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SSRN eLibrary Search Results
China Academy of Financial Research (CAFR) Research Paper Series
232,976 Total downloads | Link to this page

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Showing Papers 1 - 50 of 381
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Incl. Electronic Paper Validity of Capital Assets Pricing Model: Evidence from KSE-Pakistan
European Journal of Economics, Finance and Administrative Sciences, No. 20, 2010
Uzair Bhatti and Muhammad Hanif
FAST Business School and National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: June 16, 2010
Last Revised: November 07, 2010
Accepted Paper Series
483 downloads

Incl. Electronic Paper An Alternative Three-Factor Model
 Long Chen , Robert Novy-Marx and Lu Zhang
Cheung Kong Graduate School of Business , University of Rochester - Simon Graduate School of Business and Ohio State University - Fisher College of Business
Date Posted: May 19, 2010
Last Revised: June 09, 2011
Working Paper Series
5913 downloads

Incl. Electronic Paper Unions Improve Chinese Workers' Welfare – Results from 1,268 Firms
CAFR Research Paper No. 2010-04
 Ninghua Zhong and Yang Yao
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Peking University - China Center for Economic Research (CCER)
Date Posted: April 28, 2010
Last Revised: September 16, 2010
Working Paper Series
77 downloads

Incl. Electronic Paper Innovation Strategy and Capital Structure of Brazilian Companies
 Mario Kuniy , Herbert Kimura and Leonardo Cruz Basso
Mackenzie Presbyterian University , Mackenzie Presbiterian University and Mackenzie Presbiterian University - Business Administration
Date Posted: March 11, 2010
Working Paper Series
218 downloads

Incl. Electronic Paper Intangible Assets and Value Creation at Brazilian Companies: An Application for the Brazilian Textile Manufacturing Sector
 Lucas Barros Junior , João Francisco Aguiar , Leonardo Cruz Basso and Herbert Kimura
Mackenzie Presbyterian University , Mackenzie Presbyterian University , Mackenzie Presbiterian University - Business Administration and Mackenzie Presbiterian University
Date Posted: March 11, 2010
Working Paper Series
162 downloads

Incl. Electronic Paper How to Avoid Mistakes in Valuation - Comment to 'Consistency in Valuation: A Practical Guide' by Velez-Pareja and Burbano-Perez and Some Pedagogical Notes on Valuation and Costs of Capital
 Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: March 10, 2010
Working Paper Series
1074 downloads

Incl. Electronic Paper The Evolution of Corporate Governance in Banking Industry of Thailand from the 1997 Asian Crisis to the 2008 Global Credit Crisis
 Pongsak Hoontrakul and Chatsurang Cathy Karnchanasai
Sasin of Chulalongkorn University and Bank of Thailand
Date Posted: February 21, 2010
Working Paper Series
246 downloads

Incl. Electronic Paper Event Risks, Illiquidity, and Portfolio Selection
 Hong Liu and Mark Loewenstein
Washington University in St. Louis - Olin Business School and University of Maryland - Robert H. Smith School of Business
Date Posted: December 17, 2009
Working Paper Series
198 downloads

Incl. Electronic Paper Regulatory Changes, Market Integration and Spill-Over Effects in the Chinese A, B and Hong Kong Equity Markets
 Jing Chen , Roger Buckland and Julian M. Williams
Swansea University , University of Aberdeen - Business School and University of Aberdeen Business School
Date Posted: December 08, 2009
Working Paper Series
97 downloads

Incl. Electronic Paper Governance, Monitoring and Foreign Investment in Chinese Companies
Emerging Markets Review, Vol. 12, pp. 171-188, 2011
 Anil V. Mishra and Ronald A. Ratti
University of Western Sydney - Department of Economics & Finance and University of Western Sydney - Department of Economics & Finance
Date Posted: November 15, 2009
Last Revised: August 06, 2011
Accepted Paper Series
116 downloads

Incl. Electronic Paper Islamic Financing and Business Framework: A Survey
European Journal of Social Sciences, Vol. 15, No. 4, 2010
 Muhammad Hanif and Abdullah Muhammad Iqbal
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business and Independent
Date Posted: November 12, 2009
Last Revised: November 23, 2011
Accepted Paper Series
516 downloads

Incl. Electronic Paper Pricing of Cross-Currency Interest Rate Derivatives on Graphics Processing Units
 Duy Minh Dang
University of Waterloo, David R. Cheriton School of Computer Science
Date Posted: November 04, 2009
Last Revised: February 17, 2010
Working Paper Series
482 downloads

