SSRN Paris December 2007 Finance Meeting EUROFIDAI

1.

The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

AFA 2008 New Orleans Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 49 Posted: 20 Dec 2006 Last Revised: 14 Mar 2013

Working Paper Series

Christophe Perignon and Daniel R. Smith

HEC Paris - Finance Department and Queensland University of Technology - School of Economics and Finance

Downloads 1,513

2.

The Dynamics of Sovereign Credit Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 37 Posted: 13 Dec 2007 Last Revised: 23 Sep 2013

Accepted Paper Series

Alexandre Jeanneret

HEC Montréal

Downloads 1,260

3.

Replicating the Properties of Hedge Fund Returns

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, UBC Winter Finance Conference 2008 Paper

Number of pages: 50 Posted: 13 Dec 2007

Working Paper Series

Nicolas A. Papageorgiou, Bruno Remillard and Alexandre Hocquard

HEC Montreal - Department of Finance, Department of Decision Sciences, HEC Montreal and Pavilion Advisory Group

Downloads 951

4.

Should We Invest in Microcredit? A Financial Analysis of Microcredit from a USD-Investor's Perspective

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 53 Posted: 13 Dec 2007

Working Paper Series

Hanna K. Koivulehto

Vienna University of Economics and Business Administration - Department of Corporate Finance

Downloads 838

5.

'Effective' Parameters for Stochastic Volatility Models

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 20 Posted: 26 Dec 2007

Working Paper Series

Zaizhi Wang

Ecole des Mines de Paris

Downloads 760

6.

Ownership, Control and Market Liquidity

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 45 Posted: 13 Dec 2007 Last Revised: 17 Jun 2015

Working Paper Series

Edith Ginglinger and Jacques Hamon

Université Paris Dauphine and Université Paris Dauphine - CEREG

There are 2 versions of this paper

Downloads 550

7.

An Empirical Model of Merger and Acquisitions Timing

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 38 Posted: 13 Dec 2007

Working Paper Series

Zafeira Kastrinaki and Paul Stoneman

Imperial College Business School and University of Warwick - Marketing & Strategic Management (MSM) Subject Group

Downloads 549

8.

Ownership Structure and Debt Leverage: Empirical Test on French

Paris December 2007 Finance International Meeting AFFI - EUROFIDAI Paper

Number of pages: 39 Posted: 01 Mar 2007 Last Revised: 19 Jun 2015

Working Paper Series

Hubert de La Bruslerie and Imen Latrous

Université Paris Dauphine and Université du Québec à Chicoutimi (UQAC)

Downloads 535

9.

Venture Capital and Timing of IPO

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 22 Posted: 16 Dec 2007

Working Paper Series

Donia Trabelsi

TELECOM Ecole de Management

Downloads 472

10.

Get an Implied Correlation to Price Equity-Interest Rates Hybrids

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 18 Posted: 13 Dec 2007

Working Paper Series

Mathieu Hamel

Institut National de Recherche en Informatique et Automatique (INRIA)

Downloads 454

11.

The Choice of ADRs

Paris December 2007 Finance International Meeting AFFI - EUROFIDAI

Number of pages: 54 Posted: 27 Aug 2007 Last Revised: 14 Oct 2008

Working Paper Series

Narjess Boubakri, Jean-Claude Cosset and Anis Samet

American University of Sharjah - School of Business and Management, HEC Montreal and American University of Sharjah - School of Business and Management

Downloads 446

12.

Fairness Opinions and Capital Markets: Evidence from Germany, Switzerland and Austria

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 30 Posted: 20 Mar 2008 Last Revised: 14 Oct 2008

Working Paper Series

Sebastian Lobe

University of Maine - Maine Business School

There are 2 versions of this paper

Downloads 436

13.

Implied Cost of Capital Based Investment Strategies - Evidence from International Stock Markets

Annals of Finance

Number of pages: 30 Posted: 02 Mar 2007 Last Revised: 18 May 2013

Working Paper Series

Florian Esterer and David Schröder

Bank J. Safra Sarasin and University of London - Birkbeck College

Downloads 428

14.

