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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 112 papers

1.

How Much do Firms Pay as Bribes and What Benefits do They Get? Evidence from Corruption Cases Worldwide

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 39 Posted: 28 Feb 2011 Last Revised: 14 Sep 2012
Working Paper Series
City University of Hong Kong (CityUHK) - Department of Economics & Finance, University of Cambridge and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 1,179
2.

Forced Board Changes: Evidence from Norway

NHH Dept. of Economics Discussion Paper No. 5/2011, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 34 Posted: 25 Mar 2011 Last Revised: 31 Jan 2012
Working Paper Series
Oslo Business School at Oslo and Akershus University College of Applied Sciences (HiOA)
Downloads 758
3.

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 Ruhr Universität Bochum
Downloads 622
4.

Industry Expertise, Information Leakage, and the Choice of M&A Advisors

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 48 Posted: 20 Aug 2011 Last Revised: 16 Feb 2015
Working Paper Series
Cambridge Judge Business School, University of Melbourne, Faculty of Business Administration, University of Macau and Xiamen University

Multiple version iconThere are 2 versions of this paper

Downloads 567
5.

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 559
6.

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 489
7.

The Political Economy of Financial Innovation: Evidence from Local Governments

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 30 Jul 2011 Last Revised: 15 Aug 2017
Accepted Paper Series
HEC Paris - Finance Department and Harvard Business School - Finance Unit
Downloads 472
8.

Improvements in Loss Given Default Forecasts for Bank Loans

24th Australasian Finance and Banking Conference 2011, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 10 Feb 2011 Last Revised: 28 Jun 2012
Working Paper Series
University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 460
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 446
10.

Do Wealth Creating Mergers and Acquisitions Really Hurt Acquirer Shareholders?

AFA 2012 Chicago Meetings Paper, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 62 Posted: 22 Mar 2011 Last Revised: 11 Jun 2012
Working Paper Series
University of New South Wales - Australian School of Business, University of New South Wales (UNSW Australia) and University of New South Wales
Downloads 436
11.

Bank Regulatory Capital and Liquidity: Evidence from U.S. and European Publicly Traded Banks

Number of pages: 54 Posted: 14 Jul 2011 Last Revised: 14 Mar 2013
Working Paper Series
Université de Limoges, LAPE, University of Limoges and Universite de Limoges, LAPE

Multiple version iconThere are 2 versions of this paper

Downloads 414
12.

Stocking Up: Executive Optimism, Option Exercise, and Share Retention

Journal of Financial Economics (JFE), Vol. 118, No. 2, 2015
Number of pages: 78 Posted: 18 Feb 2009 Last Revised: 08 Dec 2015
Accepted Paper Series
University of New South Wales and UNSW Australia Business School, School of Banking and Finance
Downloads 394
13.

Employees as Creditors: The Disciplinary Role of Pension Deficits in the Market for Corporate Control

24th Australasian Finance and Banking Conference 2011 Paper, AFA 2013 San Diego Meetings Paper
Number of pages: 59 Posted: 07 Jan 2011 Last Revised: 30 Nov 2012
Working Paper Series
Cambridge Judge Business School, Nanyang Technological University (NTU) - Nanyang Business School and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 367
14.

Public Information and IPO Underpricing

24th Australasian Finance and Banking Conference 2011 Paper, ECGI - Finance Working Paper No. 322/2011
Number of pages: 50 Posted: 14 Aug 2010 Last Revised: 12 Jan 2012
Working Paper Series
Norwegian School of Economics (NHH), Norwegian School of Economics (NHH) and Norwegian School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 367
15.

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 360
16.

Where do Hedge Fund Managers Come from? Past Employment Experience and Managerial Performance

UNSW Australian School of Business Research Paper No. 2011 BFIN 06, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 17 Jun 2011 Last Revised: 23 Jan 2012
Working Paper Series
HEC Montreal - Department of Finance, UNSW Australia Business School, School of Banking and Finance and University of Otago - Department of Accountancy and Finance
Downloads 345
17.

Short-term Institutional Investors and Firm Cash Holdings

Number of pages: 40 Posted: 14 Aug 2010 Last Revised: 01 Dec 2016
Working Paper Series
Department of Banking and Finance, Hong Kong Polytechnic University - Faculty of Business and University of Melbourne
Downloads 331
18.

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
Oklahoma State University - Spears School of Business, University of Toronto - Rotman School of Management and University of New South Wales (UNSW) - School of Banking and Finance
Downloads 330
19.

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 329
20.

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, University of Western Australia and University of Western Australia
Downloads 326
21.

Infrastructure Finance: A Comparative Analysis of Projects With and Without Private Equity Funding

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 25 Posted: 19 Aug 2011
Working Paper Series
Indian Institute of Technology (IIT), Chennai, Indian Institute of Technology (IIT), Madras and Indian Institute of Technology (IIT)
Downloads 325
22.

