1.
Systemic Risk and Bank Consolidation: International Evidence
Journal of Banking and Finance, Forthcoming, Campus for Finance, 2012 WHU Koblenz , Southwestern Finance Association Annual Meeting 2012, Eastern Finance Association Annual Meeting 2012, Midwest Finance Association, Midwest Finance Association 2012 Annual Meeting, 5th Financial Risks International Forum on "Systemic Risk", Institut Louis Bachelier
, 24th Australasian Finance and Banking Conference 2011
Number of pages: 49
Posted: 05 Jan 2012
Last Revised: 20 Nov 2013
Accepted Paper Series
University of Leipzig - Faculty of Economics and Management Science, Ruhr University of Bochum and Heinrich Heine University Dusseldorf
Downloads
690
2.
The Timing of Investment and Stock Returns
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 34
Posted: 22 Nov 2011
Working Paper Series
Monash University - Department of Banking and Finance
Downloads
151
3.
Which Firms Benefit from Strengthening Contract Enforcement? Foreignness as an Asset at Exit in Emerging Economies Private Equity
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 34
Posted: 15 Sep 2011
Working Paper Series
National University of Singapore (NUS) - Department of Business Policy
Downloads
39
4.
Are Australian Mutual Fund Fees Related to Fund Performance?
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 19
Posted: 05 Sep 2011
Last Revised: 05 May 2012
Working Paper Series
University of Adelaide
Downloads
69
5.
What Motivates Block Share Ownership?
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 32
Posted: 04 Sep 2011
Working Paper Series
University of Melbourne and University of Melbourne - Law School
Downloads
133
6.
Asset Pricing Anomalies and Macroeconomic Risk
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45
Posted: 01 Sep 2011
Working Paper Series
Monash University, University of Melbourne - Department of Finance and University of Newcastle
Downloads
206
7.
Portfolio Credit Risk of Default and Spread Widening
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 19
Posted: 31 Aug 2011
Working Paper Series
Shanghai University of Finance and Economics
Downloads
131
8.
Does Institutional Diversification of the Financial System Promote Economic Growth?
24th Australasian Finance and Banking Conference 2011 Paper
Posted: 30 Aug 2011
Last Revised: 15 May 2015
Working Paper Series
Gustavson School of Business, University of Victoria
9.
Financial Stress Index: Identification of Systemic Risk Conditions
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 58
Posted: 28 Aug 2011
Last Revised: 06 Apr 2013
Working Paper Series
Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) and Federal Reserve Banks - Federal Reserve Bank of Cleveland
There are 2 versions of this paper
Financial Stress Index: Identification of Systemic Risk Conditions
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 58
Posted: 28 Aug 2011
Last Revised: 06 Apr 2013
Downloads
620
The Financial Stress Index: Identification of Systemic Risk Conditions
FRB of Cleveland Working Paper No. 11-30
Number of pages: 75
Posted: 10 Nov 2011
Last Revised: 06 Apr 2013
Downloads
349
Downloads
620
10.
Do Local Individual Investors Learn from Foreign Fund Flows?
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 41
Posted: 28 Aug 2011
Last Revised: 17 Feb 2012
Working Paper Series
University of Oregon and University of Oregon - Lundquist College of Business
Downloads
91
11.
Can US Economic Variables Predict the Chinese Stock Market?
Pacific-Basin Finance Journal, Forthcoming
, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 32
Posted: 27 Aug 2011
Last Revised: 13 Nov 2013
Accepted Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Singapore Management University - Lee Kong Chian School of Business and Department of Statistics and Finance, University of Science and Technology of China
Downloads
192
12.
Explaining Momentum Strategies Using Intrinsic Price Fluctuations
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 63
Posted: 27 Aug 2011
Last Revised: 07 Jan 2012
Working Paper Series
Imperial College Business School
Downloads
635
13.
Are Co-Skewness and Co-Kurtosis Factors Priced?
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 38
Posted: 27 Aug 2011
Working Paper Series
University of Western Australia, The University of Western Australia and The University of Western Australia
Downloads
350
14.
