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24th Australasian Finance & Banking Conference 2011 (Archive)
16,469 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

24th Australasian Finance & Banking Conference 2011 Logo 24th Australasian Finance & Banking Conference 2011 Never Stand Still Australian School of Business Banking and Finance

ISBN Number: 978-0-9873127-3-0

Showing Papers 1 - 50 of 114
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Incl. Electronic Paper Systemic Risk and Bank Consolidation: International Evidence
Journal of Banking and Finance, Forthcoming, Campus for Finance, 2012 WHU Koblenz , Southwestern Finance Association Annual Meeting 2012, Eastern Finance Association Annual Meeting 2012, Midwest Finance Association, Midwest Finance Association 2012 Annual Meeting, 5th Financial Risks International Forum on "Systemic Risk", Institut Louis Bachelier , 24th Australasian Finance and Banking Conference 2011
Gregor N. F. Weiss , Sascha Neumann and Denefa Bostandzic
TU Dortmund University , Ruhr Universität Bochum and Ruhr Universität Bochum
Date Posted: January 05, 2012
Last Revised: November 20, 2013
Accepted Paper Series
514 downloads

Incl. Electronic Paper The Timing of Investment and Stock Returns
24th Australasian Finance and Banking Conference 2011 Paper
Neal Galpin
University of Melbourne - Department of Finance
Date Posted: November 22, 2011
Working Paper Series
127 downloads

Incl. Electronic Paper Which Firms Benefit from Strengthening Contract Enforcement? Foreignness as an Asset at Exit in Emerging Economies Private Equity
24th Australasian Finance and Banking Conference 2011 Paper
Markus D. Taussig
National University of Singapore (NUS) - Department of Business Policy
Date Posted: September 15, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Are Australian Mutual Fund Fees Related to Fund Performance?
24th Australasian Finance and Banking Conference 2011 Paper
Tariq H. Haque
University of Adelaide
Date Posted: September 05, 2011
Last Revised: May 05, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper What Motivates Block Share Ownership?
24th Australasian Finance and Banking Conference 2011 Paper
Geofrey P. Stapledon
University of Melbourne - Law School
Date Posted: September 04, 2011
Working Paper Series
77 downloads

Incl. Electronic Paper Asset Pricing Anomalies and Macroeconomic Risk
24th Australasian Finance and Banking Conference 2011 Paper
Paul Docherty , H. Chan and Stephen Andrew Easton
University of Newcastle (Australia) , University of Melbourne - Department of Finance and University of Newcastle
Date Posted: September 01, 2011
Working Paper Series
169 downloads

Incl. Electronic Paper Looking at New Markets for International Diversification: Frontier Markets Perspective
24th Australasian Finance and Banking Conference 2011 Paper
Rakesh Gupta , Thadavillil Jithendranathan and Aswini Sukumaran
Griffith University - Griffith Business School , University of St. Thomas (Minnesota) - Department of Financial Management and Central Queensland University (CQUniversity)
Date Posted: September 01, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Portfolio Credit Risk of Default and Spread Widening
24th Australasian Finance and Banking Conference 2011 Paper
Hongbiao Zhao
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: August 31, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Financial Stress Index: Identification of Systemic Risk Conditions
24th Australasian Finance and Banking Conference 2011 Paper
Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 28, 2011
Last Revised: April 06, 2013
Working Paper Series
220 downloads

Incl. Electronic Paper Board Structure and Market Decline Liquidity Risk
24th Australasian Finance and Banking Conference 2011 Paper
Te-Feng Chen , Huimin Chung and Ming-Ying Lin
New York University (NYU) , National Chiao-Tung University - Graduate Institute of Finance and National Chiao Tung University
Date Posted: August 28, 2011
Last Revised: November 23, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper Do Local Individual Investors Learn from Foreign Fund Flows?
24th Australasian Finance and Banking Conference 2011 Paper
Sith Chaisurote and Charles Gaa
University of Oregon and University of Oregon - Lundquist College of Business
Date Posted: August 28, 2011
Last Revised: February 17, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper Can US Economic Variables Predict the Chinese Stock Market?
Pacific-Basin Finance Journal, Forthcoming , 24th Australasian Finance and Banking Conference 2011 Paper
Jeremy Goh , Fuwei Jiang , Jun Tu and Yuchen Wang
Singapore Management University , Singapore Management University - Lee Kong Chian School of Business , Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
Date Posted: August 27, 2011
Last Revised: November 13, 2013
Accepted Paper Series
111 downloads

