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Asian Finance Association (AsianFA) 2016 Conference (Archive)

Asian Finance Association (AsianFA) 2015 Conference Logo

Conference Dates: June 26 - June 28, 2016

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Viewing: 1 - 50 of 56 papers

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 100
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 157
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 61
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

Multiple version iconThere are 2 versions of this paper

Downloads 38
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 57
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

Multiple version iconThere are 2 versions of this paper

Downloads 35
8.

Demand Curves For Stocks Do Not Slope Downwards: Evidence Using an Exogenous Supply Shock

Asian Finance Association (AsianFA) 2016 Conference, Indian School of Business WP 2729104
Number of pages: 42 Posted: 09 Feb 2016 Last Revised: 23 Jan 2019
Working Paper Series
University of Queensland, Indian School of Business and Indian School of Business
Downloads 91
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 221
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 54
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 66
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 176
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 Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)

Multiple version iconThere are 2 versions of this paper

Downloads 35
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 355
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 28
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

Multiple version iconThere are 2 versions of this paper

Downloads 46
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 169
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

Multiple version iconThere are 2 versions of this paper

Downloads 247
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 354
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
Indian School of Business, University of Southern California - Leventhal School of Accounting, Indian School of Business and Indian School of Business
Downloads 18
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: 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 24
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 67
24.

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 237
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 30
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

Multiple version iconThere are 2 versions of this paper

Downloads 61
27.

R&D Information Quality and Stock Returns

Number of pages: 45 Posted: 01 Feb 2016 Last Revised: 14 Jan 2019
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 134
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 58
29.

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 49
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 40
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

Multiple version iconThere are 2 versions of this paper

Downloads 3
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 50
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

Multiple version iconThere are 2 versions of this paper

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 209
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 119
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 90
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

Multiple version iconThere are 2 versions of this paper

Downloads 8
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 67
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 299
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 152
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 University of Kansas School of Business
Downloads 45
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 199
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

Multiple version iconThere are 2 versions of this paper

Downloads 56
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, Massey University, Massey University, Massey Business School and Massey University - Department of Economics and Finance
Downloads 155
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 41
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 121
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 183
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 403
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), University of Georgia, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,508