REGISTER
SIGN IN
Email
This field is required
Password
This field is required
Sign in
Remember me
Forgot ID or Password?
Register now
- Your Account
- User Home
- Personal Info
- Affiliations
- Subscriptions
- My Papers
- My Briefcase
- Sign out
|
|
||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||
|
SSRN eLibrary Statistics:
|
||||||||||||||||||||||||||||||||
SSRN eLibrary Search Results
University of New South Wales, Institute of Global Finance
231,807 Total downloads
Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More than FundamentalsInstitute of Global Finance Working Paper Vol. 3, No. 1, Paper 1 Eugenio Cerutti, Stijn Claessens and Damien Puy Johns Hopkins University, Bank for International Settlements and International Monetary Fund (IMF) Date Posted: December 23, 2016 Working Paper Series 30 downloads
Bad Bad ContagionInstitute of Global Finance Working Paper No. Vol. 3, No. 1, Paper 4 Juan M. Londono Federal Reserve Board of Governors Date Posted: December 23, 2016 Last Revised: April 27, 2017 Working Paper Series 35 downloads
Divergent EME Responses to Global and Domestic Monetary Policy ShocksInstitute of Global Finance Working Paper Vol. 3, No. 1, Paper 2 Woon Gyu Choi, Byongju Lee, Taesu Kang and Geun Young Kim International Monetary Fund (IMF), The Bank of Korea, The Bank of Korea and The Bank of Korea Date Posted: December 23, 2016 Working Paper Series 16 downloads
Exchange Rate Dynamics and US Dollar-Denominated Sovereign Bond Prices in Emerging MarketsInstitute of Global Finance Working Paper Vol. 3, No. 1, Paper 3 Cho-Hoi Hui, Chi-Fai Lo and Po-Hon Chau Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK) Date Posted: December 23, 2016 Working Paper Series 49 downloads
Hedge Fund Ownership, Funding Liquidity Constraints and Excess Return Co-Movement29th Australasian Finance and Banking Conference 2016 Jerry T. Parwada, Yixuan Rui and Jianfeng Shen UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance Date Posted: September 06, 2016 Working Paper Series 93 downloads
Agreeing on Disagreement: Heterogeneity or Uncertainty?Norges Bank Working Paper 4/2016, 29th Australasian Finance and Banking Conference 2016 Saskia ter Ellen, Willem F. C. Verschoor and Remco C. J. Zwinkels Norges Bank, VU University Amsterdam, Faculty of Economics and Business Administration and Vrije Universiteit Amsterdam Date Posted: August 26, 2016 Working Paper Series 31 downloads
Predicting US Banks Bankruptcy: Logit versus Canonical Discriminant Analysis29th Australasian Finance and Banking Conference 2016 Zeineb Affes and Rania Hentati Kaffel Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS Date Posted: August 25, 2016 Working Paper Series 25 downloads
The Choice of Acquisition Form Around the World29th Australasian Finance and Banking Conference 2016 Peng Huang, Mark Humphery-Jenner and Ronan Powell University of Waikato, UNSW Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business Date Posted: August 25, 2016 Last Revised: February 11, 2017 Working Paper Series 39 downloads
Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks29th Australasian Finance and Banking Conference 2016 Myeong Hyeon Kim and Lingxia Sun National Pension Research Institute and Business School of Nankai University Date Posted: August 23, 2016 Last Revised: September 21, 2016 Working Paper Series 24 downloads
Improving the Naive Portfolio Strategy29th Australasian Finance and Banking Conference 2016 Chulwoo Han Durham Business School Date Posted: August 23, 2016 Last Revised: January 11, 2017 Working Paper Series 90 downloads
When Are Pre-Crisis Winners Post-Crisis Losers?29th Australasian Finance and Banking Conference 2016 Kees Cools, Arthur van Soest and Joris van Toor University of Groningen, Tilburg University and TIAS School for Business and Society Date Posted: August 23, 2016 Last Revised: March 09, 2017 Working Paper Series 15 downloads
High Frequency Trading, Market Volatility and Trading Counterparty Performance29th Australasian Finance and Banking Conference 2016 P. Joakim Westerholm University of Sydney Business School Date Posted: August 23, 2016 Last Revised: December 07, 2016 Working Paper Series 38 downloads
