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
2,466
A Comparison of New Factor Models
NBER Working Paper No. w20682
Number of pages: 92
Posted: 17 Nov 2014
Downloads
33
Downloads
2,466
2.
The Value of Offshore Secrets – Evidence from the Panama Papers
HKUST Finance Symposium 2017
Number of pages: 50
Posted: 28 Apr 2016
Last Revised: 01 Oct 2017
Working Paper Series
INSEAD, Bocconi University - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads
2,261
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
1,818
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
57
Downloads
1,818
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
818
5.
Governance through Shame and Aspiration: Index Creation and Corporate Behavior
Harvard Business School Accounting & Management Unit Working Paper No. 18-010
Number of pages: 68
Posted: 31 Jul 2017
Last Revised: 11 Jun 2018
Working Paper Series
University of Toronto - Rotman School of Management, Harvard University, Harvard Business School, Students and Harvard Business School
Downloads
675
6.
The Dollar Profits to Insider Trading
TILEC Discussion Paper No. DP 2017-005
Number of pages: 69
Posted: 19 Dec 2016
Last Revised: 20 Jun 2018
Working Paper Series
University of Toronto - Department of Economics and University of Bonn - Institute for Financial Economics and Statistics
Downloads
539
7.
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
534
8.
Crowdsourced Employer Reviews and Stock Returns
8th Miami Behavioral Finance Conference 2017
Number of pages: 65
Posted: 19 Jul 2017
Last Revised: 04 May 2018
Working 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
518
9.
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
511
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
495
11.
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
491
12.
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
488
13.
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
441
14.
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
438
15.
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
402
16.
China’s Anti-Corruption Campaign and Credit Reallocation from SOEs to Non-SOEs
PBCSF-NIFR Research Paper No. 17-01
Number of pages: 59
Posted: 01 Feb 2017
Last Revised: 09 Nov 2017
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads
384
17.
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
376
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
375
19.
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Marshall School of Business Working Paper No. 17-16
Number of pages: 86
Posted: 11 Jan 2017
Last Revised: 08 May 2018
Working 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
HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Marshall School of Business Working Paper No. 17-16
Number of pages: 86
Posted: 11 Jan 2017
Last Revised: 08 May 2018
Downloads
355
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
270
Downloads
355
20.
Are Credit Ratings Redundant When Market Prices Reflect Credit Risk?
Number of pages: 44
Posted: 13 Jul 2017
Last Revised: 30 Aug 2017
Working Paper Series
Tulane University -- A.B. Freeman School of Business, Tulane University - A.B. Freeman School of Business and Tulane University - A.B. Freeman School of Business
Downloads
336
21.
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
294
22.
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
260
23.
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
215
24.
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
213
25.
Political Uncertainty and Firm Disclosure
Number of pages: 56
Posted: 17 Jul 2017
Last Revised: 14 Sep 2017
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads
209
26.
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
206
27.
A Theory of Multi-Period Debt Structure
Columbia Business School Research Paper No. 17-22, HKUST Finance Symposium 2017
Number of pages: 59
Posted: 09 Feb 2017
Last Revised: 29 Sep 2017
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
201
28.
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 London Business School
Downloads
186
29.
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
179
30.
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
171
31.
Bank Deposits and the Stock Market
Number of pages: 50
Posted: 15 Jun 2017
Last Revised: 09 Mar 2018
Working Paper Series
University of Pittsburgh - Katz Graduate School of Business
Downloads
164
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
162
33.
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
160
34.
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
147
35.
The Good the Bad and the Trending: Microblogging Sentiment and Short Term Momentum
Number of pages: 29
Posted: 27 Jan 2017
Last Revised: 02 Sep 2017
Working Paper Series
University of Utah, David Eccles School of Business, Department of Finance
Downloads
135
36.
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
37.
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
127
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
28
Winning Connections? Special Interests and the Sale of Failed Banks
CEPR Discussion Paper No. DP12440
Number of pages: 57
Posted: 20 Nov 2017
Downloads
127
38.
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
126
39.
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
119
40.
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
117
Downloads
117
41.
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
117
42.
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
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
111
44.
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
106
45.
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
98
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
91
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
88
48.
Financial Constraints and Corporate Environmental Policies
HKUST Finance Symposium 2017
Number of pages: 53
Posted: 30 Aug 2017
Last Revised: 10 Mar 2018
Working Paper Series
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads
81
49.
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, The University of Hong Kong - Faculty of Business and Economics and Renmin University of China
Downloads
79
50.
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
77
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