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24th Australasian Finance & Banking Conference 2011 (Archive)
21,155 Total downloads
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ISBN Number: 978-0-9873127-3-0
Systemic Risk and Bank Consolidation: International EvidenceJournal 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 Gregor N. F. Weiss, Sascha Neumann and Denefa Bostandzic University of Leipzig - Faculty of Economics and Management Science, Ruhr Universität Bochum and Ruhr Universität Bochum Date Posted: January 05, 2012 Last Revised: November 20, 2013 Accepted Paper Series 619 downloads
The Timing of Investment and Stock Returns24th Australasian Finance and Banking Conference 2011 Paper Neal Galpin University of Melbourne - Department of Finance Date Posted: November 22, 2011 Working Paper Series 142 downloads
Which Firms Benefit from Strengthening Contract Enforcement? Foreignness as an Asset at Exit in Emerging Economies Private Equity24th Australasian Finance and Banking Conference 2011 Paper Markus D. Taussig National University of Singapore (NUS) - Department of Business Policy Date Posted: September 15, 2011 Working Paper Series 34 downloads
Are Australian Mutual Fund Fees Related to Fund Performance?24th Australasian Finance and Banking Conference 2011 Paper Tariq H. Haque University of Adelaide Date Posted: September 05, 2011 Last Revised: May 05, 2012 Working Paper Series 61 downloads
What Motivates Block Share Ownership?24th Australasian Finance and Banking Conference 2011 Paper Asjeet S. Lamba and Geofrey P. Stapledon University of Melbourne and University of Melbourne - Law School Date Posted: September 04, 2011 Working Paper Series 114 downloads
Asset Pricing Anomalies and Macroeconomic Risk24th Australasian Finance and Banking Conference 2011 Paper Paul Docherty, H. Chan and Stephen Andrew Easton University of Newcastle (Australia), University of Melbourne - Department of Finance and University of Newcastle Date Posted: September 01, 2011 Working Paper Series 195 downloads
Portfolio Credit Risk of Default and Spread Widening24th Australasian Finance and Banking Conference 2011 Paper Hongbiao Zhao Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) Date Posted: August 31, 2011 Working Paper Series 117 downloads Does Institutional Diversification of the Financial System Promote Economic Growth? 24th Australasian Finance and Banking Conference 2011 Paper Basma Majerbi Gustavson School of Business, University of Victoria Date Posted: August 30, 2011 Last Revised: May 15, 2015 Working Paper Series
Financial Stress Index: Identification of Systemic Risk Conditions24th Australasian Finance and Banking Conference 2011 Paper Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich and Stephen J. Ong 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 Date Posted: August 28, 2011 Last Revised: April 06, 2013 Working Paper Series 430 downloads
Do Local Individual Investors Learn from Foreign Fund Flows?24th Australasian Finance and Banking Conference 2011 Paper Sith Chaisurote and Charles Gaa University of Oregon and University of Oregon - Lundquist College of Business Date Posted: August 28, 2011 Last Revised: February 17, 2012 Working Paper Series 85 downloads
Can US Economic Variables Predict the Chinese Stock Market?Pacific-Basin Finance Journal, Forthcoming , 24th Australasian Finance and Banking Conference 2011 Paper Jeremy Goh, Fuwei Jiang, Jun Tu and Yuchen Wang 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 Date Posted: August 27, 2011 Last Revised: November 13, 2013 Accepted Paper Series 156 downloads
Are Co-Skewness and Co-Kurtosis Factors Priced?24th Australasian Finance and Banking Conference 2011 Paper Richard A. Heaney, Yihui Lan and Sirimon Treepongkaruna University of Western Australia, University of Western Australia and University of Western Australia Date Posted: August 27, 2011 Working Paper Series 320 downloads
Explaining Momentum Strategies Using Intrinsic Price Fluctuations24th Australasian Finance and Banking Conference 2011 Paper Nick Baltas Imperial College Business School Date Posted: August 27, 2011 Last Revised: January 07, 2012 Working Paper Series 551 downloads
