Kevin Keasey

University of Leeds - Division of Accounting and Finance

Leeds LS2 9JT

United Kingdom

  • University of Leeds - Division of Accounting and Finance

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    • Tel: +44 (0)113 343 2618
SCHOLARLY PAPERS

34

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44

CROSSREF CITATIONS

66

Scholarly Papers (34)

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1.

The Link between Dividend Policy and Institutional Ownership

Journal of Corporate Finance, Vol. 8, pp. 105–122, 2002
Number of pages: 18 Posted: 24 Mar 2011
Helen Short, Hao Zhang and Kevin Keasey
University of Leeds - Division of Accounting and Finance, University of Macau - Faculty of Business Administration and University of Leeds - Division of Accounting and Finance
Downloads 1,587 (19,496)
Citation 11

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Dividend policy, Institutional ownership

2.

A New Test of Signaling Theory

Finance Letters, Vol. 5, No. 2, pp. 1-5, 2007
Number of pages: 5 Posted: 13 Jan 2008
Charlie X. Cai, Darren Duxbury and Kevin Keasey
University of Liverpool Management School, Newcastle University Business School and University of Leeds - Division of Accounting and Finance
Downloads 989 (38,984)

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Signaling theory, IPO market

3.

The Shareholder Wealth Effects of Insurance Securitization: Preliminary Evidence from the Catastrophe Bond Market

Journal of Financial Services Research, Forthcoming
Number of pages: 37 Posted: 03 Dec 2010 Last Revised: 01 Aug 2012
Bjoern Hagendorff, Jens Hagendorff and Kevin Keasey
Independent, King’s College London - King's Business School and University of Leeds - Division of Accounting and Finance
Downloads 961 (40,593)
Citation 2

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Insurance securitization, Catastrophe risk, Catastrophe bonds, Performance

4.

The Risk Implications of Insurance Securitization: The Case of Catastrophe Bonds

Number of pages: 44 Posted: 15 Apr 2011 Last Revised: 08 Jan 2014
Bjoern Hagendorff, Jens Hagendorff, Kevin Keasey and Angelica Gonzalez
Independent, King’s College London - King's Business School, University of Leeds - Division of Accounting and Finance and University of Edinburgh
Downloads 854 (47,821)
Citation 3

Abstract:

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Insurance securitization, Catastrophe bonds, Default risk

5.

Market Development, Information Diffusion and the Global Anomaly Puzzle

Cai, Charlie Xiaowu and Keasey, Kevin and Li, Peng and Zhang, Qi, 2021,Market Development, Information Diffusion and the Global Anomaly Puzzle, Journal of Financial and Quantitative Analysis, Forthcoming.
Number of pages: 64 Posted: 30 Sep 2016 Last Revised: 04 Feb 2021
Charlie X. Cai, Kevin Keasey, Peng Li and Qi Zhang
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Bath, School of management and Shanghai Jiao Tong University (SJTU)
Downloads 517 (91,449)
Citation 6

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Asset Pricing, Anomalies, Behavioral Finance, Multi-Factor Models, International Evidence

6.

Short Term Predictability, Volume and Microstructure Effects in Stock Prices

Number of pages: 59 Posted: 11 Jul 2008
Kevin Keasey, Robert Hudson and Shima Amini
University of Leeds - Division of Accounting and Finance, Hull University Business School (HUBS) and University of Leeds
Downloads 444 (109,739)

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Predictability, Overreaction, Underreaction, Market efficiency, Momentum, Volume, Microstructure

7.

Analyst Coverage and Corporate Environmental Policies

Journal of Financial and Quantitative Analysis, Forthcoming, Leeds University Business School Working Paper No. 23-01
Number of pages: 71 Posted: 08 Dec 2022 Last Revised: 28 Jun 2023
Chenxing Jing, Kevin Keasey, Ivan Lim and Bin Xu
Leeds University Business School, University of Leeds, University of Leeds - Division of Accounting and Finance, Durham University and University of Leeds
Downloads 349 (144,340)

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financial analysts, corporate environmental policies, toxic pollution, external monitoring

8.

Does Bank Default Risk Increase with Information Asymmetry? Evidence from Europe

Number of pages: 47 Posted: 15 Sep 2013
Francesco Vallascas and Kevin Keasey
Durham University and University of Leeds - Division of Accounting and Finance
Downloads 274 (186,140)
Citation 3

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Banking Risk, Global Financial Crisis, Information Asymmetry

9.

