1.
Enhanced Mean-Variance Portfolios - A Controlled Integration of Quantitative Return Estimates
Journalof Portfolio Management, Vol. 40, No. 4, 2014, 25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jpm.2014.40.4.028
Posted: 21 May 2019
Last Revised: 21 May 2019
Accepted Paper Series
University of Liechtenstein, Liechtenstein University and University of Liechtenstein
2.
Bankruptcy Probabilities Inferred from Option Prices
25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jod.2014.22.2.008
Posted: 20 May 2019
Last Revised: 20 May 2019
Accepted Paper Series
Lancaster University - Department of Accounting and Finance, National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance
3.
The Endogeneity of Executive Compensation and its Impact on Management Discretionary Behavior Over Financial Reporting
25th Australasian Finance and Banking Conference 2012
Posted: 19 Nov 2012
Working Paper Series
University of New England (Australia) - School of Business Economics and Public Policy and UNE Business School
4.
Comparing Time-Varying Price Impact and Information Impounding Time Across Asian Stock Exchanges: An Adaptive Lasso Approach
25th Australasian Finance and Banking Conference 2012
Number of pages: 34
Posted: 29 Oct 2012
Working Paper Series
University of Queensland - Faculty of Business, Economics and Law and The University of Sydney - Discipline of Finance
Downloads
91
5.
Does Collaboration in Finance Research in the 21st Century Produce Articles of Higher Impact?
25th Australasian Finance and Banking Conference 2012
Number of pages: 29
Posted: 07 Oct 2012
Last Revised: 19 Oct 2012
Working Paper Series
University of Queensland - Business School
Downloads
65
6.
CEO Compensation and Credit Default Swaps: Evidence from the U.S. And Germany
25th Australasian Finance and Banking Conference 2012
Posted: 05 Oct 2012
Working Paper Series
California State University, Northridge and Johannes Kepler University Linz - Department of Finance
7.
Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors
25th Australasian Finance and Banking Conference 2012
Number of pages: 31
Posted: 06 Sep 2012
Last Revised: 18 Nov 2020
Working Paper Series
International Monetary Fund (IMF) and Australian National University - The Centre for Applied Macroeconomic Analysis (CAMA)Macquarie University - Department of Applied Finance and Actuarial Studies
There are 2 versions of this paper
Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors
25th Australasian Finance and Banking Conference 2012
Number of pages: 31
Posted: 06 Sep 2012
Last Revised: 18 Nov 2020
Downloads
188
Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors
CAMA Working Paper 43/2013
Number of pages: 52
Posted: 16 Jul 2013
Downloads
59
Downloads
188
8.
Fund Analysis and Selection: An Approach Based on Distances and Similarities between Performance Measures
25th Australasian Finance and Banking Conference 2012
Number of pages: 32
Posted: 04 Sep 2012
Working Paper Series
University of Lorraine - CEREFIGE Research Center
Downloads
164
9.
Net Present Value of Acquisitions
25th Australasian Finance and Banking Conference 2012
Number of pages: 26
Posted: 03 Sep 2012
Last Revised: 27 Dec 2012
Working Paper Series
University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Management School
Downloads
264
10.
Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity
25th Australasian Finance and Banking Conference 2012, Journal of Accounting, Auditing and Finance, 35(3), 2020, 471-500
Number of pages: 43
Posted: 29 Aug 2012
Last Revised: 09 Nov 2021
Accepted Paper Series
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads
176
11.
After-Crisis Relation between General Economic Condition and Liquidity Management: Financial Liquidity Investment Efficiency Model (FLIEM) Use to Diagnose Polish Economics Standing
25th Australasian Finance and Banking Conference 2012
Number of pages: 18
Posted: 29 Aug 2012
Working Paper Series
Technical University in Košice (TUKE)Uniwersytet Ekonomiczny we Wroc?awiu - Faculty of Engineering and Economics
Downloads
90
12.
Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk
25th Australasian Finance and Banking Conference 2012
Number of pages: 33
Posted: 28 Aug 2012
Last Revised: 29 Oct 2013
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Richmond and Bank of Japan - Institute for Monetary and Economic Studies
Downloads
304
13.
Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange?
