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Australasian Finance & Banking Conferences
136,984 Total downloads
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Showing Papers 1 - 50 of 724
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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