Foreign Institutional Investors and Corporate Governance in Emerging Markets: Evidence from Split Share Reform in China
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 50
Posted: 27 Aug 2011
Last Revised: 16 Mar 2012
Working Paper Series
University of Hawaii at Manoa - Shidler College of Business and Jinan University - Department of Finance
Downloads
284
15.
Credit Supply Shocks, Financial Constraints and Investments for Small and Medium-sized Firms
Number of pages: 47
Posted: 27 Aug 2011
Last Revised: 17 Apr 2018
Working Paper Series
Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance
Downloads
149
16.
Market Discipline and Deposit Guarantee: Evidence from Australian Banks
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 46
Posted: 27 Aug 2011
Last Revised: 21 Nov 2011
Working Paper Series
Monash University - Department of Banking and Finance, Monash University - Department of Banking and Finance, Monash University and Monash University - Monash Business School - Department of Banking and Finance
There are 2 versions of this paper
Market Discipline and Deposit Guarantee: Evidence from Australian Banks
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 46
Posted: 27 Aug 2011
Last Revised: 21 Nov 2011
Downloads
100
Market Discipline and Deposit Guarantee: Evidence from Australian Banks
International Review of Finance, Vol. 14, Issue 3, pp. 431-457, 2014
Number of pages: 27
Posted: 28 Aug 2014
Downloads
1
Downloads
100
17.
Corporate Innovations and Mergers and Acquisitions
Journal of Finance, Forthcoming
Number of pages: 78
Posted: 26 Aug 2011
Last Revised: 06 Nov 2014
Accepted Paper Series
University of British Columbia - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
There are 2 versions of this paper
Corporate Innovations and Mergers and Acquisitions
AFA 2012 Chicago Meetings Paper
Number of pages: 66
Posted: 18 Dec 2010
Last Revised: 29 Jul 2014
Downloads
945
Corporate Innovations and Mergers and Acquisitions
Journal of Finance, Forthcoming
Number of pages: 78
Posted: 26 Aug 2011
Last Revised: 06 Nov 2014
Downloads
701
Downloads
701
18.
SAFE: An Early Warning System for Systemic Banking Risk
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 48
Posted: 26 Aug 2011
Working Paper Series
Case Western Reserve University - Weatherhead School of Management, Indiana University, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Baden-Wuerttemberg Cooperative State University Mosbach (DHBW), Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
There are 3 versions of this paper
SAFE: An Early Warning System for Systemic Banking Risk
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 48
Posted: 26 Aug 2011
Downloads
352
SAFE: An Early Warning System for Systemic Banking Risk
FRB of Cleveland Working Paper No. 11-29
Number of pages: 80
Posted: 01 Nov 2011
Downloads
160
SAFE: An Early Warning System for Systemic Banking Risk
Journal of Banking & Finance, Available online 13 March 2013, ISSN 0378-4266
Posted: 04 Apr 2013
Last Revised: 21 Apr 2013
Downloads
352
19.
Optimal Capital Structure of Banks with Contingent Capital: A Structural Model
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 18
Posted: 26 Aug 2011
Working Paper Series
University of Lille North of France - Institute of Business Administration and Lille University - IAE Lille
Downloads
309
20.
When is Insider Trading Informative
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37
Posted: 26 Aug 2011
Last Revised: 16 Mar 2012
Working Paper Series
Queensland University of Technology - School of Economics and Finance and Australian National University (ANU) - College of Business and Economics
Downloads
281
21.
Stock Markets, Banks and Economic Growth: Some Evidence on the Role of Stock Price Informativeness
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 71
Posted: 26 Aug 2011
Last Revised: 02 Nov 2011
Working Paper Series
University of New South Wales and Deakin University - Department of Accounting
Downloads
160
22.
Pre-trade Transparency and the Information Content of the Limit Order Book
Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context, edited by Gilles Dufrénot, Fredj Jawadi and Wael Louhichi (Eds), Springer-Verlag, 2014, 2012 Financial Markets & Corporate Governance Conference, 24th Australasian Finance and Banking Conference 2011 Paper,
Number of pages: 31
Posted: 26 Aug 2011
Last Revised: 08 Feb 2015
Accepted Paper Series
Monash University - Department of Banking and Finance, La Trobe Business School and University of South Australia
Downloads
36
23.
