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
Cambridge University
Downloads
1,725
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
Luxembourg School of Finance and University of Mannheim - Department of International Finance
Downloads
1,723
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
Lappeenranta University of Technology (LUT)
Downloads
1,539
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
The University of Sydney Business School, School of Hotel Administration, Cornell University and University of Queensland - Business School
Downloads
946
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
The University of Sydney - School of Mathematics and Statistics, University of Glasgow and affiliation not provided to SSRN
Downloads
817
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
Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads
744
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
The University of Sydney
Downloads
671
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
UNSW Business School, University of New South Wales and UNSW Australia Business School, School of Banking and Finance
Downloads
657
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
Pusan National University and Pusan National University
Downloads
618
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
University of Otago - Department of Accountancy and Finance, 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
539
Rumors of Mergers and Acquisitions: Market Efficiency and Markup Pricing
Number of pages: 48
Posted: 14 Mar 2011
Downloads
13
Downloads
539
11.
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
Singapore Management University - Lee Kong Chian School of Business and University of San Diego
Downloads
526
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
Stanford University - Management Science & Engineering and Korea University Business School (KUBS)
Downloads
524
13.
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
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
503
14.
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
University of North Carolina Kenan-Flagler Business School and University of Mannheim - Department of Finance
Downloads
501
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
Northeastern University - Finance Group and Northeastern University
Downloads
490
16.
Asset Price Dynamics with Limited Attention
23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 54
Posted: 01 Aug 2010
Last Revised: 17 Jun 2018
Working Paper Series
University of California, Berkeley - Haas School of Business, VU Amsterdam, Copenhagen Business School - Department of Finance and ASU WP Carey School of Business
Downloads
459
17.
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
Macquarie University, The University of Queensland Business School, UniSuper Management Limited and University of Sydney
Downloads
445
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
DePaul University - Department of Finance and Thunderbird, School of Global Management
Downloads
437
19.
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
University of Oklahoma and University of Texas at El Paso
Downloads
427
20.
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 Sharjah and University of Bologna - Department of Management
Downloads
421
21.
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
UNSW Business School
Downloads
410
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
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
384
23.
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
Boston College - Carroll School of Management
Downloads
373
24.
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
RWTH Aachen University and RWTH Aachen University - Department of Finance
There are 2 versions of this paper
National Culture and Corporate Governance
Sabri Boubaker, Bang D. Nguyen, Duc K. Nguyen (Eds.), “Corporate Governance: Recent Developments and New Trends”, Berlin, pp. 369-398, 2012
Number of pages: 65
Posted: 01 Sep 2008
Last Revised: 15 Dec 2014
Downloads
736
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
Downloads
372
Downloads
372
25.
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
affiliation not provided to SSRN, University of Regensburg - Department of Finance and University of Regensburg
Downloads
372
26.
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
Massey University - School of Economics and Finance, Massey University and Massey University - Department of Economics and Finance
Downloads
371
27.
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
The University of Melbourne - Department of Finance, The University of Melbourne and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads
359
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
University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney - Discipline of Finance
Downloads
348
29.
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
334
30.
Does Bonus Deferral Reduce Risk Taking?
Number of pages: 28
Posted: 22 Aug 2010
Last Revised: 23 Jul 2014
Working Paper Series
University of 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
332
Does Bonus Deferral Reduce Risk-Taking?
Journal of Risk, Vol. 18, No. 2, 2015
Number of pages: 24
Posted: 25 Jun 2016
Downloads
332
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
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
326
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
The University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads
310
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
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads
297
34.
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
281
35.
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
Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Pittsburgh - Finance Group
Downloads
280
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
The University of Kitakyushu and Kyushu University
Downloads
279
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
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
254
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
National University of Singapore (NUS) - Department of Finance
Downloads
247
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
University of Southern California
Downloads
228
40.
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
220
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
124
Downloads
220
41.
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
Victoria University of Wellington
Downloads
218
42.
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
215
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
University of Idaho - Department of Accounting, University of Virginia - McIntire School of Commerce and University of Virginia - McIntire School of Commerce
Downloads
214
44.
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
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg, University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Georgia Institute of Technology
Downloads
211
45.
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
National Chiao-Tung University, National Chiao-Tung University - Graduate Institute of Finance and National Taiwan University - Department of Finance
Downloads
199
46.
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
Simon Fraser University (SFU) - Finance Area and Tunghai University
Downloads
197
47.
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
196
48.
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
191
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
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
188
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
Syracuse University - College of Law
Downloads
178
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