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SSRN eLibrary Search Results
Australasian Finance & Banking Conferences
136,984 Total downloads
Showing Papers 1 - 50 of 724
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Incl. Electronic Paper Expectations of Executive Risk-Taking and Preferences: Evidence from CEO Stock Grants
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Ingolf Dittmann , Lars Norden and Guangyao Zhu
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Date Posted: January 29, 2013
Last Revised: February 21, 2013
Working Paper Series
74 downloads

The Endogeneity of Executive Compensation and its Impact on Management Discretionary Behavior Over Financial Reporting
25th Australasian Finance and Banking Conference 2012
Lan Sun and Martin Hovey
University of New England (Australia) - School of Business Economics and Public Policy and UNE Business School
Date Posted: November 19, 2012
Working Paper Series

Incl. Electronic Paper Comparing Time-Varying Price Impact and Information Impounding Time Across Asian Stock Exchanges: An Adaptive Lasso Approach
25th Australasian Finance and Banking Conference 2012
Wang Chun Wei and Quan Gan
University of Sydney - Discipline of Finance and University of Sydney - Discipline of Finance
Date Posted: October 29, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Does Collaboration in Finance Research in the 21st Century Produce Articles of Higher Impact?
25th Australasian Finance and Banking Conference 2012
Necmi Avkiran
University of Queensland - Business School
Date Posted: October 07, 2012
Last Revised: October 19, 2012
Working Paper Series
40 downloads

Incl. Electronic Paper CEO Compensation and Credit Default Swaps: Evidence from the U.S. And Germany
25th Australasian Finance and Banking Conference 2012
Hsin-Hui Chiu and Eva Maria Wagner
California State University, Northridge and Johannes Kepler University Linz - Department of Finance
Date Posted: October 05, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors
25th Australasian Finance and Banking Conference 2012
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Date Posted: September 06, 2012
Last Revised: October 31, 2012
Working Paper Series
81 downloads

Incl. Electronic Paper Fund Analysis and Selection: An Approach Based on Distances and Similarities between Performance Measures
25th Australasian Finance and Banking Conference 2012
Hery Razafitombo
University of Metz - CEREFIGE
Date Posted: September 04, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper Net Present Value of Acquisitions
25th Australasian Finance and Banking Conference 2012
Reza Yaghoubi , Stuart Locke and Jenny L. Gibb
University of Waikato - Management School , University of Waikato - Management School and University of Waikato - Management School
Date Posted: September 03, 2012
Last Revised: December 27, 2012
Working Paper Series
93 downloads

Incl. Electronic Paper Founding-Family Control, Information Opacity, and Cost of Debt: Evidence from China
25th Australasian Finance and Banking Conference 2012
Liangbo Ma , Shiguang Ma and Gary Tian
University of Wollongong - School of Accounting and Finance , University of Wollongong - School of Accounting and Finance and affiliation not provided to SSRN
Date Posted: August 29, 2012
Last Revised: December 13, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper After-Crisis Relation between General Economic Condition and Liquidity Management: Financial Liquidity Investment Efficiency Model (FLIEM) Use to Diagnose Polish Economics Standing
25th Australasian Finance and Banking Conference 2012
Grzegorz Michalski
Wroclaw University of Economics
Date Posted: August 29, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity
25th Australasian Finance and Banking Conference 2012
Xiaoquan Jiang and Qiang Kang
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Date Posted: August 29, 2012
Working Paper Series
54 downloads

Incl. Electronic Paper How to Evaluate the Share Price Performance During CEO Tenure: The Case of Josef Ackermann’s Stewardship at Deutsche Bank
25th Australasian Finance and Banking Conference 2012

Date Posted: August 29, 2012
Last Revised: October 30, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners
25th Australasian Finance and Banking Conference 2012
Sudharshan Reddy Paramati , Rakesh Gupta and Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics , Griffith University - Griffith Business School and Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 28, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Bank Market Power and Liquidity: Evidence from 113 Developed and Developing Countries
25th Australasian Finance and Banking Conference 2012
My Nguyen , Michael T. Skully and Shrimal Perera
Monash University - Department of Accounting and Finance , Monash University - Department of Accounting and Finance and Monash University - Department of Accounting and Finance
Date Posted: August 28, 2012
Last Revised: October 31, 2012
Accepted Paper Series
92 downloads

Incl. Electronic Paper Block Trade Targets in China
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Liping Dong , Konari Uchida and Xiaohong Hou
Kyushu University , Kyushu University and China University of Mining and Technology (CUMT)
Date Posted: August 28, 2012
Last Revised: February 21, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Corporate Governance and the Dynamics of Capital Structure: New Evidence
25th Australasian Finance and Banking Conference 2012
Robin K. Chou , Yakai Chang and Tai-Hsin Huang
National Chengchi University , National Chengchi University and National Chengchi University (NCCU)
Date Posted: August 28, 2012
Working Paper Series
101 downloads

