SSRN Finance Down Under 2018 Building on the Best from the Cellars of Finance (Archive)

1.

Asset Pricing with Return Extrapolation

Number of pages: 60 Posted: 01 Oct 2017 Last Revised: 29 Sep 2019

Working Paper Series

Lawrence J. Jin and Pengfei Sui

California Institute of Technology and The Chinese University of Hong Kong, Shenzhen

Downloads 203

2.

Gender Differences in Reward-Based Crowdfunding

Number of pages: 51 Posted: 01 Oct 2017 Last Revised: 01 Aug 2018

Working Paper Series

Tse-Chun Lin and Vesa Pursiainen

The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics

Downloads 210

3.

What Drives Q and Investment Fluctuations?

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper

Number of pages: 70 Posted: 01 Oct 2017 Last Revised: 06 Apr 2020

Working Paper Series

Ilan Cooper, Paulo F. Maio and Chunyu Yang

BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and BI Norwegian Business School

Downloads 61

4.

Emerging Markets Are Catching Up: Economic or Financial Integration?

Forthcoming, Journal of Financial and Quantitative Analysis

Number of pages: 40 Posted: 23 Aug 2017 Last Revised: 19 May 2019

Accepted Paper Series

Amir Akbari, Lilian K. Ng and Bruno Solnik

Ontario Tech. University, York University - Schulich School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 193

5.

Anomalies Abroad: Beyond Data Mining

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper

Number of pages: 62 Posted: 03 Aug 2017 Last Revised: 23 Jan 2018

Working Paper Series

Xiaomeng Lu, Robert F. Stambaugh and Yu Yuan

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company

There are 2 versions of this paper

Downloads 809

6.

The Limited Benefits of Mortgage Renegotiation

Number of pages: 78 Posted: 02 Mar 2017 Last Revised: 17 May 2018

Working Paper Series

Sanket Korgaonkar

University of Virginia - McIntire School of Commerce

Downloads 125

7.

Hedge Fund Activists' Network and Information Flows

30th Australasian Finance and Banking Conference 2017, Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper

Posted: 21 Jan 2017 Last Revised: 04 Dec 2018

Working Paper Series

Pouyan Foroughi

University of New South Wales

There are 2 versions of this paper

8.

Who Provides Liquidity and When?

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper

Number of pages: 64 Posted: 21 Jan 2017 Last Revised: 18 Jul 2019

Working Paper Series

Sida Li, Xin Wang and Mao Ye

University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign

There are 2 versions of this paper

Downloads 355

9.

When Do Firms Risk Shift? Evidence from Venture Capital

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper

Number of pages: 58 Posted: 29 Nov 2016 Last Revised: 01 Oct 2017

Working Paper Series

Matthew Denes

Carnegie Mellon University - Tepper School of Business

Downloads 278

10.

Show Me the Money: The Monetary Policy Risk Premium

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 91 Posted: 27 Mar 2016 Last Revised: 07 Oct 2018

Accepted Paper Series

Ali K. Ozdagli and Mihail Velikov

Federal Reserve Banks - Federal Reserve Bank of Boston and Pennsylvania State University

There are 2 versions of this paper

Downloads 501