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23rd Australasian Finance and Banking Conference 2010
22,471 Total downloads
How Much Do CEO Incentives Matter?23rd Australasian Finance and Banking Conference 2010 Paper Robert Tumarkin UNSW Australia Business School, School of Banking and Finance Date Posted: November 19, 2010 Working Paper Series 150 downloads
Investor Sentiment and Market Anomalies23rd Australasian Finance and Banking Conference 2010 Paper TaeHyuk Kim and Aejin Ha Pusan National University and Pusan National University Date Posted: November 12, 2010 Last Revised: November 16, 2010 Working Paper Series 549 downloads
Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets23rd Australasian Finance and Banking Conference 2010 Paper Yiwen (Paul) Dou, James E. Hunton, Cameron Truong and Madhu Veeraraghavan Macquarie University, Bentley University - Department of Accountancy, Monash University and T.A. PAI Management Institute, Finance Area Date Posted: October 10, 2010 Working Paper Series 203 downloads
Pension Plan Risk-Taking: Does It Matter If the Sponsor is Publicly-Traded?23rd Australasian Finance and Banking Conference 2010 Paper Evan Gatev Simon Fraser University Date Posted: September 03, 2010 Working Paper Series 81 downloads
IPO's: The Impact of Venture Capital Links?23rd Australasian Finance and Banking Conference 2010 Paper Craig D. Mellare The University of Sydney Date Posted: August 30, 2010 Working Paper Series 652 downloads
Equity Options During the Short Ban of 2008Fordham University Schools of Business Research Paper No. 2010-004, 23rd Australasian Finance and Banking Conference 2010 Paper Nusret Cakici, Sinan Tan and Gautam Goswami Fordham University, Gabelli School of Business, Fordham University and Fordham University - Finance Area Date Posted: August 27, 2010 Last Revised: October 21, 2010 Working Paper Series 94 downloads
Board Expertise: Do Directors from Related Industries Help Bridge the Information Gap?23rd Australasian Finance and Banking Conference 2010 Paper Omesh Kini, Nishant Dass, Bunyamin Onal, Jun Wang and Vikram K. Nanda Georgia State University, Georgia Institute of Technology - Scheller College of Business, Aalto University, City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Date Posted: August 25, 2010 Last Revised: October 26, 2015 Working Paper Series 301 downloads
A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies23rd Australasian Finance and Banking Conference 2010 Paper Warwick W. Anderson University of Canterbury Date Posted: August 25, 2010 Working Paper Series 192 downloads
Analytical Pairs Trading Under Different Assumptions on the Spread and Ratio Dynamics23rd Australasian Finance and Banking Conference 2010 Paper Ian Gregory, Christian-Oliver Ewald and Pieter Knox The University of Sydney - School of Mathematics and Statistics, University of Glasgow and affiliation not provided to SSRN Date Posted: August 25, 2010 Last Revised: April 05, 2011 Working Paper Series 761 downloads
Asset Selection Using a Factor Model and Data Envelope Analysis-A Quantile Regression Approach23rd Australasian Finance and Banking Conference 2010 Paper David E. Allen and Abhay Kumar Singh University of South Australia and Edith Cowan University Date Posted: August 25, 2010 Working Paper Series 160 downloads
Estimation of Expected Operational Losses: Approaches Based on Heavy Right-Tailed Distributions23rd Australasian Finance and Banking Conference 2010 Paper Ainura Tursunalieva Monash University - Department of Econometrics & Business Statistics Date Posted: August 25, 2010 Last Revised: October 30, 2010 Working Paper Series 86 downloads
House Money and Investment Risk Taking23rd Australasian Finance and Banking Conference 2010 Paper Yuan-Lin Hsu and Edward H. Chow Shih Hsin University - Department of Finance and National Chengchi University (NCCU) - Department of Finance and Banking Date Posted: August 25, 2010 Working Paper Series 125 downloads
Rumors of Mergers and Acquisitions: Market Efficiency and Markup Pricing23rd Australasian Finance and Banking Conference 2010 Paper, Finance and Corporate Governance Conference 2011 Paper Hsin-I Chou, Gloria Yuan Tian and Xiangkang Yin La Trobe University - Department of Finance, La Trobe Business School, University of Lethbridge Calgary Campus and La Trobe University - La Trobe Business School Date Posted: August 25, 2010 Last Revised: March 02, 2011 Working Paper Series 502 downloads
