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Asian Finance Association (AsianFA) Conferences

175,477 Total downloads

Viewing: 1 - 50 of 727 papers

1.

What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior

Number of pages: 80 Posted: 11 Apr 2014 Last Revised: 01 Oct 2015
Working Paper Series
University of Miami - Department of Finance, George Washington University - Department of Finance and University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 3,940
2.

Option Return Predictability

Review of Financial Studies, Vol. 35, 2022, 27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 78 Posted: 06 Dec 2015 Last Revised: 01 Mar 2022
Accepted Paper Series
Department of Finance, School of Management, Fudan University, University of Toronto, Rotman School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and Shanghai LiLi Technology Co.,Ltd.
Downloads 3,330
3.

Forecasting Stock Returns in Good and Bad Times: The Role of Market States

27th Australasian Finance and Banking Conference 2014 Paper, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 41 Posted: 14 Dec 2012 Last Revised: 01 Aug 2017
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 3,133
4.

Manager Sentiment and Stock Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 21 Sep 2015 Last Revised: 13 Sep 2017
Working Paper Series
Central University of Finance and Economics (CUFE), Brigham Young University, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 2,589
5.

Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?

Number of pages: 21 Posted: 15 Mar 2014 Last Revised: 04 Jun 2015
Working Paper Series
Vienna University of Economics and BusinessVienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Modul University Vienna - Department of International Management
Downloads 2,160
6.

Do Long-Term Investors Improve Corporate Decision Making?

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper, Asian Finance Association 2015 Conference Paper
Number of pages: 81 Posted: 05 Oct 2014 Last Revised: 27 Nov 2017
Working Paper Series
University of Washington, York University - Schulich School of Business and Virginia Polytechnic Institute & State University

Multiple version iconThere are 2 versions of this paper

Downloads 2,149
7.

Foreign Exchange Volume

Number of pages: 86 Posted: 23 Aug 2017 Last Revised: 04 Jun 2021
Working Paper Series
Bayes Business SchoolBayes Business School, University of Houston - C.T. Bauer College of Business, University of Toronto and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,760
8.

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 1,757
9.

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 1,597
10.

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 1,443
11.

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 1,404
12.

Anomalies Enhanced: A Portfolio Rebalancing Approach

Number of pages: 53 Posted: 01 Jul 2015 Last Revised: 22 Mar 2019
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 1,385
13.

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 1,353
14.

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 1,334
15.

Can Information Be Locked-Up? Informed Trading Ahead of Macro-News Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 91 Posted: 13 May 2014 Last Revised: 27 Oct 2015
Accepted Paper Series
University of Miami - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads 1,291
16.

Differences in Herding: Individual vs. Institutional Investors

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 31 Posted: 13 Feb 2009 Last Revised: 16 Feb 2015
Working Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, School of Business, Renmin University of China and University of Hawaii at Manoa
Downloads 1,284
17.

The Rate of Market Efficiency

Number of pages: 62 Posted: 20 Mar 2012 Last Revised: 13 Oct 2014
Working Paper Series
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Universidad Carlos III de Madrid
Downloads 1,256
18.

Aggregate Implied Volatility Spread and Stock Market Returns

Rotman School of Management Working Paper No. 3047528, International Journal of Information Systems & Management Science, Vol. 67, No. 2, 2021
Number of pages: 59 Posted: 04 Oct 2017 Last Revised: 22 Nov 2021
Accepted Paper Series
University of Toronto, Rotman School of Management and The Chinese University of Hong Kong, CUHK Business School
Downloads 1,228
19.

Institutional Trading and Abel Noser Data

Journal of Corporate Finance 52, 2018, 143-167., Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 26 Dec 2017 Last Revised: 04 Sep 2018
Accepted Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, Hong Kong Polytechnic University - School of Accounting and Finance, Hong Kong Polytechnic University, School of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 1,187
20.

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 1,144
21.

Multinational Corporation as the Subject of International Law

Number of pages: 1 Posted: 18 Feb 2014
Working Paper Series
Maranatha Christian University
Downloads 1,141
22.

Cost Behavior and Stock Returns

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 49 Posted: 01 Jul 2014 Last Revised: 14 Jul 2017
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 1,084
23.

