SSRN Asian Finance Association (AsianFA) 2014 Conference (Archive)

1.

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

2.

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

3.

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

4.

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 414

5.

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

6.

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

7.

Management Forecasts and the Cost of Equity Capital: International Evidence

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 68 Posted: 04 Feb 2014 Last Revised: 15 Mar 2017

Working Paper Series

Ying Cao, Linda A. Myers, Albert Tsang and Yong George Yang

The Chinese University of Hong Kong (CUHK) - School of Accountancy, University of Tennessee, Haslam College of Business, Accounting and Information Management, Schulich School of Business and The Chinese University of Hong Kong (CUHK) - Faculty of Business Administration

There are 2 versions of this paper

Downloads 320

8.

Probability Weighting and Asset Prices: Evidence from Mergers and Acquisitions

Number of pages: 60 Posted: 08 Feb 2014 Last Revised: 24 Mar 2017

Working Paper Series

Baolian Wang

Gabelli School of Business - Fordham University

Downloads 307

9.

Cross-Border Mergers and Acquisitions for Innovation Opportunities

26th Australasian Finance and Banking Conference 2013, Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 59 Posted: 24 Jun 2013 Last Revised: 30 Apr 2016

Working Paper Series

Po-Hsuan Hsu, Peng Huang, Mark Humphery-Jenner and Ronan Powell

University of Hong Kong, University of New South Wales - Australian School of Business, UNSW Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Downloads 259

10.

Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?

Review of Financial Studies, Vol. 29, No. 12, December 2016, pp. 3321-3353

Number of pages: 67 Posted: 15 Feb 2014 Last Revised: 26 Jan 2017

Accepted Paper Series

Ji-Woong Chung and Byoung Uk Kang

Korea University - Department of Finance and The Hong Kong Polytechnic University - School of Accounting and Finance

Downloads 244

11.

Disclosure, Ownership Structure and Bank Risk: Evidence from Asia

27th Australasian Finance and Banking Conference 2014 Paper

Number of pages: 50 Posted: 14 Feb 2014 Last Revised: 19 Dec 2014

Working Paper Series

Bowo Setiyono and Amine Tarazi

Université de Limoges, LAPE and Universite de Limoges, LAPE

Downloads 213

12.

Are Excess Cash Holdings More Valuable to Firms in Times of Crisis? Financial Constraints and Governance Matter

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 49 Posted: 15 Feb 2014 Last Revised: 17 Mar 2014

Working Paper Series

Yanhao Chang, Karen L. Benson and Robert W. Faff

University of Queensland, University of Queensland - Business School and University of Queensland

There are 2 versions of this paper

Downloads 198

13.

Beta Reversal and Expected Returns

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 59 Posted: 15 Mar 2014

Working Paper Series

Yexiao Xu and Yihua Zhao

University of Texas at Dallas - School of Management and Tulane University - A.B. Freeman School of Business

Downloads 190

14.

On the Explanations for the Gross Profitability Effect: Insights from International Equity Markets

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 57 Posted: 10 Feb 2014 Last Revised: 06 Jan 2015

Working Paper Series

Lei Sun, K.C. John Wei and Feixue Xie

School of Finance, Shanghai University of Finance and Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Texas at El Paso - College of Business Administration - Department of Economics and Finance

Downloads 181

15.

Realised Co-Skewness of the VIX and S&P 500 and the Equity Premium

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 27 Posted: 08 Jan 2014

Working Paper Series

Zhi Liu, Junwei Liu, Kent Wang and Zhanglong Wang

University of Macau, Xiamen University, University of Queensland and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)

Downloads 175

16.

Why Firms Adopt Good Governance Practices? Evidence from Stock Option Adoptions in Japan

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 61 Posted: 09 Sep 2010 Last Revised: 14 Feb 2014

Working Paper Series

Shinya Shinozaki, Hiroshi Moriyasu and Konari Uchida

Kyushu University, Nagasaki University and Kyushu University

Downloads 168

17.

Information Processing in the Secondary Foreign Rule 144A Debt Market

Number of pages: 52 Posted: 28 Jul 2013 Last Revised: 03 Jan 2017

Working Paper Series

Alan Guoming Huang, Madhu Kalimipalli, Subhankar Nayak and Latha Ramchand

University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University, Wilfrid Laurier University - Financial Services Research Centre and University of Houston

Downloads 165

18.

Retail Clientele and Dividend Policy

Number of pages: 32 Posted: 21 Feb 2014 Last Revised: 09 Mar 2016

Working Paper Series

Dermot Murphy and Ramabhadran S. Thirumalai

University of Illinois at Chicago - Department of Finance and Indian School of Business

Downloads 163

19.

