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PBC School of Finance & National Institute of Financial Research (PBCSF-NIFR) Research Paper Series

PBC School of Finance & National Institute of Financial Research
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Viewing: 1 - 50 of 100 papers

1.

Disclosure in Epidemics

PBCSF-NIFR Research Paper
Number of pages: 54 Posted: 29 Oct 2020
Working Paper Series
Peking University - National School of Development and Tsinghua University - PBC School of Finance
Downloads 14
2.

Trademarks in Entrepreneurial Firm Success: Empirical Evidence from Venture Backed Private Firms and Initial Public Offerings

PBCSF-NIFR Research Paper, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 81 Posted: 14 Oct 2020
Working Paper Series
Boston College - Carroll School of Management, Boston College, Carroll School of Management, Department of Finance, Tsinghua University - PBC School of Finance and Lehigh University
Downloads 37
3.

Securities Lending and Corporate Financing: Evidence from Bond Issuance

Georgetown McDonough School of Business Research Paper No. 3695947, PBCSF-NIFR Research Paper
Number of pages: 36 Posted: 02 Oct 2020
Working Paper Series
Georgetown University - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 51
4.

Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%

PBCSF-NIFR Research Paper
Number of pages: 62 Posted: 31 Aug 2020
Working Paper Series
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 20
5.

Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds

PBCSF-NIFR Research Paper
Number of pages: 42 Posted: 31 Aug 2020
Working Paper Series
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 36
6.

Assessing and Addressing the Coronavirus-Induced Economic Crisis: Evidence From 1.5 Billion Sales Invoices

PBCSF-NIFR Research Paper, 2020
Number of pages: 50 Posted: 06 Aug 2020 Last Revised: 21 Dec 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 93
7.

The Four Equation New Keynesian Model

PBCSF-NIFR Research Paper
Number of pages: 55 Posted: 07 Jul 2020
Working Paper Series
University of Michigan at Ann Arbor, University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 109
8.

Uncertainty Resolution Before Earnings Announcements

PBCSF-NIFR Research Paper
Number of pages: 58 Posted: 02 Jun 2020
Working Paper Series
Australian National University, RSFAS, PBC School of Finance, Tsinghua University and Tsinghua University - PBC School of Finance
Downloads 391
9.

Media Coverage and Underreaction-Related Anomalies

PBCSF-NIFR Research Paper
Number of pages: 48 Posted: 26 May 2020
Working Paper Series
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of International Business and Economics (UIBE), University of International Business and Economics - School of Banking and Finance and Tsinghua University - PBC School of Finance
Downloads 103
10.

Time Variation in Extrapolation and Anomalies

PBCSF-NIFR Research Paper
Number of pages: 49 Posted: 23 Apr 2020 Last Revised: 29 Oct 2020
Working Paper Series
University of International Business and Economics (UIBE), Tsinghua University, PBC School of Finance, Students and Tsinghua University - PBC School of Finance
Downloads 148
11.

Communication via Delay in a Coordination Game

NYU Stern School of Business, PBCSF-NIFR Research Paper
Number of pages: 52 Posted: 16 Apr 2020 Last Revised: 29 Oct 2020
Working Paper Series
New York University (NYU) - New York University (NYU), Shanghai, Tsinghua University - PBC School of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 39
12.

The Boundaries of Law: Can US Private Enforcement Discipline Foreign Firms?

PBCSF-NIFR Research Paper
Number of pages: 49 Posted: 07 Apr 2020 Last Revised: 29 Oct 2020
Working Paper Series
INSEAD - Finance, The Chinese University of Hong Kong, Shenzhen, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 54
13.

Timely Persuasion

PBCSF-NIFR Research Paper
Number of pages: 45 Posted: 11 Mar 2020 Last Revised: 04 Dec 2020
Working Paper Series
Indian School of Business and Tsinghua University - PBC School of Finance
Downloads 29
14.

What a Relief: How do Firms Respond to Competitors’ Listing Delays?

PBCSF-NIFR Research Paper
Number of pages: 63 Posted: 05 Mar 2020
Working Paper Series
Tsinghua University - School of Economics & Management, Tsinghua University, PBC School of Finance, Students and Tsinghua University - PBC School of Finance
Downloads 235
15.

Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market

PBCSF-NIFR Research Paper
Number of pages: 67 Posted: 02 Mar 2020 Last Revised: 29 Oct 2020
Working Paper Series
Pennsylvania State University - University Park - Department of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 82
16.

Investor Sentiment and the Pricing of Characteristics-Based Factors

PBCSF-NIFR Research Paper
Number of pages: 65 Posted: 25 Feb 2020 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Auburn University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 143
17.

