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Proceedings from Conference on "Asian Finance & Banking"

 

 

  • Can US Economic Variables Predict Chinese Stock Market
    Authors:
    Jeremy Goh - Singapore Management University (Singapore)
    Fuwei Jiang - Singapore Management University (Singapore)
    Jun Tu - Singapore Management University (Singapore)
    Yucheng Wang - Singapore Management University (Singapore)

 

 

 

 

 

 

 

 

  • Long Memory Dynamics in Futures Returns
    Authors:
    Jian Dollery - Business School, University of Hull (United Kingdom)
    Jerry Coakley - Essex Business School, University of Essex (United Kingdom)
    Neil Kellard - Essex Business School, University of Essex (United Kingdom)

 

 

 

 

 

 

 

 

 

 

 

  • Gross Capital Flows: Dynamics and Crises
    Authors:
    Fernando Broner - CREI and Universitat Pompeu Fabra (Spain)
    Tatiana Didier - World Bank (United States)
    Aitor Erce - Bank of Spain (Spain)
    Sergio Schmukler - World Bank (United States)

 

 

 

 

 

 

 

 

 

 

 

  • Credit Scoring and Loan Default
    Authors:
    Rajdeep Sengupta - Federal Reserve Bank of St. Louis. (United States)
    Geetesh Bhardwaj - SummerHaven Investment Management. (United States)

 

 

  • Human Capital Loss in Corporate Bankruptcy
    Authors:
    John Graham - Duke University (United States)
    Hyunseob Kim - Duke University (United States)
    Si Li - Wilfrid Laurier University (Canada)
    Jiaping Qiu - McMaster University (Canada)

 

 

  • CEO Overconfidence and Corporate Debt Maturity
    Authors:
    Ronghong Huang - The University of Queensland (Australia)
    Kelvin Jui Keng Tan - The University of Queensland (Australia)
    Robert Faff - The University of Queensland (Australia)

 

 

 

 

  • Test of Intertemporal Variability of APT in a Volatile Economy
    Authors:
    Fan Fah Cheng - Faculty of Economics and Management, University Putra Malaysia (Malaysia)
    Pooya Sabetfar - Faculty of Management and Acoounting, Islamic Azad University of Qazvin (Iran)
    Bany Ariffin Amin Noordin - University Putra Malaysia (Malaysia)

 

  • Price Discovery, Foreign Ownership, and Rule of Law
    Authors:
    Jun Cai - City University of Hong Kong (Hong Kong)
    Richard Ho - City University of Hong Kong (Hong Kong)
    Robert Korajczyk - Kellogg School Northwestern University (United States)
    Zheng Zhang - Beijing University (China)

 

 

 

 

 

  • Static Hedging Under Maturity Mismatch
    Authors:
    Natalie Packham - Frankfurt School of Finance & Management (Germany)
    Philipp Mayer - Graz University of Technology (Austria)
    Wolfgang Schmidt - Frankfurt School of Finance & Management (Germany)

 

 

 

 

  • Understanding Asset Correlations
    Authors:
    Henrik Hasseltoft - University of Zurich/Swiss Finance Institute (Switzerland)
    Dominic Burkhardt - University of Zurich/Swiss Finance Institute (Switzerland)

 

 

 

 

 

  • Block Trade Targets in China
    Authors:
    Liping Dong - Kyushu University (Japan)
    Konari Uchida - Kyushu University (Japan)
    Xiaohong Hou - China University of Mining and Technology (China)

 

 

 

  • An Empirical Analysis of Homeownership in Urban China
    Authors:
    Christopher Gan - Lincoln University (New Zealand)
    Baiding Hu - Lincoln University (New Zealand)
    Cindy Gao - Bank of Shanghai (China)
    Betty Kao - Avon Taiwan (Taiwan)
    David Cohen - Lincoln University (New Zealand)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  • Forecasting Bond Risk Premia Using Technical Indicators
    Authors:
    Jeremy Goh - Singapore Management University (Singapore)
    Fuwei Jiang - Singapore Management University (Singapore)
    Jun Tu - Singapore Management University (Singapore)
    Guofu Zhou - Washington University (United States)

 

  • Diaman Ratio
    Authors:
    Ruggero Bertelli - University of Siena (Italy)
    Danielle Bernardi - Diaman Sim (Italy)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  • Risk Model-at-Risk
    Authors:
    Christophe Boucher - A.A.Advisors-QCG (ABN AMRO), Variances and University of Paris-1 (CES/CNRS). (France)
    Jon Danielsson - London School of Economics (United Kingdom)
    Bertrand Maillet - A.A.Advisors-QCG (ABN AMRO), Variances and University of Orl´eans (LEO/CNRS and (France)
    Patrick Kouontchou - Variances and University of Lorraine (CEREFIGE). (France)

 

 

  • CEO Interviews on CNBC
    Authors:
    Y.Han (Andy) Kim - Nanyang Business School (Singapore)
    Felix Meschke - University of Kansas (United States)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  • Capital Structure and Financing Choices in Australia
    Authors:
    Klaus Buhr - Department of Accounting and Finance, Unitec Institute of Technology (New Zealand)
    Roy Cross - Brook Asset Management Analyst, New Zealand (New Zealand)
    Liz Rainsbury - Department of Accounting and Finance, Unitec Institute of Technology (New Zealand)

 

  • Underwriter Compensation and the Returns to Reputation
    Authors:
    Chitru Fernando - University of Oklahoma (United States)
    Vladimir Gatchev - University of Central Florida (United States)
    Anthony May - Wichita State University (United States)
    William Megginson - University of Oklahoma (United States)

 

 

 

 

 

 

 

 

 

 

  • The Use of Warrants in Non-Underwritten IPOs
    Authors:
    Arif Khurshed - Manchester Business School (United Kingdom)
    Dimitris Kostas - Manchester Business School (United Kingdom)
    Brahim Saadouni - Manchester Business School (United Kingdom)

 

 

 

 

  • An Anatomy of Fundamental Indexing
    Authors:
    Lieven Demoor - KULeuven and HUBrussel (Belgium)
    Fang Liu - Central University for Finance and Economics (China)
    Piet Sercu - KULeuven (Belgium)
    Tom Vinaimont - City University of Hong Kong (Hong Kong)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  • A Comparison of the Choice of Means in Portfolio Selection Models
    Authors:
    Chin Yang - Clarion University of Pennsylvania (United States)
    Matthew Brigida - Clarion University of Pennsylvania (United States)
    Yifan Zhao - Clarion University of Pennsylvania (United States)
    Anthony Loviscek - Seton Hall University (United States)

 

 

 

 

 

 

 

 

 

 

 

  • Structuring Global Equity Portfolios
    Authors:
    John Gallo - University of Iowa (United States)
    Larry Lockwood - Texas Christian University (United States)
    Ying Zhang - Fairfield University (United States)

 

 

 

 

 

 

 

 

 

 

 

  • Determinant of Recovery Rates
    Authors:
    Rainer Jankowitsch - WU (Vienna University of Economics and Business (Austria)
    Florian Nagler - VGSF - Vienna Graduate School of Finance (Austria)
    Marti G. Subrahmanyam - New York University (United States)

 

 

 

 


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