1.
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 127
Posted: 17 Nov 2011
Last Revised: 04 Sep 2015
Accepted Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of Maryland - Robert H. Smith School of Business
Downloads
1,152
2.
Market Timing with Moving Averages
25th Australasian Finance and Banking Conference 2012
Number of pages: 68
Posted: 10 Aug 2012
Last Revised: 09 Nov 2012
Working Paper Series
University of Adelaide Business School
There are 5 versions of this paper
Market Timing with Moving Averages
Number of pages: 68
Posted: 12 Mar 2012
Last Revised: 09 Nov 2012
Downloads
6,545
Market Timing with Moving Averages
25th Australasian Finance and Banking Conference 2012
Number of pages: 68
Posted: 10 Aug 2012
Last Revised: 09 Nov 2012
Downloads
1,147
Market Timing with Moving Averages
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 68
Posted: 23 Aug 2012
Last Revised: 24 Jan 2013
Downloads
442
Market Timing with Moving Averages
International Review of Finance, Vol. 15, Issue 3, pp. 387-425, 2015
Number of pages: 39
Posted: 03 Sep 2015
Downloads
1
Downloads
1,147
3.
Cross-Border Mergers and Acquisitions: The Role of Private Equity Firms
Strategic Management Journal, Forthcoming, 25th Australasian Finance and Banking Conference 2012, 2013 Financial Markets & Corporate Governance Conference, UNSW Australian School of Business Research Paper No. 2012 BFIN 10
Number of pages: 40
Posted: 25 Feb 2012
Last Revised: 19 Sep 2016
Accepted Paper Series
UNSW Business School, Frankfurt School of Finance & Management gemeinnützige GmbH and UNSW Australia Business School, School of Banking and Finance
Downloads
912
4.
Forecasting Government Bond Risk Premia Using Technical Indicators
25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 50
Posted: 22 Aug 2011
Last Revised: 13 Nov 2013
Working 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 Washington University in St. Louis - John M. Olin Business School
Downloads
873
5.
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 University, Griffith University and Griffith University - Griffith Business School
Downloads
656
6.
Developing High-Frequency Foreign Exchange Trading Systems
25th Australasian Finance and Banking Conference 2012
Number of pages: 6
Posted: 20 Aug 2012
Working Paper Series
Bond University, Bond University and Bond University
Downloads
647
7.
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
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Hanken School of Economics and University of Vaasa
Downloads
563
8.
Individual Financial Risk Tolerance and the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Number of pages: 35
Posted: 25 Jan 2012
Last Revised: 10 Jul 2013
Working Paper Series
The University of Western Australia - UWA Business School, University of Queensland and University of Newcastle
There are 2 versions of this paper
Individual Financial Risk Tolerance and the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Number of pages: 35
Posted: 25 Jan 2012
Last Revised: 10 Jul 2013
Downloads
479
Individual Financial Risk Tolerance and the Global Financial Crisis
Accounting & Finance, Vol. 55, Issue 1, pp. 165-185, 2015
Number of pages: 21
Posted: 11 Mar 2015
Downloads
479
9.
The Impact of Non Interest Income on Bank Risk in Australia
25th Australasian Finance and Banking Conference 2012
Number of pages: 40
Posted: 17 Aug 2012
Last Revised: 11 Aug 2014
Working Paper Series
Department of Banking and Finance
Downloads
439
10.
Long-Term Return Reversal: Evidence from International Market Indices
Number of pages: 32
Posted: 01 Aug 2012
Last Revised: 27 Feb 2013
Working Paper Series
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads
404
11.
Loan Loss Provisioning Practices of Asian Banks
BIS Working Paper No. 375
Number of pages: 31
Posted: 11 Apr 2012
Last Revised: 14 May 2014
Working Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads
402
12.
LIBOR’s Poker
Number of pages: 44
Posted: 28 Aug 2012
Last Revised: 16 Feb 2017
Working Paper Series
University of Hawaii
Downloads
387
13.
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
332
14.
The Demand for Warrants and Issuer Pricing Strategies
Journal of Futures Markets, forthcoming
Number of pages: 53
Posted: 18 Aug 2011
Last Revised: 19 Oct 2014
Accepted Paper Series
University of Hagen and Fern Universität in Hagen
Downloads
307
15.
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
300
16.
