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Asian Finance Association (AsianFA) 2016 Conference (Archive)

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Conference Dates: June 26 - June 28, 2016

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Viewing: 1 - 50 of 53 papers

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) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 2,139
2.

Manager Sentiment and Stock Returns

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 58 Posted: 21 Sep 2015 Last Revised: 14 Jan 2016
Working Paper Series
Central University of Finance and Economics (CUFE) - School of Finance, University of Georgia, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - Olin School of Business
Downloads 565
3.

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

Asian Finance Association (AsianFA) 2016 Conference, 29th Australasian Finance and Banking Conference 2016
Number of pages: 49 Posted: 10 Aug 2015 Last Revised: 05 Jun 2017
Working Paper Series
New York University - Stern School of Business, University of Melbourne - Department of Finance, Manchester Business School and Lancaster University - Management School
Downloads 313
4.

Financial Constraints and Trade Credit as a Strategic Tool: Evidence from Small-Scale Reservation Reforms in India

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 68 Posted: 25 Sep 2015 Last Revised: 16 Jul 2017
Working Paper Series
Georgia Institute of Technology
Downloads 290
5.

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 270
6.

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 261
7.

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 241
8.

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
York University - Schulich School of Business, Continuity Capital Partners and The University of Western Australia Business School
Downloads 217
9.

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 216
10.

Shareholder Perks, Ownership Structure, and Firm Value

Number of pages: 52 Posted: 09 Jun 2015 Last Revised: 10 Jun 2017
Working Paper Series
University of Washington - Michael G. Foster School of Business, Brigham Young University - Department of Finance and Hitotsubashi University - Graduate School of Commerce and Management
Downloads 189
11.

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

Multiple version iconThere are 2 versions of this paper

Downloads 179
12.

Information in (and not in) Treasury Options

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 60 Posted: 16 Dec 2015 Last Revised: 24 Feb 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 154
13.

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
Ludwig Maximilian University of Munich - Faculty of Business Administration (Munich School of Management) and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 144
14.

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 127
15.

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
RMIT University - School of Economics, Finance and Marketing, University of Southern California - Marshall School of Business, University of International Business and Economics (UIBE) and Renmin University of China
Downloads 126
16.

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 121
17.

Industrial Foundations as Long-Term Owners

Number of pages: 64 Posted: 02 Feb 2016 Last Revised: 03 Aug 2017
Working Paper Series
Copenhagen Business School - Department of International Economics and Management, Students, Copenhagen Business School, Copenhagen Business School, Department of International Economics and Management, Center for Corporate Governance and Copenhagen Business School
Downloads 117
18.

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: 26 Mar 2017
Working Paper Series
Massey University - School of Economics and Finance, Massey University, Monash University and Massey University - Department of Economics and Finance
Downloads 116
19.

Estimating Order Imbalance Using Low Frequency Data

29th Australasian Finance and Banking Conference 2016
Number of pages: 64 Posted: 01 Feb 2016 Last Revised: 04 Apr 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 114
20.

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 114
21.

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 113
22.

R&D Information Quality and Stock Returns

Number of pages: 49 Posted: 01 Feb 2016 Last Revised: 03 Jan 2017
Working Paper Series
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 102
23.

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 99
24.

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 IIM Calcutta, Students

Multiple version iconThere are 2 versions of this paper

Downloads 87
25.

Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 45 Posted: 22 Aug 2015 Last Revised: 30 Jan 2016
Working Paper Series
Nanyang Technological University (NTU), University of Texas at Austin - Department of Finance and Nanyang Technological University (NTU)

Multiple version iconThere are 2 versions of this paper

Downloads 82
26.

Driving the Presence of Investor Sentiment: The Role of Media Bias in IPOs

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 43 Posted: 26 Jan 2016 Last Revised: 01 Feb 2016
Working Paper Series
Xiamen University - School of Management, Xiamen University and Lingnan University - Department of Finance and Insurance
Downloads 78
27.

Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 31 Posted: 12 Jan 2016
Working Paper Series
National Pension Research Institute and Nankai University - Business School

Multiple version iconThere are 2 versions of this paper

Downloads 72
28.

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 71
29.

Innovation Beyond Firm Boundaries: Common Blockholders, Strategic Alliances, and Corporate Innovation

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 51 Posted: 01 Oct 2015 Last Revised: 15 Dec 2016
Working Paper Series
Boston College - Carroll School of Management, Baruch College (CUNY) and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 64
30.

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
Indian School of Business (ISB), Hyderabad, Indian School of Business and Indian School of Business
Downloads 59
31.

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 58
32.

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
University of Western Australia, University of Western Australia - Department of Accounting and Finance and University of Western Australia
Downloads 57
33.

Market Timing of Seasoned Equity Offerings with Long Regulative Process

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 43 Posted: 03 Feb 2016 Last Revised: 28 Apr 2016
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 55
34.

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 49
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 47
36.

Credit Risk Characteristics of US Small Business Portfolios

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 38 Posted: 13 Dec 2015 Last Revised: 05 Jul 2017
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

Multiple version iconThere are 2 versions of this paper

Downloads 45
37.

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 43
38.

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
Curtin University - School of Economics and Finance and University of Piraeus
Downloads 41
39.

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

Multiple version iconThere are 2 versions of this paper

Downloads 38
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 32
41.

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
PTT Public Company Limited, Thammasat Business School, Mahidol University International College (MUIC) and Thammasat University

Multiple version iconThere are 2 versions of this paper

Downloads 32
42.

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 Southern Queensland, University of Southern Queensland and University of Southern Queensland

Multiple version iconThere are 2 versions of this paper

Downloads 30
43.

Stock Futures of a Flawed Market Index

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 23 Posted: 03 Nov 2015 Last Revised: 17 Nov 2016
Working Paper Series
Tokio Marine Asset Management and University of Tokyo
Downloads 30
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

Multiple version iconThere are 2 versions of this paper

Downloads 30
45.
Downloads 24
46.

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 Commerce and Management and Soka University
Downloads 21
47.

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 17
48.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 15
49.

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 Finance and Accounting, School of Management, Zhejiang University and Jiangxi University of Finance and Economics
Downloads 15
50.

Do Derivatives Matter?: Evidence from a Policy Experiment

Asian Finance Association (AsianFA) 2016 Conference, Indian School of Business WP 2726446
Number of pages: 57 Posted: 02 Feb 2016
Working Paper Series
Indian School of Business, University of Southern California - Leventhal School of Accounting, Indian School of Business and Indian School of Business
Downloads 3