1.
Forecasting Stock Returns in Good and Bad Times: The Role of Market States
27th Australasian Finance and Banking Conference 2014 Paper, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 41
Posted: 14 Dec 2012
Last Revised: 01 Aug 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
2,600
2.
Manager Sentiment and Stock Returns
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67
Posted: 21 Sep 2015
Last Revised: 13 Sep 2017
Working Paper Series
Central University of Finance and Economics (CUFE), University of Georgia, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
1,372
3.
Enemy at the Gates: Trade Credit v/s Price Discount as a Strategic Tool
Asian Finance Association (AsianFA) 2016 Conference, 28th Annual Conference on Financial Economics and Accounting
Number of pages: 89
Posted: 25 Sep 2015
Last Revised: 12 Jul 2018
Working Paper Series
Georgia Institute of Technology
Downloads
394
4.
Starting on the Wrong Foot: Seasonality in Mutual Fund Performance
Journal of Banking and Finance, Forthcoming, Asian Finance Association (AsianFA) 2016 Conference, 29th Australasian Finance and Banking Conference 2016
Number of pages: 49
Posted: 10 Aug 2015
Last Revised: 16 Dec 2017
Accepted Paper Series
New York University - Stern School of Business, University of Melbourne - Department of Finance, Manchester Business School and Lancaster University - Management School
Downloads
348
5.
Short Sale, Margin Purchase, and Stock Price Crash Risk
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 52
Posted: 02 Feb 2016
Working Paper Series
Fudan University and University of Macau
Downloads
345
6.
How Does Corporate Social Responsibility Change Capital Structure?
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 50
Posted: 03 Feb 2016
Last Revised: 14 Jun 2016
Working Paper Series
Hunan University - School of Finance and Statistics, Hunan University, Hunan University - School of Finance and Statistics and Hunan University
Downloads
343
7.
Informed Options Trading Prior to Bankruptcy Filings
28th Australasian Finance and Banking Conference, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47
Posted: 01 Aug 2013
Last Revised: 28 Jul 2016
Working Paper Series
Monash University - Monash Business School, Singapore Management University - Lee Kong Chian School of Business, UNSW Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads
306
8.
Information Disclosure, Product Market Competition, and Firm Value
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 57
Posted: 19 Jan 2016
Working Paper Series
Zhongnan University of Economics and Law, Yuan Ze University, Deakin University - School of Accounting, Economics and Finance and Keuka College
Downloads
296
9.
Private Debt: Volatility, Credit Risk, and Returns
Asian Finance Association (AsianFA) 2016 Conference, 29th Australasian Finance and Banking Conference 2016
Number of pages: 42
Posted: 22 May 2015
Last Revised: 20 Aug 2016
Working Paper Series
Florida Atlantic University, Continuity Capital Partners and The University of Western Australia Business School
Downloads
285
10.
Shareholder Perks, Ownership Structure, and Firm Value
Number of pages: 64
Posted: 09 Jun 2015
Last Revised: 16 Aug 2018
Working Paper Series
University of Washington - Michael G. Foster School of Business, Miami University - Farmer School of Business and Hitotsubashi University - Graduate School of International Corporate Strategy
Downloads
264
11.
Industrial Foundations as Long-Term Owners
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 556/2018
Number of pages: 60
Posted: 02 Feb 2016
Last Revised: 16 Nov 2018
Working Paper Series
Copenhagen Business School, Copenhagen Business School, Department of International Economics and Management, Center for Corporate Governance, Copenhagen Business School - Department of International Economics and Management, Students and Copenhagen Business School
There are 2 versions of this paper
Industrial Foundations as Long-Term Owners
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 556/2018
Number of pages: 60
Posted: 02 Feb 2016
Last Revised: 16 Nov 2018
Downloads
241
Industrial Foundations as Long‐Term Owners
Corporate Governance: An International Review, Vol. 26, Issue 3, pp. 180-196, 2018
Number of pages: 17
Posted: 05 Jun 2018
Downloads
241
12.
Estimating Order Imbalance Using Low Frequency Data
Number of pages: 95
Posted: 01 Feb 2016
Last Revised: 15 Jan 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads
227
13.
