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Australasian Finance & Banking Conferences

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1.

E-Banking Practices and Customer Satisfaction - A Case Study in Botswana

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 15 Posted: 04 Sep 2007
Working Paper Series
University of Leeds
Downloads 5,075
2.

Nonparametric Rank Tests for Event Studies

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 59 Posted: 25 Aug 2008 Last Revised: 19 Aug 2014
Working Paper Series
Texas A&M University, Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 3,205
3.

The Persistence and Pricing of the Cash Component of Earnings

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 47 Posted: 03 Jan 2005
Working Paper Series
University of Southern California - Leventhal School of Accounting, AQR Capital Management, LLC and University of California, Berkeley - Accounting Group
Downloads 2,562
4.

Linear Beta Pricing with Inefficient Benchmarks

Forthcoming, Quarterly Journal of Finance, 20th Australasian Finance & Banking Conference 2007 Paper, UNSW Australian School of Business Research Paper No. 2011 BFIN 08
Number of pages: 44 Posted: 29 Mar 2006 Last Revised: 17 Apr 2013
Accepted Paper Series
University of Piraeus - Department of Banking and Financial Management and Banking and Finance, UNSW Business School, UNSW Australia

Multiple version iconThere are 2 versions of this paper

Downloads 2,347
5.

Return Predictability Revisited

EFA 2007 Ljubljana Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 73 Posted: 25 Feb 2007 Last Revised: 19 Nov 2009
Working Paper Series
Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 2,215
6.

Forecasting Stock Returns in Good and Bad Times: The Role of Market States

27th Australasian Finance and Banking Conference 2014 Paper, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 41 Posted: 14 Dec 2012 Last Revised: 01 Aug 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 2,139
7.

Days to Cover and Stock Returns

29th Australasian Finance and Banking Conference 2016
Number of pages: 63 Posted: 26 Feb 2015 Last Revised: 11 Nov 2016
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science and Technology, Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,123
8.

The Use of Capital Budgeting Techniques in Businesses: A Perspective from the Western Cape

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 19 Posted: 27 Aug 2008
Working Paper Series
University of the Western Cape
Downloads 2,098
9.

Sticks or Carrots? Optimal CEO Compensation when Managers are Loss-Averse

Journal of Finance, Vol. 65, No. 6, pp. 2015-2050, 2010
Number of pages: 46 Posted: 14 Jul 2006 Last Revised: 19 Dec 2010
Accepted Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Mannheim Business School and Tilburg University - Department of Finance
Downloads 2,029
10.

No Good Deals — No Bad Models

FRB of New York Staff Report No. 589, 26th Australasian Finance and Banking Conference 2013
Number of pages: 62 Posted: 22 Dec 2012 Last Revised: 17 Jul 2014
Working Paper Series
Federal Reserve Bank of New York, London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Technology Sydney Business School and University of Warwick - Financial Options Research Centre (FORC)
Downloads 1,954
11.

Do Risk Management Practices Work? Evidence from Hedge Funds

Chicago Booth Research Paper No. 13-13, Fama-Miller Working Paper, 26th Australasian Finance and Banking Conference 2013
Number of pages: 51 Posted: 09 Dec 2010 Last Revised: 16 Dec 2016
Working Paper Series
INSEAD and Tuck School of Business at Dartmouth College
Downloads 1,834
12.

Empirical Analysis of Internet Banking Adoption in Poland

Number of pages: 37 Posted: 05 Apr 2008 Last Revised: 05 Oct 2014
Working Paper Series
Nicolaus Copernicus University and University of Leicester
Downloads 1,772
13.

Market Dynamics & Systemic Risk

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 36 Posted: 04 Jun 2010 Last Revised: 25 Apr 2016
Working Paper Series
Cambridge University
Downloads 1,671
14.

The Investment Behavior of Buyout Funds: Theory and Evidence

ECGI - Finance Working Paper No. 174/2007, AFA 2008 New Orleans Meetings Paper, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 47 Posted: 20 Mar 2007
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,661
15.

The Effect of IFRS Adoption and Investor Protection on Earnings Quality Around the World

International Journal of Accounting, 47(3), 333-355
Number of pages: 36 Posted: 04 Feb 2010 Last Revised: 27 Sep 2012
Accepted Paper Series
Victoria University of Wellington - Victoria Business School, Victoria University of Wellington - Faculty of Commerce and Administration, Bond University - School of Business and Saint Mary's College of California - Graduate Business Programs
Downloads 1,618
16.

The Impact of Financing Decision, Dividend Policy and Corporate Ownership on Firm Performance at Presence or Absence of Growth Opportunity: A Panel Data Approach, Evidence from Kuala Lumpur Stock Exchange

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 21 Posted: 22 Aug 2008
Working Paper Series
Curtin University of Technology Malaysia campus
Downloads 1,605
17.

Islamic Hedging: Gambling or Risk Management?

