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Asian Finance Association (AsianFA) 2018 Conference (Archive)

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Viewing: 1 - 50 of 72 papers

1.

Long-Term Reversals in the Corporate Bond Market

Number of pages: 65 Posted: 17 Mar 2019 Last Revised: 17 Mar 2019
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 503
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 82
3.

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 145
4.

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 89
5.

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 50
6.

Economic Depreciation in the Property Value: Cross-Sectional Variations and Their Implications on Investments

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 48 Posted: 26 Jan 2018
Working Paper Series
Pennsylvania State University - Smeal College of Business
Downloads 26
7.

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

Number of pages: 50 Posted: 26 Jan 2018 Last Revised: 22 Sep 2018
Working Paper Series
Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Downloads 59
8.

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

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 55 Posted: 26 Jan 2018 Last Revised: 06 Aug 2018
Working Paper Series
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 79
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 14
11.

The Risk-Return Tradeoff Among Equity Factors

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 53 Posted: 26 Jan 2018 Last Revised: 19 Apr 2019
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads 132
12.

News Media Coverage and Corporate Leverage Adjustments

Number of pages: 83 Posted: 26 Jan 2018 Last Revised: 10 Jan 2019
Working 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 192
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 52
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 at Taiwan and University of Baltimore
Downloads 73
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 49
16.

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 69
17.

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 86
18.

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
Tokyo University of Science - School of Management, 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 26
19.

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 35
20.

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 155
21.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 52 Posted: 23 Jan 2018 Last Revised: 05 Mar 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Renmin University and Washington University in St. Louis - John M. Olin Business School
Downloads 173
22.

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 42
23.

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 24
24.

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 105
25.

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 31
26.

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, 31st Australasian Finance and Banking Conference 2018
Number of pages: 44 Posted: 20 Jan 2018 Last Revised: 25 Apr 2019
Working Paper Series
Macquarie University, Faculty of Business and Economics and Macquarie University, Faculty of Business and Economics
Downloads 167
27.

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 130
28.

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
29.

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 57
30.

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

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 76 Posted: 16 Jan 2018 Last Revised: 16 Feb 2019
Working Paper Series
University of Southampton and City University London - Sir John Cass Business School
Downloads 60
31.

From Financial Innovation to Brand Innovation: How Options Trading Affects the Launch and Failure of Trademarks

Number of pages: 66 Posted: 15 Jan 2018 Last Revised: 28 Dec 2018
Working Paper Series
National Tsing Hua University - Department of Quantitative Finance, Deakin University - Faculty of Business and Law and Hong Kong University of Science and Technology
Downloads 121
32.

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 30
33.

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 44
34.

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 73
35.

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

Number of pages: 75 Posted: 08 Jan 2018 Last Revised: 01 Mar 2019
Working Paper Series
Nagasaki University
Downloads 37
36.

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 35
37.

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

Number of pages: 34 Posted: 03 Jan 2018 Last Revised: 30 Mar 2019
Working Paper Series
Renmin University of China, The Chinese University of Hong Kong (CUHK) and Renmin University of China - School of Finance
Downloads 121
38.

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 755
39.

Rise of Bank Competition: Evidence from Banking Deregulation in China

Number of pages: 60 Posted: 15 Dec 2017 Last Revised: 26 Mar 2019
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)

Multiple version iconThere are 2 versions of this paper

Downloads 248
40.

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 224
41.

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

Number of pages: 68 Posted: 27 Nov 2017 Last Revised: 07 May 2019
Working Paper Series
University of Exeter and University of Cincinnati - Department of Finance - Real Estate
Downloads 221
42.

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 655
43.

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

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 64 Posted: 20 Nov 2017 Last Revised: 25 Apr 2019
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 74
44.

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 143
45.

Private Company Valuations by Mutual Funds

Number of pages: 55 Posted: 08 Nov 2017 Last Revised: 14 May 2019
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 277
46.

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 224
47.

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
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 213
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: 76 Posted: 20 Oct 2017 Last Revised: 26 Oct 2018
Working Paper Series
Hong Kong Polytechnic University and Hong Kong Polytechnic University
Downloads 60
49.

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 741
50.

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 144