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Finance Down Under Conferences

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1.

Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns

AFA 2016 San Francisco, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 62 Posted: 22 Nov 2014 Last Revised: 16 Dec 2016
Working Paper Series
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 3,317
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 3,182
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 2,855
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 University of Science and Technology, Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,123
5.

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 1,901
6.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,565
7.

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 1,419
8.

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 1,121
9.

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 1,056
10.

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 1,043
11.

Information in Financial Markets: Who Gets It First?

Number of pages: 52 Posted: 17 May 2014 Last Revised: 11 May 2017
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 1,020
12.

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: 28 Jul 2016
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 1,018
13.

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 1,014
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 977
15.

Portfolio Manager Compensation and Mutual Fund Performance

Finance Down Under 2014 Building on the Best from the Cellars of Finance
Number of pages: 72 Posted: 18 Mar 2012 Last Revised: 14 May 2016
Working Paper Series
Northeastern University, University of Florida - Department of Finance and IE Business School
Downloads 901
16.

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 Mannheim, Finance Department and German Graduate School of Management and Law
Downloads 896
17.

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 885
18.

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
Downloads 869
19.

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 847
20.

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 86 Posted: 17 Jan 2014 Last Revised: 12 Jun 2017
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 846
21.

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

Number of pages: 66 Posted: 30 Apr 2013 Last Revised: 24 Dec 2016
Working Paper Series
York University - Schulich School of Business, Virginia Tech and York University - Schulich School of Business
Downloads 807
22.

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 770
23.

Supply and Demand for Independent Director Services: Major Board Decisions and Corporate Outcomes

ECGI - Finance Working Paper No. 353
Number of pages: 61 Posted: 24 Feb 2013 Last Revised: 15 Jan 2016
Working Paper Series
University of New South Wales - Australian School of Business and University of Alabama - Culverhouse College of Commerce and Business Administration
Downloads 765
24.

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 758
25.

High-Frequency Trading Competition

WFA 2015, SFS Cavalcade 2015, Bank of Canada Working Paper 2014-19
Number of pages: 48 Posted: 13 May 2014 Last Revised: 02 Jun 2017
Working Paper Series
University of Washington - Department of Finance and Business Economics and Bank of Canada
Downloads 740
26.

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 737
27.

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
The University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 717
28.

CEO Turnover and Risk Taking under Long-Term Employment Contracts

Number of pages: 106 Posted: 22 Oct 2013 Last Revised: 18 Jul 2017
Working Paper Series
University of Toronto - Department of Economics and London School of Economics & Political Science (LSE)
Downloads 714
29.

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, Indiana University - Kelley School of Business - Department of Finance and Stanford University - Graduate School of Business
Downloads 712
30.

Hedge Fund Crowds and Mispricing

Number of pages: 44 Posted: 16 Aug 2011 Last Revised: 08 Dec 2014
Working Paper Series
Clemson University, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 660
31.

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

Rock Center for Corporate Governance at Stanford University Working Paper No. 226
Number of pages: 69 Posted: 27 Mar 2016 Last Revised: 25 Apr 2017
Working Paper Series
Erasmus University Rotterdam, Erasmus School of Economics, National Bureau of Economic Research (NBER) and Stanford Graduate School of Business
Downloads 651
32.

Stock Return Asymmetry: Beyond Skewness

Number of pages: 82 Posted: 16 Sep 2015 Last Revised: 30 Sep 2016
Working Paper Series
Tsinghua University, Renmin University of China, Washington University in St. Louis - Olin School of Business and Emory University
Downloads 602
33.

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 579
34.

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 545
35.

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 535
36.

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 532
37.

Price Discovery Without Trading: Evidence from Limit Orders

Finance Down Under 2017 Building on the Best from the Cellars of Finance
Number of pages: 47 Posted: 05 Sep 2015 Last Revised: 01 Oct 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 529
38.

Mutual Fund Competition, Managerial Skill, and Alpha Persistence

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: 95 Posted: 11 Apr 2014 Last Revised: 17 Aug 2017
Working Paper Series
University of Southern California - Marshall School of Business, Indian School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 518
39.

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 514
40.

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 506
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 504
42.

Portfolio Manager Ownership and Mutual Fund Risk Taking

AFA 2013 San Diego Meetings Paper
Number of pages: 67 Posted: 18 Mar 2012 Last Revised: 19 Apr 2017
Working Paper Series
Northeastern University and University of Florida - Department of Finance
Downloads 502
43.

Does Shareholder Scrutiny Affect Executive Compensation?

Number of pages: 67 Posted: 24 Nov 2013 Last Revised: 19 Nov 2016
Working Paper Series
University of Illinois at Urbana-Champaign and The Brattle Group
Downloads 492
44.

How Predictable are Returns Out-of-Sample? Evidence from Value and Momentum

Number of pages: 53 Posted: 05 Aug 2014 Last Revised: 06 Jun 2016
Working Paper Series
Schroders
Downloads 470
45.

Mortgage Dollar Roll

Number of pages: 54 Posted: 27 Feb 2014 Last Revised: 04 Feb 2016
Working Paper Series
Johns Hopkins University - Carey Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 446
46.

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, University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Downloads 442
47.

Mutual Fund Trading Costs

Number of pages: 90 Posted: 07 Nov 2013 Last Revised: 04 Apr 2017
Working Paper Series
Emory University - Department of Finance, Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance
Downloads 437
48.

Dividend Policy, Investment, and Stock Returns

Finance Down Under 2014 Building on the Best from the Cellars of Finance
Number of pages: 61 Posted: 18 Mar 2011 Last Revised: 01 Nov 2013
Working Paper Series
International Monetary Fund (IMF), Texas A&M University - Department of Finance, Texas A&M University - Mays Business School and Korea Development Institute (KDI)
Downloads 419
49.

Media Attention, Macroeconomic Fundamentals, and the Stock Market

2016 ASU Sonoran Winter Finance Conference, 2016 Northern Finance Association Conference, 2016 China International Conference in Finance, 2017 Financial Intermdiation Research Society Conference
Number of pages: 66 Posted: 15 Dec 2015 Last Revised: 30 May 2017
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of Toronto and University of British Columbia, Sauder School of Business
Downloads 417
50.

Anomalies in the Joint Cross Section of Equity and Corporate Bond Returns

Number of pages: 55 Posted: 22 Mar 2014 Last Revised: 13 Nov 2016
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 414