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Asian Finance Association (AsianFA) 2018 Conference

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Viewing: 1 - 50 of 75 papers

1.

Institutional Trading and Abel Noser Data

Asian Finance Association (AsianFA) 2018 Conference, 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 606
2.

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, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Colorado at Boulder - Department of Finance
Downloads 575
3.

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 569
4.

Long-Term Contrarian Strategies in the Corporate Bond Market

Number of pages: 64 Posted: 03 Jun 2017 Last Revised: 06 Nov 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 402
5.

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 397
6.

The Causal Impact of Distance on Bank Lending

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 55 Posted: 01 Apr 2015 Last Revised: 07 Oct 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 342
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: 73 Posted: 31 Oct 2014 Last Revised: 08 Aug 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 330
8.

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
University of Melbourne - Department of Finance, Manchester Business School and Lancaster University - Management School
Downloads 291
9.

Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 72 Posted: 11 Sep 2017 Last Revised: 10 Aug 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 277
10.

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

2018 Asian Finance Association (AsianFA) Conference, 2016 Financial Intermediation Research Society (FIRS) conference, 2015 European Finance Association (EFA) conference
Number of pages: 67 Posted: 29 Dec 2014 Last Revised: 30 Jul 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 246
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 245
12.

Aggregate Expected Investment Growth and Stock Market Returns

Asian Finance Association (AsianFA) 2018 Conference, 29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 59 Posted: 22 May 2017 Last Revised: 31 Jul 2018
Working Paper Series
University of Texas at Dallas, University of Delaware and Tsinghua University - PBC School of Finance
Downloads 237
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 200
14.

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

Number of pages: 49 Posted: 14 Jul 2017 Last Revised: 20 Sep 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 197
15.

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 190
16.

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: 64 Posted: 10 Aug 2016 Last Revised: 30 Oct 2018
Working Paper Series
Tsinghua University - PBC School of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 190
17.

Optimal Short-Termism

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 546/2018, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 52 Posted: 30 Oct 2017 Last Revised: 03 Nov 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 183
18.

Private Company Valuations by Mutual Funds

Number of pages: 38 Posted: 08 Nov 2017 Last Revised: 21 Aug 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 182
19.

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 174
20.

Rise of Bank Competition: Evidence from Banking Deregulation in China

Number of pages: 62 Posted: 15 Dec 2017 Last Revised: 24 Sep 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 171
21.

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 University of Melbourne - Melbourne Business School
Downloads 153
22.

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: 30 Jul 2018
Working Paper Series
Macquarie University, Faculty of Business and Economics and Macquarie University, Faculty of Business and Economics
Downloads 149
23.

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 146
24.

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 139
25.

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 136
26.

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 124
27.

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 (Formerly Tongi Medical University) and Massey University - School of Economics and Finance
Downloads 123
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 121
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 118
30.

Economic Consequences of Mutual Fund Advisory Misconduct

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 59 Posted: 13 Nov 2017 Last Revised: 30 Sep 2018
Working Paper Series
Central University of Finance and Economics (CUFE) - School of Finance
Downloads 113
31.

Shareholder Litigation and Insider Trading: Evidence from Derivative Lawsuits

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 48 Posted: 27 Jan 2018 Last Revised: 26 Oct 2018
Working Paper Series
The Chinese University of Hong Kong (CUHK), Hong Kong Polytechnic University and Boston College - Carroll School of Management
Downloads 106
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 104
33.

Do Aggregate Profits Forecast Aggregate Stock Returns?

Number of pages: 73 Posted: 20 Dec 2017 Last Revised: 13 Nov 2018
Working Paper Series
Hong Kong Polytechnic University and School of Accounting and Finance, Hong Kong Polytechnic University
Downloads 98
34.

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 96
35.

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

Number of pages: 34 Posted: 03 Jan 2018 Last Revised: 02 Sep 2018
Working Paper Series
Renmin University of China, The Chinese University of Hong Kong (CUHK) and Renmin University of China - School of Finance
Downloads 94
36.

Real Time Macro Factors in Bond Risk Premium

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 23 Jan 2018 Last Revised: 13 Oct 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) and Renmin University
Downloads 94
37.

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 94
38.

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

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 71 Posted: 11 May 2017 Last Revised: 16 Aug 2018
Working Paper Series
Emory University - Goizueta Business School
Downloads 87
39.

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 85
40.

From Financial Innovation to Brand Innovation: How Options Trading Affects Trademark Activities

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 66 Posted: 15 Jan 2018 Last Revised: 24 Oct 2018
Working Paper Series
University of Hong Kong, Deakin University - Faculty of Business and Law and Hong Kong University of Science and Technology
Downloads 77
41.

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, School of Economics, Finance and Marketing, Macquarie University, Macquarie University and Macquarie UNiversity
Downloads 77
42.

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 75
43.

Management Connectedness and Corporate Investment

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 53 Posted: 24 Jan 2018 Last Revised: 20 Sep 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 73
44.

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 66
45.

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 64
46.

Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 20 Nov 2017 Last Revised: 16 Aug 2018
Working Paper Series
University of Manchester - Manchester Business School, EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and EM Lyon (Ecole de Management de Lyon)
Downloads 58
47.

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 55
48.

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 54
49.

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 54
50.

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 54