Search Results
Asian Finance Association (AsianFA) 2018 Conference (Archive)

21,694 Total downloads | Link to this page

Viewing: 1 - 50 of 73 papers

1.

Long-Term Reversals in the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 17 Mar 2019 Last Revised: 24 Dec 2019
Accepted Paper Series
Georgetown University - McDonough School of Business, University of California, Los Angeles (UCLA) - Finance Area and McDonough School of Business, Georgetown University
Downloads 866
2.

Does Institutional Ownership Exacerbate Debt-Equity Conflicts? Evidence from the Auditor Certificate of Debt Covenant Compliance

Number of pages: 57 Posted: 29 Jan 2018 Last Revised: 20 Jan 2019
Working Paper Series
Lancaster University - Lancaster University Management School and University of Bristol - School of Economics Finance and Management
Downloads 140
3.

Shareholder Litigation and Insider Trading: Evidence from Derivative Litigation

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 45 Posted: 27 Jan 2018 Last Revised: 25 Jan 2021
Working Paper Series
Yonsei University - School of Business, Hong Kong Polytechnic University and Boston College - Carroll School of Management
Downloads 365
4.

Semivariance and Semiskew Risk Premiums in Currency Markets

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 53 Posted: 27 Jan 2018 Last Revised: 25 Aug 2018
Working Paper Series
Auckland University of Technology - Faculty of Business & Law and World Bank
Downloads 103
5.

CoAnomaly: Correlation Risk in Stock Market Anomalies

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 58 Posted: 27 Jan 2018 Last Revised: 06 Aug 2019
Working Paper Series
London School of Economics & Political Science, Department of Finance
Downloads 137
6.

The Economic Depreciation of Real Estate: Cross-Sectional Variations and Their Return Implications

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 53 Posted: 26 Jan 2018 Last Revised: 07 Mar 2020
Accepted Paper Series
Pennsylvania State University - Smeal College of Business
Downloads 96
7.

Why Don't Issuers Get Upset About IPO Underpricing? Evidence from the Loan Market

Number of pages: 52 Posted: 26 Jan 2018 Last Revised: 17 Sep 2020
Working Paper Series
Norwegian School of Economics (NHH), University of South Carolina and VU University Amsterdam
Downloads 208
8.

How Can Local Policy Uncertainty Encourage Firm Innovation: A Competitive Advantage Channel

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 43 Posted: 26 Jan 2018 Last Revised: 15 Feb 2020
Working Paper Series
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 213
9.

Capital Market Consequences on CDS Mispricing

Asian Finance Association (AsianFA) 2018 Conference
Posted: 26 Jan 2018 Last Revised: 21 Jun 2018
Working Paper Series
Singapore Management University, Lee Kong Chian School of Business
10.

Instability of Wealth Effect on Consumption and Investment Under Regime Switches

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 22 Posted: 26 Jan 2018 Last Revised: 08 Jun 2018
Working Paper Series
Sumitomo Mitsui Trust Bank, Limited and University of Tsukuba - Graduate School of Business Sciences
Downloads 32
11.

The Risk-Return Tradeoff Among Equity Factors

Number of pages: 58 Posted: 26 Jan 2018 Last Revised: 23 May 2022
Working Paper Series
CATÓLICA-LISBON School of Business & Economics and Hanken School of Economics - Department of Finance and Statistics
Downloads 183
12.

News Media Coverage and Corporate Leverage Adjustments

Journal of Banking and Finance, Forthcoming
Number of pages: 90 Posted: 26 Jan 2018 Last Revised: 07 Oct 2019
Accepted Paper Series
The University of Danang, Alliance Manchester Business School, Institute of Global Finance, UNSW Business School, The University of Queensland - UQ Business School and The Chinese University of Hong Kong, Shenzhen
Downloads 390
13.

Trade, Finance and Endogenous Invoicing Currency: Theory and Firm-Level Evidence

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 49 Posted: 26 Jan 2018
Working Paper Series
Central University of Finance and Economics (CUFE) - School of International Trade and Economics and Renmin University of China
Downloads 74
14.

CEO-Employee Pay Ratio and Bond Yield Spreads

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 41 Posted: 25 Jan 2018
Working Paper Series
Southwestern University of Finance and Economics (SWUFE) - School of Finance, National Central University and University of Baltimore
Downloads 149
15.

Contrarian Trades and Disposition Effect: Evidence from Online Trade Data

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 41 Posted: 25 Jan 2018 Last Revised: 13 May 2018
Working Paper Series
Video Research Interactive Inc., Video Research Interactive Inc. and Hitotsubashi University
Downloads 87
16.

Market Power and the Risk-Taking of Banks: Some Semiparametric Evidence From Emerging Economies

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 37 Posted: 25 Jan 2018
Working Paper Series
Drexel University - Department of Economics & International Business, affiliation not provided to SSRN, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and Southwestern University of Finance and Economics - Research Institute of Economics and Management
Downloads 6
17.

