Search Results
Asian Finance Association (AsianFA) 2013 Conference (Archive)

19,461 Total downloads | Link to this page

Viewing: 1 - 50 of 53 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) - Laboratory for Financial Engineering
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: 23 Sep 2021
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 526
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 728
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 164
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 304
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 244
7.

What Drives Investment-Cash Flow Sensitivity around the World? An Asset Tangibility Perspective

Journal of Banking and Finance, 2017, vol. 77, pp. 1-17
Number of pages: 56 Posted: 20 Feb 2013 Last Revised: 15 Jun 2020
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 706
8.

Deregulation of Bank Entry and Bank Failures

Asian Finance Association (AsFA) 2013 Conference, Indian School of Business
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 118
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 134
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
Peking University HSBC Business School
Downloads 366
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 2020
Working Paper Series
Ryerson University and Hong Kong Polytechnic University
Downloads 136
12.

Does Efficiency Make Bank Different in GFC? An Empirical Analysis on Australian, Canadian and UK Banks

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 34 Posted: 14 Feb 2013
Working Paper Series
Shandong Normal University, University of Newcastle (Australia) - Newcastle Business School and Griffith University
Downloads 3
13.

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 115
14.

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
15.

Informed Trade, Uninformed Trade, and Stock Price Delay

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 31 Posted: 31 Jan 2013 Last Revised: 15 May 2021
Working Paper Series
Macquarie University and Western Sydney University
Downloads 223
16.

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 143
17.

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 47
18.

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 167
19.

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, Schulich School of Business, York University and The Chinese University of Hong Kong, Shenzhen

Multiple version iconThere are 2 versions of this paper

Downloads 314
20.

Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 49 Posted: 29 Jan 2013
Working Paper Series
Hong Kong Polytechnic University, School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University

Multiple version iconThere are 2 versions of this paper

Downloads 23
21.

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 Pennsylvania State University HarrisburgSouthwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Downloads 115
22.

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, School of Finance, Shanghai University of Finance and Economics and James Cook University - College of Business, Law and Governance,
Downloads 409
23.

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: 06 May 2021
Working Paper Series
University of Lethbridge, New York University - Leonard N. Stern School of Business and Dhillon School of Business, University of Lethbridge
Downloads 164
24.

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 114
25.

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 211
26.

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 258
27.

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 1,672
28.

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 195
29.

Float, Speculation, and Stock Price: Evidence from the Share Structure Reform in China

The Singapore Economic Review, Vol. 63, No. 3 (2018) 701–729., Asian Finance Association (AsFA) 2013 Conference
Number of pages: 40 Posted: 22 Jan 2013 Last Revised: 28 Oct 2020
Accepted Paper Series
Nanyang Business School, Nanyang Technological University, Hong Kong Polytechnic University and Zhejiang University
Downloads 18
30.

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 117
31.

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 197
32.

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 65
33.

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 100
34.

Information Uncertainty and the Pricing of Liquidity

Journal of Empirical Finance, Forthcoming
Number of pages: 64 Posted: 08 Jan 2013 Last Revised: 01 Sep 2019
Accepted Paper Series
School of Finance, Shanghai University of Finance and Economics, National University of Singapore (NUS) and James Cook University - College of Business, Law and Governance,
Downloads 60
35.

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
IESEG School of Management LEM-CNRS UMR 9221
36.

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 1,280
37.

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
38.

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 639
39.

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 Illinois at Urbana-Champaign
Downloads 1,385
40.

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 229
41.

Management Insulation and Bank Failures

Journal of Financial Intermediation, Forthcoming, ECGI - Finance Working Paper No. 345/2013
Number of pages: 37 Posted: 03 Nov 2012 Last Revised: 16 Apr 2021
Accepted Paper Series
London School of Economics - Department of Finance, LSE Law SchoolEuropean Corporate Governance Institute (ECGI), London School of Economics - Centre for Economic Performance and London School of Economics - Law School
Downloads 1,415
42.

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 149
43.

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 EconomicsJiangxi University of Finance and Economics and Macquarie University
Downloads 96
44.

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 1,299
45.

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
Xi'an Jiaotong-Liverpool University (XJTLU), Macquarie University and China Institute for Actuarial Science, Central University of Finance and Economics, China
Downloads 114
46.

Cross-Sided Liquidity Externalities

Management Science (Forthcoming)
Posted: 21 Mar 2012 Last Revised: 07 Feb 2018
Accepted Paper Series
Central Bank of Norway, UNSW Australia Business School, School of Banking and Finance and University of New South Wales (UNSW)
47.

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 The Chinese University of Hong Kong, Shenzhen
Downloads 816
48.

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 RSFAS
Downloads 247
49.

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
Downloads 1,567
50.

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
Schulich School of Business, York University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 406