Incl. Electronic Paper Are Co-Skewness and Co-Kurtosis Factors Priced?
24th Australasian Finance and Banking Conference 2011 Paper
Richard A. Heaney , Yihui Lan and Sirimon Treepongkaruna
University of Western Australia , University of Western Australia - UWA Business School and University of Western Australia
Date Posted: August 27, 2011
Working Paper Series
241 downloads

Incl. Electronic Paper Explaining Momentum Strategies Using Intrinsic Price Fluctuations
24th Australasian Finance and Banking Conference 2011 Paper
Akindynos-Nikolaos (Nick) Baltas
UBS Investment Bank
Date Posted: August 27, 2011
Last Revised: January 07, 2012
Working Paper Series
361 downloads

Incl. Electronic Paper Financing Constraints in the 2008-9 Financial Crisis
24th Australasian Finance and Banking Conference 2011 Paper
Ove Rein Hetland and Aksel Mjøs
Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Date Posted: August 27, 2011
Last Revised: May 08, 2012
Working Paper Series
111 downloads

Incl. Electronic Paper Foreign Institutional Investors and Corporate Governance in Emerging Markets: Evidence from Split Share Reform in China
24th Australasian Finance and Banking Conference 2011 Paper
Wei Huang and Tao Zhu
University of Hawaii at Manoa - Shidler College of Business and Jinan University - Department of Finance
Date Posted: August 27, 2011
Last Revised: March 16, 2012
Working Paper Series
205 downloads

Incl. Electronic Paper Market Discipline and Deposit Guarantee: Evidence from Australian Banks
24th Australasian Finance and Banking Conference 2011 Paper
Xing Yan , Michael T. Skully , Katherine Avram and Tram Vu
Monash University - Department of Accounting and Finance , Monash University - Department of Banking and Finance , Monash University and Monash University - Department of Accounting and Finance
Date Posted: August 27, 2011
Last Revised: November 21, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper The Pricing of Growth Opportunity and Stock Market Liquidity
24th Australasian Finance and Banking Conference 2011 Paper
Te-Feng Chen
New York University (NYU)
Date Posted: August 27, 2011
Last Revised: January 20, 2012
Working Paper Series
109 downloads

Incl. Electronic Paper Corporate Innovations and Mergers and Acquisitions
Journal of Finance, Forthcoming
Jan Bena and Kai Li
University of British Columbia - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Date Posted: August 26, 2011
Last Revised: November 06, 2014
Accepted Paper Series
316 downloads

Incl. Electronic Paper Optimal Capital Structure of Banks with Contingent Capital: A Structural Model
24th Australasian Finance and Banking Conference 2011 Paper
Christine Maati-Sauvez and Jerome MAATI
University of Lille North of France - Institute of Business Administration and University of Lille North of France - Lille Institute of Business Administration
Date Posted: August 26, 2011
Working Paper Series
251 downloads

Incl. Electronic Paper SAFE: An Early Warning System for Systemic Banking Risk
24th Australasian Finance and Banking Conference 2011 Paper
Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich , Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University , Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 26, 2011
Working Paper Series
288 downloads

Incl. Electronic Paper Stock Markets, Banks and Economic Growth: Some Evidence on the Role of Stock Price Informativeness
24th Australasian Finance and Banking Conference 2011 Paper
Fang Chin Cheng and Ferdinand A. Gul
University of New South Wales and Monash University
Date Posted: August 26, 2011
Last Revised: November 02, 2011
Working Paper Series
127 downloads

Incl. Electronic Paper When is Insider Trading Informative
24th Australasian Finance and Banking Conference 2011 Paper
Yanhui Wu and Qiaoqiao Zhu
Queensland University of Technology - School of Economics and Finance and Australian National University (ANU) - College of Business and Economics
Date Posted: August 26, 2011
Last Revised: March 16, 2012
Working Paper Series
208 downloads

Incl. Electronic Paper Stock and Currency Market Linkages: New Evidence From Realized Spillovers in Higher Moments
24th Australasian Finance and Banking Conference 2011 Paper
Hung Xuan Do , Robert Darren Brooks , Sirimon Treepongkaruna and Eliza Wu
Monash University Malaysia , Monash University , University of Western Australia and University of Technology, Sydney - UTS Business School
Date Posted: August 25, 2011
Last Revised: September 02, 2014
Working Paper Series
82 downloads