Inventory Behavior and Financial Constraints: Theory and Evidence

Asian Finance Association (AsianFA) 2014 Conference Paper, 27th Australasian Finance and Banking Conference 2014 Paper, Swedish House of Finance Research Paper No. 16-17

Number of pages: 78 Posted: 13 Feb 2014 Last Revised: 10 Oct 2016

Working Paper Series

Sudipto Dasgupta, Erica X. N. Li and Dong Yan

Hong Kong University of Science & Technology (HKUST) - Department of Finance, University of Michigan, Stephen M. Ross School of Business and Stockholm School of Economics

Downloads 161

20.

Ownership Structure, Tax Regime, and Dividend Smoothing: International Evidence

Midwest Finance Association 2013 Annual Meeting Paper, Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 38 Posted: 03 Sep 2012 Last Revised: 14 Feb 2014

Working Paper Series

Shinya Shinozaki and Konari Uchida

Kyushu University and Kyushu University

Downloads 152

21.

Stock Market Integration and Portfolio Diversifications in the ASEAN Economic Community (AEC): A Thai Perspective

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 25 Posted: 16 Feb 2014

Working Paper Series

Yuthana Sethapramote, Suthawan Prukumpai and Anucha Kaewju

National Institute of Development Administration, School of Development Economics, Kasetsart University - Department of Accounting, Faculty of Business Administration and National Institute of Development Administration

Downloads 149

22.

Do Bank Bondholders Price Banks’ Ability to Manage Risk/Return?

Number of pages: 48 Posted: 16 Mar 2013 Last Revised: 23 Oct 2015

Working Paper Series

Cecile Casteuble, Emmanuelle Nys and Philippe Rous

Université de Rennes1, CREM, Université de Limoges, LAPE and Université de Limoges, LAPE

Downloads 114

23.

Portfolio Capital Flows: A Simple Coincident Indicator for Emerging Markets

Number of pages: 44 Posted: 19 Jul 2014

Working Paper Series

Julien Moussavi

Amundi Asset Management

Downloads 114

24.

Do Credit Default Swaps Affect Lending Practices? Evidence from Syndicate Structures and the London Whale Incident

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 51 Posted: 07 Feb 2014

Working Paper Series

Wei-Ling Song

Louisiana State University

Downloads 109

25.

The Competitive Effect of Rivals' Earnings News on Initial Public Offerings

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 49 Posted: 21 Nov 2009 Last Revised: 12 Feb 2014

Working Paper Series

Tony Ruan and Hong Qian

Xiamen University and Oakland University - Department of Accounting and Finance

Downloads 103

26.

Does Product Market Competition Discipline Managers? Evidence from Exogenous Trade Shock and Corporate Acquisitions

Asian Finance Association (AsianFA) 2014 Conference, American Finance Association (2015) Meeting

Number of pages: 48 Posted: 18 Jan 2014 Last Revised: 04 May 2017

Working Paper Series

Azizjon Alimov

City University of Hong Kong

Downloads 102

27.

Bank Financing and Credit Rationing of Australian SMEs

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 40 Posted: 14 Feb 2014 Last Revised: 26 Feb 2014

Working Paper Series

Scott McCarthy, Barry R. Oliver and Martie‐Louise Verreynne

University of Queensland - Faculty of Business, Economics and Law, University of Queensland - Business School and University of Queensland

Downloads 94

28.

Capital and Credit Market Integration and Real Economic Contagion During the Global Financial Crisis

Number of pages: 42 Posted: 14 Mar 2014 Last Revised: 27 Apr 2016

Working Paper Series

Ju Hyun Pyun and Jiyoun An

Korea University Business School (KUBS) and Kyung Hee University

Downloads 87

29.

Bank Mergers, Loan Contracts, and Firm Performance: A Quasi-Experiment from Japanese Bank Mergers

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 25 Posted: 17 Feb 2014

Working Paper Series

Katsushi Suzuki and Kazuo Yamada

Hitotsubashi University - Graduate School of Commerce and Management and Nagasaki University - Faculty of Economics

Downloads 85

30.

The Informational Role of Individual Investors in Stock Pricing: Evidence from Large Individual and Small Retail Investors

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 54 Posted: 01 Mar 2014

Working Paper Series

Hung-Ling Chen, Edward H. Chow and Cheng-Yi Shiu

Shih Chien University, National Chengchi University (NCCU) - Department of Finance and Banking and National Central University at Taiwan - Department of Finance

Downloads 77

31.

