Proceedings from Conference "9th International Paris Finance Meeting" | E-Axes
 

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Proceedings from Conference "9th International Paris Finance Meeting"

        

  • THE PRICE OF PROSPECTIVE LENDING: EVIDENCE FROM THE SECURITY LENDING MARKET

          Melissa Poras Prado
          RSM Erasmus University and Nova Business School 

          (Download paper here)

         

  • ASSET PRICES AND THE HETEROGENEOUS IMPACT OF NEWS

           Roberto Marfè
           Swiss Finance Institute and University of Lausanne

           (Download paper here)

 

  • THE STOCK-BOND COMOVEMENTS IN THE PARIS BOURSE: HISTORICAL EVIDENCE

          David Le Bris, Amir Rezaee
          BEM Bordeaux–ISG Paris

          (Download paper here )

        

  • INFLATION, STOCK MARKET AND LONG-TERM INVESTORS: REAL EFFECTS OF CHANGING DEMOGRAPHICS

          Arie Gozluklu
           Warwick Business School

          (Download paper here)

         

  • COMARGIN: A SYSTEM TO ENHANCE FINANCIAL STABILITY

          Jorge Cruz, Jeffrey Harris, Christophe Hurlin, Christophe Pérignon
          Simon Fraser University-University of Delaware-University of Orleans-HEC Paris

          (Download paper here )

        

  • MODEL IMPLIED CREDIT SPREADS

          Gunnar Grass
          HEC Montreal

          (Download paper here)

        

  • TIME-VARYING ASSET VOLATILITY AND THE CREDIT SPREAD PUZZLE

          Redouane Elkhami, Jan Ericsson, Min Jiang
          University of Toronto-Mc Gill University-University of Iowa

          (Download paper here  )

        

  • ACQUISITIONS AS LOTTERIES: DO MANAGERIAL GAMBLING ATTITUDES INFLUENCE TAKEOVER DECISIONS?

          Christoph Schneider, Oliver Spalt          
          University of Mannheim-Tilburg University

          (Download paper here)

 

  • COMPETITION AND DYNAMICS OF TAKEOVER CONTESTS

          Ricardo Calcagno, Sonia Falconieri
          EM Lyon Business School-Cass Business School

          (Download paper here )

        

  • CULTURAL VALUES, CEO RISK AVERSION AND CORPORATE TAKEOVERS

          Thorsten Lehnert, Bart Frijns, Aaron Gilbert, Alireza Tourani-Rad
          University of Luxembourg-Auckland University of Technology

          (Download paper here)

        

  • DOES INSTITUTIONAL OWNERSHIP MATTER FOR INTERNATIONAL STOCK RETURN COMOVEMENT?

          Jose Faias, Miguel Ferreira, Pedro Santa-Clara, Pedro Matos
          Catolica Lisbon School of Business and Economics-NOVA School of Business and Economics-Darden School of Business

          (Download paper here  )

 

  • OUTSOURCING IN THE INTERNATIONAL MUTUAL FUND INDUSTRY: AN EQUILIBRIUM VIEW

          Oleg Chuprinin, Massimo Massa, David Schumacher
          INSEAD

          (Download paper here)

        

  • ASSET ALLOCATION OVER THE LIFE CYCLE: HOW MUCH DO TAXES MATTER?

          Holger Kraft, Marcel Marekwica, Claus Munk
          Goethe University-Copenhagen Business School-Aarhus University

          (Download paper here )

 

  • AN EXPLICIT TEST FOR CAPITAL STRUCTURE CONVERGENCE

          Angelos Antzoulatos, Constantinos Lambrinoudakis,Kostas Koufopoulos
          University of Piraeus-University of Piraeus-University of Warwick

          (Download paper here)

        

  • CAPITAL STRUCTURE AND DEBT PRIORITY

          Sami Attaoui, Patrice Poncet
          Rouen Business School-ESSEC Business School

          (Download paper here)

 

  • CORPORATE COST OF BORROWING: TRACE ON SYNDICATED LOANS

          Markus Fischer
          Goethe University Frankfurt

          (Download paper here  )

 

