1.
How Much Do CEO Incentives Matter?
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 45
Posted: 19 Nov 2010
Working Paper Series
UNSW Australia Business School, School of Banking and Finance
Downloads
152
2.
Investor Sentiment and Market Anomalies
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 24
Posted: 12 Nov 2010
Last Revised: 16 Nov 2010
Working Paper Series
Pusan National University and Pusan National University
Downloads
714
3.
Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 47
Posted: 10 Oct 2010
Working Paper Series
Macquarie University, Bentley University - Department of Accountancy, Monash University and T.A. PAI Management Institute, Finance Area
There are 2 versions of this paper
Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 47
Posted: 10 Oct 2010
Downloads
223
Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets
Finance and Corporate Governance Conference 2011 Paper
Number of pages: 47
Posted: 01 Dec 2010
Downloads
128
Downloads
223
4.
Are Two Heads Better Than One? Evidence from the Thrift Crisis
Journal of Banking and Finance, 36, April 2012, 957-967., Mays Business School Research Paper No. 2011-11
Number of pages: 34
Posted: 06 Sep 2010
Last Revised: 28 Sep 2012
Accepted Paper Series
University of Colorado at Denver, Texas A&M University - Department of Finance, University of Nevada, Las Vegas - Lee Business School and Wichita State University
Downloads
190
5.
Pension Plan Risk-Taking: Does It Matter If the Sponsor is Publicly-Traded?
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 37
Posted: 03 Sep 2010
Working Paper Series
Simon Fraser University
Downloads
90
6.
IPO's: The Impact of Venture Capital Links?
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 26
Posted: 30 Aug 2010
Working Paper Series
The University of Sydney
Downloads
682
7.
Equity Options During the Short Ban of 2008
Fordham University Schools of Business Research Paper No. 2010-004, 23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 63
Posted: 27 Aug 2010
Last Revised: 21 Oct 2010
Working Paper Series
Fordham University, Fordham University - Gabelli School of Business and Fordham University - Finance Area
Downloads
101
8.
Board Expertise: Do Directors from Related Industries Help Bridge the Information Gap?
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 57
Posted: 25 Aug 2010
Last Revised: 26 Oct 2015
Working Paper Series
Georgia State University, Georgia Institute of Technology - Scheller College of Business, Aalto University, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads
363
9.
Analytical Pairs Trading Under Different Assumptions on the Spread and Ratio Dynamics
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 40
Posted: 25 Aug 2010
Last Revised: 05 Apr 2011
Working Paper Series
The University of Sydney - School of Mathematics and Statistics, University of Glasgow and affiliation not provided to SSRN
Downloads
851
10.
Rumors of Mergers and Acquisitions: Market Efficiency and Markup Pricing
23rd Australasian Finance and Banking Conference 2010 Paper, Finance and Corporate Governance Conference 2011 Paper
Number of pages: 48
Posted: 25 Aug 2010
Last Revised: 02 Mar 2011
Working Paper Series
RMIT University, University of Lethbridge Calgary Campus and Deakin University
There are 2 versions of this paper
Rumors of Mergers and Acquisitions: Market Efficiency and Markup Pricing
23rd Australasian Finance and Banking Conference 2010 Paper, Finance and Corporate Governance Conference 2011 Paper
Number of pages: 48
Posted: 25 Aug 2010
Last Revised: 02 Mar 2011
Downloads
563
Rumors of Mergers and Acquisitions: Market Efficiency and Markup Pricing
Number of pages: 48
Posted: 14 Mar 2011
Downloads
19
Downloads
563
11.
Survivorship Bias and Alternative Explanations of Momentum Effect
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 38
Posted: 25 Aug 2010
Last Revised: 04 Dec 2014
Working Paper Series
Bond University and Bond University
Downloads
221
12.
A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33
Posted: 25 Aug 2010
Working Paper Series
University of Canterbury
Downloads
200
13.
Asset Selection Using a Factor Model and Data Envelope Analysis-A Quantile Regression Approach
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 14
Posted: 25 Aug 2010
Working Paper Series
School of Mathematics and Statistics, The University of Sydney and Edith Cowan University
Downloads
179
14.
Why Firms Use Derivatives: Evidence from New Zealand
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 28
Posted: 25 Aug 2010
Working Paper Series
Massey University - School of Economics and Finance
Downloads
170
15.
House Money and Investment Risk Taking
23rd Australasian Finance and Banking Conference 2010 Paper
Posted: 25 Aug 2010
Working Paper Series
Shih Hsin University - Department of Finance and National Chengchi University (NCCU) - Department of Finance and Banking
Downloads
146
16.
Trading Activity and Realized Volatility: Evidence with Decomposed Trading Volume and Order Imbalance
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 37
Posted: 25 Aug 2010
Last Revised: 24 Nov 2010
Working Paper Series
Monash University, Monash University - Department of Econometrics and Business Statistics, The University of Western Australia and Monash University
Downloads
143
17.