Incl. Electronic Paper A Comparative Study on Regional Finance in Japan and Korea: Evidence from Three Questionnaires
 Nobuyoshi Yamori , Hitoshi Hirakawa , Yong-Ho Choi , Byung-yong Jin , Gi-duck Bu and Man Bong Park
Nagoya University - Department of Economics , Nagoya University , Kyungpook National University , Daegu Bank , Daegu Bank and Nagoya University
Date Posted: October 31, 2009
Working Paper Series
103 downloads

Incl. Electronic Paper Limited Attention and Stock Price Drift Following Earnings Announcements and 10-K Filings
 Haifeng You and Xiao-Jun Zhang
Hong Kong University of Science & Technology (HKUST) - Department of Accounting and University of California, Berkeley
Date Posted: September 19, 2009
Working Paper Series
209 downloads

The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
 George Karathanassis , Vasilios I. Sogiakas and Stella N. Spilioti
Athens University of Economics and Business - Department of Business Administration , University of Glasgow and University of Piraeus - Department of Economics
Date Posted: September 13, 2009
Working Paper Series

Incl. Electronic Paper The Q-Theory Approach to Understanding the Accrual Anomaly
Journal of Accounting Research, Forthcoming
 Jin (Ginger) Wu , Lu Zhang and Frank Zhang
University of Georgia - Department of Banking and Finance , Ohio State University - Fisher College of Business and Yale School of Management
Date Posted: August 31, 2009
Accepted Paper Series
306 downloads

Incl. Electronic Paper Trust and Delegation
 Stephen J. Brown , William N. Goetzmann , Bing Liang and Christopher Schwarz
New York University - Stern School of Business , Yale School of Management - International Center for Finance , University of Massachusetts at Amherst - Department of Finance & Operations Management and University of California at Irvine
Date Posted: August 17, 2009
Last Revised: May 20, 2011
Working Paper Series
2491 downloads

Incl. Electronic Paper The Stock Market and Aggregate Employment
 Long Chen and Lu Zhang
Cheung Kong Graduate School of Business and Ohio State University - Fisher College of Business
Date Posted: July 16, 2009
Last Revised: September 16, 2009
Working Paper Series
280 downloads

Incl. Electronic Paper The Value of Making Commitments Externally: Evidence from WTO Accessions
HKIMR Working Paper No.15/2009
 Man-Keung Tang and Shang-Jin Wei
International Monetary Fund (IMF) and Columbia Business School - Finance and Economics
Date Posted: June 01, 2009
Working Paper Series
34 downloads

Incl. Electronic Paper Information Relevance, Reliability, and Disclosure
 Xiao-Jun Zhang
University of California, Berkeley
Date Posted: May 22, 2009
Last Revised: June 25, 2010
Working Paper Series
628 downloads

Incl. Electronic Paper Financial Globalization and Economic Policies
Brookings Global Economy and Development Working Paper No. 34
 Eswar S. Prasad , Kenneth Rogoff , M. Ayhan Kose and Shang-Jin Wei
Cornell University - Dyson School of Applied Economics and Management , Harvard University - Department of Economics , International Monetary Fund (IMF) and Columbia Business School - Finance and Economics
Date Posted: April 24, 2009
Working Paper Series
195 downloads

Incl. Electronic Paper A Faith-Based Initiative: Does a Flexible Exchange Rate Regime Really Facilitate Current Account Adjustment?
HKIMR Working Paper No.12/2009
 Menzie David Chinn and Shang-Jin Wei
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Columbia Business School - Finance and Economics
Date Posted: April 08, 2009
Working Paper Series
51 downloads

Incl. Electronic Paper Comparing Legal and Alternative Institutions in Finance and Commerce
Wharton Financial Institutions Center Working Paper No. 08-26
 Franklin Allen and Jun Qian
University of Pennsylvania - Finance Department and Boston College - Finance Department
Date Posted: March 31, 2009
Last Revised: December 04, 2011
Working Paper Series
263 downloads

Incl. Electronic Paper Deal or No Deal: Hormones and the Mergers and Acquisitions Game
 Maurice D. Levi , Kai Li and Feng Zhang
University of British Columbia (UBC) - Sauder School of Business , University of British Columbia (UBC) - Sauder School of Business and University of Utah - Department of Finance
Date Posted: March 22, 2009
Last Revised: September 17, 2010
Working Paper Series
226 downloads

Incl. Electronic Paper The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?
Review for Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
 Prachi Deuskar , Joshua Matthew Pollet , Zhi Jay Wang and Lu Zheng
University of Illinois at Urbana-Champaign , University of Illinois at Urbana-Champaign - Department of Finance , University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business
Date Posted: March 22, 2009
Last Revised: June 29, 2011
Accepted Paper Series
611 downloads