Survivorship Bias and Alternative Explanations of Momentum Effect23rd Australasian Finance and Banking Conference 2010 Paper Julia Henker and Thomas Henker Bond University and Bond University Date Posted: August 25, 2010 Last Revised: December 04, 2014 Working Paper Series 205 downloads
Trading Activity and Realized Volatility: Evidence with Decomposed Trading Volume and Order Imbalance23rd Australasian Finance and Banking Conference 2010 Paper Sze Shih Ting, Don (Tissa) U. A. Galagedera, Sirimon Treepongkaruna and Robert D. Brooks Monash University, Monash University - Department of Econometrics and Business Statistics, University of Western Australia and Monash University Date Posted: August 25, 2010 Last Revised: November 24, 2010 Working Paper Series 137 downloads
Why Firms Use Derivatives: Evidence from New Zealand23rd Australasian Finance and Banking Conference 2010 Paper Klaus Buhr Massey University - School of Economics and Finance Date Posted: August 25, 2010 Working Paper Series 156 downloads
Macroeconomic Fluctuations as Sources of Luck in CEO Compensation23rd Australasian Finance and Banking Conference 2010 Paper Hsin-Hui Chiu, Lars Oxelheim, Clas Wihlborg and Jianhua Zhang California State University, Northridge, Research Institute of Industrial Economics (IFN), Chapman University and Göteborg University - School of Business, Economics and Law Date Posted: August 24, 2010 Last Revised: November 13, 2013 Working Paper Series 16 downloads
A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios Before and After the Global Financial Crisis23rd Australasian Finance and Banking Conference 2010 Paper Param Silvapulle, Xiangjin Bruce Chen and Mervyn J Silvapulle Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics Date Posted: August 24, 2010 Last Revised: July 19, 2012 Working Paper Series 292 downloads
Fee for Service, Outperformance or Assets Under Management? Indications from Generalized Log Utility23rd Australasian Finance and Banking Conference 2010 Paper Geoffrey Kingston and Haijie Weng Macquarie University and Macquarie University - Department of Economics Date Posted: August 24, 2010 Working Paper Series 42 downloads
Heterogeneity and Strategic Choices: The Case of Stock Repurchases23rd Australasian Finance and Banking Conference 2010 Paper Anup Menon Nandialath and Bernardo da Veiga Zayed University and Curtin University - School of Economics and Finance Date Posted: August 24, 2010 Working Paper Series 91 downloads
Idiosyncratic Risk, Governance and Equity Performance23rd Australasian Finance and Banking Conference 2010 Paper Steven P. Clark, Tao-Hsien Dolly King and Xinde Zhang University of North Carolina (UNC) at Charlotte, University of North Carolina (UNC) at Charlotte - Department of Finance and Shanghai University of Finance and Economics - School of Finance Date Posted: August 24, 2010 Last Revised: August 27, 2010 Working Paper Series 144 downloads
Idiosyncratic Volatility and Retail Investor Preferences in the Australian Market23rd Australasian Finance and Banking Conference 2010 Paper Deborah Tan and Julia Henker affiliation not provided to SSRN and Bond University Date Posted: August 24, 2010 Working Paper Series 107 downloads
Idiosyncratic Volatility, Return Reversals and Momentum: Australian Evidence23rd Australasian Finance and Banking Conference 2010 Paper Andrew R. Grant and Jason Phung University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney - Discipline of Finance Date Posted: August 24, 2010 Working Paper Series 331 downloads
Integration of Stapled A-REIT, Stock and Bond Returns23rd Australasian Finance and Banking Conference 2010 Paper Jaime Li Ping Yong School of Finance and Business Economics Date Posted: August 24, 2010 Last Revised: November 07, 2010 Working Paper Series 108 downloads
Internal Corporate Governance Mechanisms and Foreign Investors: Evidence from Japanese IPOs23rd Australasian Finance and Banking Conference 2010 Paper Mamoru Matsumoto and Konari Uchida The University of Kitakyushu and Kyushu University Date Posted: August 24, 2010 Working Paper Series 262 downloads
Monitoring, Bailouts, and Penalties: An Integrated Framework of Government Policies to Manage the Too Big to Fail Problem23rd Australasian Finance and Banking Conference 2010 Paper Ning Gong and Kenneth D. Jones Deakin University and State Street Corporation Date Posted: August 24, 2010 Last Revised: October 18, 2013 Working Paper Series 161 downloads