Disagreement Among FOMC Members and Asset Prices

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 30 Posted: 25 Jan 2018 Last Revised: 18 Apr 2018
Working Paper Series
Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd., University of Tokyo - School of Engineering and University of Tokyo - School of Engineering
Downloads 118
18.

Does Limited Attention Drive Momentum Effect in FX Markets?

Asian Finance Association (AsianFA) 2018 Conference
Posted: 25 Jan 2018 Last Revised: 01 Jul 2022
Working Paper Series
Nanyang Technological University (NTU), Nanyang Business School and National Central UniversityNational Central University
19.

Management Connectedness and Corporate Investment

Asian Finance Association (AsianFA) 2018 Conference, Journal of Banking and Finance, Forthcoming
Number of pages: 65 Posted: 24 Jan 2018 Last Revised: 21 May 2021
Accepted Paper Series
University of Western Australia, Monash University, Malaysia and The University of Sydney
Downloads 196
20.

Financial Conglomeration, IPO Underwriting, and Allocation in Japan

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 58 Posted: 24 Jan 2018
Working Paper Series
International University of Japan, Hitotsubashi University - Graduate School of International Corporate Strategy, Hitotsubashi University Business School and International University of Japan

Multiple version iconThere are 2 versions of this paper

Downloads 45
21.

Disentangling the Effect of Housing on Household Stock Holdings: Evidence from Japanese Micro Data

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 33 Posted: 24 Jan 2018
Working Paper Series
Hitotsubashi University - Institute of Economic Research, Chuo University, Mizuho Research Institute Ltd. and Mizuho Research Institute Ltd.
Downloads 43
22.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 79 Posted: 23 Jan 2018 Last Revised: 31 May 2022
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Capital University of Economics and Business, Renmin University and Washington University in St. Louis - John M. Olin Business School
Downloads 870
23.

Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 47 Posted: 23 Jan 2018 Last Revised: 18 Apr 2018
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University

Multiple version iconThere are 2 versions of this paper

Downloads 84
24.

Forgiveness versus Financing: The Determinants and Impact of SME Debt Forbearance in Japan

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 35 Posted: 23 Jan 2018
Working Paper Series
Chuo University and Hitotsubashi University
Downloads 57
25.

CEOs’ Great Chinese Famine Experience and Accounting Conservatism: Evidence from China

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 51 Posted: 23 Jan 2018
Working Paper Series
Jinan University - Management School, Guangdong University of Foreign Studies, Macquarie University - Department of Applied Finance and Actuarial Studies and Queensland University of Technology - School of Accountancy
Downloads 189
26.

Tax Avoidance by Capital Reduction: Evidence from Corporate Tax Reform in Japan

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 45 Posted: 22 Jan 2018 Last Revised: 17 Jun 2018
Working Paper Series
Gakushuin University - Economics, Daito Bunka University - Department of Economics and Hitotsubashi University
Downloads 58
27.

Do the Basel III Capital Reforms Reduce the Implicit Subsidy of Systemically Important Banks? Australian Evidence

CIFR Paper No. 131/2016, 31st Australasian Finance and Banking Conference 2018, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 47 Posted: 20 Jan 2018 Last Revised: 02 Dec 2019
Working Paper Series
University of Sydney and Macquarie University, Faculty of Business and Economics
Downloads 214
28.

Dynamic Asset Liability Management Under Model Uncertainty

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 35 Posted: 19 Jan 2018 Last Revised: 23 Jan 2018
Working Paper Series
City University of Hong Kong (CityU), Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Downloads 216
29.

The Impact of Shareholder Litigation Risk on Equity Incentives: Evidence from a Natural Experiment

Asian Finance Association (AsianFA) 2018 Conference
Posted: 19 Jan 2018
Working Paper Series
City University of Hong Kong, City University of Hong Kong and City University of Hong Kong
30.

Interim CEO and Corporate Long-term Investment: Evidence from an Emerging Market

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 18 Jan 2018 Last Revised: 16 Feb 2020
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney, Jiangxi University of Finance and Economics and Jiangxi University of Finance and Economics
Downloads 120
31.

Is Good Governance Priced?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 77 Posted: 16 Jan 2018 Last Revised: 17 Aug 2019
Working Paper Series
University of Southampton and City University London - The Business School
Downloads 76
32.

Option Trading, Managerial Risk-taking, and Brand Development

Number of pages: 59 Posted: 15 Jan 2018 Last Revised: 17 Sep 2021
Working Paper Series
National Tsing Hua University - Department of Quantitative Finance, Deakin University - Deakin Business School and University of Toronto
Downloads 339
33.

A Direct Solution Method for Pricing Options in Regime-Switching Models

Number of pages: 28 Posted: 12 Jan 2018 Last Revised: 21 Sep 2018
Working Paper Series
Kyoto University and Graduate School of Economics, Kyoto University
Downloads 51
34.

The Gender Gap in Executive Promotions

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 67 Posted: 11 Jan 2018 Last Revised: 29 Aug 2018
Working Paper Series
University of Technology Sydney (UTS)
Downloads 151
35.