Incl. Electronic Paper What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
 Harrison G. Hong and Motohiro Yogo
Princeton University - Department of Economics and Federal Reserve Bank of Minneapolis
Date Posted: March 22, 2009
Last Revised: June 24, 2012
Accepted Paper Series
2289 downloads

Incl. Electronic Paper Born Leaders: The Relative-Age Effect and Managerial Success
AFA 2011 Denver Meetings Paper
 Qianqian Du , Huasheng Gao and Maurice D. Levi
China Academy of Financial Research (CAFR) , Nanyang Technological University and University of British Columbia (UBC) - Sauder School of Business
Date Posted: March 19, 2009
Last Revised: March 16, 2010
Working Paper Series
201 downloads

Incl. Electronic Paper CEO Pay Cuts and Forced Turnover: Their Causes and Consequences
Journal of Corporate Finance, Forthcoming
 Huasheng Gao , Jarrad Harford and Kai Li
Nanyang Technological University , University of Washington and University of British Columbia (UBC) - Sauder School of Business
Date Posted: March 19, 2009
Last Revised: January 02, 2012
Accepted Paper Series
289 downloads

Incl. Electronic Paper Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification
AFA 2010 Atlanta Meetings Paper
 Phelim P. Boyle , Lorenzo Garlappi , Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics , University of British Columbia (UBC) - Sauder School of Business , EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Date Posted: March 19, 2009
Last Revised: September 16, 2009
Working Paper Series
412 downloads

Incl. Electronic Paper The Financial System Capacities of India and China
 Franklin Allen , Rajesh Chakrabarti , Sankar De , Jun Qian and Meijun Qian
University of Pennsylvania - Finance Department , Indian School of Business , Indian School of Business , Boston College - Finance Department and National University of Singapore
Date Posted: March 18, 2009
Working Paper Series
349 downloads

Incl. Electronic Paper Distress Without Bankruptcy: An Emerging Market Perspective
 Joseph P. H. Fan , Jun Huang and Ning Zhu
Chinese University of Hong Kong (CUHK) - School of Accountancy , Shanghai University of Finance and Economics - School of Accountancy and China Academy of Financial Research (CAFR)
Date Posted: March 17, 2009
Working Paper Series
156 downloads

Incl. Electronic Paper Illiquidity, Position Limits, and Optimal Investment
 Min Dai , Hanqing Jin and Hong Liu
National University of Singapore (NUS) - Department of Mathematics , Mathematical Institute and Washington University in St. Louis - Olin Business School
Date Posted: March 17, 2009
Working Paper Series
87 downloads

Incl. Electronic Paper Birds of a Feather or Celebrating Differences? The Formation and Impact of Venture Capital Syndication
 Qianqian Du
China Academy of Financial Research (CAFR)
Date Posted: March 16, 2009
Working Paper Series
201 downloads

Incl. Electronic Paper Information from Relationship Lending: Evidence from Loan Defaults in China
European Banking Center Discussion Paper No. 2009-10S, CentER Discussion Paper Series No. 2009-39S
 Chun Chang , Guanmin Liao , Xiaoyun Yu and Zheng Ni
Department of Financing and Accounting, China Europe International Business School (CEIBS) , Central University of Finance and Economics - School of Accountancy , Indiana University Bloomington - Department of Finance and Hanqing Advanced Insitute of Economics and Finance, Renmin University of China
Date Posted: March 15, 2009
Last Revised: February 10, 2013
Accepted Paper Series
337 downloads

Incl. Electronic Paper Corruption and Cross-Border Investment in Emerging Markets: Firm-Level Evidence
HKIMR Working Paper No. 6/2009
 Beata Smarzynska Javorcik and Shang-Jin Wei
University of Oxford - Department of Economics and Columbia Business School - Finance and Economics
Date Posted: March 11, 2009
Working Paper Series
197 downloads

Incl. Electronic Paper Market Closure, Portfolio Selection, and Liquidity Premia
 Hong Liu
Washington University in St. Louis - Olin Business School
Date Posted: March 11, 2009
Working Paper Series
61 downloads

Incl. Electronic Paper Competition and Bias
NYU Working Paper No. FIN-08-016
 Marcin T. Kacperczyk and Harrison G. Hong
New York University (NYU) - Leonard N. Stern School of Business and Princeton University - Department of Economics
Date Posted: March 09, 2009
Working Paper Series
350 downloads

Incl. Electronic Paper Estimating Operational Risk for Hedge Funds: The É-Score
NYU Working Paper No. FIN-08-001
 Stephen J. Brown , William N. Goetzmann , Bing Liang and Christopher Schwarz
New York University - Stern School of Business , Yale School of Management - International Center for Finance , University of Massachusetts at Amherst - Department of Finance & Operations Management and University of Massachusetts at Amherst
Date Posted: March 09, 2009
Working Paper Series
246 downloads

