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25th Australasian Finance & Banking Conference 2012 (Archive)

25th Australasian Finance & Banking Conference 2012 Logo 25th Australasian Finance & Banking Conference 2012 Never Stand Still Australian School of Business Banking and Finance

ISBN Number: 978-0-9873127-4-7

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Viewing: 1 - 50 of 114 papers

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 80
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 62
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: 31 Oct 2012
Working Paper Series
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 179
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 152
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 226
10.

Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity

25th Australasian Finance and Banking Conference 2012
Number of pages: 54 Posted: 29 Aug 2012
Working Paper Series
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 157
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
Uniwersytet Ekonomiczny we Wroc?awiu - Faculty of Engineering and Economics
Downloads 81
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 292
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
Capital Markets CRC Limited, La Trobe Business School and CIMB Securities (Australia) Ltd
Downloads 183
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
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Hanken School of Economics and University of Vaasa
Downloads 621
15.

LIBOR’s Poker

Number of pages: 44 Posted: 28 Aug 2012 Last Revised: 16 Feb 2017
Working Paper Series
University of Hawaii
Downloads 404
16.

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 254
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 University, Griffith University and Griffith University - Griffith Business School
Downloads 680
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 316
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 257
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 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 243
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 affiliation not provided to SSRN
Downloads 227
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 176
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 141
24.

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
Jiangxi University of Finance and Economics, Griffith University - Griffith Business School and Griffith University
Downloads 112
25.

Incentive-Compatible Sovereign Debt

Number of pages: 39 Posted: 28 Aug 2012 Last Revised: 13 Nov 2013
Working Paper Series
Copenhagen Business School
Downloads 108
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
The University of Sydney Business School and The University of Queensland
Downloads 103
27.

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 73
28.

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 69
29.

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 68
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 42
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 105
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

Multiple version iconThere are 2 versions of this paper

Downloads 89
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

Multiple version iconThere are 2 versions of this paper

Downloads 29
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 170
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 142
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 Accounting, Finance and Economics
Downloads 71
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
Lund University

Multiple version iconThere are 2 versions of this paper

Downloads 43
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 378
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 172
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 61
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 192
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 84
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 15
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, Monash University, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 50
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 254
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 174
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 121
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 89
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 39