SSRN eLibrary Search Results
UNSW: Banking & Finance (Topic)

Australian School of Business Logo
87,344 Total downloads
Search Within

Viewing: 1 - 50 of 229 papers

1.

Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing

AFA 2001 New Orleans Meetings
Number of pages: 14 Posted: 29 Jan 2001
Working Paper Series
affiliation not provided to SSRN and Australian National University

Multiple version iconThere are 2 versions of this paper

Downloads 2,768
2.

The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk

Number of pages: 48 Posted: 15 Jul 2005
Working Paper Series
University of New South Wales - School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and Capital Markets CRC Limited

Multiple version iconThere are 2 versions of this paper

Downloads 2,721
3.

Selecting Macroeconomic Variables as Explanatory Factors of Emerging Stock Market Returns

Number of pages: 30 Posted: 02 May 2000
Working Paper Series
Australian National University (ANU) - Faculty of Economics & Commerce, Bond University and affiliation not provided to SSRN
Downloads 2,507
4.

Real Options Valuation of Australian Gold Mines and Mining Companies

Number of pages: 32 Posted: 19 Dec 2002
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, Bond University and UNSW Australia Business School, School of Banking and Finance
Downloads 2,359
5.

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
6.

World, Regional and Political Risk Influences Upon Asia Pacific Equity Market Returns

Australian Journal of Management, Vol. 24, No. 2, December 1999
Number of pages: 12 Posted: 05 Feb 2001
Accepted Paper Series
affiliation not provided to SSRN and Australian National University
Downloads 1,943
7.

Simple Construction of the Efficient Frontier

EFMA 2002 London Meetings
Number of pages: 9 Posted: 24 Nov 2001
Working Paper Series
Banking and Finance, UNSW Business School, UNSW Australia and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,673
8.

CEO Personality and Firm Policies

6th Miami Behavioral Finance Conference, Stanford University Graduate School of Business Research Paper No. 16-34, Chicago Booth Research Paper No. 16-13, Fama-Miller Working Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 220
Number of pages: 62 Posted: 08 Jul 2016 Last Revised: 10 Aug 2016
Working Paper Series
Harvard University - Accounting & Control Unit, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,374
9.

The Impact of Liberalization and Regionalism upon Capital Markets in Emerging Asian Economies

UNSW School of Banking and Finance Working Paper
Number of pages: 11 Posted: 01 Oct 2001
Working Paper Series
affiliation not provided to SSRN, Australian National University (ANU) - Faculty of Economics & Commerce and Towers Perrin - Australia Offices

Multiple version iconThere are 2 versions of this paper

Downloads 1,338
10.

Corporate Governance and the Cost of Capital: Evidence from Australian Firms

Journal of Applied Corporate Finance, Vol. 24, Issue 3, pp. 84-93, 2012, UNSW Australian School of Business Research Paper No. 2013 BFIN 03
Number of pages: 31 Posted: 21 Sep 2007 Last Revised: 05 Jul 2013
Accepted Paper Series
UNSW Australia Business School, School of Banking and Finance, Australian School of Business - University of New South Wales and UNSW Business School
Downloads 1,262
11.

The Vanishing Abnormal Returns of Momentum Strategies and 'Front-Running' Momentum Strategies

Number of pages: 66 Posted: 18 Aug 2006 Last Revised: 12 May 2009
Working Paper Series
Bond University, Erasmus University Rotterdam (EUR) and UNSW Australia Business School, School of Banking and Finance
Downloads 1,252
12.

Ranking World Equity Markets on the Basis of Market Efficiency and Integrity

THE HP HANDBOOK OF WORLD STOCK, DERIVATIVE & COMMODITY EXCHANGES 2003, Herbie Skeete, ed., pp. xlix-lv, Mondo Visione Ltd., 2003
Number of pages: 25 Posted: 01 Feb 2004
Accepted Paper Series
The University of Sydney - Discipline of Finance and Macquarie Graduate School of Management
Downloads 1,242
13.

Optimal VWAP Trading Under Noisy Conditions

Journal of Banking and Finance, Vol. 35, No. 9, 2011
Number of pages: 50 Posted: 01 May 2009 Last Revised: 21 Jun 2012
Accepted Paper Series
UNSW Business School
Downloads 1,213
14.

Private Equity Fund Size, Investment Size, and Value Creation

Review of Finance, Vol. 16, No. 3, 2012
Number of pages: 67 Posted: 13 Jun 2010 Last Revised: 05 Aug 2012
Accepted Paper Series
UNSW Business School
Downloads 1,179
15.

Volatility and Openness of Emerging Markets: Some Empirical Evidence

Number of pages: 15 Posted: 06 Jun 2001
Working Paper Series
affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 1,151
16.

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
17.

Beta Forecasting: A Two-Decade Evaluation

Number of pages: 30 Posted: 08 Dec 2005
Working Paper Series
affiliation not provided to SSRN, UNSW Australia Business School, School of Banking and Finance and UNSW Business School, University of New South Wales
Downloads 1,072
18.

