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Asian Finance Association (AsianFA) 2013 Conference (Archive)
12,967 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Asian Finance Association (AsianFA) 2013 Conference Logo
Showing Papers 1 - 49 of 49
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Liquidity Costs, Return Smoothing, and Investor Flows: Evidence from a Separate Account Platform
Asian Finance Association (AsFA) 2013 Conference
Charles Cao, Grant V Farnsworth, Bing Liang and Andrew W. Lo
Pennsylvania State University, Texas Christian University, University of Massachusetts Amherst - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 24, 2013
Working Paper Series

Incl. Electronic Paper Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market
Asian Finance Association (AsFA) 2013 Conference
Jing-Zhi Huang, Zhenzhen Sun, Tong Yao and Tong Yu
Pennsylvania State University - University Park - Department of Finance, Siena College - School of Business, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati
Date Posted: May 24, 2013
Last Revised: September 11, 2014
Working Paper Series
361 downloads

Incl. Electronic Paper Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock
Review of Financial Studies 28, 1242-1283. 2015
Mingyi Hung, Xi Li and Shiheng Wang
Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)
Date Posted: May 24, 2013
Last Revised: June 09, 2015
Accepted Paper Series
508 downloads

Incl. Electronic Paper Speculation and Leverage
Asian Finance Association (AsFA) 2013 Conference
Mark Loewenstein
University of Maryland - Robert H. Smith School of Business
Date Posted: May 24, 2013
Working Paper Series
126 downloads

Incl. Electronic Paper Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns
Review of Financial Studies (RFS), Forthcoming
Jun Li and Harold H. Zhang
University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: May 24, 2013
Last Revised: August 24, 2016
Accepted Paper Series
224 downloads

Incl. Electronic Paper Realized Skewness at High Frequency and the Link to a Conditional Market Premium
Asian Finance Association (AsFA) 2013 Conference
Zhi Liu, Kent Wang and Junwei Liu
University of Macau, University of Queensland and Xiamen University
Date Posted: February 25, 2013
Last Revised: April 26, 2014
Working Paper Series
159 downloads

Incl. Electronic Paper What Drives Investment-Cash Flow Sensitivity around the World? An Asset Tangibility Perspective
Journal of Banking and Finance 77, 1-17, 8th Annual Conference on Asia-Pacific Financial Markets (the Outstanding Paper Award), Asian Finance Association Conference 2013, 26th Australasian Finance and Banking Conference 2013
Fariborz Moshirian, Vikram K. Nanda, Alexander Vadilyev and Bohui Zhang
Institute of Global Finance, UNSW Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Australian National University (ANU) - College of Business and Economics and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: February 20, 2013
Last Revised: March 21, 2017
Accepted Paper Series
248 downloads

Incl. Electronic Paper Deregulation of Bank Entry and Bank Failures
Asian Finance Association (AsFA) 2013 Conference
Krishnamurthy Subramanian and Ajay Yadav
Indian School of Business (ISB), Hyderabad and Duke University, Fuqua School of Business, Students
Date Posted: February 20, 2013
Working Paper Series
80 downloads

Incl. Electronic Paper Causes of Global Imbalances: A Global VAR Analysis
Asian Finance Association (AsFA) 2013 Conference
Zhichao Zhang, Frankie Chau and Nan Shi
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Date Posted: February 19, 2013
Working Paper Series
78 downloads

Incl. Electronic Paper Asset Pricing with a Financial Sector
Asian Finance Association (AsFA) 2013 Conference
Kai Li
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Date Posted: February 16, 2013
Last Revised: October 12, 2013
Working Paper Series
217 downloads

Incl. Electronic Paper Volatility Risk Factors and Stock Returns around the World: Implications for Multinational Corporations
Asian Finance Association (AsFA) 2013 Conference
Samuel Xin Liang and K.C. John Wei
Schulich School of Business York University and School of Accounting and Finance, Hong Kong Polytechnic University
Date Posted: February 14, 2013
Last Revised: December 18, 2016
Working Paper Series
100 downloads

Incl. Electronic Paper Pyramid IPOs on the Chinese Growth Enterprise Market
Asian Finance Association (AsFA) 2013 Conference
Martin Holmen and Peng Wang
University of Gothenburg - Department of Economics and Hanken School of Economics
Date Posted: February 08, 2013
Last Revised: June 11, 2013
Working Paper Series
100 downloads

Copula-Based Pairs Trading Strategy
Asian Finance Association (AsFA) 2013 Conference
Wenjun Xie and Yuan Wu
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
Date Posted: January 31, 2013
Last Revised: June 17, 2015
Working Paper Series