When Banks Grow Too Big for their National Economies: Tail Risks, Risk Channels, and Government Guarantees

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 58 Posted: 28 Nov 2012 Last Revised: 22 Jun 2017
Jens Hagendorff, Kevin Keasey and Francesco Vallascas
King’s College London - King's Business School, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 260 (196,162)
Citation 3

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Banks, Size, Tail Risk, Too-Big-to-Fail, Government Guarantees

10.

Paying Too Much for Growth: What have Investors Missed?

Leeds University Business School Working Paper No. 17-09
Number of pages: 64 Posted: 01 Feb 2017 Last Revised: 21 Feb 2018
Charlie X. Cai, Kevin Keasey, Peng Li and Qi Zhang
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Bath, School of management and Shanghai Jiao Tong University (SJTU)
Downloads 258 (197,691)

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Limited Attention, Investment Growth Anomaly, Expectation Error, US market, International market

11.

Do Funds with More CAPM Investors Perform Better? And, If So, Why?

Downloads 243 (209,615)

Do Funds with More CAPM Investors Perform Better? And, If So, Why?

Number of pages: 69 Posted: 30 Oct 2019 Last Revised: 09 Jan 2023
You Zhou, Peng Li, Charlie X. Cai and Kevin Keasey
University of Leeds - Division of Accounting and Finance, University of Bath, School of management, University of Liverpool Management School and University of Leeds - Division of Accounting and Finance
Downloads 220 (230,095)

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mutual-fund flows, risk factors, non-risk factors, smart-money effect, CAPM

Do Funds with More CAPM Investors Perform Better? And, If so, Why?

Number of pages: 117 Posted: 31 Mar 2023
You Zhou, Peng Li, Charlie X. Cai and Kevin Keasey
University of Leeds - Division of Accounting and Finance, University of Bath, School of management, University of Liverpool Management School and University of Leeds - Division of Accounting and Finance
Downloads 23 (852,557)

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mutual-fund flows, risk factors, non-risk factors, smart-money effect, CAPM

12.

Does Debt Concentration Depend on the Risk-Taking Incentives in CEO Compensation?

Number of pages: 57 Posted: 08 Jul 2016 Last Revised: 09 Feb 2018
Paula Castro, Kevin Keasey, Borja Amor-Tapia, Maria T. Tascón and Francesco Vallascas
Universidad de León, University of Leeds - Division of Accounting and Finance, Universidad de León, Universidad de León and Durham University
Downloads 230 (221,147)

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Debt Concentration; Executive Compensation; Asset Substitution; Corporate Governance

13.

Gender, Workplace Preferences, and Firm Performance: Looking Through the Glass Door

European Financial Management, Forthcoming
Number of pages: 62 Posted: 10 May 2022 Last Revised: 23 Feb 2023
Jie Chen, Chenxing Jing, Kevin Keasey, Ivan Lim and Bin Xu
Leeds University Business School, University of Leeds, Leeds University Business School, University of Leeds, University of Leeds - Division of Accounting and Finance, Durham University and University of Leeds
Downloads 226 (224,967)

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Gender, Workplace preferences, Employee satisfaction, Firm performance

14.

A Cross-Country Analysis of Herd Behavior in Europe

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 39 Posted: 14 Jun 2014
Mobarek Asma, Mobarek Asma, Sabur Mollah and Kevin Keasey
Stockholm Business SchoolStockholm Business School, Sheffield University Management School, University of Sheffield and University of Leeds - Division of Accounting and Finance
Downloads 221 (229,720)
Citation 7

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Herding, Cross-sectional Dispersion of Returns, Global Financial Crisis, Eurozone Crisis

15.

Trading Frictions and Market Structure: An Empirical Analysis

Journal of Business Finance & Accounting, Vol. 35, No. 3-4, pp. 563-579, 2008
Number of pages: 28 Posted: 06 Oct 2010
Charlie X. Cai, David Hillier, Robert Hudson and Kevin Keasey
University of Liverpool Management School, University of Strathclyde - Department of Accounting and Finance, Hull University Business School (HUBS) and University of Leeds - Division of Accounting and Finance
Downloads 204 (247,340)

Abstract:

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SETS, SEAQ, Trading Friction, Market Structure

16.

