1.
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
131
2.
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
172
3.
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
62
4.
Market Closure and Short-Term Reversal
Asian Finance Association (AsianFA) 2016 Conference
Posted: 11 Feb 2016
Working Paper Series
Imperial College Business School, Imperial College Business School and Tsinghua University
5.
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
43
Downloads
43
6.
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
59
7.
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
46
The Determinants of Convenience Yields
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 42
Posted: 10 Feb 2016
Downloads
37
Downloads
37
8.
Demand Curves For Stocks Do Not Slope Down: Evidence Using an Exogenous Supply Shock
Journal of Banking and Finance, Vol. 104, 2019, Asian Finance Association (AsianFA) 2016 Conference, Indian School of Business WP 2729104
Number of pages: 43
Posted: 09 Feb 2016
Last Revised: 12 May 2019
Accepted Paper Series
University of Queensland, Indian School of Business and Indian School of Business
Downloads
134
9.
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
243
10.
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
60
11.
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
74
12.
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
184
13.
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 Institute for Monetary and Financial 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
67
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
45
Downloads
45
14.
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
382
15.
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
42
16.
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
51
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
31
Downloads
51
17.
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
179
18.
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
284
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
284
19.
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
377
20.
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
Emory University, Goizueta Business School, University of Southern California - Leventhal School of Accounting, Indian School of Business and Indian School of Business
Downloads
28
21.
A Gender Gap in Executive Cash Compensation in Thailand: A View of the Expectancy Theory
Asian Finance Association (AsianFA) 2016 Conference
Posted: 01 Feb 2016
Working Paper Series
Rajamangala University of Technology Rattanakosin - Faculty of Business Administration, Thammasat University - Faculty of Economics, Rajamangala University of Technology Rattanakosin - College of Innovation Management and Rajamangala University of Technology Rattanakosin - College of Innovation Management
22.
Too Big To Fail and Optimal Regulation
Number of pages: 25
Posted: 01 Feb 2016
Last Revised: 30 Aug 2019
Working Paper Series
Fudan University - Fanhai International School of Finance (FISF) and The Chinese University of Hong Kong
Downloads
36
23.
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
72
24.
Estimating Order Imbalance Using Low Frequency Data
Number of pages: 95
Posted: 01 Feb 2016
Last Revised: 15 Jan 2018
Working Paper Series
Auckland University of Technology - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads
305
25.
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
36
26.
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
298
Cross-Sectional Identification of Informed Trading
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 44
Posted: 01 Feb 2016
Downloads
71
Downloads
71
27.
R&D Information Quality and Stock Returns
Number of pages: 45
Posted: 01 Feb 2016
Last Revised: 14 Jan 2019
Working Paper Series
Beijing Normal University-Hong Kong Baptist University United International College, 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
149
28.
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
192
29.
Insider Sales under the Threat of Short Sellers: New Hypothesis and New Tests
Number of pages: 55
Posted: 01 Feb 2016
Last Revised: 30 Jul 2019
Working Paper Series
Fudan University - School of Management, Singapore Management University - School of Accountancy, Hong Kong Polytechnic University, The Chinese University of Hong Kong, Shenzhen and Fudan University
Downloads
90
30.
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
43
31.
The Information Content of Special Orders
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 34
Posted: 01 Feb 2016
Working Paper Series
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance and Department of Economics and Finance, La Trobe University
There are 2 versions of this paper
The Information Content of Special Orders
Pacific-Basin Finance Journal, Forthcoming, FIRN Research Paper No. 2786185
Number of pages: 37
Posted: 05 Jun 2016
Downloads
92
The Information Content of Special Orders
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 34
Posted: 01 Feb 2016
Downloads
5
Downloads
5
32.
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
54
33.
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
27
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
17
Downloads
27
34.
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
268
35.
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
133
36.
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
101
37.
Quantitative Easing and Liquidity in the Japanese Government Bond Market
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 25
Posted: 21 Jan 2016
Working Paper Series
Kobe University and Kobe University
There are 2 versions of this paper
Quantitative Easing and Liquidity in the Japanese Government Bond Market
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 25
Posted: 21 Jan 2016
Downloads
10
Quantitative Easing and Liquidity in the Japanese Government Bond Market
International Review of Finance, Vol. 18, Issue 3, pp. 463-475, 2018
Number of pages: 13
Posted: 17 Sep 2018
Downloads
1
Downloads
10
38.
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
71
39.
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
315
40.
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
157
41.
Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks
Asian Finance Association (AsianFA) 2016 Conference
Posted: 12 Jan 2016
Working Paper Series
Seoul National University of Science and Technology and Nankai University - Business School
42.
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 Federal Reserve Bank of Richmond
Downloads
64
43.
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
212
44.
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
235
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
67
Downloads
67
45.
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, Auckland University of Technology, Massey University, Massey Business School and Massey University - Department of Economics and Finance
Downloads
165
46.
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
42
47.
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
126
48.
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
228
49.
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
420
50.
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), Brigham Young University, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads
1,877
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