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
2,424
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
1,029
3.
Financial Constraints and Trade Credit as a Strategic Tool: Evidence from Small-Scale Reservation Reforms in India
Asian Finance Association (AsianFA) 2016 Conference, 28th Annual Conference on Financial Economics and Accounting
Number of pages: 69
Posted: 25 Sep 2015
Last Revised: 17 Oct 2017
Working Paper Series
Georgia Institute of Technology
Downloads
364
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, The University of Melbourne - Department of Finance, Manchester Business School and Lancaster University - Management School
Downloads
336
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
306
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
298
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
292
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
283
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
York University - Schulich School of Business, Continuity Capital Partners and The University of Western Australia Business School
Downloads
255
10.
Shareholder Perks, Ownership Structure, and Firm Value
Number of pages: 62
Posted: 09 Jun 2015
Last Revised: 16 Mar 2018
Working Paper Series
University of Washington - Michael G. Foster School of Business, Brigham Young University - Department of Finance and Hitotsubashi University - Graduate School of International Corporate Strategy
Downloads
207
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
There are 2 versions of this paper
Corporate Social Responsibility and Firm Risk: Implications from Employee Satisfaction
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 71
Posted: 09 Feb 2016
Downloads
202
Corporate Social Responsibility and Firm Risk: Implications from Employee Satisfaction
Number of pages: 52
Posted: 14 Jun 2015
Last Revised: 28 Jun 2015
Downloads
119
Downloads
202
12.
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: 28 Mar 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
Downloads
189
13.
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
184
14.
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
177
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
Macquarie University - Department of Applied Finance and Actuarial Studies, University of Southern California - Marshall School of Business, University of International Business and Economics (UIBE) and Renmin University of China
Downloads
174
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
168
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
156
18.
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
144
19.
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
142
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, Monash University and Massey University - Department of Economics and Finance
Downloads
130
21.
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
122
22.
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
120
23.
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
118
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
111
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 IIM Calcutta, Students
There are 2 versions of this paper
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
Downloads
109
Downloads
109
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, Xiamen University and Lingnan University - Department of Finance and Insurance
Downloads
91
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
85
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
Indian School of Business (ISB), Hyderabad, Indian School of Business and Indian School of Business
Downloads
77
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
64
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
64
31.
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
61
32.
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
59
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
55
34.
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
Cross-Sectional Identification of Informed Trading
Number of pages: 44
Posted: 01 Dec 2014
Downloads
265
Cross-Sectional Identification of Informed Trading
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 44
Posted: 01 Feb 2016
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
51
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
There are 2 versions of this paper
Credit Risk Characteristics of U.S. Small Business Portfolios
Best AFFI 2016 paper in banking & insurance
Number of pages: 39
Posted: 09 Aug 2012
Last Revised: 12 Aug 2017
Downloads
220
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
Downloads
49
Downloads
49
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
Curtin University - School of Economics and Finance and University of Piraeus
Downloads
49
38.
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
47
39.
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
37
40.
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
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
37
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
23
Downloads
37
41.
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
36
Downloads
36
42.
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
34
43.
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
39
The Determinants of Convenience Yields
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 42
Posted: 10 Feb 2016
Downloads
33
Downloads
33
44.
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
13
Downloads
26
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
26
Downloads
26
46.
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
25
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
23
48.
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
22
49.
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
11
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
Johns Hopkins University - Department of Economics and The Chinese University of Hong Kong
Downloads
11
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