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HKUST Finance Symposiums

29,219 Total downloads

Viewing: 1 - 50 of 63 papers

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

Multiple version iconThere are 2 versions of this paper

Downloads 3,066
2.

The Value of Offshore Secrets – Evidence from the Panama Papers

Review of Financial Studies, forthcoming
Number of pages: 58 Posted: 28 Apr 2016 Last Revised: 22 Mar 2019
Accepted Paper Series
INSEAD, Bocconi University - Department of Finance and University of Illinois at Urbana-Champaign
Downloads 2,940
3.

Credit Allocation under Economic Stimulus: Evidence from China

Chicago Booth Research Paper No. 17-19
Number of pages: 58 Posted: 01 Nov 2016 Last Revised: 05 Jan 2020
Working Paper Series
Cornell University, Renmin University of China, Northwestern University - Kellogg School of Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science

Multiple version iconThere are 2 versions of this paper

Downloads 2,389
4.

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 1,082
5.

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: 77 Posted: 20 Jun 2016 Last Revised: 24 Sep 2018
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of New South Wales, Sydney and Pamplin College of Business - Virginia Tech
Downloads 1,048
6.

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 1,001
7.

Governance through Shame and Aspiration: Index Creation and Corporate Behavior

Journal of Financial Economics (JFE), Forthcoming, 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: 64 Posted: 31 Jul 2017 Last Revised: 09 Aug 2019
Accepted Paper Series
University of Toronto - Rotman School of Management, University of Southern California, Marshall School of Business, Students and Harvard Business School
Downloads 985
8.

The Dollar Profits to Insider Trading

TILEC Discussion Paper No. DP 2017-005, 14th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 81 Posted: 19 Dec 2016 Last Revised: 15 Dec 2019
Working Paper Series
University of Toronto - Department of Economics and Tilburg University - School of Economics and Management
Downloads 881
9.

Stakeholder Orientation and the Cost of Debt: Evidence from a Natural Experiment

Number of pages: 62 Posted: 03 Dec 2016 Last Revised: 18 Jun 2019
Working Paper Series
Fanhai International School of Finance, Fudan University, University of British Columbia (UBC) - Sauder School of Business and Business School, University of International Business and Economics
Downloads 805
10.

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

Multiple version iconThere are 2 versions of this paper

Downloads 698
11.

Information Cascades and Threshold Implementation

University of Chicago, Becker Friedman Institute for Economics Working Paper Forthcoming
Number of pages: 61 Posted: 22 Feb 2018 Last Revised: 28 Feb 2019
Working Paper Series
Cornell University and The Chinese University of Hong Kong (CUHK) - CUHK Business School

Multiple version iconThere are 2 versions of this paper

Downloads 698
12.

Prime (Information) Brokerage

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 18 Jul 2017 Last Revised: 18 Oct 2019
Accepted Paper Series
University of Florida, University of Central Florida, University of Alabama - Department of Economics, Finance and Legal Studies and University of Florida - Department of Finance
Downloads 684
13.

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 Wharton Research Data Services (WRDS)
Downloads 683
14.

Selling Innovation in Bankruptcy

Number of pages: 72 Posted: 24 Jan 2017 Last Revised: 30 Oct 2019
Working Paper Series
Yale School of Management, Duke University, Fuqua School of Business and Queen's University - Smith School of Business
Downloads 667
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 655
16.

Bear Beta

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 127 Posted: 20 Nov 2016 Last Revised: 26 Sep 2018
Accepted Paper Series
University of Georgia - Department of Finance and Georgia State University
Downloads 650
17.

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 626
18.

Does Regulatory Jurisdiction Affect the Quality of Investment-Adviser Regulation?

Fifth Annual Conference on Financial Market Regulation
Number of pages: 48 Posted: 16 Jan 2017 Last Revised: 12 Apr 2019
Working Paper Series
National University of Singapore - Department of Finance, The University of Hong Kong and Rice University
Downloads 535
19.

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 513
20.

Political Uncertainty and Firm Disclosure

Vanderbilt Owen Graduate School of Management Research Paper
Number of pages: 68 Posted: 17 Jul 2017 Last Revised: 12 Feb 2019
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 479
21.

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 Manchester and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 477
22.

Do Rating Agencies Deserve Some Credit? Evidence from Transitory Shocks to Credit Risk

Number of pages: 69 Posted: 13 Jul 2017 Last Revised: 12 Dec 2019
Working Paper Series
Tulane University - A.B. Freeman School of Business, Tulane University - Finance & Economics and Tulane University - A.B. Freeman School of Business
Downloads 457
23.

The Strategic Effects of Trademark Protection

Review of Financial Studies, 2019
Number of pages: 75 Posted: 21 Jun 2016 Last Revised: 01 Oct 2019
Accepted Paper Series
University of Utah David Eccles School of Business and University of Utah, David Eccles School of Business
Downloads 391
24.

