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23rd Australasian Finance & Banking Conference 2010 (Archive)

23rd Australasian Finance & Banking Conference 2010 Logo 23rd Australasian Finance & Banking Conference 2010 Never Stand Still Australian School of Business Banking and Finance

ISBN Number: 978-0-9873127-2-3

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Viewing: 1 - 50 of 110 papers

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 155
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 956
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

Multiple version iconThere are 2 versions of this paper

Downloads 240
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 196
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 92
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 698
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 112
8.

Pricing the Us Residential Asset Through the Rent Flow: A Cross-Sectional Study

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 61 Posted: 26 Aug 2010
Working Paper Series
Fordham University - Finance Area

Multiple version iconThere are 2 versions of this paper

Downloads 2
9.

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 414
10.

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 929
11.

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
University of Otago - Department of Accountancy and FinanceRMIT University, University of Lethbridge Calgary Campus and Deakin University

Multiple version iconThere are 2 versions of this paper

Downloads 613
12.

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 247
13.

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 206
14.

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 204
15.

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 192
16.

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 173
17.

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 147
18.

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 UniversityMonash University - Department of Econometrics & Business Statistics
Downloads 91
19.

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 University of Gothenburg - School of Business, Economics and Law
Downloads 24
20.

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 502
21.

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 Business School - Discipline of Finance and University of Sydney - Discipline of Finance
Downloads 382
22.

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 314
23.

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 308
24.

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 Universityaffiliation not provided to SSRN
Downloads 297
25.

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 204
26.

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 173
27.

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 172
28.

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 University of Arkansas - Department of Finance
Downloads 157
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 137
30.

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 134
31.

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 119
32.

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
33.

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 48
34.

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
University of Oxford, Penn State Smeal College of Business and University of Queensland - Business School
Downloads 1,015
35.

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 - Lancaster University Management School
Downloads 427
36.

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)Financial Research Network (FIRN) and The University of Western Australia
Downloads 338
37.

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, Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences and University of Queensland - Business School

Multiple version iconThere are 2 versions of this paper

Downloads 236
38.

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 97
39.

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 90
40.

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

Multiple version iconThere are 2 versions of this paper

Downloads 75
41.

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 51
42.

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
43.

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
44.

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 - Department of Management and University of Bologna - Department of Management
Downloads 481
45.

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

Multiple version iconThere are 2 versions of this paper

Downloads 361
46.

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 168
47.

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 154
48.

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 135
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: 02 Dec 2020
Working Paper Series
De Nederlandsche Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Zayed University - College of Business
Downloads 128
50.

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 126