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Finance Down Under Conferences

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Viewing: 1 - 50 of 394 papers

1.

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

AFA 2016 San Francisco, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 75 Posted: 22 Nov 2014 Last Revised: 12 Oct 2017
Working Paper Series
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 3,646
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 3,439
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 - School of Business Administration, George Washington University - Department of Finance and University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 3,088
4.

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 2,278
5.

The Value of Offshore Secrets – Evidence from the Panama Papers

HKUST Finance Symposium 2017
Number of pages: 50 Posted: 28 Apr 2016 Last Revised: 01 Oct 2017
Working Paper Series
INSEAD, Bocconi University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 2,178
6.

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

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 433/2014
Number of pages: 55 Posted: 02 Jul 2014 Last Revised: 22 Feb 2017
Working Paper Series
London Business School - Institute of Finance and Accounting, Department of Finance, London School of Economics and University of Warwick - Finance Group

Multiple version iconThere are 3 versions of this paper

Downloads 2,164
7.

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 1,767
8.

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 University of Georgia - Department of Finance
Downloads 1,609
9.

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: 93 Posted: 18 Mar 2012 Last Revised: 21 Mar 2018
Accepted Paper Series
Northeastern University, University of Florida - Department of Finance and IE Business School
Downloads 1,397
10.

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 1,161
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 Michigan, Stephen M. Ross School of Business
Downloads 1,148
12.

The Momentum Gap and Return Predictability

WFA 2015 Seattle Meetings Paper
Number of pages: 45 Posted: 17 Aug 2014 Last Revised: 14 Jul 2016
Working Paper Series
University of Connecticut - School of Business
Downloads 1,141
13.

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

Number of pages: 55 Posted: 02 Aug 2016 Last Revised: 24 Jan 2017
Working Paper Series
University of Duisburg-Essen, Campus Essen and German Graduate School of Management and Law
Downloads 1,127
14.

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 London, University of Melbourne and City University London - Sir John Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,114
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
Arizona State University (ASU) - Finance Department and Harvard Business School
Downloads 1,110
16.

Trading Fast and Slow: Colocation and Liquidity

Forthcoming in Review of Financial Studies
Number of pages: 57 Posted: 30 Aug 2013 Last Revised: 28 Aug 2015
Accepted Paper Series
University of Washington - Department of Finance and Business Economics, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Queen's School of Business
Downloads 1,066
17.

Information in Financial Markets: Who Gets It First?

Number of pages: 44 Posted: 17 May 2014 Last Revised: 18 Dec 2017
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 1,047
18.

The Economic Impact of Index Investing

NBER Market Microstructure Meeting Paper (2015), Washington University in St. Louis Center for Finance and Accounting Research Working Paper No. 15/06
Number of pages: 60 Posted: 26 Sep 2015 Last Revised: 04 Apr 2017
Working Paper Series
University of Washington - Department of Finance and Business Economics, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 1,043
19.

Do Economists Swing for the Fences after Tenure?

Number of pages: 34 Posted: 23 May 2016 Last Revised: 30 Jul 2017
Working Paper Series
University of Washington - Department of Finance and Business Economics, University of California, San Diego (UCSD) - Rady School of Management and University of Colorado at Boulder - Department of Finance
Downloads 1,027
20.

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 - Schulich School of Business, York University - Schulich School of Business and Virginia Tech
Downloads 986
21.

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 79 Posted: 17 Jan 2014 Last Revised: 21 Mar 2018
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 Business School

Multiple version iconThere are 2 versions of this paper

Downloads 908
22.

Slow Price Adjustment to Public News in After-Hours Trading

Number of pages: 34 Posted: 15 Jan 2014 Last Revised: 19 Feb 2017
Working Paper Series
George Mason University - Department of Finance
Downloads 906
23.

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
Erasmus University Rotterdam, Erasmus School of Economics, National Bureau of Economic Research (NBER) and Stanford Graduate School of Business
Downloads 872
24.

High-Frequency Trading Competition

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 46 Posted: 13 May 2014 Last Revised: 28 Mar 2018
Accepted Paper Series
University of Washington - Department of Finance and Business Economics and Bank of Canada
Downloads 864
25.

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, China Europe International Business School (CEIBS) and Xiamen University, School of Economics & WISE
Downloads 848
26.

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 - Australian School of Business and University of Alabama - Culverhouse College of Commerce and Business Administration
Downloads 834
27.

CEO Turnover and Risk Taking under Long-Term Employment Contracts

Number of pages: 81 Posted: 22 Oct 2013 Last Revised: 24 Oct 2017
Working Paper Series
University of Toronto - Department of Economics and London School of Economics & Political Science (LSE)
Downloads 826
28.

Stock Liquidity and Default Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 23 Aug 2015 Last Revised: 12 Feb 2017
Working Paper Series
University of Washington - Department of Finance and Business Economics, The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School
Downloads 800
29.

Financial Flexibility and Corporate Cash Policy

Finance Down Under 2014 Building on the Best from the Cellars of Finance
Number of pages: 57 Posted: 27 Jul 2013 Last Revised: 31 Oct 2013
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance, University of Washington and The University of Hong Kong - Faculty of Business and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 783
30.

