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Asian Finance Association (AsianFA) 2013 Conference (Archive)

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Viewing: 1 - 50 of 51 papers

1.

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
Number of pages: 82 Posted: 01 Dec 2011 Last Revised: 14 May 2014
Accepted Paper Series
Stockholm School of Economics, Central University of Finance and Economics - School of Accountancy and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,169
2.

Bribes and Firm Value

Ross School of Business Paper No. 1273
Number of pages: 42 Posted: 23 Nov 2012 Last Revised: 08 Nov 2016
Working Paper Series
University of Michigan, Stephen M. Ross School of Business
Downloads 1,082
3.

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
Number of pages: 51 Posted: 03 Nov 2012 Last Revised: 22 Jun 2016
Working Paper Series
London School of Economics - Department of Finance, London School of Economics - Law Department, London School of Economics - Centre for Economic Performance and London School of Economics - Law Department
Downloads 1,060
4.

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
Number of pages: 91 Posted: 06 Aug 2012 Last Revised: 02 Oct 2015
Accepted Paper Series
INSEAD - Finance, University of New South Wales (UNSW) - School of Banking and Finance and Tsinghua University - PBC School of Finance
Downloads 931
5.

Forecasting Government Bond Risk Premia Using Technical Indicators

25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 50 Posted: 22 Aug 2011 Last Revised: 13 Nov 2013
Working Paper Series
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
Downloads 810
6.

The Effect of Mandatory CSR Disclosure on Information Asymmetry: Evidence from a Quasi-Natural Experiment in China

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 39 Posted: 26 Jan 2013 Last Revised: 01 Oct 2013
Working Paper Series
Hong Kong University of Science & Technology (HKUST), RMIT University - School of Economics, Finance and Marketing and University of Southern California - Marshall School of Business
Downloads 744
7.

Barriers to Boardrooms

ECGI - Finance Working Paper No. 347/2013, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 70 Posted: 23 Dec 2012 Last Revised: 22 Jun 2015
Working Paper Series
University of New South Wales, Department of Banking and Finance and London School of Economics - Centre for Economic Performance
Downloads 706
8.

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
Number of pages: 62 Posted: 08 Mar 2012 Last Revised: 18 Sep 2015
Working Paper Series
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 591
9.

Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock

Review of Financial Studies 28, 1242-1283. 2015
Number of pages: 52 Posted: 24 May 2013 Last Revised: 09 Jun 2015
Accepted Paper Series
Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)
Downloads 531
10.

Time-Varying Relationship of News Sentiment, Implied Volatility and Stock Returns

Applied Economics, Forthcoming, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 23 Posted: 13 Dec 2012 Last Revised: 16 Mar 2016
Accepted Paper Series
Curtin University - School of Economics and Finance
Downloads 448
11.

Nonlocal Disadvantage: An Examination of Social Media Sentiment

Number of pages: 60 Posted: 17 Jun 2011 Last Revised: 27 Apr 2017
Working Paper Series
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 394
12.

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
Number of pages: 59 Posted: 24 May 2013 Last Revised: 11 Sep 2014
Working Paper Series
Pennsylvania State University - University Park - Department of Finance, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 375
13.

Foreign Investor Heterogeneity and Stock Liquidity Around the World

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 53 Posted: 28 Nov 2011 Last Revised: 28 Jan 2013
Working Paper Series
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
Downloads 306
14.

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
Number of pages: 56 Posted: 20 Feb 2013 Last Revised: 21 Mar 2017
Accepted Paper Series
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
Downloads 279
15.

Does PIN Affect Equity Prices Around the World?

Forthcoming Journal of Financial Economics, European Finance Association (EFA), EFA 2009 Bergen Meetings
Number of pages: 39 Posted: 30 Jan 2013 Last Revised: 23 Dec 2013
Accepted Paper Series
University of Hong Kong, York University - Schulich School of Business and University of New South Wales (UNSW) - School of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 262
16.

Asset Pricing with a Financial Sector

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 65 Posted: 16 Feb 2013 Last Revised: 12 Oct 2013
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 245
17.

Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns

Review of Financial Studies (RFS), Forthcoming
Number of pages: 58 Posted: 24 May 2013 Last Revised: 24 Aug 2016
Accepted Paper Series
University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 237
18.

The Illiquidity Premium: International Evidence

Journal of Financial Economics (JFE), Vol. 117, No. 2, 2015
Number of pages: 52 Posted: 28 Jan 2013 Last Revised: 27 Jan 2016
Accepted Paper Series
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,
Downloads 222
19.

Identifying Cross-Sided Liquidity Externalities

Asian Finance Association (AsFA) 2013 Conference, Norges Bank Working Paper 2012-20
Number of pages: 55 Posted: 21 Mar 2012 Last Revised: 19 Aug 2013
Working Paper Series
Central Bank of Norway, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 213
20.

Mutual Fund Flow-Performance Relationship Under Volatile Market Condition

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 40 Posted: 26 Jan 2013
Working Paper Series
Bowling Green State University - College of Business Administration, RMIT University - School of Economics, Finance and Marketing and Jiangxi University of Finance and Economics
Downloads 202
21.

Stock Market Illiquidity, Funding Liquidity, and Bond Risk Premia

Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 57 Posted: 20 Mar 2012 Last Revised: 05 Dec 2013
Working Paper Series
Cardano Risk Management, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 197
22.

The Differential Impact of the Bank-Firm Relationship on IPO Underpricing: Evidence from China

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 55 Posted: 26 Jan 2013 Last Revised: 27 Sep 2014
Working Paper Series
Institute of Finance, School of Economics, Nankai University, RMIT University - School of Economics, Finance and Marketing and University of Colorado at Denver - Business School
Downloads 191
23.

Informed Trade, Uninformed Trade, and Stock Price Delay

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 31 Posted: 31 Jan 2013 Last Revised: 30 Mar 2016
Working Paper Series
Macquarie University and Western Sydney University
Downloads 184
24.

Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grant Schemes

Number of pages: 72 Posted: 19 Feb 2012 Last Revised: 11 Jul 2017
Working Paper Series
Deakin University and University of Melbourne
Downloads 180
25.

Do Higher Value Firms Voluntarily Disclose More Information? Evidence from China

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 52 Posted: 23 Jan 2013
Working Paper Series
University of Southampton, Nankai University, Nankai Business School, Nankai School of Business and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 174
26.

Realized Skewness at High Frequency and the Link to a Conditional Market Premium

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 32 Posted: 25 Feb 2013 Last Revised: 26 Apr 2014
Working Paper Series
University of Macau, University of Queensland and Xiamen University
Downloads 166
27.

What Does Investor Sentiment Reflect: Animal Spirits or Risks?

Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 30 Posted: 18 Nov 2012 Last Revised: 26 Aug 2013
Working Paper Series
Peking University - HSBC Business School
Downloads 165
28.

The Love for Stock Dividends: Chinese Evidence

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 37 Posted: 30 Jan 2013
Working Paper Series
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
Downloads 151
29.

The Monitoring Incentive of Transactional and Relationship Lenders: Evidence from the Syndicated Loan Market

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 47 Posted: 28 Jan 2013 Last Revised: 28 Feb 2015
Working Paper Series
University of Lethbridge, New York University - Leonard N. Stern School of Business and University of Lethbridge
Downloads 142
30.

Does the Post-Acquisition Performance of Bidding Firms Depend on the Organizational Form of Targets Acquired?

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 30 Posted: 31 Jan 2013
Working Paper Series
University of Southern Queensland, Monash University and Monash Business School
Downloads 128
31.

Speculation and Leverage

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 43 Posted: 24 May 2013
Working Paper Series
University of Maryland - Robert H. Smith School of Business
Downloads 128
32.

Do Multinational Banks Use Internal Capital Markets and How?: Evidence from Bank-Level Panel Data in Emerging Economies

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 33 Posted: 28 Jan 2013
Working Paper Series
Drexel University-School of Economics and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Downloads 103
33.

Asymmetry Information and Diversification Effect on Loan Pricing in Asia Pacific Region 2006-2010

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 27 Posted: 29 Oct 2012 Last Revised: 14 Jan 2013
Working Paper Series
Faculty of Business & Economics, University of Surabaya, Universitas Surabaya - Faculty of Business & Economics and University of New South Wales (UNSW)
Downloads 102
34.

