SSRN Asian Finance Association (AsianFA) 2015 Conference (Archive)

1.

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

Gennaro Bernile, Vineet Bhagwat and P. Raghavendra Rau

University of Miami - School of Business Administration, George Washington University - Department of Finance and University of Cambridge

There are 2 versions of this paper

Downloads 2,876

2.

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

Jarrad Harford, Ambrus Kecskes and Sattar Mansi

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

There are 2 versions of this paper

Downloads 1,599

3.

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

Gennaro Bernile, Jianfeng Hu and Yuehua Tang

University of Miami - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance

Downloads 1,127

4.

Differences in Herding: Individual vs. Institutional Investors

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 31 Posted: 13 Feb 2009 Last Revised: 16 Feb 2015

Working Paper Series

Wei Li, Steven Shuye Wang and Ghon Rhee

Hong Kong Polytechnic University - School of Accounting and Finance, School of Business, Renmin University of China and University of Hawaii at Manoa

Downloads 1,125

5.

Cost Behavior and Stock Returns

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 49 Posted: 01 Jul 2014 Last Revised: 14 Jul 2017

Working Paper Series

Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou

Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business

Downloads 749

6.

Tail Risk Hedging and Regime Switching

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 40 Posted: 17 Oct 2011 Last Revised: 05 Aug 2016

Working Paper Series

Markus Huggenberger, Peter Albrecht and Alexandr Pekelis

University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance and University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance

Downloads 699

7.

Dividend Policy, Corporate Governance and Stock Liquidity

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 54 Posted: 26 Feb 2015

Working Paper Series

Rulu Pan, Jing Shi and Qiaoqiao Zhu

University of Queensland - Business School, RMIT University - School of Economics, Finance and Marketing and Australian National University (ANU) - College of Business and Economics

Downloads 635

8.

Comparison of Islamic Banks with Conventional Banks: Evidence from an Emerging Market

Asian Finance Association (AsianFA) 2015 Conference Paper, Aman, A., Sharif, S., & Arif, I. (2016). Comparison of Islamic Banks with Conventional Banks: Evidence from an Emerging Market. Journal of Management Sciences, 3(1), 13-22

Number of pages: 24 Posted: 16 Feb 2015 Last Revised: 31 Mar 2016

Accepted Paper Series

Ameenullah Aman, Saqib Sharif and Imtiaz Arif

Iqra University, Institute of Business Administration, Karachi and Iqra University

Downloads 580

9.

Superstition and Financial Decision Making

Management Science, Forthcoming

Number of pages: 44 Posted: 08 Aug 2012 Last Revised: 25 Feb 2017

Accepted Paper Series

David A. Hirshleifer, Ming Jian and Huai Zhang

University of California, Irvine - Paul Merage School of Business, Nanyang Technological University (NTU) and Nanyang Technological University (NTU)

Downloads 491

10.

Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand

Asian Finance Association (AsianFA) 2015 Conference Paper, PBCSF-NIFR Research Paper No. 15-01, INSEAD Working Paper No. 2015/12/FIN

Number of pages: 31 Posted: 03 Feb 2015 Last Revised: 19 Feb 2016

Working Paper Series

Yawen Jiao, Massimo Massa and Hong Zhang

University of California, Riverside, INSEAD - Finance and Tsinghua University - PBC School of Finance

There are 2 versions of this paper

Downloads 487

11.

Guru Dreams and Competition: An Anatomy of the Economics of Blogs

INSEAD Working Paper No. 2014/59/FIN, Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 35 Posted: 06 Nov 2014 Last Revised: 14 Feb 2015

Working Paper Series

Yi Dong, Massimo Massa and Hong Zhang

Shanghai University of Finance and Economics, INSEAD - Finance and Tsinghua University - PBC School of Finance

There are 2 versions of this paper

Downloads 417

12.

Momentum Life Cycle around the World and Beyond

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 72 Posted: 16 Feb 2015 Last Revised: 25 Sep 2016

Working Paper Series

Frank Weikai Li and K.C. John Wei

Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 376

13.

The Effects of Horizontal Merger Operating Synergies on Rivals, Customers, and Suppliers

Number of pages: 49 Posted: 26 Sep 2013 Last Revised: 18 Feb 2016

Working Paper Series

Gennaro Bernile and Evgeny Lyandres

University of Miami - School of Business Administration and Boston University

Downloads 319

14.

