SSRN Asian Finance Association (AsianFA) Conferences

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

Gennaro Bernile, Vineet Bhagwat and P. Raghavendra Rau

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

There are 2 versions of this paper

Downloads 2,853

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

Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou

Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business

Downloads 2,135

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: 19 Jan 2017

Working Paper Series

Jarrad Harford, Ambrus Kecskes and Sattar Mansi

University of Washington, York University - Schulich School of Business and Virginia Tech

There are 2 versions of this paper

Downloads 1,564

4.

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

Mariassunta Giannetti, Guanmin Liao and Xiaoyun Yu

Stockholm School of Economics, Central University of Finance and Economics - School of Accountancy and Indiana University - Kelley School of Business - Department of Finance

Downloads 1,154

5.

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

Wei Li, Steven Shuye Wang and Ghon Rhee

Hong Kong Polytechnic University - School of Accounting and Finance, School of Business, Renmin University of China and University of Hawaii at Manoa

Downloads 1,122

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

Gennaro Bernile, Jianfeng Hu and Yuehua Tang

University of Miami - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance

Downloads 1,121

7.

The Rate of Market Efficiency

Number of pages: 62 Posted: 20 Mar 2012 Last Revised: 13 Oct 2014

Working Paper Series

Rasa Karapandza and Jose M. Marin

EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Universidad Carlos III de Madrid

Downloads 1,091

8.

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

Stefan Zeume

University of Michigan, Stephen M. Ross School of Business

Downloads 1,056

9.

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

Daniel Ferreira, David Kershaw, Tom Kirchmaier and Edmund‐Philipp Schuster

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 1,051

10.

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

Massimo Massa, Bohui Zhang and Hong Zhang

INSEAD - Finance, University of New South Wales (UNSW) - School of Banking and Finance and Tsinghua University - PBC School of Finance

Downloads 908

11.

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

Jeremy Goh, Fuwei Jiang, Jun Tu and Guofu Zhou

Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business

Downloads 796

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

Yufeng Han, Dayong Huang and Guofu Zhou

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 769

13.

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

Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou

Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business

Downloads 737

14.

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

Mingyi Hung, Jing Shi and Yongxiang Wang

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 711

15.

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

Markus Huggenberger, Peter Albrecht and Alexandr Pekelis

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 697

16.

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

Renee B. Adams and Tom Kirchmaier

University of New South Wales, Department of Banking and Finance and London School of Economics - Centre for Economic Performance

Downloads 686

17.

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

Ben Jacobsen, Ben R. Marshall and Nuttawat Visaltanachoti

Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance

Downloads 676

18.

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

Rulu Pan, Jing Shi and Qiaoqiao Zhu

University of Queensland - Business School, RMIT University - School of Economics, Finance and Marketing and Australian National University (ANU) - College of Business and Economics

Downloads 627

19.

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

Allan Hodgson, Suntharee Lhaopadchan and Sirimon Treepongkaruna

University of Queensland - Faculty of Business, Economics and Law, Kasetsart University - Faculty of Management Sciences and University of Western Australia

Downloads 600

20.

Trend Salience, Investor Behaviors and Momentum Profitability

Number of pages: 32 Posted: 14 Feb 2014

Working Paper Series

Paul Docherty and Gareth Hurst

University of Newcastle (Australia) and University of Newcastle (Australia)

Downloads 599

21.

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

Jie Cao and Bing Han

Chinese University of Hong Kong - Department of Finance and University of Toronto, Rotman School of Management

Downloads 594

22.

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

Bryan Hong, Zhichuan Frank Li and Dylan Minor

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 581

23.

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

Robert Charles Giannini, Paul J. Irvine and Tao Shu

Citadel, Neeley School of Business and University of Georgia - Department of Finance

Downloads 578

24.

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

Ameenullah Aman, Saqib Sharif and Imtiaz Arif

Iqra University, Institute of Business Administration, Karachi and Iqra University

Downloads 572

25.

Manager Sentiment and Stock Returns

Asian Finance Association (AsianFA) 2016 Conference

Number of pages: 58 Posted: 21 Sep 2015 Last Revised: 14 Jan 2016

Working Paper Series

Fuwei Jiang, Joshua A. Lee, Xiumin Martin and Guofu Zhou

Central University of Finance and Economics (CUFE) - School of Finance, University of Georgia, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - Olin School of Business

Downloads 564

26.

Intellectual Property Protection and Financial Markets: Patenting vs. Secrecy

Number of pages: 49 Posted: 01 Nov 2014 Last Revised: 26 Oct 2015

Working Paper Series

Nishant Dass, Vikram K. Nanda and Steven Chong Xiao

Georgia Institute of Technology - Scheller College of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management

There are 2 versions of this paper

Downloads 535

27.

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

Mingyi Hung, Xi Li and Shiheng Wang

Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)

Downloads 528

28.

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

Citra Amanda and Zaäfri A. Husodo

University of Indonesia (UI) and Universitas Indonesia, Graduate School of Management

Downloads 518

29.

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

Peng Huang, Micah S. Officer and Ronan Powell

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 517

30.

