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Finance Down Under Conferences

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Viewing: 1 - 50 of 465 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 3,972
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 3,587
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 3,213
4.

The Value of Offshore Secrets – Evidence from the Panama Papers

Number of pages: 58 Posted: 28 Apr 2016 Last Revised: 11 Jul 2018
Working Paper Series
INSEAD, Bocconi University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 2,396
5.

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 2,358
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: 61 Posted: 02 Jul 2014 Last Revised: 16 Oct 2018
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 2,328
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 1,873
8.

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 1,692
9.

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 1,690
10.

Tokenomics: Dynamic Adoption and Valuation

Columbia Business School Research Paper No. 18-46, 2nd Emerging Trends in Entrepreneurial Finance Conference
Number of pages: 47 Posted: 25 Apr 2018 Last Revised: 30 Sep 2018
Working Paper Series
University of Chicago - Booth School of Business, Ohio State University and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,494
11.

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

Number of pages: 44 Posted: 02 Aug 2016 Last Revised: 07 Oct 2018
Working Paper Series
University of Duisburg-Essen, Campus Essen and German Graduate School of Management and Law
Downloads 1,364
12.

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 1,210
13.

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 1,186
14.

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 1,185
15.

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 Massachusetts Amherst - Isenberg School of Management
Downloads 1,184
16.

The Economic Impact of Index Investing

Review of Financial Studies, Forthcoming
Number of pages: 85 Posted: 26 Sep 2015 Last Revised: 30 Jul 2018
Working Paper Series
University of Utah - David Eccles School of Business, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 1,165
17.

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 1,159
18.

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 Utah - David Eccles School of Business, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Smith School of Business
Downloads 1,085
19.

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 1,074
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 1,065
21.

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 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 1,052
22.

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 979
23.

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 81 Posted: 17 Jan 2014 Last Revised: 18 Sep 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 949
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 Utah - David Eccles School of Business and Bank of Canada
Downloads 949
25.

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 933
26.

CEO Turnover and Volatility under Long-Term Employment Contracts

Number of pages: 94 Posted: 22 Oct 2013 Last Revised: 17 Jul 2018
Working Paper Series
University of Toronto - Department of Economics and London School of Economics & Political Science (LSE)
Downloads 905
27.

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 Xiamen University, School of Economics & WISE
Downloads 875
28.

Managing the Risk of the Beta Anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 58 Posted: 29 Nov 2016 Last Revised: 31 Jul 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads 871
29.

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 School of Finance, Central University of Finance and Economics
Downloads 864
30.

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 Business Administration
Downloads 862
31.

Price Discovery Without Trading: Evidence from Limit Orders

Finance Down Under 2017 Building on the Best from the Cellars of Finance
Number of pages: 51 Posted: 05 Sep 2015 Last Revised: 15 May 2018
Working Paper Series
University of Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Smith School of Business
Downloads 815
32.

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 800
33.

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
Indiana University - Kelley School of Business - Department of Accounting, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Stanford University - Graduate School of Business
Downloads 791
34.

A Simple Multimarket Measure of Information Asymmetry

Management Science 64 (2018), 1055-1080
Number of pages: 52 Posted: 27 Nov 2012 Last Revised: 17 Oct 2018
Accepted Paper Series
University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 783
35.

Is the Chinese Corporate Anti-Corruption Campaign Authentic?

Number of pages: 61 Posted: 20 May 2016 Last Revised: 01 Oct 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 780
36.

Geographic Lead-Lag Effects

Number of pages: 66 Posted: 17 May 2016 Last Revised: 22 Sep 2018
Working Paper Series
Foster School of Business, University of Washington, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 775
37.

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 735
38.

Intangible Assets and Capital Structure

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65 Posted: 25 Oct 2014 Last Revised: 14 Jun 2018
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Baylor University and Texas Christian University - Neeley School of Business
Downloads 725
39.

The Value of Volume in Foreign Exchange

Number of pages: 68 Posted: 23 Aug 2017 Last Revised: 25 Feb 2018
Working Paper Series
The University of Melbourne - Department of Finance, University of Melbourne and City University London - Sir John Cass Business School
Downloads 722
40.

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 708
41.

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 693
42.

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: 67 Posted: 04 Nov 2013 Last Revised: 05 May 2018
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 686
43.

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: 64 Posted: 08 Mar 2012 Last Revised: 13 Aug 2018
Working Paper Series
Citadel, Neeley School of Business and University of Georgia - Department of Finance
Downloads 671
44.

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
Stanford University - Graduate School of Business, City University of Hong Kong (CityUHK) - Department of Accountancy, Peking University - Guanghua School of Management and Guanghua School of Management
Downloads 661
45.

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 659
46.

Anomalies Abroad: Beyond Data Mining

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
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 Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 657
47.

Mutual Fund Trading Costs

Number of pages: 91 Posted: 07 Nov 2013 Last Revised: 02 May 2018
Working Paper Series
Emory University - Department of Finance, Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance
Downloads 621
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 Utah - David Eccles School of Business, Carnegie Mellon University - Tepper School of Business and University of Washington - Michael G. Foster School of Business
Downloads 612
49.

Financing Efficiency of Securities-Based Crowdfunding

Number of pages: 62 Posted: 20 Nov 2015 Last Revised: 22 Jul 2018
Working Paper Series
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 607
50.

Mortgage Dollar Roll

Review of Financial Studies (Forthcoming)
Number of pages: 72 Posted: 27 Feb 2014 Last Revised: 05 Aug 2018
Accepted Paper Series
Johns Hopkins University - Carey Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 603