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Asian Finance Association (AsianFA) 2013 Conference (Archive)

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Viewing: 1 - 50 of 52 papers

1.

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
2.

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: 53 Posted: 24 May 2013 Last Revised: 04 Oct 2018
Working Paper Series
Shanghai University of Finance and Economics, 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 440
3.

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), University of Arkansas - Department of Finance and Hong Kong University of Science & Technology (HKUST)
Downloads 627
4.

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 140
5.

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 272
6.

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 193
7.

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 The Chinese University of Hong Kong, Shenzhen
Downloads 372
8.

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 99
9.

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 111
10.

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 307
11.

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

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 52 Posted: 14 Feb 2013 Last Revised: 31 Jan 2019
Working Paper Series
Tyndale University College and Seminary and Hong Kong Polytechnic University
Downloads 117
12.

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 109
13.

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
14.

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 200
15.

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 133
16.

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, Ferris State University, Kansas State University and Kent State University

Multiple version iconThere are 2 versions of this paper

Downloads 44
17.

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 159
18.

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 The Chinese University of Hong Kong, Shenzhen

Multiple version iconThere are 2 versions of this paper

Downloads 282
19.

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 - Department of Economics & International Business and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Downloads 108
20.

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 292
21.

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 151
22.

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
Guangdong University of Foreign Studies, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 106
23.

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, Macquarie UNiversity and University of Colorado at Denver - Business School
Downloads 198
24.

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, Macquarie UNiversity and Jiangxi University of Finance and Economics
Downloads 210
25.

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), Macquarie UNiversity and University of Southern California - Marshall School of Business
Downloads 1,076
26.

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 183
27.

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 107
28.

Are Family Firms Better Performers During the Financial Crisis? New Insights from the S&P 500 Firms

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 35 Posted: 18 Jan 2013 Last Revised: 28 Jul 2018
Working Paper Series
Keele Management School, Sungkyunkwan University (SKK) Graduate School of Business and Central Connecticut State University
Downloads 147
29.

Distress Risk, Investor Sophistication and Accrual Anomaly

Journal of Accounting, Auditing and Finance, Forthcoming
Number of pages: 44 Posted: 16 Jan 2013 Last Revised: 03 Oct 2018
Accepted Paper Series
Xiamen University - School of Economics
Downloads 4
30.

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 University of Canterbury - College of Business and Law
Downloads 56
31.

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 96
32.

Information Uncertainty and the Pricing of Liquidity

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 57 Posted: 08 Jan 2013 Last Revised: 21 Nov 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 22
33.

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
34.

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 Oxford and London School of Economics - Centre for Economic Performance
Downloads 861
35.

The Performance of Individual Investors in Structured Financial Products

Review of Quantitative Finance and Accounting, Vol. 46, No. 3, 2016, pp. 569-604
Posted: 16 Dec 2012 Last Revised: 16 Mar 2016
Accepted Paper Series
University of Passau, The University of Sydney - Discipline of Finance, University of Augsburg and University of Augsburg
36.

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
University of Western Australia
Downloads 527
37.

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 1,246
38.

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 196
39.

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 1,159
40.

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 121
41.

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 Macquarie UNiversity
Downloads 84
42.

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, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 1,113
43.

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, Macquarie University and China Institute for Actuarial Science, Central University of Finance and Economics, China
Downloads 102
44.

Cross-Sided Liquidity Externalities

Management Science (Forthcoming)
Posted: 21 Mar 2012 Last Revised: 07 Feb 2018
Accepted Paper Series
Central Bank of Norway, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
45.

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 211
46.

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: 64 Posted: 08 Mar 2012 Last Revised: 30 Nov 2018
Working Paper Series
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 699
47.

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 210
48.

The Brain Gain of Corporate Boards: Evidence from China

Journal of Finance, Forthcoming, Asian Finance Association (AsFA) 2013 Conference, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 343/2013
Number of pages: 88 Posted: 01 Dec 2011 Last Revised: 28 Oct 2018
Accepted Paper Series
Stockholm School of Economics, Renmin University of China - School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,307
49.

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), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 342
50.

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), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 929