1.
A Comparison of New Factor Models
Fisher College of Business Working Paper No. 2015-03-05, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Charles A. Dice Center Working Paper No. 2015-05
Number of pages: 67
Posted: 11 Nov 2014
Last Revised: 19 Apr 2017
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
There are 2 versions of this paper
A Comparison of New Factor Models
Fisher College of Business Working Paper No. 2015-03-05, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Charles A. Dice Center Working Paper No. 2015-05
Number of pages: 67
Posted: 11 Nov 2014
Last Revised: 19 Apr 2017
Downloads
2,545
Downloads
2,545
2.
The Value of Offshore Secrets – Evidence from the Panama Papers
Number of pages: 58
Posted: 28 Apr 2016
Last Revised: 11 Jul 2018
Working Paper Series
INSEAD, Bocconi University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads
2,305
3.
Credit Allocation under Economic Stimulus: Evidence from China
Chicago Booth Research Paper No. 17-19
Number of pages: 54
Posted: 01 Nov 2016
Last Revised: 12 Apr 2018
Working Paper Series
University of Chicago - Booth School of Business, Central University of Finance and Economics (CUFE), Kellogg School of Management - Department of Finance and Chinese Academy of Sciences (CAS)
There are 2 versions of this paper
Credit Allocation under Economic Stimulus: Evidence from China
Chicago Booth Research Paper No. 17-19
Number of pages: 54
Posted: 01 Nov 2016
Last Revised: 12 Apr 2018
Downloads
1,915
Credit Allocation Under Economic Stimulus: Evidence from China
Buffett Institute Global Poverty Research Lab Working Paper No. 17-108
Number of pages: 54
Posted: 19 Feb 2018
Last Revised: 05 Apr 2018
Downloads
74
Downloads
1,915
4.
Optimal Factor Strategy in FX Markets
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, 29th Australasian Finance and Banking Conference 2016
Number of pages: 64
Posted: 20 Jun 2016
Last Revised: 13 May 2018
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of New South Wales, Sydney and Washington University in Saint Louis - John M. Olin Business School
Downloads
836
5.
Governance through Shame and Aspiration: Index Creation and Corporate Behavior
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 567/2018, Harvard Business School Accounting & Management Unit Working Paper No. 18-010
Number of pages: 74
Posted: 31 Jul 2017
Last Revised: 15 Jul 2018
Working Paper Series
University of Toronto - Rotman School of Management, Harvard University, Harvard Business School, Students and Harvard Business School
Downloads
712
6.
Crowdsourced Employer Reviews and Stock Returns
Journal of Financial Economics, Forthcoming, 8th Miami Behavioral Finance Conference 2017
Number of pages: 63
Posted: 19 Jul 2017
Last Revised: 03 Aug 2018
Accepted Paper Series
Emory University - Department of Finance, Moody's Corporation - San Francisco Office, Georgetown University - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads
584
7.
Common Risk Factors in the Cross-Section of Corporate Bond Returns
Journal of Financial Economics, Forthcoming, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 75
Posted: 03 Oct 2016
Last Revised: 12 Feb 2018
Accepted Paper Series
Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Downloads
580
8.
Lawyer CEOs
Number of pages: 42
Posted: 25 Feb 2017
Last Revised: 07 Mar 2018
Working Paper Series
University of Chicago - Law School, Florida State University - College of Business, College of Business, Stony Brook University and Florida State University
Downloads
551
9.
Stakeholder Orientation and the Cost of Debt: Evidence from a Natural Experiment
Number of pages: 61
Posted: 03 Dec 2016
Last Revised: 22 Feb 2018
Working Paper Series
Fanhai International School of Finance, Fudan University, University of British Columbia (UBC) - Sauder School of Business and University of International Business and Economics
Downloads
535
10.
Prime (Information) Brokerage
Number of pages: 53
Posted: 18 Jul 2017
Last Revised: 16 Jun 2018
Working Paper Series
University of Florida, University of Alabama, University of Alabama - Department of Economics, Finance and Legal Studies and University of Florida - Department of Finance
Downloads
510
11.