Incl. Electronic Paper Informed Trade, Uninformed Trade, and Stock Price Delay
Asian Finance Association (AsFA) 2013 Conference
Narelle K. Gordon and Qiongbing Wu
Macquarie University and Western Sydney University
Date Posted: January 31, 2013
Last Revised: March 30, 2016
Working Paper Series
178 downloads

Incl. Electronic Paper Does the Post-Acquisition Performance of Bidding Firms Depend on the Organizational Form of Targets Acquired?
Asian Finance Association (AsFA) 2013 Conference
Syed Shams, Abey Gunasekarage and Sisira R. N. Colombage
University of Southern Queensland, Monash University and Monash Business School
Date Posted: January 31, 2013
Working Paper Series
128 downloads

Incl. Electronic Paper Depicting the 'Elephant': When All Asset Pricing Models are Blind
Asian Finance Association (AsFA) 2013 Conference
Qing Zhou
University of Queensland - Business School
Date Posted: January 30, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Multiple Lead Underwriter IPOs and Firm Visibility
Asian Finance Association (AsFA) 2013 Conference
Jin Q. Jeon, Cheolwoo Lee, Tareque Nasser and M. Tony Via
Dongguk University, Ferris State University, Kansas State University and University of Alabama
Date Posted: January 30, 2013
Last Revised: May 05, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper The Love for Stock Dividends: Chinese Evidence
Asian Finance Association (AsFA) 2013 Conference
Haozhi Huang, Rulu Pan and Qiaoqiao Zhu
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, University of Queensland - Business School and Australian National University (ANU) - College of Business and Economics
Date Posted: January 30, 2013
Working Paper Series
149 downloads

Incl. Electronic Paper Does PIN Affect Equity Prices Around the World?
Forthcoming Journal of Financial Economics, European Finance Association (EFA), EFA 2009 Bergen Meetings
Sandy Lai, Lilian K. Ng and Bohui Zhang
University of Hong Kong, York University - Schulich School of Business and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: January 30, 2013
Last Revised: December 23, 2013
Accepted Paper Series
255 downloads

Incl. Electronic Paper Do Multinational Banks Use Internal Capital Markets and How?: Evidence from Bank-Level Panel Data in Emerging Economies
Asian Finance Association (AsFA) 2013 Conference
Bang Nam Jeon and Ji Wu
Drexel University-School of Economics and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Date Posted: January 28, 2013
Working Paper Series
102 downloads

Incl. Electronic Paper The Illiquidity Premium: International Evidence
Journal of Financial Economics (JFE), Vol. 117, No. 2, 2015
Yakov Amihud, Allaudeen Hameed, Wenjin Kang and Huiping Zhang
New York University - Stern School of Business, National University of Singapore (NUS) - Department of Finance, Renmin University of China - Hanqing Institute and James Cook University - College of Business, Law and Governance,
Date Posted: January 28, 2013
Last Revised: January 27, 2016
Accepted Paper Series
204 downloads

Incl. Electronic Paper The Monitoring Incentive of Transactional and Relationship Lenders: Evidence from the Syndicated Loan Market
Asian Finance Association (AsFA) 2013 Conference
Yutao Li, Anthony Saunders and Pei Shao
University of Lethbridge, New York University - Leonard N. Stern School of Business and University of Lethbridge
Date Posted: January 28, 2013
Last Revised: February 28, 2015
Working Paper Series
137 downloads

Incl. Electronic Paper Mutual Funds’ Holdings and Listed Firms’ Dividend Payouts in China
Asian Finance Association (AsFA) 2013 Conference
Jingjing Yang, Jing Chi and Martin R. Young
Jiangxi Normal University, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Date Posted: January 28, 2013
Working Paper Series
101 downloads

Incl. Electronic Paper The Differential Impact of the Bank-Firm Relationship on IPO Underpricing: Evidence from China
Asian Finance Association (AsFA) 2013 Conference
Xiangchao Hao, Jing Shi and Jian Yang
Institute of Finance, School of Economics, Nankai University, RMIT University - School of Economics, Finance and Marketing and University of Colorado at Denver - Business School
Date Posted: January 26, 2013
Last Revised: September 27, 2014
Working Paper Series
187 downloads

Incl. Electronic Paper Mutual Fund Flow-Performance Relationship Under Volatile Market Condition
Asian Finance Association (AsFA) 2013 Conference
Mingsheng Li, Jing Shi and Jun Xiao
Bowling Green State University - College of Business Administration, RMIT University - School of Economics, Finance and Marketing and Jiangxi University of Finance and Economics
Date Posted: January 26, 2013
Working Paper Series
199 downloads