Corporate Social Responsibility and Firm Risk: Implications from Employee Satisfaction
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 71
Posted: 09 Feb 2016
Working Paper Series
City University of Hong Kong (CityUHK), Department of Economics & Finance, Students
Downloads
217
14.
The Crowding-Out Effect of Real Estate Markets on Corporate Innovation: Evidence from China
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 37
Posted: 25 Jan 2016
Last Revised: 02 Sep 2016
Working Paper Series
Macquarie UNiversity, University of Southern California - Marshall School of Business, University of International Business and Economics (UIBE) and Renmin University of China
Downloads
204
15.
Information in (and not in) Treasury Options
Number of pages: 60
Posted: 16 Dec 2015
Last Revised: 30 Sep 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads
194
16.
Capital Market Access and Cash Flow Allocation During the Financial Crisis
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 55
Posted: 03 Feb 2016
Last Revised: 09 Sep 2016
Working Paper Series
University of Southern Denmark and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads
173
17.
Innovation Beyond Firm Boundaries: Common Blockholders, Strategic Alliances, and Corporate Innovation
American Economic Association 2017 Meetings Paper,
Asian Finance Association (AsianFA) 2016 Conference Paper
Number of pages: 51
Posted: 01 Oct 2015
Last Revised: 09 Jan 2018
Working Paper Series
Boston College - Carroll School of Management, Baruch College (CUNY) and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads
172
18.
The Impact of Latency Sensitive Trading on High Frequency Arbitrage Opportunities
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 23
Posted: 02 Feb 2016
Working Paper Series
Macquarie University, Macquarie Graduate School of Management, University of Virginia - McIntire School of Commerce and Macquarie University
Downloads
166
19.
Optimal Capital Structure and Speed of Adjustment: Inside Debt Perspective
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 40
Posted: 12 Feb 2016
Working Paper Series
National Taiwan University, Fu Jen Catholic University and Independent
Downloads
154
20.
Country Governance and International Equity Returns
2016 Financial Markets and Corporate Governance, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 67
Posted: 11 Dec 2015
Last Revised: 16 Jan 2018
Working Paper Series
Massey University - School of Economics and Finance, Massey University, Massey University, Massey Business School and Massey University - Department of Economics and Finance
Downloads
152
21.
Idiosyncratic Risk Matters to Large Stocks!
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 48
Posted: 16 Jan 2016
Last Revised: 26 Jan 2016
Working Paper Series
University of Houston - C.T. Bauer College of Business, University of Houston and University of Texas at Dallas - School of Management
Downloads
151
22.
R&D Information Quality and Stock Returns
Number of pages: 49
Posted: 01 Feb 2016
Last Revised: 03 Jan 2017
Working Paper Series
International Business School Suzhou, Xi’an Jiaotong Liverpool University, ESSEC Business School, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads
131
23.
Predictive Regressions Based on Ex Ante Index Futures Market Information
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 59
Posted: 19 Oct 2013
Last Revised: 02 Feb 2016
Working Paper Series
Dongbei University of Finance and Economics
Downloads
127
24.
Revisiting Basel Risk Weights – Cross-Sectional Risk Sensitivity and Cyclicality
Journal of Business Economics 86 (8/2016), 905–931,
Number of pages: 44
Posted: 30 Oct 2015
Last Revised: 24 Feb 2017
Accepted Paper Series
University of Hagen and Münster University of Applied Sciences
Downloads
118
25.
Market Liquidity: A Study from Proprietary Algorithmic Traders Perspective
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 35
Posted: 22 Jan 2016
Last Revised: 22 Aug 2016
Working Paper Series
Indian Institute of Management (IIM), Calcutta and Indian Institute of Management Udaipur
Downloads
117
26.
Shareholder Perks in Japan: Price Movement and Trading Volume Around Ex-Benefit Days
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 38
Posted: 09 May 2016
Working Paper Series
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business, Hitotsubashi University - Graduate School of International Corporate Strategy and Soka University
Downloads
98
27.
Best Execution: Can Institutional and Retail Investors Benefit from Fast and Fragmented Trading?
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 50
Posted: 22 Jan 2016
Last Revised: 02 Feb 2016
Working Paper Series
Stockholm Business School, Stockholm University, Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School
Downloads
88
28.