Stock and Currency Market Linkages: New Evidence from Realized Spillovers in Higher Moments
International Review of Economics & Finance, Vol. 42, 167-185, 2016
Number of pages: 40
Posted: 25 Aug 2011
Last Revised: 05 May 2016
Accepted Paper Series
Massey University, Albany campus, Monash University, The University of Western Australia and The University of Sydney - Business School
Downloads
128
24.
Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 46
Posted: 25 Aug 2011
Last Revised: 18 Feb 2013
Accepted Paper Series
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads
161
25.
The Value of Industrial Shareholdings in a Universal Bank: The Case of Deutsche Bank in the 1990s
24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 52
Posted: 25 Aug 2011
Last Revised: 30 Oct 2012
Working Paper Series
Center for Financial Studies (CFS)
Downloads
200
26.
Metal Investments: Distrust Killer or Inflation Hedging?
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 29
Posted: 25 Aug 2011
Last Revised: 19 Aug 2012
Working Paper Series
Zayed University - College of Business, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads
168
27.
Estimation of Operational Risks Using Non-Parametric Approaches with an Application to US Business Losses
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 47
Posted: 25 Aug 2011
Working Paper Series
Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads
116
28.
An Empirical Analysis of Pricing in the Japanese Bond Markets
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 32
Posted: 25 Aug 2011
Last Revised: 06 Dec 2011
Working Paper Series
Faculty of Commerce, Chuo University
Downloads
101
29.
Merger Process and Shareholder Wealth: Evidence from Public Tender Offer in Korea
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 25
Posted: 25 Aug 2011
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science and Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Downloads
88
30.
The Investigation of Heterogeneous Productions Technologies: Implications for the Banking Efficiency
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37
Posted: 25 Aug 2011
Working Paper Series
University of London - Queen Mary College - School of Economics and Finance and King's College, London
Downloads
64
31.
When Do Stock Futures Dominate Price Discovery?
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37
Posted: 24 Aug 2011
Last Revised: 22 Mar 2013
Working Paper Series
Indian Institute of Management (IIMU), Udaipur and Indira Gandhi Institute of Development Research (IGIDR)
Downloads
145
32.
Inter-Market Competition and Bank Loan Spreads: Evidence from The Securities Offering Reform
Journal of Banking and Finance, Forthcoming, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37
Posted: 23 Aug 2011
Last Revised: 03 Aug 2018
Accepted Paper Series
Pennsylvania State University - Smeal College of Business
Downloads
196
33.
Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37
Posted: 23 Aug 2011
Last Revised: 15 Dec 2011
Working Paper Series
Thammasat University - Thammasat Business School and Sirindhorn International Institute of Technology, Thammasat University
Downloads
169
34.
The Effect of Market Inefficiency on the Value Relevance of Earnings
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 43
Posted: 23 Aug 2011
Working Paper Series
NUS and Monash University
Downloads
111
35.
Diversification vs. Contagion in Inter-Linked Portfolios
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 34
Posted: 23 Aug 2011
Last Revised: 05 Mar 2013
Working Paper Series
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads
52
36.
Entropic Least-Squares Valuation of American Options Subject to Moment Constraints
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 62
Posted: 22 Aug 2011
Last Revised: 30 Dec 2018
Working Paper Series
Southwestern University of Finance and Economics (SWUFE) and UNSW Australia Business School, School of Banking and Finance
Downloads
152
37.
Liquidity Management around Seasoned Equity Offerings
Number of pages: 39
Posted: 22 Aug 2011
Last Revised: 06 May 2013
Working Paper Series
affiliation not provided to SSRN and University of Queensland
There are 2 versions of this paper
Liquidity Management around Seasoned Equity Offerings
Number of pages: 39
Posted: 22 Aug 2011
Last Revised: 06 May 2013
Downloads
107
Liquidity Management Around Seasoned Equity Offerings
Number of pages: 40
Posted: 16 Mar 2011
Downloads
83
Downloads
107
38.
