SSRN Asian Finance Association (AsianFA) 2016 Conference (Archive)

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

Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou

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

Fuwei Jiang, Joshua A. Lee, Xiumin Martin and Guofu Zhou

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

Stephen J. Brown, Juan M. Sotes-Paladino, George Jiaguo Wang and Yaqiong (Chelsea) Yao

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

Manpreet Singh

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

Li Ge, Jianfeng Hu, Mark Humphery-Jenner and Tse-Chun Lin

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

Yan Luo and Jinjuan Ren

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

Kung-Cheng Ho, Shih-Cheng Lee, Chien‐Ting Lin and Lee-Hsien Pan

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

Douglas J. Cumming, Grant Fleming and Zhangxin Frank Liu

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

Shenggang Yang, Feiying He, Zhu Qi and Zou Ziang

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

Jonathan M. Karpoff, Robert J. Schonlau and Katsushi Suzuki

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

Weijie Lu

City University of Hong Kong (CityUHK), Department of Economics & Finance, Students

There 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

Hoyong Choi

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

David Florysiak and Vidhan K. Goyal

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

Alex Frino, Vito Mollica, Robert I. Webb and Shunquan Zhang

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

Jing Shi, Yongxiang Wang, Weixing Wu and tony zhong

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

Hsien-Hsing Liao, Tsung-Kang Chen and Yi-Han Chang

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

Christa Børsting, Johan Kuhn, Thomas Poulsen and Steen Thomsen

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

Ben R. Marshall, Nhut H. Nguyen, Hung T. Nguyen and Nuttawat Visaltanachoti

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

JinGi Ha and Jianfeng Hu

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

Yangqiulu Luo, Guojun Wu and Yexiao Xu

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

Junhua Zhong

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

Tao Huang, Junye Li, Fei Wu and Ning Zhu

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

Rainer Baule and Christian Tallau

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

Ashok Banerjee and Samarpan Nawn

Indian Institute of Management (IIM), Calcutta and IIM Calcutta, Students

There 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

Chuan-Yang Hwang, Sheridan Titman and Yuxi Wang

Nanyang Technological University (NTU), University of Texas at Austin - Department of Finance and Nanyang Technological University (NTU)

There 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

Zhe Shen, Jiaxing You and Michael Firth

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

Myeong Hyeon Kim and Lingxia Sun

National Pension Research Institute and Nankai University - Business School

There 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

Michał Dzieliński, Björn Hagströmer and Lars L. Norden

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

Thomas J. Chemmanur, Yao Shen and Jing Xie

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

Ankit Jain, Prasanna L. Tantri and Ramabhadran S. Thirumalai

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

Jun Song, Jinliu Li and Ruobing Ling

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

Millicent Chang, Raymond da Silva Rosa and Wilson Ng

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

Yong Huang, Konari Uchida and Daolin Zah

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

Ya-Ting Chang, Yin-Feng Gau and Chih-Chiang Hsu

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

Jing Liao and Martin R. Young

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

Dennis Bams, Magdalena Pisa and Christian C. P. Wolff

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

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

Hong Nhung Dao and Vijaya B. Marisetty

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

Lee A. Smales and Nicholas Apergis

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

Dion Bongaerts, Dominik Rösch and Mathijs A. Van Dijk

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

Downloads 38

40.

Determinants of Analyst Replacement

Asian Finance Association (AsianFA) 2016 Conference

Number of pages: 29 Posted: 01 Feb 2016

Working Paper Series

Shin-Rong Shiah-Hou

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

Woraphon Wattanatorn, Chaiyuth Padungsaksawasdi, Sarayut Nathaphan and Pornchai Chunhachinda

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

There 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

Chandrasekhar Krishnamurti, Domenico Pensiero and Eswaran Velayutham

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

There 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

Kotaro Miwa and Kazuhiro Ueda

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

Yingying Wu and Marcel Prokopezuk

Xi'an Jiaotong Liverpool University and Leibniz Universität Hannover

There are 2 versions of this paper

Downloads 30

45.

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

Wako Watanabe and Masahiro Sekino

Keio University and Independent

There are 2 versions of this paper

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

Wei Huang, S. Ghon Rhee, Katsushi Suzuki and Taeko Yasutake

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

Dong Wook Lee and Lingxia Sun

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

Peter Hördahl, Eli M. Remolona and Giorgio Valente

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

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

Gary Gang Tian, Qigui Liu and Jinbo Luo

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

Deepak Agrawal, K.R. Subramanyam, Prasanna L. Tantri and Ramabhadran S. Thirumalai

Indian School of Business, University of Southern California - Leventhal School of Accounting, Indian School of Business and Indian School of Business

Downloads 3

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