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24th Australasian Finance & Banking Conference 2011 (Archive)

24th Australasian Finance & Banking Conference 2011 Logo 24th Australasian Finance & Banking Conference 2011 Never Stand Still Australian School of Business Banking and Finance

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

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Viewing: 1 - 50 of 111 papers

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 Universität Bochum and Heinrich Heine University Dusseldorf
Downloads 660
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
University of Melbourne - Department of Finance
Downloads 149
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 67
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 129
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
University of Newcastle (Australia), University of Melbourne - Department of Finance and University of Newcastle
Downloads 201
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 128
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

Multiple version iconThere are 2 versions of this paper

Downloads 548
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 90
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 183
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 605
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 344
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 269
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 145
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

Multiple version iconThere are 2 versions of this paper

Downloads 98
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

Multiple version iconThere are 2 versions of this paper

Downloads 618
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

Multiple version iconThere are 3 versions of this paper

Downloads 343
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 306
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 267
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 156
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 32
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 126
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 158
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 197
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 160
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 115
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 100
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 84
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 61
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 136
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 185
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 160
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 110
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 51
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

Multiple version iconThere are 2 versions of this paper

Downloads 106
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 UNSW Australia Business School, School of Banking and Finance
Downloads 346
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 167
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 378
41.

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 260
42.

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 253
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 204
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, School of Hotel Administration, Cornell University and University of Queensland - Business School
Downloads 197
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 180
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 112
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
Georg-August-Universität Göttingen and University of Goettingen
Downloads 110
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 94
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 82
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 73