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22nd Australasian Finance & Banking Conference 2009 (Archive)

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.

Share Performance of UK Open Market Share Repurchases

22nd Australasian Finance and Banking Conference 2009
Posted: 28 Mar 2011 Last Revised: 28 Mar 2011
Working Paper Series
School of Management, University of Bath, University of Reading - ICMA Centre and Birkbeck, University of London
2.

Does Bank Efficiency Matter? Market Value Relevance of Bank Efficiency in Australia

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 15 Oct 2010 Last Revised: 15 Oct 2010
Working Paper Series
University of Newcastle (Australia) - Newcastle Business School and Qilu University of Technology
Downloads 171
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 829
4.

Aspects Regarding Internet Banking Services in Romania

Annals of the University of Petroşani, Economics, Vol. 9, No. 3, pp. 239-248, 2009,
Number of pages: 10 Posted: 13 Jan 2010
Accepted Paper Series
University of Petrosani, University of Petrosani and University of Petrosani
Downloads 209
5.

Bank Stock Returns under Money Supply Endogeneity: Empirical Evidence Using Panel Data

22nd Australasian Finance and Banking Conference 2009
Number of pages: 54 Posted: 27 Oct 2009
Working Paper Series
Bond University
Downloads 214
6.

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 602
7.

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 796
8.

Trading Volume, Heterogeneous Expectations and Earnings Announcements

22nd Australasian Finance and Banking Conference 2009
Number of pages: 34 Posted: 03 Sep 2009
Working Paper Series
affiliation not provided to SSRN and University Savoie Mont-Blanc, IREGE
Downloads 118
9.

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 585
10.

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 508
11.

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 278
12.

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 276
13.

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 241
14.

Banking Competition and the Lending Channel: Evidence from Bank-Level Data In Asia and Latin America

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 31 Aug 2009 Last Revised: 16 Jan 2017
Working Paper Series
Drexel University - Department of Economics & International Business, Drexel University - Department of Economics & International Business and Drexel University - Department of Economics & International Business

Multiple version iconThere are 2 versions of this paper

Downloads 179
15.

Do Announcements of Corporate Bond Rating Revisions Matter?

22nd Australasian Finance and Banking Conference 2009
Number of pages: 31 Posted: 31 Aug 2009 Last Revised: 25 Nov 2009
Working Paper Series
RMIT University - School of Economics, Finance and Marketing, Monash University, Victoria University and La Trobe Business School
Downloads 158
16.

Global Market Integration from Stock Analyst Forecasts

22nd Australasian Finance and Banking Conference 2009
Number of pages: 1 Posted: 31 Aug 2009
Working Paper Series
The Chinese University of Hong Kong, Shenzhen and The University of Sydney - Business School
Downloads 137
17.

Structural Breaks in Spot and Futures Crude Palm Oil Returns

22nd Australasian Finance and Banking Conference 2009
Number of pages: 33 Posted: 31 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
University of Malaya and University of Malaya (Business and Accountancy)

Multiple version iconThere are 2 versions of this paper

Downloads 137
18.

House Money, Counterfactual and the Disposition Effect

22nd Australasian Finance and Banking Conference 2009
Number of pages: 34 Posted: 31 Aug 2009
Working Paper Series
Department of Finance, National Taiwan University, Fu-Jen Catholic University - Department of Business Administration and affiliation not provided to SSRN
Downloads 132
19.

Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis

22nd Australasian Finance and Banking Conference 2009
Posted: 30 Aug 2009 Last Revised: 30 Jun 2010
Working Paper Series
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University and Edith Cowan University - School of Accounting, Finance and Economics
20.

Foreign Ownership and Local Market Reaction to Changes of the Constituents in the International Stock Index: Evidence from Additions to and Deletions from Msci Taiwan Index

22nd Australasian Finance and Banking Conference 2009
Number of pages: 36 Posted: 28 Aug 2009
Working Paper Series
National Central University at Taiwan - Department of Finance and National Central University at Taiwan
Downloads 121
21.

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 237
22.

Opening Jump and Noise Trading

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 27 Aug 2009 Last Revised: 11 Jul 2011
Working Paper Series
Institute for Financial Management and Research (IFMR), Institute for Financial Management and Research, Nungambakkam and Institute for Financial Management and Research
Downloads 202
23.

The Impact of Subprime Mortgage Crisis on Cross-Currency Linkage of LIBOR-OIS Spreads

22nd Australasian Finance and Banking Conference 2009
Number of pages: 42 Posted: 27 Aug 2009 Last Revised: 25 Apr 2011
Working Paper Series
Monash University - Department of Accounting and Monash University - Department of Accounting
Downloads 149
24.

