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Asian Finance Association (AsianFA) 2018 Conference

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Viewing: 1 - 50 of 73 papers

1.

Aggregate Implied Volatility Spread and Stock Market Returns

Rotman School of Management Working Paper No. 3047528, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 44 Posted: 04 Oct 2017 Last Revised: 23 Jan 2018
Working Paper Series
University of Toronto, Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 486
2.

Institutional Trading and Abel Noser Data

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 26 Dec 2017 Last Revised: 30 Jun 2018
Working 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 478
3.

Learning and the Improving Relationship Between Investment and q

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 52 Posted: 21 Nov 2017 Last Revised: 18 Apr 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Colorado at Boulder - Department of Finance
Downloads 467
4.

Disaggregated Sales and Stock Returns

Georgetown McDonough School of Business Research Paper No. 2892184, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 81 Posted: 09 Jan 2017 Last Revised: 03 Jan 2018
Working Paper Series
National University of Singapore, National University of Singapore - NUS Business School and Hong Kong Baptist University (HKBU)
Downloads 378
5.

The Causal Impact of Distance on Bank Lending

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 58 Posted: 01 Apr 2015 Last Revised: 12 Jul 2018
Working Paper Series
Emory University - Goizueta Business School, Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance
Downloads 313
6.

The Value of Growth: Changes in Profitability and Future Stock Returns

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 56 Posted: 10 Aug 2016 Last Revised: 16 Jan 2018
Working Paper Series
The University of Melbourne - Department of Finance, Manchester Business School and Lancaster University - Management School
Downloads 276
7.

Holding Horizon: A New Measure of Active Investment Management

American Finance Association Meetings 2015 Paper, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 72 Posted: 31 Oct 2014 Last Revised: 23 Apr 2018
Working Paper Series
UNSW Business School, Queen's University - Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 272
8.

Return-Based Factors for Corporate Bonds

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 74 Posted: 03 Jun 2017 Last Revised: 20 May 2018
Working 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 269
9.

Noisy Signaling through Open Market Share Repurchase Programs and Information Production by Institutions

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 67 Posted: 29 Dec 2014 Last Revised: 29 Jan 2018
Working Paper Series
Boston College - Carroll School of Management, The Brattle Group, Hong Kong Polytechnic University - School of Accounting and Finance and Quantitative Equity, T. Rowe Price
Downloads 234
10.

Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 69 Posted: 11 Sep 2017 Last Revised: 12 Jun 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 221
11.

Information Overload and Cost of Equity Capital

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 47 Posted: 14 Mar 2017 Last Revised: 14 Jan 2018
Working Paper Series
American University of Sharjah - School of Business and Management and University of Saskatchewan - Edwards School of Business
Downloads 217
12.

Aggregate Expected Investment Growth and Stock Market Returns

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 59 Posted: 22 May 2017 Last Revised: 21 Apr 2018
Working Paper Series
University of Texas at Dallas, University of Delaware and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 204
13.

Capital Gains Tax and Innovation

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 69 Posted: 27 Nov 2017 Last Revised: 29 Jun 2018
Working Paper Series
University of Exeter and University of Cincinnati - Department of Finance - Real Estate
Downloads 179
14.

Do Demand Curves for Stocks Slope Down in the Long Run?

Gabelli School of Business, Fordham University Research Paper No. 2819687, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 57 Posted: 10 Aug 2016 Last Revised: 05 Jun 2018
Working Paper Series
Tsinghua University - PBC School of Finance and Gabelli School of Business - Fordham University
Downloads 169
15.

Short-Termist CEO Compensation in Speculative Markets: A Controlled Experiment

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 47 Posted: 14 Jul 2017 Last Revised: 15 May 2018
Working Paper Series
National Taiwan University - College of Management, University of Louisville - Department of Finance, National Taiwan University - Department of Finance and University of Kansas School of Business
Downloads 162
16.

Are Disagreements Agreeable? Evidence from Information Aggregation

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 44 Posted: 04 Dec 2017 Last Revised: 01 Apr 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University, Lee Kong Chian School of Business, Students, Singapore Management University - School of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 149
17.

