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AFA 2013 San Diego Meetings (Archive)

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Viewing: 51 - 100 of 134 papers

51.

Contingent Capital: The Case of COERCs

AFA 2013 San Diego Meetings Paper
Number of pages: 54 Posted: 16 Mar 2012
Working Paper Series
University of Luxembourg - Luxembourg School of Finance, University of Illinois and INSEAD - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 161
52.

Liquidity Backstop, Corporate Borrowings, and Real Effects

AFA 2013 San Diego Meetings Paper
Number of pages: 69 Posted: 16 Mar 2012 Last Revised: 14 Aug 2013
Working Paper Series
University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance
Downloads 145
53.

Deliberate Limits to Arbitrage

AFA 2013 San Diego Meetings Paper
Number of pages: 21 Posted: 16 Mar 2012
Working Paper Series
London School of Economics & Political Science (LSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 112
54.

Algorithmic Trading and Market Quality: International Evidence

Journal of Financial and Quantitative Analysis, AFA 2013 San Diego Meetings Paper
Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 15 May 2020
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business, University of New South Wales - School of Banking and Finance and University of Nebraska - Lincoln
Downloads 4,163
55.

Capital Market Efficiency and Arbitrage Efficacy

AFA 2013 San Diego Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 55 Posted: 15 Mar 2012 Last Revised: 20 Mar 2015
Accepted Paper Series
University of Illinois at Chicago, Texas Tech University - Area of Finance, Texas A&M University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,195
56.

Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?

AFA 2013 San Diego Meetings Paper
Number of pages: 42 Posted: 15 Mar 2012 Last Revised: 20 Dec 2013
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Bank of St. Louis - Research Division

Multiple version iconThere are 3 versions of this paper

Downloads 132
57.

Industry Tournament Incentives

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 15 Mar 2012 Last Revised: 22 Jun 2017
Accepted Paper Series
University of Utah - Department of Finance, University of Western Ontario - Ivey School of Business and Auburn University
Downloads 642
58.

Countercyclical Prudential Buffers and Bank Risk-taking

Number of pages: 52 Posted: 15 Mar 2012 Last Revised: 17 Mar 2020
Working Paper Series
Universitat Jaume I, Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), Indiana University - Kelley School of Business - Department of Accounting and Indiana University - Kelley School of Business - Department of Finance
Downloads 513
59.

Survey Forecasts and the Time-Varying Second Moments of Stock and Bond Returns

AFA 2013 San Diego Meetings Paper
Number of pages: 93 Posted: 15 Mar 2012 Last Revised: 26 Jul 2016
Working Paper Series
Boston College - Carroll School of Management and University of New Brunswick - Fredericton
Downloads 212
60.

Acquiring Acquirers

Review of Finance, Vol. 19, pp. 1489-1541, 2015, AFA 2013 San Diego Meetings Paper
Number of pages: 58 Posted: 15 Mar 2012 Last Revised: 12 Apr 2016
Accepted Paper Series
University of Oxford - Said Business School, University of Bristol and Loughborough University - School of Business and Economics
Downloads 607
61.

The Impact of Cultural Aversion on Economic Exchange: Evidence from Shocks to Sino-Japanese Relations

AFA 2013 San Diego Meetings Paper, Marshall School of Business Working Paper No. FBE 4.13
Number of pages: 35 Posted: 15 Mar 2012 Last Revised: 02 Feb 2014
Working Paper Series
National Bureau of Economic Research (NBER), Center on Japanese Economy and Business and University of Southern California - Marshall School of Business
Downloads 404
62.

Testing Dynamic Agency Theory via Structural Estimation

Simon School Working Paper No. FR 12-06, AFA 2013 San Diego Meetings Paper
Number of pages: 42 Posted: 15 Mar 2012
Working Paper Series
University of Lausanne and University of Southern California - Marshall School of Business
Downloads 942
63.