Corporate Disclosure, Information Uncertainty and Investors' Behavior: A Test of the Overconfidence Effect on Market Reaction to Goodwill Write-Offs

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 18 Posted: 12 Dec 2007

Working Paper Series

Veronique Bessiere and Patrick Sentis

University of Montpellier - MRM - IAE and MRM-Université Montpellier 1

Downloads 412

15.

Corporate Investment and Analyst Pressure

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 66 Posted: 03 Mar 2008 Last Revised: 22 Oct 2013

Working Paper Series

Sebastien Michenaud

Kellstadt Graduate School of Business

Downloads 397

16.

International Stock Market Correlations: A Sectoral Approach

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 41 Posted: 13 Dec 2007

Working Paper Series

Philipp Fasnacht and Henri Loubergé

University of Geneva and University of Geneva - Geneva School of Economics and Management

Downloads 391

17.

Leverage Choice and Credit Spread Dynamics When Managers Risk Shift

Sauder School of Business Working Paper, AFA 2007 Chicago Meetings Paper, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 68 Posted: 17 Mar 2006 Last Revised: 14 Oct 2008

Working Paper Series

Murray Carlson and Ali Lazrak

University of British Columbia (UBC) - Sauder School of Business and University of British Columbia Sauder School of Business

There are 2 versions of this paper

Downloads 382

18.

Rare Disasters and Exchange Rates

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 70 Posted: 13 Dec 2007 Last Revised: 15 Oct 2014

Working Paper Series

Emmanuel Farhi and Xavier Gabaix

Harvard University - Department of Economics and Harvard University - Department of Economics

There are 4 versions of this paper

Downloads 376

19.

The Survival and Success of Canadian Penny Stock IPOs

Small Business Economics, 36 (1) 2011: 101-121

Number of pages: 31 Posted: 12 Dec 2007 Last Revised: 13 Apr 2012

Accepted Paper Series

Cécile Carpentier and Jean-Marc Suret

Laval University and Laval University

There are 2 versions of this paper

Downloads 355

20.

Admissible Designs of Debt-Equity Swaps for Distressed Firms: Analysis, Limits and Applications

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 23 Posted: 13 Dec 2007

Working Paper Series

Franck Moraux and Patrick Navatte

Université de Rennes I and CREM and Université de Rennes I

Downloads 333

21.

The Liquidation Dilemma of Money Losing Investments - The Impact of Investment Experience and Window Dressing of Private Equity and Venture Capital Funds

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 36 Posted: 05 Mar 2008 Last Revised: 14 Oct 2008

Working Paper Series

Philipp Krohmer

CEPRES - Center of Private Equity Research

Downloads 297

22.

Law, Finance, and Venture Capital: The Cost of Capital for High-Tech Firms

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 68 Posted: 13 Dec 2007

Working Paper Series

Thomas W. Hall

Christopher Newport University

There are 2 versions of this paper

Downloads 287

23.

Joint Modelling of International Yield Curves

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 19 Posted: 13 Dec 2007

Working Paper Series

Matti Koivu, Ken Nyholm and Jacob Stromberg

European Central Bank (ECB), European Central Bank (ECB) - Risk Management Division and European Central Bank (ECB)

Downloads 271

24.

Value of Your IPO Advisor's Advice: M&A Perspective

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper, AFA 2009 San Francisco Meetings Paper

Number of pages: 24 Posted: 06 Mar 2008

Working Paper Series

Evgeny Plaksen

Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne

Downloads 270

25.

The Early News Catches the Attention: On the Relative Price Impact of Similar Economic Indicators

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 38 Posted: 15 Sep 2007 Last Revised: 12 Jan 2010

Working Paper Series

Dieter Hess and Alexandra Niessen-Ruenzi

University of Cologne - Department of Corporate Finance and University of Mannheim - Department of Finance

Downloads 236

26.

American Index Put Options Early Exercise Premium Estimation

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 26 Posted: 13 Dec 2007

Working Paper Series

Ako Doffou

The Institute of International Studies

Downloads 222

27.

Assessing the Power and the Size of the Event Study Method Through the Decades

Finance International Meeting AFFI-EUROFIDAI, Paris, December 2007

Number of pages: 23 Posted: 10 Dec 2007

Working Paper Series

Nihat Aktas, Eric de Bodt and Jean-Gabriel Cousin

WHU - Otto Beisheim School of Management, Université de Lille and Université Lille Nord de France - SKEMA Business School

Downloads 208

28.