Empirical Research on Risk Overflow Effect of P2P Lending on Commercial Bank in China

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 1 Posted: 16 Feb 2015

Working Paper Series

Qi Wei and Qiang Zhang

Hunan University - School of Finance and Statistics and Hunan University - School of Finance and Statistics

Downloads 312

15.

Labor Unions and Corporate Financial Leverage: The Bargaining Device versus Crowding-out Hypotheses

Journal of Financial Intermediation, Forthcoming

Number of pages: 54 Posted: 18 Sep 2014 Last Revised: 18 May 2017

Accepted Paper Series

Keegan Lee Woods, Kelvin Jui Keng Tan and Robert W. Faff

University of Queensland, Business School, Students, University of Queensland - Business School and University of Queensland

Downloads 259

16.

Internal Capital Markets in Family Business Groups During the Global Financial Crisis

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 65 Posted: 02 Nov 2014 Last Revised: 15 Feb 2015

Working Paper Series

Alvin Ang, Ronald W. Masulis, Peter K. Pham and Jason Zein

UNSW Business School, University of New South Wales, University of New South Wales - Australian School of Business, Australian School of Business - University of New South Wales and UNSW Business School

Downloads 228

17.

Contingent Capital, Capital Structure and Investment

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 36 Posted: 15 Feb 2015 Last Revised: 16 Feb 2015

Working Paper Series

Yingxian Tan and Zhaojun Yang

Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance

Downloads 185

18.

Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 76 Posted: 21 Jan 2015

Working Paper Series

Massimo Massa, Chengwei Wang, Hong Zhang and Jian Zhang

INSEAD - Finance, SKK GSB, Tsinghua University - PBC School of Finance and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences

There are 2 versions of this paper

Downloads 178

19.

Saving Long-Term Investment from Short-Termism: The Surprising Role of Short Selling

INSEAD Working Paper No. 2015/11/FIN, Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 42 Posted: 14 Feb 2015

Working Paper Series

Massimo Massa, Fei Wu, Hong Zhang and Bohui Zhang

INSEAD - Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Tsinghua University - PBC School of Finance and University of New South Wales (UNSW) - School of Banking and Finance

There are 2 versions of this paper

Downloads 169

20.

Controlling Shareholder Entrenchment, Investor Protection, and Firm Cash Holding: Chinese Experience

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 39 Posted: 16 Feb 2015

Working Paper Series

Xiaoran Ni

Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)

Downloads 156

21.

Macroeconomic Determinants of the Term Structure: Long-Run and Short-Run Dynamics

Number of pages: 64 Posted: 07 Feb 2015 Last Revised: 22 Sep 2016

Working Paper Series

Hitesh Doshi, Kris Jacobs and Rui Liu

University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business

Downloads 154

22.

Why Do Traders Choose Dark Markets?

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 57 Posted: 23 Sep 2014 Last Revised: 04 Nov 2015

Working Paper Series

Ryan Garvey, Tao Huang and Fei Wu

Duquesne University, Xi’an Jiaotong Liverpool University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 144

23.

Modeling Dynamic Redemption and Default Risk for LBO Evaluation: A Boundary Crossing Approach

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 58 Posted: 15 Feb 2015 Last Revised: 15 Jun 2016

Working Paper Series

Alexander D.F. Lahmann, Maximilian Schreiter and Bernhard Schwetzler

Handelshochschule Leipzig (HHL), Handelshochschule Leipzig (HHL) and HHL Leipzig Graduate School of Management - Department of Finance

Downloads 141

24.

Limits-to-Arbitrage in US Penny Stocks: An Overlooked Segment of US Equity Markets

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 36 Posted: 15 Feb 2015

Working Paper Series

Qianqiu Liu, S. Ghon Rhee and Liang Zhang

University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business and University of Hawaii

Downloads 126

25.

Investor Protection and Firm Performance: Evidence from China's Cross-Border Mergers and Acquisitions

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 40 Posted: 01 Feb 2015

Working Paper Series

Xiuping Hua

University of Nottingham Ningbo China - Business School

Downloads 125

26.