Short-Term Return Reversal: The Long and the Short of It

AFA 2013 San Diego Meetings Paper
Number of pages: 35 Posted: 15 Mar 2012 Last Revised: 06 Dec 2012
Working Paper Series
University of Notre Dame - Mendoza College of Business, University of Hawaii at Manoa - Shidler College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 923
64.

IQ and Mutual Fund Choice

AFA 2013 San Diego Meetings Paper, San Diego Jan. 4-6, 2013
Number of pages: 57 Posted: 15 Mar 2012 Last Revised: 16 May 2013
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, Aalto University, Aalto University - School of Business and BI Norwegian Business School
Downloads 495
65.

Partial Adjustment to Public Information in the Pricing of IPOs

Journal of Financial Intermediation, Forthcoming
Number of pages: 41 Posted: 15 Mar 2012 Last Revised: 20 Sep 2016
Accepted Paper Series
Norwegian School of Economics (NHH), Norwegian School of Economics (NHH) and Norwegian School of Economics
Downloads 385
66.

The Effect of Internal Capital Markets on Corporate Investment: Evidence from the Asian Financial Crisis

AFA 2013 San Diego Meetings Paper
Number of pages: 43 Posted: 15 Mar 2012
Working Paper Series
University of Illinois at Urbana-Champaign and Yonsei University - Department of Medical Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 299
67.

A Theory of Asset Prices Based on Heterogeneous Information

AFA 2013 San Diego Meetings Paper
Number of pages: 48 Posted: 15 Mar 2012
Working Paper Series
University of Southern California - Marshall School of Business, Yale University - Cowles Foundation and University of Toulouse 1 - Toulouse School of Economics (TSE)

Multiple version iconThere are 3 versions of this paper

Downloads 275
68.

Does the Director Labor Market Offer Ex Post Settling-Up for CEOs? The Case of Acquisitions

AFA 2013 San Diego Meetings Paper
Number of pages: 49 Posted: 15 Mar 2012 Last Revised: 03 Dec 2012
Working Paper Series
University of Washington and Miami University - Farmer School of Business
Downloads 275
69.

Structural Investigation of Acquiring Managers' Incentives in Takeovers

AFA 2013 San Diego Meetings Paper
Number of pages: 70 Posted: 15 Mar 2012 Last Revised: 16 May 2012
Working Paper Series
Peking University - HSBC School of Business
Downloads 255
70.

The Announcement Effect of the EFSF

AFA 2013 San Diego Meetings Paper
Number of pages: 38 Posted: 15 Mar 2012
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 220
71.

The Causal Effect of Bankruptcy Law on the Cost of Finance

AFA 2013 San Diego Meetings Paper
Number of pages: 49 Posted: 15 Mar 2012
Working Paper Series
Bocconi University, Bank of Italy and University of Mannheim - Department of Economics
Downloads 123
72.

Do Entrepreneurs Make Good VCs?

AFA 2013 San Diego Meetings Paper
Number of pages: 41 Posted: 14 Mar 2012 Last Revised: 22 Oct 2014
Working Paper Series
Santa Clara University - Leavey School of Business, Indiana University - Kelley School of Business - Department of Finance and Tsinghua University - PBC School of Finance
Downloads 382
73.

'When the Cat's Away the Mice Will Play': Does Regulation at Home Affect Bank Risk Taking Abroad?

AFA 2013 San Diego Meetings Paper
Number of pages: 60 Posted: 14 Mar 2012
Working Paper Series
European Central Bank (ECB), University of Zurich - Department of Banking and Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 178
74.

International Asset Pricing with Recursive Preferences

Journal of Finance, 2013, AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 14 Mar 2012 Last Revised: 10 Mar 2017
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and Finance Department, Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 580
75.

Thirty Years of Shareholder Rights and Stock Returns

AFA 2013 San Diego Meetings Paper
Number of pages: 42 Posted: 13 Mar 2012 Last Revised: 07 Jan 2015
Working Paper Series
University of Notre Dame and Harvard Law School
Downloads 287
76.