The Choice Between Private and Public Capital Markets: The Importance of Disclosure Standards and Auditor Discipline to Countries Divesting State-Owned Enterprises

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 57 Posted: 21 Mar 2007

Working Paper Series

Jeffrey Pittman and Omrane Guedhami

Memorial University of Newfoundland (MNU) - Faculty of Business Administration and University of South Carolina - Moore School of Business

Downloads 194

29.

Testing for Jumps in a Discretely Observed Process

Paris December 2007 Finance International Meeting AFFI

Number of pages: 36 Posted: 12 Dec 2007

Working Paper Series

Yacine Ait-Sahalia and Jean Jacod

Princeton University - Department of Economics and Université Paris VI Pierre et Marie Curie

Downloads 174

30.

How Do Firms Choose between Intermediary and Supplier Finance?

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 52 Posted: 12 Dec 2007

Working Paper Series

Dimitar Antov and Christina Atanasova

Northwestern University - Department of Economics and Simon Fraser University (SFU)

There are 2 versions of this paper

Downloads 163

31.

Evaluating Spread Decomposition Models with a Basket Security

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 46 Posted: 12 Dec 2007

Working Paper Series

Patricia Chelley-Steeley and Keebong Park

Aston University - Aston Business School and Department of International Business

Downloads 150

32.

Assets Returns Volatility and Investment Horizon: The French Case

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 22 Posted: 12 Dec 2007

Working Paper Series

Christian Gollier and Frederique Bec

University of Toulouse 1 - Industrial Economic Institute (IDEI) and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)

There are 2 versions of this paper

Downloads 147

33.

Comparison Results for Exchangeable Credit Risk Portfolios

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 23 Posted: 10 Mar 2008 Last Revised: 10 Mar 2008

Working Paper Series

Areski Cousin and Jean Paul Laurent

Université Lyon 1 - ISFA and University Paris 1 Panthéon - Sorbonne, PRISM Sorbonne & Labex ReFi

Downloads 113

34.

Learning or Robust Control

Paris December 2007 Finance International Meeting AFFI - EUROFIDAI

Number of pages: 38 Posted: 02 Mar 2007

Working Paper Series

Nicole Branger, Christian Schlag and Lue Wu

University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance

There are 2 versions of this paper

Downloads 113

35.

The Market for Corporate Directors

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 40 Posted: 13 Dec 2007

Working Paper Series

Changmin Lee

Hanyang University - Seoul Campus

Downloads 92

36.

Fire Sales: Revisiting the Market Equilibrium Approach

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Number of pages: 30 Posted: 03 Mar 2008

Working Paper Series

Johan Hombert

HEC Paris - Finance Department

Downloads 59

37.

An Analysis of the True Notional Bond System Applied to the CBOT T-Bonds Futures

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Posted: 12 Dec 2007

Working Paper Series

Ramzi Ben-Abdallah, Michèle Breton and Hatem Ben Ameur

University of Quebec at Montreal - School of Management - Department of Finance, HEC Montreal - Department of Management Sciences and HEC Montreal - Department of Management Sciences

38.

Dynamic Asset-Liability Management for Defined-Benefit Pension Plans

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Posted: 10 Jan 2008

Working Paper Series

Jerome Detemple, Marcel Rindisbacher and Jing Zhou

Boston University - Department of Finance & Economics, Questrom School of Business, Boston University and affiliation not provided to SSRN

39.

Learning or Robust Control

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Posted: 17 Dec 2007 Last Revised: 14 Oct 2008

Working Paper Series

Nicole Branger, Christian Schlag and Lue Wu

University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance

There are 2 versions of this paper

40.

Testing for Instability in Factor Structure of Yield Curves

Cass Working Paper No. WP-CEA-09-2007, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Posted: 12 Jul 2007 Last Revised: 22 Jun 2010

Working Paper Series

Dennis Philip

Durham University Business School

41.

Utilitarianism and Fairness in Portfolio Positioning

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper

Posted: 13 Dec 2007

Working Paper Series

Andre de Palma and Jean-Luc Prigent

University of Cergy-Pontoise - Department of Economics and University of Cergy-Pontoise - ThEMA

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