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22nd Australasian Finance & Banking Conference 2009 Logo 22nd Australasian Finance & Banking Conference 2009 Never Stand Still Australian School of Business Banking and Finance

ISBN Number: 978-0-9873127-1-6

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Viewing: 1 - 50 of 135 papers

1.

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
Graduate School of Business of Nazarbayev University, Robeco Asset Management - Quantitative Strategies and Robeco Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 983
2.

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 821
3.

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
School of Economics and Finance, Queen Mary University of London, International Monetary Fund (IMF) and Bank of England
Downloads 811
4.

Corporate Governance, IPO Underpricing and Long-Term Performance of Listed Firms in China

22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 03 Sep 2009
Working Paper Series
RMIT University - School of Economics, Finance and Marketing and UNE Business School
Downloads 770
5.

Unexpected Recovery Risk and LGD Discount Rate Determination

22nd Australasian Finance and Banking Conference 2009
Number of pages: 19 Posted: 23 Jul 2009 Last Revised: 06 Aug 2009
Working Paper Series
University of Economics in Prague
Downloads 676
6.

Hazard versus Probit in Predicting U.S. Bank Failures: A Regulatory Perspective over Two Crises

Number of pages: 40 Posted: 24 Aug 2009 Last Revised: 25 Aug 2018
Working Paper Series
Florida Atlantic University and Western Sydney University
Downloads 639
7.

Special Dividend Announcements: Signaling or Free Cash Flow Hypothesis‘ Evidence from UK Firms

22nd Australasian Finance and Banking Conference 2009, Finance and Corporate Governance Conference 2010 Paper
Number of pages: 23 Posted: 23 Sep 2009 Last Revised: 12 Jan 2010
Working Paper Series
La Trobe University - School of Economics and Finance, La Trobe University - Graduate School of Management and TDT University
Downloads 582
8.

Private Banking in Asia - A Survey

22nd Australasian Finance and Banking Conference 2009
Number of pages: 12 Posted: 31 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
Stephen M. Ross School of Business at the University of Michigan
Downloads 576
9.

Weak-Form Market Efficiency of Dhaka Stock Exchange (DSE), Bangladesh

22nd Australasian Finance and Banking Conference 2009
Number of pages: 24 Posted: 25 Aug 2009
Working Paper Series
Faculty of Business & Government, UC and Central Queensland University, School of Commerce and Law
Downloads 572
10.

Non-Maturing Assets and Liabilities of Banks: Valuation and Risk Measurement

22nd Australasian Finance and Banking Conference 2009
Number of pages: 40 Posted: 24 Aug 2009
Working Paper Series
University of Passau, Catholic University of Eichstaett-Ingolstadt, Deutsche Bundesbank and University of Augsburg
Downloads 556
11.

Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis

22nd Australasian Finance and Banking Conference 2009, Finlawmetrics 2010 Conference Paper
Number of pages: 45 Posted: 23 Aug 2009 Last Revised: 29 Oct 2011
Working Paper Series
Board of Governors of the Federal Reserve System, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)
Downloads 525
12.

Posterior Evaluation of Cross-Border Mergers & Acquisitions: Financial Review of Three Select Cases from Automobile, Energy & IT Sectors

22nd Australasian Finance and Banking Conference 2009
Number of pages: 24 Posted: 31 Aug 2009
Working Paper Series
University of Mysore - Department of Commerce and SDM Institute For Management Development

Multiple version iconThere are 2 versions of this paper

Downloads 493
13.

Ownership Structure, Liquidity, and Firm Value: Effects of the Investment Horizon

22nd Australasian Finance and Banking Conference 2009
Number of pages: 35 Posted: 18 Aug 2009 Last Revised: 18 Aug 2011
Working Paper Series
Waseda University and Nikko Asset Management Co., Ltd.affiliation not provided to SSRN
Downloads 484
14.

Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio and Hedging Effectiveness

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 17 Aug 2009
Working Paper Series
Jindal Global Business School and Indian Institute of Management (IIM), Ahmedabad
Downloads 475
15.

Corporate Finance Practice in Kuwait: A Survey to Confront Theory with Practice

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 19 Aug 2009
Working Paper Series
University of Wollongong - Faculty of Commerce, Macquarie University - Department of Applied Finance and Actuarial Studies and University of Wollongong
Downloads 459
16.

Credit/Interest Rate Hybrid Models of the Short Rate for Pricing Counterparty Risk Adjustment

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 24 Aug 2009 Last Revised: 03 Feb 2010
Working Paper Series
Imperial College Business School
Downloads 458
17.

Competition in Chinese Commercial Banking

22nd Australasian Finance and Banking Conference 2009
Number of pages: 20 Posted: 19 Aug 2009
Working Paper Series
University of Macau - Faculty of Business Administration
Downloads 445
18.

On Capital Market Ratios and Stock Valuation: A Geometric Approach

22nd Australasian Finance and Banking Conference 2009
Number of pages: 18 Posted: 25 Aug 2009 Last Revised: 09 Nov 2009
Working Paper Series
Universiti Putra Malaysia, affiliation not provided to SSRN and Nottingham University Business School, Malaysia Campus
Downloads 398
19.