Forecasting Using High-Frequency Data: A Comparison of Asymmetric Financial Duration Models

Journal of Forecasting, Vol. 28, No. 5, pp. 371–386, August 2009
Number of pages: 35 Posted: 06 Oct 2010
Qi Zhang, Kevin Keasey and Charlie X. Cai
Independent, University of Leeds - Division of Accounting and Finance and University of Liverpool Management School
Downloads 179 (278,025)

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Autoregressive Duration Model (ACD), forecasting, high-frequency data, market microstructure

17.

The Impact of Mega-Catastrophes on Insurers: An Exposure-Based Analysis of the U.S. Homeowners’ Insurance Market

Number of pages: 29 Posted: 09 Sep 2012 Last Revised: 16 Jul 2014
Bjoern Hagendorff, Jens Hagendorff and Kevin Keasey
Independent, King’s College London - King's Business School and University of Leeds - Division of Accounting and Finance
Downloads 168 (293,757)

Abstract:

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G20, G22, G32

18.

Market Reaction to Earnings News: A Unified Test of Information Risk and Transaction Costs

Journal of Accounting and Economics 56 (2013) 251–266
Number of pages: 41 Posted: 12 Aug 2013 Last Revised: 08 Jan 2014
Qi Zhang, Charlie X. Cai and Kevin Keasey
Independent, University of Liverpool Management School and University of Leeds - Division of Accounting and Finance
Downloads 160 (306,044)
Citation 2

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information risk, transaction costs, price discovery, earnings announcements

19.

Are Market-Based Rankings of Global Systemically Important Financial Institutions Useful for Regulators?

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 56 Posted: 11 Aug 2013 Last Revised: 05 Oct 2015
Qi Zhang, Francesco Vallascas, Kevin Keasey and Charlie X. Cai
Independent, Durham University, University of Leeds - Division of Accounting and Finance and University of Liverpool Management School
Downloads 152 (319,592)
Citation 2

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systemic risk, systemically important financial institutions, regulation, bank bailouts

20.

Determinants of the Component Structure of Intraday Return Distributions

Applied Financial Economics, Vol. 20, No. 4, 2010
Number of pages: 20 Posted: 06 Oct 2010
Charlie X. Cai, Kevin Keasey and Gao-Liang Tian
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance and Xi'an Jiaotong University (XJTU) - School of Management
Downloads 134 (353,194)

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Return Distribution, Intraday, Information Flow, Liquidity, High-frequency Data, Market Microstructure.

21.

Three Decades of Failed Bank Acquisitions

Number of pages: 54 Posted: 27 Dec 2021
Laima Spokeviciute, Hossein Jahanshahloo, Kevin Keasey and Francesco Vallascas
Cardiff University, Cardiff University, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 127 (367,757)

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Bank Failure, Acquisitions, Resolution, Bank Risk

22.

CEO Turnover in Large Banks: Does Tail Risk Matter?

Leeds University Business School Working Paper No. 18-01
Number of pages: 52 Posted: 11 May 2017
Abhishek Srivastav, Kevin Keasey, Sabur Mollah and Francesco Vallascas
University of Leeds - Division of Accounting and Finance, University of Leeds - Division of Accounting and Finance, Sheffield University Management School, University of Sheffield and Durham University
Downloads 123 (376,652)
Citation 3

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G21, G28

23.

How Prior Realized Outcomes Affect Portfolio Decisions

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 36 Posted: 22 Feb 2013 Last Revised: 25 Feb 2013
Darren Duxbury, Robert Hudson, Kevin Keasey, Zhishu Yang and Songyao Yao
Newcastle University Business School, Hull University Business School (HUBS), University of Leeds - Division of Accounting and Finance, Tsinghua University - School of Economics & Management and Independent
Downloads 117 (390,650)
Citation 1

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prior realized outcomes, stock characteristics, portfolio composition

24.

Growing Beyond Smallness: How Do Small, Closely Controlled Firms Survive?

International Small Business Journal, Vol. 28, No. 6, pp. 620-630, 2010
Number of pages: 11 Posted: 27 Oct 2011
Wilson Ng and Kevin Keasey
IDRAC Business School, Campus de Lyon and University of Leeds - Division of Accounting and Finance
Downloads 67 (554,803)

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Absorptive Capacity, Closely Controlled Firms, Critical Incident, Family Firms, Tipping Points

25.

Outside CEOs onto Bank Boards: The Drivers and Consequences of their Appointment

Number of pages: 61 Posted: 12 Oct 2021
Usman Gilani, Kevin Keasey and Francesco Vallascas
University of Leeds – Division of Accounting and Finance, University of Leeds - Division of Accounting and Finance and Durham University
Downloads 51 (632,553)

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Bank Boards, Outside CEOs, Business Models

26.