Estimation of Expected Operational Losses: Approaches Based on Heavy Right-Tailed Distributions
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 25
Posted: 25 Aug 2010
Last Revised: 30 Oct 2010
Working Paper Series
Monash University - Department of Econometrics & Business Statistics
Downloads
90
18.
Macroeconomic Fluctuations as Sources of Luck in CEO Compensation
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 29
Posted: 24 Aug 2010
Last Revised: 13 Nov 2013
Working Paper Series
California State University, Northridge, Research Institute of Industrial Economics (IFN), Chapman University and Göteborg University - School of Business, Economics and Law
Downloads
22
19.
Why is IPO Underpricing a Global Phenomenon?
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 42
Posted: 24 Aug 2010
Working Paper Series
DePaul University - Department of Finance and Thunderbird, School of Global Management
Downloads
459
20.
Idiosyncratic Volatility, Return Reversals and Momentum: Australian Evidence
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 41
Posted: 24 Aug 2010
Working Paper Series
University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney - Discipline of Finance
Downloads
370
21.
Internal Corporate Governance Mechanisms and Foreign Investors: Evidence from Japanese IPOs
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 52
Posted: 24 Aug 2010
Working Paper Series
The University of Kitakyusyu and Kyushu University
Downloads
301
22.
A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios Before and After the Global Financial Crisis
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 56
Posted: 24 Aug 2010
Last Revised: 19 Jul 2012
Working Paper Series
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads
300
23.
Risk-Shifting and the Regulation of Bank CEOs' Compensation
Journal of Financial Stability, Vol. 9, No. 4, 2013, 23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 30
Posted: 24 Aug 2010
Last Revised: 03 Aug 2016
Accepted Paper Series
Queen's University
Downloads
287
24.
The Equity Fear Premium and Daily Comovements of the S&P 500 E/P Ratio and Treasury Yields Before and During the 2007 Financial Crisis
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 50
Posted: 24 Aug 2010
Last Revised: 02 Jul 2011
Working Paper Series
Kedge Business School Bordeaux
Downloads
196
25.
Monitoring, Bailouts, and Penalties: An Integrated Framework of Government Policies to Manage the Too Big to Fail Problem
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 36
Posted: 24 Aug 2010
Last Revised: 18 Oct 2013
Working Paper Series
Deakin University and State Street Corporation
Downloads
166
26.
Post-Retirement Financial Planning with Discrete Dynamic Programming: A Practical Approach
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33
Posted: 24 Aug 2010
Last Revised: 05 Nov 2010
Working Paper Series
Macquarie University
Downloads
165
27.
Idiosyncratic Risk, Governance and Equity Performance
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 21
Posted: 24 Aug 2010
Last Revised: 27 Aug 2010
Working Paper Series
University of North Carolina (UNC) at Charlotte, University of North Carolina (UNC) at Charlotte - Department of Finance and Valdosta State University - Langdale College of Business Administration
Downloads
149
28.
Integration of Stapled A-REIT, Stock and Bond Returns
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 26
Posted: 24 Aug 2010
Last Revised: 07 Nov 2010
Working Paper Series
School of Finance and Business Economics
Downloads
129
29.
Idiosyncratic Volatility and Retail Investor Preferences in the Australian Market
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 52
Posted: 24 Aug 2010
Working Paper Series
affiliation not provided to SSRN and Bond University
Downloads
116
30.
Selectivity, Style, Sentiment and Skill in Mutual Fund Trades
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27
Posted: 24 Aug 2010
Working Paper Series
Murdoch University, Murdoch University, Murdoch University and University of New South Wales (UNSW) - Australian School of Business
Downloads
113
31.
Heterogeneity and Strategic Choices: The Case of Stock Repurchases
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 39
Posted: 24 Aug 2010
Working Paper Series
Zayed University and Curtin University - School of Economics and Finance
Downloads
95
32.
Fee for Service, Outperformance or Assets Under Management? Indications from Generalized Log Utility
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 20
Posted: 24 Aug 2010
Working Paper Series
Macquarie University and Macquarie University - Department of Economics
Downloads
46
33.
On the Capital Structure of Real Estate Firms
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 32
Posted: 23 Aug 2010
Last Revised: 05 Apr 2011
Working Paper Series
The University of Sydney Business School, Cornell SC Johnson College of Business and University of Queensland - Business School
Downloads
977
34.
Momentum, Contrarian, and the January Seasonality
Journal of Banking and Finance, Forthcoming
Number of pages: 42
Posted: 23 Aug 2010
Last Revised: 30 Apr 2012
Working Paper Series
Lancaster University - Management School
Downloads
384
35.
