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Singapore Management University Lee Kong Chian School of Business Research Paper Series

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Viewing: 1 - 50 of 333 papers

1.

How Inheritance Law Affects Family Firm Performance: Evidence from a Natural Experiment

Posted: 10 Nov 2019
Working Paper Series
Institute of Financial Studies, Southwestern University of Finance and Economics, University of Michigan at Flint - School of Management, Singapore Management University - Lee Kong Chian School of Business and California State University, Long Beach
2.

Financial Literacy and Suboptimal Financial Decisions at Older Ages

CFS Working Paper, No. 630, 2019
Number of pages: 62 Posted: 06 Nov 2019
Working Paper Series
National University of Singapore, Singapore Management University - Lee Kong Chian School of Business, University of Pennsylvania - The Wharton School and RAND Corporation

Multiple version iconThere are 2 versions of this paper

Downloads 34
3.

ETF Momentum

Number of pages: 51 Posted: 22 Oct 2019 Last Revised: 19 Nov 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Fudan University - Fanhai International School of Finance (FISF)
Downloads 342
4.

Return Cross-Predictability in Firms with Similar Employee Satisfaction

Number of pages: 55 Posted: 16 Oct 2019
Working Paper Series
Singapore Management University, McGill University, Singapore Management University - Lee Kong Chian School of Business and Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management
Downloads 87
5.

A Unified Market Model for Swaptions and Constant Maturity Swaps

Number of pages: 33 Posted: 24 Aug 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Solvay Brussels School of Economics and Management
Downloads 48
6.

Low-Volatility Strategy: Can We Time the Factor?

Number of pages: 20 Posted: 24 Aug 2019 Last Revised: 28 Aug 2019
Working Paper Series
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business
Downloads 178
7.

Do Credit Default Swap Prices Reveal the Presence of Informed Trading?

Number of pages: 76 Posted: 21 Aug 2019
Working Paper Series
Singapore Management University and Singapore Management University
Downloads 2
8.

Text Sophistication and Sophisticated Investors

Number of pages: 54 Posted: 21 Aug 2019 Last Revised: 30 Nov 2019
Working Paper Series
Aalto University School of Business, University of Oulu, Singapore Management University - Lee Kong Chian School of Business and University at Buffalo
Downloads 280
9.

Biclustering via Mixtures of Regression Models

International Conference on Computational Science 2019
Number of pages: 8 Posted: 08 Jul 2019
Accepted Paper Series
Syracuse University - Whitman School of Management, affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business
Downloads 20
10.

Media Network and Excess Return Comovement

Number of pages: 43 Posted: 04 Jul 2019 Last Revised: 04 Nov 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Fudan University - School of Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 18
11.

What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability During the Bubble

Number of pages: 36 Posted: 28 Jun 2019 Last Revised: 12 Jul 2019
Working Paper Series
University of Glasgow, Adam Smith Business School, affiliation not provided to SSRN, Fudan University - School of Economics and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 116
12.

Executive Gender and Prospect-Value Bias: Evidence from Insider Trading

Number of pages: 44 Posted: 26 Jun 2019
Working Paper Series
Massey University, New Zealand, Singapore Management University - Lee Kong Chian School of Business and Massey University - Department of Economics and Finance
Downloads 39
13.

Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes

Journal of Derivatives, 2019, Forthcoming
Posted: 25 Jun 2019 Last Revised: 26 Aug 2019
Accepted Paper Series
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business
14.

Performance Control and Risk Calibration in the Black-Litterman Model

Journal of Portfolio Management, Vol. 43, Spring 2017
Posted: 20 Jun 2019
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
15.

Variance Risk Premiums of Commodity ETFs

Journal of Futures Markets, Vol. 37, No. 5, 2017
Number of pages: 37 Posted: 20 Jun 2019 Last Revised: 25 Aug 2019
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 24
16.

Volume Information in Nikkei and TOPIX Futures Transactions

Journal of Financial Studies, Vol. 25, No. 4, 2017
Number of pages: 42 Posted: 20 Jun 2019 Last Revised: 25 Aug 2019
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 12
17.

Cross-Section of Mini Flash Crashes and Their Detection by a State-Space Approach

Number of pages: 43 Posted: 19 Jun 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 37
18.

Optimal Stopping for Medical Treatment with Predictive Information

Number of pages: 48 Posted: 13 Jun 2019 Last Revised: 13 Jan 2020
Working Paper Series
School of Management, University of Science and Technology of China, School of Management, University of Science and Technology of China and Singapore Management University - Lee Kong Chian School of Business
Downloads 42
19.