Dividends and Risk in European Banks

22nd Australasian Finance and Banking Conference 2009, European Finance Associaton Annual Meeting 2010
Number of pages: 26 Posted: 24 Aug 2009 Last Revised: 08 Oct 2012
Working Paper Series
Nottingham University Business School
Downloads 387
20.

Share Merger Reform, Corporate Governance and Firm Value in China

22nd Australasian Finance and Banking Conference 2009
Number of pages: 45 Posted: 01 Oct 2008 Last Revised: 10 Nov 2009
Working Paper Series
University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 374
21.

Ownership Structure and Risk in Publicly Held and Privately Owned Banks

22nd Australasian Finance and Banking Conference 2009
Number of pages: 47 Posted: 24 Aug 2009 Last Revised: 14 Feb 2010
Working Paper Series
Université de Limoges, LAPE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) and University of Limoges - Faculty of Law and Economic Science

Multiple version iconThere are 2 versions of this paper

Downloads 371
22.

Short-Term Momentum Patterns in Stock and Sectoral Return: Evidence from India

22nd Australasian Finance and Banking Conference 2009
Posted: 16 Aug 2009
Working Paper Series
University of Delhi - Department of Financial Studies and Sakshi Jain
Downloads 367
23.

Rating Performance and Agency Incentives of Structured Finance Transactions

Finlawmetrics 2010 Conference Paper
Number of pages: 41 Posted: 05 Aug 2009 Last Revised: 31 Jan 2010
Working Paper Series
University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 359
24.

An Empirical Analysis of Valuation Algorithms for Pricing Callable Snowball Floaters

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 17 Aug 2009
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Norwegian School of Economics (NHH) and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Downloads 357
25.

Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe

22nd Australasian Finance and Banking Conference 2009
Number of pages: 25 Posted: 25 Aug 2009
Working Paper Series
Lappeenranta University of Technology, School of Business and Lappeenranta University of Technology - School of Business (LSB)
Downloads 349
26.

A Queuing Model for a Continuous Double-Auction Trading System

22nd Australasian Finance and Banking Conference 2009
Number of pages: 8 Posted: 24 Aug 2009 Last Revised: 10 Nov 2009
Working Paper Series
Japan Dragon Network Co., Ltd., University of Tsukuba - Graduate School of Systems and Information Engineering, University of Tsukuba - Graduate School of Systems and Information Engineering and Central Research Institute of Electric Power Industry (CRIEPI)
Downloads 347
27.

Linkages between Direct and Securitized Real Estate

Swiss Finance Institute Research Paper No. 09-26, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 07 Jul 2009 Last Revised: 30 May 2017
Working Paper Series
University of Turku, Department of Economics, University of Geneva - Geneva School of Economics and Management (GSEM) and IAZI AG - CIFI SA
Downloads 345
28.

Heteroscedasticity and Interval Effects in Estimating Beta: UK Evidence

Applied Financial Economics 21, 2011, pp. 1525-38
Number of pages: 39 Posted: 06 Mar 2008 Last Revised: 04 Oct 2014
Accepted Paper Series
University of Edinburgh and Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom
Downloads 326
29.

Brokerage-Firm Trading and Profits around Recommendation Revision Dates

22nd Australasian Finance and Banking Conference 2009
Number of pages: 45 Posted: 04 Dec 2007 Last Revised: 05 Jun 2014
Working Paper Series
Swedish House of Finance and University of Connecticut

Multiple version iconThere are 2 versions of this paper

Downloads 300
30.

The Traditional Hedging Model Revisited with a Non Observable Convenience Yield

22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 23 Aug 2009 Last Revised: 29 May 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne and Neoma Business School
Downloads 291
31.

Corporate Governance, Financing Pattern and Cost of Capital: Evidence from New Zealand Companies

22nd Australasian Finance and Banking Conference 2009
Number of pages: 26 Posted: 24 Aug 2009 Last Revised: 29 Mar 2011
Working Paper Series
Auckland University of Technology and Auckland University of Technology - Faculty of Business & Law
Downloads 284
32.

Bank Participation in Private Equity Funds: Risk Implication and Capital Adequacy

22nd Australasian Finance and Banking Conference 2009
Number of pages: 20 Posted: 25 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
ANZ (Australia and New Zealand) Banking Group, Ltd.
Downloads 275
33.

Capital Structure, Industry Pricing, and Firm Performance

22nd Australasian Finance and Banking Conference 2009
Number of pages: 25 Posted: 31 Aug 2009
Working Paper Series
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM)
Downloads 272
34.

Prudential Supervision, Banking and Economic Progress: Implementation of Risk Management Procedures in Joint Stock Banks in Vietnam

22nd Australasian Finance and Banking Conference 2009
Number of pages: 18 Posted: 31 Aug 2009
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and The University of Western Australia
Downloads 272
35.

