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Finance Down Under Conferences

186,353 Total downloads

Viewing: 1 - 50 of 479 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 4,467
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 3,990
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 3,672
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 3,168
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
INSEAD, Bocconi University - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 3,155
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 2,605
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 2,216
8.

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 2,064
9.

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 2,049
10.

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 1,866
11.

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 1,567
12.

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
Downloads 1,467
13.

The Momentum Gap and Return Predictability

WFA 2015 Seattle Meetings Paper
Number of pages: 53 Posted: 17 Aug 2014 Last Revised: 02 Mar 2019
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management
Downloads 1,359
14.

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 1,334
15.

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 1,313
16.

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 1,302
17.

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 1,293
18.

Foreign Exchange Volume

Number of pages: 87 Posted: 23 Aug 2017 Last Revised: 15 Oct 2020
Working Paper Series
City University London - Sir John Cass Business School, University of Houston - C.T. Bauer College of Business, University of Toronto and University of Cambridge - Judge Business School
Downloads 1,281
19.

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 1,242
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, York University - Schulich School of Business and Virginia Polytechnic Institute & State University
Downloads 1,242
21.

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, China Investment Corporation (CIC) and Renmin University of China - School of Business
Downloads 1,230
22.

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 1,189
23.

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 1,169
24.

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 1,168
25.

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 Bank of Canada
Downloads 1,168
26.

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 1,159
27.

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 1,149
28.

Short Selling ETFs

Finance Down Under 2019 Building on the Best from the Cellars of Finance
Number of pages: 57 Posted: 10 Sep 2016 Last Revised: 06 Sep 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 1,145
29.

Deep Learning in Characteristics-Sorted Factor Models

Number of pages: 44 Posted: 23 Sep 2018 Last Revised: 25 Mar 2020
Working Paper Series
City University of Hong Kong (CityUHK), University of Chicago - Booth School of Business and University of Chicago, Students
Downloads 1,136
30.

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: 115 Posted: 20 May 2016 Last Revised: 14 Nov 2020
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 1,134
31.

Managing the risk of the low risk anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 54 Posted: 29 Nov 2016 Last Revised: 16 Jun 2020
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 1,125
32.

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 1,121
33.

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 1,117
34.

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 1,084
35.

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 1,036
36.

The Dollar Profits to Insider Trading

TILEC Discussion Paper No. DP 2017-005, 14th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 104 Posted: 19 Dec 2016 Last Revised: 17 Dec 2020
Working Paper Series
University of Toronto - Department of Economics and Tilburg University - Tilburg University School of Economics and Management
Downloads 1,006
37.

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 993
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 945
39.

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 942
40.

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 941
41.

Wolf in Sheep's Clothing: The Active Investment Strategies Behind Index Performance

EFMA 2004 BASEL MEETINGS
Number of pages: 26 Posted: 07 May 2004
Working Paper Series
University of St. Gallen and UBS Investment Bank

Multiple version iconThere are 2 versions of this paper

Downloads 913
42.

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
The University of Texas at Austin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 908
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 899
44.

Smart Beta, 'Smarter' Flows

Number of pages: 39 Posted: 03 May 2017 Last Revised: 26 May 2020
Working Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Rayliant Global Advisors, The University of British Columbia and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 895
45.

Stock Liquidity and Default Risk

Journal of Financial Economics, 124(3), 486-502.
Number of pages: 46 Posted: 23 Aug 2015 Last Revised: 20 Aug 2019
Accepted Paper Series
University of Utah - David Eccles School of Business, The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School
Downloads 891
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 887
47.

How Do Short Sellers Interact with Other Professional Investors? Evidence from the Daily Trades of Active Fund Managers

Rock Center for Corporate Governance at Stanford University Working Paper No. 195, Finance Down Under 2016 Building on the Best from the Cellars of Finance, Stanford University Graduate School of Business Research Paper No. 14-35
Number of pages: 70 Posted: 17 Sep 2014 Last Revised: 30 Sep 2020
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, Rutgers Business School - Rutgers University and Stanford University - Graduate School of Business
Downloads 885
48.

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

Journal of Accounting & Economics (JAE), Vol. 67, No. 1, 2019, Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Number of pages: 42 Posted: 04 Nov 2013 Last Revised: 08 Dec 2018
Working Paper Series
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Macau, Faculty of Business Administration
Downloads 877
49.

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 871
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
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 867