Subnational Debt of China: The Politics-Finance Nexus

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 71 Posted: 28 May 2016 Last Revised: 25 Jan 2018
Working Paper Series
Central University of Finance and Economics (CUFE), Nanyang Technological University (NTU) and The University of Hong Kong - Faculty of Business and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 146
18.

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

CIFR Paper No. 131/2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 45 Posted: 20 Jan 2018 Last Revised: 09 Jun 2018
Working Paper Series
Macquarie University, Faculty of Business and Economics and Macquarie University, Faculty of Business and Economics
Downloads 142
19.

Optimal Short-Termism

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 546/2018, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 49 Posted: 30 Oct 2017 Last Revised: 22 Jan 2018
Working Paper Series
Boston University - Department of Finance & Economics, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Shanghai University of Finance and Economics - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 137
20.

Mutual Fund Flight-to-Liquidity

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 59 Posted: 07 Feb 2017 Last Revised: 26 Jan 2018
Working Paper Series
Vienna University of Economics and Business - Department of Finance, Accounting & Statistics
Downloads 120
21.

The Effect of Shareholder-Initiated Corporate Governance on Accrual-Based and Real Earnings Management

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 52 Posted: 14 Jul 2017 Last Revised: 29 Jan 2018
Working 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 119
22.

Media Coverage and IPO Pricing Around the World

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 55 Posted: 24 Oct 2017 Last Revised: 24 Apr 2018
Working Paper Series
Hong Kong Polytechnic University - Faculty of Business, University of Liverpool - Management School (ULMS), T.A. PAI Management Institute, Finance Area and The University of Melbourne - Melbourne Business School
Downloads 114
23.

Investment Shocks and Asset Returns: International Evidence

University of Alberta School of Business Research Paper No. 2016-511, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 42 Posted: 01 Oct 2016 Last Revised: 25 Jan 2018
Working Paper Series
Queensland University of Technology - School of Economics and Finance, University of Alberta - School of Business and University of Alberta - School of Business
Downloads 112
24.

How Does Stock Illiquidity Affect the Informational Role of Option Prices?

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 67 Posted: 09 Aug 2016 Last Revised: 04 May 2018
Working Paper Series
Chinese University of Hong Kong - Department of Finance and Renmin University of China - School of Finance
Downloads 109
25.

Private Company Valuations by Mutual Funds

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 36 Posted: 08 Nov 2017 Last Revised: 23 Jan 2018
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 107
26.

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

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 63 Posted: 23 Jan 2018 Last Revised: 17 Jun 2018
Working Paper Series
Southwestern University of Finance and Economics (SWUFE), Zhongnan University of Economics and Law, Huazhong University of Science and Technology and Massey University - School of Economics and Finance
Downloads 93
27.

Rise of Bank Competition: Evidence from Banking Deregulation in China

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 66 Posted: 15 Dec 2017 Last Revised: 24 May 2018
Working Paper Series
Central University of Finance and Economics (CUFE), Nanyang Technological University (NTU), Massachusetts Institute of Technology (MIT) and Chinese Academy of Sciences (CAS)
Downloads 93
28.

The Risk-Return Tradeoff Among Equity Factors

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 35 Posted: 26 Jan 2018 Last Revised: 05 Jun 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads 90
29.

Media News Coverage and Corporate Leverage Adjustments

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 80 Posted: 26 Jan 2018
Working Paper Series
The University of Danang, Alliance Manchester Business School, Institute of Global Finance, UNSW Business School, La Trobe University and The Chinese University of Hong Kong, Shenzhen
Downloads 89
30.

Why Do Distressed Firms Acquire?

Paris December 2016 Finance Meeting EUROFIDAI - AFFI, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 59 Posted: 31 May 2016 Last Revised: 17 Jan 2018
Working Paper Series
Monash University
Downloads 80
31.

The Economic Consequences of Mutual Fund Advisory Misconduct

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 63 Posted: 13 Nov 2017 Last Revised: 30 Apr 2018
Working Paper Series
Central University of Finance and Economics (CUFE) - School of Finance
Downloads 78
32.