Power of Tournament Incentives: Evidence from Japanese Corporate Boards

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 57 Posted: 11 Jan 2018
Working Paper Series
University of Utah - Department of Finance and Kyushu University - Faculty of Economics
Downloads 118
36.

Alternative Work Arrangements and Cost of Equity: Evidence from a Quasi-Natural Experiment

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 08 Jan 2018 Last Revised: 25 Aug 2021
Accepted Paper Series
Rikkyo University
37.

Credit Crunch and Timing of Initial Public Offerings

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 54 Posted: 05 Jan 2018 Last Revised: 23 Sep 2018
Working Paper Series
Graduate School of Economics, Kyushu University and Kyushu University - Faculty of Economics
Downloads 51
38.

Political Connection and the Walking Dead: Evidence from China's Privately Owned Firms

International Review of Economics & Finance, 2018
Number of pages: 34 Posted: 03 Jan 2018 Last Revised: 20 Aug 2020
Accepted Paper Series
Renmin University of China, Jinan University and Renmin University of China - School of Finance
Downloads 181
39.

Institutional Trading and Abel Noser Data

Journal of Corporate Finance 52, 2018, 143-167., Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 26 Dec 2017 Last Revised: 04 Sep 2018
Accepted Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, Hong Kong Polytechnic University - School of Accounting and Finance, Hong Kong Polytechnic University, School of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 1,204
40.

Rise of Bank Competition: Evidence from Banking Deregulation in China

Posted: 15 Dec 2017 Last Revised: 25 Dec 2019
Working Paper Series
Renmin University of China, Nanyang Business School, Nanyang Technological University, Massachusetts Institute of Technology (MIT) and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)

Multiple version iconThere are 3 versions of this paper

41.

Are Disagreements Agreeable? Evidence from Information Aggregation

Journal of Financial Economics (JFE) 141, 83-101, 2021
Number of pages: 53 Posted: 04 Dec 2017 Last Revised: 21 Jun 2021
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business, Shanghai University of Finance and Economics and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 731
42.

Capital Gains Tax, Venture Capital, and Innovation in Start-ups

Number of pages: 60 Posted: 27 Nov 2017 Last Revised: 11 Jan 2022
Working Paper Series
University of Exeter and School of Economics and Finance, University of St Andrews
Downloads 395
43.

Why Did the q Theory of Investment Start Working?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 65 Posted: 21 Nov 2017 Last Revised: 08 Aug 2018
Working Paper Series
McGill University, Emory University - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 904
44.

Is the Index Efficient? A Worldwide Tour with Stochastic Dominance

Journal of Financial Markets, 2021
Number of pages: 64 Posted: 20 Nov 2017 Last Revised: 29 Sep 2021
Accepted Paper Series
University of Manchester - Alliance Manchester Business School, EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and EM Lyon (Ecole de Management de Lyon)
Downloads 127
45.

Mutual Fund Advisory Misconduct: Investor Flows and Company Reactions

Number of pages: 63 Posted: 13 Nov 2017 Last Revised: 11 Aug 2020
Working Paper Series
University of Massachusetts Amherst - Department of Finance, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS) and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 275
46.

Private Company Valuations by Mutual Funds

Review of Finance, Forthcoming
Number of pages: 64 Posted: 08 Nov 2017 Last Revised: 22 Apr 2022
Accepted Paper Series
Georgia State University, University of California, Davis, Chinese University of Hong Kong - Department of Finance, National University of Singapore (NUS) - Department of Finance and University of California, Davis - Graduate School of Management
Downloads 1,073
47.

Optimal Short-Termism

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 546/2018, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 58 Posted: 30 Oct 2017 Last Revised: 22 Jun 2021
Working Paper Series
Boston University - Department of Finance & Economics, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and National Tsing Hua University - Department of Quantitative Finance

Multiple version iconThere are 2 versions of this paper

Downloads 465
48.

Media Coverage and IPO Pricing Around the World

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 60 Posted: 24 Oct 2017 Last Revised: 18 Jan 2019
Accepted Paper Series
City University of Hong Kong (CityU) - Department of Accountancy, University College Cork, T.A. PAI Management Institute, Finance Area and University of Melbourne - Melbourne Business School
Downloads 428
49.

Illiquidity Shocks: U.S. and International Evidence

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 51 Posted: 20 Oct 2017 Last Revised: 25 Jul 2022
Working Paper Series
Hong Kong Polytechnic University, Emory University - Department of Finance and Hong Kong Polytechnic University
Downloads 103
50.

Aggregate Implied Volatility Spread and Stock Market Returns

Rotman School of Management Working Paper No. 3047528, International Journal of Information Systems & Management Science, Vol. 67, No. 2, 2021
Number of pages: 59 Posted: 04 Oct 2017 Last Revised: 22 Nov 2021
Accepted Paper Series
University of Toronto, Rotman School of Management and The Chinese University of Hong Kong, CUHK Business School
Downloads 1,239