Incl. Electronic Paper Country of Origin Effects in Capital Structure Decisions: Evidence from Foreign Direct Investments in China
 Dale W. Griffin , Kai Li , Heng Yue and Longkai Zhao
University of British Columbia (UBC) - Division of Marketing , University of British Columbia (UBC) - Sauder School of Business , Peking University - Department of Accounting and Peking University - Department of Finance
Date Posted: March 06, 2009
Working Paper Series
189 downloads

Incl. Electronic Paper Does Money Follow the Flag?
 Nandini Gupta and Xiaoyun Yu
Indiana University - Kelley School of Business and Indiana University Bloomington - Department of Finance
Date Posted: February 17, 2009
Last Revised: September 16, 2009
Working Paper Series
74 downloads

Incl. Electronic Paper Keynes Meets Markowitz: The Tradeoff between Familiarity and Diversification
EFA 2009 Bergen Meetings Paper
 Phelim P. Boyle , Lorenzo Garlappi , Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics , University of British Columbia (UBC) - Sauder School of Business , EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Date Posted: February 16, 2009
Last Revised: September 16, 2009
Working Paper Series
294 downloads

Incl. Electronic Paper The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
AFA 2010 Atlanta Meetings Paper
 Zheng Sun , Ashley Wang and Lu Zheng
University of California, Irvine - Paul Merage School of Business , Federal Reserve Board and University of California, Irvine - Paul Merage School of Business
Date Posted: February 04, 2009
Last Revised: April 09, 2011
Working Paper Series
697 downloads

Estimating Operational Risk for Hedge Funds: The Omega-Score
Financial Analysts Journal, Vol. 65, No. 1, 2009
 Stephen J. Brown , William N. Goetzmann , Bing Liang and Christopher Schwarz
New York University - Stern School of Business , Yale School of Management - International Center for Finance , University of Massachusetts at Amherst - Department of Finance & Operations Management and University of California at Irvine
Date Posted: January 31, 2009
Accepted Paper Series

Incl. Electronic Paper Is Pay for Performance Effective? Evidence from the Hedge Fund Industry
 Bing Liang and Christopher Schwarz
University of Massachusetts at Amherst - Department of Finance & Operations Management and University of California at Irvine
Date Posted: January 26, 2009
Last Revised: March 07, 2011
Working Paper Series
246 downloads

Incl. Electronic Paper Understanding the Information Content of Short Interests
 Yexiao Xu , Harold H. Zhang and Xin Zhou
University of Texas at Dallas - School of Management , University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 23, 2009
Working Paper Series
210 downloads

Incl. Electronic Paper Does a Bayesian Approach Generate Robust Forecasts? Evidence from Applications in Portfolio Investment Decisions
 Chih-Ling Tsai , Hansheng Wang and Ning Zhu
University of California, Davis - Graduate School of Management , Peking University - Guanghua School of Management and China Academy of Financial Research (CAFR)
Date Posted: December 17, 2008
Working Paper Series
158 downloads

Incl. Electronic Paper Market Closure and the Liquidity Premium Puzzle
 Min Dai , Peifan Li , Hong Liu and Yajun Wang
National University of Singapore (NUS) - Department of Mathematics , National University of Singapore (NUS) - Department of Mathematics , Washington University in St. Louis - Olin Business School and Robert H. Smith School of Business, University of Maryland
Date Posted: December 14, 2008
Last Revised: April 02, 2013
Working Paper Series
68 downloads

Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy
Journal of Investment Management, 2008
 Stephen J. Brown , Thomas L. Fraser and Bing Liang
Bryan Cave LLP , Attorney in New York City and University of Massachusetts at Amherst - Department of Finance & Operations Management
Date Posted: November 26, 2008
Accepted Paper Series

Incl. Electronic Paper Fees on Fees in Funds of Funds
NYU Working Paper No. SC-AM-02-06
 Stephen J. Brown , William N. Goetzmann and Bing Liang
New York University - Stern School of Business , Yale School of Management - International Center for Finance and University of Massachusetts at Amherst - Department of Finance & Operations Management
Date Posted: November 13, 2008
Working Paper Series
79 downloads

Incl. Electronic Paper Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy
NYU Working Paper No. FIN-07-032
 Stephen J. Brown , Thomas L. Fraser and Bing Liang
New York University - Stern School of Business , Attorney in New York City and University of Massachusetts at Amherst - Department of Finance & Operations Management
Date Posted: November 13, 2008
Working Paper Series
474 downloads


 

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