Incl. Electronic Paper Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price
24th Australasian Finance and Banking Conference 2011 Paper
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, 2011
Last Revised: February 18, 2013
Accepted Paper Series
122 downloads

Incl. Electronic Paper An Empirical Analysis of Pricing in the Japanese Bond Markets
24th Australasian Finance and Banking Conference 2011 Paper
Toyoharu Takahashi
Faculty of Commerce, Chuo University
Date Posted: August 25, 2011
Last Revised: December 06, 2011
Working Paper Series
77 downloads

Incl. Electronic Paper Estimation of Operational Risks Using Non-Parametric Approaches with an Application to US Business Losses
24th Australasian Finance and Banking Conference 2011 Paper
Param Silvapulle and Ainura Tursunalieva
Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Date Posted: August 25, 2011
Working Paper Series
104 downloads

Incl. Electronic Paper Merger Process and Shareholder Wealth: Evidence from Public Tender Offer in Korea
24th Australasian Finance and Banking Conference 2011 Paper
Yonghyun Kwon and Minji Song
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science and Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Date Posted: August 25, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Metal Investments: Distrust Killer or Inflation Hedging?
24th Australasian Finance and Banking Conference 2011 Paper
Ghulame Rubbaniy , Ken Ting Lee and Willem F. C. Verschoor
University of Central Punjab - UCP Business School , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: August 25, 2011
Last Revised: August 19, 2012
Working Paper Series
125 downloads

Incl. Electronic Paper The Investigation of Heterogeneous Productions Technologies: Implications for the Banking Efficiency
24th Australasian Finance and Banking Conference 2011 Paper
Konstantinos Baltas and George Kapetanios
University of London - Queen Mary College - School of Economics and Finance and University of London - Queen Mary College - Department of Economics
Date Posted: August 25, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper The Value of Industrial Shareholdings in a Universal Bank: The Case of Deutsche Bank in the 1990s
24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper

Date Posted: August 25, 2011
Last Revised: October 30, 2012
Working Paper Series
148 downloads

Incl. Electronic Paper When Do Stock Futures Dominate Price Discovery?
24th Australasian Finance and Banking Conference 2011 Paper
Nidhi Aggarwal and Susan Thomas
Indira Gandhi Institute of Development Research and Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: August 24, 2011
Last Revised: March 22, 2013
Working Paper Series
93 downloads

Incl. Electronic Paper Diversification vs. Contagion in Inter-Linked Portfolios
24th Australasian Finance and Banking Conference 2011 Paper
Ramona Meyricke
UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: August 23, 2011
Last Revised: March 05, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Do Loan-to-Value and Debt-to-Income Limits Work? Evidence from Korea
Deniz Igan and Heedon Kang
International Monetary Fund (IMF) - Financial Studies Division and The Bank of Korea & International Monetary Fund
Date Posted: August 23, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand
24th Australasian Finance and Banking Conference 2011 Paper
Sachapon Tungsong and Gun Srijuntongsiri
Thammasat University - Thammasat Business School and Sirindhorn International Institute of Technology, Thammasat University
Date Posted: August 23, 2011
Last Revised: December 15, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Inter-Market Competition and Bank Loan Spreads: Evidence from The Securities Offering Reform
24th Australasian Finance and Banking Conference 2011 Paper
Matthew Gustafson
Smeal College of Business
Date Posted: August 23, 2011
Last Revised: November 26, 2013
Working Paper Series
137 downloads

Incl. Electronic Paper The Effect of Market Inefficiency on the Value Relevance of Earnings
24th Australasian Finance and Banking Conference 2011 Paper
Yan Li and Sunyoung Kim
NUS and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Date Posted: August 23, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Entropic Least-Squares Valuation of American Options Subject to Moment Constraints
24th Australasian Finance and Banking Conference 2011 Paper
Xisheng Yu and Li Yang
Southwestern University of Finance and Economics (SWUFE) and UNSW Australia Business School, School of Banking and Finance
Date Posted: August 22, 2011
Last Revised: December 05, 2012
Working Paper Series
140 downloads

Incl. Electronic Paper Liquidity Management around Seasoned Equity Offerings
David T.L. Siu and Robert W. Faff
affiliation not provided to SSRN and University of Queensland
Date Posted: August 22, 2011
Last Revised: May 06, 2013
Working Paper Series
87 downloads