Contrarian Strategies, Investor Expectations and Sentiments: The U.S. Evidence

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 44 Posted: 06 Feb 2015

Working Paper Series

Liping Zou and Ruishan Chen

School of Economics and Finance, Massey Univeristy, Albany and Independent

Downloads 118

27.

Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement

Rotman School of Management Working Paper No. 2493831, Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 36 Posted: 11 Sep 2014 Last Revised: 10 Feb 2015

Working Paper Series

Bing Han, Lei Lu and Yi Zhou

University of Toronto, Rotman School of Management, Asper School of Business, University of Manitoba and San Francisco State University

Downloads 113

28.

Real Option Component of Cash Holdings, Business Cycle, and Stock Returns

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 32 Posted: 21 Nov 2014 Last Revised: 16 Dec 2014

Working Paper Series

Jiun-Lin Chen, Zi Jia and Ping-Wen Sun

University of Adelaide, University of Arkansas at Little Rock and Jiangxi University of Finance and Economics

Downloads 109

29.

Corporate Cultural Spillover and Synergistic Gains: Evidence from Mergers and Acquisitions

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 68 Posted: 15 Feb 2015 Last Revised: 08 Jul 2015

Working Paper Series

Weijie Lu

City University of Hong Kong (CityUHK), Department of Economics & Finance, Students

There are 2 versions of this paper

Downloads 100

30.

Investment and Financing for SMEs with a Partial Guarantee and Jump Risk

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 24 Posted: 08 Feb 2015

Working Paper Series

Pengfei Luo, Huamao Wang and Zhaojun Yang

Hunan University - School of Finance and Statistics, University of Kent - School of Mathematics, Statistics and Actuarial Science & Kent Centre for Finance and Southern University of Science and Technology - Department of Finance

Downloads 99

31.

Regulatory Reform of Cumulative Voting in Corporate China: Who Were Elected and its Impacts

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 64 Posted: 28 Jan 2015

Working Paper Series

Yinghui Chen and Julan Du

The Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK) - Department of Economics

Downloads 99

32.

Information Asymmetry, Relationship Banking and Financing Costs of SME's

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 40 Posted: 17 Feb 2015 Last Revised: 02 Mar 2016

Working Paper Series

Jarko Fidrmuc, Philipp Schreiber and Martin Siddiqui

Zeppelin University Friedrichshafen, University of Mannheim - Finance Department and Zeppelin University, Students

Downloads 92

33.

Do Behavioral Biases Affect Order Aggressiveness?

Asian Finance Association (AsianFA) 2015 Conference Paper, PBCSF-NIFR Research Paper No. 13-01

Number of pages: 61 Posted: 19 Aug 2013 Last Revised: 19 Feb 2016

Working Paper Series

Jiang Bian, Kalok Chan, Donghui Shi and Hao Zhou

Independent, CUHK Business School, Shanghai Stock Exchange and Tsinghua University - PBC School of Finance

There are 2 versions of this paper

Downloads 90

34.

Does Job Security Concern Acquiring Managers?

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 55 Posted: 13 Feb 2015 Last Revised: 03 Jun 2015

Working Paper Series

Di Li and Haibei Zhao

Georgia State University - J. Mack Robinson College of Business, Department of Finance and Lehigh University

Downloads 88

35.

Bond Covenants and Institutional Blockholding

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 51 Posted: 15 Feb 2015 Last Revised: 18 Nov 2015

Working Paper Series

Xinde Zhang and Simiao Zhou

Our Lady of the Lake University and Shanghai University of Finance and Economics

Downloads 83

36.

The Timing of Central Bank Communication: Evidence from China

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 20 Posted: 12 Feb 2015 Last Revised: 15 Feb 2015

Working Paper Series

Rongshang Hu, Qi Wei and Qiang Zhang

Independent, Hunan University - School of Finance and Statistics and Hunan University - School of Finance and Statistics

Downloads 68

37.

Market Excess Returns, Variance and the Third Cumulant

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 40 Posted: 13 Feb 2015

Working Paper Series

Eric C. Chang, Jin E. Zhang and Huimin ZHAO

University of Hong Kong - School of Business, University of Otago, Otago Business School, Department of Accountancy and Finance and Zhongshan University

Downloads 67

38.

