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21st Australasian Finance & Banking Conference 2008 (Archive)

21st Australasian Finance & Banking Conference 2008 Logo 21st Australasian Finance & Banking Conference 2008 Never Stand Still Australian School of Business Banking and Finance

ISBN Number: 978-0-9873127-0-9

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Viewing: 1 - 50 of 107 papers

1.

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
2.

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
3.

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
4.

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
5.

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
6.

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
7.

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
8.

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
9.

Bank Lending, Financing Constraints and SME Investment

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 41 Posted: 10 Sep 2008 Last Revised: 14 May 2014
Working Paper Series
University of Granada - Department of Economic Theory and History, Indiana University - Kelley School of Business - Department of Finance and Bangor Business School
Downloads 677
10.

Endogenously Structured Boards of Directors in Banks

Journal of Banking and Finance, Vol. 34, No. 7, pp. 1590-1606
Number of pages: 41 Posted: 25 Aug 2008 Last Revised: 26 Dec 2012
Accepted Paper Series
University of Queensland - Business School and Monash University - Department of Banking and Finance
Downloads 676
11.

Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares

Number of pages: 42 Posted: 25 Aug 2008 Last Revised: 24 Nov 2011
Working Paper Series
Macquarie University, Faculty of Business and Economics and The University of Sydney - Discipline of Finance
Downloads 636
12.

The Decision to Cross-List: The Case of Chinese IPOs and ADRs

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 39 Posted: 22 Jun 2008
Working Paper Series
Shanghai University of Finance and Economics - School of Finance and University of North Carolina (UNC) at Charlotte - Department of Finance
Downloads 626
13.

The Impact of Political Connections on Firms' Operation Performance and Financing Decisions

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 41 Posted: 23 Aug 2008 Last Revised: 29 Nov 2011
Working Paper Series
American University of Sharjah - School of Business and Management, HEC Montreal and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 624
14.

The Determinants of Exchange Rate on Asean-5 Countries: An Evidence of Purchasing Power Parity

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 15 Posted: 20 Feb 2009 Last Revised: 20 Feb 2009
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 611
15.

Oil Price and Industry Stock Returns: Evidence from Indonesia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 18 Posted: 25 Aug 2008 Last Revised: 27 Aug 2008
Working Paper Series
Bank Indonesia and Bank Indonesia
Downloads 582
16.

Stock Price Manipulation: Prevalence and Determinants

Forthcoming, Review of Finance
Number of pages: 54 Posted: 21 Aug 2008 Last Revised: 11 Oct 2012
Accepted Paper Series
University of Melbourne - Department of Finance and University of Technology Sydney - UTS Business School
Downloads 576
17.

Risk Shifting Through Nonfinancial Contracts: Effects on Loan Spreads and Capital Structure of Project Finance Deals

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 45 Posted: 16 Jun 2008 Last Revised: 26 Jul 2008
Working Paper Series
Bocconi University - Department of Finance, Bocconi University - Department of Finance and Interbanca S.P.A. - ABN AMRO Group

Multiple version iconThere are 2 versions of this paper

Downloads 543
18.

An Evaluation of Financial Health of Non-Life Insurance Companies from Developing Countries: The Case of Ghana

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 22 Posted: 01 Jul 2008
Working Paper Series
University of Ghana - Business School and University of Ghana
Downloads 539
19.

A Game-Theory View of Capital Structure

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34 Posted: 19 Aug 2008
Working Paper Series
University of Waikato - Department of Economics and Finance
Downloads 509
20.

Is Bookbuilding an Efficient IPO Pricing Mechanism? - The Indian Evidence

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 25 Aug 2008 Last Revised: 06 Jan 2009
Working Paper Series
Indian Institute of Management Kozhikode
Downloads 471
21.