Socially Responsible Corporate Customers

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 560/2018, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 27 Jan 2018 Last Revised: 14 Mar 2020
Accepted Paper Series
Wharton Research Data Services (WRDS), Singapore Management University - Lee Kong Chian School of Business and Schulich School of Business, York University
Downloads 1,081
24.

Human Capital Driven Acquisition: Evidence from the Inevitable Disclosure Doctrine

Number of pages: 57 Posted: 11 Jan 2016 Last Revised: 26 Jan 2020
Working Paper Series
University of International Business and Economics, Fanhai International School of Finance, Fudan University and Hong Kong Polytechnic University
Downloads 1,061
25.

Private Company Valuations by Mutual Funds

Review of Finance, Forthcoming
Number of pages: 64 Posted: 08 Nov 2017 Last Revised: 22 Apr 2022
Accepted Paper Series
Georgia State University, University of California, Davis, Chinese University of Hong Kong - Department of Finance, National University of Singapore (NUS) - Department of Finance and University of California, Davis - Graduate School of Management
Downloads 1,011
26.

Who Captures the Power of the Pen?

Review of Financial Studies, 2018,43–96
Number of pages: 122 Posted: 06 Mar 2014 Last Revised: 29 Nov 2018
Accepted Paper Series
Xiamen University, The Chinese University of Hong Kong, Shenzhen and Australian National University (ANU) - College of Business and Economics
Downloads 1,000
27.

Stock Market Predictability and Industrial Metal Returns

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 50 Posted: 19 Aug 2010 Last Revised: 12 Jul 2016
Working Paper Series
Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 987
28.

Product Market Threats and Stock Crash Risk

Number of pages: 58 Posted: 01 Aug 2014 Last Revised: 22 Nov 2017
Working Paper Series
Wilfrid Laurier University - School of Business & Economics and Department of Finance, School of Management, Fudan University
Downloads 938
29.

Empirical Test of Fama French Three Factor Model and Illiquidity Premium in Indonesia

Corporate Ownership & Control Journal / Volume 12, Issue 2, Winter 2015 (Scopus Indexed)
Number of pages: 23 Posted: 15 Feb 2014 Last Revised: 23 Feb 2015
Accepted Paper Series
University of Auckland, Business School, Department of Accounting and Finance, Students and Universitas Indonesia, Graduate School of Management
Downloads 918
30.

Why Did the q Theory of Investment Start Working?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 65 Posted: 21 Nov 2017 Last Revised: 08 Aug 2018
Working Paper Series
McGill University, Emory University - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 899
31.

Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?

Management Science, Forthcoming
Number of pages: 48 Posted: 02 Oct 2016 Last Revised: 21 May 2019
Accepted Paper Series
University of Illinois at Urbana-Champaign - Department of Finance, Renmin University of China - School of Business and Nanjing University
Downloads 896
32.

Long-Term Reversals in the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 17 Mar 2019 Last Revised: 24 Dec 2019
Accepted Paper Series
Georgetown University - McDonough School of Business, University of California, Los Angeles (UCLA) - Finance Area and Georgetown University - Department of Finance
Downloads 847
33.

Corporate Governance and Executive Compensation for Corporate Social Responsibility

Journal of Business Ethics, Forthcoming, Harvard Business School Working Paper No. 16-014
Number of pages: 36 Posted: 24 Jan 2015 Last Revised: 13 Feb 2017
Accepted Paper Series
Henry W. Bloch School of Management, University of Missouri-Kansas City, University of Western Ontario - Ivey School of Business and Anderson School of Management (UCLA)
Downloads 844
34.

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 836
35.

Investor Awareness or Information Asymmetry? Wikipedia and IPO Underpricing

Financial Review, Vol. 56, No. 3, pp. 535-561 (2021)
Number of pages: 42 Posted: 31 Jan 2017 Last Revised: 12 Jul 2021
Accepted Paper Series
Miami University, Rensselaer Polytechnic Institute (RPI) - Lally School of Management, Rensselaer Polytechnic Institute (RPI) - Department of Finance and Accounting and Nankai University
Downloads 822
36.

Say on Pay: Do Shareholders Care?