Asset Allocation in Chinese Stock Market: The Role of Return Predictability

Journal of Portfolio Management, 2015, Vol. 41, No. 5, 71-83 , https://doi.org/10.3905/jpm.2014.41.5.071
Posted: 20 May 2019 Last Revised: 20 May 2019
Accepted Paper Series
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) and Singapore Management University - Lee Kong Chian School of Business
20.

Head Above the Parapet: How Minority Subordinates Influence Group Outcomes and the Consequences They Face for Doing so

Journal of Applied Psychology, Forthcoming, Bocconi University Management Research Paper
Number of pages: 61 Posted: 11 Apr 2019
Working Paper Series
The University of Western Australia, Singapore Management University - Lee Kong Chian School of Business and Bocconi University, Department of Management and Technology, Bocconi University, Department of Management and Technology
Downloads 6
21.

Impacts of Distributional Social Comparison Behavior on Corporate Social Responsibility: Power of the Small

Number of pages: 37 Posted: 02 Apr 2019
Working Paper Series
Zhejiang University--School of Management, Dalian University of Technology, Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 38
22.

Customer Satisfaction and its Impact on the Future Costs of Selling

Number of pages: 62 Posted: 11 Mar 2019 Last Revised: 12 Nov 2019
Working Paper Series
Tilburg University, Singapore Management University - Lee Kong Chian School of Business and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 222
23.

Physical Frictions and Digital Banking Adoption

Number of pages: 51 Posted: 20 Feb 2019 Last Revised: 02 Jun 2019
Working Paper Series
KAIST College of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 148
24.

Multiple Criteria Portfolio Choice with Variance Decomposition onto Half Spaces

Posted: 30 Jan 2019
Working Paper Series
Singapore Management University
25.

Speculating on Superstition: Evidence from Housing Transactions in Hungry Ghost Months in Singapore

Number of pages: 39 Posted: 30 Oct 2018
Working Paper Series
National University of Singapore, KAIST College of Business, Nankai University and National University of Singapore (NUS) - Department of Real Estate
Downloads 36
26.

Flow Toxicity and Bank Equity Holdings

Number of pages: 55 Posted: 06 Sep 2018
Working Paper Series
Louisiana State University, Singapore Management University - Lee Kong Chian School of Business, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and University of Adelaide
Downloads 24
27.

Do Foreign Institutional Investors Deter Opportunistic Insider Trading?

Number of pages: 73 Posted: 06 Sep 2018 Last Revised: 17 Oct 2019
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 208
28.

Is the Synthetic Stock Price Really Lower than the Actual Price?

Number of pages: 46 Posted: 13 Aug 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 33
29.

Are Bond Ratings Informative? Evidence from Regulatory Regime Changes

2019, American Economic Association Poster Session, Forthcoming
Posted: 07 Aug 2018 Last Revised: 15 Jan 2019
Accepted Paper Series
University of Oklahoma - Division of Finance, Singapore Management University - Lee Kong Chian School of Business, Asia School of Business and Montana State University - Bozeman
30.

Capacity Allocation in Flexible Production Networks: Theory and Applications

Management Science (Forthcoming)
Number of pages: 50 Posted: 31 Jul 2018
Accepted Paper Series
National University of Singapore (NUS) - NUS Business School, Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), National University of Singapore (NUS) - Department of Decision Sciences, NUS Business School - Department of Decision Sciences, Singapore Management University - Lee Kong Chian School of Business and South China University of Technology
Downloads 153
31.

Is this Time Different? Do Bank CEOs Learn from Crises?

Number of pages: 57 Posted: 31 Jul 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 43
32.

Shrinking Factor Dimension: A Reduced-Rank Approach

Number of pages: 85 Posted: 23 Jul 2018 Last Revised: 18 Dec 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
Downloads 707
33.

A Dynamic Network Perspective on Cryptocurrencies

Number of pages: 36 Posted: 20 Jun 2018 Last Revised: 29 Mar 2019
Working Paper Series
Fudan University - School of Economics, School of Economics, Singapore Management University and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 108
34.

Facial Structure and Delegated Portfolio Management

Number of pages: 58 Posted: 18 Jan 2018 Last Revised: 20 Jan 2020
Working Paper Series
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 3,830
35.

Technology Regulation and Production Timing in a Co-Opetitive Supply Chain

Posted: 05 Jan 2018 Last Revised: 18 Apr 2019
Working Paper Series
School of Business Administration, South China University of Technology, Hong Kong University of Science & Technology (HKUST) - Dept. of Industrial Engineering and Decision Analytics, Singapore Management University - Lee Kong Chian School of Business, University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and Hong Kong University of Science & Technology (HKUST) - Dept. of Industrial Engineering and Decision Analytics
36.

