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Finance Down Under Conferences

210,591 Total downloads

Viewing: 1 - 50 of 477 papers

1.

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

FORTHCOMING IN THE REVIEW OF FINANCIAL STUDIES
Number of pages: 88 Posted: 22 Nov 2014 Last Revised: 22 Feb 2019
Working Paper Series
Independent, Universite du Luxembourg - Department of Finance, Aalto University School of Business and Independent
Downloads 4,859
2.

How Smart are 'Smart Beta' ETFs? Analysis of Relative Performance and Factor Exposure

Number of pages: 53 Posted: 17 Apr 2015 Last Revised: 02 Oct 2015
Working Paper Series
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Downloads 4,305
3.

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 3,870
4.

Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 433/2014, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 66 Posted: 02 Jul 2014 Last Revised: 11 Aug 2020
Working Paper Series
London Business School - Institute of Finance and Accounting, KFUPM Business School and University of Exeter Business School

Multiple version iconThere are 3 versions of this paper

Downloads 3,576
5.

The Value of Offshore Secrets – Evidence from the Panama Papers

Review of Financial Studies, forthcoming
Number of pages: 58 Posted: 28 Apr 2016 Last Revised: 22 Mar 2019
Accepted Paper Series
City University of Hong Kong (CityU), Bocconi University - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 3,300
6.

Days to Cover and Stock Returns

29th Australasian Finance and Banking Conference 2016
Number of pages: 63 Posted: 26 Feb 2015 Last Revised: 11 Nov 2016
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Baptist University (HKBU), Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,717
7.

Portfolio Manager Compensation in the U.S. Mutual Fund Industry

Journal of Finance, Forthcoming, Finance Down Under 2014 Building on the Best from the Cellars of Finance
Number of pages: 92 Posted: 18 Mar 2012 Last Revised: 15 Nov 2018
Accepted Paper Series
Peking University HSBC Business School, University of Florida - Department of Finance and IE Business School - IE University
Downloads 2,396
8.

Anomalies Across the Globe: Once Public, No Longer Existent?

Journal of Financial Economics, Forthcoming
Number of pages: 46 Posted: 02 Aug 2016 Last Revised: 21 Oct 2018
Accepted Paper Series
University of Duisburg-Essen, Campus Essen and Technische Universität München (TUM) - TUM School of Management
Downloads 2,295
9.

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 2,126
10.

The Economic Impact of Index Investing

Review of Financial Studies, Forthcoming
Number of pages: 85 Posted: 26 Sep 2015 Last Revised: 27 Aug 2020
Working Paper Series
University of Utah - David Eccles School of Business, University of Utah - Department of Finance and University of Kentucky - Gatton College of Business and Economics
Downloads 2,024
11.

Price Impact or Trading Volume: Why is the Amihud (2002) Measure Priced?

Number of pages: 73 Posted: 10 Jul 2013 Last Revised: 14 Mar 2017
Working Paper Series
University of Delaware - Alfred Lerner College of Business and Economics and The Chinese University of Hong Kong, Shenzhen
Downloads 1,932
12.

Short Selling ETFs

Finance Down Under 2019 Building on the Best from the Cellars of Finance, Review of Asset Pricing Studies, Forthcoming
Number of pages: 60 Posted: 10 Sep 2016 Last Revised: 08 Dec 2021
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business and Nanyang Business School, Nanyang Technological University
Downloads 1,846
13.

Deep Learning in Characteristics-Sorted Factor Models

Number of pages: 40 Posted: 23 Sep 2018 Last Revised: 22 Feb 2021
Working Paper Series
City University of Hong Kong (CityU), University of Chicago - Booth School of Business and University of Chicago, Students
Downloads 1,757
14.

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 1,655
15.

Economic Uncertainty and Earnings Management

Harvard Business School Accounting & Management Unit Working Paper No. 16-103, 2nd Annual Financial Institutions, Regulation and Corporate Governance Conference
Number of pages: 49 Posted: 11 Mar 2016 Last Revised: 02 Oct 2016
Working Paper Series
Babson College and Harvard Business School (HBS)
Downloads 1,580
16.

The Momentum Gap and Return Predictability

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 17 Aug 2014 Last Revised: 13 Sep 2021
Accepted Paper Series
University of Massachusetts Amherst - Isenberg School of Management
Downloads 1,559
17.

Stock Return Asymmetry: Beyond Skewness

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 45 Posted: 16 Sep 2015 Last Revised: 29 Jan 2020
Accepted Paper Series
Tsinghua University, Renmin University of China, Washington University in St. Louis - John M. Olin Business School and School of Finance, Central University of Finance and Economics
Downloads 1,547
18.

