SSRN 23rd Australasian Finance & Banking Conference 2010 (Archive)

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Viewing: 1 - 50 of 111 papers

1.

Market Dynamics & Systemic Risk

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 36 Posted: 04 Jun 2010 Last Revised: 25 Apr 2016

Working Paper Series

Milan Boran

Cambridge University

Downloads 1,674

2.

CEO Ownership and Stock Market Performance, and Managerial Discretion

Journal of Finance, Forthcoming

Number of pages: 102 Posted: 16 Feb 2009 Last Revised: 08 May 2013

Accepted Paper Series

Ulf von Lilienfeld-Toal and Stefan Ruenzi

Luxembourg School of Finance and University of Mannheim - Department of International Finance

Downloads 1,513

3.

Portfolio Returns and Manager Activity: How to Decompose Tracking Error into Security Selection and Market Timing

Journal of Empirical Finance, Vol. 19, No. 3, 2012, 23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 25 Posted: 18 Nov 2008 Last Revised: 12 Sep 2013

Accepted Paper Series

Anders G. Ekholm

Lappeenranta University of Technology (LUT)

Downloads 1,504

4.

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

Jamie Alcock, Eva Steiner and Kelvin Jui Keng Tan

The University of Sydney Business School, School of Hotel Administration, Cornell University and University of Queensland - Business School

Downloads 908

5.

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

Ian Gregory, Christian-Oliver Ewald and Pieter Knox

The University of Sydney - School of Mathematics and Statistics, University of Glasgow and affiliation not provided to SSRN

Downloads 773

6.

Stock Market Predictability and Industrial Metal Returns

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 50 Posted: 19 Aug 2010 Last Revised: 12 Jul 2016

Working Paper Series

Ben Jacobsen, Ben R. Marshall and Nuttawat Visaltanachoti

Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance

Downloads 682

7.

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

Craig D. Mellare

The University of Sydney

Downloads 656

8.

Constant vs. Time-Varying Beta Models: Further Forecast Evaluation

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 30 Posted: 16 Aug 2010 Last Revised: 09 Apr 2011

Working Paper Series

Jonathan J. Reeves and Haifeng Wu

UNSW Business School, University of New South Wales and Australian School of Business

Downloads 645

9.

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

TaeHyuk Kim and Aejin Ha

Pusan National University and Pusan National University

Downloads 561

10.

Streaks in Earnings Surprises and the Cross-section of Stock Returns

Management Science, Forthcoming

Number of pages: 34 Posted: 16 Feb 2009 Last Revised: 14 Nov 2013

Working Paper Series

Roger Loh and Mitch Warachka

Singapore Management University - Lee Kong Chian School of Business and University of San Diego

Downloads 512

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

Hsin-I Chou, Gloria Yuan Tian and Xiangkang Yin

La Trobe University - Department of Finance, La Trobe Business School, University of Lethbridge Calgary Campus and La Trobe University - La Trobe Business School

There are 2 versions of this paper

Downloads 510

12.

Systemic Risk: What Defaults are Telling Us

Management Science, Vol. 57, No. 8, pp. 1387-1405, 2011

Number of pages: 34 Posted: 15 Sep 2009 Last Revised: 18 Mar 2012

Accepted Paper Series

Kay Giesecke and Baeho Kim

Stanford University - Management Science & Engineering and Korea University Business School (KUBS)

Downloads 499

13.

Public Opinion and Executive Compensation

Management Science, 58 (7): 1249-1272, July 2012

Number of pages: 33 Posted: 20 May 2010 Last Revised: 24 Apr 2014

Accepted Paper Series

Camelia M. Kuhnen and Alexandra Niessen-Ruenzi

University of North Carolina Kenan-Flagler Business School and University of Mannheim - Department of Finance

Downloads 482

14.

Stock Market Reaction to the Global Financial Crisis: The Role of Corporate Governance and Product Quality Ratings in the Lehman Brothers' Event

Sustainable Investment and Corporate Governance Working Papers, 23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 42 Posted: 26 Jul 2010

Working Paper Series

Leonardo Becchetti, Claudia Ceniccola and Rocco Ciciretti

University of Rome, Tor Vergata - Faculty of Economics, University of Leicester - School of Management and University of Rome II - Department of Economics and Finance

Downloads 468

15.

Risky Lending: Does Bank Corporate Governance Matter?

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 50 Posted: 20 Aug 2010 Last Revised: 20 Aug 2015

Working Paper Series

Olubunmi Faleye and Karthik Krishnan

Northeastern University - Finance Group and Northeastern University

Downloads 455

16.