25th Australasian Finance and Banking Conference 2012, Behavioral Finance and Capital Markets Conference, University of South Australia, 2013 , The Alpha Interface, Book One, Jeffrey Mishlove, PhD
Number of pages: 41
Posted: 28 Aug 2012
Last Revised: 20 Sep 2014
Working Paper Series
Rozetta Institute, La Trobe Business School and CIMB Securities (Australia) Ltd
Downloads
216
14.
Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry during the Financial Crisis
Journal of Business Ethics, Vol. 131, No. 3, pp. 577-594, 2015, 25th Australasian Finance and Banking Conference 2012
Number of pages: 48
Posted: 28 Aug 2012
Last Revised: 28 Nov 2015
Accepted Paper Series
FDIC, Division of Insurance and Research, Hanken School of Economics and University of Vaasa
Downloads
773
15.
LIBOR’s Poker
Number of pages: 44
Posted: 28 Aug 2012
Last Revised: 16 Feb 2017
Working Paper Series
University of Hawaii
Downloads
434
16.
Capital Ideas: Optimal Capital Reserve Strategies for a Bank and Its Regulator
Number of pages: 36
Posted: 28 Aug 2012
Last Revised: 28 Sep 2020
Working Paper Series
University of Technology Sydney (UTS) - UTS Business School, University of Manchester, School of Mathematics, University of Manchester and University of Manchester
Downloads
277
17.
Risk-Factor Diversification and Portfolio Selection
25th Australasian Finance and Banking Conference 2012
Number of pages: 33
Posted: 28 Aug 2012
Working Paper Series
Griffith University - Griffith Business School, Griffith UniversityGriffith University, Griffith University and Griffith University - Griffith Business School
Downloads
704
18.
Corporate Governance and the Dynamics of Capital Structure: New Evidence
25th Australasian Finance and Banking Conference 2012
Number of pages: 47
Posted: 28 Aug 2012
Working Paper Series
National Chengchi University, National Chengchi University and National Chengchi University (NCCU)
Downloads
327
19.
The Token Woman
25th Australasian Finance and Banking Conference 2012
Number of pages: 27
Posted: 28 Aug 2012
Last Revised: 05 Dec 2012
Working Paper Series
Monash University and Monash University - Department of Banking and Finance
Downloads
291
20.
Tax Regimes, Regulatory Change and Corporate Income Tax Aggressiveness in China
25th Australasian Finance and Banking Conference 2012
Number of pages: 44
Posted: 28 Aug 2012
Last Revised: 23 Jan 2013
Working Paper Series
University of South Australia - School of Commerce, Centre for Markets, Values and Inclusion (MVI), University of South Australia - UniSA Business and University of South Australia - Division of Business and Enterprise - (CAFS), University of South Australia - School of Commerce
Downloads
260
21.
Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Number of pages: 56
Posted: 28 Aug 2012
Working Paper Series
Maastricht University and Aston University - Aston Business SchoolAston University - Aston Business School
Downloads
237
22.
Stock Option Awards: Effects on Firm Performance and Risk-Taking after Japan’s Corporate Governance Reforms
25th Australasian Finance and Banking Conference 2012
Number of pages: 48
Posted: 28 Aug 2012
Working Paper Series
Tokyo Keizai University, Hitotsubashi University and TKU-MFRC
Downloads
198
23.
Time–Varying Dynamics and Asymmetric Effects of the Fama–French Factor Betas
25th Australasian Finance and Banking Conference 2012
Number of pages: 38
Posted: 28 Aug 2012
Working Paper Series
La Trobe Business School and University of Melbourne - Melbourne Business School
Downloads
148
24.
Incentive-Compatible Sovereign Debt
Number of pages: 39
Posted: 28 Aug 2012
Last Revised: 13 Nov 2013
Working Paper Series
Copenhagen Business School
Downloads
124
25.
A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners
25th Australasian Finance and Banking Conference 2012
Number of pages: 30
Posted: 28 Aug 2012
Working Paper Series
University of Dundeeaffiliation not provided to SSRN, Griffith University - Griffith Business School and Griffith University
Downloads
121
26.
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options
25th Australasian Finance and Banking Conference 2012
Number of pages: 30
Posted: 28 Aug 2012
Last Revised: 16 Feb 2013
Working Paper Series
University of Oxford and The University of Queensland
Downloads
109
27.