A Model-Free Tail Index and Its Return Predictability29th Australasian Finance and Banking Conference 2016 Jinji Hao Washington University in St. Louis Date Posted: August 23, 2016 Last Revised: February 08, 2017 Working Paper Series 72 downloads
Corporate Bond Price Reactions to Dividend Changes29th Australasian Finance and Banking Conference 2016 Xiaoting Wei, Cameron Truong and Viet Minh Do Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Monash University and Monash University - Department of Accounting Date Posted: August 22, 2016 Last Revised: May 16, 2017 Working Paper Series 50 downloads
Trading Momentum: How Shares and Investors Behave During Momentum Periods29th Australasian Finance and Banking Conference 2016 Josh Della Vedova, Andrew R. Grant and P. Joakim Westerholm University of Sydney Business School, University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney Business School Date Posted: August 22, 2016 Last Revised: December 12, 2016 Working Paper Series 92 downloads
Sharp Target Range Strategies with Application to Dynamic Portfolio Selection29th Australasian Finance and Banking Conference 2016 Rongju Zhang, Nicolas Langrené, Yu Tian, Zili Zhu, Fima Klebaner and Kais Hamza Monash University - School of Mathematical Sciences, Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation), Monash University, Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation), Monash University - School of Mathematical Sciences and Monash University Date Posted: August 22, 2016 Last Revised: May 15, 2017 Working Paper Series 24 downloads
What Drives Trustee-Director Compensation in Australian Superannuation Funds?29th Australasian Finance and Banking Conference 2016 Kevin Liu and Elizabeth Ooi School of Risk and Actuarial Studies, UNSW Business School | University of New South Wales, Australia and University of Western Australia - UWA Business School Date Posted: August 22, 2016 Last Revised: February 13, 2017 Working Paper Series 22 downloads
Innovative Efficiency and Insider Trading: Korea Evidence29th Australasian Finance and Banking Conference 2016 Sujin Yi Sungkyunkwan University, School of Business Administration, Students Date Posted: August 22, 2016 Working Paper Series 17 downloads
Relationship between the Projections and Recommendations of Equity Analysts and the Behavior of Fund Managers in an Emerging Market29th Australasian Finance and Banking Conference 2016 Marcel dos Santos Cabral and Roy Martelanc University of São Paulo and University of Sao Paulo (USP) - Department of Administration Date Posted: August 22, 2016 Working Paper Series 21 downloads
The Performance of Governmental Venture Capital Firms: A Life Cycle Perspective and Evidence from China29th Australasian Finance and Banking Conference 2016 Yuejia Zhang and David G. Mayes University of Auckland and University of Auckland Date Posted: August 22, 2016 Last Revised: December 07, 2016 Working Paper Series 78 downloads
Self-Assessment of Retirement Preparedness29th Australasian Finance and Banking Conference 2016 Bob Lissington, Claire D. Matthews and Michael Naylor Massey University, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance Date Posted: August 22, 2016 Last Revised: September 01, 2016 Working Paper Series 41 downloads
Cointegration and Relative Value Arbitrage29th Australasian Finance and Banking Conference 2016 Binh Huu Do and Robert W. Faff Monash University and University of Queensland Date Posted: August 22, 2016 Last Revised: September 21, 2016 Working Paper Series 597 downloads
Shareholder Litigation Rights and the Cost of Debt: Evidence from Derivative Lawsuits29th Australasian Finance and Banking Conference 2016 Xiaoran Ni, Sirui Yin and Huilin Zhang Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), University of Arizona, Eller College of Management, Department of Finance and Beijing Normal University (BNU) - Business School Date Posted: August 22, 2016 Last Revised: January 26, 2017 Working Paper Series 133 downloads
Non- and Semi-Parametric Quantile Models for Recovery Rate29th Australasian Finance and Banking Conference 2016 Nithi Sopitpongstorn, Jiti Gao, Param Silvapulle and Xibin Zhang Monash Business School, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University Date Posted: August 22, 2016 Last Revised: August 24, 2016 Working Paper Series 30 downloads