Incl. Electronic Paper Do Female CEOs and Chairs Constrain Bank Risk-Taking? Evidence from the Financial Crisis
25th Australasian Finance and Banking Conference 2012
Ajay A. Palvia , Emilia Vähämaa and Sami Vähämaa
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , University of Vaasa and University of Vaasa
Date Posted: August 28, 2012
Last Revised: November 01, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper Do Fund Investors Know that Risk is Sometimes Not Priced?
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Fabian Irek and Thorsten Lehnert
Luxembourg School of Finance and Universite du Luxembourg - Luxembourg School of Finance
Date Posted: August 28, 2012
Last Revised: March 12, 2013
Working Paper Series
105 downloads

Incl. Electronic Paper Incentive-Compatible Sovereign Debt
Mario R.C. Bersem
Copenhagen Business School
Date Posted: August 28, 2012
Last Revised: March 25, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper LIBOR’s Poker: Interbank Borrowing Costs and Strategic Reporting
Jiakai Chen
University of California, Berkeley - Haas School of Business
Date Posted: August 28, 2012
Last Revised: April 27, 2013
Working Paper Series
102 downloads

Incl. Electronic Paper Modelling Sovereign Ratings Impacts on Stock Return Distributions within a Multivariate Regime Switching Long Memory Framework
25th Australasian Finance and Banking Conference 2012
Hung Xuan Do , Robert Darren Brooks , Sirimon Treepongkaruna and Eliza Wu
Monash University , Monash University , University of Western Australia and University of Technology, Sydney - UTS Business School
Date Posted: August 28, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Optimal Bank and Regulatory Capital Reserve Strategies Under Loan-Loss Uncertainty
25th Australasian Finance and Banking Conference 2012
Geoffrey William Evatt , Paul V. Johnson , Mingliang Cheng and Kristoffer J. Glover
School of Mathematics, University of Manchester , University of Manchester , University of Manchester and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 28, 2012
Last Revised: February 24, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper Performance Through Financial Ratios of South Asian Microfinance Institutions
25th Australasian Finance and Banking Conference 2012
Uzma Shahzad , Hatice Ozer Balli , Claire D. Matthews and David W.L. Tripe
Massey University - School of Economics and Finance , Massey University-School of Economics and Finance , Massey University - School of Economics & Finance and Massey University - School of Economics and Finance, Palmerston North and Wellington
Date Posted: August 28, 2012
Last Revised: November 19, 2012
Working Paper Series
118 downloads

Incl. Electronic Paper Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk
25th Australasian Finance and Banking Conference 2012
Yuji Sakurai and Yoshihiko Uchida
University of California, Los Angeles (UCLA) - Anderson School of Management and Bank of Japan - Institute for Monetary and Economic Studies
Date Posted: August 28, 2012
Last Revised: February 14, 2013
Working Paper Series
132 downloads

Incl. Electronic Paper Risk-Factor Diversification and Portfolio Selection
25th Australasian Finance and Banking Conference 2012
Scott N. Pappas , Robert J. Bianchi , Michael E. Drew and Rakesh Gupta
Griffith University - Griffith Business School , Griffith University - Griffith Business School , Griffith University and Griffith University - Griffith Business School
Date Posted: August 28, 2012
Working Paper Series
285 downloads

Incl. Electronic Paper Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange?
25th Australasian Finance and Banking Conference 2012
David R. Gallagher , Petko S. Kalev and Eben van Wyk
Centre for International Finance and Regulation , University of South Australia - Centre for Applied Financial Studies and RBS Equities (Australia) Limited
Date Posted: August 28, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Stock Option Awards: Effects on Firm Performance and Risk-Taking after Japan’s Corporate Governance Reforms
25th Australasian Finance and Banking Conference 2012
Hyonok Kim , Yukihiro Yasuda and Nobuhisa Hasegawa
Tokyo Keizai University , Tokyo Keizai University-Faculty of Business Administration and TKU-MFRC
Date Posted: August 28, 2012
Working Paper Series
97 downloads

Incl. Electronic Paper Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Stefan Straetmans and Sajid M. Chaudhry
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Birmingham Business School, University of Birmingham
Date Posted: August 28, 2012
Working Paper Series
107 downloads

Incl. Electronic Paper Tax Regimes, Regulatory Change and Corporate Income Tax Aggressiveness in China
25th Australasian Finance and Banking Conference 2012
Guodong Yuan , Ron P. McIver and Michael Burrow
University of South Australia - School of Commerce , Centre for Applied Financial Studies (CAFS), University of South Australia - School of Commerce and Centre for Applied Financial Studies (CAFS), University of South Australia - School of Commerce
Date Posted: August 28, 2012
Last Revised: January 23, 2013
Working Paper Series
108 downloads

Incl. Electronic Paper Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options
25th Australasian Finance and Banking Conference 2012
Jamie Alcock and Godfrey Smith
University of Cambridge - Department of Land Economy and The University of Queensland
Date Posted: August 28, 2012
Last Revised: February 16, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper The Safe-Haven Effect in Forward Premia: What Makes a Currency Trustworthy?
25th Australasian Finance and Banking Conference 2012

Date Posted: August 28, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper The Token Woman
25th Australasian Finance and Banking Conference 2012
Maria Strydom and Hue Hwa Au Yong
Monash University and Monash University - Department of Accounting and Finance
Date Posted: August 28, 2012
Last Revised: December 05, 2012
Working Paper Series
97 downloads