Incl. Electronic Paper The Effect of Mandatory CSR Disclosure on Information Asymmetry: Evidence from a Quasi-Natural Experiment in China
Asian Finance Association (AsFA) 2013 Conference
Mingyi Hung, Jing Shi and Yongxiang Wang
Hong Kong University of Science & Technology (HKUST), RMIT University - School of Economics, Finance and Marketing and University of Southern California - Marshall School of Business
Date Posted: January 26, 2013
Last Revised: October 01, 2013
Working Paper Series
654 downloads

Incl. Electronic Paper Do Higher Value Firms Voluntarily Disclose More Information? Evidence from China
Asian Finance Association (AsFA) 2013 Conference
Jean Jinghan Chen, Youchao Tan, Xinsheng Cheng and Stephen X. Gong
University of Southampton, Nankai University, Nankai Business School, Nankai School of Business and Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: January 23, 2013
Working Paper Series
168 downloads

Incl. Electronic Paper Are Investors Irrational? - Study on China Warrant Market
Asian Finance Association (AsFA) 2013 Conference
Yintian Wang and Yingzi Zhu
Tsinghua University and Tsinghua University - School of Economics & Management
Date Posted: January 21, 2013
Working Paper Series
94 downloads

Incl. Electronic Paper Is There a Volatility Puzzle in the Hong Kong Stock Market?
Asian Finance Association (AsFA) 2013 Conference
Ji (George) Wu and Gilbert V. Nartea
Massey University - School of Economics and Finance and Lincoln University (NZ)
Date Posted: January 16, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Bid-Ask Spreads, Quoted Depths, and Unexpected Duration between Trades
Asian Finance Association (AsFA) 2013 Conference
Tony Ruan and Tongshu Ma
Xiamen University and Binghamton University
Date Posted: January 14, 2013
Working Paper Series
84 downloads

Labor Protection Laws and Bank Loan Contracting
Journal of Law and Economics, Forthcoming
Azizjon Alimov
City University of Hong Kong
Date Posted: December 30, 2012
Last Revised: August 06, 2014
Accepted Paper Series

Incl. Electronic Paper Barriers to Boardrooms
ECGI - Finance Working Paper No. 347/2013, Asian Finance Association (AsFA) 2013 Conference
Renee B. Adams and Tom Kirchmaier
University of New South Wales, Department of Banking and Finance and London School of Economics - CEP & FMG
Date Posted: December 23, 2012
Last Revised: June 22, 2015
Working Paper Series
648 downloads

The Performance of Individual Investors in Structured Financial Products
Review of Quantitative Finance and Accounting, Vol. 46, No. 3, 2016, pp. 569-604
Oliver Entrop, Michael D. McKenzie, Marco Wilkens and Christoph Winkler
University of Passau, The University of Sydney - Discipline of Finance, University of Augsburg and University of Augsburg
Date Posted: December 16, 2012
Last Revised: March 16, 2016
Accepted Paper Series

Incl. Electronic Paper Time-Varying Relationship of News Sentiment, Implied Volatility and Stock Returns
Applied Economics, Forthcoming, Asian Finance Association (AsFA) 2013 Conference
Lee A. Smales
Curtin University - School of Economics and Finance
Date Posted: December 13, 2012
Last Revised: March 16, 2016
Accepted Paper Series
407 downloads

Incl. Electronic Paper Bribes and Firm Value
Ross School of Business Paper No. 1273
Stefan Zeume
University of Michigan, Stephen M. Ross School of Business
Date Posted: November 23, 2012
Last Revised: November 08, 2016
Working Paper Series
987 downloads

Incl. Electronic Paper What Does Investor Sentiment Reflect: Animal Spirits or Risks?
Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Sungbin Sohn
Peking University - HSBC Business School
Date Posted: November 18, 2012
Last Revised: August 26, 2013
Working Paper Series
160 downloads

Incl. Electronic Paper Measuring Management Insulation from Shareholder Pressure
LSE Legal Studies Working Paper No. 01/2016, ECGI - Finance Working Paper No. 345/2013, Asian Finance Association (AsFA) 2013 Conference
Daniel Ferreira, David Kershaw, Tom Kirchmaier and Edmund‐Philipp Schuster
London School of Economics - Department of Finance, London School of Economics - Law Department, London School of Economics - CEP & FMG and London School of Economics - Law Department
Date Posted: November 03, 2012
Last Revised: June 22, 2016
Working Paper Series
1027 downloads

