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Asian Finance Association (AsianFA) Conferences

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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 - School of Business Administration, George Washington University - Department of Finance and University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 2,999
2.

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 - Olin School of Business
Downloads 2,298
3.

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 Tech

Multiple version iconThere are 2 versions of this paper

Downloads 1,701
4.

Option Return Predictability

27th Annual Conference on Financial Economics and Accounting Paper, Rotman School of Management Working Paper No. 2698267
Number of pages: 60 Posted: 06 Dec 2015 Last Revised: 14 Jan 2018
Working Paper Series
Chinese University of Hong Kong - Department of Finance, University of Toronto, Rotman School of Management, Singapore Management University - Lee Kong Chian School of Business and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 1,362
5.

The Brain Gain of Corporate Boards: Evidence from China

Journal of Finance, Forthcoming, Asian Finance Association (AsFA) 2013 Conference, ECGI - Finance Working Paper No. 343/2013
Number of pages: 82 Posted: 01 Dec 2011 Last Revised: 14 May 2014
Accepted Paper Series
Stockholm School of Economics, Central University of Finance and Economics - School of Accountancy and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,196
6.

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 - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads 1,149
7.

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 1,148
8.

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 1,121
9.

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 1,113
10.

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 1,084
11.

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, University of New South Wales (UNSW) - School of Banking and Finance and Tsinghua University - PBC School of Finance
Downloads 956
12.

Anomalies Enhanced: A Dynamic Trading Strategy

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 56 Posted: 01 Jul 2015 Last Revised: 20 Jun 2017
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 - Olin School of Business
Downloads 869
13.

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), University of Georgia, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - Olin School of Business
Downloads 857
14.

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 - Olin School of Business
Downloads 829
15.

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 - Olin School of Business
Downloads 805
16.

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), RMIT University - School of Economics, Finance and Marketing and University of Southern California - Marshall School of Business
Downloads 801
17.

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 New South Wales, Department of Banking and Finance and London School of Economics - Centre for Economic Performance
Downloads 725
18.

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 705
19.

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 704
20.

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, RMIT University - School of Economics, Finance and Marketing and Australian National University (ANU) - College of Business and Economics
Downloads 673
21.

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 University of Western Australia
Downloads 652
22.

Trend Salience, Investor Behaviors and Momentum Profitability

Number of pages: 32 Posted: 14 Feb 2014
Working Paper Series
University of Newcastle (Australia) and University of Newcastle (Australia)
Downloads 622
23.

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 614
24.

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
University of Western Ontario - Richard Ivey School of Business, University of Western Ontario - Ivey School of Business and Northwestern University - Kellogg School of Management
Downloads 611
25.

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: 62 Posted: 08 Mar 2012 Last Revised: 18 Sep 2015
Working Paper Series
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 611
26.

Idiosyncratic Risk, Costly Arbitrage, and the Cross-Section of Stock Returns

Journal of Banking and Finance (JBF), Vol. 73, 2016
Number of pages: 42 Posted: 30 Oct 2008 Last Revised: 28 Nov 2016
Accepted Paper Series
Chinese University of Hong Kong - Department of Finance and University of Toronto, Rotman School of Management
Downloads 607
27.

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 Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 597
28.

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), Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)
Downloads 551
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 Indonesia (UI) and Universitas Indonesia, Graduate School of Management
Downloads 542
30.

Method of Payment and Risk Mitigation in Cross-Border Mergers and Acquisitions

Asian Finance Association (AsianFA) 2014 Conference Paper, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 63 Posted: 26 Feb 2014 Last Revised: 19 Nov 2015
Working Paper Series
University of New South Wales - Australian School of Business, Loyola Marymount University - Department of Finance and Computer Information Systems and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 535
31.

Flight to Quality in International Markets: Investors’ Demand for Financial Reporting Quality during Political Uncertainty Events

Rotman School of Management Working Paper No. 2552173
Number of pages: 66 Posted: 20 Jan 2015 Last Revised: 05 Nov 2017
Working Paper Series
University of Toronto - Rotman School of Management, University of Toronto - Rotman School of Management, Wuhan University - School of Economics and Management and The University of Hong Kong
Downloads 517
32.
Downloads 513
33.

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 512
34.