Incl. Electronic Paper Time–Varying Dynamics and Asymmetric Effects of the Fama–French Factor Betas
25th Australasian Finance and Banking Conference 2012
Petko S. Kalev and Leon Zolotoy
University of South Australia - Centre for Applied Financial Studies and Melbourne Business School
Date Posted: August 28, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Bank Risk Within and Across Equilibria
25th Australasian Finance and Banking Conference 2012
Itai Agur
IMF Singapore Regional Training Institute
Date Posted: August 27, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Banking Risk and Macroeconomic Fluctuations
25th Australasian Finance and Banking Conference 2012
Yi Jin and Zhixiong Zeng
Monash University and Monash University
Date Posted: August 27, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Would Australia-New Zealand Be a Viable Currency Union? Evidence from Interstate Risk Sharing Performances
25th Australasian Finance and Banking Conference 2012
Faisal Rana and Faruk Balli
affiliation not provided to SSRN and Massey University - School of Economics and Finance
Date Posted: August 27, 2012
Last Revised: December 02, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper Promotion Incentives, CEO Appointments and Firm Performance
25th Australasian Finance and Banking Conference 2012
Maria Strydom and Michaela Rankin
Monash University and Monash University
Date Posted: August 26, 2012
Last Revised: October 02, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory
25th Australasian Finance and Banking Conference 2012
Abhay Kumar Singh , David E. Allen and Robert J. Powell
Edith Cowan University , Edith Cowan University - School of Finance and Business Economics and Edith Cowan University - School of Accounting, Finance and Economics
Date Posted: August 26, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Suppliers, Investors, and Equity Market Liberalizations
25th Australasian Finance and Banking Conference 2012
Martin Strieborny
Lund University
Date Posted: August 26, 2012
Last Revised: April 20, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Fukushima Nuclear Accident, Damage Compensation Resolution and Energy Stock Returns
25th Australasian Finance and Banking Conference 2012
Toshio Serita and Peng Xu
Aoyama Gakuin University - Department of Economics and Hosei University - Department of Economics
Date Posted: August 26, 2012
Last Revised: December 09, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Do Equity Mutual Funds Really Perform Less Poorly in Bad Times? Evidence from US and Australia
25th Australasian Finance and Banking Conference 2012
Tariq H. Haque and Paskalis Glabadanidis
University of Adelaide and University of Adelaide Business School
Date Posted: August 25, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions
25th Australasian Finance and Banking Conference 2012
Eric C. Chang , Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business , University of Hong Kong - School of Business and University of Macau - Faculty of Business Administration
Date Posted: August 25, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Bankruptcy Probabilities Inferred from Option Prices
25th Australasian Finance and Banking Conference 2012
Stephen J. Taylor , Chi Feng Tzeng and Martin Widdicks
Lancaster University - Department of Accounting and Finance , National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance
Date Posted: August 24, 2012
Last Revised: December 09, 2012
Working Paper Series
123 downloads

Incl. Electronic Paper Jumps in Oil Prices: The Role of Economic News
Energy Journal, 2013
John Elder , Hong Miao and Sanjay Ramchander
Colorado State University , Colorado State University - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate
Date Posted: August 23, 2012
Last Revised: February 18, 2013
Accepted Paper Series
64 downloads

Incl. Electronic Paper Predictability in the Short and Long Legs of Carry Trades
25th Australasian Finance and Banking Conference 2012
Helen Lu and Ben Jacobsen
University of Otago and New Zealand Institute of Advanced Study
Date Posted: August 23, 2012
Last Revised: November 22, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper The Knock-On Effect in Business Group: Evidence from Korean Chaebols Credit Rating Changes
25th Australasian Finance and Banking Conference 2012
Seung Hun Han , Yonghyun Kwon and Eunjin Jo
Korea Advanced Institute of Science and Technology (KAIST) , Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: August 23, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements
25th Australasian Finance and Banking Conference 2012
Andreas Krause and Simone Giansante
University of Bath and University of Bath - School of Management
Date Posted: August 22, 2012
Last Revised: November 20, 2012
Working Paper Series
145 downloads

Incl. Electronic Paper Can European Bank Bailouts Work?
Journal of Banking & Finance, 2013, Forthcoming, 25th Australasian Finance and Banking Conference 2012
Dirk Schoenmaker and Arjen Siegmann
Duisenberg School of Finance and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 22, 2012
Last Revised: May 08, 2013
Accepted Paper Series
76 downloads

Incl. Electronic Paper How Much are Resource Projects Worth? A Capital Market Perspective
25th Australasian Finance and Banking Conference 2012
Liang Li
University of Western Australia
Date Posted: August 22, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Liquidity, Fragility and the Credit Crunch: A Theoretical Explanation and the Introduction of Contingent Convertible Bonds
25th Australasian Finance and Banking Conference 2012
Robert A. Van Order and Rose Neng Lai
George Washington University and University of Macau - Faculty of Business Administration
Date Posted: August 22, 2012
Working Paper Series
51 downloads


 

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