Technological Links and Predictable Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71 Posted: 14 Sep 2017 Last Revised: 13 Mar 2018
Accepted Paper Series
Foster School of Business, University of Washington, City University of Hong Kong (CityU) - Department of Accountancy, China Investment Corporation (CIC) and Renmin University of China - School of Business
Downloads 1,422
19.

Currency Premia and Global Imbalances

Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting, 28th Australasian Finance and Banking Conference
Number of pages: 72 Posted: 20 Jun 2013 Last Revised: 18 Oct 2017
Working Paper Series
Imperial College Business School, University of Toronto and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,414
20.

Intangible Assets and Capital Structure

Number of pages: 60 Posted: 25 Oct 2014 Last Revised: 20 Jun 2019
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads 1,407
21.

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 1,383
22.

Decentralized Mining in Centralized Pools

George Mason University School of Business Research Paper No. 18-9
Number of pages: 54 Posted: 22 Mar 2018 Last Revised: 10 Dec 2019
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Chicago - Finance and George Mason University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,349
23.

Is the Chinese Anti-Corruption Campaign Authentic? Evidence from Corporate Investigations

29th Annual Conference on Financial Economics & Accounting 2018, Finance Down Under 2019 Building on the Best from the Cellars of Finance, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, PBCSF-NIFR Research Paper
Number of pages: 108 Posted: 20 May 2016 Last Revised: 23 Apr 2021
Working Paper Series
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 1,348
24.

Does Corporate Social Responsibility Create Shareholder Value? The Importance of Long-Term Investors

Number of pages: 66 Posted: 30 Apr 2013 Last Revised: 27 Nov 2017
Working Paper Series
York University, York University - Schulich School of Business and Virginia Polytechnic Institute & State University
Downloads 1,315
25.

Macro News and Micro News: Complements or Substitutes?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 28 Dec 2016 Last Revised: 07 Oct 2021
Accepted Paper Series
Marshall School of Business, USC and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,310
26.

Managing the Risk of the Beta Anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 43 Posted: 29 Nov 2016 Last Revised: 28 Jun 2021
Working Paper Series
CATÓLICA-LISBON School of Business & Economics, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics
Downloads 1,285
27.

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 1,283
28.

CEO Turnover and Volatility under Long-Term Employment Contracts

Journal of Financial and Quantitative Analysis, 2020, 55(6): 1757-1791
Number of pages: 92 Posted: 22 Oct 2013 Last Revised: 19 Oct 2020
Accepted Paper Series
University of Toronto - Department of Economics and Queen Mary University of London
Downloads 1,268
29.

Trading Fast and Slow: Colocation and Liquidity

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 30 Aug 2013 Last Revised: 19 Jun 2020
Accepted Paper Series
University of Utah - David Eccles School of Business, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Queen's University - Smith School of Business
Downloads 1,262
30.

Geographic Lead-Lag Effects

Number of pages: 66 Posted: 17 May 2016 Last Revised: 22 Sep 2018
Working Paper Series
Marshall School of Business, University of Southern California, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 1,250
31.

High-Frequency Trading Competition

Journal of Financial and Quantitative Analysis (2019), Vol. 54, No. 4
Number of pages: 46 Posted: 13 May 2014 Last Revised: 15 Aug 2019
Accepted Paper Series
University of Utah - David Eccles School of Business and TMX Group
Downloads 1,236
32.

Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds

Journal of Finance, Forthcoming
Number of pages: 54 Posted: 27 Mar 2016 Last Revised: 19 Nov 2017
Accepted Paper Series
University of Amsterdam, National Bureau of Economic Research (NBER) and Stanford Graduate School of Business
Downloads 1,223
33.

Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns

Number of pages: 35 Posted: 17 Jan 2014 Last Revised: 15 Aug 2019
Working Paper Series
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 1,205
34.

Information in Financial Markets: Who Gets It First?

Number of pages: 66 Posted: 17 May 2014 Last Revised: 04 Sep 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 1,166
35.

Price Discovery Without Trading: Evidence from Limit Orders

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 05 Sep 2015 Last Revised: 19 Jun 2020
Accepted Paper Series
University of Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Queen's University - Smith School of Business
Downloads 1,161
36.

Do Economists Swing for the Fences after Tenure?

Journal of Economic Perspectives, Forthcoming
Number of pages: 34 Posted: 23 May 2016 Last Revised: 19 Jun 2020
Accepted Paper Series
University of Utah - David Eccles School of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Colorado at Boulder - Department of Finance
Downloads 1,140
37.