Bear Beta
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 127
Posted: 20 Nov 2016
Last Revised: 18 Jan 2018
Accepted Paper Series
University of Georgia - Department of Banking and Finance and Georgia State University
Downloads
505
12.
Banking the Unbanked: What Do 255 Million New Bank Accounts Reveal about Financial Access?
Columbia Business School Research Paper No. 17-12, Georgetown McDonough School of Business Research Paper No. 2906523, Indian School of Business WP 2906523, HKUST Finance Symposium 2017
Number of pages: 76
Posted: 30 Jan 2017
Last Revised: 13 Nov 2017
Working Paper Series
National University of Singapore, Indian School of Business (ISB), Hyderabad, Indian Institute of Management (IIMB), Bangalore, State Bank of India, Columbia Business School - Finance and Economics and Stanford University
Downloads
462
13.
Selling Innovation in Bankruptcy
Number of pages: 65
Posted: 24 Jan 2017
Last Revised: 22 Dec 2017
Working Paper Series
Yale School of Management, Duke University, Fuqua School of Business and Smith School of Business
Downloads
453
14.
Up-Cascaded Wisdom of the Crowd
2nd Emerging Trends in Entrepreneurial Finance Conference
Number of pages: 54
Posted: 22 Feb 2018
Last Revised: 10 Jun 2018
Working Paper Series
University of Chicago - Booth School of Business and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads
445
15.
China’s Anti-Corruption Campaign and Credit Reallocation from SOEs to Non-SOEs
PBCSF-NIFR Research Paper No. 17-01
Number of pages: 69
Posted: 01 Feb 2017
Last Revised: 06 Jul 2018
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads
425
16.
Payout Taxation and Corporate Investment: The Agency Channel
Number of pages: 67
Posted: 06 Sep 2016
Last Revised: 31 Jan 2018
Working Paper Series
Yale School of Management
Downloads
411
17.
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86
Posted: 11 Jan 2017
Last Revised: 06 Aug 2018
Accepted Paper Series
Emory University - Department of Finance, Case Western Reserve University - Department of Banking and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
There are 2 versions of this paper
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86
Posted: 11 Jan 2017
Last Revised: 06 Aug 2018
Downloads
396
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Number of pages: 67
Posted: 24 Sep 2015
Downloads
271
Downloads
396
18.
The Benefits of Friendship in Hedge Fund Activism
Number of pages: 58
Posted: 15 Jun 2016
Last Revised: 15 May 2018
Working Paper Series
University of Oxford - Said Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads
383
19.
Do Rating Agencies Deserve Some Credit? Evidence from Transitory Shocks to Credit Risk
Number of pages: 69
Posted: 13 Jul 2017
Last Revised: 30 Jun 2018
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, Tulane University - Finance & Economics and Tulane University - A.B. Freeman School of Business
Downloads
350
20.
The Term Structure of Short Selling Costs
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 46
Posted: 03 Feb 2016
Last Revised: 28 Feb 2018
Working Paper Series
University of Texas at Austin - Department of Finance
Downloads
303
21.
What's a Brand Worth? Trademark Protection, Profits, and Strategy
Number of pages: 69
Posted: 21 Jun 2016
Last Revised: 21 Oct 2017
Working Paper Series
University of Utah David Eccles School of Business and University of Utah, David Eccles School of Business
Downloads
270
22.
Political Uncertainty and Firm Disclosure
Number of pages: 68
Posted: 17 Jul 2017
Last Revised: 31 Jul 2018
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads
238
23.
Altruism and Egoism in Investment Decisions
Number of pages: 46
Posted: 03 Jun 2017
Last Revised: 05 Jun 2018
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and KPMG AG
Downloads
225
24.
The Agency Credit Spread
Number of pages: 72
Posted: 01 Jan 2014
Last Revised: 16 Feb 2018
Working Paper Series
University of Warwick - Finance Group, University of Navarra - Business and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads
222
25.
