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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.

The Efficiency and Productivity of Malaysian Banks: An Output Distance Function Approach

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 31 May 2012
Working Paper Series
Universiti Kebangsaan Malaysia - School of Economics, Faculty of Economics and Management, Aston University - Aston Business School and Warwick Business School
2.

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 666
3.

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 355
4.

Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach

21st Australasian Finance and Banking Conference 2008
Number of pages: 36 Posted: 17 Nov 2008 Last Revised: 28 Jan 2009
Working Paper Series
Macquarie University Department of Applied Finance and Actuarial Studies

Multiple version iconThere are 2 versions of this paper

Downloads 153
5.

Obey the Law and Do a Little Bit Extra?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 36 Posted: 19 Sep 2008 Last Revised: 30 Nov 2009
Working Paper Series
Stockholm School of Economics
Downloads 100
6.

Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index

International Review of Financial Analysis, 34, 31-43.
Posted: 12 Sep 2008 Last Revised: 16 Dec 2014
Working Paper Series
UCLouvain, Université Paris-Dauphine, PSL and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM
7.

Cross-Country Determinants of Banking Competition: Does the Institutional Quality Matter?

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 12 Sep 2008 Last Revised: 19 Jan 2009
Working Paper Series
Department of International Business, National Kaohsiung University of Science and Technology, Kaohsiung, Taiwan
8.

Does the Adoption of an Information-Connected Approach Reduce Insider Trading?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 53 Posted: 11 Sep 2008
Working Paper Series
National University of Singapore (NUS) - Department of Accounting, Watson Wyatt Worldwide, National University of Singapore (NUS) - Faculty of Law and affiliation not provided to SSRN
Downloads 158
9.

Connections or Performance: What Determines Turnover of Bankers?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38 Posted: 11 Sep 2008
Working Paper Series
Università degli Studi di Udine - Department of Economics
Downloads 93
10.

Government and Business Nexus: Evidence from Japan

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 11 Sep 2008 Last Revised: 31 Jan 2013
Working Paper Series
affiliation not provided to SSRN and Australian National University (ANU)
Downloads 30
11.

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 701
12.

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 James Cook University, College of Business Law & Governance
Downloads 395
13.

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 269
14.

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 Business School, Risk and Actuarial Studies, UNSW Australia Business School, School of Banking and Finance and Deakin University

Multiple version iconThere are 2 versions of this paper

Downloads 411
15.

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)
Downloads 375
16.

Optimal Hedging Strategy in Stock Index Futures Markets

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 01 Sep 2008 Last Revised: 11 Jan 2009
Working Paper Series
affiliation not provided to SSRN and UNSW Australia Business School, School of Banking and Finance
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 1,806
18.

Evolution of Liquidity: An Integrated Order Strategy Model of Uninformed and Informed Traders

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52 Posted: 28 Aug 2008
Working Paper Series
National Chung Cheng University - Department of Business Administration and affiliation not provided to SSRN
Downloads 129
19.

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, PSL Research University and Fédération Bancaire Française

Multiple version iconThere are 2 versions of this paper

Downloads 425
20.

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 2,391
21.

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 318
22.

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 264
23.

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 336
24.

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 - Department of Finance and Iowa State University - Department of Accounting and Finance
Downloads 458
25.

Is Information Risk Priced?: Evidence from the Price Discovery of Large Trades

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 68 Posted: 26 Aug 2008 Last Revised: 15 Oct 2010
Working Paper Series
Nanyang Technological University (NTU) and Eastspring Investment

Multiple version iconThere are 4 versions of this paper

Downloads 198
26.

Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34 Posted: 26 Aug 2008 Last Revised: 26 Nov 2011
Working Paper Series
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science

Multiple version iconThere are 2 versions of this paper

Downloads 20
27.

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 250
28.

When the Going Gets Tough: Board Capital and Survival of New Economy IPO Firms

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33 Posted: 25 Aug 2008
Working Paper Series
University of Wollongong, Auckland University of Technology and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads 130
29.

Liquidity Benefits from IPO Underpricing: Ownership Dispersion or Information Effect

Financial Management, 44(4), 785-810, 2015
Posted: 25 Aug 2008 Last Revised: 02 Mar 2017
Accepted Paper Series
Université Paris Dauphine, University Savoie Mont-Blanc, IREGE and Université Paris-Dauphine, PSL
30.

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 308
31.

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 3,756
32.

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
affiliation not provided to SSRN and Monash University - Department of Banking and Finance
Downloads 716
33.

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, Macquarie Business School and The University of Sydney - Discipline of Finance
Downloads 709
34.

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 599
35.

Jensen’s Alpha and the Market Timing Puzzle

Review of Financial Economics, Forthcoming
Number of pages: 40 Posted: 25 Aug 2008 Last Revised: 20 Aug 2018
Accepted Paper Series
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads 542
36.

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 533
37.

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 420
38.

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 397
39.

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 390
40.

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 277
41.

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 258
42.

Trading Performance of Individual, Institutional, and Foreign Investors: Evidence from the Stock Exchange of Thailand

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38 Posted: 25 Aug 2008 Last Revised: 30 Jan 2009
Working Paper Series
Mahidol University - College of Management and affiliation not provided to SSRN
Downloads 230
43.

The Role of Accruals as a Signal in Earnings and Dividend Announcements: NZ Evidence

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 30 Posted: 25 Aug 2008 Last Revised: 23 Nov 2008
Working Paper Series
Auckland University of Technology and Auckland University of Technology - Faculty of Business & Law
Downloads 226
44.

Executive Pay, Talent and Firm Size

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 63 Posted: 25 Aug 2008 Last Revised: 29 Jan 2009
Working Paper Series
Ajou University and University of New South Wales (UNSW Sydney

Multiple version iconThere are 2 versions of this paper

Downloads 214
45.

Why are Community Banks in Australia Successful? An Exploration

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 23 Posted: 25 Aug 2008 Last Revised: 21 Nov 2008
Working Paper Series
La Trobe University
Downloads 211
46.

Migration of Trading and the Introduction of Single Stock Futures on the Underlying U.S. Stocks

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34 Posted: 25 Aug 2008 Last Revised: 08 Sep 2009
Working Paper Series
University of Melbourne - Department of Finance, Bond University, Australian National University (ANU) - School of Finance and Applied Statistics and affiliation not provided to SSRN
Downloads 172
47.

The Effects of Diversification on Bank Performance from the Perspective of Risk, Return and Cost Efficiency

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 17 Posted: 25 Aug 2008 Last Revised: 06 Apr 2011
Working Paper Series
Istanbul Bilgi University and Istanbul Bilgi University
Downloads 144
48.

How Do Firms Choose between Intermediary and Supplier Finance?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33 Posted: 25 Aug 2008
Working Paper Series
Simon Fraser University (SFU) and Northwestern University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 140
49.

Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures

Number of pages: 66 Posted: 25 Aug 2008 Last Revised: 24 Nov 2011
Working Paper Series
Macquarie University, Macquarie Business School and The University of Sydney - Discipline of Finance
Downloads 136
50.

The Dark Side of Global Integration: Increasing Tail Dependence

CREA Discussion Paper No. 2008-03, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33 Posted: 25 Aug 2008 Last Revised: 02 Oct 2011
Working Paper Series
University of Luxemburg, Université du Luxembourg and De Nederlandsche Bank

Multiple version iconThere are 2 versions of this paper

Downloads 136