Block Trade Targets in China
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44
Posted: 28 Aug 2012
Last Revised: 21 Feb 2013
Working Paper Series
Kyushu University, Kyushu University and China University of Mining and Technology (CUMT)
Downloads
80
28.
The Safe-Haven Effect in Forward Premia: What Makes a Currency Trustworthy?
25th Australasian Finance and Banking Conference 2012
Number of pages: 29
Posted: 28 Aug 2012
Working Paper Series
Central University of Finance and Economics, Beijing and FEB at KU Leuven
Downloads
80
29.
The Effects of Sovereign Rating Drifts on Financial Return Distributions: Evidence from the European Union
International Review of Financial Analysis, Vol. 34, 5-20, 2014, 25th Australasian Finance and Banking Conference 2012
Number of pages: 43
Posted: 28 Aug 2012
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
76
30.
The Corporate Governance and Performance Relation: A Small Firm Perspective
25th Australasian Finance and Banking Conference 2012
Number of pages: 34
Posted: 28 Aug 2012
Working Paper Series
School of Finance, Actuarial Studies, and Applied Statistics, Australian National University, affiliation not provided to SSRN and University of Technology Sydney (UTS)
Downloads
46
31.
Bank Market Power and Liquidity: Evidence from 113 Developed and Developing Countries
25th Australasian Finance and Banking Conference 2012
Posted: 28 Aug 2012
Last Revised: 20 Jul 2013
Accepted Paper Series
RMIT- School of Economics, Finance and Marketing, Monash University - Department of Banking and Finance and Monash University - Department of Accounting and Finance
32.
Banking Risk and Macroeconomic Fluctuations
25th Australasian Finance and Banking Conference 2012
Number of pages: 39
Posted: 27 Aug 2012
Working Paper Series
Monash University and Monash University
Downloads
110
33.
Would Australia-New Zealand Be a Viable Currency Union? Evidence from Interstate Risk Sharing Performances
25th Australasian Finance and Banking Conference 2012
Number of pages: 34
Posted: 27 Aug 2012
Last Revised: 02 Dec 2012
Working Paper Series
Massey University and Massey University - School of Economics and Finance
There are 2 versions of this paper
Would Australia-New Zealand Be a Viable Currency Union? Evidence from Interstate Risk Sharing Performances
25th Australasian Finance and Banking Conference 2012
Number of pages: 34
Posted: 27 Aug 2012
Last Revised: 02 Dec 2012
Downloads
91
Would Australia–New Zealand Be a Viable Currency Union? Evidence from Interstate Risk‐Sharing Performances
Contemporary Economic Policy, Vol. 34, Issue 3, pp. 531-552, 2016
Number of pages: 22
Posted: 27 May 2016
Downloads
91
34.
Bank Risk Within and Across Equilibria
25th Australasian Finance and Banking Conference 2012
Number of pages: 33
Posted: 27 Aug 2012
Working Paper Series
IMF
There are 2 versions of this paper
Bank Risk Within and Across Equilibria
25th Australasian Finance and Banking Conference 2012
Number of pages: 33
Posted: 27 Aug 2012
Downloads
30
Bank Risk within and Across Equilibria
De Nederlandsche Bank Working Paper No. 305
Number of pages: 36
Posted: 31 Oct 2011
Downloads
15
Downloads
30
35.
The Fukushima Nuclear Accident, Damage Compensation Resolution and Energy Stock Returns
25th Australasian Finance and Banking Conference 2012
Number of pages: 49
Posted: 26 Aug 2012
Last Revised: 09 Dec 2012
Working Paper Series
Aoyama Gakuin University - Department of Economics and Hosei University - Institute of Comparative Economic Studies (ICES)
Downloads
189
36.
Promotion Incentives, CEO Appointments and Firm Performance
25th Australasian Finance and Banking Conference 2012
Number of pages: 25
Posted: 26 Aug 2012
Last Revised: 02 Oct 2012
Working Paper Series
Monash University and Monash University
Downloads
155
37.
Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory
25th Australasian Finance and Banking Conference 2012
Number of pages: 22
Posted: 26 Aug 2012
Working Paper Series
Edith Cowan University, School of Mathematics and Statistics, The University of Sydney and Edith Cowan University - School of Business & Law
Downloads
77
38.