Financing Constraints in the 2008-9 Financial Crisis24th Australasian Finance and Banking Conference 2011 Paper Ove Rein Hetland and Aksel Mjøs Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance Date Posted: August 27, 2011 Last Revised: May 08, 2012 Working Paper Series 130 downloads
Foreign Institutional Investors and Corporate Governance in Emerging Markets: Evidence from Split Share Reform in China24th Australasian Finance and Banking Conference 2011 Paper Wei Huang and Tao Zhu University of Hawaii at Manoa - Shidler College of Business and Jinan University - Department of Finance Date Posted: August 27, 2011 Last Revised: March 16, 2012 Working Paper Series 242 downloads
Market Discipline and Deposit Guarantee: Evidence from Australian Banks24th Australasian Finance and Banking Conference 2011 Paper Xing Yan, Michael T. Skully, Katherine Avram and Tram Vu 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 Date Posted: August 27, 2011 Last Revised: November 21, 2011 Working Paper Series 92 downloads
Corporate Innovations and Mergers and AcquisitionsJournal of Finance, Forthcoming Jan Bena and Kai Li University of British Columbia - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business Date Posted: August 26, 2011 Last Revised: November 06, 2014 Accepted Paper Series 473 downloads
Optimal Capital Structure of Banks with Contingent Capital: A Structural Model24th Australasian Finance and Banking Conference 2011 Paper Christine Maati-Sauvez and Jerome MAATI University of Lille North of France - Institute of Business Administration and University of Lille North of France - Lille Institute of Business Administration Date Posted: August 26, 2011 Working Paper Series 292 downloads
Pre-trade Transparency and the Information Content of the Limit Order BookMarket 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, Huu Nhan Duong, Petko S. Kalev and Yang Sun Monash University - Department of Banking and Finance, University of South Australia - Centre for Applied Financial Studies and University of South Australia Date Posted: August 26, 2011 Last Revised: February 08, 2015 Accepted Paper Series 21 downloads
SAFE: An Early Warning System for Systemic Banking Risk24th Australasian Finance and Banking Conference 2011 Paper Mikhail V. Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong and Jing Wang 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 Date Posted: August 26, 2011 Working Paper Series 327 downloads
Stock Markets, Banks and Economic Growth: Some Evidence on the Role of Stock Price Informativeness24th Australasian Finance and Banking Conference 2011 Paper Fang Chin Cheng and Ferdinand A. Gul University of New South Wales and Deakin University - Department of Accounting Date Posted: August 26, 2011 Last Revised: November 02, 2011 Working Paper Series 147 downloads
When is Insider Trading Informative24th Australasian Finance and Banking Conference 2011 Paper Yanhui Wu and Qiaoqiao Zhu Queensland University of Technology - School of Economics and Finance and Australian National University (ANU) - College of Business and Economics Date Posted: August 26, 2011 Last Revised: March 16, 2012 Working Paper Series 250 downloads
Stock and Currency Market Linkages: New Evidence from Realized Spillovers in Higher MomentsInternational Review of Economics & Finance, Vol. 42, 167-185, 2016 Hung Xuan Do, Robert D. Brooks, Sirimon Treepongkaruna and Eliza Wu University of Technology, Sydney, Monash University, University of Western Australia and The University of Sydney - Business School Date Posted: August 25, 2011 Last Revised: May 05, 2016 Accepted Paper Series 117 downloads
Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price24th Australasian Finance and Banking Conference 2011 Paper Eric C. Chang, Yan Luo and Jinjuan Ren University of Hong Kong - School of Business, Fudan University and University of Macau Date Posted: August 25, 2011 Last Revised: February 18, 2013 Accepted Paper Series 146 downloads
An Empirical Analysis of Pricing in the Japanese Bond Markets24th Australasian Finance and Banking Conference 2011 Paper Toyoharu Takahashi Faculty of Commerce, Chuo University Date Posted: August 25, 2011 Last Revised: December 06, 2011 Working Paper Series 95 downloads