Incl. Electronic Paper Asymmetry Information and Diversification Effect on Loan Pricing in Asia Pacific Region 2006-2010
Asian Finance Association (AsFA) 2013 Conference
Yudi Surya Tanjung, Deddy Marciano and James Bartle
Faculty of Business & Economics, University of Surabaya, Universitas Surabaya - Faculty of Business & Economics and University of New South Wales (UNSW)
Date Posted: October 29, 2012
Last Revised: January 14, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper The Chinese Cash and Stock Dividend Puzzles: Evidence from Joint Earnings and Dividend Announcements
Asian Finance Association (AsFA) 2013 Conference
John G. Powell, Meifen Qian and Jing Shi
Massey University - Department of Finance Banking and Property, Jiangxi University of Finance and Economics and RMIT University - School of Economics, Finance and Marketing
Date Posted: August 25, 2012
Last Revised: November 14, 2012
Working Paper Series
74 downloads

Incl. Electronic Paper The Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management?
Review of Financial Studies, Forthcoming, INSEAD Working Paper No. 2012/93/FIN, Asian Finance Association (AsFA) 2013 Conference
Massimo Massa, Bohui Zhang and Hong Zhang
INSEAD - Finance, University of New South Wales (UNSW) - School of Banking and Finance and Tsinghua University - PBC School of Finance
Date Posted: August 06, 2012
Last Revised: October 02, 2015
Accepted Paper Series
886 downloads

Incl. Electronic Paper Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs
Asian Finance Association (AsFA) 2013 Conference
Xuezhong He, Lei Shi and Min Zheng
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) and China Institute for Actuarial Science, Central University of Finance and Economics, China
Date Posted: April 02, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper Identifying Cross-Sided Liquidity Externalities
Asian Finance Association (AsFA) 2013 Conference, Norges Bank Working Paper 2012-20
Johannes Atle Skjeltorp, Elvira Sojli and Wing Wah Tham
Central Bank of Norway, UNSW Business School, School of Banking and Finance and Erasmus School of Economics - Econometric Institute
Date Posted: March 21, 2012
Last Revised: August 19, 2013
Working Paper Series
208 downloads

Incl. Electronic Paper Stock Market Illiquidity, Funding Liquidity, and Bond Risk Premia
Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Kees E. Bouwman, Elvira Sojli and Wing Wah Tham
Cardano Risk Management, UNSW Business School, School of Banking and Finance and Erasmus School of Economics - Econometric Institute
Date Posted: March 20, 2012
Last Revised: December 05, 2013
Working Paper Series
180 downloads

Incl. Electronic Paper The Convergence and Divergence of Investors’ Opinions around Earnings News: Evidence from a Social Network
Asian Finance Association (AsFA) 2013 Conference, Finance Down Under 2014 Building on the Best from the Cellars of Finance
Robert Charles Giannini, Paul J. Irvine and Tao Shu
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Date Posted: March 08, 2012
Last Revised: September 18, 2015
Working Paper Series
549 downloads

Incl. Electronic Paper Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grants
Forthcoming, Review of Finance
Ning Gong and Bruce D. Grundy
Deakin University and University of Melbourne
Date Posted: February 19, 2012
Last Revised: April 19, 2017
Accepted Paper Series
160 downloads

Incl. Electronic Paper The Brain Gain of Corporate Boards: Evidence from China
Journal of Finance, Forthcoming, Asian Finance Association (AsFA) 2013 Conference, ECGI - Finance Working Paper No. 343/2013
Mariassunta Giannetti, Guanmin Liao and Xiaoyun Yu
Stockholm School of Economics, Central University of Finance and Economics - School of Accountancy and Indiana University - Kelley School of Business - Department of Finance
Date Posted: December 01, 2011
Last Revised: May 14, 2014
Accepted Paper Series
1130 downloads

Incl. Electronic Paper Foreign Investor Heterogeneity and Stock Liquidity Around the World
Asian Finance Association (AsFA) 2013 Conference
Lilian K. Ng, Fei Wu, Jing Yu and Bohui Zhang
York University - Schulich School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Western Australia - Department of Accounting and Finance and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: November 28, 2011
Last Revised: January 28, 2013
Working Paper Series
294 downloads

Incl. Electronic Paper Forecasting Government Bond Risk Premia Using Technical Indicators
25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference
Jeremy Goh, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: August 22, 2011
Last Revised: November 13, 2013
Working Paper Series
761 downloads

Incl. Electronic Paper Nonlocal Disadvantage: A Direct Examination of Individual Investors’ Information Set
Robert Charles Giannini, Paul J. Irvine and Tao Shu
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Date Posted: June 17, 2011
Last Revised: December 30, 2016
Working Paper Series
385 downloads