SSRN Finance Down Under 2016 Building on the Best from the Cellars of Finance (Archive)

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

Erkko Etula, Kalle Rinne, Matti Suominen and Lauri Vaittinen

Independent, Luxembourg School of Finance, Aalto University School of Business and Independent

Downloads 3,309

2.

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

Salman Arif, Azi Ben-Rephael and Charles M.C. Lee

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 711

3.

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

Jonathan Brogaard, Matthew Denes and Ran Duchin

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 440

4.

Uncertain Market Making

Finance Down Under 2016 Building on the Best from the Cellars of Finance

Number of pages: 48 Posted: 01 Oct 2015 Last Revised: 03 May 2017

Working Paper Series

Bart Z. Yueshen

INSEAD - Finance

Downloads 296

5.

Investment Efficiency and Product Market Competition

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 56 Posted: 21 Jul 2015 Last Revised: 12 May 2016

Accepted Paper Series

Neal Stoughton, Kit Pong Wong and Long Yi

Vienna University of Economics and Business, The University of Hong Kong - School of Economics and Finance and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences

Downloads 292

6.

Momentum in Imperial Russia

WFA 2016 Park City Meetings Paper

Number of pages: 42 Posted: 23 Sep 2015 Last Revised: 29 Jun 2017

Working Paper Series

William N. Goetzmann and Simon Huang

Yale School of Management - International Center for Finance and University of Connecticut - School of Business

There are 2 versions of this paper

Downloads 287

7.

Equilibrium Asset Pricing in Directed Networks

SAFE Working Paper No. 74, Finance Down Under 2016 Building on the Best from the Cellars of Finance

Number of pages: 56 Posted: 11 Nov 2014 Last Revised: 08 Apr 2017

Working Paper Series

Nicole Branger, Patrick Konermann, Christoph Meinerding and Christian Schlag

University of Muenster - Finance Center Muenster, BI Norwegian Business School, Deutsche Bundesbank and Goethe University Frankfurt - Research Center SAFE

Downloads 267

8.

Asset Volatility and Capital Structure: Evidence from Corporate Mergers

Number of pages: 46 Posted: 22 Feb 2014 Last Revised: 16 Mar 2017

Working Paper Series

Oliver Levine and Youchang Wu

University of Wisconsin - Madison and University of Oregon - Lundquist College of Business

Downloads 200

9.

Term Structure of Interest Rates with Short-Run and Long-Run Risks

Finance Down Under 2016 Building on the Best from the Cellars of Finance

Number of pages: 74 Posted: 23 Sep 2015 Last Revised: 29 Jul 2017

Working Paper Series

Olesya V. Grishchenko, Zhaogang Song and Hao Zhou

Board of Governors of the Federal Reserve System, Johns Hopkins University - Carey Business School and Tsinghua University - PBC School of Finance

There are 2 versions of this paper

Downloads 194

10.

Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies

INSEAD Working Paper No. 2014/38/FIN, Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Finance Down Under 2016 Building on the Best from the Cellars of Finance

Number of pages: 57 Posted: 09 Apr 2014 Last Revised: 03 Oct 2015

Working Paper Series

Ailin Dong, Massimo Massa and Alminas Zaldokas

Hong Kong University of Science & Technology (HKUST) - Department of Finance, INSEAD - Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance

There are 2 versions of this paper

Downloads 188

11.

Access to Credit and Stock Market Participation

Ross School of Business Paper No. 1276, Finance Down Under 2016 Building on the Best from the Cellars of Finance

Number of pages: 52 Posted: 17 Apr 2015 Last Revised: 03 Jun 2016

Working Paper Series

Serhiy Kozak and Denis Sosyura

University of Michigan, Stephen M. Ross School of Business and Arizona State University

Downloads 181

12.

The Display of Information and Household Investment Behavior

Number of pages: 69 Posted: 21 Sep 2015 Last Revised: 31 Mar 2017

Working Paper Series

Maya Shaton

Federal Reserve Board

There are 2 versions of this paper

Downloads 136

13.

Cash-Flow Timing vs. Discount-Rate Timing: A Decomposition of Mutual Fund Market-Timing Skills

Finance Down Under 2016 Building on the Best from the Cellars of Finance , American Finance Association Meetings, 2017 Chicago

Number of pages: 67 Posted: 01 Oct 2015 Last Revised: 26 Jul 2016

Working Paper Series

Chunhua Lan and Russ Wermers

UNSW Business School and University of Maryland - Robert H. Smith School of Business

Downloads 98

14.

The Effect of Options on Information Acquisition and Asset Pricing

Finance Down Under 2016 Building on the Best from the Cellars of Finance

Number of pages: 48 Posted: 29 Sep 2015

Working Paper Series

Shiyang Huang

The University of Hong Kong - School of Economics and Finance

There are 2 versions of this paper

Downloads 79

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

Short-Sellers and Mutual Funds: Why Does Short-Sale Volume Predict Stock Returns?

Political Influence and Government Investment: Evidence from Contract-Level Data

Uncertain Market Making

Investment Efficiency and Product Market Competition

Momentum in Imperial Russia

Momentum in Imperial Russia

Momentum in Imperial Russia

Equilibrium Asset Pricing in Directed Networks

Asset Volatility and Capital Structure: Evidence from Corporate Mergers

Term Structure of Interest Rates with Short-Run and Long-Run Risks

Term Structure of Interest Rates with Short-Run and Long-Run Risks

Term Structure of Interest Rates with Short-Run and Long-Run Risks

Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies

Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies

Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies

Access to Credit and Stock Market Participation

The Display of Information and Household Investment Behavior

The Display of Information and Household Investment Behavior

The Display of Information and Household Investment Behavior

Cash-Flow Timing vs. Discount-Rate Timing: A Decomposition of Mutual Fund Market-Timing Skills

The Effect of Options on Information Acquisition and Asset Pricing

The Effect of Options on Information Acquisition and Asset Pricing

The Effect of Options on Information Acquisition and Asset Pricing

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