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Singapore Management University Lee Kong Chian School of Business Research Paper Series

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Viewing: 1 - 50 of 344 papers

1.

Information Spillover and Corporate Policies: The Case of Listed Options

University of Miami Legal Studies Research Paper No. 3761846
Number of pages: 50 Posted: 13 Jan 2021 Last Revised: 01 Feb 2021
Working Paper Series
University of Miami - Department of Finance, Singapore Management University - Lee Kong Chian School of Business, Sun Yat-Sen Business School, Sun Yat-Sen University and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 68
2.

The Information Cycle and Return Seasonality

Number of pages: 44 Posted: 17 Dec 2020
Working Paper Series
University of International Business and Economics (UIBE) and Singapore Management University - Lee Kong Chian School of Business
Downloads 124
3.

Smart Retail Traders, Short Sellers, and Stock Returns

Number of pages: 55 Posted: 01 Dec 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Shanghai University of Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 162
4.

Secondary Equity Offerings of Singapore REITs

Singapore Management University School of Business Research Paper Forthcoming
Posted: 06 Oct 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
5.

Peer Effects in Equity Research

Number of pages: 85 Posted: 04 Aug 2020
Working Paper Series
University of Technology Sydney, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 68
6.

Disruption, Bitcoin, and Prospect Theory

Number of pages: 70 Posted: 29 Jun 2020
Working Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, Hong Kong Polytechnic University, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Polytechnic University and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Downloads 66
7.

Geographic Links and Predictable Returns

Number of pages: 55 Posted: 29 Jun 2020 Last Revised: 13 Jan 2021
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 243
8.

Greenwashing

Number of pages: 58 Posted: 23 Jun 2020 Last Revised: 27 Oct 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Fudan University and Singapore Management University - Lee Kong Chian School of Business
Downloads 331
9.

A Behavioral Signaling Explanation for Stock Splits

Number of pages: 71 Posted: 12 Mar 2020 Last Revised: 12 Jan 2021
Working Paper Series
University of International Business and Economics (UIBE) - Business School, Singapore Management University - Lee Kong Chian School of Business, Tsinghua University - School of Economics & Management and Tsinghua University
Downloads 104
10.

Why Commonality Persists?

Number of pages: 46 Posted: 08 Mar 2020
Working Paper Series
Syracuse University - Whitman School of Management, affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business
Downloads 46
11.

Urban Consolidation Center or Peer-to-Peer Platform? The Solution to Urban Last-Mile Delivery

Number of pages: 39 Posted: 13 Jan 2020
Working Paper Series
Singapore Management University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 91
12.

Center of Volume Mass: Does Options Trading Predict Stock Returns?

University of Miami Business School Research Paper No. 3505045
Number of pages: 76 Posted: 08 Jan 2020
Working Paper Series
University of Miami - Department of Finance, Singapore Institute of Technology and Singapore Management University - Lee Kong Chian School of Business
Downloads 880
13.

Should Retailers Integrate Their Offline and Online Channels? A Perspective of Product Descriptions and Consumer Reviews

Number of pages: 40 Posted: 31 Dec 2019 Last Revised: 20 Apr 2020
Working Paper Series
Singapore Management University, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 100
14.

How Inheritance Law Affects Family Firm Performance: Evidence from a Natural Experiment

Posted: 10 Nov 2019
Working Paper Series
Institute of Financial Studies, Southwestern University of Finance and Economics, University of Michigan at Flint - School of Management, Singapore Management University - Lee Kong Chian School of Business and California State University, Long Beach
15.

Financial Literacy and Suboptimal Financial Decisions at Older Ages

CFS Working Paper, No. 630, 2019
Number of pages: 62 Posted: 06 Nov 2019
Working Paper Series
National University of Singapore, Singapore Management University - Lee Kong Chian School of Business, University of Pennsylvania - The Wharton School and RAND Corporation

Multiple version iconThere are 2 versions of this paper

Downloads 68
16.

ETF Momentum

Number of pages: 53 Posted: 22 Oct 2019 Last Revised: 03 Feb 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Fudan University - Fanhai International School of Finance (FISF)
Downloads 716
17.

Return Cross-Predictability in Firms with Similar Employee Satisfaction

Number of pages: 64 Posted: 16 Oct 2019 Last Revised: 29 Jul 2020
Working Paper Series
Singapore Management University, McGill University, Singapore Management University - Lee Kong Chian School of Business and Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management
Downloads 205
18.

A Unified Market Model for Swaptions and Constant Maturity Swaps

Number of pages: 33 Posted: 24 Aug 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Solvay Brussels School of Economics and Management
Downloads 86
19.