Does the Impact of Board Independence on Large Bank Risks Change after the Global Financial Crisis?

Journal of Corporate Finance, 2017
Posted: 24 Mar 2017 Last Revised: 26 Mar 2017
Francesco Vallascas, Sabur Mollah and Kevin Keasey
Durham University, Sheffield University Management School, University of Sheffield and University of Leeds - Division of Accounting and Finance

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Bank Risk, Bank Governance, Board Independence, Regulation

27.

A Comparative Analysis of Real and Accrual Earnings Management around Initial Public Offerings under Different Regulatory Environments

Journal of Business Finance & Accounting, DOI: 10.1111/jbfa.12201, Forthcoming
Posted: 27 Feb 2013 Last Revised: 29 Jul 2016
Mohammad Alhadab, Iain Clacher and Kevin Keasey
Al al-Bayt University, University of Leeds - Faculty of Business and University of Leeds - Division of Accounting and Finance

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Initial Public Offerings, earnings management, regulatory environment, accounting choices

28.

Effects of Audit Quality on Real and Accrual Earnings Management and Subsequent Return Performance: Evidence from IPOs

Posted: 27 Feb 2013
Mohammad Alhadab, Iain Clacher and Kevin Keasey
Al al-Bayt University, University of Leeds - Faculty of Business and University of Leeds - Division of Accounting and Finance

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Earnings management, Discretionary accruals, Real activities manipulation, Audit quality, Initial public offering, Stock return performance

29.

Real and Accrual Earnings Management and IPO Failure Risk

Posted: 27 Feb 2013
Mohammad Alhadab, Iain Clacher and Kevin Keasey
Al al-Bayt University, University of Leeds - Faculty of Business and University of Leeds - Division of Accounting and Finance

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Initial Public Offerings, IPO failure, real activities, accounting accruals, accounting choices

30.

Small Firm Financial Contracting and Immigrant Entrepreneurship

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 24 Nov 2009
Robert Watson, Kevin Keasey and Mae Baker
Instituto de Empresa, University of Leeds - Division of Accounting and Finance and affiliation not provided to SSRN

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Immigrant entrepreneurs, Opinion paper/position paper/essay, Public policies, Contracts & agreements, Clothing industry, Manufacturing industries, Cooperation, Competitive advantages, Interfirm alliances, Social networks

31.

The Performance of Small Firms: Profits, Jobs and Failures

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 04 Nov 2009
David J. Storey, Kevin Keasey, Pooran Wynarczyk and Robert Watson
Independent, University of Leeds - Division of Accounting and Finance, University of Newcastle - Centre for Urban and Regional Development Studies (CURDS) and Instituto de Empresa

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Manufacturing industries, Firm performance, Job creation, Firm survival, Organizational structures, Earnings, Firm age, Closing firms, Public policies, Firm ownership, Financial ratios, Firm financing, Family firms, Accounting, Firm growth, Boards of directors, Financial performance, Business assistance

32.

Board Monitoring, Regulation and Performance in the Banking Industry: Evidence from the Market for Corporate Control

Corporate Governance: An International Review, Forthcoming
Posted: 29 Feb 2008 Last Revised: 16 Jun 2010
Jens Hagendorff, Michael Collins and Kevin Keasey
King’s College London - King's Business School, University of Leeds and University of Leeds - Division of Accounting and Finance

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banks, mergers, corporate governance, regulation

33.

Investor Protection and the Value Effects of Bank Merger Announcements in Europe and the US

Journal of Banking and Finance, Vol. 32, No. 7, pp. 1333-1348, 2008
Posted: 17 Feb 2008 Last Revised: 29 Jun 2009
Jens Hagendorff, Michael Collins and Kevin Keasey
King’s College London - King's Business School, University of Leeds and University of Leeds - Division of Accounting and Finance

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Banks, Mergers, Investor protection, Corporate governance

34.

Bank Deregulation and Acquisition Activity: The Cases of the US, Italy and Germany

Journal of Financial Regulation and Compliance, Vol. 15, No. 2, pp. 199-209, 2007
Posted: 20 May 2007 Last Revised: 27 Jul 2009
Jens Hagendorff, Michael Collins and Kevin Keasey
King’s College London - King's Business School, University of Leeds and University of Leeds - Division of Accounting and Finance

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Acquisitions and mergers, Banks, Germany, Italy, United States of America