MEA Portfolio Modeling - The Case of Socially Responsible Investing29th Australasian Finance and Banking Conference 2016 Stephan M. Gasser, Margarethe Rammerstorfer and Karl Weinmayer Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Corporate Finance and Vienna University of Economics and Business - Institute for Finance, Banking and Insurance Date Posted: August 22, 2016 Last Revised: June 20, 2017 Working Paper Series 78 downloads
Forecast Bankruptcy Using a Blend of Clustering and MARS Model - Case of US Banks29th Australasian Finance and Banking Conference 2016 Zeineb Affes and Rania Hentati Kaffel Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS Date Posted: August 22, 2016 Working Paper Series 66 downloads
Earnings Transparency and Corporate Cash Holdings29th Australasian Finance and Banking Conference 2016 Chenxi Liu Singapore Management University - Lee Kong Chian School of Business Date Posted: August 21, 2016 Last Revised: February 21, 2017 Working Paper Series 143 downloads
Reporting Bias in Private Equity: Reporting Frequency, Endowments, and Governance29th Australasian Finance and Banking Conference 2016 Sofia Johan and Minjie Zhang York University - Schulich School of Business and Odette School of Business - University of Windsor Date Posted: August 21, 2016 Working Paper Series 172 downloads
What Does It Mean to Be in a Team? Evidence from U.S. Mutual Fund Managers29th Australasian Finance and Banking Conference 2016 Diamond Wang University of Auckland - Department of Accounting and Finance Date Posted: August 21, 2016 Working Paper Series 40 downloads
Voluntary Disclosure and Market Competition: Theory and Evidence from the U.S. Services Sector29th Australasian Finance and Banking Conference 2016 G. Nathan Dong and Eda Orhun Columbia University and Zayed University Date Posted: August 20, 2016 Working Paper Series 20 downloads
The Impact of Capital Buffers on Future Loan Growth, Interest Income and Tier 1 Capital Ratios29th Australasian Finance and Banking Conference 2016 Jyotirmoy Podder and Tariq H. Haque Torrens University Australia and University of Adelaide Date Posted: August 20, 2016 Last Revised: August 24, 2016 Working Paper Series 38 downloads
Safe As Australian Houses? Financial Returns, Volatility and Taxation Policy 1999-201529th Australasian Finance and Banking Conference 2016 Greg Costello Curtin University - Centre for Research in Applied Economics Date Posted: August 20, 2016 Working Paper Series 20 downloads
Trading of Takeover Target Shares29th Australasian Finance and Banking Conference 2016 Jozef Drienko, Jan Drienko and Anna Helen von Reibnitz Australian National University (ANU), Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics and Australian National University (ANU) Date Posted: August 20, 2016 Last Revised: November 23, 2016 Working Paper Series 28 downloads
Maker-Taker Fee, Liquidity Competition, and High Frequency Trading29th Australasian Finance and Banking Conference 2016 Yiping Lin, Peter L. Swan and Frederick H. deB. Harris University of New South Wales, University of New South Wales (UNSW Australia) and Wake Forest University Date Posted: August 20, 2016 Working Paper Series 56 downloads
Corporate Governance and the Insolvency Risk of Financial Institutions29th Australasian Finance and Banking Conference 2016 Jamshed Iqbal and Searat Ali University of Vaasa - Department of Accounting and Finance and Griffith University, Griffith Business School, Department of Accounting, Finance and Economics, Students Date Posted: August 20, 2016 Working Paper Series 23 downloads
Bank Soundness and Cash Holdings: Evidence from a Bank-Centered Financial Market29th Australasian Finance and Banking Conference 2016 Toshinori Sasaki and Katsushi Suzuki Toyo University - Faculty of Business Administration and Hitotsubashi University - Graduate School of Commerce and Management Date Posted: August 20, 2016 Last Revised: December 01, 2016 Working Paper Series 38 downloads
The Gender Face-Off: Do Females Come Out on Top in Terms of Trading Performance?29th Australasian Finance and Banking Conference 2016 Wei Lu, Peter L. Swan and P. Joakim Westerholm The University of New South Wales, University of New South Wales (UNSW Australia) and University of Sydney Business School Date Posted: August 20, 2016 Last Revised: September 04, 2016 Working Paper Series 182 downloads