Costliness of Placement Agents
Journal of Financial Services Research, Vol. 48, No. 3, 2015, Midwest Finance Association 2013 Annual Meeting Paper, 25th Australasian Finance and Banking Conference 2012
Number of pages: 37
Posted: 11 Aug 2012
Last Revised: 20 Sep 2016
Accepted Paper Series
PwC and FELU / University of Ljubljana - Faculty of Economics
There are 2 versions of this paper
Costliness of Placement Agents
Journal of Financial Services Research, Vol. 48, No. 3, 2015, Midwest Finance Association 2013 Annual Meeting Paper, 25th Australasian Finance and Banking Conference 2012
Number of pages: 37
Posted: 11 Aug 2012
Last Revised: 20 Sep 2016
Downloads
298
Costliness of Placement Agents
Journal of Financial Services Research, Vol. 48, No. 3, 2015
Posted: 21 Sep 2016
Downloads
298
17.
Institutional Investor Horizons, Information Environment, and Firm Financing Decisions
25th Australasian Finance and Banking Conference 2012
Number of pages: 64
Posted: 19 Apr 2012
Last Revised: 30 Sep 2012
Working Paper Series
Nanyang Business School, Hong Kong Polytechnic University - Faculty of Business and Chinese University of Hong Kong, Lancaster University, and CEPR
Downloads
296
18.
The Systematic Pricing of Market Sentiment Shock
25th Australasian Finance and Banking Conference 2012, Schulich School of Business York University Working Paper
Number of pages: 57
Posted: 06 Nov 2006
Last Revised: 24 May 2018
Working Paper Series
affiliation not provided to SSRN
Downloads
290
19.
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
286
20.
Bankruptcy Probabilities Inferred from Option Prices
25th Australasian Finance and Banking Conference 2012
Number of pages: 39
Posted: 24 Aug 2012
Last Revised: 09 Dec 2012
Working 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
Downloads
281
21.
CAPM, Components of Beta and the Cross Section of Expected Returns
Number of pages: 58
Posted: 19 Aug 2012
Last Revised: 13 Nov 2015
Working Paper Series
HEC Montreal - Department of Finance and UNSW Business School, University of New South Wales
Downloads
270
22.
Durable Matters? An Alternative Measure of Consumption Risk
25th Australasian Finance and Banking Conference 2012
Number of pages: 55
Posted: 21 Aug 2012
Working Paper Series
University of Chicago - Finance
Downloads
268
23.
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
253
24.
Asset Prices and Google's Search Data
25th Australasian Finance and Banking Conference 2012
Number of pages: 26
Posted: 24 Apr 2012
Working Paper Series
Reutlingen University - ESB Business School
Downloads
247
25.
Capital Ideas: Optimal Capital Reserve Strategies for a Bank and Its Regulator
Number of pages: 33
Posted: 28 Aug 2012
Last Revised: 08 Aug 2015
Working Paper Series
School of Mathematics, University of Manchester, University of Manchester, University of Technology Sydney (UTS) - School of Finance and Economics and University of Manchester
Downloads
247
26.
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
247
27.
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 Applied Financial Studies (CAFS), University of South Australia - School of Commerce and University of South Australia - Division of Business and Enterprise - (CAFS), University of South Australia - School of Commerce
Downloads
234
28.
Experience of Regret and Subsequent Trading Behavior
Number of pages: 54
Posted: 15 Mar 2012
Last Revised: 02 Nov 2017
Working Paper Series
Indian School of Business, Fudan University - School of Economics, Shanghai Stock Exchange and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads
229
29.
CEO Overconfidence and Corporate Financial Distress
25th Australasian Finance and Banking Conference 2012
Number of pages: 29
Posted: 12 Aug 2012
Working Paper Series
affiliation not provided to SSRN and National Chengchi University - College of Commerce
There are 2 versions of this paper
CEO Overconfidence and Corporate Financial Distress
25th Australasian Finance and Banking Conference 2012
Number of pages: 29
Posted: 12 Aug 2012
Downloads
225
Downloads
225
30.
Credit Risk Characteristics of U.S. Small Business Portfolios
Best AFFI 2016 paper in banking & insurance
Number of pages: 39
Posted: 09 Aug 2012
Last Revised: 12 Aug 2017
Working Paper Series
University of Maastricht - Limburg Institute of Financial Economics (LIFE), WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
There are 2 versions of this paper
Credit Risk Characteristics of U.S. Small Business Portfolios
Best AFFI 2016 paper in banking & insurance
Number of pages: 39
Posted: 09 Aug 2012
Last Revised: 12 Aug 2017
Downloads
225
Credit Risk Characteristics of US Small Business Portfolios
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 38
Posted: 13 Dec 2015
Last Revised: 05 Jul 2017
Downloads
51
Downloads
225
31.