Large Wealth Creation in Mergers and Acquisitions

AFA 2013 San Diego Meetings Paper
Number of pages: 63 Posted: 13 Mar 2012 Last Revised: 08 Nov 2017
Working Paper Series
Drexel University - Department of Finance, University of Waterloo - School of Accounting and Finance and Loyola Marymount University - Department of Finance
Downloads 1,070
77.

Testing CAPM with a Large Number of Assets

AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 13 Mar 2012
Working Paper Series
University of Southern California - Department of Economics and University of York - Department of Economics and Related Studies

Multiple version iconThere are 2 versions of this paper

Downloads 451
78.

Capital Flows, Cross-Border Banking and Global Liquidity

AFA 2013 San Diego Meetings Paper
Number of pages: 50 Posted: 13 Mar 2012 Last Revised: 03 Dec 2012
Working Paper Series
American University - Department of Finance and Real Estate and Bank for International Settlements (BIS)

Multiple version iconThere are 2 versions of this paper

Downloads 420
79.

Moral Hazard, Investment, and Firm Dynamics

AFA 2013 San Diego Meetings Paper
Number of pages: 54 Posted: 12 Mar 2012 Last Revised: 06 Aug 2014
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management and Purdue University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 142
80.

Spreading the Misery? Sources of Bankruptcy Spillover in the Supply Chain

AFA 2013 San Diego Meetings Paper
Number of pages: 63 Posted: 12 Mar 2012 Last Revised: 16 Jan 2015
Working Paper Series
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Utah - Department of Finance and University of Utah - Department of Finance
Downloads 547
81.

Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

AFA 2013 San Diego Meetings Paper
Number of pages: 49 Posted: 12 Mar 2012
Working Paper Series
BlackRock, Inc and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 4 versions of this paper

Downloads 198
82.

Securitization and Lending Competition

AFA 2013 San Diego Meetings Paper
Number of pages: 60 Posted: 12 Mar 2012
Working Paper Series
Iowa State University and Shanghai University of Finance and Economics
Downloads 166
83.

Governance in Executive Suites

AFA 2013 San Diego Meetings Paper
Number of pages: 45 Posted: 11 Mar 2012 Last Revised: 06 Dec 2012
Working Paper Series
University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 246
84.

Independent Director Incentives: Where Do Talented Directors Spend Their Limited Time and Energy?

Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper, ECGI - Finance Working Paper No. 355/2013
Number of pages: 55 Posted: 07 Mar 2012 Last Revised: 25 Nov 2013
Accepted Paper Series
University of New South Wales, Sydney and University of Alabama - Culverhouse College of Business Administration
Downloads 1,098
85.

Macro to Micro: Country Exposures, Firm Fundamentals and Stock Returns

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 55 Posted: 07 Mar 2012 Last Revised: 24 Apr 2014
Accepted Paper Series
University of Texas at Dallas, AQR Capital Management, LLC and London Business School
Downloads 2,127
86.

Convective Risk Flows in Commodity Futures Markets

Forthcoming, Review of Finance, AFA 2013 San Diego Meetings Paper
Number of pages: 51 Posted: 07 Mar 2012 Last Revised: 09 Sep 2014
Working Paper Series
Dartmouth College - Tuck School of Business, University of Cambridge - Finance and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 83
87.

Reputational Concerns in the Market for Corporate Control

AFA 2013 San Diego Meetings Paper
Number of pages: 61 Posted: 06 Mar 2012 Last Revised: 02 Nov 2018
Working Paper Series
Texas Christian University - M.J. Neeley School of Business and University of Oklahoma
Downloads 103
88.

Valuing Changes in Political Networks: Evidence from Campaign Contributions to Close Congressional Elections

The Review of Financial Studies, Forthcoming, AFA 2013 San Diego Meetings Paper
Number of pages: 49 Posted: 29 Feb 2012 Last Revised: 07 May 2015
Accepted Paper Series
University of Toronto - Rotman School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,179
89.

Portfolio Optimization Using Forward-Looking Information

Forthcoming in: Review of Finance
Number of pages: 36 Posted: 29 Feb 2012 Last Revised: 25 Jan 2014
Accepted Paper Series
University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Goettingen (Gottingen) and Georg-August-Universität Göttingen
Downloads 1,129
90.