Time Variation in Asset Return Dependence: Strength or Structure?

22nd Australasian Finance and Banking Conference 2009, ERIM Report Series Reference No. ERS-2009-052-F&A
Number of pages: 64 Posted: 25 Aug 2009 Last Revised: 25 Nov 2013
Working Paper Series
Robeco Asset Management, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 268
36.

Pricing Accuracy, Liquidity and Trader Behavior with Closing Price Manipulation

Experimental Economics, Forthcoming
Number of pages: 32 Posted: 10 Nov 2008 Last Revised: 12 Oct 2010
Working Paper Series
UNSW Business School and University of Technology Sydney (UTS) - Faculty of Business
Downloads 266
37.

Bank Competition, Diversification and Financial Stability

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 20 Aug 2009 Last Revised: 20 Jul 2011
Working Paper Series
University of Ghana - Business School and University of Southampton - School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 261
38.

The Panzar-Rosse Revenue Test: To Scale or Not to Scale

22nd Australasian Finance and Banking Conference 2009
Number of pages: 34 Posted: 24 Aug 2009 Last Revised: 10 Mar 2015
Working Paper Series
De Nederlandsche Bank, University of Wyoming and University of Groningen
Downloads 260
39.

A Market Microstructure Approach to the Foreign Exchange Market in Vietnam

22nd Australasian Finance and Banking Conference 2009
Number of pages: 39 Posted: 24 Aug 2009 Last Revised: 07 Jun 2010
Working Paper Series
Griffith University and Griffith University

Multiple version iconThere are 2 versions of this paper

Downloads 251
40.

Diversification Benefits of Real Estate Investment Trusts in Dubai

22nd Australasian Finance and Banking Conference 2009
Number of pages: 22 Posted: 16 Aug 2009
Working Paper Series
BNP Paribas and City University London - Sir John Cass Business School
Downloads 251
41.

Politically Connected Boards and the Structure of CEO Compensation Packages in Taiwanese Firms

Asia-Pacific Journal of Financail Studies, Forthcoming
Number of pages: 45 Posted: 19 Feb 2009 Last Revised: 24 Aug 2010
Working Paper Series
University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 245
42.

Style Analysis and Value at Risk of Asia-Focused Hedge Funds

22nd Australasian Finance and Banking Conference 2009
Number of pages: 34 Posted: 24 Aug 2009 Last Revised: 15 Sep 2010
Working Paper Series
Macquarie University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 238
43.

Liquidity, Bank Credit and Money

22nd Australasian Finance and Banking Conference 2009
Number of pages: 13 Posted: 24 Aug 2009
Working Paper Series
Loughborough University - School of Business and Economics
Downloads 236
44.

Corporate Governance and the Long-Run Performance of Firms Issuing Seasoned Equity: An Australian Study

22nd Australasian Finance and Banking Conference 2009
Number of pages: 43 Posted: 16 Apr 2009 Last Revised: 04 Jan 2010
Working Paper Series
UWA Business School, M250, affiliation not provided to SSRN, UNSW Australia Business School, School of Banking and Finance and University of Sydney
Downloads 233
45.

On the Wealth Effects of Merging Banks’ Rivals Empirical Evidence for US Bank Mergers

22nd Australasian Finance and Banking Conference 2009
Number of pages: 24 Posted: 27 Aug 2009 Last Revised: 27 Jul 2010
Working Paper Series
University of Leipzig - Faculty of Economics and Management Science and Ruhr Universität Bochum
Downloads 232
46.

Domestic Macroeconomic Fundamentals and World Stock Market Effects on ASEAN Emerging Markets

22nd Australasian Finance and Banking Conference 2009
Number of pages: 12 Posted: 31 Aug 2009 Last Revised: 18 Jan 2013
Working Paper Series
Universiti Teknologi MARA
Downloads 230
47.

Are Copula-GoF-Tests of Any Practical Use? Empirical Evidence for Stocks, Commodities and FX Futures

22nd Australasian Finance and Banking Conference 2009, Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 54 Posted: 23 Aug 2009 Last Revised: 12 Dec 2010
Working Paper Series
University of Leipzig - Faculty of Economics and Management Science
Downloads 228
48.

Equity Valuation in the Coal Seam Gas Industry

22nd Australasian Finance and Banking Conference 2009
Number of pages: 25 Posted: 25 Aug 2009
Working Paper Series
affiliation not provided to SSRN, Bond University - Finance and Bond University
Downloads 219
49.

The Impact of Actual Market Wide Short Selling Restrictions and Liquidity Constraints During the Financial Crisis of 2008

22nd Australasian Finance and Banking Conference 2009
Number of pages: 19 Posted: 24 Aug 2009
Working Paper Series
affiliation not provided to SSRN and University of Sydney Business School
Downloads 218
50.

On the Rate of Convergence of Binomial Greeks

22nd Australasian Finance and Banking Conference 2009
Number of pages: 39 Posted: 15 Aug 2009
Working Paper Series
Department of Finance, National Taiwan University
Downloads 215