The Dollar Profits to Insider Trading

Review of Finance, 2021, 25(5): 1547–1580, TILEC Discussion Paper No. DP 2017-005, 14th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 101 Posted: 19 Dec 2016 Last Revised: 03 Nov 2021
Accepted Paper Series
University of Toronto - Department of Economics and Tilburg University - Tilburg University School of Economics and Management
Downloads 1,122
38.

Political Influence and the Renegotiation of Government Contracts

Review of Financial Studies, Forthcoming
Number of pages: 60 Posted: 13 May 2015 Last Revised: 19 Jun 2020
Accepted Paper Series
University of Utah - David Eccles School of Business, Carnegie Mellon University - Tepper School of Business and Boston College - Carroll School of Management
Downloads 1,103
39.

Multifactor Models and Their Consistency with the APT

Review of Asset Pricing Studies (forthcoming)
Number of pages: 51 Posted: 27 May 2016 Last Revised: 31 Dec 2020
Accepted Paper Series
BI Norwegian Business School, University of South Carolina - Darla Moore School of Business, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 1,053
40.

Smart Beta, 'Smarter' Flows

Number of pages: 61 Posted: 03 May 2017 Last Revised: 18 Oct 2021
Working Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Research AffiliatesRayliant Global Advisors, The Chinese University of Hong Kong (CUHK) - CUHK Business School, The University of British Columbia and Department of Finance, School of Management, Fudan University
Downloads 1,046
41.

The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment

Journal of Finance, forthcoming
Number of pages: 87 Posted: 14 Aug 2017 Last Revised: 14 Jan 2019
Accepted Paper Series
University of Southern California - Marshall School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,004
42.

Macroeconomic Attention and Announcement Risk Premia

Review of Financial Studies, Forthcoming
Number of pages: 52 Posted: 15 Dec 2015 Last Revised: 13 Jan 2022
Accepted Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of Toronto - Rotman School of Management and UTSC Management and University of California, Irvine - Paul Merage School of Business
Downloads 991
43.

Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance

Management Science, Forthcoming
Number of pages: 69 Posted: 07 Nov 2013 Last Revised: 14 Oct 2019
Accepted Paper Series
Emory University - Department of Finance, Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance
Downloads 987
44.

Zeroing in on the Expected Returns of Anomalies

Number of pages: 72 Posted: 21 Nov 2017 Last Revised: 28 Sep 2021
Working Paper Series
Board of Governors of the Federal Reserve System and Pennsylvania State University

Multiple version iconThere are 2 versions of this paper

Downloads 981
45.

Foreign Cash: Taxes, Internal Capital Markets, and Agency Problems

The Review of Financial Studies, Forthcoming
Number of pages: 73 Posted: 04 Aug 2014 Last Revised: 28 Sep 2016
Accepted Paper Series
University of Washington, The Chinese University of Hong Kong, Shenzhen and Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management
Downloads 967
46.

The Best of Both Worlds: Accessing Emerging Economies via Developed Markets

Journal of Finance, Forthcoming, Rotman School of Management Working Paper No. 2633557
Number of pages: 87 Posted: 22 Jul 2015 Last Revised: 23 Aug 2018
Accepted Paper Series
Case Western Reserve University - Weatherhead School of Management, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 965
47.

Mutual Fund Competition, Managerial Skill, and Alpha Persistence

Forthcoming, Review of Financial Studies, Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper, Robert H. Smith School Research Paper No. RHS 2422906
Number of pages: 97 Posted: 11 Apr 2014 Last Revised: 28 Sep 2017
Accepted Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Indian School of Business (ISB), Hyderabad and The Johns Hopkins Carey Business School
Downloads 964
48.

Independent Director Reputation Incentives: The Supply of Monitoring Services

ECGI - Finance Working Paper No. 353/2013
Number of pages: 61 Posted: 24 Feb 2013 Last Revised: 23 Aug 2017
Working Paper Series
University of New South Wales, Sydney and University of Alabama - Culverhouse College of Business Administration
Downloads 963
49.

Subnational Debt of China: The Politics-Finance Nexus

Journal of Financial Economics (JFE), 141.3, 881-895
Number of pages: 60 Posted: 01 Jul 2016 Last Revised: 22 Jul 2021
Accepted Paper Series
Renmin University of China, Nanyang Business School, Nanyang Technological University and The University of Hong Kong - Faculty of Business and Economics
Downloads 963
50.

Anomalies Abroad: Beyond Data Mining

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62 Posted: 03 Aug 2017 Last Revised: 11 Aug 2020
Working Paper Series
Fudan University, Fanhai International School of Finance, University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 943