Short-Sellers and Mutual Funds: Why Does Short-Sale Volume Predict Stock Returns?

Rock Center for Corporate Governance at Stanford University Working Paper No. 195, Stanford University Graduate School of Business Research Paper No. 14-35, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 54 Posted: 17 Sep 2014 Last Revised: 02 Oct 2016
Working Paper Series
University of Pennsylvania - Accounting Department, Indiana University - Kelley School of Business - Department of Finance and Stanford University - Graduate School of Business
Downloads 769
31.

Stock Return Asymmetry: Beyond Skewness

Number of pages: 45 Posted: 16 Sep 2015 Last Revised: 20 Apr 2018
Working Paper Series
Tsinghua University, Renmin University of China, Washington University in St. Louis - John M. Olin Business School and Emory University
Downloads 763
32.

A Simple Multimarket Measure of Information Asymmetry

Management Science, Forthcoming
Number of pages: 52 Posted: 27 Nov 2012 Last Revised: 20 Jul 2016
Accepted Paper Series
University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 750
33.

Managing the Risk of the 'Betting-Against-Beta' Anomaly: Does It Pay to Bet Against Beta?

30th Australasian Finance and Banking Conference 2017
Number of pages: 59 Posted: 29 Nov 2016 Last Revised: 15 Mar 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads 721
34.

Price Discovery Without Trading: Evidence from Limit Orders

Finance Down Under 2017 Building on the Best from the Cellars of Finance
Number of pages: 50 Posted: 05 Sep 2015 Last Revised: 11 Oct 2017
Working Paper Series
University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business
Downloads 696
35.

Hedge Fund Crowds and Mispricing

Number of pages: 44 Posted: 16 Aug 2011 Last Revised: 10 Jan 2018
Working Paper Series
Clemson University, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 694
36.

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 University of Maryland - Robert H. Smith School of Business
Downloads 663
37.

Leverage Constraints and Asset Prices: Insights from Mutual Fund Risk Taking

Rotman School of Management Working Paper No. 2517704
Number of pages: 43 Posted: 02 Nov 2014 Last Revised: 26 Aug 2016
Working Paper Series
Arizona State University (ASU) - Finance Department and University of Toronto - Rotman School of Management
Downloads 644
38.

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 639
39.

Does Short-selling Threat Discipline Managers in Mergers and Acquisitions Decisions?

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Number of pages: 48 Posted: 04 Nov 2013 Last Revised: 09 Dec 2016
Working Paper Series
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - School of Business
Downloads 629
40.

Geographic Momentum

Number of pages: 50 Posted: 17 May 2016 Last Revised: 30 Sep 2017
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 629
41.

Intangible Assets and Capital Structure

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 25 Oct 2014 Last Revised: 28 Jun 2016
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads 619
42.

Is the Chinese Corporate Anti-Corruption Campaign Authentic?

Number of pages: 109 Posted: 20 May 2016 Last Revised: 23 Mar 2018
Working Paper Series
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and University of Georgia - Department of Finance
Downloads 613
43.

On the Demand for High-Beta Stocks: Evidence from Mutual Funds

Number of pages: 40 Posted: 15 Mar 2012 Last Revised: 24 Feb 2017
Working Paper Series
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 606
44.

On the Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts

28th Australasian Finance and Banking Conference Paper, 2016 Financial Markets and Corporate Governance
Number of pages: 39 Posted: 29 Nov 2014 Last Revised: 24 Feb 2017
Working Paper Series
University of Hagen and FernUniversität in Hagen
Downloads 578
45.

Anomalies Abroad: Beyond Data Mining

Number of pages: 62 Posted: 03 Aug 2017 Last Revised: 23 Jan 2018
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Pennsylvania - The Wharton School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Multiple version iconThere are 2 versions of this paper

Downloads 575
46.

High Frequency Trading and the 2008 Short Sale Ban

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 15 Oct 2014 Last Revised: 11 Aug 2016
Working Paper Series
University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business
Downloads 575
47.

Portfolio Manager Ownership and Mutual Fund Risk Taking

AFA 2013 San Diego Meetings Paper
Number of pages: 62 Posted: 18 Mar 2012 Last Revised: 25 Apr 2018
Working Paper Series
Northeastern University and University of Florida - Department of Finance
Downloads 560
48.

Political Influence and Government Investment: Evidence from Contract-Level Data

Number of pages: 52 Posted: 13 May 2015 Last Revised: 25 Nov 2016
Working Paper Series
University of Washington - Department of Finance and Business Economics, Carnegie Mellon University - Tepper School of Business and University of Washington - Michael G. Foster School of Business
Downloads 557
49.

Financing Efficiency of Securities-Based Crowdfunding

Number of pages: 68 Posted: 20 Nov 2015 Last Revised: 16 Feb 2018
Working Paper Series
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 536
50.

Mutual Fund Trading Costs

Number of pages: 91 Posted: 07 Nov 2013 Last Revised: 30 Jan 2018
Working Paper Series
Emory University - Department of Finance, Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance
Downloads 535