Capital Leakage, House Prices, and Consumer Spending: Quasi-Experimental Evidence from House Purchase Restriction Spillovers

PBCSF-NIFR Research Paper
Number of pages: 69 Posted: 17 Jan 2020 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - School of Economics & Management, Tsinghua University - PBC School of Finance, Massachusetts Institute of Technology (MIT) and Peking University - Guanghua School of Management
Downloads 98
18.

Priming and Stock Preferences: Evidence From IPO Lotteries

PBCSF-NIFR Research Paper
Number of pages: 51 Posted: 15 Jan 2020
Working Paper Series
Beijing Normal University, Business School, Peking University - Guanghua School of Management, Guangdong University of Finance and Economics and Tsinghua University - PBC School of Finance
Downloads 109
19.

Carbon Dioxide and Asset Pricing: Evidence from International Stock Markets

PBCSF-NIFR Research Paper
Number of pages: 36 Posted: 10 Jan 2020
Working Paper Series
Tsinghua University - PBC School of Finance, University of International Business and Economics (UIBE) - School of Banking and Finance, The University of Melbourne - Department of Finance and University of International Business and Economics - School of Banking and Finance
Downloads 61
20.

The Value of Academic Independent Directors

PBCSF-NIFR Research Paper
Number of pages: 55 Posted: 01 Jan 2020 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University, PBC School of Finance, Students and Tsinghua University - PBC School of Finance
Downloads 92
21.

Bank Loan Announcement Effects — Evidence from a Comprehensive 8-K Sample

PBCSF-NIFR Research Paper
Number of pages: 55 Posted: 17 Dec 2019 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University, PBC School of Finance, Students, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Tsinghua University - PBC School of Finance
Downloads 69
22.

The Global Credit Spread Puzzle

PBCSF-NIFR Research Paper
Posted: 24 Sep 2019 Last Revised: 29 Oct 2020
Working Paper Series
Pennsylvania State University - University Park - Department of Finance, Hong Kong University of Science and Technology and Tsinghua University - PBC School of Finance
23.

China's Venture Capital Market in 'The Handbook on China's Financial System'

PBCSF-NIFR Research Paper
Number of pages: 66 Posted: 23 Jul 2019 Last Revised: 24 Nov 2020
Working Paper Series
Tsinghua University and Tsinghua University - PBC School of Finance
Downloads 1,015
24.

Angry Borrowers: Negative Reciprocity in a Financial Market

PBCSF-NIFR Research Paper
Number of pages: 54 Posted: 09 Jul 2019 Last Revised: 05 Dec 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, DePaul University, Indiana University - Kelley School of Business - Department of Finance and Tsinghua University, PBC School of Finance, Students
Downloads 160
25.

Peer Effect on Consumer Default Decision: Evidence From Online Lending Platform

PBCSF-NIFR Research Paper
Number of pages: 30 Posted: 27 Jun 2019
Working Paper Series
Department of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 85
26.

Wealth Redistribution in Bubbles and Crashes

PBCSF-NIFR Research Paper
Number of pages: 61 Posted: 19 Jun 2019 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, London School of Economics & Political Science (LSE) and Shanghai Stock Exchange
Downloads 333
27.

The Carrot Effect of Informing Borrowers about Credit Reporting: Two Randomized Field Experiments

Kelley School of Business Research Paper No. 18-48
Number of pages: 58 Posted: 16 Jun 2019 Last Revised: 08 Jul 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Washington University in Saint Louis - Olin School of Business, The Quant Group, Tsinghua University - PBC School of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 168
28.

Dynamic Runs and Optimal Termination

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 54 Posted: 10 Apr 2019 Last Revised: 29 Oct 2020
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Finance and Tsinghua University - PBC School of Finance
Downloads 39
29.

The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-29, PBCSF-NIFR Research Paper
Number of pages: 78 Posted: 04 Mar 2019 Last Revised: 14 Jan 2021
Working Paper Series
Tsinghua University - PBC School of Finance, University of Chicago - Finance and Tsinghua University - School of Economics and Management

Multiple version iconThere are 3 versions of this paper

Downloads 144
30.

Investor Sentiment and the Pricing of Macro Risks for Hedge Funds

PBCSF-NIFR Research Paper
Number of pages: 52 Posted: 24 Feb 2019
Working Paper Series
Tsinghua University - PBC School of Finance, The University of Melbourne - Department of Finance and Tsinghua University, PBC School of Finance, Students
Downloads 70
31.

The International Commonality of Idiosyncratic Variances

Columbia Business School Research Paper Forthcoming, PBCSF-NIFR Research Paper
Number of pages: 68 Posted: 11 Jan 2019 Last Revised: 29 Oct 2020
Working Paper Series
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics, Nankai University - School of Finance and Tsinghua University - PBC School of Finance
Downloads 171
32.

Deciphering Big Data in Consumer Credit Evaluation

PBCSF-NIFR Research Paper
Number of pages: 55 Posted: 11 Jan 2019 Last Revised: 18 Jan 2021
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, BaiRong Financial Information Service Co., Ltd, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 367
33.

