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Asian Finance Association (AsianFA) 2018 Conference (Archive)

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Viewing: 1 - 50 of 74 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 - Robert Emmett McDonough School of Business, University of California, Los Angeles (UCLA) - Finance Area and Georgetown University - Department of Finance
Downloads 781
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 133
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
The Chinese University of Hong Kong (CUHK), Hong Kong Polytechnic University and Boston College - Carroll School of Management
Downloads 280
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 89
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 113
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 81
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 Vrije Universiteit Amsterdam (VU Amsterdam)
Downloads 175
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 185
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 26
11.

The Risk-Return Tradeoff Among Equity Factors

Number of pages: 66 Posted: 26 Jan 2018 Last Revised: 27 May 2021
Working Paper Series
CATÓLICA-LISBON School of Business & Economics and Hanken School of Economics - Department of Finance and Statistics
Downloads 153
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 365
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 66
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 120
15.

The Long-term Use of Short-term Debt around the World

Number of pages: 67 Posted: 25 Jan 2018 Last Revised: 29 Jun 2021
Working Paper Series
Xiamen National Accounting Institute, University of International Business and Economics (UIBE), Zhejiang University - College of Economics and The Chinese University of Hong Kong, Shenzhen
Downloads 94
16.

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 69
17.

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 3
18.

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 105
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, The University of Western Australia and The University of Sydney
Downloads 181
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 42
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 41
22.

Being Nice to Stakeholders: The Effect of Economic Policy Uncertainty on Corporate Social Responsibility

Number of pages: 71 Posted: 23 Jan 2018 Last Revised: 08 Sep 2020
Working Paper Series
School of Business and Management, Shanghai International Studies University, Department of Finance, Huazhong University of Science and Technology, Huazhong University of Science and Technology (Formerly Tongi Medical University) and Massey University - School of Economics and Finance
Downloads 336
23.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 50 Posted: 23 Jan 2018 Last Revised: 01 Feb 2021
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 547
24.

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) - Department of Finance, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University

Multiple version iconThere are 2 versions of this paper

Downloads 64
25.

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 48
26.

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 Polytechnic Normal University, Macquarie University - Department of Applied Finance and Actuarial Studies and Queensland University of Technology - School of Accountancy
Downloads 158
27.

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 50
28.

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 210
29.

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 (CityUHK), Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Downloads 191
30.

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
31.

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 99
32.

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 - Sir John Cass Business School
Downloads 72
33.

Managerial Hedging Opportunities and Brand Capital Investment

Number of pages: 60 Posted: 15 Jan 2018 Last Revised: 15 May 2021
Working Paper Series
National Tsing Hua University - Department of Quantitative Finance, Deakin University - Deakin Business School and Hong Kong University of Science and Technology
Downloads 270
34.

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 45
35.

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 110
36.

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 105
37.

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: 28 Oct 2019
Accepted Paper Series
Nagasaki University
38.

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 47
39.

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, The Chinese University of Hong Kong (CUHK) and Renmin University of China - School of Finance
Downloads 165
40.

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 1,145
41.

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

Multiple version iconThere are 2 versions of this paper

42.

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 570
43.

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

Number of pages: 78 Posted: 27 Nov 2017 Last Revised: 15 Nov 2019
Working Paper Series
University of Exeter and University of Cincinnati - Department of Finance - Real Estate
Downloads 352
44.

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 847
45.

Is the Index Efficient? A Worldwide Tour with Stochastic Dominance

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 64 Posted: 20 Nov 2017 Last Revised: 22 Jun 2021
Working 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 115
46.

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 and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 238
47.

Private Company Valuations by Mutual Funds

Number of pages: 51 Posted: 08 Nov 2017 Last Revised: 20 Feb 2021
Working 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 696
48.

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 393
49.

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 (CityUHK) - Department of Accountancy, University College Cork, T.A. PAI Management Institute, Finance Area and University of Melbourne - Melbourne Business School
Downloads 367
50.

Illiquidity Shocks and Asymmetric Stock Market Reactions Around the World: Is Underreaction or Illiquidity Spiral the Culprit?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 76 Posted: 20 Oct 2017 Last Revised: 26 Oct 2018
Working Paper Series
Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 91