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund29th Australasian Finance and Banking Conference 2016 Woraphon Wattanatorn, Chaiyuth Padungsaksawasdi, Pornchai Chunhachinda and Sarayut Nathaphan PTT Public Company Limited, Thammasat Business School, Thammasat University and Mahidol University International College (MUIC) Date Posted: August 20, 2016 Working Paper Series 15 downloads
The Value Relevance of Regulatory Capital Components29th Australasian Finance and Banking Conference 2016 Martien Jan Peter Lubberink and Roger J. Willett Victoria University of Wellington - School of Accounting and Commercial Law and University of Tasmania Date Posted: August 20, 2016 Last Revised: May 27, 2017 Working Paper Series 45 downloads
Director Cronyism and CEO Pay in New Zealand29th Australasian Finance and Banking Conference 2016 Michelle Li and Helen Roberts University of Auckland and University of Otago Date Posted: August 20, 2016 Working Paper Series 21 downloads
Do Index Futures Cause Spot Market Volatility? An Investigation of the Australian Resources Index29th Australasian Finance and Banking Conference 2016 Neha Deo, Mason Prasad and Maria Estela Varua Western Sydney University, KPMG and Western Sydney University Date Posted: August 20, 2016 Working Paper Series 27 downloads
An International Examination of the Role of Default and Liquidity Risks in the Interbank Market.29th Australasian Finance and Banking Conference 2016 Nikolaos Karouzakis and John Hatgioannides University of Sussex and City University London - Sir John Cass Business School Date Posted: August 19, 2016 Working Paper Series 25 downloads
Sample Selection Bias, Return Moments, and the Performance of Optimal versus Naive Diversification29th Australasian Finance and Banking Conference 2016 Bowei Li University of Melbourne, Department of Finance, Students Date Posted: August 18, 2016 Last Revised: November 10, 2016 Working Paper Series 30 downloads
International Financial Integration: Stock Return Linkage and Volatility Transmission between Vietnam and Other Advanced Countries.29th Australasian Finance and Banking Conference 2016 Võ Xuân Vinh and Craig Ellis University of Economics Ho Chi Minh City and Education Centre Australia Date Posted: August 18, 2016 Working Paper Series 24 downloads
Bank Lending Decisions and the Value Effect of Loan Announcements: New Evidence from the Sensitivity between Bank Loans and Firm Performance Adjusted for Earnings Management in China29th Australasian Finance and Banking Conference 2016 Huanyu Cui, Xiaofei Pan and Gary Gang Tian University of Wollongong, School of Accounting, University of Wollongong and Macquarie University Date Posted: August 18, 2016 Working Paper Series 21 downloads
Asset Diversification and Efficiency: Evidence from the Chinese Banking Sector29th Australasian Finance and Banking Conference 2016 Kai Du, Andrew C. Worthington and Valentin Zelenyuk University of Adelaide, Griffith University and University of Queensland Date Posted: August 18, 2016 Working Paper Series 78 downloads
Does Stock Market Liquidity Affect Real and Accrual-Based Earnings Management?29th Australasian Finance and Banking Conference 2016 Dan Li and Ying Xia The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School Date Posted: August 18, 2016 Last Revised: July 01, 2017 Working Paper Series 208 downloads
The Sensitivity of Investment to Cash Flow: An Explanation Based on the Growth-Type-Aligned Financing Hierarchy29th Australasian Finance and Banking Conference 2016 Xueping Wu and Chau Kin Au Yeung City University of Hong Kong (CityUHK) - Department of Economics & Finance and The Chinese University of Hong Kong (CUHK) Date Posted: August 17, 2016 Working Paper Series 19 downloads
Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights29th Australasian Finance and Banking Conference 2016 Don M. Chance Louisiana State University, Baton Rouge - Department of Finance Date Posted: August 17, 2016 Working Paper Series 55 downloads
A Taxing Question – Does It Impact Capital Structure?29th Australasian Finance and Banking Conference 2016 Phuong Dung Le RMIT University Date Posted: August 17, 2016 Last Revised: January 30, 2017 Working Paper Series 24 downloads |