SOX, Corporate Transparency, and the Cost of Debt

Midwest Finance Association 2013 Annual Meeting Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52 Posted: 26 Aug 2008 Last Revised: 12 Nov 2013
Working Paper Series
University of Miami - Department of Finance, University of Miami - School of Business Administration and Iowa State University - Department of Accounting and Finance
Downloads 442
22.

Jensen’s Alpha and the Market Timing Puzzle

Number of pages: 37 Posted: 25 Aug 2008 Last Revised: 30 Nov 2016
Working Paper Series
Leibniz Universität Hannover, University of Augsburg, Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg and University of Augsburg
Downloads 441
23.

Liquidity Risk and Syndicate Structure

AFA 2009 San Francisco Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 47 Posted: 25 Mar 2008
Working Paper Series
Simon Fraser University and Boston College - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 422
24.

Employee Ownership, Board Representation, and Corporate Financial Policies

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 43 Posted: 27 Aug 2008 Last Revised: 17 Jun 2015
Working Paper Series
University of Oklahoma, Université Paris Dauphine and Fédération Bancaire Française

Multiple version iconThere are 2 versions of this paper

Downloads 414
25.

Short Run and Long Run Dynamics of Initial Public Offerings: Evidence from India

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 39 Posted: 25 Aug 2008 Last Revised: 25 Nov 2008
Working Paper Series
Indian Institute of Management (IIM), Ahmedabad and Jindal Global Business School
Downloads 406
26.

Component Structure of Credit Default Swap Spreads and Their Determinants

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 49 Posted: 04 Sep 2008
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and affiliation not provided to SSRN
Downloads 394
27.

Unifications of Dual-Class Shares in Germany - First Empirical Evidence on Liquidity Effects of Share Class Unifications

Swiss Finance Institute Research Paper No. 06-12, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 61 Posted: 06 Mar 2005 Last Revised: 11 Sep 2008
Working Paper Series
University of Applied Sciences Stralsund, University of Lugano and University of Witten/Herdecke
Downloads 389
28.

Credit Rating Agencies' Function on Bond Markets: Price Stability vs. Information Transmission

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 37 Posted: 25 Aug 2008 Last Revised: 16 Nov 2008
Working Paper Series
CEREFIGE, University of Lorraine and Université Paris I Panthéon-Sorbonne
Downloads 388
29.

The Low P/E Effect and Abnormal Returns for Australian Industrial Firms

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38 Posted: 10 Sep 2008
Working Paper Series
Bond University - Finance, UBS AG and Bond University - School of Business
Downloads 372
30.

Vicarious Liability for Bad Corporate Governance: Are We Wrong About 10b-5?

USC CLEO Research Paper No. C08-3, 21st Australasian Finance and Banking Conference 2008 Paper, American Law and Economics Review, Forthcoming
Number of pages: 42 Posted: 04 Feb 2008 Last Revised: 16 Nov 2013
Working Paper Series
University of Texas School of Law
Downloads 357
31.

Capital Structure, Industry Pricing, and Firm Performance

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 29 Posted: 04 Sep 2008
Working Paper Series
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM) and Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM)

Multiple version iconThere are 2 versions of this paper

Downloads 354
32.

Institutional Trading Around the Ex-Dividend Day

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44 Posted: 25 Aug 2008 Last Revised: 01 Apr 2011
Working Paper Series
University of Sydney - Finance Discipline, University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline

Multiple version iconThere are 2 versions of this paper

Downloads 349
33.

Trading Probability and Turnover as Measures of Liquidity Risk: Evidence from the U.K. Stock Market

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 7 Posted: 17 Nov 2008 Last Revised: 07 Jan 2009
Working Paper Series
University of Southampton - School of Management, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Downloads 341
34.

The Performance of the 130/30 Strategy in the Australian Equities Market

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 53 Posted: 31 Jul 2008 Last Revised: 26 Feb 2009
Working Paper Series
The University of Sydney - Discipline of Finance, The University of Sydney and The University of Sydney
Downloads 334
35.