The Role of Government in the Labor-Creditor Relationship: Evidence from the Chrysler Bankruptcy
Journal of Financial and Quantitative Analysis 50 (3), June 2015, pp 325 - 348
Number of pages: 47
Posted: 22 Aug 2011
Last Revised: 02 Sep 2015
Accepted Paper Series
University of Oklahoma - Michael F. Price College of Business, University of Toronto - Rotman School of Management and University of Oklahoma
Downloads
356
39.
Do Return Prediction Models Add Economic Value?
Journal of Banking and Finance, Vol. 36, No. 11, 2012
Number of pages: 37
Posted: 22 Aug 2011
Last Revised: 19 Feb 2014
Accepted Paper Series
HEC Montreal - Department of Finance and UCSD
Downloads
177
40.
Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 40
Posted: 22 Aug 2011
Last Revised: 16 Nov 2014
Working Paper Series
University of Sydney Business School, Discipline of Finance, The University of Sydney and University of Sydney Business School
Downloads
395
41.
The Components of the Illiquidity Premium: An Empirical Analysis of U.S. Stocks 1927-2010
Journal of Banking and Finance, Forthcoming
Number of pages: 51
Posted: 22 Aug 2011
Last Revised: 14 Feb 2013
Accepted Paper Series
Stockholm University - Stockholm Business School, Lund University - Department of Economics and Lund University - Department of Economics
Downloads
273
42.
The Effect of Bank Monitoring as an Alternative of Corporate Governance Mechanism on the Borrowers’ Firm Value: Evidence from Indonesian Listed Firms
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 27
Posted: 22 Aug 2011
Last Revised: 01 Mar 2014
Working Paper Series
University of Indonesia (UI) and University of Indonesia (UI)
Downloads
265
43.
Business Cycles and Mutual Fund Timing Performance: An Application of Regime Switching and GARCH Modeling
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 29
Posted: 22 Aug 2011
Last Revised: 25 Aug 2011
Working Paper Series
University of Queensland - Business School, University of Queensland and University of Queensland - Business School
Downloads
206
44.
Future Earnings Growth Volatility and the Value Premium
24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 31
Posted: 22 Aug 2011
Last Revised: 16 Jan 2012
Working Paper Series
The University of Sydney Business School, Cornell SC Johnson College of Business and University of Queensland - Business School
Downloads
198
45.
Long-Term U.S. Infrastructure Returns and Portfolio Selection
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 31
Posted: 22 Aug 2011
Last Revised: 28 Oct 2011
Working Paper Series
Griffith University, Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads
193
46.
Real Estate Market Risk in Bank Stock Returns: Evidence for the EU-15 Countries
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 56
Posted: 22 Aug 2011
Working Paper Series
Instituto Politécnico do Porto - CIICESI, Escola Superior de Tecnologia e Gestão de Felgueiras, Instituto Politécnico do Porto, Univ. of Porto, Fac. of Economics and Universidade do Porto - Faculdade de Economia (FEP)
Downloads
119
47.
How to Hedge if the Payment Date Is Uncertain
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 54
Posted: 22 Aug 2011
Last Revised: 14 May 2016
Working Paper Series
University of Goettingen (Gottingen) and University of Goettingen
Downloads
114
48.
Systematic Liquidity Risk in the Australian Bond Market
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 48
Posted: 22 Aug 2011
Working Paper Series
Griffith University - Department of Accounting, Finance and Economics
Downloads
96
49.
Wealth Distribution in Off-Market Share Buybacks: The Effects of Corporate Governance and Institutional Ownership
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 34
Posted: 22 Aug 2011
Last Revised: 02 Nov 2011
Working Paper Series
University of Queensland - Business School, University of Queensland and University of Queensland - Business School
Downloads
87
50.
The Determinants of Treasury Bond Stripping Level
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 49
Posted: 22 Aug 2011
Working Paper Series
Dutch Central Bank (DNB), University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance
Downloads
74
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