Islamic Law and Law of the Muslim World Paper No. 08-47, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 19 Posted: 29 Aug 2008 Last Revised: 18 Nov 2008
Working Paper Series
Universiti Teknologi MARA, Malaysia and Universiti Teknologi MARA (UiTM)
Downloads 1,602
18.

CEO Ownership and Stock Market Performance, and Managerial Discretion

Journal of Finance, Forthcoming
Number of pages: 102 Posted: 16 Feb 2009 Last Revised: 08 May 2013
Accepted Paper Series
Luxembourg School of Finance and University of Mannheim - Department of International Finance
Downloads 1,502
19.

Portfolio Returns and Manager Activity: How to Decompose Tracking Error into Security Selection and Market Timing

Journal of Empirical Finance, Vol. 19, No. 3, 2012, 23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 25 Posted: 18 Nov 2008 Last Revised: 12 Sep 2013
Accepted Paper Series
Lappeenranta University of Technology (LUT)
Downloads 1,499
20.

Testing Theories of Capital Structure and Estimating the Speed of Adjustment

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 65 Posted: 18 Oct 2006 Last Revised: 29 Jun 2009
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business and University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 1,486
21.

How Do Banks Manage Interest Rate Risk: Hedge or Bet?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 37 Posted: 17 Jul 2008
Working Paper Series
ISEGI NOVA and Nova School of Business and Economics
Downloads 1,464
22.

Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk

MAFC Research Paper No. 33
Number of pages: 49 Posted: 21 May 2007 Last Revised: 25 Jul 2008
Working Paper Series
University of Sussex - School of Business, Management and Economics and Macquarie University Department of Applied Finance and Actuarial Studies
Downloads 1,463
23.

Death of the Efficient Market Hypothesis

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 96 Posted: 14 Aug 2007 Last Revised: 02 Dec 2007
Working Paper Series
ShenZhen Divine Vision Investment Planning Co., Ltd.
Downloads 1,368
24.

How Efficient are Credit Default Swap Markets? An Empirical Study of Capital Structure Arbitrage Based on Structural Pricing Models

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 41 Posted: 13 Mar 2008 Last Revised: 06 Aug 2008
Working Paper Series
Copenhagen Business School and University of Frankfurt
Downloads 1,316
25.

Investor Attention, Visual Price Pattern, and Momentum Investing

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 74 Posted: 13 Jul 2013 Last Revised: 12 Aug 2014
Working Paper Series
National Chung Cheng University and University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 1,298
26.

Investment Mistakes of Individual Investors and the Impact of Financial Advice

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 33 Posted: 27 Aug 2007
Working Paper Series
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Goethe University Frankfurt - Finance Department
Downloads 1,267
27.

How Much do Firms Pay as Bribes and What Benefits do They Get? Evidence from Corruption Cases Worldwide

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 39 Posted: 28 Feb 2011 Last Revised: 14 Sep 2012
Working Paper Series
City University of Hong Kong (CityUHK) - Department of Economics & Finance, University of Cambridge and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 1,179
28.

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion

Journal of Fixed Income, Vol. Spring, 2008
Number of pages: 31 Posted: 02 Mar 2007 Last Revised: 21 May 2015
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School
Downloads 1,124
29.

Market Timing with Moving Averages

25th Australasian Finance and Banking Conference 2012
Number of pages: 68 Posted: 10 Aug 2012 Last Revised: 09 Nov 2012
Working Paper Series
University of Adelaide Business School

Multiple version iconThere are 5 versions of this paper

Downloads 1,117
30.

Seasonal Asset Allocation: Evidence from Mutual Fund Flows

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 127 Posted: 17 Nov 2011 Last Revised: 04 Sep 2015
Accepted Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 1,070
31.

Rise of Factor Investing: Asset Prices, Informational Efficiency, and Security Design

29th Australasian Finance and Banking Conference 2016
Number of pages: 57 Posted: 29 Jun 2016 Last Revised: 10 May 2017
Working Paper Series
University of Chicago Booth School of Business and University of Chicago
Downloads 1,036
32.

Latency, Liquidity and Price Discovery

Journal of Financial Markets, Forthcoming
Number of pages: 34 Posted: 24 Aug 2008 Last Revised: 13 Apr 2012
Accepted Paper Series
Queen's School of Business and Karlsruhe Institute of Technology
Downloads 1,033
33.

Currency Premia and Global Imbalances

Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting, 28th Australasian Finance and Banking Conference
Number of pages: 72 Posted: 20 Jun 2013 Last Revised: 28 Jul 2016
Working Paper Series
Imperial College London, University of Melbourne and City University London - Sir John Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,018
34.

An Empirical Analysis of Asset-Backed Securitization

21st Australasian Finance & Banking Conference 2008 Paper
Number of pages: 60 Posted: 14 Sep 2007 Last Revised: 22 Mar 2010
Working Paper Series
Nyenrode Business University and Vlerick Business School
Downloads 1,003
35.