CAPM-Based Company (Mis)valuations

Rotman School of Management Working Paper No. 3050928, HEC Paris Research Paper No. FIN-2017-1235
Number of pages: 90 Posted: 11 Oct 2017 Last Revised: 31 Oct 2019
Working Paper Series
University of Toronto - Rotman School of Management, HEC Paris - Finance Department, Singapore Management University - Lee Kong Chian School of Business and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)

Multiple version iconThere are 2 versions of this paper

Downloads 573
37.

When Elites Forget Their Duties: The Double‐Edged Sword of Prestigious Directors on Boards

Journal of Management Studies, Vol. 54, Issue 7, pp. 1050-1078, 2017
Number of pages: 29 Posted: 06 Oct 2017
Accepted Paper Series
University of Goettingen (Gottingen), Ludwig Maximilian University of Munich (LMU), University of Göttingen and Singapore Management University - Lee Kong Chian School of Business
Downloads 1
38.

Cross-Border Acquisitions and Employee-Engagement

CentER Discussion Paper Series No. 2017-038
Number of pages: 57 Posted: 22 Sep 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Tilburg University - Department of Finance and UNSW Australia Business School, School of Banking and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 56
39.

Social Value Creation and Relational Coordination in Public‐Private Collaborations

Journal of Management Studies, Vol. 54, Issue 6, pp. 906-928, 2017
Number of pages: 23 Posted: 11 Aug 2017
Accepted Paper Series
Heriot-Watt University, University of Bath - School of Management and Singapore Management University
40.

Does the Crowd Support Innovation? Innovation Claims and Success on Kickstarter

HEC Paris Research Paper No. MKG-2017-1220
Number of pages: 23 Posted: 19 Jul 2017 Last Revised: 05 Sep 2017
Working Paper Series
INSEAD, HEC Paris - Marketing, Deakin University - Faculty of Business and Law and INSEAD - Marketing
Downloads 1,244
41.

Hedging and Pricing Rent Risk with Search Frictions

Number of pages: 44 Posted: 18 Jul 2017 Last Revised: 27 Jul 2017
Working Paper Series
University of Wisconsin - Madison - Department of Finance, Investment and Banking, KAIST College of Business, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Syracuse University - Department of Economics
Downloads 132
42.

Leviathan Inc. and Corporate Environmental Engagement

Darden Business School Working Paper No. 2960832, ECGI - Finance Working Paper No. 526/2017
Number of pages: 72 Posted: 01 May 2017 Last Revised: 30 Mar 2018
Working Paper Series
National Tsing Hua University - Department of Quantitative Finance, Singapore Management University - Lee Kong Chian School of Business and University of Virginia - Darden School of Business
Downloads 314
43.

Short Selling and Economic Policy Uncertainty

Number of pages: 49 Posted: 10 Apr 2017 Last Revised: 30 Sep 2017
Working Paper Series
SUN YAT-SEN UNIVERSITY, Department of Statistics and Finance, University of Science and Technology of China and Fanhai International School of Finance and School of Economics, Fudan University
Downloads 152
44.

Impact of Component Supplier Branding on Profitability

Worm, S., & Srivastava, R. K. (2014). Impact of component supplier branding on profitability. International Journal of Research in Marketing, 31(4), 409-424.
Number of pages: 49 Posted: 24 Mar 2017
Accepted Paper Series
BI Norwegian Business School and Singapore Management University - Lee Kong Chian School of Business
Downloads 25
45.

Corporate Donations and Shareholder Value

CentER Discussion Paper Series No. 2017-013
Number of pages: 48 Posted: 15 Mar 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Tilburg University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 76
46.

Corporate Employee-Engagement and Merger Outcomes

CentER Discussion Paper Series No. 2017-011
Number of pages: 58 Posted: 14 Mar 2017 Last Revised: 26 May 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Tilburg University - Department of Finance and UNSW Australia Business School, School of Banking and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 204
47.

News Co-Occurrence, Attention Spillover, and Return Predictability

Number of pages: 53 Posted: 07 Mar 2017 Last Revised: 08 Dec 2018
Working Paper Series
Fudan University - School of Economics, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, School of Economics, Singapore Management University and Singapore Management University - Lee Kong Chian School of Business
Downloads 223
48.

Cross-Border Acquisitions and Employee-Engagement

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 496/2017
Number of pages: 61 Posted: 03 Mar 2017 Last Revised: 01 Aug 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Tilburg University - Department of Finance and UNSW Australia Business School, School of Banking and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 202
49.

Is Cash-Return Relation Risk Induced?

Number of pages: 41 Posted: 18 Jan 2017 Last Revised: 22 Jul 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 56
50.

Corporate Donations and Shareholder Value

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 491/2016
Number of pages: 53 Posted: 23 Dec 2016
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Tilburg University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 436