Cross-Sectional Tobin's Q

AFA 2013 San Diego Meetings Paper
Number of pages: 43 Posted: 26 Feb 2012 Last Revised: 27 Feb 2012
Working Paper Series
INSEAD, University of Cincinnati and Ohio State University - Fisher College of Business

Multiple version iconThere are 3 versions of this paper

Downloads 157
91.

The Impact of Firm Prestige on Executive Compensation

AFA 2013 San Diego Meetings Paper
Number of pages: 63 Posted: 22 Feb 2012 Last Revised: 07 Jan 2016
Working Paper Series
University of Mannheim - Department of International Finance, University of Mannheim Business School and University of Mannheim - Department of Finance
Downloads 1,050
92.

Financial Overconfidence Over Time: Foresight, Hindsight, and Insight of Investors

Journal of Banking and Finance, 2017, Vol. 84, pp. 68-87. Preprint Version, AFA 2013 San Diego Meetings Paper
Number of pages: 59 Posted: 08 Feb 2012 Last Revised: 08 Dec 2017
Accepted Paper Series
Aarhus University
Downloads 720
93.

Ex-ante Expectation Errors and the Asset Growth Effect

AFA 2013 San Diego Meetings Paper
Number of pages: 40 Posted: 20 Jan 2012 Last Revised: 22 Dec 2019
Working Paper Series
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Polytechnic University
Downloads 668
94.

A Theory of Shareholder Approval and Proposal Rights

AFA 2013 San Diego Meetings Paper, USC CLEO Research Paper Series No. C12-1, USC Law Legal Studies Paper No. 12-3, Marshall School of Business Working Paper No. FBE 02-12
Number of pages: 38 Posted: 14 Jan 2012 Last Revised: 17 Jan 2017
Working Paper Series
University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 686
95.

Dynamic Strategic Arbitrage

AFA 2013 San Diego Meetings Paper
Number of pages: 47 Posted: 14 Jan 2012 Last Revised: 16 Nov 2012
Working Paper Series
National Research University Higher School of Economics - International College of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 125
96.

Inconsistent Regulators: Evidence from Banking

AFA 2013 San Diego Meetings Paper
Number of pages: 59 Posted: 03 Jan 2012 Last Revised: 10 Apr 2013
Working Paper Series
National University of Singapore, Federal Reserve Banks - Federal Reserve Bank of New York, Stanford University and Vancouver School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,475
97.

Do Security Analysts Discipline Credit Rating Agencies?

AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 12 Dec 2011 Last Revised: 20 Aug 2014
Working Paper Series
University of New South Wales - School of Banking and Finance, Columbia University, Graduate School of Arts and Sciences, Department of Economics, Imperial College London - Accounting, Finance, and Macroeconomics and Syracuse University - Department of Economics
Downloads 1,595
98.

Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting

AFA 2013 San Diego Meetings Paper
Number of pages: 51 Posted: 03 Dec 2011 Last Revised: 14 Mar 2012
Working Paper Series
University of Texas at Austin - Department of Finance, University of Virginia - McIntire School of Commerce and University of Texas at Austin - Department of Finance
Downloads 397
99.

Do ETFs Increase Volatility?

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2011-03-20, Swiss Finance Institute Research Paper No. 11-66, AFA 2013 San Diego Meetings Paper, Charles A. Dice Center Working Paper No. 2011-20
Number of pages: 145 Posted: 02 Dec 2011 Last Revised: 03 Dec 2017
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,241
100.

Do Managers Do Good with Other Peoples' Money?

AFA 2013 San Diego Meetings Paper, Fama-Miller Working Paper, UCD & CalPERS Sustainability & Finance Symposium 2013, Chicago Booth Research Paper No. 12-47
Number of pages: 52 Posted: 20 Nov 2011 Last Revised: 11 Sep 2019
Working Paper Series
Dartmouth College - Tuck School of Business, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Yale School of Management
Downloads 2,822