Post-Retirement Financial Planning with Discrete Dynamic Programming: A Practical Approach23rd Australasian Finance and Banking Conference 2010 Paper Jie Ding Macquarie University Date Posted: August 24, 2010 Last Revised: November 05, 2010 Working Paper Series 147 downloads
Predictable Responses in Currency Markets to Macroeconomic News: A Trading System Approach23rd Australasian Finance and Banking Conference 2010 Paper Warwick Schneller and Bruce James Vanstone Australian School of Banking - UNSW and Bond University Date Posted: August 24, 2010 Working Paper Series 240 downloads
Risk-Shifting and the Regulation of Bank CEOs' CompensationJournal of Financial Stability, Vol. 9, No. 4, 2013, 23rd Australasian Finance and Banking Conference 2010 Paper Pierre Chaigneau Queen's University Date Posted: August 24, 2010 Last Revised: August 03, 2016 Accepted Paper Series 268 downloads
Selectivity, Style, Sentiment and Skill in Mutual Fund Trades23rd Australasian Finance and Banking Conference 2010 Paper Grant Cullen, Dominic Gasbarro, Kim-Song Le and Gary S. Monroe Murdoch University, Murdoch University, Murdoch University and University of New South Wales (UNSW) - Australian School of Business Date Posted: August 24, 2010 Working Paper Series 109 downloads
The Equity Fear Premium and Daily Comovements of the S&P 500 E/P Ratio and Treasury Yields Before and During the 2007 Financial Crisis23rd Australasian Finance and Banking Conference 2010 Paper Christophe Faugère Kedge Business School Bordeaux Date Posted: August 24, 2010 Last Revised: July 02, 2011 Working Paper Series 191 downloads
Why is IPO Underpricing a Global Phenomenon?23rd Australasian Finance and Banking Conference 2010 Paper James Booth and Lena Booth DePaul University - Department of Finance and Thunderbird, School of Global Management Date Posted: August 24, 2010 Working Paper Series 410 downloads
Grid Expansion Investments When Production is Uncertain - A Real Options Model in the Context of Renewables23rd Australasian Finance and Banking Conference 2010 Paper Denes Kucsera and Margarethe Rammerstorfer Research Institute for Regulatory Economics and Vienna University of Economics and Business - Department of Corporate Finance Date Posted: August 23, 2010 Last Revised: November 06, 2010 Working Paper Series 94 downloads
Investor Attention, Information Diffusion and Industry Returns23rd Australasian Finance and Banking Conference 2010 Paper Qiongbing Wu and Abul Shamsuddin Western Sydney University and University of Newcastle (Australia) - Newcastle Business School Date Posted: August 23, 2010 Last Revised: August 23, 2015 Working Paper Series 63 downloads Investor Turnover 23rd Australasian Finance and Banking Conference 2010 Paper Paul B. Tacon and Jason Hall University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business Date Posted: August 23, 2010 Last Revised: March 15, 2011 Working Paper Series
On the Capital Structure of Real Estate Firms23rd Australasian Finance and Banking Conference 2010 Paper Jamie Alcock, Eva Steiner and Kelvin Jui Keng Tan The University of Sydney Business School, School of Hotel Administration, Cornell University and University of Queensland - Business School Date Posted: August 23, 2010 Last Revised: April 05, 2011 Working Paper Series 908 downloads
On the Long-Run Holding Returns of Japanese Stocks: Individual Stocks vs. Portfolios23rd Australasian Finance and Banking Conference 2010 Paper Keiichi Kubota, Toshifumi Tokunaga and Kenji Wada Chuo University - Graduate School of Strategic Management, Musashi University - Department of Finance and Keio University - Faculty of Business & Commerce Date Posted: August 23, 2010 Working Paper Series 40 downloads Portfolio Choice in an Incomplete Market with Frictions 23rd Australasian Finance and Banking Conference 2010 Paper Thomas Leirvik University of Lugano - Institute of Finance Date Posted: August 23, 2010 Last Revised: November 10, 2011 Working Paper Series
The Effect of Holding Company Affiliation on Bank Risk and the 2008 Financial Crisis23rd Australasian Finance and Banking Conference 2010 Paper Edward R. Lawrence, Fernando Patterson and Arun J. Prakash Florida International University, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance Date Posted: August 23, 2010 Last Revised: October 19, 2010 Working Paper Series 116 downloads