The Impact of Investor Relations Disclosure on Analysts’ Forecasts
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27
Posted: 23 Aug 2010
Working Paper Series
The University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads
326
36.
The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33
Posted: 23 Aug 2010
Working Paper Series
University of Queensland - Business School, ESG Research Services Australia and University of Queensland - Business School
There are 2 versions of this paper
The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33
Posted: 23 Aug 2010
Downloads
187
The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms
Australian Journal of Management, Vol. 37, No. 2, 2012
Posted: 04 Aug 2012
Downloads
187
37.
Grid Expansion Investments When Production is Uncertain - A Real Options Model in the Context of Renewables
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 16
Posted: 23 Aug 2010
Last Revised: 06 Nov 2010
Working Paper Series
Research Institute for Regulatory Economics and Vienna University of Economics and Business - Department of Corporate Finance
Downloads
96
38.
Will Tighter Futures Price Limits Decrease Hedge Effectiveness?
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 46
Posted: 23 Aug 2010
Working Paper Series
University of Melbourne
Downloads
89
39.
Investor Attention, Information Diffusion and Industry Returns
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 14
Posted: 23 Aug 2010
Last Revised: 23 Aug 2015
Working Paper Series
Western Sydney University and University of Newcastle (Australia) - Newcastle Business School
There are 2 versions of this paper
Investor Attention, Information Diffusion and Industry Returns
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 14
Posted: 23 Aug 2010
Last Revised: 23 Aug 2015
Downloads
72
Investor Attention, Information Diffusion and Industry Returns
Pacific-Basin Finance Journal, Vol. 30, No. 30-43, July 2014
Number of pages: 14
Posted: 24 Aug 2015
Downloads
45
Downloads
72
40.
On the Long-Run Holding Returns of Japanese Stocks: Individual Stocks vs. Portfolios
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 29
Posted: 23 Aug 2010
Working Paper Series
Chuo University - Graduate School of Strategic Management, Musashi University - Department of Finance and Keio University - Faculty of Business & Commerce
Downloads
48
41.
Investor Turnover
23rd Australasian Finance and Banking Conference 2010 Paper
Posted: 23 Aug 2010
Last Revised: 15 Mar 2011
Working Paper Series
University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
42.
Portfolio Choice in an Incomplete Market with Frictions
23rd Australasian Finance and Banking Conference 2010 Paper
Posted: 23 Aug 2010
Last Revised: 10 Nov 2011
Working Paper Series
University of Lugano - Institute of Finance
43.
R&D Expenditure and Firm Valuation: Evidence from Europe
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 28
Posted: 22 Aug 2010
Working Paper Series
University of Bologna and University of Bologna - Department of Management
Downloads
446
44.
Does Bonus Deferral Reduce Risk Taking?
Number of pages: 28
Posted: 22 Aug 2010
Last Revised: 23 Jul 2014
Working Paper Series
Johannes Gutenberg University Mainz - Department of Banking
There are 2 versions of this paper
Does Bonus Deferral Reduce Risk Taking?
Number of pages: 28
Posted: 22 Aug 2010
Last Revised: 23 Jul 2014
Downloads
344
Does Bonus Deferral Reduce Risk-Taking?
Journal of Risk, Vol. 18, No. 2, 2015
Number of pages: 24
Posted: 25 Jun 2016
Downloads
344
45.
Efficiency and Market Power in Spanish Banking
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 35
Posted: 22 Aug 2010
Last Revised: 30 Oct 2010
Working Paper Series
Oregon State University - Department of Economics, Oregon State University, University of Valencia - Faculty of Economics and Jaume I University - Department of Economics
Downloads
161
46.
Securitization and Bank Intermediation Function
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 47
Posted: 22 Aug 2010
Last Revised: 07 Dec 2011
Working Paper Series
Toulouse Business School, Université de Toulouse
Downloads
150
47.
Riding the Yield Curve: A Spanning Analysis
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 32
Posted: 22 Aug 2010
Last Revised: 08 Jan 2012
Working Paper Series
University of Alberta - Department of Economics and University of Alberta - Department of Economics
Downloads
131
48.
Dynamic Prediction of Financial Distress in Hedge Funds and Funds-of-Hedge Funds
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 55
Posted: 22 Aug 2010
Working Paper Series
The University of Sydney
Downloads
124
49.
Home Bias and Dutch Pension Funds’ Investment Behaviour
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27
Posted: 22 Aug 2010
Last Revised: 06 Oct 2011
Working Paper Series
De Nederlandsche Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Zayed University - College of Business
Downloads
119
50.
Expiration Day Effects and Futures Trading Profits: Evidence from Taiwan
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 36
Posted: 22 Aug 2010
Working Paper Series
National Chengchi University (NCCU) - Department of Finance and Banking, Southern Taiwan University of Science and Technology, National Chengchi University (NCCU) and National Central University at Taiwan - Department of Finance
Downloads
84
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