Regulator Jurisdiction and Investment Adviser Misconduct
Fifth Annual Conference on Financial Market Regulation
Number of pages: 62
Posted: 16 Jan 2017
Last Revised: 14 Mar 2018
Working Paper Series
National University of Singapore, The University of Hong Kong and Rice University
Downloads
217
26.
Pushing Boundaries: Political Redistricting and Consumer Credit
Number of pages: 52
Posted: 04 Sep 2017
Last Revised: 09 Mar 2018
Working Paper Series
University of Toronto - Rotman School of Management, Board of Governors of the Federal Reserve System, Boston College - Department of Finance and Pennsylvania State University
Downloads
212
27.
Thinking Fast, Not Slow: Evidence from Peer-to-Peer Lending
Kelley School of Business Research Paper No. 16-64
Number of pages: 52
Posted: 26 Aug 2016
Last Revised: 29 Aug 2017
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads
209
28.
A Theory of Multi-Period Debt Structure
Columbia Business School Research Paper No. 17-22, HKUST Finance Symposium 2017
Number of pages: 64
Posted: 09 Feb 2017
Last Revised: 04 Jul 2018
Working Paper Series
University of California, Irvine - Paul Merage School of Business, London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads
205
29.
Margin Credit and Stock Return Predictability
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 71
Posted: 09 Aug 2016
Last Revised: 09 Aug 2017
Working Paper Series
Indian School of Business, Indian School of Business (ISB), Hyderabad and Indian School of Business
Downloads
188
30.
Bank Deposits and the Stock Market
Number of pages: 55
Posted: 15 Jun 2017
Last Revised: 25 Jun 2018
Working Paper Series
University of Pittsburgh - Katz Graduate School of Business
Downloads
175
31.
Managerial Response to Non-Fundamental Price Shocks
Number of pages: 43
Posted: 30 Aug 2017
Last Revised: 05 Nov 2017
Working Paper Series
Duke University - Fuqua School of Business, Yale University, Department of Economics, Students and Yale University, School of Management, Students
Downloads
173
32.
Are Market Reactions to M&As Biased by Overextrapolation of Salient News?
Number of pages: 53
Posted: 06 Jul 2017
Last Revised: 20 May 2018
Working Paper Series
Drexel University - Department of Finance and WHU - Otto Beisheim School of Management
Downloads
170
33.
Chapter 11 Bankruptcy and Loan Covenant Strictness
Number of pages: 48
Posted: 03 Jul 2017
Last Revised: 03 Sep 2017
Working Paper Series
Yale University, School of Management and Institut d'Etudes Politiques de Paris (Sciences Po)
Downloads
150
34.
How Sensitive Is Corporate Propensity to Save to Financial Development and Uncertainty Shocks?
Number of pages: 57
Posted: 22 Dec 2013
Last Revised: 30 Mar 2018
Working Paper Series
Australian National University (ANU) - College of Business and Economics
Downloads
140
35.
The Good the Bad and the Trending: Microblogging Sentiment and Short Term Momentum
Number of pages: 42
Posted: 27 Jan 2017
Last Revised: 03 Aug 2018
Working Paper Series
University of Utah, David Eccles School of Business, Department of Finance
Downloads
139
36.
Winning Connections? Special Interests and the Sale of Failed Banks
Number of pages: 54
Posted: 05 Jun 2017
Last Revised: 01 Jun 2018
Working Paper Series
International Monetary Fund (IMF) - Financial Studies Division, Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Monash University
There are 3 versions of this paper
Winning Connections? Special Interests and the Sale of Failed Banks
Number of pages: 54
Posted: 05 Jun 2017
Last Revised: 01 Jun 2018
Downloads
138
Winning Connections? Special Interests and the Sale of Failed Banks
IMF Working Paper No. 17/262
Number of pages: 48
Posted: 18 Jan 2018
Downloads
34
Winning Connections? Special Interests and the Sale of Failed Banks
CEPR Discussion Paper No. DP12440
Number of pages: 57
Posted: 20 Nov 2017
Downloads
138
37.