The Impact of Investor Relations Disclosure on Analysts’ Forecasts23rd Australasian Finance and Banking Conference 2010 Paper Liyin Hooi, Marvin Wee and Millicent Chang University of Western Australia, ANU CBE Research School of Accounting and University of Western Australia Date Posted: August 23, 2010 Working Paper Series 300 downloads
The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms23rd Australasian Finance and Banking Conference 2010 Paper Jacquelyn Humphrey, Darren D. Lee and Yaokan Shen University of Queensland - Business School, University of Queensland - Business School and University of Queensland - Business School Date Posted: August 23, 2010 Working Paper Series 149 downloads
Will Tighter Futures Price Limits Decrease Hedge Effectiveness?23rd Australasian Finance and Banking Conference 2010 Paper Jonathan Dark University of Melbourne Date Posted: August 23, 2010 Working Paper Series 86 downloads
Do Liquidity or Credit Effects Explain the Behaviour of the BKBM-LIBOR Differential?23rd Australasian Finance and Banking Conference 2010 Paper Russell Poskitt and Bradley Waller University of Auckland - Department of Accounting and Finance and University of Auckland Date Posted: August 22, 2010 Working Paper Series 71 downloads Does the Use of Downside Risk-Adjusted Measures Impact the Performance of UK Investment Trusts? 23rd Australasian Finance and Banking Conference 2010 Paper Christopher J. Adcock, Nelson Areal, Manuel J. Rocha Armada, Maria Ceu Cortez, Benilde Oliveira and Florinda Silva University of Sheffield - School of Management, University of Minho - School of Economics and Management, University of Minho, University of Minho - School of Economics and Management, University of Minho - School of Economics and Management and University of Minho - School of Economics and Management Date Posted: August 22, 2010 Last Revised: December 24, 2015 Working Paper Series
Dynamic Prediction of Financial Distress in Hedge Funds and Funds-of-Hedge Funds23rd Australasian Finance and Banking Conference 2010 Paper Hee Soo Lee The University of Sydney Date Posted: August 22, 2010 Working Paper Series 116 downloads
Efficiency and Market Power in Spanish Banking23rd Australasian Finance and Banking Conference 2010 Paper Rolf Färe, Shawna Grosskopf, Joaquín Maudos and Emili Tortosa-Ausina Oregon State University - Department of Economics, Oregon State University, University of Valencia - Faculty of Economics and Jaume I University - Department of Economics Date Posted: August 22, 2010 Last Revised: October 30, 2010 Working Paper Series 149 downloads
Expiration Day Effects and Futures Trading Profits: Evidence from Taiwan23rd Australasian Finance and Banking Conference 2010 Paper Edward H. Chow, Chung-Wen Hung, Christine Shu-Hua Liu and Cheng-Yi Shiu National Chengchi University (NCCU) - Department of Finance and Banking, Southern Taiwan University of Science and Technology, National Chengchi University (NCCU) and National Central University at Taiwan - Department of Finance Date Posted: August 22, 2010 Working Paper Series 71 downloads
Home Bias and Dutch Pension Funds’ Investment Behaviour23rd Australasian Finance and Banking Conference 2010 Paper Iman van Lelyveld, Willem F. C. Verschoor and Ghulame Rubbaniy De Nederlandsche Bank, VU University Amsterdam, Faculty of Economics and Business Administration and University of Central Punjab - UCP Business School Date Posted: August 22, 2010 Last Revised: October 06, 2011 Working Paper Series 101 downloads
Investor Tax Heterogeneity, Ex-Dividend Prices, Volumes, and Trades: Evidence from an Emerging Market23rd Australasian Finance and Banking Conference 2010 Paper Hung-Ling Chen, Edward H. Chow and Cheng-Yi Shiu Shih Chien University, National Chengchi University (NCCU) - Department of Finance and Banking and National Central University at Taiwan - Department of Finance Date Posted: August 22, 2010 Working Paper Series 54 downloads Long Term Operating Performance of Acquiring Firms in Emerging Markets: The Corporate Governance Issues 23rd Australasian Finance and Banking Conference 2010 Paper Tze-Yu Yen and Paul André National Chung Cheng University, Taiwan, Department of Finance and HEC Lausanne Date Posted: August 22, 2010 Working Paper Series |