Volatility Timing under Low-Volatility Strategy

Number of pages: 19 Posted: 24 Aug 2019 Last Revised: 07 Jul 2020
Working Paper Series
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business
Downloads 221
20.

Do Credit Default Swap Prices Reveal the Presence of Informed Trading?

Number of pages: 76 Posted: 21 Aug 2019
Working Paper Series
Singapore Management University and Singapore Management University
Downloads 2
21.

Text Sophistication and Sophisticated Investors

Number of pages: 57 Posted: 21 Aug 2019 Last Revised: 03 Feb 2020
Working Paper Series
Aalto University School of Business, University of Oulu, Singapore Management University - Lee Kong Chian School of Business and University at Buffalo
Downloads 366
22.

Biclustering via Mixtures of Regression Models

International Conference on Computational Science 2019
Number of pages: 8 Posted: 08 Jul 2019
Accepted Paper Series
Syracuse University - Whitman School of Management, affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business
Downloads 23
23.

Media Connection and Return Comovement

Number of pages: 36 Posted: 04 Jul 2019 Last Revised: 05 Oct 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Fudan University - School of Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 26
24.

What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability During the Bubble

Number of pages: 36 Posted: 28 Jun 2019 Last Revised: 12 Jul 2019
Working Paper Series
University of Glasgow, Adam Smith Business School, affiliation not provided to SSRN, Fudan University - School of Economics and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 262
25.

Executive Gender and Prospect-Value Bias: Evidence from Insider Trading

Number of pages: 44 Posted: 26 Jun 2019
Working Paper Series
Massey University, New Zealand, Singapore Management University - Lee Kong Chian School of Business and Massey University - Department of Economics and Finance
Downloads 59
26.

Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes

Journal of Derivatives, vol. 27, no. 2, 2019, https://jod.pm-research.com/content/27/2/81
Posted: 25 Jun 2019 Last Revised: 24 May 2020
Accepted Paper Series
Singapore University of Social Sciences and Singapore Management University - Lee Kong Chian School of Business
27.

Performance Control and Risk Calibration in the Black-Litterman Model

Journal of Portfolio Management, Vol. 43, Spring 2017
Posted: 20 Jun 2019
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
28.

Variance Risk Premiums of Commodity ETFs

Journal of Futures Markets, Vol. 37, No. 5, 2017
Number of pages: 37 Posted: 20 Jun 2019 Last Revised: 25 Aug 2019
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 37
29.

Volume Information in Nikkei and TOPIX Futures Transactions

Journal of Financial Studies, Vol. 25, No. 4, 2017
Number of pages: 42 Posted: 20 Jun 2019 Last Revised: 25 Aug 2019
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 18
30.

Cross-Section of Mini Flash Crashes and Their Detection by a State-Space Approach

Number of pages: 43 Posted: 19 Jun 2019
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 59
31.

Optimal Stopping for Medical Treatment with Predictive Information: Theory and Application in ICU Mechanical Ventilation

Number of pages: 74 Posted: 13 Jun 2019 Last Revised: 17 Aug 2020
Working Paper Series
National University of Singapore (NUS) - Institute of Operations Research and Analytics, School of Management, University of Science and Technology of China and Singapore Management University - Lee Kong Chian School of Business
Downloads 156
32.

Asset Allocation in Chinese Stock Market: The Role of Return Predictability

Journal of Portfolio Management, 2015, Vol. 41, No. 5, 71-83 , https://doi.org/10.3905/jpm.2014.41.5.071
Posted: 20 May 2019 Last Revised: 20 May 2019
Accepted Paper Series
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) and Singapore Management University - Lee Kong Chian School of Business
33.

Head Above the Parapet: How Minority Subordinates Influence Group Outcomes and the Consequences They Face for Doing so

Journal of Applied Psychology, Forthcoming, Bocconi University Management Research Paper
Number of pages: 61 Posted: 11 Apr 2019
Working Paper Series
The University of Western Australia, Singapore Management University - Lee Kong Chian School of Business and Bocconi University, Department of Management and Technology, Bocconi University, Department of Management and Technology
Downloads 8
34.

Impacts of Distributional Social Comparison Behavior on Corporate Social Responsibility: Power of the Small

Number of pages: 37 Posted: 02 Apr 2019
Working Paper Series
Zhejiang University--School of Management, Dalian University of Technology, Singapore Management University - Lee Kong Chian School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 76
35.