Credit Default Swaps and Debt Overhang
30th Australasian Finance and Banking Conference 2017
Number of pages: 52
Posted: 28 Apr 2017
Last Revised: 19 Mar 2018
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance and Monash University -Department of Banking and Finance
Downloads
137
38.
Variable Pay: Is it for the Worker or the Firm?
Number of pages: 43
Posted: 18 Feb 2016
Last Revised: 02 Sep 2017
Working Paper Series
Government of Canada - Bank of Canada and University of Waterloo - School of Accounting and Finance
Downloads
130
39.
Inside Brokers
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 61
Posted: 12 Jan 2017
Last Revised: 18 Oct 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of New South Wales (UNSW)
There are 2 versions of this paper
Inside Brokers
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 61
Posted: 12 Jan 2017
Last Revised: 18 Oct 2017
Downloads
122
Downloads
122
40.
Political Speeches and Stock Market Outcomes
30th Australasian Finance and Banking Conference 2017
Number of pages: 61
Posted: 05 Jun 2017
Last Revised: 11 Sep 2017
Working Paper Series
University of Miami - School of Business Administration
Downloads
119
41.
Going Abroad in a Risky World: Geographic Diversification, Institutional Frictions, and Corporate Leverage
Number of pages: 55
Posted: 02 Jun 2016
Last Revised: 03 Sep 2017
Working Paper Series
University of Florida - Warrington College of Business Administration, University of Pittsburgh - Katz Graduate School of Business and University of Florida - Warrington College of Business Administration
Downloads
118
42.
Skill Acquisition and Information Sales
Rotman School of Management Working Paper No. 2870190
Number of pages: 53
Posted: 16 Nov 2016
Last Revised: 12 Oct 2017
Working Paper Series
The University of Hong Kong - School of Economics and Finance, University of Toronto and University of Toronto - Rotman School of Management
Downloads
116
43.
Growing Beyond Performance
Number of pages: 44
Posted: 19 Jul 2017
Last Revised: 26 Jan 2018
Working Paper Series
CUHK Business School, The Chinese University of Hong Kong and University of Texas, Austin - Department of Finance
Downloads
114
44.
Systematic Liquidity and Leverage
Saïd Business School WP 2016-27
Number of pages: 76
Posted: 11 Nov 2016
Last Revised: 01 Oct 2017
Working Paper Series
University of Oxford - Said Business School and Yale University - Yale School of Management
Downloads
110
45.
Financial Constraints and Corporate Environmental Policies
HKUST Finance Symposium 2017
Number of pages: 53
Posted: 30 Aug 2017
Last Revised: 01 Aug 2018
Working Paper Series
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads
106
46.
Corporate Debt Choice and Bank Capital Regulation
Number of pages: 60
Posted: 19 Dec 2016
Last Revised: 12 Jan 2018
Working Paper Series
University of Pennsylvania - Finance Department
Downloads
101
47.
Regional Culture in Mergers and Acquisitions
Number of pages: 41
Posted: 03 Sep 2017
Last Revised: 24 Mar 2018
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads
95
48.
Investor Target Prices
Number of pages: 62
Posted: 21 Aug 2017
Last Revised: 30 Sep 2017
Working Paper Series
The University of Hong Kong - School of Economics and Finance, University of Bath and Renmin University of China
Downloads
88
49.
Does Property Rights Protection Affect Firm Innovation? Evidence from the Chinese Property Rights Law Enactment
Number of pages: 50
Posted: 03 Sep 2017
Last Revised: 01 Jun 2018
Working Paper Series
Tsinghua University - PBC School of Finance, University of Wollongong, Australian National University (ANU) - College of Business and Economics and Shanghai University of Finance and Economics
Downloads
84
50.
Reciprocal Lending Relationships in Shadow Banking
Number of pages: 54
Posted: 01 Sep 2017
Last Revised: 27 Jul 2018
Working Paper Series
Federal Reserve Board
Downloads
70
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