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Volatility Institute at NYU Shanghai (VINS) Conferences

1,968 Total downloads

Viewing: 1 - 14 of 14 papers

1.

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 - School of Economics and Finance, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 403
2.

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
University of Hong Kong - School of Economics and Finance, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 392
3.

'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 354
4.

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 239
5.

Corporate Actions and the Manipulation of Retail Investors in China

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 65 Posted: 27 Feb 2017 Last Revised: 21 Sep 2018
Working Paper Series
University of Texas at Austin - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York University (NYU) - New York University (NYU), Shanghai
Downloads 223
6.

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 197
7.

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 90
8.

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 Business

Multiple version iconThere are 2 versions of this paper

Downloads 57
9.

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
Number of pages: 57 Posted: 14 Jun 2016 Last Revised: 14 Dec 2018
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 13
10.

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
11.

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
12.

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 Fudan University - School of Economics
13.

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
14.

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