Sorting Out Downside Beta

ERIM Report Series Reference No. ERS-2009-006-F&A, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 26 Posted: 17 Mar 2009 Last Revised: 09 Dec 2010
Working Paper Series
Koc University - Graduate School of Business, Robeco Asset Management - Quantitative Strategies and Robeco Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 956
36.

The Impact of a Firm's Payout Policy on Stock Prices and Shareholders' Wealth in an Inefficient Market

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 35 Posted: 26 Aug 2008
Working Paper Series
University of Kiel
Downloads 948
37.

On the Capital Structure of Real Estate Firms

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 32 Posted: 23 Aug 2010 Last Revised: 05 Apr 2011
Working Paper Series
The University of Sydney Business School, School of Hotel Administration, Cornell University and University of Queensland - Business School
Downloads 908
38.

The Pricing of Path-Dependent Structured Financial Retail Products: The Case of Bonus Certificates

Journal of Derivatives, Vol. 18, No. 4, 2011
Number of pages: 41 Posted: 25 Aug 2008 Last Revised: 18 Aug 2011
Accepted Paper Series
University of Hagen and Münster University of Applied Sciences
Downloads 902
39.

Measuring Closing Price Manipulation

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 23 Aug 2007 Last Revised: 28 Apr 2010
Working Paper Series
University of Melbourne - Department of Finance and University of Technology Sydney - UTS Business School
Downloads 866
40.

Does Board "Independence" Destroy Corporate Value?

26th Australasian Finance and Banking Conference 2013, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51 Posted: 20 Aug 2013 Last Revised: 13 Oct 2014
Working Paper Series
University of New South Wales (UNSW Australia) and UNSW Business School
Downloads 863
41.

Peer Effects of Corporate Social Responsibility

28th Australasian Finance and Banking Conference Paper
Number of pages: 53 Posted: 23 Jul 2015 Last Revised: 05 Jul 2017
Working Paper Series
Chinese University of Hong Kong - Department of Finance, Singapore Management University, Lee Kong Chian School of Business and Erasmus University Rotterdam

Multiple version iconThere are 2 versions of this paper

Downloads 858
42.

Cross-Border Mergers and Acquisitions: The Role of Private Equity Firms

Strategic Management Journal, Forthcoming, 25th Australasian Finance and Banking Conference 2012, 2013 Financial Markets & Corporate Governance Conference, UNSW Australian School of Business Research Paper No. 2012 BFIN 10
Number of pages: 40 Posted: 25 Feb 2012 Last Revised: 19 Sep 2016
Accepted Paper Series
UNSW Business School, Frankfurt School of Finance & Management gemeinnützige GmbH and UNSW Australia Business School, School of Banking and Finance
Downloads 852
43.

Do Superstitious Traders Lose Money?

Forthcoming: Management Science
Number of pages: 80 Posted: 10 Aug 2014 Last Revised: 14 Oct 2016
Accepted Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, National Chengchi University (NCCU) - Department of International Business, The University of Hong Kong - Faculty of Business and Economics and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 810
44.

SME Capital Structure: The Dominance of Demand Factors

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 18 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
University of Waikato and University of Waikato - Department of Economics and Finance
Downloads 799
45.

Forecasting Government Bond Risk Premia Using Technical Indicators

25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 50 Posted: 22 Aug 2011 Last Revised: 13 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 798
46.

Price Discovery in Stock and Options Markets

Society for Financial Studies (SFS) Cavalcade, 2016
Number of pages: 54 Posted: 15 Aug 2014 Last Revised: 11 Jun 2017
Accepted Paper Series
University of Technology Sydney - UTS Business School, University of Technology Sydney - UTS Business School, University of Technology Sydney and University of Sydney
Downloads 797
47.

Credit Rating and Competition

22nd Australasian Finance and Banking Conference 2009, AFA 2011 Denver Meetings Paper
Number of pages: 44 Posted: 21 Mar 2010 Last Revised: 02 Aug 2012
Working Paper Series
Catholic University of Portugal (UCP) Catolica Lisbon School of Business and Economics, International Monetary Fund (IMF) and Bank of England
Downloads 771
48.

Foreign Cash: Taxes, Internal Capital Markets, and Agency Problems

The Review of Financial Studies, Forthcoming
Number of pages: 73 Posted: 04 Aug 2014 Last Revised: 28 Sep 2016
Accepted Paper Series
University of Washington, China Europe International Business School (CEIBS) and Xiamen University, School of Economics & WISE
Downloads 770
49.

Analytical Pairs Trading Under Different Assumptions on the Spread and Ratio Dynamics

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 40 Posted: 25 Aug 2010 Last Revised: 05 Apr 2011
Working Paper Series
The University of Sydney - School of Mathematics and Statistics, University of Glasgow and affiliation not provided to SSRN
Downloads 766
50.

Should We Be Afraid of the Dark? Dark Trading and Market Quality

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 16 Jun 2013 Last Revised: 08 Feb 2016
Accepted Paper Series
University of Sydney and University of Technology Sydney - UTS Business School
Downloads 764