Impact of Truncation on Model-Free Implied Moment Estimator

2015 Financial Markets & Corporate Governance Conference, Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 45 Posted: 25 Aug 2014 Last Revised: 01 Sep 2015

Working Paper Series

Geul Lee and Li Yang

NH Finance Research Institute and UNSW Australia Business School, School of Banking and Finance

Downloads 66

39.

The Impact of Foreign Banks on Monetary Policy Transmission: Evidence from the Bank-Level Panel Data in Korea

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 35 Posted: 15 Feb 2015

Working Paper Series

Bang Nam Jeon, Hosung Lim and Ji Wu

Drexel University-School of Economics, The Bank of Korea and Southwestern University of Finance and Economics (SWUFE)

Downloads 62

40.

Political Connections and M&A Decisions: A Natural Experiment from the Anti-Corruption Cases in China

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 68 Posted: 16 Feb 2015

Working Paper Series

Qigui Liu, Tianpei Luo and Gary Gang Tian

Department of Finance and Accounting, School of Management, Zhejiang University, University of Wollongong - School of Accounting, Economics & Finance and Macquarie University

Downloads 58

41.

Short-Selling with a Short Wait: Trade- and Account-Level Analyses in Korean Stock Market

Published: Pacific-Basin Finance Journal 38, 209-222, 2016

Number of pages: 38 Posted: 14 Feb 2015 Last Revised: 10 Feb 2017

Accepted Paper Series

Kuan-Hui Lee and Shu-Feng Wang

Seoul National University Business School and National Central University, Department of Finance

Downloads 56

42.

An International Study on Shareholder Protection in Minority M&A Transactions

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 35 Posted: 11 Feb 2015

Working Paper Series

Wenjing Ouyang and Pengcheng Zhu

University of the Pacific and University of San Diego

Downloads 52

43.

On the Optimal Design of Insurance Contracts with the Restriction of Equity Risk

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 16 Posted: 16 Feb 2015

Working Paper Series

Wujun Sun and Dan-Dan Dong

Nanjing University and Nanjing University

Downloads 47

44.

An Analytic Method Pricing Convertible Bonds: Based on Path Decomposing

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 20 Posted: 02 Feb 2015

Working Paper Series

Binghua Huang

Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

Downloads 44

45.

Effects of Exchange Rate Variations on Bilateral Trade with a Vehicle Currency: Evidence from China and Singapore

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 33 Posted: 14 Feb 2015

Working Paper Series

Guangpu Yang and Qingyang Gu

National University of Singapore (NUS) - Department of Economics and National University of Singapore (NUS)

Downloads 35

46.

Non-Marketability and One-Day Selling Lockup

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 61 Posted: 11 Feb 2015 Last Revised: 18 Oct 2015

Working Paper Series

Jiang Bian, Tie Su and Jun Wang

Independent, University of Miami - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 35

47.

Pricing European Options Based on the Hesitancy Degree of Investors

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 14 Posted: 11 Feb 2015

Working Paper Series

Lei Ming and Shenggang Yang

Hunan University - School of Finance and Statistics and Hunan University - School of Finance and Statistics

Downloads 35

48.

Dividend Clientele and Return Comovement

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 48 Posted: 16 Feb 2015 Last Revised: 25 Nov 2016

Working Paper Series

Allaudeen Hameed and Jing Xie

National University of Singapore (NUS) - Department of Finance and Hong Kong Polytechnic University - School of Accounting and Finance

Downloads 18

49.

Which Matters: 'Paying to Play' or Stable Business Relationship? Evidence on Analyst Recommendation and Mutual Fund Commission Fee Payment

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 46 Posted: 15 Feb 2015

Working Paper Series

Haozhi Huang, Mingsheng Li and Jing Shi

RMIT University - School of Economics, Finance and Marketing, Bowling Green State University - College of Business Administration and RMIT University - School of Economics, Finance and Marketing

Downloads 13

50.

The Effect of Restatements on Analyst Behavior

Forthcoming, Journal of Business Finance & Accounting

Posted: 10 Feb 2015 Last Revised: 05 Jun 2017

Working Paper Series

Chunlai Ye and Lin-Hui Yu

Texas A&M International University and National Taiwan University

There are 2 versions of this paper

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