Incl. Electronic Paper The Role of Government in the Labor-Creditor Relationship: Evidence from the Chrysler Bankruptcy
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Bradley S. Blaylock , Alexander Edwards and Jared R. Stanfield
Oklahoma State University - Spears School of Business , University of Toronto - Rotman School of Management and UNSW Australia - School of Banking and Finance
Date Posted: August 22, 2011
Last Revised: August 15, 2013
Accepted Paper Series
219 downloads

Incl. Electronic Paper Do Return Prediction Models Add Economic Value?
Journal of Banking and Finance, Vol. 36, No. 11, 2012
Tolga Cenesizoglu and Allan G. Timmermann
HEC Montreal - Department of Finance and University of California, San Diego (UCSD) - Department of Economics
Date Posted: August 22, 2011
Last Revised: February 19, 2014
Accepted Paper Series
110 downloads

Incl. Electronic Paper Business Cycles and Mutual Fund Timing Performance: An Application of Regime Switching and GARCH Modeling
24th Australasian Finance and Banking Conference 2011 Paper
Judy Qiu , Robert W. Faff and Karen L. Benson
University of Queensland - Business School , University of Queensland and University of Queensland - Business School
Date Posted: August 22, 2011
Last Revised: August 25, 2011
Working Paper Series
145 downloads

Incl. Electronic Paper Can Australian Credit Unions and Building Societies Compete with Commercial Banks? Expanding the Regulator’s Toolkit
24th Australasian Finance and Banking Conference 2011 Paper
Necmi Avkiran and David W.L. Tripe
University of Queensland - Business School and Massey University - School of Economics and Finance, Palmerston North and Wellington
Date Posted: August 22, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Future Earnings Growth Volatility and the Value Premium
24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper
Jamie Alcock , Eva Steiner and Kelvin Jui Keng Tan
The University of Sydney Business School , University of Cambridge - Department of Land Economy and University of Queensland - Business School
Date Posted: August 22, 2011
Last Revised: January 16, 2012
Working Paper Series
169 downloads

Incl. Electronic Paper How to Hedge if the Payment Date is Uncertain
24th Australasian Finance and Banking Conference 2011 Paper
Olaf Korn and Alexander Merz
Georg-August-Universität Göttingen and University of Goettingen (Gottingen)
Date Posted: August 22, 2011
Working Paper Series
78 downloads

Incl. Electronic Paper Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures
24th Australasian Finance and Banking Conference 2011 Paper
Tina Viljoen , Hui Zheng and P. Joakim Westerholm
The University of Sydney Business School , Discipline of Finance, The University of Sydney and The University of Sydney Business School
Date Posted: August 22, 2011
Last Revised: November 16, 2014
Working Paper Series
279 downloads

Incl. Electronic Paper Long-Term U.S. Infrastructure Returns and Portfolio Selection
24th Australasian Finance and Banking Conference 2011 Paper
Michael Francis Howard , Robert J. Bianchi , Graham N. Bornholt and Michael E. Drew
Griffith University , Griffith University - Griffith Business School , Griffith University - Department of Accounting, Finance and Economics and Griffith University
Date Posted: August 22, 2011
Last Revised: October 28, 2011
Working Paper Series
117 downloads

Incl. Electronic Paper Modeling the Joint Dynamics of Spot and Futures Markets with a Regime Switching Long Memory Volatility Process
24th Australasian Finance and Banking Conference 2011 Paper
Jonathan Dark
University of Melbourne
Date Posted: August 22, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Real Estate Market Risk in Bank Stock Returns: Evidence for the EU-15 Countries
24th Australasian Finance and Banking Conference 2011 Paper
António Miguel Martins , F. Vitorino Martins and Ana Paula Serra
Instituto Politécnico do Porto - CIICESI, Escola Superior de Tecnologia e Gestão de Felgueiras, Instituto Politécnico do Porto , Moderna University of Porto - CEMPRE, Faculdade de Economia and Universidade do Porto - Faculdade de Economia (FEP)
Date Posted: August 22, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper Systematic Liquidity Risk in the Australian Bond Market
24th Australasian Finance and Banking Conference 2011 Paper
Timothy Whittaker
Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 22, 2011
Working Paper Series
59 downloads


 

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