Estimation of Operational Risks Using Non-Parametric Approaches with an Application to US Business Losses24th Australasian Finance and Banking Conference 2011 Paper Param Silvapulle and Ainura Tursunalieva Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics Date Posted: August 25, 2011 Working Paper Series 113 downloads
Merger Process and Shareholder Wealth: Evidence from Public Tender Offer in Korea24th Australasian Finance and Banking Conference 2011 Paper Yonghyun Kwon and Minji Song 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 Date Posted: August 25, 2011 Working Paper Series 74 downloads
Metal Investments: Distrust Killer or Inflation Hedging?24th Australasian Finance and Banking Conference 2011 Paper Ghulame Rubbaniy, Ken Ting Lee and Willem F. C. Verschoor 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 Date Posted: August 25, 2011 Last Revised: August 19, 2012 Working Paper Series 151 downloads
The Investigation of Heterogeneous Productions Technologies: Implications for the Banking Efficiency24th Australasian Finance and Banking Conference 2011 Paper Konstantinos Baltas and George Kapetanios University of London - Queen Mary College - School of Economics and Finance and University of London - Queen Mary College - Department of Economics Date Posted: August 25, 2011 Working Paper Series 56 downloads
The Value of Industrial Shareholdings in a Universal Bank: The Case of Deutsche Bank in the 1990s24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper Stephan H. Späthe Center for Financial Studies (CFS) Date Posted: August 25, 2011 Last Revised: October 30, 2012 Working Paper Series 187 downloads
When Do Stock Futures Dominate Price Discovery?24th Australasian Finance and Banking Conference 2011 Paper Nidhi Aggarwal and Susan Thomas Indira Gandhi Institute of Development Research and Indira Gandhi Institute of Development Research (IGIDR) Date Posted: August 24, 2011 Last Revised: March 22, 2013 Working Paper Series 122 downloads
Diversification vs. Contagion in Inter-Linked Portfolios24th Australasian Finance and Banking Conference 2011 Paper Ramona Meyricke UNSW Australia Business School, School of Risk & Actuarial Studies Date Posted: August 23, 2011 Last Revised: March 05, 2013 Working Paper Series 49 downloads
Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand24th Australasian Finance and Banking Conference 2011 Paper Sachapon Tungsong and Gun Srijuntongsiri Thammasat University - Thammasat Business School and Sirindhorn International Institute of Technology, Thammasat University Date Posted: August 23, 2011 Last Revised: December 15, 2011 Working Paper Series 142 downloads
Inter-Market Competition and Bank Loan Spreads: Evidence from The Securities Offering Reform24th Australasian Finance and Banking Conference 2011 Paper Matthew Gustafson Pennsylvania State University - Smeal College of Business Date Posted: August 23, 2011 Last Revised: November 26, 2013 Working Paper Series 152 downloads
The Effect of Market Inefficiency on the Value Relevance of Earnings24th Australasian Finance and Banking Conference 2011 Paper Yan Li and Sunyoung Kim NUS and Monash University Date Posted: August 23, 2011 Working Paper Series 104 downloads
Entropic Least-Squares Valuation of American Options Subject to Moment Constraints24th Australasian Finance and Banking Conference 2011 Paper Xisheng Yu and Li Yang Southwestern University of Finance and Economics (SWUFE) and UNSW Australia Business School, School of Banking and Finance Date Posted: August 22, 2011 Last Revised: December 05, 2012 Working Paper Series 147 downloads
Liquidity Management around Seasoned Equity OfferingsDavid T.L. Siu and Robert W. Faff affiliation not provided to SSRN and University of Queensland Date Posted: August 22, 2011 Last Revised: May 06, 2013 Working Paper Series 102 downloads
The Role of Government in the Labor-Creditor Relationship: Evidence from the Chrysler BankruptcyJournal of Financial and Quantitative Analysis 50 (3), June 2015, pp 325 - 348 Bradley S. Blaylock, Alexander Edwards and Jared R. Stanfield 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 Date Posted: August 22, 2011 Last Revised: September 02, 2015 Accepted Paper Series 327 downloads