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-82, PBCSF-NIFR Research Paper
Number of pages: 72 Posted: 04 Dec 2018 Last Revised: 29 Oct 2020
Working Paper Series
Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities

Multiple version iconThere are 2 versions of this paper

Downloads 371
34.

Individual Consumption Response to Expanding Credit Access: Evidence from Online Cash Loan Platform

PBCSF-NIFR Research Paper
Number of pages: 41 Posted: 01 Oct 2018
Working Paper Series
Department of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 77
35.

Going Bankrupt in China

PBCSF-NIFR Research Paper
Number of pages: 52 Posted: 21 Sep 2018 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance and Northwestern University - Kellogg School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 435
36.

A Dark Side of Corporate Venture Capital

PBCSF-NIFR Research Paper
Number of pages: 46 Posted: 12 Sep 2018 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 362
37.

Variance Risk Premiums in Emerging Markets: Global Integration and Economic Uncertainty

Number of pages: 83 Posted: 25 Jun 2018 Last Revised: 09 May 2019
Working Paper Series
Tsinghua University - PBC School of Finance, Syracuse University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 244
38.

User Interface and First-hand Experience in Retail Investing

Kelley School of Business Research Paper No. 18-54, Forthcoming at The Review of Financial Studies
Number of pages: 53 Posted: 20 Jun 2018 Last Revised: 26 Oct 2020
Accepted Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, DePaul University and Indiana University - Kelley School of Business - Department of Finance
Downloads 344
39.

Trademarks in Entrepreneurial Finance

Number of pages: 72 Posted: 12 Jun 2018 Last Revised: 23 Mar 2020
Working Paper Series
Boston College - Carroll School of Management, Boston College, Carroll School of Management, Department of Finance, Tsinghua University - PBC School of Finance and Lehigh University
Downloads 437
40.

Global Effective Lower Bound and Unconventional Monetary Policy

Chicago Booth Research Paper No. 18-05
Number of pages: 45 Posted: 29 May 2018 Last Revised: 10 Apr 2019
Working Paper Series
University of Notre Dame - Department of Economics and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 198
41.

Catering Through Globalization: Cross-border Expansion and Misallocation in the Global Mutual Fund Industry

PBCSF-NIFR Research Paper
Number of pages: 97 Posted: 25 Apr 2018 Last Revised: 29 Oct 2020
Working Paper Series
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 81
42.

Patent Quality and Firm Value: Evidence from Patent Examiners Busyness

PBCSF-NIFR Research Paper
Number of pages: 60 Posted: 11 Mar 2018 Last Revised: 29 Oct 2020
Working Paper Series
The Chinese University of Hong Kong, Shenzhen, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 300
43.

The Portfolio-Driven Disposition Effect

PBCSF-NIFR Research Paper
Number of pages: 66 Posted: 06 Mar 2018 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, University of California, San Diego (UCSD) - Rady School of Management, University of South Florida Muma College of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 489
44.

Government Affiliation and Peer-to-Peer Lending Platforms in China

PBCSF-NIFR Research Paper
Number of pages: 55 Posted: 14 Feb 2018 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 612
45.

Do Place-Based Policies Promote Local Innovation and Entrepreneurship?

PBCSF-NIFR Research Paper
Number of pages: 56 Posted: 13 Feb 2018 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance and Boston College - Department of Finance
Downloads 358
46.

Real Effects of Peer-to-Peer Rental: Evidence from Airbnb

Kelley School of Business Research Paper No. 18-15, Kenan Institute of Private Enterprise Research Paper No. 19-13, PBCSF-NIFR Research Paper
Number of pages: 44 Posted: 12 Feb 2018 Last Revised: 29 Oct 2020
Working Paper Series
Cornell University - SC Johnson College of Business - Finance Department, Tsinghua University - PBC School of Finance and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 739
47.

Characteristics-Based Factors

PBCSF-NIFR Research Paper
Number of pages: 72 Posted: 06 Feb 2018 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Auburn University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 758
48.

Stock-bond return correlation, bond risk premium fundamental, and fiscal-monetary policy regime

Number of pages: 54 Posted: 28 Jan 2018 Last Revised: 21 Sep 2020
Working Paper Series
Cheung Kong Graduate School of Business, Federal Reserve Bank of Atlanta, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 176
49.

Policy Uncertainty and Household Credit Access: Evidence from Peer-to-Peer Crowdfunding

PBCSF-NIFR Research Paper
Number of pages: 52 Posted: 08 Dec 2017 Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 334
50.

Leverage Network and Market Contagion

PBCSF-NIFR Research Paper
Number of pages: 58 Posted: 28 Sep 2017 Last Revised: 13 Mar 2019
Working Paper Series
University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, London School of Economics & Political Science (LSE) and Tsinghua University - PBC School of Finance
Downloads 362