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Loan Collateral, Corporate Investment, and Business Cycle Conference paper
The proceedings of 26th Australasian Finance and Banking Conference 2013, Shangri-la Hotel, Sydney, Dec 17-19, 2013
Authors:  Varouj A. Aivazian;  Xinhua Gu;  Jiaping Qiu;  Bihong Huang
Favorite  |  View/Download:3/0  |  Submit date:2019/11/27
Dynamic Choice  Collateral Policy  Loan Rate  Corproate Investment  Business Cycle  
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility Journal article
Journal of Banking and Finance, 2013,Volume: 37,Issue: 5,Page: 1777-1786
Authors:  Wang K.;  Liu J.;  Liu Z.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/14
Co-jump  Co-volatility  High-frequency Finance  Idiosyncratic Jumps  Itô Semi-martingale  Microstructure Noise  Non-synchronous Trading  
Asset Pricing and Liquidity Risk: China Evidence Conference paper
Proceedings of the 26th Australasian Finance and Banking Conference, Sydney, Australia, 17 – 19 December 2013
Authors:  Keith Lam;  Lewis Tam
Favorite  |  View/Download:3/0  |  Submit date:2019/11/27
Fama And French Three-factor Model  Asset Pricing  Liquidity Four-factor Model  High Moments  
Pricing deviation, misvaluation comovement, and macroeconomic conditions Journal article
Journal of Banking & Finance, 2013,Volume: 37,Issue: 13,Page: 5285-5299
Authors:  Eric C.Chang;  YanLuo;  JinjuanRen
Favorite  |  View/Download:1/0  |  Submit date:2019/10/03
Misvaluation  Systematic Risk  Conditions  Macroeconomic  Comovement  Market Efficiency  
Cross-listing and the pricing efficiency: The informational and anchoring role played by the reference price Journal article
JOURNAL OF BANKING & FINANCE, 2013,Volume: 37,Issue: 11,Page: 4449-4464
Authors:  Eric Chang;  Yan Luo;  Jinjuan Ren
Favorite  |  View/Download:4/0  |  Submit date:2019/09/25
Cross-listing  Segmented Market  Ipo Underpricing  Anchoring  
Liquidity Creation, Banking Reform and Bank Performance in China Journal article
Global Finance Journal, 2013,Volume: 24,Issue: 3,Page: 188-202
Authors:  Adrian C.H.Lei;  ZhuoyunSong
Favorite  |  View/Download:4/0  |  Submit date:2019/09/18
Risk Absorption  Liquidity Creation  Bank Capital Structure  Financial  Fragility-crowding-out  China