Cross-Region, Cross-Sector Asset Allocation with Regimes

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 52 Posted: 09 Aug 2010 Last Revised: 27 Jan 2013

Working Paper Series

Yiwen (Paul) Dou, David R. Gallagher, David Schneider and Terry S. Walter

Macquarie University, Capital Markets CRC Limited, UniSuper Management Limited and University of Sydney

Downloads 421

17.

State Ownership, Soft-Budget Constraint and Cash Holdings: Evidence from China’s Privatized Firms

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 48 Posted: 03 Aug 2010 Last Revised: 14 Nov 2012

Working Paper Series

William L. Megginson and Zuobao Wei

University of Oklahoma and University of Texas at El Paso

Downloads 413

18.

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

James Booth and Lena Booth

DePaul University - Department of Finance and Thunderbird, School of Global Management

Downloads 413

19.

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

Andi Duqi and Giuseppe Torluccio

University of Sharjah and University of Bologna - Department of Management

Downloads 411

20.

Takeover Defenses, Innovation, and Value-Creation: Evidence from Acquisition Decisions

Strategic Management Journal, 2014, Vol. 35, No. 5, pp. 668-690, DOI: 10.1002/smj.2121

Number of pages: 34 Posted: 29 Mar 2010 Last Revised: 29 Jul 2014

Accepted Paper Series

Mark Humphery-Jenner

UNSW Business School

Downloads 374

21.

Asset Price Dynamics with Limited Attention

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 56 Posted: 01 Aug 2010 Last Revised: 10 Jan 2014

Working Paper Series

Terrence Hendershott, Sunny X. LI, Albert J. Menkveld and Mark S. Seasholes

University of California, Berkeley - Haas School of Business, VU University Amsterdam, VU University Amsterdam and Hong Kong University of Science & Technology (HKUST)

Downloads 371

22.

Are You Smarter than a CFA'er? Manager Qualifications and Portfolio Performance

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 24 Posted: 21 Aug 2010

Working Paper Series

Oguzhan C. Dincer, Russell B. Gregory-Allen and Hany A. Shawky

Illinois State University - Department of Economics, Massey University - Department of Commerce and State University of New York at Albany - School of Business and Center for Institutional Investment Management

Downloads 367

23.

Liquidity Commonality in Commodities

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 30 Posted: 12 May 2010 Last Revised: 27 Jul 2011

Working Paper Series

Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

Massey University - School of Economics and Finance, Massey University and Massey University - Department of Economics and Finance

Downloads 366

24.

Risk Capital Allocation for RORAC Optimization

Journal of Banking and Finance, Vol. 35, pp. 3001-3009, 2011

Number of pages: 23 Posted: 06 Jul 2010 Last Revised: 31 Aug 2011

Accepted Paper Series

Arne Buch, Gregor Dorfleitner and Maximilian Wimmer

affiliation not provided to SSRN, Universität Regensburg and University of Regensburg

Downloads 358

25.

Selective Publicity and Stock Prices

Journal of Finance, 67 (2), 599-637, April 2012., 23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 58 Posted: 24 Jan 2010 Last Revised: 28 Jun 2014

Accepted Paper Series

David H. Solomon

Boston College - Carroll School of Management

Downloads 354

26.

Shareholders in the Boardroom: Wealth Effects of the SEC’s Rule to Facilitate Director Nominations

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 50 Posted: 22 Dec 2009 Last Revised: 30 Jun 2011

Working Paper Series

Ali C. Akyol, Wei Fen Lim and Patrick Verwijmeren

University of Melbourne - Department of Finance, University of Melbourne and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 347

27.

National Culture and Corporate Governance

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 65 Posted: 18 Aug 2010 Last Revised: 07 Jan 2011

Working Paper Series

Wolfgang Breuer and Astrid Juliane Salzmann

Aachen University - Department of Finance and RWTH Aachen University - Department of Finance

There are 2 versions of this paper

Downloads 345

28.

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

Andrew R. Grant and Jason Phung

University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney - Discipline of Finance

Downloads 333

29.

Does Bonus Deferral Reduce Risk Taking?

Number of pages: 28 Posted: 22 Aug 2010 Last Revised: 23 Jul 2014

Working Paper Series

Dietmar Leisen

University of Mainz - Department of Banking

There are 2 versions of this paper

Downloads 318

30.

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

Yaqiong (Chelsea) Yao

Lancaster University - Management School

Downloads 304

31.

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

Omesh Kini, Nishant Dass, Bunyamin Onal, Jun Wang and Vikram K. Nanda

Georgia State University, Georgia Institute of Technology - Scheller College of Business, Aalto University, City University of New York, CUNY 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 302

32.