Downward Sloping Demand Curve, Price Pressure, or Slow Moving Capital?: Evidence from an Exogenous Supply Shock
Asian Finance Association (AsianFA) 2016 Conference, Indian School of Business WP 2729104
Number of pages: 44
Posted: 09 Feb 2016
Last Revised: 21 Aug 2017
Working Paper Series
University of Queensland, Indian School of Business and Indian School of Business
Downloads
88
29.
Can Commodity Futures Margin Requirements Control Risks Effectively? Evidence from China
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 31
Posted: 21 Jan 2016
Working Paper Series
Fudan University, Fudan University - Department of Finance and Fudan University
Downloads
66
30.
The Informativeness of Substantial Shareholder Trading in the Lead Up to a Takeover Bid
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 39
Posted: 01 Feb 2016
Working Paper Series
The University of Western Australia, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia
Downloads
65
31.
Market Timing of Seasoned Equity Offerings with Long Regulative Process
Journal of Corporate Finance, Vol. 39, 2016, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 43
Posted: 03 Feb 2016
Last Revised: 30 Dec 2017
Working Paper Series
School of Accounting, Zhongnan University of Economics and Law, Kyushu University - Faculty of Economics and School of Economics and Management,China University of Geosciences
Downloads
64
32.
Cross-Sectional Identification of Informed Trading
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 44
Posted: 01 Feb 2016
Working Paper Series
Erasmus University Rotterdam (EUR) - Finance, State University of New York at Buffalo - School of Management and Erasmus University - Rotterdam School of Management
There are 2 versions of this paper
A Portfolio Optimization Approach to Identifying Private Information
Number of pages: 46
Posted: 01 Dec 2014
Last Revised: 08 Oct 2018
Downloads
275
Cross-Sectional Identification of Informed Trading
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 44
Posted: 01 Feb 2016
Downloads
60
Downloads
60
33.
Liquidity Commonality During the Financial Crisis: Effects of News Announcements
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 50
Posted: 11 Feb 2016
Working Paper Series
National Central University, National Central University and National Central University at Taiwan - Department of Economics
Downloads
58
34.
Are Capital Requirements on Small Business Loans Flawed?
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 53
Posted: 13 Dec 2015
Last Revised: 06 Nov 2018
Working Paper Series
University of Maastricht - Limburg Institute of Financial Economics (LIFE), WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
There are 2 versions of this paper
Are Capital Requirements on Small Business Loans Flawed?
Best AFFI 2016 paper in banking & insurance
Number of pages: 53
Posted: 09 Aug 2012
Last Revised: 06 Nov 2018
Downloads
226
Are Capital Requirements on Small Business Loans Flawed?
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 53
Posted: 13 Dec 2015
Last Revised: 06 Nov 2018
Downloads
54
Downloads
54
35.
Macroeconomic Uncertainty, State Ownership, and Board Size in China
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 32
Posted: 10 Feb 2016
Working Paper Series
Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads
53
36.
Should Private Sector Participate in Public Private Partnerships? Evidence from China and India
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 56
Posted: 04 Feb 2016
Working Paper Series
RMIT University and RMIT University
Downloads
53
37.
Does More Complex Language in FOMC Decisions Impact Financial Markets?
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 31
Posted: 01 Feb 2016
Working Paper Series
University of Western Australia and University of Piraeus
Downloads
49
38.
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47
Posted: 02 Feb 2016
Last Revised: 26 Jun 2016
Working Paper Series
Mahidol University International College (MUIC), Thammasat Business School, Mahidol University International College (MUIC) and Thammasat University
There are 2 versions of this paper
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47
Posted: 02 Feb 2016
Last Revised: 26 Jun 2016
Downloads
44
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
29th Australasian Finance and Banking Conference 2016
Number of pages: 47
Posted: 20 Aug 2016
Downloads
28
Downloads
44
39.
Investor Network: Implications for Information Diffusion and Asset Prices
Number of pages: 51
Posted: 16 Dec 2015
Last Revised: 16 Feb 2018
Working Paper Series
National Taiwan University, Chung Yuan Christian University - Department of Finance, National Taiwan University - Department of Finance and University of Kansas School of Business
Downloads
41
40.