Public Governance, Political Connectedness, and CEO Turnover: Evidence from Chinese State-Owned Enterprises

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 56 Posted: 19 Aug 2011
Working Paper Series
University of Melbourne
Downloads 317
23.

Investor Sentiment and Momentum and Contrarian Trading Strategies: Mutual Fund Evidence

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 52 Posted: 17 Aug 2011
Working Paper Series
affiliation not provided to SSRN, Murdoch University, University of New South Wales (UNSW) - Australian School of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 309
24.

Information Asymmetry and the Timing of Capital Issuance: An International Examination

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 52 Posted: 20 Aug 2011 Last Revised: 14 Nov 2011
Working Paper Series
Florida State University College of Business and Florida State University
Downloads 301
25.

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 University of Lille North of France - Lille Institute of Business Administration
Downloads 295
26.

CEO Incentives and Institutional Trader Monitoring are Substitutes: Theory and Evidence

AFA 2012 Chicago Meetings Paper, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 64 Posted: 25 Jan 2010 Last Revised: 03 Jan 2012
Working Paper Series
Victoria University of Wellington and University of New South Wales (UNSW Australia)
Downloads 271
27.

Why Micro-Prudential Regulation Fails? The Impact on Systemic Risk by Imposing a Capital Requirement

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 29 Posted: 16 Mar 2010 Last Revised: 12 Oct 2011
Working Paper Series
De Nederlandsche Bank
Downloads 267
28.

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 253
29.

Benchmark Replication Portfolio Strategies

Journal of Asset Management Vol. 14, 2, 95–110, 24th Australasian Finance and Banking Conference 2011 Paper,
Number of pages: 22 Posted: 20 Aug 2011 Last Revised: 24 Jun 2013
Accepted Paper Series
University of Adelaide Business School and Melbourne Business School
Downloads 247
30.

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 246
31.

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 241
32.

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 231
33.

European Financial Market Dependence: An Industry Analysis

Journal of Banking and Finance, Vol. 59, July 2015, pp. 146-163.
Number of pages: 52 Posted: 13 Jun 2011 Last Revised: 10 Jul 2015
Accepted Paper Series
Warwick Business School - Department of Finance and National Taiwan University

Multiple version iconThere are 2 versions of this paper

Downloads 207
34.

The Lure of the Slant and the Banality of the Conservative

AFA 2012 Chicago Meetings Paper, 24th Australasian Finance and Banking Conference
Number of pages: 56 Posted: 24 Jan 2011 Last Revised: 13 Jan 2017
Working Paper Series
Northeastern University - D’Amore-McKim School of Business
Downloads 205
35.

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 198
36.

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 197
37.

The Behavior and Determinants of Stock Market Index in Indonesia

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 19 Posted: 03 Jun 2011
Working Paper Series
Bank Indonesia
Downloads 194
38.

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 193
39.

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 189
40.

Asset Pricing Implications of Demographic Change

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 97 Posted: 11 May 2011 Last Revised: 20 Jan 2017
Working Paper Series
Washington University in St. Louis - John M. Olin Business School
Downloads 188
41.

Characteristic Liquidity, Systematic Liquidity and Expected Returns

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 43 Posted: 20 Aug 2011 Last Revised: 17 Aug 2014
Accepted Paper Series
University of South Australia - UniSA Business School and The University of Sydney
Downloads 187
42.

Lending Relationships and Credit Rationing: The Impact of Securitization

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 30 Posted: 16 Aug 2011
Working Paper Series
Bangor Business School, KU Leuven, Department Accounting, Finance and Insurance and University of Granada - Department of Economic Theory and History

Multiple version iconThere are 4 versions of this paper

Downloads 173
43.

Conflict of Interest between Labor and Controlling Shareholders: International Evidence from the Cost of Equity Capital

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 41 Posted: 17 Aug 2011
Working Paper Series
Texas Christian University - M.J. Neeley School of Business, University of Macau, Department of Accounting and University of Macau
Downloads 171
44.

Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 43 Posted: 19 Aug 2011 Last Revised: 14 Oct 2011
Working Paper Series
University of Technology Sydney (UTS) - School of Finance and Economics, The University of Waikato and University of Technology Sydney (UTS)
Downloads 171
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 167
46.

Closing Call Auctions at the Index Futures Market

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 17 Mar 2011 Last Revised: 19 Nov 2012
Working Paper Series
Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School
Downloads 165
47.

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) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and University of Science and Technology of China
Downloads 162
48.

Inter-Market Competition and Bank Loan Spreads: Evidence from The Securities Offering Reform

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 30 Posted: 23 Aug 2011 Last Revised: 26 Nov 2013
Working Paper Series
Pennsylvania State University - Smeal College of Business
Downloads 154
49.

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
University of Central Punjab - UCP Business School, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and VU University Amsterdam, Faculty of Economics and Business Administration
Downloads 154
50.

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: 05 Dec 2012
Working Paper Series
Southwestern University of Finance and Economics (SWUFE) and UNSW Australia Business School, School of Banking and Finance
Downloads 148