Customer Satisfaction and its Impact on the Future Costs of Selling

Posted: 11 Mar 2019 Last Revised: 14 Apr 2020
Working Paper Series
Tilburg University, Singapore Management University - Lee Kong Chian School of Business and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
36.

Physical Frictions and Digital Banking Adoption

Number of pages: 51 Posted: 20 Feb 2019 Last Revised: 02 Jun 2019
Working Paper Series
KAIST College of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 258
37.

Multiple Criteria Portfolio Choice with Variance Decomposition onto Half Spaces

Posted: 30 Jan 2019
Working Paper Series
Singapore Management University
38.

Flow Toxicity and Bank Equity Holdings

Number of pages: 55 Posted: 06 Sep 2018
Working Paper Series
Louisiana State University, Singapore Management University - Lee Kong Chian School of Business, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and University of Adelaide
Downloads 29
39.

Do Foreign Institutional Investors Deter Opportunistic Insider Trading?

Number of pages: 73 Posted: 06 Sep 2018 Last Revised: 08 Sep 2020
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Singapore Management University - Lee Kong Chian School of Business and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 281
40.

Is the Synthetic Stock Price Really Lower than Actual Price?

Number of pages: 37 Posted: 13 Aug 2018 Last Revised: 08 Mar 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 55
41.

Are Bond Ratings Informative? Evidence from Regulatory Regime Changes

2019, American Economic Association Poster Session, Forthcoming
Posted: 07 Aug 2018 Last Revised: 15 Jan 2019
Accepted Paper Series
University of Oklahoma - Division of Finance, Singapore Management University - Lee Kong Chian School of Business, National University of Singapore (NUS) - Department of Finance and Montana State University - Bozeman
42.

Capacity Allocation in Flexible Production Networks: Theory and Applications

Management Science (Forthcoming)
Number of pages: 50 Posted: 31 Jul 2018
Accepted Paper Series
National University of Singapore (NUS) - NUS Business School, Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), National University of Singapore (NUS) - Department of Decision Sciences, NUS Business School - Department of Decision Sciences, Singapore Management University - Lee Kong Chian School of Business and South China University of Technology
Downloads 184
43.

Is this Time Different? Do Bank CEOs Learn from Crises?

Number of pages: 57 Posted: 31 Jul 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 64
44.

Shrinking Factor Dimension: A Reduced-Rank Approach

Number of pages: 88 Posted: 23 Jul 2018 Last Revised: 09 Feb 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
Downloads 915
45.

A Dynamic Network for Cryptocurrencies

Number of pages: 41 Posted: 20 Jun 2018 Last Revised: 29 Jul 2020
Working Paper Series
Fudan University - School of Economics, Singapore Management University - School of Economics and Blockchain Research Center
Downloads 157
46.

Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 66 Posted: 18 Jan 2018 Last Revised: 15 Dec 2020
Working Paper Series
University of Central Florida - College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Downloads 4,087
47.

Technology Specifications and Production Timing in a Co-Opetitive Supply Chain

Posted: 05 Jan 2018 Last Revised: 07 Oct 2020
Working Paper Series
School of Business Administration, South China University of Technology, Hong Kong University of Science & Technology (HKUST) - Dept. of Industrial Engineering and Decision Analytics, Singapore Management University - Lee Kong Chian School of Business, University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and Hong Kong University of Science & Technology (HKUST) - Dept. of Industrial Engineering and Decision Analytics
48.

CAPM-Based Company (Mis)valuations

Rotman School of Management Working Paper No. 3050928, HEC Paris Research Paper No. FIN-2017-1235
Number of pages: 90 Posted: 11 Oct 2017 Last Revised: 31 Oct 2019
Working Paper Series
INSEAD, HEC Paris - Finance Department, Singapore Management University - Lee Kong Chian School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 889
49.

When Elites Forget Their Duties: The Double‐Edged Sword of Prestigious Directors on Boards

Journal of Management Studies, Vol. 54, Issue 7, pp. 1050-1078, 2017
Number of pages: 29 Posted: 06 Oct 2017
Accepted Paper Series
University of Goettingen (Gottingen), Ludwig Maximilian University of Munich (LMU), University of Göttingen and Singapore Management University - Lee Kong Chian School of Business
Downloads 1
50.

Cross-Border Acquisitions and Employee-Engagement

CentER Discussion Paper Series No. 2017-038
Number of pages: 57 Posted: 22 Sep 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Tilburg University - Department of Finance and UNSW Australia Business School, School of Banking and Finance

Multiple version iconThere are 3 versions of this paper

Downloads 62