Increasing Trends in the Excess Comovement of Commodity Prices

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 30 Posted: 24 Jan 2014

Working Paper Series

Kazuhiko Ohashi and Tatsuyoshi Okimoto

Hitotsubashi University - Graduate School of International Corporate Strategy and Crawford School of Public Policy, Australian National University

There are 3 versions of this paper

Downloads 74

32.

Positive Mean Currency Returns

The Journal of Business Inquiry (Forthcoming)

Number of pages: 21 Posted: 23 Nov 2013 Last Revised: 21 Jul 2017

Accepted Paper Series

Yufen Fu and George Blazenko

Tunghai University and Simon Fraser University (SFU) - Finance Area

Downloads 69

33.

Borrowing Culture and Debt Relief: Evidence from a Policy Experiment

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 62 Posted: 17 Feb 2014

Working Paper Series

Sankar De and Prasanna L. Tantri

Independent and Indian School of Business

There are 2 versions of this paper

Downloads 64

34.

The Loan Herding of Chinese Banks for Industrial Lending and the Subsequent Economic Impact

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 33 Posted: 17 Feb 2014

Working Paper Series

Ralph Lu, Chung-Hua Shen and Hao Fang

Ming Chuan University - Department of Finance, National Taiwan University - Department of Finance and Hwa Hsia Institute of Technology - Department of Assets and Property Management

Downloads 59

35.

The Certification Role of Pre-IPO Banking Relationships: IPO Underpricing and Post-IPO Performance in Japan

Waseda Institute Political Economy Working Paper Series, No. E1423

Number of pages: 52 Posted: 07 Feb 2014 Last Revised: 21 May 2015

Working Paper Series

Yoshiaki Ogura

Waseda University, School of Political Science and Economics

Downloads 58

36.

How Do Corporate Control Rights Transactions Create Shareholder Value? Evidence from China

Asian Finance Association (AsianFA) 2014 Conference , Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 39 Posted: 15 Feb 2014 Last Revised: 15 Jun 2014

Working Paper Series

Liping Dong, Konari Uchida and Xiaohong Hou

Kyushu University, Kyushu University - Faculty of Economics and China University of Mining and Technology (CUMT)

Downloads 50

37.

Long-Horizon Returns Predictability and Structural Break in Stock Exchange of Thailand

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 35 Posted: 16 Feb 2014

Working Paper Series

Suthawan Prukumpai

Kasetsart University - Department of Accounting, Faculty of Business Administration

Downloads 47

38.

Activism and the Shift to Annual Director Election

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 40 Posted: 17 Feb 2014 Last Revised: 23 Sep 2014

Working Paper Series

Re-Jin Guo, Timothy A. Kruse and Tom Nohel

University of Illinois at Chicago - Department of Finance, Xavier University - Department of Finance and Loyola University of Chicago

Downloads 45

39.

Corporate Ownership Structure and Cash Holding in Family Controlled Firms: Evidence from the NTS Reform in China

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 53 Posted: 16 Feb 2014

Working Paper Series

Qigui Liu, Tianpei Luo and Gary Gang Tian

Department of Finance and Accounting, School of Management, Zhejiang University, University of Wollongong - School of Accounting, Economics & Finance and Macquarie University

Downloads 45

40.

Price, Volume and Liquidity Effects of Stocks Entering and Leaving Jakarta Islamic Index

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 49 Posted: 15 Feb 2014

Working Paper Series

Erna Listyaningsih and Chandrasekhar Krishnamurti

Malahayati University and University of Southern Queensland

Downloads 37

41.

Why Do Governments Lend? Evidence from the Corporate Loan Market

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 45 Posted: 16 Feb 2014

Working Paper Series

Veljko Fotak

State of New York (SUNY) at Buffalo

There are 2 versions of this paper

Downloads 36

42.

Pricing, Dynamics, and Determinants of Illiquidity Risks: International Evidence

Asian Finance Association (AsianFA) 2014 Conference Paper

Number of pages: 37 Posted: 15 Mar 2014 Last Revised: 02 Mar 2015

Working Paper Series

Mohsen Saad and Anis Samet

American University of Sharjah and American University of Sharjah - School of Business and Management

Downloads 30

43.

Less Informed Lenders and Signaling: Evidence from Syndicated Loans

Asian Finance Association (AsianFA) 2014 Conference Paper

Posted: 06 Mar 2014

Working Paper Series

Fumio Akiyoshi, Naoaki Minamihashi and Katsutoshi Shimizu

Osaka University of Economics, Göteborg University and Nagoya University

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