Product Market Threats and Stock Crash Risk

Number of pages: 50 Posted: 01 Aug 2014 Last Revised: 26 Feb 2016

Working Paper Series

Si Li and Xintong Zhan

Wilfrid Laurier University - School of Business & Economics and Erasmus University Rotterdam

Downloads 516

31.

The Impact of Intellectual Capital on Bank’s Market Value and Financial Performance in Indonesia Stock Exchange

Number of pages: 10 Posted: 13 Mar 2014

Working Paper Series

Yanuar Trisnowati and Isti Fadah

Semen Indonesia - School of Management and University of Jember - Faculty of Economics

There are 2 versions of this paper

Downloads 499

32.

Superstition and Financial Decision Making

Management Science, Forthcoming

Number of pages: 44 Posted: 08 Aug 2012 Last Revised: 25 Feb 2017

Accepted Paper Series

David A. Hirshleifer, Ming Jian and Huai Zhang

University of California, Irvine - Paul Merage School of Business, Nanyang Technological University (NTU) and Nanyang Technological University (NTU)

Downloads 487

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

Gustina Jamaan, Noor Aimi Puad and Ruzanna Ramli

Padang State Polytechnic, International Islamic University of Malaysia (IIUM) and International Islamic University of Malaysia (IIUM)

Downloads 484

34.

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

Yawen Jiao, Massimo Massa and Hong Zhang

University of California, Riverside, INSEAD - Finance and Tsinghua University - PBC School of Finance

There are 2 versions of this paper

Downloads 483

35.

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: 65 Posted: 20 Jan 2015 Last Revised: 13 Aug 2016

Working Paper Series

Feng Chen, Ole-Kristian Hope, Qingyuan Li and Xin Wang

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 465

36.

Disagreement, Underreaction, and Stock Returns

Management Science, Forthcoming

Number of pages: 51 Posted: 15 Nov 2012 Last Revised: 04 Nov 2015

Accepted Paper Series

Ling Cen, K.C. John Wei and Liyan Yang

University of Toronto - Rotman School of Management, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Toronto - Rotman School of Management

Downloads 449

37.

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

Ilona Babenko and Rik Sen

Arizona State University and University of New South Wales

Downloads 445

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

Carsten Gerner-Beuerle and Tom Kirchmaier

London School of Economics and Political Science and London School of Economics - Centre for Economic Performance

Downloads 438

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

Lee A. Smales

Curtin University - School of Economics and Finance

Downloads 435

40.

Guru Dreams and Competition: An Anatomy of the Economics of Blogs

INSEAD Working Paper No. 2014/59/FIN, Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 35 Posted: 06 Nov 2014 Last Revised: 14 Feb 2015

Working Paper Series

Yi Dong, Massimo Massa and Hong Zhang

Shanghai University of Finance and Economics, INSEAD - Finance and Tsinghua University - PBC School of Finance

There are 2 versions of this paper

Downloads 415

41.

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

Jiaxing You, Bohui Zhang and Le Zhang

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 411

42.

Nonlocal Disadvantage: An Examination of Social Media Sentiment

Number of pages: 60 Posted: 17 Jun 2011 Last Revised: 27 Apr 2017

Working Paper Series

Robert Charles Giannini, Paul J. Irvine and Tao Shu

Citadel, Neeley School of Business and University of Georgia - Department of Finance

Downloads 392

43.

Modelling Small Business Failures in Malaysia

Number of pages: 10 Posted: 11 Mar 2014

Working Paper Series

Nur Adiana Hiau Abdullah, Abd Halim Ahmad, Rohani Md Rus and Nasruddin Zainudin

Universiti Utara Malaysia, Universiti Utara Malaysia, Universiti Utara Malaysia and Universiti Utara Malaysia

Downloads 386

44.

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

Leo Indra Wardhana, Eduardus Tandelilin, I Wayan Nuka Lantara and Eddy Junarsin

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

Downloads 383

45.

Option Bid-Ask Spread and Liquidity

Number of pages: 21 Posted: 27 Feb 2011 Last Revised: 13 Feb 2014

Working Paper Series

Mo Chaudhury

McGill University - Desautels Faculty of Management

Downloads 379

46.

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

Frank Weikai Li and K.C. John Wei

Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 371

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

Jing-Zhi Huang, Zhenzhen Sun, Tong Yao and Tong Yu

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

Downloads 370

48.

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

James R. Cummings and Kassim Jahn Durrani

Macquarie University, Faculty of Business and Economics and Macquarie University, Faculty of Business and Economics

Downloads 352

49.

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

Jerry Cao, Fuwei Jiang and Jay R. Ritter

Independent, Central University of Finance and Economics (CUFE) - School of Finance and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 349

50.

The Dynamics of Performance Volatility and Firm Valuation

Journal of Financial and Quantitative Analysis, Vol. 52, Issue 1, pp. 111-142, February 2017

Number of pages: 44 Posted: 17 Aug 2014 Last Revised: 26 Feb 2017

Accepted Paper Series

Jianxin Daniel Chi and Xunhua Su

University of Nevada, Las Vegas (UNLV) - Department of Finance and Norwegian School of Economics

Downloads 343

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