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 Birmingham Business School, University of Birmingham
Downloads
222
32.
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
217
33.
Optimal Hedging When the Underlying Asset Follows a Regime-Switching Markov Process
25th Australasian Finance and Banking Conference 2012
Number of pages: 34
Posted: 17 Aug 2012
Last Revised: 19 Aug 2012
Working Paper Series
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads
210
34.
Does Income Smoothing Affect the Cost of Bank Loans?
Number of pages: 54
Posted: 19 Aug 2012
Last Revised: 12 Apr 2015
Working Paper Series
Yokohama National University
Downloads
205
35.
Banking for the Public Good
25th Australasian Finance and Banking Conference 2012
Number of pages: 17
Posted: 15 Jun 2012
Last Revised: 10 Feb 2015
Working Paper Series
Professor of Financial Economics
Downloads
189
36.
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
187
37.
Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets
25th Australasian Finance and Banking Conference 2012
Number of pages: 30
Posted: 19 Aug 2012
Last Revised: 08 Jan 2013
Working Paper Series
University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of Accounting
There are 2 versions of this paper
Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets
25th Australasian Finance and Banking Conference 2012
Number of pages: 30
Posted: 19 Aug 2012
Last Revised: 08 Jan 2013
Downloads
179
Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets
Number of pages: 1
Posted: 08 Jan 2013
Downloads
47
Downloads
179
38.
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: 31 Oct 2012
Working Paper Series
International Monetary Fund (IMF) and Queensland University of Technology
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: 31 Oct 2012
Downloads
175
Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors
CAMA Working Paper 43/2013
Number of pages: 52
Posted: 16 Jul 2013
Downloads
35
Downloads
175
39.
Ultimate Ownership Structure and Bank Regulatory Capital Adjustment: Evidence from European Commercial Banks
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 57
Posted: 25 May 2012
Last Revised: 25 Jan 2013
Working Paper Series
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), University of Limoges - Faculty of Law and Economic Science and Universite de Limoges, LAPE
There are 2 versions of this paper
Ultimate Ownership Structure and Bank Regulatory Capital Adjustment: Evidence from European Commercial Banks
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 57
Posted: 25 May 2012
Last Revised: 25 Jan 2013
Downloads
175
Bank Regulatory Capital Adjustment and Ultimate Ownership Structure: Evidence from European Commercial Banks
Number of pages: 50
Posted: 10 Jun 2012
Downloads
61
Downloads
175
40.
Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices
25th Australasian Finance and Banking Conference 2012
Number of pages: 33
Posted: 16 Aug 2012
Working Paper Series
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads
174
41.
Did Local Lenders Forecast the Bust? Evidence from the Real Estate Market
25th Australasian Finance and Banking Conference 2012
Number of pages: 59
Posted: 02 Dec 2011
Last Revised: 16 Mar 2015
Working Paper Series
UNSW Australia Business School, School of Banking and Finance
Downloads
172
42.
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
171
43.
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
170
44.
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
25th Australasian Finance and Banking Conference 2012
Number of pages: 19
Posted: 19 Aug 2012
Working Paper Series
School of Mathematics and Statistics, The University of Sydney, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads
169
45.
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
166
46.
Quality of Bank Capital and Bank Lending Behavior during the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Number of pages: 48
Posted: 21 Aug 2012
Last Revised: 10 Nov 2014
Working Paper Series
University of Ljubljana - Faculty of Economics, Southeast University - School of Economics and Management, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
There are 2 versions of this paper
Quality of Bank Capital and Bank Lending Behavior during the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Number of pages: 48
Posted: 21 Aug 2012
Last Revised: 10 Nov 2014
Downloads
164
Quality of Bank Capital and Bank Lending Behavior During the Global Financial Crisis
International Review of Financial Analysis, Forthcoming
Number of pages: 48
Posted: 09 Nov 2014
Downloads
119
Downloads
164
47.
Post-Earnings Announcement Drift: Evidence from the Corporate Bond Market
25th Australasian Finance and Banking Conference 2012
Number of pages: 55
Posted: 20 Aug 2012
Last Revised: 26 Nov 2012
Working Paper Series
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads
162
48.
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
Capital Markets CRC Limited, La Trobe Business School and CIMB Securities (Australia) Ltd
Downloads
162
49.
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
162
50.
Predictive Regression: An Improved Augmented Regression Method
25th Australasian Finance and Banking Conference 2012
Number of pages: 31
Posted: 17 Aug 2012
Working Paper Series
La Trobe University
Downloads
160
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