  • FISCAL SUSTAINABILITY, DEFAULT RISK AND THE EURO ARE SOVEREIGN BOND SPREADS

          Vladimir Borgy, Thomas Laubach, Jean-Stéphane Mésonnier and Jean-Paul Renne
          Banque de France-Goethe University Frankfurt

          (Download paper here)

        

  • THE IMPACT OF GOVERNMENT INTERVENTIONS ON CDS AND EQUITY MARKETS

          Frederic Schweikhard, Zoe Tsesmelidakis
          MIT Sloan School of Management

          (Download paper here)

 

  • AN ANALYSIS OF THE ULTRA LONG-TERM YIELDS

          Simon Dubecq, Christian Gourieroux
          Banque de France & CREST-ENSAE

          (Download paper here)

        

  • SOVEREIGN RISK PREMIA

          Nicola Borri, Adrien Verdelhan
          LUISS University-MIT Sloan School of Management

          (Download paper here)

 

  • CAN THE FED TALK THE HIND LEGS OFF THE STOCK MARKET?

          Sylvester Eijffinger, Ronald Mahieu, Louis Raes
          Tilburg University

          (Download paper here )

 

  • ARE CROSS-LISTED FIRMS SUPERIOR TARGETS? EVIDENCE FROM SHORT AND LONG-RUN PERFORMANCE OF US BIDDERS

          Jean-Claude Cosset, Siham Meknassi
          HEC Montreal

          (Download paper here)

        

  • SEX MATTERS: GENDER AND PREJUDICE IN THE MUTUAL FUND INDUSTRY

          Alexandra Niessen-Ruenzi, Stefan Ruenzi
          University of Mannheim

          (Download paper here)

 

  • MARKET LIQUIDITY AND EXPOSURE OF HEDGE FUNDS

          Arjen Siegmann, Denitsa Stefanova
          VU University Amsterdam-VU University Amsterdam and Duisenberg School of Finance

          (Download paper here )

 

  • RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS

          Rama Cont, Lakshithe Wagalath
          Paris VI University

          (Download paper here)

        

  • AN ECONOMIC EVALUATION OF THE MODEL RISK FOR RISK MODELS

          Bertrand Maillet, Christophe Boucher, Patrick Kouontchou
          A.A.Advisors QCG (ABN AMRO), Variances and University of Paris-1-Variances and University of Metz

          (Download paper here)

 

  • THE IMPACT OF RISK AND MONITORING ON CEO EQUITY INCENTIVES

          Ana Albuquerque, George Papadakis,Peter Wysocki
          Boston University & Portuguese Catholic University-Boston University School of Management-University of Miami School of Business

          (Download paper here)

        

  • NEW DOGS NEW TRICKS: CEO TURNOVER, CEO-RELATED FACTORS, AND INNOVATION PERFORMANCE

          Frederick Bereskin, Hsu Po-Hsuan
          University of Delaware-University of Hong Kong

          (Download paper here)

 

  • PAY-FOR-LUCK IN CEO COMPENSATION: MATCHING AND EFFICIENT CONTRACTING

          Pierre Chaigneau, Nicolas Sahuguet
          HEC Montreal

          (Download paper here )

 

  • THE IMPACT OF GOVERNMENT OWNERSHIP ON BANK RISK PROFILE AND LENDING BEHAVIOUR

          Ianotta Giuliano, Giacomo Nocera, Andrea Sironi
          Bocconi University 

          (Download paper here)

        

  • LAX LENDING STANDARDS AND CAPITAL REQUIREMENTS

          Pedro Gete, Nathalie Tiernan
          Georgetown University and IE-Georgetown University

          (Download paper here)

 

  • WERE MULTINATIONAL BANK TAKING EXCESSIVE RISKS BEFORE THE RECENT FINANCIAL CRISIS?

          M.A. Gulamhussen, Carlos Pinheiro, Alberto Franco Pozzolo
          Lisbon University Institute-Caixa Geral de Depositos-Università degli Studi del Molise, MoFiR and Centro Studi Luca D’Agliano

          (Download paper here )

 

  • STRESSING CORRELATIONS AND VOLATILITIES – A CONSISTENT MODELING APPROACH

          Christoph Becker, Wolfgang M. Schmidt
          Frankfurt School of Finance & Management

          (Download paper here)

        

  • RECOVERING NONLINEAR DYNAMICS FROM OPTION PRICES

          Alexandre Engulatov, Raul Gonzalez, Olivier Scaillet
          University of Geneva-University of Geneva-University of Geneva and Swiss Finance Institute

          (Download paper here)

 

  • DO RETURN PREDICTION MODELS ADD ECONOMIC VALUE?