FMG Discussion Paper DP751, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 579/2018
Number of pages: 53 Posted: 25 Jan 2016 Last Revised: 07 Nov 2018
Working Paper Series
University College London - Faculty of Laws and London School of Economics - Centre for Economic Performance
Downloads 820
37.

Tail Risk Hedging and Regime Switching

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 40 Posted: 17 Oct 2011 Last Revised: 05 Aug 2016
Working Paper Series
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance and University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
Downloads 799
38.

Dividend Policy, Corporate Governance and Stock Liquidity

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 54 Posted: 26 Feb 2015
Working Paper Series
University of Queensland - Business School, Macquarie University and Australian National University (ANU) - College of Business and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 797
39.

Trend Salience, Investor Behaviors and Momentum Profitability

Number of pages: 38 Posted: 14 Feb 2014 Last Revised: 29 Jul 2019
Working Paper Series
University of Newcastle (Australia) and The Brattle Group
Downloads 795
40.

An Empirical Study on the Practices of Inah and ‘Ujrah Concept in Islamic Banking Credit Card (Case Study in Malaysia)

Number of pages: 19 Posted: 31 Mar 2014
Working Paper Series
Padang State Polytechnic, International Islamic University of Malaysia (IIUM) and International Islamic University of Malaysia (IIUM)
Downloads 792
41.

Comparison of Islamic Banks with Conventional Banks: Evidence from an Emerging Market

Asian Finance Association (AsianFA) 2015 Conference Paper, Aman, A., Sharif, S., & Arif, I. (2016). Comparison of Islamic Banks with Conventional Banks: Evidence from an Emerging Market. Journal of Management Sciences, 3(1), 13-22
Number of pages: 24 Posted: 16 Feb 2015 Last Revised: 31 Mar 2016
Accepted Paper Series
IQRA University, Institute of Business Administration, Karachi and Iqra University
Downloads 785
42.

Corporate Governance, Earning Quality and Information Asymmetry: Evidence from Insider Trading Around the Globe

FIRN Research Paper No. 2725778
Number of pages: 42 Posted: 02 Feb 2016
Working Paper Series
University of Queensland - Faculty of Business, Economics and Law, Kasetsart University - Faculty of Management Sciences and The University of Western Australia
Downloads 783
43.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 76 Posted: 23 Jan 2018 Last Revised: 22 Oct 2021
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Capital University of Economics and Business, Renmin University and Washington University in St. Louis - John M. Olin Business School
Downloads 769
44.

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 754
45.

The Causal Impact of Distance on Bank Lending

Number of pages: 76 Posted: 01 Apr 2015 Last Revised: 08 Oct 2021
Working Paper Series
Emory University - Goizueta Business School, Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance
Downloads 749
46.

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 745
47.

Disagreement, Underreaction, and Stock Returns

Management Science, 2017, 63(4), 1214–1231
Number of pages: 51 Posted: 15 Nov 2012 Last Revised: 21 Nov 2017
Accepted Paper Series
The Chinese University of Hong Kong, Hong Kong Polytechnic University and University of Toronto - Rotman School of Management
Downloads 740
48.

Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic

Asian Finance Association (AsianFA) 2018 Conference, Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 56 Posted: 11 Sep 2017 Last Revised: 11 Apr 2022
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business and The Hong Kong Polytechnic University
Downloads 737
49.

Dividend Policy in Indonesia: A Life-Cycle Explanation

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 37 Posted: 15 Feb 2014 Last Revised: 19 Jun 2014
Working Paper Series
Universitas Gadjah Mada, Universitas Gadjah Mada (UGM) - Management, Universitas Gadjah Mada - Faculty of Economics and Business and Universitas Gadjah Mada (UGM)
Downloads 729
50.

An Analyst by Any Other Surname: Surname Favorability and Market Reaction to Analyst Forecasts

Journal of Accounting and Economics (JAE), Forthcoming
Number of pages: 74 Posted: 27 Aug 2016 Last Revised: 21 Feb 2019
Accepted Paper Series
City, University of London - Bayes Business School, University of Miami - Miami Herbert Business School, DePaul University - Department of Finance and KAIST College of Business
Downloads 717