Superstition and Financial Decision Making

Management Science, Forthcoming
Number of pages: 44 Posted: 08 Aug 2012 Last Revised: 25 Feb 2017
Accepted Paper Series
University of California, Irvine - Paul Merage School of Business, Nanyang Technological University (NTU) and Nanyang Technological University (NTU)
Downloads 507
35.

Who Captures the Power of the Pen?

Review of Financial Studies, Forthcoming
Number of pages: 122 Posted: 06 Mar 2014 Last Revised: 20 Jan 2017
Accepted Paper Series
Xiamen University, University of New South Wales (UNSW) - School of Banking and Finance and University of New South Wales (UNSW) - Australian School of Business
Downloads 506
36.

Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand

Asian Finance Association (AsianFA) 2015 Conference Paper, PBCSF-NIFR Research Paper No. 15-01, INSEAD Working Paper No. 2015/12/FIN
Number of pages: 31 Posted: 03 Feb 2015 Last Revised: 19 Feb 2016
Working Paper Series
University of California, Riverside, INSEAD - Finance and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 503
37.

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
University of Toronto - Rotman School of Management, Hong Kong Polytechnic University and University of Toronto - Rotman School of Management
Downloads 491
38.

Say on Pay: Do Shareholders Care?

FMG Discussion Paper DP751
Number of pages: 43 Posted: 25 Jan 2016 Last Revised: 22 Jun 2017
Working Paper Series
University College London - Faculty of Laws and London School of Economics - Centre for Economic Performance
Downloads 474
39.

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
Curtin University - School of Economics and Finance
Downloads 471
40.

Do Non-Executive Employees Have Information? Evidence from Employee Stock Purchase Plans

AFA 2011 Denver Meetings Paper, Forthcoming in Management Science
Number of pages: 50 Posted: 19 Mar 2010 Last Revised: 23 Apr 2015
Accepted Paper Series
Arizona State University and University of New South Wales (UNSW)
Downloads 462
41.

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 Business, IMC University of Applied Sciences Krems and Vienna University of Economics and Business - Institute for Finance, Banking and Insurance
Downloads 413
42.

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
Universite de Limoges, LAPE, Universitas Gadjah Mada (UGM) - Management, Universitas Gadjah Mada - Faculty of Economics and Business and Universitas Gadjah Mada (UGM)
Downloads 413
43.

Modelling Small Business Failures in Malaysia

Number of pages: 10 Posted: 11 Mar 2014
Working Paper Series
Universiti Utara Malaysia, Universiti Utara Malaysia, Universiti Utara Malaysia and Universiti Utara Malaysia
Downloads 407
44.

Nonlocal Disadvantage: An Examination of Social Media Sentiment

Number of pages: 60 Posted: 17 Jun 2011 Last Revised: 27 Apr 2017
Working Paper Series
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 405
45.

Momentum Life Cycle around the World and Beyond

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 72 Posted: 16 Feb 2015 Last Revised: 25 Sep 2016
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Hong Kong Polytechnic University
Downloads 389
46.

Option Bid-Ask Spread and Liquidity

Number of pages: 21 Posted: 27 Feb 2011 Last Revised: 13 Feb 2014
Working Paper Series
McGill University - Desautels Faculty of Management
Downloads 388
47.

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: 59 Posted: 24 May 2013 Last Revised: 11 Sep 2014
Working Paper Series
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 383
48.

Patents, Innovation, and Performance of Venture Capital-backed IPOs

Number of pages: 55 Posted: 08 Dec 2013 Last Revised: 17 Jan 2015
Working Paper Series
Independent, Central University of Finance and Economics (CUFE) and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 365
49.

Disaggregated Sales and Stock Returns

Georgetown McDonough School of Business Research Paper No. 2892184
Number of pages: 81 Posted: 09 Jan 2017 Last Revised: 03 Jan 2018
Working Paper Series
Georgetown University - Department of Finance, National University of Singapore - NUS Business School and Hong Kong Baptist University (HKBU)
Downloads 362
50.

Effect of the Basel Accord Capital Requirements on the Loan-Loss Provisioning Practices of Australian Banks

Asian Finance Association (AsianFA) 2014 Conference Paper, 27th Australasian Finance and Banking Conference 2014 Paper, CIFR Paper No. 026/2014
Number of pages: 36 Posted: 16 Feb 2014 Last Revised: 04 Feb 2016
Working Paper Series
Macquarie University, Faculty of Business and Economics and Macquarie University, Faculty of Business and Economics
Downloads 362