Do Return Prediction Models Add Economic Value?Journal of Banking and Finance, Vol. 36, No. 11, 2012 Tolga Cenesizoglu and Allan G. Timmermann HEC Montreal - Department of Finance and University of California, San Diego (UCSD) - Department of Economics Date Posted: August 22, 2011 Last Revised: February 19, 2014 Accepted Paper Series 142 downloads
Business Cycles and Mutual Fund Timing Performance: An Application of Regime Switching and GARCH Modeling24th Australasian Finance and Banking Conference 2011 Paper Judy Qiu, Robert W. Faff and Karen L. Benson University of Queensland - Business School, University of Queensland and University of Queensland - Business School Date Posted: August 22, 2011 Last Revised: August 25, 2011 Working Paper Series 197 downloads
Can Australian Credit Unions and Building Societies Compete with Commercial Banks? Expanding the Regulator’s Toolkit24th Australasian Finance and Banking Conference 2011 Paper Necmi K. Avkiran and David W.L. Tripe University of Queensland - Business School and Massey University - School of Economics and Finance Date Posted: August 22, 2011 Working Paper Series 62 downloads
Future Earnings Growth Volatility and the Value Premium24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper 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 Date Posted: August 22, 2011 Last Revised: January 16, 2012 Working Paper Series 190 downloads
How to Hedge if the Payment Date Is Uncertain24th Australasian Finance and Banking Conference 2011 Paper Olaf Korn and Alexander Merz Georg-August-Universität Göttingen and University of Goettingen (Gottingen) Date Posted: August 22, 2011 Last Revised: May 14, 2016 Working Paper Series 93 downloads
Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures24th Australasian Finance and Banking Conference 2011 Paper Tina Viljoen, Hui Zheng and P. Joakim Westerholm University of Sydney Business School, Discipline of Finance, The University of Sydney and University of Sydney Business School Date Posted: August 22, 2011 Last Revised: November 16, 2014 Working Paper Series 354 downloads
Long-Term U.S. Infrastructure Returns and Portfolio Selection24th Australasian Finance and Banking Conference 2011 Paper Michael Francis Howard, Robert J. Bianchi, Graham N. Bornholt and Michael E. Drew Griffith University, Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University Date Posted: August 22, 2011 Last Revised: October 28, 2011 Working Paper Series 165 downloads
Modeling the Joint Dynamics of Spot and Futures Markets with a Regime Switching Long Memory Volatility Process24th Australasian Finance and Banking Conference 2011 Paper Jonathan Dark University of Melbourne Date Posted: August 22, 2011 Working Paper Series 63 downloads
Real Estate Market Risk in Bank Stock Returns: Evidence for the EU-15 Countries24th Australasian Finance and Banking Conference 2011 Paper António Miguel Martins, F. Vitorino Martins and Ana Paula Serra 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) Date Posted: August 22, 2011 Working Paper Series 107 downloads
Systematic Liquidity Risk in the Australian Bond Market24th Australasian Finance and Banking Conference 2011 Paper Timothy Whittaker Griffith University - Department of Accounting, Finance and Economics Date Posted: August 22, 2011 Working Paper Series 89 downloads
The 2001 Debt and Equity Tax Rules: Evidence of Non-Tax Neutrality in Australia24th Australasian Finance and Banking Conference 2011 Paper Jean-Pierre Fenech and Victor Fang Monash University and Monash University - Department of Accounting Date Posted: August 22, 2011 Working Paper Series 32 downloads
The Components of the Illiquidity Premium: An Empirical Analysis of U.S. Stocks 1927-2010Journal of Banking and Finance, Forthcoming Björn Hagströmer, Bjorn Hansson and Birger Nilsson Stockholm University - Stockholm Business School, Lund University - Department of Economics and Lund University - Department of Economics Date Posted: August 22, 2011 Last Revised: February 14, 2013 Accepted Paper Series 229 downloads |