Simple Construction of the Efficient Frontier

European Financial Management, Vol. 9, pp. 119-127, 2003
Number of pages: 9 Posted: 25 Feb 2004
Accepted Paper Series
Banking and Finance, UNSW Business School, UNSW Australia and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,051
19.

Stock Return Volatility, Operating Performance and Stock Returns: International Evidence on Drivers of the 'Low Volatility' Anomaly

Journal of Banking and Finance, 2013, Vol 37, No 3, pp 999-1017, UNSW Australian School of Business Research Paper No. 2012 BFIN 14
Number of pages: 61 Posted: 17 Oct 2012 Last Revised: 14 Jan 2013
Working Paper Series
Nuvest Capital and UNSW Business School
Downloads 1,050
20.

Predicting Financial Volatility: High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility

Number of pages: 25 Posted: 01 Mar 2002
Working Paper Series
Erasmus University Rotterdam (EUR) and UNSW Business School
Downloads 1,048
21.

Double or Nothing: Patterns of Equity Fund Holdings and Transactions

EFA 2005 Moscow Meetings Paper
Number of pages: 46 Posted: 11 Jul 2005
Working Paper Series
New York University - Stern School of Business, University of New South Wales (UNSW Australia), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Capital Markets CRC Limited
Downloads 1,008
22.

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

UNSW School of Banking and Finance Working Paper No. 2003-19
Number of pages: 40 Posted: 16 Dec 2003
Working Paper Series
The University of Sydney - Discipline of Finance, The University of Sydney - Discipline of Finance and Capital Markets CRC Limited

Multiple version iconThere are 2 versions of this paper

Downloads 987
23.

Multinational Financing Strategies in High Political Risk Countries

Global Risk Assessments. Book 5, Jerry Rogers, ed., pp. 139-154, 2004
Number of pages: 16 Posted: 27 Apr 2002 Last Revised: 24 Mar 2009
Working Paper Series
affiliation not provided to SSRN
Downloads 943
24.

Predicting Stock Price Movements: An Ordered Probit Analysis on the ASX

Number of pages: 42 Posted: 12 Jul 2006
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and University of Western Australia - UWA Business School
Downloads 939
25.

Efficiency in Islamic Banking During a Financial Crisis-An Empirical Analysis of Forty-Seven Banks

Journal of Applied Finance & Banking, vol.2, no.3, 2012, 163-197
Number of pages: 35 Posted: 16 Jun 2012 Last Revised: 18 Jun 2012
Accepted Paper Series
Bellevue University - College of Business
Downloads 886
26.

Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data

U. of Technology, Sydney Finance and Economics Working Paper No. 70
Number of pages: 23 Posted: 21 Feb 2006
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and University of Technology, Sydney - UTS Business School, Finance Discipline Group
Downloads 861
27.

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 gemeinn├╝tzige GmbH and UNSW Australia Business School, School of Banking and Finance
Downloads 852
28.

Customer Concentration and Loan Contract Terms

Journal of Financial Economics, Forthcoming
Number of pages: 65 Posted: 29 May 2014 Last Revised: 13 Aug 2016
Working Paper Series
Cornell University and Indiana University - Kelley School of Business
Downloads 837
29.

Exchange Rate and Expropriation Risk in Multinational Capital Budgeting: A Stochastic Calculus Approach

Number of pages: 9 Posted: 21 Jun 2001
Working Paper Series
affiliation not provided to SSRN and University of Plymouth

Multiple version iconThere are 2 versions of this paper

Downloads 812
30.

Does 'Illiquidity' Rather Than 'Risk Aversion' Explain the Equity Premium Puzzle?: The Value of Endogenous Market Trading

University of Sydney School of Business Working Paper; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 52 Posted: 18 Dec 2000
Working Paper Series
University of New South Wales (UNSW Australia)
Downloads 811
31.

Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach

Multinational Finance Journal, Forthcoming
Number of pages: 38 Posted: 23 Nov 2004
Accepted Paper Series
University College Dublin (UCD) - Michael Smurfit Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 771
32.

Credit Allocation under Economic Stimulus: Evidence from China

Chicago Booth Research Paper No. 17-19
Number of pages: 49 Posted: 01 Nov 2016 Last Revised: 19 Jul 2017
Working Paper Series
University of Chicago Booth School of Business and Kellogg School of Management - Department of Finance
Downloads 762
33.

Agency Problems are Ameliorated by Stock Market Liquidity: Monitoring, Information and the Use of Stock-Based Compensation

EFA 2002 Berlin Meetings Presented Paper; UNSW School of Banking and Finance Faculty of Commerce
Number of pages: 51 Posted: 16 Feb 2002
Working Paper Series
Blackrock and University of New South Wales (UNSW Australia)
Downloads 759
34.

Investment Manager Characteristics, Strategy, Top Management Changes and Fund Performance

SIRCA Working Paper No. 2002009M
Number of pages: 32 Posted: 07 Apr 2003
Working Paper Series
Capital Markets CRC Limited

Multiple version iconThere are 3 versions of this paper

Downloads 753
35.