Determinants of Analyst Replacement
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 29
Posted: 01 Feb 2016
Working Paper Series
Yuan Ze University
Downloads
39
41.
Insider Sales under the Threat of Short Sellers: New Hypothesis and New Tests
Number of pages: 55
Posted: 01 Feb 2016
Last Revised: 20 Apr 2018
Working Paper Series
Fudan University - School of Management, The University of Melbourne, Hong Kong Polytechnic University, The Chinese University of Hong Kong, Shenzhen and Fudan University
Downloads
39
42.
Stock Futures of a Flawed Market Index
Asia-Pacific Financial Markets, Forthcoming, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 28
Posted: 03 Nov 2015
Last Revised: 24 Oct 2018
Accepted Paper Series
Tokio Marine Asset Management
Downloads
39
43.
Corruption Risk in the Defence Industry: Drivers and Stock Market Effects
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 58
Posted: 11 Feb 2016
Working Paper Series
University of South Australia, University of Southern Queensland and University of Southern Queensland
There are 2 versions of this paper
Corruption Risk in the Defence Industry: Drivers and Stock Market Effects
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 58
Posted: 11 Feb 2016
Downloads
37
Downloads
37
44.
The Determinants of Convenience Yields
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 42
Posted: 10 Feb 2016
Working Paper Series
Xi'an Jiaotong Liverpool University and Leibniz Universität Hannover
There are 2 versions of this paper
The Determinants of Convenience Yields
2015 Financial Markets & Corporate Governance Conference
Number of pages: 42
Posted: 02 Feb 2015
Downloads
44
The Determinants of Convenience Yields
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 42
Posted: 10 Feb 2016
Downloads
35
Downloads
35
45.
Expectations and Risk Premia at 8:30am: Macroeconomic Announcements and the Yield Curve
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 70
Posted: 03 Feb 2016
Working Paper Series
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific, Bank for International Settlements (BIS) - Monetary and Economic Department and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
There are 2 versions of this paper
Expectations and Risk Premia at 8:30am: Macroeconomic Announcements and the Yield Curve
BIS Working Paper No. 527
Number of pages: 54
Posted: 16 Nov 2015
Downloads
62
Expectations and Risk Premia at 8:30am: Macroeconomic Announcements and the Yield Curve
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 70
Posted: 03 Feb 2016
Downloads
34
Downloads
34
46.
Googling Investor Sentiment Around the World
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 99
Posted: 01 Feb 2016
Last Revised: 12 Nov 2018
Accepted Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School, School of Management, Fudan University and The Chinese University of Hong Kong, Shenzhen
Downloads
30
47.
Managerial Social Networks Versus Political Connections: Evidence from Firms’ Access to Informal Financing Resources
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 51
Posted: 01 Feb 2016
Working Paper Series
Macquarie University - Department of Applied Finance and Actuarial Studies, Department of Finance and Accounting, School of Management, Zhejiang University and Jiangxi University of Finance and Economics
Downloads
29
48.
Does the Policy Lending of the Government Financial Institution Mitigate the Credit Crunch? Evidence from the Loan Level Data in Japan
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 51
Posted: 26 Jan 2016
Working Paper Series
Keio University and Independent
There are 2 versions of this paper
Does the Policy Lending of the Government Financial Institution Mitigate the Credit Crunch? Evidence from the Loan Level Data in Japan
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 51
Posted: 26 Jan 2016
Downloads
26
Does the Policy Lending of the Government Financial Institution Mitigate the Credit Crunch? Evidence from the Loan Level Data in Japan
30th Australasian Finance and Banking Conference 2017
Number of pages: 50
Posted: 16 Aug 2017
Downloads
16
Downloads
26
49.
Indirect Benefits of Financial Globalization: Evidence from Small Firms’ Growth Opportunities
Number of pages: 48
Posted: 02 Feb 2016
Last Revised: 30 Jan 2017
Working Paper Series
Korea University and Nankai University - Business School
Downloads
25
50.
Too Big to Fail: Toward an Optimal Regulation
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 38
Posted: 01 Feb 2016
Working Paper Series
Fudan University - Fanhai International School of Finance and The Chinese University of Hong Kong
Downloads
23
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