Mutual Funds’ Holdings and Listed Firms’ Dividend Payouts in China

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 47 Posted: 28 Jan 2013
Working Paper Series
Jiangxi Normal University, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 102
35.

Pyramid IPOs on the Chinese Growth Enterprise Market

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 35 Posted: 08 Feb 2013 Last Revised: 11 Jun 2013
Working Paper Series
University of Gothenburg - Department of Economics and Hanken School of Economics
Downloads 102
36.

Volatility Risk Factors and Stock Returns around the World: Implications for Multinational Corporations

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 51 Posted: 14 Feb 2013 Last Revised: 18 Dec 2016
Working Paper Series
affiliation not provided to SSRN and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 101
37.

Are Investors Irrational? - Study on China Warrant Market

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 24 Posted: 21 Jan 2013
Working Paper Series
Tsinghua University and Tsinghua University - School of Economics & Management
Downloads 99
38.

Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 28 Posted: 02 Apr 2012
Working Paper Series
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
Downloads 97
39.

Causes of Global Imbalances: A Global VAR Analysis

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 48 Posted: 19 Feb 2013
Working Paper Series
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Downloads 95
40.

Bid-Ask Spreads, Quoted Depths, and Unexpected Duration between Trades

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 41 Posted: 14 Jan 2013
Working Paper Series
Xiamen University and Binghamton University

Multiple version iconThere are 2 versions of this paper

Downloads 88
41.

Deregulation of Bank Entry and Bank Failures

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 46 Posted: 20 Feb 2013
Working Paper Series
Indian School of Business (ISB), Hyderabad and Duke University, Fuqua School of Business, Students

Multiple version iconThere are 2 versions of this paper

Downloads 85
42.

The Chinese Cash and Stock Dividend Puzzles: Evidence from Joint Earnings and Dividend Announcements

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 36 Posted: 25 Aug 2012 Last Revised: 14 Nov 2012
Working Paper Series
Massey University - Department of Finance Banking and Property, Jiangxi University of Finance and Economics and RMIT University - School of Economics, Finance and Marketing
Downloads 75
43.

Is There a Volatility Puzzle in the Hong Kong Stock Market?

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 40 Posted: 16 Jan 2013
Working Paper Series
Massey University - School of Economics and Finance and Lincoln University (NZ)
Downloads 41
44.

Multiple Lead Underwriter IPOs and Firm Visibility

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 39 Posted: 30 Jan 2013 Last Revised: 05 May 2014
Working Paper Series
Dongguk University- Seoul, Ferris State University, Kansas State University and University of Alabama

Multiple version iconThere are 2 versions of this paper

Downloads 41
45.

Nonlocal Disadvantage: An Examination of Social Media Sentiment

Number of pages: 66 Posted: 17 Jun 2011
Working Paper Series
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 9
46.

A Re-Examination of the Pricing of Liquidity

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 59 Posted: 08 Jan 2013 Last Revised: 19 Jul 2017
Working Paper Series
Renmin University of China - Hanqing Institute, National University of Singapore (NUS) and James Cook University - College of Business, Law and Governance,
Downloads 7
47.

Depicting the 'Elephant': When All Asset Pricing Models are Blind

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 37 Posted: 30 Jan 2013
Working Paper Series
University of Queensland - Business School
Downloads 4
48.

Copula-Based Pairs Trading Strategy

Asian Finance Association (AsFA) 2013 Conference
Posted: 31 Jan 2013 Last Revised: 17 Jun 2015
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
49.

Labor Protection Laws and Bank Loan Contracting

Journal of Law and Economics, Forthcoming
Posted: 30 Dec 2012 Last Revised: 06 Aug 2014
Accepted Paper Series
City University of Hong Kong
50.

Liquidity Costs, Return Smoothing, and Investor Flows: Evidence from a Separate Account Platform

Asian Finance Association (AsFA) 2013 Conference
Posted: 24 May 2013
Working Paper Series
Pennsylvania State University, Texas Christian University, University of Massachusetts Amherst - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management