Suppliers, Investors, and Equity Market Liberalizations
25th Australasian Finance and Banking Conference 2012
Number of pages: 35
Posted: 26 Aug 2012
Last Revised: 21 Mar 2017
Working Paper Series
University of Glasgow - Adam Smith Business School
There are 2 versions of this paper
Suppliers, Investors, and Equity Market Liberalizations
25th Australasian Finance and Banking Conference 2012
Number of pages: 35
Posted: 26 Aug 2012
Last Revised: 21 Mar 2017
Downloads
76
Suppliers, Investors, and Equity Market Liberalizations
Number of pages: 35
Posted: 03 Nov 2011
Last Revised: 28 Sep 2017
Downloads
75
Downloads
76
39.
Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market
25th Australasian Finance and Banking Conference 2012
Number of pages: 48
Posted: 25 Aug 2012
Last Revised: 24 Aug 2013
Working Paper Series
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads
453
40.
Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions
25th Australasian Finance and Banking Conference 2012
Number of pages: 55
Posted: 25 Aug 2012
Working Paper Series
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads
180
41.
Do Equity Mutual Funds Really Perform Less Poorly in Bad Times? Evidence from US and Australia
25th Australasian Finance and Banking Conference 2012
Number of pages: 34
Posted: 25 Aug 2012
Working Paper Series
University of Adelaide and University of Adelaide Business School
Downloads
66
42.
Jumps in Oil Prices: The Role of Economic News
Energy Journal, 34, 2013.
Number of pages: 32
Posted: 23 Aug 2012
Last Revised: 10 Feb 2018
Accepted Paper Series
Colorado State University, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads
206
43.
The Knock-On Effect in Business Group: Evidence from Korean Chaebols Credit Rating Changes
25th Australasian Finance and Banking Conference 2012
Number of pages: 23
Posted: 23 Aug 2012
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science, Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science and Korea Advanced Institute of Science and Technology (KAIST)
Downloads
89
44.
Do Political Connections Help Firms’ Accessing the IPO Market?
25th Australasian Finance and Banking Conference 2012
Number of pages: 43
Posted: 23 Aug 2012
Working Paper Series
Department of Finance and Accounting, School of Management, Zhejiang University, Macquarie University - Department of Applied Finance and Actuarial Studies and University of Wollongong
Downloads
22
45.
An Analysis of the Australian Foreign Exchange Market Response to Monetary Policy Announcements and Explanatory Minute Releases
25th Australasian Finance and Banking Conference 2012
Number of pages: 28
Posted: 22 Aug 2012
Last Revised: 12 Sep 2013
Working Paper Series
Queensland University of Technology, The Brattle Group, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads
53
46.
Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements
25th Australasian Finance and Banking Conference 2012
Number of pages: 38
Posted: 22 Aug 2012
Last Revised: 20 Nov 2012
Working Paper Series
University of Bath - Department of Economics and University of Bath - School of Management
Downloads
270
47.
Can European Bank Bailouts Work?
Journal of Banking & Finance, Volume 48 (2014), 334–349., 25th Australasian Finance and Banking Conference 2012
Number of pages: 41
Posted: 22 Aug 2012
Last Revised: 16 Jan 2016
Accepted Paper Series
Rotterdam School of Management, Erasmus University and VU University Amsterdam
Downloads
185
48.
Liquidity, Fragility and the Credit Crunch: A Theoretical Explanation and the Introduction of Contingent Convertible Bonds
25th Australasian Finance and Banking Conference 2012
Number of pages: 24
Posted: 22 Aug 2012
Working Paper Series
George Washington University and University of Macau
Downloads
129
49.
Market Efficiency and Foreign Institutional Trading: Evidence from the Taiwan Futures Market
25th Australasian Finance and Banking Conference 2012
Number of pages: 32
Posted: 22 Aug 2012
Last Revised: 31 Oct 2012
Working Paper Series
National Chengchi University, National Taiwan University - Department of Finance and National Dong Hwa University - Department of Finance
Downloads
91
50.
How Much are Resource Projects Worth? A Capital Market Perspective
25th Australasian Finance and Banking Conference 2012
Number of pages: 31
Posted: 22 Aug 2012
Working Paper Series
The University of Western Australia
Downloads
42
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