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 73
33.

Profitability, Asset Investment, and Aggregate Stock Returns

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 84 Posted: 20 Dec 2017 Last Revised: 13 Jun 2018
Working Paper Series
Hong Kong Polytechnic University and School of Accounting and Finance, Hong Kong Polytechnic University
Downloads 71
34.

Volatility and Venture Capital

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 48 Posted: 29 Sep 2017 Last Revised: 25 Jan 2018
Working Paper Series
Tulane University - Finance & Economics
Downloads 69
35.

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

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 32 Posted: 03 Jan 2018 Last Revised: 06 May 2018
Working Paper Series
Renmin University of China, The Chinese University of Hong Kong (CUHK) and Renmin University of China - School of Finance
Downloads 68
36.

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 63
37.

Information Asymmetry and Credit Rating: A Quasi-Natural Experiment from China

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 1 Posted: 28 Sep 2017 Last Revised: 13 Jan 2018
Working Paper Series
RMIT University, Faculty of Business, School of Economics, Finance and Marketing, Students, RMIT University, Macquarie University and affiliation not provided to SSRN
Downloads 62
38.

Shareholder Litigation and Insider Trading: Evidence from Derivative Lawsuits

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 46 Posted: 27 Jan 2018 Last Revised: 27 May 2018
Working Paper Series
The Chinese University of Hong Kong (CUHK), Hong Kong Polytechnic University and Boston College - Carroll School of Management
Downloads 62
39.

The Role of Bankers in the U.S. Syndicated Loan Market

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 73 Posted: 11 May 2017 Last Revised: 17 Jun 2018
Working Paper Series
Emory University - Goizueta Business School
Downloads 60
40.

CEO Approval in Social Media and Turnover

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 48 Posted: 27 Jan 2018 Last Revised: 20 May 2018
Working Paper Series
National University of Singapore (NUS) - Department of Business Policy, Hanyang University and KAIST (Korea Advanced Institute of Science and Technology) - College of Business
Downloads 50
41.

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 50
42.

Corporate Payout Policy and Credit Risk: Evidence from CDS Markets

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 54 Posted: 15 Sep 2017 Last Revised: 23 Jun 2018
Working Paper Series
Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST), Shanghai Lixin University of Accounting and Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 49
43.

Management Connectedness and Corporate Investment

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 50 Posted: 24 Jan 2018 Last Revised: 01 Jun 2018
Working Paper Series
University of Western Australia - Department of Accounting and Finance, The University of Western Australia - Department of Accounting and Finance and University of Western Australia
Downloads 49
44.

Pension Fund Directors with Industry Expertise: Conflicted, Confined or Skilled?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 45 Posted: 22 Dec 2016 Last Revised: 06 May 2018
Working Paper Series
The University of Western Australia - UWA Business School
Downloads 46
45.

Is Good Governance Priced? An Examination of Listed Firms from OECD Equity Markets

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 66 Posted: 16 Jan 2018
Working Paper Series
University of Sussex and Cass Business School, City University, London
Downloads 42
46.

How Does Media Affect Earnings Management? New Evidence from Commonality in News

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 56 Posted: 24 Jan 2018 Last Revised: 15 May 2018
Working Paper Series
Monash University - Department of Accounting, Monash University - Department of Banking and Finance and Monash University - Department of Accounting
Downloads 40
47.

CEOs on a Short Runway: Interim CEO and R&D Investment in China

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 60 Posted: 18 Jan 2018
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance, Jiangxi University of Finance and Economics and Jiangxi University of Finance and Economics
Downloads 39
48.

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: 59 Posted: 20 Oct 2017 Last Revised: 26 Jan 2018
Working Paper Series
Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 38
49.

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

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 53 Posted: 29 Jan 2018 Last Revised: 13 Jun 2018
Working Paper Series
Lancaster University - Lancaster University Management School and University of Bristol - School of Economics Finance and Management
Downloads 37
50.

Option-Implied Systematic Disaster Concern

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 50 Posted: 13 Feb 2017 Last Revised: 02 May 2018
Working Paper Series
Cornell University
Downloads 36