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Referee Finance Award


Referee Finance Award 2008

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DEADLINE EXTENSION:

31 JANUARY 2009

      

       REFEREE FINANCE AWARD FOR BEST PAPER IN FINANCE


     PAPER DETAILS:

     The best paper should be a significant contribution to the understanding of financial markets and institutions and to knowledge in financial economics.

     Nominated papers could be either working papers or articles published or accepted for publication in an academic journal in the year 2008.


     PAPER SUBMISSIONS:

     Nominations should be received by 31 January 2009 and should be sent with an electronic copy of the paper and a 500 words summary to be published on the website (if such a
     summary has not already been published).

     Submissions should be sent to:

                        Referee Finance 2008 Award Committee
         
     Email:         This e-mail address is being protected from spambots. You need JavaScript enabled to view it

     The prize will be 1000 dollars to be donated to an eligible US based charity of the winner's choice.

     The Referee Finance team will select the finalists based on the quality of the papers.
     The winner will be chosen among the finalists by Internet voting in February 2009.

     The best paper will be announced in March 2009.

 

 

Time Diversification

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Time diversification: Definitions and some closed-form solutions
Kee H. Chunga, William T. Smithb, Tao L. Wuc,*
a Department of Finance and Managerial Economics, State University of New York at Buffalo,
Buffalo, NY 14260, USA
b Department of Economics, University of Memphis,
Memphis, TN 38152, USA
c Stuart School of Business, Illinois Institute of Technology,
Chicago, IL 60661, USA
We establish general conditions under which younger investors should invest a larger proportion of his wealth in risky assets than older investors, a phenomenon known as time diversification.
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Developed Market Crises

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Developed Market Crises and Developed-Emerging Return Comovements:
A New Form of Contagion

Xi Dong

This paper examines whether and how developed market uncertainty measures can predict future
stock market return comovements between developed and emerging markets as a whole during
2001-2006 when major crises, such as 9/11 and a series of accounting scandals, originated in
developed markets. 

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Real-Time Profitability of Published Anomalies

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Real-Time Profitability of Published Anomalies: An Out-of-Sample Test


Zhijian (James) Huang


This research addresses the data-snooping bias in the out-of-sample test of asset-pricing anomalies. Previous studies show mixed results about the out-of-sample performance of various asset-pricing anomalies.  To reduce data-snooping bias, this paper simulates a real-time trader who chooses among all asset-pricing anomalies published prior to that time using only non-forward-looking filters.
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Why Do Some Firms Become Debt Free?

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Why Do Some Firms Become Debt-Free?
Soku Byou, William Moor, and Zhaoxia Xu

The proportion of debt-free firms has increased since 1971, with over 20% of public U.S. firms operate with zero debt in recent years. It is puzzling why so many firms are extremely debt conservative.

This paper attempts to investigate the reasons for firms not using debt financing from three main aspects: borrowing constraints, equity market conditions, and firms’ characteristics.
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