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

Liyin Hooi, Marvin Wee and Millicent Chang

University of Western Australia, ANU CBE Research School of Accounting and University of Western Australia

Downloads 300

33.

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

Param Silvapulle, Xiangjin Bruce Chen and Mervyn J Silvapulle

Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics

Downloads 293

34.

Corporate Risk Management: The Hedging Footprint

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 38 Posted: 08 Aug 2010

Working Paper Series

Peter MacKay and Sara B. Moeller

Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Pittsburgh - Finance Group

Downloads 276

35.

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

Pierre Chaigneau

Queen's University

Downloads 271

36.

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

Mamoru Matsumoto and Konari Uchida

The University of Kitakyushu and Kyushu University

Downloads 265

37.

Unconstrained Estimates of the Equity Risk Premium

Forthcoming in Review of Accounting Studies, 2013, 18 (2), June, Accepted 26 March 2012.

Number of pages: 62 Posted: 13 Feb 2010 Last Revised: 13 Mar 2013

Accepted Paper Series

Tristan Fitzgerald, Stephen Gray, Jason Hall and Ravi Jeyaraj

University of Queensland - Business School, University of Queensland - Business School, University of Michigan, Stephen M. Ross School of Business and University of Queensland - Business School

Downloads 249

38.

Determinants of Corporate Default: Systematic Distress, Sectoral Distress and Credit Contagion

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 37 Posted: 24 Jul 2010 Last Revised: 29 Nov 2010

Working Paper Series

Tao Wang

National University of Singapore (NUS) - Department of Finance

Downloads 237

39.

On the Optimal Allocation of Power between Shareholders and Managers

USC CLEO Research Paper No. C10-12, USC Law Legal Studies Paper No. 10-13, 23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 46 Posted: 06 Aug 2010 Last Revised: 09 Dec 2014

Working Paper Series

Nina Walton

University of Southern California

Downloads 227

40.

On Clearing Coupled Day-Ahead Electricity Markets

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 15 Posted: 18 Aug 2010 Last Revised: 03 Nov 2010

Working Paper Series

Alexander Martin, Johannes C. Müller and Sebastian Pokutta

University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg, University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Georgia Institute of Technology

Downloads 206

41.

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

Julia Henker and Thomas Henker

Bond University and Bond University

Downloads 206

42.

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

Yiwen (Paul) Dou, James E. Hunton, Cameron Truong and Madhu Veeraraghavan

Macquarie University, Bentley University - Department of Accountancy, Monash University and T.A. PAI Management Institute, Finance Area

There are 2 versions of this paper

Downloads 205

43.

Stock Repurchases and TARP in the Financial Industry

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 41 Posted: 21 Aug 2010 Last Revised: 06 Nov 2010

Working Paper Series

Monica Banyi, Susan Perry Williams and Susan L. Porter

University of Idaho - Department of Accounting, University of Virginia - McIntire School of Commerce and University of Virginia - McIntire School of Commerce

Downloads 202

44.

Funding Liquidity and Equity Liquidity in the Subprime Crisis Period: Evidence from the Financial ETFs Market

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 38 Posted: 21 Aug 2010

Working Paper Series

Junmao Chiu, Huimin Chung and Keng-Yu Ho

National Chiao-Tung University, National Chiao-Tung University - Graduate Institute of Finance and National Taiwan University - Department of Finance

Downloads 194

45.

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

Warwick W. Anderson

University of Canterbury

Downloads 193

46.

Board Monitoring and the Wall Street Rule

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 48 Posted: 15 Aug 2010 Last Revised: 27 Sep 2010

Working Paper Series

Brandon Chen

Victoria University of Wellington

Downloads 193

47.

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

Christophe Faugère

Kedge Business School Bordeaux

Downloads 191

48.

Non-Dividend Paying Stocks and the Negative Value Premium

23rd Australasian Finance and Banking Conference 2010 Paper

Number of pages: 26 Posted: 09 Aug 2010 Last Revised: 17 May 2014

Working Paper Series

George Blazenko and Yufen Fu

Simon Fraser University (SFU) - Finance Area and Tunghai University

Downloads 189

49.

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

John W. Byrd, Donald R. Fraser, D. Scott Lee and Semih Tartaroglu

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 185

50.

Competition in Financial Services: Evidence from British Mutual Funds

Empirical Legal Studies Conferences, 6th Annual Conference on Empirical Legal Studies, November 4-5, 2011

Number of pages: 44 Posted: 17 Jan 2010 Last Revised: 23 Nov 2012

Working Paper Series

A. Joseph Warburton

Syracuse University - College of Law

Downloads 177

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