Loan Loss Reserves and Bank Stock Returns: Evidence from Asian Banks

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 20 Posted: 15 Aug 2008 Last Revised: 11 Oct 2010
Working Paper Series
Bank Indonesia, University of New South Wales (UNSW) - Australian School of Business, Murdoch University and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 329
36.

A Cultural Explanation of the Foreign Bias in International Asset Allocation

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 31 Posted: 12 Aug 2008 Last Revised: 01 Apr 2009
Working Paper Series
University of Groningen and Auckland University of Technology - Faculty of Business & Law
Downloads 317
37.

Economic Conditions, Flight-to-Quality and Mutual Fund Flow

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44 Posted: 26 Aug 2008 Last Revised: 27 Jan 2013
Working Paper Series
University of Oregon, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo
Downloads 313
38.

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 31 Posted: 22 Jul 2008 Last Revised: 09 Aug 2009
Working Paper Series
Università Cattolica, Audencia Business School and Bocconi University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 308
39.

The Information Content of Implied Volatility: Evidence from Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38 Posted: 27 Aug 2008
Working Paper Series
Auckland University of Technology - Faculty of Business & Law, Münster University of Applied Sciences and Auckland University of Technology - Faculty of Business & Law
Downloads 303
40.

The Causes and Consequences of Accelerated Stock Repurchases

International Review of Finance, Forthcoming
Number of pages: 40 Posted: 25 Aug 2008 Last Revised: 13 Apr 2015
Accepted Paper Series
University of Melbourne - Department of Finance, Kyungpook National University - School of Business Administration and University of Melbourne

Multiple version iconThere are 2 versions of this paper

Downloads 295
41.

Once Upon a Time: The Day-of-the-Week Effect in German and US Stock Market Returns

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 26 Posted: 14 Aug 2008 Last Revised: 19 Mar 2009
Working Paper Series
University of Oldenburg - Finance and Banking
Downloads 293
42.

Ownership Structure, Corporate Performance and Failure: Evidence from Emerging Market; Panel Data Analysis

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 31 Posted: 20 Aug 2008
Working Paper Series
Qatar University - Department of Finance and Economics
Downloads 259
43.

Competing in Global Niche Markets: The Case of Macquarie Bank

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 20 Posted: 25 Aug 2008
Working Paper Series
University of Canberra
Downloads 258
44.

ATMs vs. POS Terminals: A Horse Race?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 23 Posted: 10 Sep 2008 Last Revised: 26 Aug 2012
Working Paper Series
Bangor Business School and University of Granada - Department of Economic Theory and History
Downloads 256
45.

Understanding World Commodity Prices: Returns, Volatility and Diversification

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44 Posted: 25 Aug 2008
Working Paper Series
UWA Business School
Downloads 254
46.

Forecasting Volatilities in Equity, Bond, and Money Markets: A Market-Based Approach

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 37 Posted: 03 Mar 2008 Last Revised: 02 Jun 2008
Working Paper Series
University of Queensland
Downloads 253
47.

Superseding Newton with a Superior Yield Algorithm

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 14 Posted: 27 Aug 2008
Working Paper Series
Charles Sturt University
Downloads 247
48.

Sustainability May Cost the Earth: Examining the Strategic and Financial Consequences of Banks' Sustainable Corporate Strategy

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 45 Posted: 25 Aug 2008
Working Paper Series
University of Melbourne - Department of Finance
Downloads 242
49.

Linkages between the Malaysian Market and Some Selected Markets

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 03 Jun 2008 Last Revised: 23 Nov 2008
Working Paper Series
affiliation not provided to SSRN and Multimedia University
Downloads 234
50.

An Empirical Investigation of the Short Term and Long Term Impact of Recent International Terrorist Attacks on the Japanese Equity Market

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52 Posted: 15 Aug 2008
Working Paper Series
RMIT University - School of Economics, Finance and Marketing, RMIT University - School of Economics, Finance and Marketing, Victoria University and City University London - Sir John Cass Business School
Downloads 219