Regional Integration of Stock Markets in Latin America

Journal of Economic Integration, Vol. 17, No. 4, pp.745-760, 2002
Number of pages: 24 Posted: 12 Dec 2000
Accepted Paper Series
Australian National University, affiliation not provided to SSRN and Towers Perrin - Australia Offices
Downloads 749
36.

Why do Markets Fragment? A Panel-Data Analysis of Off-Exchange Trading

EFA 0729
Number of pages: 47 Posted: 08 Feb 2001
Working Paper Series
University of New South Wales - School of Banking and Finance, University of New South Wales (UNSW Australia) and BlackRock, Inc.
Downloads 727
37.

Corporate Governance and Alternative Performance Measures: Evidence from Australian Firms

Number of pages: 19 Posted: 21 Sep 2007
Working Paper Series
Australian School of Business - University of New South Wales, UNSW Australia Business School, School of Banking and Finance and UNSW Business School

Multiple version iconThere are 2 versions of this paper

Downloads 708
38.

Venture Capitalist Value-Added Activities, Fundraising and Drawdowns

Journal of Banking and Finance, Vol. 29, pp. 295-331, 2005
Number of pages: 38 Posted: 04 Jan 2007
Accepted Paper Series
Continuity Capital Partners, York University - Schulich School of Business and UNSW Australia Business School, School of Banking and Finance
Downloads 693
39.

The Washington Consensus and Emerging Economies

Number of pages: 14 Posted: 21 Jan 2002
Working Paper Series
affiliation not provided to SSRN
Downloads 687
40.

When Financial Institutions are Large Shareholder: The Role of Macro Corporate Governance Environments

Journal of Finance, Vol. LXI, No. 6, pp. 2975-3007, December 2006
Number of pages: 49 Posted: 02 Oct 2008 Last Revised: 02 Oct 2008
Accepted Paper Series
UNSW Australia Business School, School of Banking and Finance, Institute of Global Finance, UNSW Business School, Australian School of Business - University of New South Wales and UNSW Business School
Downloads 643
41.

The Explanatory Power of Political Risk in Emerging Markets

Number of pages: 34 Posted: 29 Sep 2005
Working Paper Series
Australian National University (ANU) - Faculty of Economics & Commerce, Bond University and affiliation not provided to SSRN
Downloads 619
42.

Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act

Review of Financial Studies, 2015, vol. 28, no. 10, pp. 2812-2858, UNSW Australian School of Business Research Paper No. 2013 BFIN 05
Number of pages: 65 Posted: 01 Apr 2013 Last Revised: 15 Sep 2016
Accepted Paper Series
Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 618
43.

Spot-Futures Spread, Time-Varying Correlation, and Hedging with Currency Futures

Journal of Futures Markets, Forthcoming
Number of pages: 30 Posted: 22 Feb 2006
Accepted Paper Series
University of Texas at San Antonio - College of Business - Department of Economics and UNSW Australia Business School, School of Banking and Finance
Downloads 614
44.

Monthly Beta Forecasting with Low, Medium and High Frequency Stock Returns

UNSW Australian School of Business Research Paper No. 2013 BFIN 07, FIRN Research Paper
Number of pages: 31 Posted: 06 Sep 2013 Last Revised: 27 Aug 2014
Working Paper Series
HEC Montreal - Department of Finance, University of Hawaii at Manoa - Shidler College of Business, UNSW Business School, University of New South Wales and Australian School of Business
Downloads 603
45.

The Pricing and Impact of Rights Issues of Equity in Australia

Applied Financial Economics, Forthcoming
Number of pages: 39 Posted: 12 Sep 2007
Accepted Paper Series
UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 586
46.

Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis

Journal of Banking and Finance, Vol. 29, No. 10, pp. 2475 - 2502, 2005
Number of pages: 54 Posted: 23 Feb 2005
Accepted Paper Series
The University of Sydney Business School, Institute of Global Finance, UNSW Business School and The University of Sydney - Business School
Downloads 584
47.

Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union

Journal of Banking and Finance, Vol. 30, No. 5, pp. 1507-1534, 2006
Number of pages: 37 Posted: 21 Feb 2005
Accepted Paper Series
The University of Sydney Business School, Institute of Global Finance, UNSW Business School and The University of Sydney - Business School
Downloads 559
48.

Regional Integration of National Stock Markets

Asian Network of Schools in Accounting Conference Paper, Ile de Maurice
Number of pages: 13 Posted: 18 Dec 2000
Working Paper Series
affiliation not provided to SSRN, Australian National University and Towers Perrin - Australia Offices

Multiple version iconThere are 2 versions of this paper

Downloads 542
49.

Do Investors Herd Intraday in the Australian Equities Market?

Number of pages: 38 Posted: 02 Jan 2004
Working Paper Series
Bond University, Bond University and affiliation not provided to SSRN
Downloads 537
50.

A Class of Stochastic Volatility HJM Interest Rate Models

EFMA 2004 Basel Meetings Paper
Number of pages: 12 Posted: 09 May 2004
Working Paper Series
University of Technology, Sydney - UTS Business School, Finance Discipline Group, UNSW Australia Business School, School of Banking and Finance and The University of Sydney - Discipline of Finance
Downloads 528