When and How US Dollar Shortages Evolved into the Full Crisis? Evidence from the Cross-Currency Swap Market

22nd Australasian Finance and Banking Conference 2009
Number of pages: 40 Posted: 27 Aug 2009 Last Revised: 07 Dec 2009
Working Paper Series
affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 146
25.

New Evidence on the Pricing and Performance of Initial Public Offerings in Thailand: 1997–2008

22nd Australasian Finance and Banking Conference 2009
Number of pages: 23 Posted: 27 Aug 2009
Working Paper Series
Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 112
26.

Are Foreign Earnings Disclosures Value-Relevant? Disaggregation Solves the Puzzle

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 26 Aug 2009
Working Paper Series
IESEG School of Management Lille/Paris and HEC Management School University of Liège
Downloads 92
27.

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 279
28.

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 607
29.

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 413
30.

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 387
31.

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 278
32.

Causes and Consequences of the Global Economic Crisis in the Present Period and its Impact on the Slovak Republic

22nd Australasian Finance and Banking Conference 2009
Number of pages: 10 Posted: 25 Aug 2009
Working Paper Series
affiliation not provided to SSRN
Downloads 229
33.

One Half-Billion Shareholders and Counting - Determinants of Individual Share Ownership Around the World

22nd Australasian Finance and Banking Conference 2009
Number of pages: 45 Posted: 25 Aug 2009
Working Paper Series
University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO), University of Oklahoma and University of Bath - Centre for Governance, Regulation and Industrial Strategy; School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 227
34.

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 222
35.

Contagion Risk in the Australian Banking and Property Sectors

Journal of Banking and Finance, Vol. 3, No. 3, pp.691-697, 2011, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 25 Aug 2009 Last Revised: 11 Feb 2011
Accepted Paper Series
Vrije Universiteit Amsterdam, School of Business and Economics and Massey University - Department of Commerce
Downloads 202
36.

Analysts’ Incentive- and Cognitive-Based Processing Biases: Evidence from Recommendation Revisions

Asia-Pacific Journal of Accounting & Economics, 21:4, 443-471, 2014
Number of pages: 44 Posted: 25 Aug 2009 Last Revised: 17 Jun 2018
Accepted Paper Series
Yuan Ze University and National Taiwan University
Downloads 141
37.

Gaussian Slug - Simple Nonlinearity Enhancement to the 1-Factor and Gaussian Copula Models in Finance, with Parametric Estimation and Goodness-of-Fit Tests on US and Thai Equity Data

22nd Australasian Finance and Banking Conference 2009
Number of pages: 17 Posted: 25 Aug 2009 Last Revised: 04 Jan 2016
Working Paper Series
affiliation not provided to SSRN and Financial Institutions Strategy Department, Bank of Thailand
Downloads 128
38.

Efficient Computation of Value at Risk with Heavy-Tailed Risk Factors

22nd Australasian Finance and Banking Conference 2009
Number of pages: 24 Posted: 25 Aug 2009
Working Paper Series
Academia Sinica, Hong Kong University of Science & Technology (HKUST) - Department of Information & Systems Management, University of Illinois at Urbana-Champaign and Department of Finance, National Taiwan University
Downloads 121
39.

Explaining Increases in Xenophobia in Post-Communist Russia

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 25 Aug 2009
Working Paper Series
Monash University
Downloads 119
40.

The Smoothing of Reported Corporate Earnings Through Target Setting: Acceptable Practice or Shareholder Deception

22nd Australasian Finance and Banking Conference 2009
Number of pages: 33 Posted: 25 Aug 2009
Working Paper Series
Deakin University - Deakin Business School and University of Wollongong, School of Mathematics and Applied Statistics
Downloads 109
41.

Pricing Dynamic Guaranteed Funds Under a Double Exponential Jump Diffusion Model

22nd Australasian Finance and Banking Conference 2009
Number of pages: 47 Posted: 25 Aug 2009
Working Paper Series
National Central University at Taiwan - Department of Finance, National Central University at Taiwan - Department of Finance and National Central University at Taiwan - Department of Finance
Downloads 106
42.

Zero-Value Company Returns, Thin Trading and the Use of State Asset Pricing Models in Event Study Research

22nd Australasian Finance and Banking Conference 2009
Number of pages: 29 Posted: 25 Aug 2009
Working Paper Series
University of Canterbury
Downloads 99
43.

The Asymptotics of Extreme Returns in the Australian Stock Market

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 25 Aug 2009
Working Paper Series
University of Tasmania, Curtin University of Technology - Department of Finance and Curtin University of Technology
Downloads 87
44.

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 681
45.

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 592
46.

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 471
47.

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 401
48.

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 378
49.

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 350
50.

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 292