1.
A Behavioral Signaling Explanation for Stock Splits: Evidence from China
Number of pages: 65
Posted: 12 Mar 2020
Working Paper Series
Tsinghua University - School of Economics & Management, Singapore Management University - Lee Kong Chian School of Business, Tsinghua University - School of Economics & Management and Tsinghua University
Downloads
28
2.
Why Commonality Persists?
Number of pages: 46
Posted: 08 Mar 2020
Working Paper Series
Syracuse University - Whitman School of Management, affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business
Downloads
21
3.
Urban Consolidation Center or Peer-to-Peer Platform? The Solution to Urban Last-Mile Delivery
Number of pages: 39
Posted: 13 Jan 2020
Working Paper Series
Singapore Management University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads
27
4.
Center of Volume Mass: Does Options Trading Predict Stock Returns?
University of Miami Business School Research Paper No. 3505045
Number of pages: 76
Posted: 08 Jan 2020
Working Paper Series
University of Miami - Department of Finance, Singapore Institute of Technology and Singapore Management University - Lee Kong Chian School of Business
Downloads
181
5.
Should Retailers Integrate Their Offline and Online Channels? A Perspective of Product Descriptions and Consumer Reviews
Number of pages: 40
Posted: 31 Dec 2019
Last Revised: 20 Apr 2020
Working Paper Series
Singapore Management University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads
37
6.
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
7.
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
There are 2 versions of this paper
Financial Literacy and Suboptimal Financial Decisions at Older Ages
CFS Working Paper, No. 630, 2019
Number of pages: 62
Posted: 06 Nov 2019
Downloads
48
Financial Literacy and Suboptimal Financial Decisions at Older Ages
Number of pages: 52
Posted: 30 Oct 2019
Downloads
24
Downloads
48
8.
ETF Momentum
Number of pages: 53
Posted: 22 Oct 2019
Last Revised: 03 Feb 2020
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
476
9.
Return Cross-Predictability in Firms with Similar Employee Satisfaction
Number of pages: 60
Posted: 16 Oct 2019
Last Revised: 24 Mar 2020
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
134
10.
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
62
11.
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
193
12.
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
13.
Text Sophistication and Sophisticated Investors
Number of pages: 57
Posted: 21 Aug 2019
Last Revised: 03 Feb 2020
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
307
14.
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
15.
Media Network and Excess Return Comovement
Posted: 04 Jul 2019
Last Revised: 14 Mar 2020
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
16.
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
155
17.
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
46
18.
Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes
Journal of Derivatives, vol. 27, no. 2, 2019, https://jod.pm-research.com/content/27/2/81
Posted: 25 Jun 2019
Last Revised: 24 May 2020
Accepted Paper Series
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business
19.
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
20.
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
29
21.
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
14
22.
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
42
23.
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
79
24.
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
25.
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
26.
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
52
27.
Customer Satisfaction and its Impact on the Future Costs of Selling
Posted: 11 Mar 2019
Last Revised: 14 Apr 2020
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
28.
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
172
29.
Multiple Criteria Portfolio Choice with Variance Decomposition onto Half Spaces
Posted: 30 Jan 2019
Working Paper Series
Singapore Management University
30.
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
31.
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
237
32.
Is the Synthetic Stock Price Really Lower than Actual Price?
Number of pages: 37
Posted: 13 Aug 2018
Last Revised: 08 Mar 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads
41
33.
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
34.
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
164
35.
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
49
36.
Shrinking Factor Dimension: A Reduced-Rank Approach
Number of pages: 88
Posted: 23 Jul 2018
Last Revised: 09 Feb 2020
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
775
37.
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
122
38.
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
3,870
39.
Technology Regulation and Production Timing in a Co-Opetitive Supply Chain
Posted: 05 Jan 2018
Last Revised: 26 Apr 2020
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
40.
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 MIT Sloan School of Management
There are 2 versions of this paper
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
Downloads
701
CAPM-Based Company (Mis)Valuations
CEPR Discussion Paper No. DP12526
Number of pages: 59
Posted: 02 Jan 2018
Downloads
1
Downloads
701
41.
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
42.
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
There are 3 versions of this paper
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
Downloads
233
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
Downloads
220
Cross-Border Acquisitions and Employee-Engagement
CentER Discussion Paper Series No. 2017-038
Number of pages: 57
Posted: 22 Sep 2017
Downloads
58
Downloads
58
43.
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
44.
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
1,280
45.
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
138
46.
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
349
47.
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
161
48.
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
49.
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
There are 2 versions of this paper
Corporate Donations and Shareholder Value
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 491/2016
Number of pages: 53
Posted: 23 Dec 2016
Downloads
488
Corporate Donations and Shareholder Value
CentER Discussion Paper Series No. 2017-013
Number of pages: 48
Posted: 15 Mar 2017
Downloads
81
Downloads
81
50.
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
There are 3 versions of this paper
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
Downloads
233
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
Downloads
220
Cross-Border Acquisitions and Employee-Engagement
CentER Discussion Paper Series No. 2017-038
Number of pages: 57
Posted: 22 Sep 2017
Downloads
58
Downloads
233
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