

AFA 2005 Philadelphia Meetings Paper, Journal of Financial Economics (JFE), Vol. 86, 2007
Number of pages: 36 Posted: 16 Jan 2005 Last Revised: 20 Feb 2013
Accepted Paper Series
Washington State University, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati
Downloads 1,209
38.

Investor Sentiment and Pre-IPO Markets

AFA 2005 Philadelphia Meetings, EFA 2005 Moscow Meetings Paper
Number of pages: 36 Posted: 03 Aug 2005
Working Paper Series
New York University (NYU) - Department of Finance, London Business School and University of Toronto - Rotman School of Management
Downloads 1,182
39.

Politically-Connected CEOs, Corporate Governance and Post-IPO Performance of China's Partially Privatized Firms

AFA 2005 Philadelphia Meetings
Number of pages: 44 Posted: 03 Jan 2005
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy and The Chinese University of Hong Kong (CUHK) - School of Accountancy

Multiple version iconThere are 2 versions of this paper

Downloads 1,175
40.

Can the Tradeoff Theory Explain Debt Structure?

AFA 2005 Philadelphia Meetings Paper
Number of pages: 52 Posted: 05 Jan 2005
Working Paper Series
Boston University Questrom School of Business, London Business School and University of California, Berkeley - Walter A. Haas School of Business
Downloads 1,167
41.

A Theory of IPO Underpricing, Issue Activity, and Long-Run Underperformance

AFA 2005 Philadelphia Meetings
Number of pages: 40 Posted: 02 Jan 2005
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 1,138
42.

Expected Returns, Yield Spreads, and Asset Pricing Tests

Simon School Working Paper No. FR 04-04, AFA 2005 Philadelphia Meetings
Number of pages: 48 Posted: 12 Dec 2004
Working Paper Series
Cornell University, Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,122
43.

How Persistent is the Impact of Market Timing on Capital Structure?

AFA 2005 Philadelphia Meetings; University of Texas at Austin Working Paper; 6th Annual Texas Finance Festival
Number of pages: 35 Posted: 12 Dec 2004
Working Paper Series
University of Texas at Austin - Department of Finance
Downloads 1,034
44.

Are Observed Capital Structures Determined by Equity Market Timing?

AFA 2005 Philadelphia Meetings
Number of pages: 45 Posted: 15 Jul 2003
Working Paper Series
Baruch College - Zicklin School of Business
Downloads 1,030
45.

Corporate Survival and Managerial Experiences During the Great Depression

AFA 2005 Philadelphia Meetings
Number of pages: 55 Posted: 26 Jan 2004
Working Paper Series
Duke University and PIMCO
Downloads 990
46.

Unbundling Institutions

MIT Department of Economics Working Paper No. 03-29; AFA 2005 Philadelphia Meetings
Number of pages: 66 Posted: 28 Dec 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT) - Entrepreneurship Center

Multiple version iconThere are 3 versions of this paper

Downloads 951
47.

Capital Gain Tax Overhang and Price Pressure

AFA 2005 Philadelphia Meetings
Number of pages: 54 Posted: 16 Apr 2004
Working Paper Series
Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 935
48.

How Are Firms Sold?

AFA 2005 Philadelphia Meetings
Number of pages: 51 Posted: 02 Jan 2005
Working Paper Series
Texas Christian University - M.J. Neeley School of Business and University of Georgia - Department of Banking and Finance
Downloads 932
49.

Bayesian Analysis of Stochastic Betas

AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 49 Posted: 26 Apr 2004
Working Paper Series
George Washington University - Department of Finance and George Mason University - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 901
50.

Cross-Country Variations in Capital Structures the Role of Bankruptcy Codes

AFA 2005 Philadelphia Meetings, Tuck Contemporary Corporate Finance Issues III Conference Paper
Number of pages: 46 Posted: 21 May 2004 Last Revised: 08 Jan 2009
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 889