Bank Deposits and the Stock Market

Review of Financial Studies, Forthcoming
Number of pages: 55 Posted: 15 Jun 2017 Last Revised: 22 Apr 2019
Accepted Paper Series
University of Pittsburgh - Katz Graduate School of Business
Downloads 358
25.

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: 19 Nov 2019
Working Paper Series
University of Texas at Austin - Department of Finance
Downloads 357
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 342
27.

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 326
28.

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 Illinois Urbana Champaign
Downloads 319
29.

A Theory of Multiperiod Debt Structure

Columbia Business School Research Paper No. 17-22, HKUST Finance Symposium 2017
Number of pages: 69 Posted: 09 Feb 2017 Last Revised: 01 Mar 2019
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 299
30.

The Good, The Bad, and The Trending: Using Social Media Data To Test Theories of Momentum

9th Miami Behavioral Finance Conference 2018
Number of pages: 40 Posted: 15 Mar 2019 Last Revised: 06 Jun 2019
Working Paper Series
University of Utah, David Eccles School of Business, Department of Finance
Downloads 286
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, University of Rochester - Simon Business School and University of Notre Dame
Downloads 278
32.

The Agency Component of Credit Spread

WBS Finance Group Research Paper No. 213
Number of pages: 63 Posted: 01 Jan 2014 Last Revised: 26 Dec 2019
Working Paper Series
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 277
33.

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 263
34.

Skill Acquisition and Data Sales

Rotman School of Management Working Paper No. 2870190
Number of pages: 61 Posted: 16 Nov 2016 Last Revised: 30 Jul 2019
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics, The Hong Kong University of Science and Technology and University of Toronto - Rotman School of Management
Downloads 237
35.

Firms from Financially Developed Economies Do Not Save Less

Critical Finance Review, Forthcoming, 2020, Financial Markets & Corporate Governance Conference, Macquarie University 2019, FIRN Corporate Finance Meeting, University of Adelaide 2018, Sydney Business Financing and Banking Research Workshop, University of Sydney 2018 , Financial Institutions, Regulation & Corporate Governance Conference, Melbourne Business School 2017, Auckland Finance Meeting 2017 , FMA Annual Meeting 2017 , World Congress of the Bachelier Finance Society
Number of pages: 58 Posted: 22 Dec 2013 Last Revised: 07 Oct 2019
Accepted Paper Series
Australian National University (ANU) - College of Business and Economics
Downloads 235
36.

Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 61 Posted: 09 Aug 2016 Last Revised: 23 Sep 2019
Working Paper Series
Indian School of Business, Indian School of Business (ISB), Hyderabad and Indian School of Business
Downloads 231
37.

The Real Effects of Trend-Seeking and Extrapolation: Evidence from M&As

Number of pages: 49 Posted: 06 Jul 2017 Last Revised: 13 Sep 2019
Working Paper Series
Drexel University - Department of Finance and Rotterdam School of Management, Erasmus University
Downloads 221
38.

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 209
39.

Corporate Debt Choice and Bank Capital Regulation

Number of pages: 52 Posted: 19 Dec 2016 Last Revised: 23 Nov 2018
Working Paper Series
Peking University - Department of Finance
Downloads 209
40.

Winning Connections? Special Interests and the Sale of Failed Banks

Number of pages: 52 Posted: 05 Jun 2017 Last Revised: 18 Jul 2019
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

Multiple version iconThere are 3 versions of this paper

Downloads 189
41.

Going Abroad in a Risky World: Geographic Diversification, Institutional Frictions, and Corporate Leverage

Number of pages: 58 Posted: 02 Jun 2016 Last Revised: 07 Dec 2018
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 185
42.

Credit Default Swaps and Debt Overhang

30th Australasian Finance and Banking Conference 2017
Number of pages: 43 Posted: 28 Apr 2017 Last Revised: 20 Dec 2019
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance and Monash University -Department of Banking and Finance
Downloads 168
43.

Social Trust Distance in Mergers and Acquisitions

Number of pages: 44 Posted: 03 Sep 2017 Last Revised: 18 Sep 2019
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and University of Zurich - Department of Economics
Downloads 162
44.

Margin Trading and Comovement During Crises

Saïd Business School WP 2016-27,
Number of pages: 73 Posted: 11 Nov 2016 Last Revised: 15 Aug 2019
Working Paper Series
University of Oxford - Said Business School and Yale University - Yale School of Management
Downloads 161
45.

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 155
46.

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 147
47.

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 145
48.

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
Fudan University - Fanhai International School of Finance (FISF), University of Wollongong, Australian National University (ANU) - College of Business and Economics and Shanghai University of Finance and Economics
Downloads 139
49.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 139
50.

Investment Banker Directors and Capital Raising Costs

Number of pages: 59 Posted: 04 Sep 2017 Last Revised: 15 Jun 2019
Working Paper Series
City University of Hong Kong, University of British Columbia (UBC) - Sauder School of Business and University of Virginia - Darden School of Business
Downloads 135