          Tolga Cenesizoglu, Allan Timmermann
          HEC Montreal-USCD-Rady

          (Download paper here)

        

  • SUBSIDIZING LIQUIDITY: THE IMPACT OF MAKE/TAKE FEES ON MARKET QUALITY

          Katya Malinova, Andreas Park
          University of Toronto

          (Download paper here)

 

  • A DYNAMIC LIMIT ORDER MARKET WITH FAST AND SLOW TRADERS

          Peter Hoffmann
          European Central Bank, Financial Research Division

          (Download paper here )

 

  • WHY DO LISTED FIRMS PAY FOR MARKET MAKING IN THEIR OWN STOCK?

          Bernt Arne Odegaard, Johannes Skjeltorp
          University of Stavanger-Norges Bank

          (Download paper here)

        

  • SUBSIDIZING LIQUIDITY: THE IMPACT OF MAKE/TAKE FEES ON MARKET QUALITY

          Katya Malinova, Andreas Park
          University of Toronto

          (Download paper here)

 

  • OVERCONFIDENT INDIVIDUAL DAY TRADERS: EVIDENCE FROM A NATURAL EXPERIMENT

          Wei-Yu Kuo, Tse-Chun Lin
          National Chengchi University-University of Hong Kong

          (Download paper here)

        

  • HOUSEHOLDS LEARNING IN THE DARK: NEW EVIDENCE FROM RETAIL TRADERS

          Jean-Noël Barrot
          HEC Paris

          (Download paper here)

 

  • SUBPRIME MORTGAGES, MORTGAGE CHOICE, AND HYPERBOLIC DISCOUNTING

          Andra Ghent
          Baruch College, CUNY

          (Download paper here)

        

  • FINANCING CONSTRAINTS, PRODUCT MARKET COMPETITION, AND BUSINESS CYCLE SENSITIVITY

          Peter Pontuch
          Universite Paris-Dauphine

          (Download paper here)

 

  • CORPORATE PAYOUT POLICY AND CHANGES IN HOUSING PRICES

          Sara Ding, John Kose, Samir Saadi, Ni Yang
          University of San Francisco-New-York Universit-Queen’s University-Shanghai Jiao Tong University

          (Download paper here )

 

  • COMPETITIVE PRESSURE AND CORPORATE POLICIES

          Laurent Frésard, Philip Valta
          HEC Paris

          (Download paper here)

        

  • INSTITUTIONAL INVESTMENT HORIZON AND CORPORATE FINANCING DECISIONS

          Ligang Zhong
          Queen’s University

          (Download paper here)

 

  • CORPORATE GOVERNANCE AND INTERNATIONAL TRADE SHOCKS

          Mario Daniele Amore, Alminas Zaldokas
          Copenhagen Business School-INSEAD

          (Download paper here )

 

  • THE LIFE CYCLE OF FAMILY OWNERSHIP: INTERNATIONAL EVIDENCE

          Julian Franks, Paolo Volpin, Colin Mayer, Hannes Wagner
          London Business School-University of Oxford-Bocconi University

          (Download paper here)

        

  • THE PAULSONS PLAN’S COMPETITIVE EFFECTS

          Eric de Bodt, Frederic Lobez
          Lille 2 University

          (Download paper here)

 

  • HOW USEFUL IS THE MARGINAL EXPECTED SHORTFALL FOR THE MEASUREMENT OF SYSTEMIC EXPOSURE? A PRACTICAL ASSESSMENT

          Julien Idier, Gildas Lame, Jean-Stéphane Messonnier
          Banque de France

          (Download paper here)

 

  • CDOs AND THE FINANCIAL CRISIS: CREDIT RATINGS AND FAIR PREMIA

          Marcin Wojtowicz
          VU University Amsterdam and Tinbergen Institute

          (Download paper here)

 

 

 

 

 

 

 


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