Viewing: 1 - 15 of 15 papers
1.
Institutional Shareholders and Corporate Social Responsibility
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 63
Posted: 27 Feb 2017
Last Revised: 16 Aug 2019
Working Paper Series
Nanyang Business School, Nanyang Technological University, Shanghai University of Finance and Economics - School of Accountancy and The University of Hong Kong - Faculty of Business and Economics
Downloads
913
2.
Attention Allocation and Return Co-Movement: Evidence from Repeated Natural Experiments
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75
Posted: 20 Nov 2016
Last Revised: 04 Nov 2017
Accepted Paper Series
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads
516
3.
Early Peek Advantage? Efficient Price Discovery with Tiered Information Disclosure
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 48
Posted: 30 Nov 2013
Last Revised: 27 Feb 2017
Working Paper Series
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
445
4.
'Other People’s Money': The Trading Performance of Household Investors vs. Delegated Money Managers
28th Australasian Finance and Banking Conference, Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 58
Posted: 02 Mar 2015
Last Revised: 27 Feb 2017
Working Paper Series
The University of New South Wales, University of New South Wales (UNSW Sydney and University of Sydney Business School
Downloads
389
5.
Informed Trading Volume and Asset Prices: The Role for Intensive Traders
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 69
Posted: 06 May 2016
Last Revised: 12 Apr 2019
Working Paper Series
University of North Carolina Kenan-Flagler Business School, Tsinghua University - School of Economics & Management and Durham University
Downloads
311
6.
The Effects of Margin Trading on Earnings Management: A Natural Experiment from China
Number of pages: 66
Posted: 14 Jun 2016
Last Revised: 14 Nov 2020
Working Paper Series
Purdue University - Krannert School of Management, Boston College - Department of Finance, Xiamen University - School of Economics and Fordham University
Downloads
283
7.
Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016, 29th Australasian Finance and Banking Conference 2016
Number of pages: 64
Posted: 12 Aug 2016
Working Paper Series
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads
274
8.
The Interaction between Security Lending Market and Security Trading Market
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 41
Posted: 04 Aug 2014
Last Revised: 13 Jun 2016
Working Paper Series
The People's Bank of China (PBC) - Shanghai Head Office, Fudan University - School of Management and Fudan University
Downloads
98
9.
Communication and Comovement: Evidence from Online Stock Forums
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 66
Posted: 30 Jun 2016
Working Paper Series
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Businessaffiliation not provided to SSRN
There are 2 versions of this paper
Communication and Comovement: Evidence from Online Stock Forums
Number of pages: 59
Posted: 16 Feb 2015
Last Revised: 22 May 2018
Downloads
277
Communication and Comovement: Evidence from Online Stock Forums
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 66
Posted: 30 Jun 2016
Downloads
72
Downloads
72
10.
The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015, PBCSF-NIFR Research Paper
Number of pages: 57
Posted: 14 Jun 2016
Last Revised: 29 Oct 2020
Working Paper Series
Tsinghua University - PBC School of Finance, Tongji University, Hong Kong Polytechnic University and Tong Ji University - School of Economics and Management
Downloads
36
11.
The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market
Journal of Empirical Finance, Vol. 50, 2019, First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 57
Posted: 14 Jun 2016
Accepted Paper Series
Tsinghua University - PBC School of Finance, Tongji University, Hong Kong Polytechnic University and Tong Ji University - School of Economics and Management
Downloads
11
12.
Asymmetric Networks of Global Volatility Spillovers
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Posted: 14 Jun 2016
Working Paper Series
Sun Yat Sen University - Lingnan College and Xiamen University - Department of Finance
13.
Private Placements to Owner-Managers: Theory and Evidence
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015, FIRN Research Paper No. 2795658
Posted: 14 Jun 2016
Working Paper Series
RMIT University
14.
Shadow Banking Activities in Non-Financial Firms: Evidence from China
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Posted: 14 Jun 2016
Working Paper Series
The Chinese University of Hong Kong (CUHK) - Department of Economics, The Chinese University of Hong Kong (CUHK) and School of Economics, Fudan University
15.
The Dynamic Correlations Among the G7 and China: Evidence from Both Realized and Implied Volatilities
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Posted: 14 Jun 2016
Working Paper Series
Zhejiang University, College of Economics and Academy of Financial Research and Columbia University
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